Related papers: Two-stage Best-scored Random Forest for Large-scal…
Sequential model-based optimization sequentially selects a candidate point by constructing a surrogate model with the history of evaluations, to solve a black-box optimization problem. Gaussian process (GP) regression is a popular choice as…
There are many approaches for training decision trees. This work introduces a novel gradient-based method for constructing decision trees that optimize arbitrary differentiable loss functions, overcoming the limitations of heuristic…
It is notoriously difficult to build a bad Random Forest (RF). Concurrently, RF blatantly overfits in-sample without any apparent consequence out-of-sample. Standard arguments, like the classic bias-variance trade-off or double descent,…
Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…
This paper presents a novel ensemble learning approach called Residual Likelihood Forests (RLF). Our weak learners produce conditional likelihoods that are sequentially optimized using global loss in the context of previous learners within…
Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…
Probabilistic sampling methods have become very popular to solve single-shot path planning problems. Rapidly-exploring Random Trees (RRTs) in particular have been shown to be efficient in solving high dimensional problems. Even though…
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…
Latent variable (LV) models are widely used in psychological research to investigate relationships among unobservable constructs. When one-stage estimation of the overall LV model is challenging, two-stage factor score regression (FSR)…
Tree shape statistics quantify some aspect of the shape of a phylogenetic tree. They are commonly used to compare reconstructed trees to evolutionary models and to find evidence of tree reconstruction bias. Historically, to find a useful…
Learning a regression function using censored or interval-valued output data is an important problem in fields such as genomics and medicine. The goal is to learn a real-valued prediction function, and the training output labels indicate an…
Neural networks and tree ensembles are state-of-the-art learners, each with its unique statistical and computational advantages. We aim to combine these advantages by introducing a new layer for neural networks, composed of an ensemble of…
This paper proposes the automatic Doubly Robust Random Forest (DRRF) algorithm for estimating the conditional expectation of a moment functional in the presence of high-dimensional nuisance functions. DRRF extends the automatic debiasing…
Random forests are a very effective and commonly used statistical method, but their full theoretical analysis is still an open problem. As a first step, simplified models such as purely random forests have been introduced, in order to shed…
This paper proposes FREEtree, a tree-based method for high dimensional longitudinal data with correlated features. Popular machine learning approaches, like Random Forests, commonly used for variable selection do not perform well when there…
Tree ensembles such as random forests (RFs) and gradient boosting machines (GBMs) are among the most widely used supervised learners, yet their theoretical properties remain incompletely understood. We adopt a spectral perspective on these…
Treemaps have been widely applied to the visualization of hierarchical data. A treemap takes a weighted tree and visualizes its leaves in a nested planar geometric shape, with sub-regions partitioned such that each sub-region has an area…
Random forests and, more generally, (decision\nobreakdash-)tree ensembles are widely used methods for classification and regression. Recent algorithmic advances allow to compute decision trees that are optimal for various measures such as…
Conventionally, random forests are built from "greedy" decision trees which each consider only one split at a time during their construction. The sub-optimality of greedy implementation has been well-known, yet mainstream adoption of more…
Classification is essential to the applications in the field of data mining, artificial intelligence, and fault detection. There exists a strong need in developing accurate, suitable, and efficient classification methods and algorithms with…