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We propose Partition Tree, a novel tree-based framework for conditional density estimation over general outcome spaces that supports both continuous and categorical variables within a unified formulation. Our approach models conditional…

Machine Learning · Computer Science 2026-05-13 Felipe Angelim , Alessandro Leite

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

Random forests are a learning algorithm proposed by Breiman [Mach. Learn. 45 (2001) 5--32] that combines several randomized decision trees and aggregates their predictions by averaging. Despite its wide usage and outstanding practical…

Statistics Theory · Mathematics 2015-08-11 Erwan Scornet , Gérard Biau , Jean-Philippe Vert

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

Machine Learning · Statistics 2022-10-13 Domagoj Ćevid , Loris Michel , Jeffrey Näf , Nicolai Meinshausen , Peter Bühlmann

Random Forest (RF) is a widely used ensemble learning technique known for its robust classification performance across diverse domains. However, it often relies on hundreds of trees and all input features, leading to high inference cost and…

Machine Learning · Computer Science 2025-07-08 Sijan Bhattarai , Saurav Bhandari , Girija Bhusal , Saroj Shakya , Tapendra Pandey

Random forests are an ensemble method relevant for many problems, such as regression or classification. They are popular due to their good predictive performance (compared to, e.g., decision trees) requiring only minimal tuning of…

Methodology · Statistics 2022-10-20 Nikolaus Umlauf , Nadja Klein

We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$…

Machine Learning · Statistics 2014-03-25 Anastasios Kyrillidis , Anastasios Zouzias

This paper proposes a novel type of random forests called a denoising random forests that are robust against noises contained in test samples. Such noise-corrupted samples cause serious damage to the estimation performances of random…

Computer Vision and Pattern Recognition · Computer Science 2017-10-31 Masaya Hibino , Akisato Kimura , Takayoshi Yamashita , Yuji Yamauchi , Hironobu Fujiyoshi

Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…

Machine Learning · Statistics 2021-10-25 Rafael Blanquero , Emilio Carrizosa , Cristina Molero-Río , Dolores Romero Morales

The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…

Statistics Theory · Mathematics 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

The prevailing mindset is that a single decision tree underperforms classic random forests in testing accuracy, despite its advantages in interpretability and lightweight structure. This study challenges such a mindset by significantly…

Machine Learning · Computer Science 2024-11-27 Qiangqiang Mao , Yankai Cao

Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target…

Machine Learning · Statistics 2018-05-04 Taylor Pospisil , Ann B. Lee

A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a…

Machine Learning · Statistics 2018-12-17 Matthew A. Olson , Abraham J. Wyner

Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…

Machine Learning · Statistics 2024-02-19 Louis Capitaine , Jérémie Bigot , Rodolphe Thiébaut , Robin Genuer

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

Machine Learning · Computer Science 2026-05-19 Ziyi Liu , Phuc Luong , Mario Boley , Daniel F. Schmidt

Random forests are a machine learning method used to automatically classify datasets and consist of a multitude of decision trees. While these random forests often have higher performance and generalize better than a single decision tree,…

Machine Learning · Computer Science 2025-07-31 Max Sondag , Christofer Meinecke , Dennis Collaris , Tatiana von Landesberger , Stef van den Elzen

We study the problem of estimating the density $f(\boldsymbol x)$ of a random vector ${\boldsymbol X}$ in $\mathbb R^d$. For a spanning tree $T$ defined on the vertex set $\{1,\dots ,d\}$, the tree density $f_{T}$ is a product of bivariate…

Statistics Theory · Mathematics 2022-09-23 László Györfi , Aryeh Kontorovich , Roi Weiss

Random forest is widely exploited as an ensemble learning method. In many practical applications, however, there is still a significant challenge to learn from imbalanced data. To alleviate this limitation, we propose a deep dynamic boosted…

Machine Learning · Computer Science 2022-03-08 Haixin Wang , Xingzhang Ren , Jinan Sun , Wei Ye , Long Chen , Muzhi Yu , Shikun Zhang

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…

Machine Learning · Computer Science 2024-09-25 Christian Komusiewicz , Pascal Kunz , Frank Sommer , Manuel Sorge

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…

Methodology · Statistics 2021-09-13 Sören R. Künzel , Theo F. Saarinen , Edward W. Liu , Jasjeet S. Sekhon