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This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…

Statistics Theory · Mathematics 2024-02-22 Ricardo Blum , Munir Hiabu , Enno Mammen , Joseph T. Meyer

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…

Machine Learning · Statistics 2020-06-18 Yuancheng Xu , Athanasse Zafirov , R. Michael Alvarez , Dan Kojis , Min Tan , Christina M. Ramirez

Random forests have proven to be reliable predictive algorithms in many application areas. Not much is known, however, about the statistical properties of random forests. Several authors have established conditions under which their…

Statistics Theory · Mathematics 2016-05-05 Stefan Wager

In recent years, dynamically growing data and incrementally growing number of classes pose new challenges to large-scale data classification research. Most traditional methods struggle to balance the precision and computational burden when…

Machine Learning · Computer Science 2016-11-01 Tingting Xie , Yuxing Peng , Changjian Wang

Despite widespread interest and practical use, the theoretical properties of random forests are still not well understood. In this paper we contribute to this understanding in two ways. We present a new theoretically tractable variant of…

Machine Learning · Statistics 2013-10-08 Misha Denil , David Matheson , Nando de Freitas

In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an…

Machine Learning · Computer Science 2013-12-30 N. Denizcan Vanli , Suleyman S. Kozat

We propose the orthogonal random forest, an algorithm that combines Neyman-orthogonality to reduce sensitivity with respect to estimation error of nuisance parameters with generalized random forests (Athey et al., 2017)--a flexible…

Machine Learning · Computer Science 2019-09-27 Miruna Oprescu , Vasilis Syrgkanis , Zhiwei Steven Wu

Non-Euclidean data that are indexed with a scalar predictor such as time are increasingly encountered in data applications, while statistical methodology and theory for such random objects are not well developed yet. To address the need for…

Methodology · Statistics 2021-08-24 Zhenhua Lin , Hans-Georg Müller

The induction of additional randomness in parallel and sequential ensemble methods has proven to be worthwhile in many aspects. In this manuscript, we propose and examine a novel random tree depth injection approach suitable for sequential…

Machine Learning · Statistics 2020-09-15 Tobias Markus Krabel , Thi Ngoc Tien Tran , Andreas Groll , Daniel Horn , Carsten Jentsch

In surveys, the interest lies in estimating finite population parameters such as population totals and means. In most surveys, some auxiliary information is available at the estimation stage. This information may be incorporated in the…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

Canonical distances such as Euclidean distance often fail to capture the appropriate relationships between items, subsequently leading to subpar inference and prediction. Many algorithms have been proposed for automated learning of suitable…

Machine Learning · Statistics 2020-08-24 Tyler M. Tomita , Joshua T. Vogelstein

This work studies the statistical implications of using features comprised of general linear combinations of covariates to partition the data in randomized decision tree and forest regression algorithms. Using random tessellation theory in…

Statistics Theory · Mathematics 2025-11-05 Eliza O'Reilly

Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…

Machine Learning · Statistics 2019-08-28 Tim Coleman , Kimberly Kaufeld , Mary Frances Dorn , Lucas Mentch

Dealing with datasets of very high dimension is a major challenge in machine learning. In this paper, we consider the problem of feature selection in applications where the memory is not large enough to contain all features. In this…

Machine Learning · Statistics 2017-09-07 Antonio Sutera , Célia Châtel , Gilles Louppe , Louis Wehenkel , Pierre Geurts

Tree ensemble methods such as random forests [Breiman, 2001] are very popular to handle high-dimensional tabular data sets, notably because of their good predictive accuracy. However, when machine learning is used for decision-making…

Statistics Theory · Mathematics 2021-12-28 Erwan Scornet

We develop a finite-sample, design-based theory for random forests in which each tree is a randomized conditional predictor acting on fixed covariates and the forest is their Monte Carlo average. An exact variance identity separates Monte…

Machine Learning · Statistics 2026-03-03 Nathaniel S. O'Connell

Fr\'echet regression extends the principles of linear regression to accommodate responses valued in generic metric spaces. While this approach has primarily focused on exploring relationships between Euclidean predictors and non-Euclidean…

Statistics Theory · Mathematics 2026-02-25 Chang Jun Im , Jeong Min Jeon

Regression trees have emerged as a preeminent tool for solving real-world regression problems due to their ability to deal with nonlinearities, interaction effects and sharp discontinuities. In this article, we rather study regression trees…

Machine Learning · Statistics 2025-11-14 Nathan Wycoff

Random forests remain among the most popular off-the-shelf supervised machine learning tools with a well-established track record of predictive accuracy in both regression and classification settings. Despite their empirical success as well…

Machine Learning · Statistics 2020-09-15 Lucas Mentch , Siyu Zhou

The last decade has shed some light on theoretical properties such as their consistency for regression tasks. In the current paper, we propose a new class of very simple learners based on so-called naive trees. These naive trees partition…

Statistics Theory · Mathematics 2024-12-18 Nico Föge , Markus Pauly , Lena Schmid , Marc Ditzhaus
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