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Density Estimation Trees (DETs) are decision trees trained on a multivariate dataset to estimate its probability density function. While not competitive with kernel techniques in terms of accuracy, they are incredibly fast, embarrassingly…
We offer theoretical and empirical insights into the impact of exogenous randomness on the effectiveness of random forests with tree-building rules independent of training data. We formally introduce the concept of exogenous randomness and…
Analysis of sample survey data often requires adjustments to account for missing data in the outcome variables of principal interest. Standard adjustment methods based on item imputation or on propensity weighting factors rely heavily on…
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…
Random Forests are widely claimed to capture interactions well. However, some simple examples suggest that they perform poorly in the presence of certain pure interactions that the conventional CART criterion struggles to capture during…
Random Forest (RF) is an ensemble supervised machine learning technique that was developed by Breiman over a decade ago. Compared with other ensemble techniques, it has proved its accuracy and superiority. Many researchers, however, believe…
We introduce an exact distributed algorithm to train Random Forest models as well as other decision forest models without relying on approximating best split search. We explain the proposed algorithm and compare it to related approaches for…
Nonparametric random coefficient (RC)-density estimation has mostly been considered in the marginal density case under strict independence of RCs and covariates. This paper deals with the estimation of RC-densities conditional on a…
Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the…
We propose a novel multivariate nonparametric multiple change point detection method using classifiers. We construct a classifier log-likelihood ratio that uses class probability predictions to compare different change point configurations.…
Random Forest (RF) is a well-known data-driven algorithm applied in several fields thanks to its flexibility in modeling the relationship between the response variable and the predictors, also in case of strong non-linearities. In…
We propose random hinge forests, a simple, efficient, and novel variant of decision forests. Importantly, random hinge forests can be readily incorporated as a general component within arbitrary computation graphs that are optimized…
Predicting rare outcomes such as startup success is central to venture capital, demanding models that are both accurate and interpretable. We introduce Random Rule Forest (RRF), a lightweight ensemble method that uses a large language model…
Random forests (RFs) are among the most popular supervised learning algorithms due to their nonlinear flexibility and ease-of-use. However, as black box models, they can only be interpreted via algorithmically-defined feature importance…
Feature selection is a critical step in high-dimensional classification tasks, particularly under challenging conditions of double imbalance, namely settings characterized by both class imbalance in the response variable and dimensional…
We present Neural Random Forest Imitation - a novel approach for transforming random forests into neural networks. Existing methods propose a direct mapping and produce very inefficient architectures. In this work, we introduce an imitation…
Information-theoretic quantities, such as conditional entropy and mutual information, are critical data summaries for quantifying uncertainty. Current widely used approaches for computing such quantities rely on nearest neighbor methods and…
Random Forest (RF) is a popular tree-ensemble method for supervised learning, prized for its ease of use and flexibility. Online RF models require to account for new training data to maintain model accuracy. This is particularly important…
Deep learning models are being adopted and applied on various critical decision-making tasks, yet they are trained to provide point predictions without providing degrees of confidence. The trustworthiness of deep learning models can be…
Classification of functional data where observations are curves or trajectories poses unique challenges, particularly under severe class imbalance. Traditional Random Forest algorithms, while robust for tabular data, often fail to capture…