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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 (ML) algorithms, like Convolutional Neural Networks (CNN), Support Vector Machines (SVM), etc. have become widespread and can achieve high statistical performance. However their accuracy decreases significantly in…

Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for…

Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior…

Random Forest (RF) is a powerful ensemble method for classification and regression tasks. It consists of decision trees set. Although, a single tree is well interpretable for human, the ensemble of trees is a black-box model. The popular…

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…

The regularized random forest (RRF) was recently proposed for feature selection by building only one ensemble. In RRF the features are evaluated on a part of the training data at each tree node. We derive an upper bound for the number of…

Random Forests (RFs) are strong machine learning tools for classification and regression. However, they remain supervised algorithms, and no extension of RFs to the one-class setting has been proposed, except for techniques based on…

Random forests are ensemble learning methods introduced by Breiman (2001) that operate by averaging several decision trees built on a randomly selected subspace of the data set. Despite their widespread use in practice, the respective roles…

Several studies have shown that combining machine learning models in an appropriate way will introduce improvements in the individual predictions made by the base models. The key to make well-performing ensemble model is in the diversity of…

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…

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…

Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its benefits may be lessened in sparse settings due to weak predictors, and a pre-estimation dimension reduction (targeting)…

In this paper, we propose DiFF-RF, an ensemble approach composed of random partitioning binary trees to detect point-wise and collective (as well as contextual) anomalies. Thanks to a distance-based paradigm used at the leaves of the trees,…

Random cut forest (RCF) algorithms have been developed for anomaly detection, particularly in time series data. The RCF algorithm is an improved version of the isolation forest (IF) algorithm. Unlike the IF algorithm, the RCF algorithm can…

In this paper, we propose a novel random-forest scheme, namely Joint Maximum Purity Forest (JMPF), for classification, clustering, and regression tasks. In the JMPF scheme, the original feature space is transformed into a compactly…

Random forests are ensemble methods which grow trees as base learners and combine their predictions by averaging. Random forests are known for their good practical performance, particularly in high dimensional set-tings. On the theoretical…

Supervised learning algorithms generally assume the availability of enough memory to store their data model during the training and test phases. However, in the Internet of Things, this assumption is unrealistic when data comes in the form…

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…

We propose a novel methodology, forest floor, to visualize and interpret random forest (RF) models. RF is a popular and useful tool for non-linear multi-variate classification and regression, which yields a good trade-off between robustness…