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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

Classifications organize entities into categories that identify similarities within a category and discern dissimilarities among categories, and they powerfully classify information in support of analysis. We propose a new classification…

Optimization and Control · Mathematics 2022-09-05 Casey Garner , Allen Holder

Multi-view learning is a learning task in which data is described by several concurrent representations. Its main challenge is most often to exploit the complementarities between these representations to help solve a…

Machine Learning · Computer Science 2020-07-07 Hongliu Cao , Simon Bernard , Robert Sabourin , Laurent Heutte

Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class…

Machine Learning · Statistics 2016-06-10 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

Given the constant rise in quantity and quality of data obtained from neural systems on many scales ranging from molecular to systems', information-theoretic analyses became increasingly necessary during the past few decades in the…

Information Theory · Computer Science 2013-10-08 Felix Effenberger

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two…

Data Analysis, Statistics and Probability · Physics 2014-12-22 Kevin H. Knuth , Deniz Gençağa , William B. Rossow

Random forests are one of the most popular machine learning methods due to their accuracy and variable importance assessment. However, random forests only provide variable importance in a global sense. There is an increasing need for such…

Methodology · Statistics 2021-03-25 Joshua Daniel Loyal , Ruoqing Zhu , Yifan Cui , Xin Zhang

Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-parametric model. Aiming for obtaining an interpretable…

Methodology · Statistics 2020-05-12 Jasper Velthoen , Juan-Juan Cai , Geurt Jongbloed

Random forests are a type of ensemble method which makes predictions by combining the results of several independent trees. However, the theory of random forests has long been outpaced by their application. In this paper, we propose a novel…

Machine Learning · Computer Science 2015-07-23 Jianyuan Sun , Guoqiang Zhong , Junyu Dong , Yajuan Cai

Time-varying covariates are often available in survival studies and estimation of the hazard function needs to be updated as new information becomes available. In this paper, we investigate several different easy-to-implement ways that…

Methodology · Statistics 2021-03-04 Hoora Moradian , Weichi Yao , Denis Larocque , Jeffrey S. Simonoff , Halina Frydman

Joint distributions over many variables are frequently modeled by decomposing them into products of simpler, lower-dimensional conditional distributions, such as in sparsely connected Bayesian networks. However, automatically learning such…

Machine Learning · Computer Science 2013-01-07 Scott Davies , Andrew Moore

Experts advising decision-makers are likely to display expertise which varies as a function of the problem instance. In practice, this may lead to sub-optimal or discriminatory decisions against minority cases. In this work we model such…

Artificial Intelligence · Computer Science 2023-10-27 Axel Abels , Tom Lenaerts , Vito Trianni , Ann Nowé

Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

Outcomes of data-driven AI models cannot be assumed to be always correct. To estimate the uncertainty in these outcomes, the uncertainty wrapper framework has been proposed, which considers uncertainties related to model fit, input quality,…

Machine Learning · Computer Science 2022-01-11 Pascal Gerber , Lisa Jöckel , Michael Kläs

This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…

Machine Learning · Statistics 2015-09-11 Lucas Mentch , Giles Hooker

We introduce a semiparametric approach to neighbor-based classification. We build off the recently proposed Boundary Trees algorithm by Mathy et al.(2015) which enables fast neighbor-based classification, regression and retrieval in large…

Machine Learning · Computer Science 2018-10-29 Tharindu Adikari , Stark C. Draper

The ability to compare between individuals or organisations fairly is important for the development of robust and meaningful quantitative benchmarks. To make fair comparisons, contextual factors must be taken into account, and comparisons…

Applications · Statistics 2020-11-18 Daniel W. Kennedy , Jessica Cameron , Paul P. -Y. Wu , Kerrie Mengersen

We introduce a novel interpretable tree based algorithm for prediction in a regression setting. Our motivation is to estimate the unknown regression function from a functional decomposition perspective in which the functional components…

Machine Learning · Statistics 2023-08-04 Munir Hiabu , Enno Mammen , Joseph T. Meyer

We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…

Methodology · Statistics 2018-04-06 Susan Athey , Julie Tibshirani , Stefan Wager