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Inferring a decision tree from a given dataset is one of the classic problems in machine learning. This problem consists of buildings, from a labelled dataset, a tree such that each node corresponds to a class and a path between the tree…

Machine Learning · Computer Science 2019-04-15 Florent Avellaneda

Motivation: Clustering is a frequently used concept in variety of bioinformatical applications. We present a new method for hierarchical clustering of data called mutual information clustering (MIC) algorithm. It uses mutual information…

Quantitative Methods · Quantitative Biology 2007-05-23 Alexander Kraskov , Harald Stögbauer , Ralph G. Andrzejak , Peter Grassberger

This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices…

Machine Learning · Statistics 2014-04-08 James Brofos

This work introduces a novel interpretable machine learning method called Mixture of Decision Trees (MoDT). It constitutes a special case of the Mixture of Experts ensemble architecture, which utilizes a linear model as gating function and…

Machine Learning · Computer Science 2022-11-29 Simeon Brüggenjürgen , Nina Schaaf , Pascal Kerschke , Marco F. Huber

Decision trees are a widely used method for classification, both by themselves and as the building blocks of multiple different ensemble learning methods. The Max-Cut decision tree involves novel modifications to a standard, baseline model…

Machine Learning · Computer Science 2020-06-26 Jonathan Bodine , Dorit S. Hochbaum

Information coefficient (IC) is a widely used metric for measuring investment managers' skills in selecting stocks. However, its adequacy and effectiveness for evaluating stock selection models has not been clearly understood, as IC from a…

Computational Finance · Quantitative Finance 2020-10-20 Feng Zhang , Ruite Guo , Honggao Cao

This paper introduces Weighted Optimal Classification Forests (WOCFs), a new family of classifiers that takes advantage of an optimal ensemble of decision trees to derive accurate and interpretable classifiers. We propose a novel…

Optimization and Control · Mathematics 2024-12-02 Víctor Blanco , Alberto Japón , Justo Puerto , Peter Zhang

Decision tree (and its extensions such as Gradient Boosting Decision Trees and Random Forest) is a widely used machine learning algorithm, due to its practical effectiveness and model interpretability. With the emergence of big data, there…

Machine Learning · Computer Science 2016-11-07 Qi Meng , Guolin Ke , Taifeng Wang , Wei Chen , Qiwei Ye , Zhi-Ming Ma , Tie-Yan Liu

Many real-world problems require making sequences of decisions where the outcomes of each decision are probabilistic and uncertain, and the availability of different actions is constrained by the outcomes of previous actions. There is a…

Optimization and Control · Mathematics 2025-04-28 Berk Ozturk , She'ifa Punla-Green , Les Servi

An educational institution needs to have an approximate prior knowledge of enrolled students to predict their performance in future academics. This helps them to identify promising students and also provides them an opportunity to pay…

Computers and Society · Computer Science 2013-10-09 Kalpesh Adhatrao , Aditya Gaykar , Amiraj Dhawan , Rohit Jha , Vipul Honrao

Iterated sampling importance resampling (i-SIR) is a Markov chain Monte Carlo (MCMC) algorithm which is based on $N$ independent proposals. As $N$ grows, its samples become nearly independent, but with an increased computational cost. We…

Computation · Statistics 2025-12-24 Pietari Laitinen , Matti Vihola

Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For binary classification and regression models, this approach recursively divides the data into two near-homogenous…

Machine Learning · Statistics 2020-08-17 Jason M. Klusowski

Random forests are among the most popular classification and regression methods used in industrial applications. To be effective, the parameters of random forests must be carefully tuned. This is usually done by choosing values that…

Machine Learning · Statistics 2018-07-03 C. H. Bryan Liu , Benjamin Paul Chamberlain , Duncan A. Little , Angelo Cardoso

We consider supervised learning with random decision trees, where the tree construction is completely random. The method is popularly used and works well in practice despite the simplicity of the setting, but its statistical mechanism is…

Machine Learning · Computer Science 2015-02-06 Mariusz Bojarski , Anna Choromanska , Krzysztof Choromanski , Yann LeCun

Decision trees are popular machine learning models that are simple to build and easy to interpret. Even though algorithms to learn decision trees date back to almost 50 years, key properties affecting their generalization error are still…

Machine Learning · Computer Science 2020-10-16 Jean-Samuel Leboeuf , Frédéric LeBlanc , Mario Marchand

Decision forest (decision tree ensemble) is one of the most popular machine learning algorithms. To use large models on big data, like document scoring with learning-to-rank models, we need to evaluate these models efficiently. In this…

Machine Learning · Computer Science 2022-05-17 Alexey Mironov , Ilnur Khuziev

With the emergence of precision medicine, estimating optimal individualized decision rules (IDRs) has attracted tremendous attention in many scientific areas. Most existing literature has focused on finding optimal IDRs that can maximize…

Methodology · Statistics 2022-06-28 Zhengling Qi , Jong-Shi Pang , Yufeng Liu

Decision tree classifiers are a widely used tool in data stream mining. The use of confidence intervals to estimate the gain associated with each split leads to very effective methods, like the popular Hoeffding tree algorithm. From a…

Machine Learning · Statistics 2016-04-13 Rocco De Rosa

Decision trees are a popular choice of explainable model, but just like neural networks, they suffer from adversarial examples. Existing algorithms for fitting decision trees robust against adversarial examples are greedy heuristics and…

Machine Learning · Computer Science 2021-09-10 Daniël Vos , Sicco Verwer

Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are…

Machine Learning · Statistics 2015-02-17 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh
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