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We prove uniform consistency of Random Survival Forests (RSF), a newly introduced forest ensemble learner for analysis of right-censored survival data. Consistency is proven under general splitting rules, bootstrapping, and random selection…
Ensembles are a straightforward, remarkably effective method for improving the accuracy,calibration, and robustness of models on classification tasks; yet, the reasons that underlie their success remain an active area of research. We build…
Bootstrap aggregating (bagging) is an effective ensemble protocol, which is believed can enhance robustness by its majority voting mechanism. Recent works further prove the sample-wise robustness certificates for certain forms of bagging…
Assume we are given a set of items from a general metric space, but we neither have access to the representation of the data nor to the distances between data points. Instead, suppose that we can actively choose a triplet of items (A,B,C)…
The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all the base learners (trees) to aggregate their predictions.…
In statistical exercises where there are several candidate models, the traditional approach is to select one model using some data driven criterion and use that model for estimation, testing and other purposes, ignoring the variability of…
In ensemble methods, the outputs of a collection of diverse classifiers are combined in the expectation that the global prediction be more accurate than the individual ones. Heterogeneous ensembles consist of predictors of different types,…
Class imbalance poses a major challenge in different classification tasks, which is a frequently occurring scenario in many real-world applications. Data resampling is considered to be the standard approach to address this issue. The goal…
We study various types of consistency of honest decision trees and random forests in the regression setting. In contrast to related literature, our proofs are elementary and follow the classical arguments used for smoothing methods. Under…
With the rise of the popularity and usage of neural networks, trustworthy uncertainty estimation is becoming increasingly essential. One of the most prominent uncertainty estimation methods is Deep Ensembles (Lakshminarayanan et al., 2017)…
Bootstrap methods are increasingly accepted as one of the common approaches in constructing confidence intervals in bibliometric studies. Typical bootstrap methods assume that the statistical population is infinite. When the statistical…
Random forests (RFs) utilize bootstrap sampling to generate individual training sets for each component tree by sampling with replacement, with the sample size typically equal to that of the original training set ($N$). Previous research…
Presence of missing values in a dataset can adversely affect the performance of a classifier. Single and Multiple Imputation are normally performed to fill in the missing values. In this paper, we present several variants of combining…
Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…
Multiple systems estimation using a Poisson loglinear model is a standard approach to quantifying hidden populations where data sources are based on lists of known cases. Information criteria are often used for selecting between the large…
In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likelihood. Compared with two popular methods (the bag of little…
Sparse model identification enables nonlinear dynamical system discovery from data. However, the control of false discoveries for sparse model identification is challenging, especially in the low-data and high-noise limit. In this paper, we…
In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…
While a broad range of techniques have been proposed to tackle distribution shift, the simple baseline of training on an $\textit{undersampled}$ balanced dataset often achieves close to state-of-the-art-accuracy across several popular…
Ensembling is a simple and popular technique for boosting evaluation performance by training multiple models (e.g., with different initializations) and aggregating their predictions. This approach is commonly reserved for the largest…