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A weighted random survival forest is presented in the paper. It can be regarded as a modification of the random forest improving its performance. The main idea underlying the proposed model is to replace the standard procedure of averaging…

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

We propose a novel algorithm for optimizing multivariate linear threshold functions as split functions of decision trees to create improved Random Forest classifiers. Standard tree induction methods resort to sampling and exhaustive search…

Machine Learning · Computer Science 2015-06-26 Mohammad Norouzi , Maxwell D. Collins , David J. Fleet , Pushmeet Kohli

Empirical risk minimization often performs poorly when the distribution of the target domain differs from those of source domains. To address such potential distribution shifts, we develop an unsupervised domain adaptation approach that…

Machine Learning · Statistics 2025-03-25 Zhenyu Wang , Peter Bühlmann , Zijian Guo

Data analysis and machine learning have become an integrative part of the modern scientific methodology, offering automated procedures for the prediction of a phenomenon based on past observations, unraveling underlying patterns in data and…

Machine Learning · Statistics 2015-06-04 Gilles Louppe

Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not…

Computation · Statistics 2019-06-19 Taylor Pospisil , Ann B. Lee

Random forests are among the most famous algorithms for solving classification problems, in particular for large-scale data sets. Considering a set of labeled points and several decision trees, the method takes the majority vote to classify…

Optimization and Control · Mathematics 2025-01-24 Jan Pablo Burgard , Maria Eduarda Pinheiro , Martin Schmidt

Towards a future where machine learning systems will integrate into every aspect of people's lives, researching methods to interpret such systems is necessary, instead of focusing exclusively on enhancing their performance. Enriching the…

Machine Learning · Computer Science 2021-12-21 Ioannis Mollas , Nick Bassiliades , Ioannis Vlahavas , Grigorios Tsoumakas

The random forest algorithm, proposed by L. Breiman in 2001, has been extremely successful as a general-purpose classification and regression method. The approach, which combines several randomized decision trees and aggregates their…

Statistics Theory · Mathematics 2015-11-19 Gérard Biau , Erwan Scornet

The need to learn from positive and unlabeled data, or PU learning, arises in many applications and has attracted increasing interest. While random forests are known to perform well on many tasks with positive and negative data, recent PU…

Machine Learning · Computer Science 2022-10-18 Jonathan Wilton , Abigail M. Y. Koay , Ryan K. L. Ko , Miao Xu , Nan Ye

Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…

Machine Learning · Statistics 2024-02-08 Matias D. Cattaneo , Jason M. Klusowski , Peter M. Tian

In this paper, error estimates of classification Random Forests are quantitatively assessed. Based on the initial theoretical framework built by Bates et al. (2023), the true error rate and expected error rate are theoretically and…

Machine Learning · Statistics 2024-08-09 Ian Krupkin , Johanna Hardin

Random Forests are one of the most popular classifiers in machine learning. The larger they are, the more precise is the outcome of their predictions. However, this comes at a cost: their running time for classification grows linearly with…

Machine Learning · Computer Science 2019-12-24 Frederik Gossen , Bernhard Steffen

The issue of estimating residual variance in regression models has experienced relatively little attention in the machine learning community. However, the estimate is of primary interest in many practical applications, e.g. as a primary…

Statistics Theory · Mathematics 2018-12-18 Burim Ramosaj , Markus Pauly

Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity.…

Machine Learning · Statistics 2017-03-23 Robin Genuer , Jean-Michel Poggi , Christine Tuleau-Malot , Nathalie Villa-Vialaneix

We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where…

Machine Learning · Computer Science 2025-08-27 Nathan Justin , Sina Aghaei , Andrés Gómez , Phebe Vayanos

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…

Machine Learning · Computer Science 2024-04-05 Christoph Reinders , Bodo Rosenhahn

The Random Forest (RF) classifier is often claimed to be relatively well calibrated when compared with other machine learning methods. Moreover, the existing literature suggests that traditional calibration methods, such as isotonic…

Machine Learning · Computer Science 2025-01-29 Mohammad Hossein Shaker , Eyke Hüllermeier

Given an ensemble of randomized regression trees, it is possible to restructure them as a collection of multilayered neural networks with particular connection weights. Following this principle, we reformulate the random forest method of…

Machine Learning · Statistics 2018-04-04 Gérard Biau , Erwan Scornet , Johannes Welbl

Educational policymakers often lack data on student outcomes where standardized tests were not administered. Machine learning can predict unobserved outcomes in target populations using source population data. However, covariate…