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This work studies the statistical implications of using features comprised of general linear combinations of covariates to partition the data in randomized decision tree and forest regression algorithms. Using random tessellation theory in…
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…
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…
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…
Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear…
Random Forests have been one of the most popular bagging methods in the past few decades, especially due to their success at handling tabular datasets. They have been extensively studied and compared to boosting models, like XGBoost, which…
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)…
In this paper we develop a new machine learning estimator for ordered choice models based on the random forest. The proposed Ordered Forest flexibly estimates the conditional choice probabilities while taking the ordering information…
Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity,…
We address the problem of finding influential training samples for a particular case of tree ensemble-based models, e.g., Random Forest (RF) or Gradient Boosted Decision Trees (GBDT). A natural way of formalizing this problem is studying…
Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…
As a flexible nonparametric learning tool, the random forests algorithm has been widely applied to various real applications with appealing empirical performance, even in the presence of high-dimensional feature space. Unveiling the…
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…
Random forests have become popular for clinical risk prediction modelling. In a case study on predicting ovarian malignancy, we observed training c-statistics close to 1. Although this suggests overfitting, performance was competitive on…
Multi-target regression is useful in a plethora of applications. Although random forest models perform well in these tasks, they are often difficult to interpret. Interpretability is crucial in machine learning, especially when it can…
Although regression trees were originally designed for large datasets, they can profitably be used on small datasets as well, including those from replicated or unreplicated complete factorial experiments. We show that in the latter…
The random forest algorithm (RF) has several hyperparameters that have to be set by the user, e.g., the number of observations drawn randomly for each tree and whether they are drawn with or without replacement, the number of variables…
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…
We introduce an exact distributed algorithm to train Random Forest models as well as other decision forest models without relying on approximating best split search. We explain the proposed algorithm and compare it to related approaches for…
Random Forests have been extensively used in regression and classification, inspiring the development of various forest-based methods. Among these, Mondrian Forests, derived from the Mondrian process, mark a significant advancement.…