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The gradient boosting machine is a powerful ensemble-based machine learning method for solving regression problems. However, one of the difficulties of its using is a possible discontinuity of the regression function, which arises when…
This paper promotes the use of random forests as versatile tools for estimating spatially disaggregated indicators in the presence of small area-specific sample sizes. Small area estimators are predominantly conceptualized within the…
This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…
Random forests (RFs) are among the most popular supervised learning algorithms due to their nonlinear flexibility and ease-of-use. However, as black box models, they can only be interpreted via algorithmically-defined feature importance…
We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…
Decision trees built with data remain in widespread use for nonparametric prediction. Predicting probability distributions is preferred over point predictions when uncertainty plays a prominent role in analysis and decision-making. We study…
Random forests are a popular class of algorithms used for regression and classification. The algorithm introduced by Breiman in 2001 and many of its variants are ensembles of randomized decision trees built from axis-aligned partitions of…
Random forests are widely used in regression. However, the decision trees used as base learners are poor approximators of linear relationships. To address this limitation we propose RaFFLE (Random Forest Featuring Linear Extensions), a…
Random Forest (RF) is a powerful supervised learner and has been popularly used in many applications such as bioinformatics. In this work we propose the guided random forest (GRF) for feature selection. Similar to a feature selection method…
We propose random hinge forests, a simple, efficient, and novel variant of decision forests. Importantly, random hinge forests can be readily incorporated as a general component within arbitrary computation graphs that are optimized…
An algorithm to improve performance parameter for unsupervised decision forest clustering and density estimation is presented. Specifically, a dual assignment parameter is introduced as a density estimator by combining Random Forest and…
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…
It is widely recognised that semiparametric efficient estimation can be hard to achieve in practice: estimators that are in theory efficient may require unattainable levels of accuracy for the estimation of complex nuisance functions. As a…
We focus on generative AI for a type of data that still represent one of the most prevalent form of data: tabular data. Our paper introduces two key contributions: a new powerful class of forest-based models fit for such tasks and a simple…
The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…
Variable selection for high-dimensional linear models has received a lot of attention lately, mostly in the context of l1-regularization. Part of the attraction is the variable selection effect: parsimonious models are obtained, which are…
We study the convergence of the predictive surface of regression trees and forests. To support our analysis we introduce a notion of adaptive concentration for regression trees. This approach breaks tree training into a model selection…
Hash codes are a very efficient data representation needed to be able to cope with the ever growing amounts of data. We introduce a random forest semantic hashing scheme with information-theoretic code aggregation, showing for the first…
In regression with random design, we study the problem of selecting a model that performs well for out-of-sample prediction. We do not assume that any of the candidate models under consideration are correct. Our analysis is based on…
Random forests on the one hand, and neural networks on the other hand, have met great success in the machine learning community for their predictive performance. Combinations of both have been proposed in the literature, notably leading to…