Related papers: Tree-Structured Scale Effects in Binary and Ordina…
The multivariate sequential ordinal model is investigated for use in the Bayesian analysis of spatio-temporal ordinal data. The sequential ordinal model likelihood is equivalent to a binary model conditional on unknown regression…
Tree-based algorithms such as random forests and gradient boosted trees continue to be among the most popular and powerful machine learning models used across multiple disciplines. The conventional wisdom of estimating the impact of a…
Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point…
To gain insight into how characteristics of an establishment are associated with nonresponse, a recursive partitioning algorithm is applied to the Occupational Employment Statistics May 2006 survey data to build a regression tree. The tree…
We revisit binary decision trees from the perspective of partitions of the data. We introduce the notion of partitioning function, and we relate it to the growth function and to the VC dimension. We consider three types of features:…
We propose Causal Interaction Trees for identifying subgroups of participants that have enhanced treatment effects using observational data. We extend the Classification and Regression Tree algorithm by using splitting criteria that focus…
We propose a machine learning-based extension of the classical binomial option pricing model that incorporates key market microstructure effects. Traditional models assume frictionless markets, overlooking empirical features such as bid-ask…
In this paper, we introduce directional feedback in the ordinal regression setting, in which the learner receives feedback on whether the predicted label is on the left or the right side of the actual label. This is a weak supervision…
We propose an innovative statistical method, called Ordinal Mixed-Effect Random Forest (OMERF), that extends the use of random forest to the analysis of hierarchical data and ordinal responses. The model preserves the flexibility and…
Many ecological and spatial processes are complex in nature and are not accurately modeled by linear models. Regression trees promise to handle the high-order interactions that are present in ecological and spatial datasets, but fail to…
Recently proposed budding tree is a decision tree algorithm in which every node is part internal node and part leaf. This allows representing every decision tree in a continuous parameter space, and therefore a budding tree can be jointly…
Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…
Recursive partitioning approaches producing tree-like models are a long standing staple of predictive modeling, in the last decade mostly as ``sub-learners'' within state of the art ensemble methods like Boosting and Random Forest. However,…
Individuals do not respond uniformly to treatments, events, or interventions. Sociologists routinely partition samples into subgroups to explore how the effects of treatments vary by covariates like race, gender, and socioeconomic status.…
Detection of differential item functioning by use of the logistic modelling approach has a long tradition. One big advantage of the approach is that it can be used to investigate non-uniform DIF as well as uniform DIF. The classical…
Decision forest algorithms typically model data by learning a binary tree structure recursively where every node splits the feature space into two sub-regions, sending examples into the left or right branch as a result. In axis-aligned…
When using machine learning for imbalanced binary classification problems, it is common to subsample the majority class to create a (more) balanced training dataset. This biases the model's predictions because the model learns from data…
Ordinal regression (OR, also called ordinal classification) is classification of ordinal data, in which the underlying target variable is categorical and considered to have a natural ordinal relation for the underlying explanatory variable.…
Decision trees are ubiquitous in machine learning for their ease of use and interpretability. Yet, these models are not typically employed in reinforcement learning as they cannot be updated online via stochastic gradient descent. We…
This paper presents a new approach for trees-based regression, such as simple regression tree, random forest and gradient boosting, in settings involving correlated data. We show the problems that arise when implementing standard…