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Regression models usually tend to recover a noisy signal in the form of a combination of regressors, also called features in machine learning, themselves being the result of a learning process.The alignment of the prior covariance feature…

Statistical Mechanics · Physics 2023-01-25 Cyril Furtlehner

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

We study the effectiveness of randomizing split-directions in random forests. Prior literature has shown that, on the one hand, randomization can reduce variance through decorrelation, and, on the other hand, randomization regularizes and…

Machine Learning · Statistics 2025-04-18 C. Revelas , O. Boldea , B. J. M. Werker

The prevailing mindset is that a single decision tree underperforms classic random forests in testing accuracy, despite its advantages in interpretability and lightweight structure. This study challenges such a mindset by significantly…

Machine Learning · Computer Science 2024-11-27 Qiangqiang Mao , Yankai Cao

Random Forest (RF) is a widely used machine learning algorithm known for its flexibility, user-friendliness, and high predictive performance across various domains. However, it is non-interpretable. This can limit its usefulness in applied…

Machine Learning · Statistics 2024-08-13 Luca Patelli , Natalia Golini , Rosaria Ignaccolo , Michela Cameletti

We consider supervised learning with random decision trees, where the tree construction is completely random. The method is popularly used and works well in practice despite the simplicity of the setting, but its statistical mechanism is…

Machine Learning · Computer Science 2015-02-06 Mariusz Bojarski , Anna Choromanska , Krzysztof Choromanski , Yann LeCun

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…

Statistics Theory · Mathematics 2015-09-18 Erwan Scornet

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

Random forests are a widely used machine learning algorithm, but their computational efficiency is undermined when applied to large-scale datasets with numerous instances and useless features. Herein, we propose a nonparametric feature…

Machine Learning · Computer Science 2022-01-19 Xiaojun Mao , Liuhua Peng , Zhonglei Wang

In the context of personalized medicine, machine learning algorithms are growing in popularity. These algorithms require substantial information, which can be acquired effectively through the usage of previously gathered data. Open data and…

Machine Learning · Computer Science 2026-01-13 Niklas Jacobs , Manuel C. Voelkle , Norbert Kathmann , Kevin Hilbert

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…

Machine Learning · Computer Science 2023-03-30 Avraam Bardos , Nikolaos Mylonas , Ioannis Mollas , Grigorios Tsoumakas

Tree-based machine learning models, such as decision trees and random forests, have been hugely successful in classification tasks primarily because of their predictive power in supervised learning tasks and ease of interpretation. Despite…

Machine Learning · Computer Science 2024-02-08 Tanmay Surve , Romila Pradhan

Random Forests (RFs) are widely used Machine Learning models in low-power embedded devices, due to their hardware friendly operation and high accuracy on practically relevant tasks. The accuracy of a RF often increases with the number of…

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…

Applications · Statistics 2008-11-12 Hemant Ishwaran , Udaya B. Kogalur , Eugene H. Blackstone , Michael S. Lauer

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

Since their introduction by Breiman, Random Forests (RFs) have proven to be useful for both classification and regression tasks. The RF prediction of a previously unseen observation can be represented as a weighted sum of all training…

Applications · Statistics 2025-08-21 Nils Koster , Fabian Krüger

This paper presents a brand new nonparametric density estimation strategy named the best-scored random forest density estimation whose effectiveness is supported by both solid theoretical analysis and significant experimental performance.…

Machine Learning · Statistics 2019-05-10 Hanyuan Hang , Hongwei Wen

Procedural fairness has been a public concern, which leads to controversy when making decisions with respect to protected classes, such as race, social status, and disability. Some protected classes can be inferred according to some safe…

Machine Learning · Computer Science 2021-07-01 Xian Li

Updating machine learning models with new information usually improves their predictive performance, yet, in many applications, it is also desirable to avoid changing the model predictions too much. This property is called stability. In…

Machine Learning · Computer Science 2024-02-22 Morten Blørstad , Berent Å. S. Lunde , Nello Blaser

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…

Machine Learning · Computer Science 2021-10-15 Ludovic Arnould , Claire Boyer , Erwan Scornet , Sorbonne Lpsm
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