Related papers: A Unified Framework for Random Forest Prediction E…
Precise control in modern robotic applications is always an open issue due to unknown time-varying disturbances. Existing meta-learning-based approaches require a shared representation of environmental structures, which lack flexibility for…
We present a model-agnostic framework for the construction of prediction intervals of insurance claims, with finite sample statistical guarantees, extending the technique of split conformal prediction to the domain of two-stage…
Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…
Uncertainty estimation is an essential and heavily-studied component for the reliable application of semantic segmentation methods. While various studies exist claiming methodological advances on the one hand, and successful application on…
Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last…
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…
This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for…
Random forest is a classification algorithm well suited for microarray data: it shows excellent performance even when most predictive variables are noise, can be used when the number of variables is much larger than the number of…
Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…
Prediction intervals are a machine- and human-interpretable way to represent predictive uncertainty in a regression analysis. In this paper, we present a method for generating prediction intervals along with point estimates from an ensemble…
We study the problem of sharing as many branching conditions of a given forest classifier or regressor as possible while keeping classification performance. As a constraint for preventing from accuracy degradation, we first consider the one…
To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…
We propose a random forest estimator for the intensity of spatial point processes, applicable with or without covariates. It retains the well-known advantages of a random forest approach, including the ability to handle a large number of…
Current approaches for time series forecasting, whether in the time or frequency domain, predominantly use deep learning models based on linear layers or transformers. They often encode time series data in a black-box manner and rely on…
Recent studies have shown that tuning prediction models increases prediction accuracy and that Random Forest can be used to construct prediction intervals. However, to our best knowledge, no study has investigated the need to, and the…
It is crucial to learn the shared structures among functional predictors, as these structures characterize how predictor components exert common effects and, more generally, how predictors are homogeneously associated with the response.…
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…
We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a…
Random Forests and Gradient Boosting are among the most effective algorithms for supervised learning on tabular data. Both belong to the class of tree-based ensemble methods, where predictions are obtained by aggregating many randomized…
We propose a procedure to build a decision tree which approximates the performance of complex machine learning models. This single approximation tree can be used to interpret and simplify the predicting pattern of random forests (RFs) and…