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From the identification of a drawback in the Isolation Forest (IF) algorithm that limits its use in the scope of anomaly detection, we propose two extensions that allow to firstly overcome the previously mention limitation and secondly to…

Machine Learning · Computer Science 2018-10-30 Pierre-François Marteau , Saeid Soheily-Khah , Nicolas Béchet

Random forests are considered a cornerstone in machine learning for their robustness and versatility. Despite these strengths, their conventional centralized training is ill-suited for the modern landscape of data that is often distributed,…

Machine Learning · Computer Science 2024-07-30 Penjan Antonio Eng Lim , Cheong Hee Park

Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which…

Methodology · Statistics 2023-04-25 Emmanuel J. Candès , Lihua Lei , Zhimei Ren

Random survival forest and survival trees are popular models in statistics and machine learning. However, there is a lack of general understanding regarding consistency, splitting rules and influence of the censoring mechanism. In this…

Statistics Theory · Mathematics 2019-02-05 Yifan Cui , Ruoqing Zhu , Mai Zhou , Michael Kosorok

Intrusion Detection Systems (IDS) play a vital role in modern cybersecurity frameworks by providing a primary defense mechanism against sophisticated threat actors. In this paper, we propose an explainable intrusion detection framework that…

Random Forest (RF) is an ensemble classification technique that was developed by Breiman over a decade ago. Compared with other ensemble techniques, it has proved its accuracy and superiority. Many researchers, however, believe that there…

Machine Learning · Computer Science 2015-03-19 Khaled Fawagreh , Mohamad Medhat Gaber , Eyad Elyan

Random forests are a type of ensemble method which makes predictions by combining the results of several independent trees. However, the theory of random forests has long been outpaced by their application. In this paper, we propose a novel…

Machine Learning · Computer Science 2015-07-23 Jianyuan Sun , Guoqiang Zhong , Junyu Dong , Yajuan Cai

The Random Forest (RF) algorithm can be applied to a broad spectrum of problems, including time series prediction. However, neither the classical IID (Independent and Identically distributed) bootstrap nor block bootstrapping strategies (as…

Machine Learning · Statistics 2024-10-03 Cabrel Teguemne Fokam , Carsten Jentsch , Michel Lang , Markus Pauly

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…

Methodology · Statistics 2018-04-06 Susan Athey , Julie Tibshirani , Stefan Wager

Random Forests (RF) is a popular machine learning method for classification and regression problems. It involves a bagging application to decision tree models. One of the primary advantages of the Random Forests model is the reduction in…

Machine Learning · Statistics 2022-07-06 Sai K Popuri

Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its benefits may be lessened in sparse settings due to weak predictors, and a pre-estimation dimension reduction (targeting)…

Multi-center survival prediction can improve robustness and generalizability, yet privacy regulations and institutional governance often prevent pooling patient-level clinical and genomic data across institutions. In practice, deployment is…

Random Forests (RF) are at the cutting edge of supervised machine learning in terms of prediction performance, especially in genomics. Iterative Random Forests (iRF) use a tree ensemble from iteratively modified RF to obtain predictive and…

Statistics Theory · Mathematics 2022-07-06 Merle Behr , Yu Wang , Xiao Li , Bin Yu

We derive ensembles of decision trees through a nonparametric Bayesian model, allowing us to view random forests as samples from a posterior distribution. This insight provides large gains in interpretability, and motivates a class of…

Applications · Statistics 2015-05-19 Matt Taddy , Chun-Sheng Chen , Jun Yu , Mitch Wyle

Boosting has garnered significant interest across both machine learning and statistical communities. Traditional boosting algorithms, designed for fully observed random samples, often struggle with real-world problems, particularly with…

Machine Learning · Statistics 2026-02-19 Yuan Bian , Grace Y. Yi , Wenqing He

Tree-based methods are popular nonparametric tools in studying time-to-event outcomes. In this article, we introduce a novel framework for survival trees and ensembles, where the trees partition the dynamic survivor population and can…

Methodology · Statistics 2020-01-14 Yifei Sun , Sy Han Chiou , Mei-Cheng Wang

This paper presents a unified rank-based inferential procedure for fitting the accelerated failure time model to partially interval-censored data. A Gehan-type monotone estimating function is constructed based on the idea of the familiar…

Methodology · Statistics 2026-04-14 Taehwa Choi , Sangbum Choi , Dipankar Bandyopadhyay

We introduce a unified framework for random forest prediction error estimation based on a novel estimator of the conditional prediction error distribution function. Our framework enables simple plug-in estimation of key prediction…

Machine Learning · Statistics 2021-03-04 Benjamin Lu , Johanna Hardin

Iterative Proportional Fitting (IPF), combined with EM, is commonly used as an algorithm for likelihood maximization in undirected graphical models. In this paper, we present two iterative algorithms that generalize upon IPF. The first one…

Machine Learning · Computer Science 2013-01-07 Wim Wiegerinck , Tom Heskes

The ensemble random forest filter (ERFF) is presented as an alternative to the ensemble Kalman filter (EnKF) for the purpose of inverse modeling. The EnKF is a data assimilation approach that forecasts and updates parameter estimates…

Machine Learning · Computer Science 2022-07-11 Vanessa A. Godoy , Gian F. Napa-García , J. Jaime Gómez-Hernández