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Random forests are an ensemble method relevant for many problems, such as regression or classification. They are popular due to their good predictive performance (compared to, e.g., decision trees) requiring only minimal tuning of…

Methodology · Statistics 2022-10-20 Nikolaus Umlauf , Nadja Klein

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…

Statistics Theory · Mathematics 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not…

Computation · Statistics 2019-06-19 Taylor Pospisil , Ann B. Lee

Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target…

Machine Learning · Statistics 2018-05-04 Taylor Pospisil , Ann B. Lee

Random forest (RF) stands out as a highly favored machine learning approach for classification problems. The effectiveness of RF hinges on two key factors: the accuracy of individual trees and the diversity among them. In this study, we…

Machine Learning · Computer Science 2024-10-28 Ye-eun Kim , Seoung Yun Kim , Hyunjoong Kim

Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…

Methodology · Statistics 2019-01-21 Leonie Weinhold , Matthias Schmid , Marvin N. Wright , Moritz Berger

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

Regression models for supervised learning problems with a continuous target are commonly understood as models for the conditional mean of the target given predictors. This notion is simple and therefore appealing for interpretation and…

Methodology · Statistics 2018-01-09 Torsten Hothorn , Achim Zeileis

Random forests are a learning algorithm proposed by Breiman [Mach. Learn. 45 (2001) 5--32] that combines several randomized decision trees and aggregates their predictions by averaging. Despite its wide usage and outstanding practical…

Statistics Theory · Mathematics 2015-08-11 Erwan Scornet , Gérard Biau , Jean-Philippe Vert

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

We introduce a novel interpretable tree based algorithm for prediction in a regression setting. Our motivation is to estimate the unknown regression function from a functional decomposition perspective in which the functional components…

Machine Learning · Statistics 2023-08-04 Munir Hiabu , Enno Mammen , Joseph T. Meyer

Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…

Machine Learning · Statistics 2024-02-19 Louis Capitaine , Jérémie Bigot , Rodolphe Thiébaut , Robin Genuer

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

Machine Learning · Computer Science 2026-05-19 Ziyi Liu , Phuc Luong , Mario Boley , Daniel F. Schmidt

The wealth of data being gathered about humans and their surroundings drives new machine learning applications in various fields. Consequently, more and more often, classifiers are trained using not only numerical data but also complex data…

Machine Learning · Computer Science 2022-04-13 Maciej Piernik , Dariusz Brzezinski , Pawel Zawadzki

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 powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random…

Machine Learning · Statistics 2020-09-08 Rina Friedberg , Julie Tibshirani , Susan Athey , Stefan Wager

Random forests are popular methods for regression and classification analysis, and many different variants have been proposed in recent years. One interesting example is the Mondrian random forest, in which the underlying constituent trees…

Statistics Theory · Mathematics 2025-11-10 Matias D. Cattaneo , Jason M. Klusowski , William G. Underwood

Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…

Methodology · Statistics 2019-02-01 Louis Capitaine , Robin Genuer , Rodolphe Thiébaut

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

Random Forests (RF) are among the most powerful and widely used predictive models for centralized tabular data, yet few methods exist to adapt them to the federated learning setting. Unlike most federated learning approaches, the…

Machine Learning · Statistics 2026-05-08 Rémi Khellaf , Erwan Scornet , Aurélien Bellet , Julie Josse
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