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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…

Statistics Theory · Mathematics 2015-11-19 Gérard Biau , Erwan Scornet

In this paper we develop a new machine learning estimator for ordered choice models based on the random forest. The proposed Ordered Forest flexibly estimates the conditional choice probabilities while taking the ordering information…

Econometrics · Economics 2022-09-09 Michael Lechner , Gabriel Okasa

An enduring issue in higher education is student retention to successful graduation. National statistics indicate that most higher education institutions have four-year degree completion rates around 50 percent, or just half of their…

Computers and Society · Computer Science 2020-10-08 Mack Sweeney , Huzefa Rangwala , Jaime Lester , Aditya Johri

In political campaigning substantial resources are spent on voter mobilization, that is, on identifying and influencing as many people as possible to vote. Campaigns use statistical tools for deciding whom to target ("microtargeting"). In…

Applications · Statistics 2013-12-02 Thomas Rusch , Ilro Lee , Kurt Hornik , Wolfgang Jank , Achim Zeileis

The regularized random forest (RRF) was recently proposed for feature selection by building only one ensemble. In RRF the features are evaluated on a part of the training data at each tree node. We derive an upper bound for the number of…

Machine Learning · Computer Science 2013-06-21 Houtao Deng , George Runger

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

Machine Learning · Statistics 2022-10-13 Domagoj Ćevid , Loris Michel , Jeffrey Näf , Nicolai Meinshausen , Peter Bühlmann

Large Language Models (LLMs) have shown exceptional performance in text processing. Notably, LLMs can synthesize information from large datasets and explain their decisions similarly to human reasoning through a chain of thought (CoT). An…

Computation and Language · Computer Science 2024-06-10 Michał Romaszewski , Przemysław Sekuła , Przemysław Głomb , Michał Cholewa , Katarzyna Kołodziej

Reinforcement learning (RL) is concerned with how intelligence agents take actions in a given environment to maximize the cumulative reward they receive. In healthcare, applying RL algorithms could assist patients in improving their health…

Machine Learning · Statistics 2025-04-21 Chengchun Shi

The random utility model (RUM, McFadden and Richter, 1990) has been the standard tool to describe the behavior of a population of decision makers. RUM assumes that decision makers behave as if they maximize a rational preference over a…

General Economics · Economics 2022-07-05 Victor H. Aguiar , Maria Jose Boccardi , Nail Kashaev , Jeongbin Kim

Road accidents significantly threaten public safety and require in-depth analysis for effective prevention and mitigation strategies. This paper focuses on predicting accidents through the examination of a comprehensive traffic dataset…

Computers and Society · Computer Science 2025-05-13 Dominic Parosh Yamarthi , Haripriya Raman , Shamsad Parvin

Life expectancy is a fundamental indicator of population health and socio-economic well-being, yet accurately forecasting it remains challenging due to the interplay of demographic, environmental, and healthcare factors. This study…

Machine Learning · Computer Science 2025-10-02 Roman Dolgopolyi , Ioanna Amaslidou , Agrippina Margaritou

Gene selection is an important part of microarray data analysis because it provides information that can lead to a better mechanistic understanding of an investigated phenomenon. At the same time, gene selection is very difficult because of…

Machine Learning · Computer Science 2013-10-21 Miron B. Kursa

Feature subsampling is a core component of random forests and other ensemble methods. While recent theory suggests that this randomization acts solely as a variance reduction mechanism analogous to ridge regularization, these results…

Machine Learning · Statistics 2026-01-06 Xin Chen , Jason M. Klusowski , Yan Shuo Tan , Chang Yu

The growth of machine learning demands interpretable models for critical applications, yet most high-performing models are ``black-box'' systems that obscure input-output relationships, while traditional rule-based algorithms like RuleFit…

Machine Learning · Computer Science 2026-02-09 Shyam Sundar Murali Krishnan , Dean Frederick Hougen

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

Data owners face increasing liability for how the use of their data could harm under-priviliged communities. Stakeholders would like to identify the characteristics of data that lead to algorithms being biased against any particular…

Machine Learning · Computer Science 2022-08-19 Jonathan Vasquez , Xavier Gitiaux , Huzefa Rangwala

In this paper, we propose Forest-PLS, a feature selection method for analyzing policy effect heterogeneity in a more flexible and comprehensive manner than is typically available with conventional methods. In particular, our method is able…

Econometrics · Economics 2023-07-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to…

Machine Learning · Statistics 2015-02-23 Feng Nan , Joseph Wang , Venkatesh Saligrama

The stock market is a crucial component of the financial market, playing a vital role in wealth accumulation for investors, financing costs for listed companies, and the stable development of the national macroeconomy. Significant…

Trading and Market Microstructure · Quantitative Finance 2024-02-28 Jiajian Zheng , Duan Xin , Qishuo Cheng , Miao Tian , Le Yang

Random Forest (RF) is a well-known data-driven algorithm applied in several fields thanks to its flexibility in modeling the relationship between the response variable and the predictors, also in case of strong non-linearities. In…

Machine Learning · Statistics 2023-10-18 Luca Patelli , Michela Cameletti , Natalia Golini , Rosaria Ignaccolo