Related papers: Predicting United States policy outcomes with Rand…

This work demonstrates how mixed effects random forests enable accurate predictions of depression severity using multimodal physiological and digital activity data collected from an 8-week study involving 31 patients with major depressive…

Random Forest (RF) is a widely used ensemble learning technique known for its robust classification performance across diverse domains. However, it often relies on hundreds of trees and all input features, leading to high inference cost and…

A fully nonparametric approach for making probabilistic predictions in multi-response regression problems is introduced. Random forests are used as marginal models for each response variable and, as novel contribution of the present work,…

Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity,…

In this paper, error estimates of classification Random Forests are quantitatively assessed. Based on the initial theoretical framework built by Bates et al. (2023), the true error rate and expected error rate are theoretically and…

This study develops a regime-aware portfolio allocation framework that integrates Markov switching models with Reinforcement Learning (RL) to dynamically allocate across equities (SPY), long-term Treasuries (TLT), and gold (GLD). Using…

Policies trained via Reinforcement Learning (RL) are often needlessly complex, making them difficult to analyse and interpret. In a run with $n$ time steps, a policy will make $n$ decisions on actions to take; we conjecture that only a…

The prediction of crop yields internationally is a crucial objective in agricultural research. Thus, this study implements 6 regression models (Linear, Tree, Gradient Descent, Gradient Boosting, K Nearest Neighbors, and Random Forest) to…

Breiman's random forest (RF) can be interpreted as an implicit kernel generator,where the ensuing proximity matrix represents the data-driven RF kernel. Kernel perspective on the RF has been used to develop a principled framework for…

Nyman and Ormerod (2017) show that the machine learning technique of random forests has the potential to give early warning of recessions. Applying the approach to a small set of financial variables and replicating as far as possible a…

Random forests are considered one of the best out-of-the-box classification and regression algorithms due to their high level of predictive performance with relatively little tuning. Pairwise proximities can be computed from a trained…

Random Forests (RFs) are among the state-of-the-art in machine learning and offer excellent performance with nearly zero parameter tuning. Remarkably, RFs seem to be impervious to overfitting even though their basic building blocks are…

Random Forests have been extensively used in regression and classification, inspiring the development of various forest-based methods. Among these, Mondrian Forests, derived from the Mondrian process, mark a significant advancement.…

Conjoint experiments randomize multidimensional profiles, offering a powerful design for recovering structural preference parameters -- including marginal rates of substitution, willingness to pay, and the distribution of preferences across…

In the United States as in other countries, political and economic divisions cut along geographic and demographic lines. Richer people are more likely to vote for Republican candidates while poorer voters lean Democratic; this is consistent…

We disclose a methodology to determine the participants in discussions and their contributions in social networks with a local relationship (e.g., nationality), providing certain levels of trust and efficiency in the process. The dynamic is…

We address the problem of finding influential training samples for a particular case of tree ensemble-based models, e.g., Random Forest (RF) or Gradient Boosted Decision Trees (GBDT). A natural way of formalizing this problem is studying…

We propose a novel approach to infer investors' risk preferences from their portfolio choices, and then use the implied risk preferences to measure the efficiency of investment portfolios. We analyze a dataset spanning a period of six…

Recent work has demonstrated the utility of Random Forest (RF) proximities for various supervised machine learning tasks, including outlier detection, missing data imputation, and visualization. However, the utility of the RF proximities…

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…