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Staged trees are probabilistic graphical models capable of representing any class of non-symmetric independence via a coloring of its vertices. Several structural learning routines have been defined and implemented to learn staged trees…
Both neural networks and decision trees are popular machine learning methods and are widely used to solve problems from diverse domains. These two classifiers are commonly used base classifiers in an ensemble framework. In this paper, we…
We consider random binary trees that appear as the output of certain standard algorithms for sorting and searching if the input is random. We introduce the subtree size metric on search trees and show that the resulting metric spaces…
We propose a novel algorithm for optimizing multivariate linear threshold functions as split functions of decision trees to create improved Random Forest classifiers. Standard tree induction methods resort to sampling and exhaustive search…
Random forests are ensemble learning methods introduced by Breiman (2001) that operate by averaging several decision trees built on a randomly selected subspace of the data set. Despite their widespread use in practice, the respective roles…
In this paper we investigate the use of staged tree models for discrete longitudinal data. Staged trees are a type of probabilistic graphical model for finite sample space processes. They are a natural fit for longitudinal data because a…
Random forests are one of the most popular machine learning methods due to their accuracy and variable importance assessment. However, random forests only provide variable importance in a global sense. There is an increasing need for such…
An order-theoretic forest is a countable partial order such that the set of elements larger than any element is linearly ordered. It is an order-theoretic tree if any two elements have an upper-bound. The order type of a branch can be any…
We propose a novel method designed for large-scale regression problems, namely the two-stage best-scored random forest (TBRF). "Best-scored" means to select one regression tree with the best empirical performance out of a certain number of…
The number of trees T in the random forest (RF) algorithm for supervised learning has to be set by the user. It is controversial whether T should simply be set to the largest computationally manageable value or whether a smaller T may in…
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…
Weighted recursive trees are built by adding successively vertices with predetermined weights to a tree: each new vertex is attached to a parent chosen randomly proportionally to its weight. Under some assumptions on the sequence of…
Compared to the nominal scale, the ordinal scale for a categorical outcome variable has the property of making a monotonicity assumption for the covariate effects meaningful. This assumption is encoded in the commonly used proportional odds…
This paper extends the class of ordinal regression models with a structured interpretation of the problem by applying a novel treatment of encoded labels. The net effect of this is to transform the underlying problem from an ordinal…
Ensemble methods such as random forests have transformed the landscape of supervised learning, offering highly accurate prediction through the aggregation of multiple weak learners. However, despite their effectiveness, these methods often…
We present an algorithm for classification tasks on big data. Experiments conducted as part of this study indicate that the algorithm can be as accurate as ensemble methods such as random forests or gradient boosted trees. Unlike ensemble…
This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward…
We propose a machine learning-based extension of the classical binomial option pricing model that incorporates key market microstructure effects. Traditional models assume frictionless markets, overlooking empirical features such as bid-ask…
Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity.…
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…