Related papers: Random Forest based Qantile Oriented Sensitivity A…
The aim of this thesis is to extend the applications of the Quantile Regression Forest (QRF) algorithm to handle mixed-frequency and longitudinal data. To this end, standard statistical approaches have been exploited to build two novel…
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…
We propose a quantum expected value theory for decision-making under uncertainty. Quantum density operator as value operator is proposed to simulate people's subjective beliefs. Value operator guides people to choose corresponding actions…
Monitoring and managing Earth's forests in an informed manner is an important requirement for addressing challenges like biodiversity loss and climate change. While traditional in situ or aerial campaigns for forest assessments provide…
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 random forest prediction can be computed by the scalar product of the labels of the training examples and a set of weights that are determined by the leafs of the forest into which the test object falls; each prediction can hence be…
Quantum simulations constructing probability tensors of biological multi-taxa in phylogenetic trees are proposed, in terms of positive trace preserving maps, describing evolving systems of quantum walks with multiple walkers. Basic…
Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…
It is becoming increasingly important for machine learning methods to make predictions that are interpretable as well as accurate. In many practical applications, it is of interest which features and feature interactions are relevant to the…
We propose an innovative statistical method, called Ordinal Mixed-Effect Random Forest (OMERF), that extends the use of random forest to the analysis of hierarchical data and ordinal responses. The model preserves the flexibility and…
Following the line of classification-based two-sample testing, tests based on the Random Forest classifier are proposed. The developed tests are easy to use, require almost no tuning, and are applicable for any distribution on…
The USDA Forest Inventory and Analysis (FIA) program conducts a national forest inventory for the United States through a network of permanent field plots. FIA produces estimates of area averages and totals for plot-measured forest…
The issue of estimating residual variance in regression models has experienced relatively little attention in the machine learning community. However, the estimate is of primary interest in many practical applications, e.g. as a primary…
CART random forests are among the most widely used modern predictive methods, with well-documented empirical success. Yet, at the mechanistic level, the algorithm is often treated as a black box because of its complexity. In this paper, we…
This study introduces and evaluates the Quantile Regressor Tree (QRT), a novel methodology merging the robust characteristics of quantile regression with the versatility of decision trees. The quantile regressor tree introduces…
This paper extends recent work on boosting random forests to model non-Gaussian responses. Given an exponential family $\mathbb{E}[Y|X] = g^{-1}(f(X))$ our goal is to obtain an estimate for $f$. We start with an MLE-type estimate in the…
Minimising a spectral risk objective, defined as a convex combination of expected cost and Conditional Value-at-Risk (CVaR), is challenging when the uncertainty distribution is decision-dependent, making both surrogate modelling and…
We analyze the finite sample mean squared error (MSE) performance of regression trees and forests in the high dimensional regime with binary features, under a sparsity constraint. We prove that if only $r$ of the $d$ features are relevant…
Transient stability assessment (TSA) is a cornerstone for resilient operations of today's interconnected power grids. This paper is a confluence of quantum computing, data science and machine learning to potentially address the power system…
Concept drift has potential in smart grid analysis because the socio-economic behaviour of consumers is not governed by the laws of physics. Likewise there are also applications in wind power forecasting. In this paper we present decision…