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As machine learning transitions increasingly towards real world applications controlling the test-time cost of algorithms becomes more and more crucial. Recent work, such as the Greedy Miser and Speedboost, incorporate test-time budget…

Machine Learning · Computer Science 2019-01-29 Zhixiang Eddie Xu , Matt J. Kusner , Kilian Q. Weinberger , Alice X. Zheng

Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For regression models, this approach recursively divides the data into two near-homogenous daughter nodes according to…

Machine Learning · Statistics 2020-11-20 Jason M. Klusowski

We consider a covariate shift problem where one has access to several different training datasets for the same learning problem and a small validation set which possibly differs from all the individual training distributions. This covariate…

Machine Learning · Statistics 2020-07-16 Matthew Faw , Rajat Sen , Karthikeyan Shanmugam , Constantine Caramanis , Sanjay Shakkottai

Mixed-integer programming (MIP) has emerged as a powerful framework for learning optimal decision trees. Yet, existing MIP approaches for regression tasks are either limited to purely binary features or become computationally intractable…

Machine Learning · Computer Science 2025-10-29 Cristobal Heredia , Pedro Chumpitaz-Flores , Kaixun Hua

Decision tree optimization is fundamental to interpretable machine learning. The most popular approach is to greedily search for the best feature at every decision point, which is fast but provably suboptimal. Recent approaches find the…

Machine Learning · Computer Science 2025-11-19 Varun Babbar , Hayden McTavish , Cynthia Rudin , Margo Seltzer

Many asymptotically minimax procedures for function estimation often rely on somewhat arbitrary and restrictive assumptions such as isotropy or spatial homogeneity. This work enhances the theoretical understanding of Bayesian additive…

Statistics Theory · Mathematics 2023-12-05 Seonghyun Jeong , Veronika Rockova

Tree ensembles are flexible predictive models that can capture relevant variables and to some extent their interactions in a compact and interpretable manner. Most algorithms for obtaining tree ensembles are based on versions of boosting or…

Machine Learning · Statistics 2020-02-21 Gitesh Dawer , Yangzi Guo , Adrian Barbu

With the insight of variance-bias decomposition, we design a new hybrid bagging-boosting algorithm named SBPMT for classification problems. For the boosting part of SBPMT, we propose a new tree model called Probit Model Tree (PMT) as base…

Machine Learning · Statistics 2023-11-07 Tian Qin , Wei-Min Huang

A deep-learning-based hybrid strategy for short-term load forecasting is presented. The strategy proposes a novel tree-based ensemble method Warm-start Gradient Tree Boosting (WGTB). Current strategies either ensemble submodels of a single…

Machine Learning · Computer Science 2020-12-08 Yuexin Zhang , Jiahong Wang

Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…

Machine Learning · Statistics 2024-02-08 Matias D. Cattaneo , Jason M. Klusowski , Peter M. Tian

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

Bayes additive regression trees(BART) is a nonparametric regression model which has gained wide-spread popularity in recent years due to its flexibility and high accuracy of estimation. Soft BART,one variation of BART,improves both…

Machine Learning · Statistics 2023-10-24 Hao Ran , Yang Bai

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…

Machine Learning · Computer Science 2018-03-14 Boris Sharchilev , Yury Ustinovsky , Pavel Serdyukov , Maarten de Rijke

Sampling-based motion planners perform exceptionally well in robotic applications that operate in high-dimensional space. However, most works often constrain the planning workspace rooted at some fixed locations, do not adaptively reason on…

Robotics · Computer Science 2021-03-09 Tin Lai

Stock trend forecasting, a challenging problem in the financial domain, involves ex-tensive data and related indicators. Relying solely on empirical analysis often yields unsustainable and ineffective results. Machine learning researchers…

Statistical Finance · Quantitative Finance 2024-10-10 Saber Talazadeh , Dragan Perakovic

Random forests have long been considered as powerful model ensembles in machine learning. By training multiple decision trees, whose diversity is fostered through data and feature subsampling, the resulting random forest can lead to more…

Artificial Intelligence · Computer Science 2021-08-12 Gilles Audemard , Steve Bellart , Louenas Bounia , Frédéric Koriche , Jean-Marie Lagniez , Pierre Marquis

This paper compares the performances of three supervised machine learning algorithms in terms of predictive ability and model interpretation on structured or tabular data. The algorithms considered were scikit-learn implementations of…

Machine Learning · Statistics 2022-05-06 Alice J. Liu , Arpita Mukherjee , Linwei Hu , Jie Chen , Vijayan N. Nair

Gradient boosted decision trees are a popular machine learning technique, in part because of their ability to give good accuracy with small models. We describe two extensions to the standard tree boosting algorithm designed to increase this…

Machine Learning · Statistics 2017-11-01 Natalia Ponomareva , Thomas Colthurst , Gilbert Hendry , Salem Haykal , Soroush Radpour

Frequentist and Bayesian methods differ in many aspects, but share some basic optimal properties. In real-life classification and regression problems, situations exist in which a model based on one of the methods is preferable based on some…

Methodology · Statistics 2023-08-29 Tanujit Chakraborty , Gauri Kamat , Ashis Kumar Chakraborty

As a flexible nonparametric learning tool, the random forests algorithm has been widely applied to various real applications with appealing empirical performance, even in the presence of high-dimensional feature space. Unveiling the…

Statistics Theory · Mathematics 2022-09-27 Chien-Ming Chi , Patrick Vossler , Yingying Fan , Jinchi Lv