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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…
Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its benefits may be lessened in sparse settings due to weak predictors, and a pre-estimation dimension reduction (targeting)…
Random Forests are widely claimed to capture interactions well. However, some simple examples suggest that they perform poorly in the presence of certain pure interactions that the conventional CART criterion struggles to capture during…
Datasets can be biased due to societal inequities, human biases, under-representation of minorities, etc. Our goal is to certify that models produced by a learning algorithm are pointwise-robust to potential dataset biases. This is a…
Sparse decision tree learning provides accurate and interpretable predictive models that are ideal for high-stakes applications by finding the single most accurate tree within a (soft) size limit. Rather than relying on a single "best"…
Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…
Decision trees have long been recognized as models of choice in sensitive applications where interpretability is of paramount importance. In this paper, we examine the computational ability of Boolean decision trees in deriving, minimizing,…
Tree ensemble methods such as random forests [Breiman, 2001] are very popular to handle high-dimensional tabular data sets, notably because of their good predictive accuracy. However, when machine learning is used for decision-making…
The decision tree is one of the most popular and classical machine learning models from the 1980s. However, in many practical applications, decision trees tend to generate decision paths with excessive depth. Long decision paths often cause…
Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…
Random Forests have been one of the most popular bagging methods in the past few decades, especially due to their success at handling tabular datasets. They have been extensively studied and compared to boosting models, like XGBoost, which…
In this thesis we discuss machine learning methods performing automated variable selection for learning sparse predictive models. There are multiple reasons for promoting sparsity in the predictive models. By relying on a limited set of…
Over the past decade, random forest models have become widely used as a robust method for high-dimensional data regression tasks. In part, the popularity of these models arises from the fact that they require little hyperparameter tuning…
Random Forest (RFs) are among the most widely used Machine Learning (ML) classifiers. Even though RFs are not interpretable, there are no dedicated non-heuristic approaches for computing explanations of RFs. Moreover, there is recent work…
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…
Decision forests, including Random Forests and Gradient Boosting Trees, have recently demonstrated state-of-the-art performance in a variety of machine learning settings. Decision forests are typically ensembles of axis-aligned decision…
We adapt the idea of random projections applied to the output space, so as to enhance tree-based ensemble methods in the context of multi-label classification. We show how learning time complexity can be reduced without affecting…
Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…
Despite their enormous predictive power, machine learning models are often unsuitable for applications in regulated industries such as finance, due to their limited capacity to provide explanations. While model-agnostic frameworks such as…
Random forests are widely used in regression. However, the decision trees used as base learners are poor approximators of linear relationships. To address this limitation we propose RaFFLE (Random Forest Featuring Linear Extensions), a…