Related papers: WildWood: a new Random Forest algorithm
Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…
The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…
Predicting trends in stock market prices has been an area of interest for researchers for many years due to its complex and dynamic nature. Intrinsic volatility in stock market across the globe makes the task of prediction challenging.…
Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…
We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…
The effect of training data size on machine learning methods has been well investigated over the past two decades. The predictive performance of tree based machine learning methods, in general, improves with a decreasing rate as the size of…
Data analysis and machine learning have become an integrative part of the modern scientific methodology, providing automated techniques to predict further information based on observations. One of these classification and regression…
Random forest (Leo Breiman 2001a) (RF) is a non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF is a robust, nonlinear technique that optimizes predictive accuracy by fitting…
Recent studies have adopted an approach of selecting accurate and diverse trees based on individual or collective performance within an ensemble for classification and regression problems. This work follows in the wake of these…
Random forests are a scheme proposed by Leo Breiman in the 2000's for building a predictor ensemble with a set of decision trees that grow in randomly selected subspaces of data. Despite growing interest and practical use, there has been…
Given an ensemble of randomized regression trees, it is possible to restructure them as a collection of multilayered neural networks with particular connection weights. Following this principle, we reformulate the random forest method of…
The training and test data for deep-neural-network-based classifiers are usually assumed to be sampled from the same distribution. When part of the test samples are drawn from a distribution that is sufficiently far away from that of the…
Towards a future where machine learning systems will integrate into every aspect of people's lives, researching methods to interpret such systems is necessary, instead of focusing exclusively on enhancing their performance. Enriching the…
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…
Random Forest is an ensemble of decision trees based on the bagging and random subspace concepts. As suggested by Breiman, the strength of unstable learners and the diversity among them are the ensemble models' core strength. In this paper,…
Random Forest (RF) is a powerful supervised learner and has been popularly used in many applications such as bioinformatics. In this work we propose the guided random forest (GRF) for feature selection. Similar to a feature selection method…
It is notoriously difficult to build a bad Random Forest (RF). Concurrently, RF blatantly overfits in-sample without any apparent consequence out-of-sample. Standard arguments, like the classic bias-variance trade-off or double descent,…
The weighted multiplier method (WMM) is an extension of the traditional method of back-calculation method to estimate the size of a target population, which synthesizes available evidence from multiple subgroups of the target population…
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…
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…