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We propose a novel methodology, forest floor, to visualize and interpret random forest (RF) models. RF is a popular and useful tool for non-linear multi-variate classification and regression, which yields a good trade-off between robustness…

Machine Learning · Statistics 2016-07-05 Soeren H. Welling , Hanne H. F. Refsgaard , Per B. Brockhoff , Line H. Clemmensen

Random forests are ensemble methods which grow trees as base learners and combine their predictions by averaging. Random forests are known for their good practical performance, particularly in high dimensional set-tings. On the theoretical…

Statistics Theory · Mathematics 2015-09-18 Erwan Scornet

Assume we are given a set of items from a general metric space, but we neither have access to the representation of the data nor to the distances between data points. Instead, suppose that we can actively choose a triplet of items (A,B,C)…

Machine Learning · Statistics 2018-06-19 Siavash Haghiri , Damien Garreau , Ulrike von Luxburg

Tree ensembles are powerful models that achieve excellent predictive performances, but can grow to unwieldy sizes. These ensembles are often post-processed (pruned) to reduce memory footprint and improve interpretability. We present…

Machine Learning · Statistics 2023-05-26 Brian Liu , Rahul Mazumder

We introduce an exact distributed algorithm to train Random Forest models as well as other decision forest models without relying on approximating best split search. We explain the proposed algorithm and compare it to related approaches for…

Machine Learning · Computer Science 2018-04-19 Mathieu Guillame-Bert , Olivier Teytaud

Since their introduction by Breiman, Random Forests (RFs) have proven to be useful for both classification and regression tasks. The RF prediction of a previously unseen observation can be represented as a weighted sum of all training…

Applications · Statistics 2025-08-21 Nils Koster , Fabian Krüger

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…

Machine Learning · Statistics 2015-01-27 Ernest Fokoué

Random forests (RFs) are among the most popular supervised learning algorithms due to their nonlinear flexibility and ease-of-use. However, as black box models, they can only be interpreted via algorithmically-defined feature importance…

Methodology · Statistics 2025-05-26 Abhineet Agarwal , Ana M. Kenney , Yan Shuo Tan , Tiffany M. Tang , Bin Yu

Sequential model-based optimization sequentially selects a candidate point by constructing a surrogate model with the history of evaluations, to solve a black-box optimization problem. Gaussian process (GP) regression is a popular choice as…

Machine Learning · Statistics 2022-02-23 Jungtaek Kim , Seungjin Choi

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

Continual learning based on data stream mining deals with ubiquitous sources of Big Data arriving at high-velocity and in real-time. Adaptive Random Forest ({\em ARF}) is a popular ensemble method used for continual learning due to its…

Machine Learning · Computer Science 2019-05-16 Diego Marrón , Eduard Ayguadé , José Ramon Herrero , Albert Bifet

We describe the use of an unsupervised Random Forest for similarity learning and improved unsupervised anomaly detection. By training a Random Forest to discriminate between real data and synthetic data sampled from a uniform distribution…

Machine Learning · Statistics 2025-04-23 Joshua S. Harvey , Joshua Rosaler , Mingshu Li , Dhruv Desai , Dhagash Mehta

This paper presents a novel algorithm, called MRRT, which uses multiple rapidly-exploring random trees for fast online replanning of autonomous vehicles in dynamic environments with moving obstacles. The proposed algorithm is built upon the…

Robotics · Computer Science 2021-04-23 Zongyuan Shen , James P. Wilson , Ryan Harvey , Shalabh Gupta

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

In this paper we analyze, evaluate, and improve the performance of training Random Forest (RF) models on modern CPU architectures. An exact, state-of-the-art binary decision tree building algorithm is used as the basis of this study.…

Manifold alignment is a type of data fusion technique that creates a shared low-dimensional representation of data collected from multiple domains, enabling cross-domain learning and improved performance in downstream tasks. This paper…

Machine Learning · Computer Science 2024-11-26 Jake S. Rhodes , Adam G. Rustad

Algorithms for mining very large graphs, such as those representing online social networks, to discover the relative frequency of small subgraphs within them are of high interest to sociologists, computer scientists and marketeers alike.…

Social and Information Networks · Computer Science 2017-06-16 Guyue Han , Harish Sethu

The performance of unsupervised methods such as clustering depends on the choice of distance metric between features, or ground metric. Commonly, ground metrics are decided with heuristics or learned via supervised algorithms. However,…

Machine Learning · Computer Science 2025-01-13 Kira M. Düsterwald , Samo Hromadka , Makoto Yamada

In many real-world classification or recognition tasks, it is often difficult to collect training examples that exhaust all possible classes due to, for example, incomplete knowledge during training or ever changing regimes. Therefore,…

Machine Learning · Computer Science 2024-08-07 Guanchao Feng , Dhruv Desai , Stefano Pasquali , Dhagash Mehta

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…

Statistics Theory · Mathematics 2016-03-15 Roxane Duroux , Erwan Scornet