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Random Forest is a machine learning method that offers many advantages, including the ability to easily measure variable importance. Class balancing technique is a well-known solution to deal with class imbalance problem. However, it has…

Machine Learning · Statistics 2023-12-19 Yunbi Nam , Sunwoo Han

Random forest (RF) methodology is one of the most popular machine learning techniques for prediction problems. In this article, we discuss some cases where random forests may suffer and propose a novel generalized RF method, namely…

Machine Learning · Statistics 2019-04-24 Haozhe Zhang , Dan Nettleton , Zhengyuan Zhu

An algorithm to improve performance parameter for unsupervised decision forest clustering and density estimation is presented. Specifically, a dual assignment parameter is introduced as a density estimator by combining Random Forest and…

Computer Vision and Pattern Recognition · Computer Science 2015-07-19 Hayder Albehadili , Naz Islam

This work addresses the task of camera localization in a known 3D scene given a single input RGB image. State-of-the-art approaches accomplish this in two steps: firstly, regressing for every pixel in the image its 3D scene coordinate and…

Computer Vision and Pattern Recognition · Computer Science 2017-07-14 Daniela Massiceti , Alexander Krull , Eric Brachmann , Carsten Rother , Philip H. S. Torr

Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity,…

Machine Learning · Statistics 2017-01-23 Fei Tang , Hemant Ishwaran

We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/over-parameterized regime. In this work, we derive precise non-asymptotic error bounds of RF…

Machine Learning · Statistics 2022-10-18 Fanghui Liu , Johan A. K. Suykens , Volkan Cevher

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…

Machine Learning · Computer Science 2020-03-18 Shipra Malhotra , John Karanicolas

In our era of enormous neural networks, empirical progress has been driven by the philosophy that more is better. Recent deep learning practice has found repeatedly that larger model size, more data, and more computation (resulting in lower…

Machine Learning · Computer Science 2024-05-17 James B. Simon , Dhruva Karkada , Nikhil Ghosh , Mikhail Belkin

Classification and Regression Tree (CART), Random Forest (RF) and Gradient Boosting Tree (GBT) are probably the most popular set of statistical learning methods. However, their statistical consistency can only be proved under very…

Statistics Theory · Mathematics 2025-02-17 Haoran Zhan , Yu Liu , Yingcun Xia

Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not…

Computation · Statistics 2019-06-19 Taylor Pospisil , Ann B. Lee

Tree-based machine learning models, such as decision trees and random forests, have been hugely successful in classification tasks primarily because of their predictive power in supervised learning tasks and ease of interpretation. Despite…

Machine Learning · Computer Science 2024-02-08 Tanmay Surve , Romila Pradhan

Since their inception in the 1980's, regression trees have been one of the more widely used non-parametric prediction methods. Tree-structured methods yield a histogram reconstruction of the regression surface, where the bins correspond to…

Statistics Theory · Mathematics 2019-06-17 Veronika Rockova , Stephanie van der Pas

Breakthroughs in machine learning are rapidly changing science and society, yet our fundamental understanding of this technology has lagged far behind. Indeed, one of the central tenets of the field, the bias-variance trade-off, appears to…

Machine Learning · Statistics 2022-06-08 Mikhail Belkin , Daniel Hsu , Siyuan Ma , Soumik Mandal

Decision trees are an extremely popular machine learning technique. Unfortunately, overfitting in decision trees still remains an open issue that sometimes prevents achieving good performance. In this work, we present a novel approach for…

Machine Learning · Computer Science 2019-06-05 Rafael Garcia Leiva , Antonio Fernandez Anta , Vincenzo Mancuso , Paolo Casari

Random Forest has become one of the most popular tools for feature selection. Its ability to deal with high-dimensional data makes this algorithm especially useful for studies in neuroimaging and bioinformatics. Despite its popularity and…

Machine Learning · Computer Science 2014-10-13 Ender Konukoglu , Melanie Ganz

Several studies have shown that combining machine learning models in an appropriate way will introduce improvements in the individual predictions made by the base models. The key to make well-performing ensemble model is in the diversity of…

Machine Learning · Computer Science 2021-03-01 Mohsen Shahhosseini , Guiping Hu

Random Forests (RF) are among the state-of-the-art in many machine learning applications. With the ongoing integration of ML models into everyday life, the deployment and continuous application of models becomes more and more an important…

Machine Learning · Computer Science 2021-10-20 Sebastian Buschjäger , Katharina Morik

We study the relationship between model complexity and out-of-sample performance in the context of mean-variance portfolio optimization. Representing model complexity by the number of assets, we find that the performance of low-dimensional…

Portfolio Management · Quantitative Finance 2024-12-02 Yonghe Lu , Yanrong Yang , Terry Zhang

This article characterizes the exact asymptotics of random Fourier feature (RFF) regression, in the realistic setting where the number of data samples $n$, their dimension $p$, and the dimension of feature space $N$ are all large and…

Machine Learning · Statistics 2022-01-11 Zhenyu Liao , Romain Couillet , Michael W. Mahoney

In short, our experiments suggest that yes, on average, rotation forest is better than the most common alternatives when all the attributes are real-valued. Rotation forest is a tree based ensemble that performs transforms on subsets of…

Machine Learning · Computer Science 2020-04-28 A. Bagnall , M. Flynn , J. Large , J. Line , A. Bostrom , G. Cawley