Related papers: Attention-based Random Forest and Contamination Mo…
We introduce a novel interpretable tree based algorithm for prediction in a regression setting. Our motivation is to estimate the unknown regression function from a functional decomposition perspective in which the functional components…
We propose a method for transfer learning in nonparametric regression using a random forest (RF) with distance covariance-based feature weights, assuming the unknown source and target regression functions are sparsely different. Our method…
Random Forests (RFs) are widely used Machine Learning models in low-power embedded devices, due to their hardware friendly operation and high accuracy on practically relevant tasks. The accuracy of a RF often increases with the number of…
Model-based reinforcement learning (MBRL) provides a way to learn a transition model of the environment, which can then be used to plan personalized policies for different patient cohorts and to understand the dynamics involved in the…
Artificial intelligence has deeply revolutionized the field of medicinal chemistry with many impressive applications, but the success of these applications requires a massive amount of training samples with high-quality annotations, which…
Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determining uncertainty. Quantifying uncertainty, especially the…
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)…
Random Forest (RF) is an ensemble supervised machine learning technique that was developed by Breiman over a decade ago. Compared with other ensemble techniques, it has proved its accuracy and superiority. Many researchers, however, believe…
We initiate a novel approach to explain the predictions and out of sample performance of random forest (RF) regression and classification models by exploiting the fact that any RF can be mathematically formulated as an adaptive weighted K…
It is often critical for prediction models to be robust to distributional shifts between training and testing data. From a causal perspective, the challenge is to distinguish the stable causal relationships from the unstable spurious…
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…
Random forests construct each tree with a different, randomised representation of the feature space. Their uniform voting cannot correct errors in regions where trees with incorrect representations probabilistically outnumber correct ones,…
In this paper, we propose Random Forests by Random Weights (RF-RW), a theoretically grounded and practically effective alternative RF modelling for nonlinear time series data, where existing RF-based approaches struggle to adequately…
Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…
Concept drift has potential in smart grid analysis because the socio-economic behaviour of consumers is not governed by the laws of physics. Likewise there are also applications in wind power forecasting. In this paper we present decision…
We demonstrate that adaptively controlling the size of individual regression trees in a random forest can improve predictive performance, contrary to the conventional wisdom that trees should be fully grown. A fast pruning algorithm,…
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…
Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…
Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in…
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,…