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The number of trees T in the random forest (RF) algorithm for supervised learning has to be set by the user. It is controversial whether T should simply be set to the largest computationally manageable value or whether a smaller T may in…

Machine Learning · Statistics 2019-03-11 Philipp Probst , Anne-Laure Boulesteix

While current benchmark reinforcement learning (RL) tasks have been useful to drive progress in the field, they are in many ways poor substitutes for learning with real-world data. By testing increasingly complex RL algorithms on…

Machine Learning · Computer Science 2018-11-16 Amy Zhang , Yuxin Wu , Joelle Pineau

The increasing complexity of data requires methods and models that can effectively handle intricate structures, as simplifying them would result in loss of information. While several analytical tools have been developed to work with complex…

Methodology · Statistics 2023-06-16 Riccardo Giubilei , Tullia Padellini , Pierpaolo Brutti

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

Although regression trees were originally designed for large datasets, they can profitably be used on small datasets as well, including those from replicated or unreplicated complete factorial experiments. We show that in the latter…

Statistics Theory · Mathematics 2007-06-13 Wei-Yin Loh

We apply split conformal prediction techniques to regression problems with circular responses by introducing a suitable conformity score, leading to prediction sets with adaptive arc length and finite-sample coverage guarantees for any…

Machine Learning · Statistics 2024-12-30 Paulo C. Marques F. , Rinaldo Artes , Helton Graziadei

Given a fixed budget for total model size, one must choose between training a single large model or combining the predictions of multiple smaller models. We investigate this trade-off for ensembles of random-feature ridge regression models…

Machine Learning · Computer Science 2025-10-28 Benjamin S. Ruben , William L. Tong , Hamza Tahir Chaudhry , Cengiz Pehlevan

It is widely recognised that semiparametric efficient estimation can be hard to achieve in practice: estimators that are in theory efficient may require unattainable levels of accuracy for the estimation of complex nuisance functions. As a…

Statistics Theory · Mathematics 2024-12-18 Elliot H. Young , Rajen D. Shah

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

Sparse residual tree (SRT) is an adaptive exploration method for multivariate scattered data approximation. It leads to sparse and stable approximations in areas where the data is sufficient or redundant, and points out the possible local…

Numerical Analysis · Mathematics 2019-05-15 Xin Xu , Xiaopeng Luo

Random forests are one of the most popular machine learning methods due to their accuracy and variable importance assessment. However, random forests only provide variable importance in a global sense. There is an increasing need for such…

Methodology · Statistics 2021-03-25 Joshua Daniel Loyal , Ruoqing Zhu , Yifan Cui , Xin Zhang

Financial literature consists of ample research on similarity and comparison of financial assets and securities such as stocks, bonds, mutual funds, etc. However, going beyond correlations or aggregate statistics has been arduous since…

Computational Finance · Quantitative Finance 2022-10-27 Jerinsh Jeyapaulraj , Dhruv Desai , Peter Chu , Dhagash Mehta , Stefano Pasquali , Philip Sommer

Rear-end collision warning system has a great role to enhance the driving safety. In this system some measures are used to estimate the dangers and the system warns drivers to be more cautious. The real-time processes should be executed in…

Computer Vision and Pattern Recognition · Computer Science 2020-03-10 Fateme Teimouri , Mehdi Ghatee

In this paper we present the practical benefits of a new random forest algorithm to deal withmissing values in the sample. The purpose of this work is to compare the different solutionsto deal with missing values with random forests and…

Statistics Theory · Mathematics 2021-10-19 Irving Gómez-Méndez , Emilien Joly

We study the often overlooked phenomenon, first noted in \cite{breiman2001random}, that random forests appear to reduce bias compared to bagging. Motivated by an interesting paper by \cite{mentch2020randomization}, where the authors explain…

Machine Learning · Statistics 2025-07-23 Brian Liu , Rahul Mazumder

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…

Machine Learning · Statistics 2021-10-25 Rafael Blanquero , Emilio Carrizosa , Cristina Molero-Río , Dolores Romero Morales

An increasing array of biomedical and computer vision applications requires the predictive modeling of complex data, for example images and shapes. The main challenge when predicting such objects lies in the fact that they do not comply to…

Machine Learning · Statistics 2017-02-17 Dimosthenis Tsagkrasoulis , Giovanni Montana

The current job survey shows that most software employees are planning to change their job role due to high pay for recent jobs such as data scientists, business analysts and artificial intelligence fields. The survey also indicated that…

Computers and Society · Computer Science 2021-05-18 Swarajya lakshmi v papineni , A. Mallikarjuna Reddy , Sudeepti yarlagadda , Snigdha Yarlagadda , Haritha Akkinen

Sampling-based motion planners perform exceptionally well in robotic applications that operate in high-dimensional space. However, most works often constrain the planning workspace rooted at some fixed locations, do not adaptively reason on…

Robotics · Computer Science 2021-03-09 Tin Lai

Random cut forest (RCF) algorithms have been developed for anomaly detection, particularly in time series data. The RCF algorithm is an improved version of the isolation forest (IF) algorithm. Unlike the IF algorithm, the RCF algorithm can…

Machine Learning · Computer Science 2024-01-10 Sijin Yeom , Jae-Hun Jung
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