Related papers: Accelerated and interpretable oblique random survi…
Decision forests (Forests), in particular random forests and gradient boosting trees, have demonstrated state-of-the-art accuracy compared to other methods in many supervised learning scenarios. In particular, Forests dominate other methods…
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…
Decision trees are popular in survival analysis for their interpretability and ability to model complex relationships. Survival trees, which predict the timing of singular events using censored historical data, are typically built through…
This article describes a new system for induction of oblique decision trees. This system, OC1, combines deterministic hill-climbing with two forms of randomization to find a good oblique split (in the form of a hyperplane) at each node of a…
Ensemble learning methods are designed to benefit from multiple learning algorithms for better predictive performance. The tradeoff of this improved performance is slower speed and larger size of ensemble learning systems compared to single…
We introduce a unified framework for random forest prediction error estimation based on a novel estimator of the conditional prediction error distribution function. Our framework enables simple plug-in estimation of key prediction…
Most machine learning-based regressors extract information from data collected via past observations of limited length to make predictions in the future. Consequently, when input to these trained models is data with significantly different…
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…
Like many predictive models, random forests provide point predictions for new observations. Besides the point prediction, it is important to quantify the uncertainty in the prediction. Prediction intervals provide information about the…
Random Forest (RF) is a widely used machine learning algorithm known for its flexibility, user-friendliness, and high predictive performance across various domains. However, it is non-interpretable. This can limit its usefulness in applied…
We introduce a novel type of computationally efficient artificial neural network (ANN) called the rank similarity filter (RSF). RSFs can be used to both transform and classify nonlinearly separable datasets with many data points and…
Random forests are widely used in regression. However, the decision trees used as base learners are poor approximators of linear relationships. To address this limitation we propose RaFFLE (Random Forest Featuring Linear Extensions), a…
Random Forests [Breiman:2001] (RF) are a fully non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF are a robust, nonlinear technique that optimizes predictive accuracy by…
Effective feature selection is essential for high-dimensional data analysis and machine learning. Unsupervised feature selection (UFS) aims to simultaneously cluster data and identify the most discriminative features. Most existing UFS…
Random forest (RF) is one of the most popular methods for estimating regression functions. The local nature of the RF algorithm, based on intra-node means and variances, is ideal when errors are i.i.d. For dependent error processes like…
Sparse decision tree learning provides accurate and interpretable predictive models that are ideal for high-stakes applications by finding the single most accurate tree within a (soft) size limit. Rather than relying on a single "best"…
Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…
Isolation Forest (iForest) is an unsupervised anomaly detection algorithm designed to effectively detect anomalies under the assumption that anomalies are ``few and different." Various studies have aimed to enhance iForest, but the…
Survival analysis is a subfield of statistics concerned with modeling the occurrence time of a particular event of interest for a population. Survival analysis found widespread applications in healthcare, engineering, and social sciences.…
Anomaly Detection is an unsupervised learning task aimed at detecting anomalous behaviours with respect to historical data. In particular, multivariate Anomaly Detection has an important role in many applications thanks to the capability of…