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Ensuring safety of nonlinear systems under model uncertainty and external disturbances is crucial, especially for real-world control tasks. Predictive methods such as robust model predictive control (RMPC) require solving nonconvex…
Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…
We propose a tree ensemble method, referred to as time series forest (TSF), for time series classification. TSF employs a combination of the entropy gain and a distance measure, referred to as the Entrance (entropy and distance) gain, for…
In this paper we propose using the principle of boosting to reduce the bias of a random forest prediction in the regression setting. From the original random forest fit we extract the residuals and then fit another random forest to these…
Geometric Representation Learning (GRL) aims to approximate the non-Euclidean topology of high-dimensional data through discrete graph structures, grounded in the manifold hypothesis. However, traditional static graph construction methods…
With the coming data deluge from synoptic surveys, there is a growing need for frameworks that can quickly and automatically produce calibrated classification probabilities for newly-observed variables based on a small number of time-series…
Reinforcement Learning (RL) bears the promise of being a game-changer in many applications. However, since most of the literature in the field is currently focused on opaque models, the use of RL in high-stakes scenarios, where…
Random Forest (RF) is a powerful ensemble method for classification and regression tasks. It consists of decision trees set. Although, a single tree is well interpretable for human, the ensemble of trees is a black-box model. The popular…
Variable selection for high-dimensional linear models has received a lot of attention lately, mostly in the context of l1-regularization. Part of the attraction is the variable selection effect: parsimonious models are obtained, which are…
As Artificial Intelligence (AI) is used in more applications, the need to consider and mitigate biases from the learned models has followed. Most works in developing fair learning algorithms focus on the offline setting. However, in many…
The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…
Anomaly detection (AD) plays a crucial role in time series applications, primarily because time series data is employed across real-world scenarios. Detecting anomalies poses significant challenges since anomalies take diverse forms making…
Random Forests are one of the most popular classifiers in machine learning. The larger they are, the more precise is the outcome of their predictions. However, this comes at a cost: their running time for classification grows linearly with…
Survival Regression (SuR) is a key technique for modeling time to event in important applications such as clinical trials and semiconductor manufacturing. Currently, SuR algorithms belong to one of three classes: non-linear black-box --…
Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…
The restricted mean survival time (RMST) is a widely used quantity in survival analysis due to its straightforward interpretation. For instance, predicting the time to event based on patient attributes is of great interest when analyzing…
The present work provides an application of Global Sensitivity Analysis to supervised machine learning methods such as Random Forests. These methods act as black boxes, selecting features in high--dimensional data sets as to provide…
We introduce canonical correlation forests (CCFs), a new decision tree ensemble method for classification and regression. Individual canonical correlation trees are binary decision trees with hyperplane splits based on local canonical…
Reinforcement learning with verifiable rewards (RLVR) has become a highly effective method for improving the reasoning abilities of Large Language Models (LLMs). Recent research shows that Negative Sample Reinforcement (NSR) -- which…
We propose a novel tree-based ensemble method named Selective Cascade of Residual ExtraTrees (SCORE). SCORE draws inspiration from representation learning, incorporates regularized regression with variable selection features, and utilizes…