Related papers: Time series quantile regression using random fores…

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…

Ensemble of regression trees have become popular statistical tools for the estimation of conditional mean given a set of predictors. However, quantile regression trees and their ensembles have not yet garnered much attention despite the…

This paper proposes valid inference tools, based on self-normalization, in time series expected shortfall regressions and, as a corollary, also in quantile regressions. Extant methods for such time series regressions, based on a bootstrap…

Regression methods for interval-valued data have been increasingly studied in recent years. As most of the existing works focus on linear models, it is important to note that many problems in practice are nonlinear in nature and therefore…

Environmental data may be "large" due to number of records, number of covariates, or both. Random forests has a reputation for good predictive performance when using many covariates with nonlinear relationships, whereas spatial regression,…

Axis-aligned decision trees are fast and stable but struggle on datasets with rotated or interaction-dependent decision boundaries, where informative splits require linear combinations of features rather than single-feature thresholds.…

Random forest (RF) regression model is used to predict the lattice constant, magnetic moment and formation energies of full Heusler alloys, half Heusler alloys, inverse Heusler alloys and quaternary Heusler alloys based on existing as well…

Gaussian Conditional Random Fields (GCRF), as a structured regression model, is designed to achieve higher regression accuracy than unstructured predictors at the expense of execution time, taking into account the objects similarities and…

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…

The issue of estimating residual variance in regression models has experienced relatively little attention in the machine learning community. However, the estimate is of primary interest in many practical applications, e.g. as a primary…

Minimising a spectral risk objective, defined as a convex combination of expected cost and Conditional Value-at-Risk (CVaR), is challenging when the uncertainty distribution is decision-dependent, making both surrogate modelling and…

Random forests (RFs) are among the most popular supervised learning algorithms due to their nonlinear flexibility and ease-of-use. However, as black box models, they can only be interpreted via algorithmically-defined feature importance…

Time series classification (TSC) aims to predict the class label of a given time series, which is critical to a rich set of application areas such as economics and medicine. State-of-the-art TSC methods have mostly focused on classification…

We introduce random spatial forests, a method of bagging regression trees allowing for spatial correlation. Our main contribution is the development of a computationally efficient tree building algorithm which selects each split of the tree…

This work studies the statistical implications of using features comprised of general linear combinations of covariates to partition the data in randomized decision tree and forest regression algorithms. Using random tessellation theory in…

Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…

Quantile regression (QR) relies on the estimation of conditional quantiles and explores the relationships between independent and dependent variables. At high probability levels, classical QR methods face extrapolation difficulties due to…

In the regression problem, L1 and L2 are the most commonly used loss functions, which produce mean predictions with different biases. However, the predictions are neither robust nor adequate enough since they only capture a few conditional…

We conduct an empirical study using the quantile-based correlation function to uncover the temporal dependencies in financial time series. The study uses intraday data for the S\&P 500 stocks from the New York Stock Exchange. After…

Researchers often hold the belief that random forests are "the cure to the world's ills" (Bickel, 2010). But how exactly do they achieve this? Focused on the recently introduced causal forests (Athey and Imbens, 2016; Wager and Athey,…