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Analysis of sample survey data often requires adjustments to account for missing data in the outcome variables of principal interest. Standard adjustment methods based on item imputation or on propensity weighting factors rely heavily on…
We propose a computationally efficient alternative to generalized random forests (GRFs) for estimating heterogeneous effects in large dimensions. While GRFs rely on a gradient-based splitting criterion, which in large dimensions is…
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…
In many applications of supervised learning, multiple classification or regression outputs have to be predicted jointly. We consider several extensions of gradient boosting to address such problems. We first propose a straightforward…
Recently proposed budding tree is a decision tree algorithm in which every node is part internal node and part leaf. This allows representing every decision tree in a continuous parameter space, and therefore a budding tree can be jointly…
The recursive and hierarchical structure of full rooted trees is applicable to represent statistical models in various areas, such as data compression, image processing, and machine learning. In most of these cases, the full rooted tree is…
Ensemble methods such as random forests have transformed the landscape of supervised learning, offering highly accurate prediction through the aggregation of multiple weak learners. However, despite their effectiveness, these methods often…
We consider supervised learning with random decision trees, where the tree construction is completely random. The method is popularly used and works well in practice despite the simplicity of the setting, but its statistical mechanism is…
Random forests are popular methods for regression and classification analysis, and many different variants have been proposed in recent years. One interesting example is the Mondrian random forest, in which the underlying constituent trees…
The causal inference literature has increasingly recognized that explicitly targeting treatment effect heterogeneity can lead to improved scientific understanding and policy recommendations. Towards the same ends, studying the causal…
We propose a procedure to build a decision tree which approximates the performance of complex machine learning models. This single approximation tree can be used to interpret and simplify the predicting pattern of random forests (RFs) and…
Often machine learning methods are applied and results reported in cases where there is little to no information concerning accuracy of the output. Simply because a computer program returns a result does not insure its validity. If…
We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…
Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a…
Random Forests (RF) is a popular machine learning method for classification and regression problems. It involves a bagging application to decision tree models. One of the primary advantages of the Random Forests model is the reduction in…
Decision trees are powerful machine learning algorithms, widely used in fields such as economics and medicine for their simplicity and interpretability. However, decision trees such as CART are prone to overfitting, especially when grown…
Decision trees built with data remain in widespread use for nonparametric prediction. Predicting probability distributions is preferred over point predictions when uncertainty plays a prominent role in analysis and decision-making. We study…
The adoption of the distributed paradigm has allowed applications to increase their scalability, robustness and fault tolerance, but it has also complicated their structure, leading to an exponential growth of the applications'…
Resource-constrained classification tasks are common in real-world applications such as allocating tests for disease diagnosis, hiring decisions when filling a limited number of positions, and defect detection in manufacturing settings…
In this paper we present a data-adaptive estimation procedure for estimation of average treatment effects in a time-to-event setting based on generalized random forests. In these kinds of settings, the definition of causal effect parameters…