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Predicting the individual risk of a clinical event using the complete patient history is still a major challenge for personalized medicine. Among the methods developed to compute individual dynamic predictions, the joint models have the…

Machine Learning · Statistics 2024-07-17 Anthony Devaux , Catherine Helmer , Robin Genuer , Cécile Proust-Lima

Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…

Methodology · Statistics 2019-01-21 Leonie Weinhold , Matthias Schmid , Marvin N. Wright , Moritz Berger

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

Machine Learning · Statistics 2022-10-13 Domagoj Ćevid , Loris Michel , Jeffrey Näf , Nicolai Meinshausen , Peter Bühlmann

In this paper we develop a new machine learning estimator for ordered choice models based on the random forest. The proposed Ordered Forest flexibly estimates the conditional choice probabilities while taking the ordering information…

Econometrics · Economics 2022-09-09 Michael Lechner , Gabriel Okasa

Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target…

Machine Learning · Statistics 2018-05-04 Taylor Pospisil , Ann B. Lee

Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not…

Computation · Statistics 2019-06-19 Taylor Pospisil , Ann B. Lee

Random forests are a learning algorithm proposed by Breiman [Mach. Learn. 45 (2001) 5--32] that combines several randomized decision trees and aggregates their predictions by averaging. Despite its wide usage and outstanding practical…

Statistics Theory · Mathematics 2015-08-11 Erwan Scornet , Gérard Biau , Jean-Philippe Vert

Random Forests are widely recognized for establishing efficacy in classification and regression tasks, standing out in various domains such as medical diagnosis, finance, and personalized recommendations. These domains, however, are…

Machine Learning · Computer Science 2025-03-20 Shurong Wang , Zhuoyang Shen , Xinbao Qiao , Tongning Zhang , Meng Zhang

When it comes to the safety of cosmetic products, compliance with regulatory standards is crucialto guarantee consumer protection against the risks of skin irritation. Toxicologists must thereforebe fully conversant with all risks. This…

Artificial Intelligence · Computer Science 2024-08-23 Louisa Camadini , Yanis Bouzid , Maeva Merlet , Léopold Carron

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…

Machine Learning · Statistics 2021-03-04 Benjamin Lu , Johanna Hardin

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…

Applications · Statistics 2008-11-12 Hemant Ishwaran , Udaya B. Kogalur , Eugene H. Blackstone , Michael S. Lauer

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…

Machine Learning · Statistics 2022-03-09 Cansu Alakus , Denis Larocque , Aurelie Labbe

Random forest is a classification algorithm well suited for microarray data: it shows excellent performance even when most predictive variables are noise, can be used when the number of variables is much larger than the number of…

Quantitative Methods · Quantitative Biology 2007-05-23 Ramon Diaz-Uriarte , Sara Alvarez de Andres

The random forest algorithm, proposed by L. Breiman in 2001, has been extremely successful as a general-purpose classification and regression method. The approach, which combines several randomized decision trees and aggregates their…

Statistics Theory · Mathematics 2015-11-19 Gérard Biau , Erwan Scornet

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

The random forest algorithm (RF) has several hyperparameters that have to be set by the user, e.g., the number of observations drawn randomly for each tree and whether they are drawn with or without replacement, the number of variables…

Machine Learning · Statistics 2019-02-27 Philipp Probst , Marvin Wright , Anne-Laure Boulesteix

The wealth of data being gathered about humans and their surroundings drives new machine learning applications in various fields. Consequently, more and more often, classifiers are trained using not only numerical data but also complex data…

Machine Learning · Computer Science 2022-04-13 Maciej Piernik , Dariusz Brzezinski , Pawel Zawadzki

Random Forest (RF) is a powerful supervised learner and has been popularly used in many applications such as bioinformatics. In this work we propose the guided random forest (GRF) for feature selection. Similar to a feature selection method…

Machine Learning · Computer Science 2013-11-19 Houtao Deng

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…

Statistics Theory · Mathematics 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…

Machine Learning · Statistics 2024-02-19 Louis Capitaine , Jérémie Bigot , Rodolphe Thiébaut , Robin Genuer
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