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Canonical distances such as Euclidean distance often fail to capture the appropriate relationships between items, subsequently leading to subpar inference and prediction. Many algorithms have been proposed for automated learning of suitable…
Machine learning algorithms find frequent application in spatial prediction of biotic and abiotic environmental variables. However, the characteristics of spatial data, especially spatial autocorrelation, are widely ignored. We hypothesize…
In this article, we strengthen the proof methods of some previously weakly consistent variants of random forests into strongly consistent proof methods, and improve the data utilization of these variants, in order to obtain better…
In this paper, we propose Random Forests by Random Weights (RF-RW), a theoretically grounded and practically effective alternative RF modelling for nonlinear time series data, where existing RF-based approaches struggle to adequately…
Data mining methods have been widely applied in financial markets, with the purpose of providing suitable tools for prices forecasting and automatic trading. Particularly, learning methods aim to identify patterns in time series and, based…
Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…
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…
Random forests are among the most popular classification and regression methods used in industrial applications. To be effective, the parameters of random forests must be carefully tuned. This is usually done by choosing values that…
In this paper we analyze, evaluate, and improve the performance of training Random Forest (RF) models on modern CPU architectures. An exact, state-of-the-art binary decision tree building algorithm is used as the basis of this study.…
Random Forest has become one of the most popular tools for feature selection. Its ability to deal with high-dimensional data makes this algorithm especially useful for studies in neuroimaging and bioinformatics. Despite its popularity and…
We present convincing empirical evidence for an effective and general strategy for building accurate small models. Such models are attractive for interpretability and also find use in resource-constrained environments. The strategy is to…
We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…
Assessing heterogeneous treatment effects has become a growing interest in advancing precision medicine. Individualized treatment effects (ITE) play a critical role in such an endeavor. Concerning experimental data collected from randomized…
Random forests are decision tree ensembles that can be used to solve a variety of machine learning problems. However, as the number of trees and their individual size can be large, their decision making process is often incomprehensible. In…
We initiate a novel approach to explain the predictions and out of sample performance of random forest (RF) regression and classification models by exploiting the fact that any RF can be mathematically formulated as an adaptive weighted K…
Missing data are common in data analyses in biomedical fields, and imputation methods based on random forests (RF) have become widely accepted, as the RF algorithm can achieve high accuracy without the need for specification of data…
Rectangular treemaps are often the method of choice to visualize large hierarchical datasets. Nowadays such datasets are available over time, hence there is a need for (a) treemaps that can handle time-dependent data, and (b) corresponding…
Machine-learning algorithms have gained popularity in recent years in the field of ecological modeling due to their promising results in predictive performance of classification problems. While the application of such algorithms has been…
We propose novel model transfer-learning methods that refine a decision forest model M learned within a "source" domain using a training set sampled from a "target" domain, assumed to be a variation of the source. We present two random…
In Random Forests, proximity distances are a metric representation of data into decision space. By observing how changes in input map to the movement of instances in this space we are able to determine the independent contribution of each…