Related papers: Generalized Random Forests using Fixed-Point Trees

To further develop the statistical inference problem for heterogeneous treatment effects, this paper builds on Breiman's (2001) random forest tree (RFT)and Wager et al.'s (2018) causal tree to parameterize the nonparametric problem using…

We discuss an application of Generalized Random Forests (GRF) proposed by Athey et al.(2019) to quantile regression for time series data. We extracted the theoretical results of the GRF consistency for i.i.d. data to time series data. In…

Spatially Coherent Random Forest (SCRF) extends Random Forest to create spatially coherent labeling. Each split function in SCRF is evaluated based on a traditional information gain measure that is regularized by a spatial coherency term.…

Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity,…

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

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…

Ensemble learning methods are designed to benefit from multiple learning algorithms for better predictive performance. The tradeoff of this improved performance is slower speed and larger size of ensemble learning systems compared to single…

We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…

The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all the base learners (trees) to aggregate their predictions.…

Random Forests (RFs) are widely used Machine Learning models in low-power embedded devices, due to their hardware friendly operation and high accuracy on practically relevant tasks. The accuracy of a RF often increases with the number of…

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

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…

We present a fast and memory efficient algorithm for the estimation of generalized linear models with an additive separable k-way error component. The brute force approach uses dummy variables to account for the unobserved heterogeneity,…

Statistical analysis is increasingly confronted with complex data from metric spaces. Petersen and M\"uller (2019) established a general paradigm of Fr\'echet regression with complex metric space valued responses and Euclidean predictors.…

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…

Regression trees and random forests are popular and effective non-parametric estimators in practical applications. A recent paper by Athey and Wager shows that the random forest estimate at any point is asymptotically Gaussian; in this…

Geographical random forest (GRF) is a recently developed and spatially explicit machine learning model. With the ability to provide more accurate predictions and local interpretations, GRF has already been used in many studies. The current…

Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and…

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…

I develop Macroeconomic Random Forest (MRF), an algorithm adapting the canonical Machine Learning (ML) tool to flexibly model evolving parameters in a linear macro equation. Its main output, Generalized Time-Varying Parameters (GTVPs), is a…