Related papers: Effect of hyperparameters on variable selection in…
We give examples of data-generating models under which Breiman's random forest may be extremely slow to converge to the optimal predictor or even fail to be consistent. The evidence provided for these properties is based on mostly intuitive…
In order to improve reproducibility, deep reinforcement learning (RL) has been adopting better scientific practices such as standardized evaluation metrics and reporting. However, the process of hyperparameter optimization still varies…
Defect prediction models---classifiers that identify defect-prone software modules---have configurable parameters that control their characteristics (e.g., the number of trees in a random forest). Recent studies show that these classifiers…
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,…
Machine learning (ML) algorithms become increasingly important in the analysis of astronomical data. However, since most ML algorithms are not designed to take data uncertainties into account, ML based studies are mostly restricted to data…
The hyperparameters in Gaussian process regression (GPR) model with a specified kernel are often estimated from the data via the maximum marginal likelihood. Due to the non-convexity of marginal likelihood with respect to the…
We propose a method for transfer learning in nonparametric regression using a random forest (RF) with distance covariance-based feature weights, assuming the unknown source and target regression functions are sparsely different. Our method…
A random forest prediction can be computed by the scalar product of the labels of the training examples and a set of weights that are determined by the leafs of the forest into which the test object falls; each prediction can hence be…
Offline reinforcement learning (RL purely from logged data) is an important avenue for deploying RL techniques in real-world scenarios. However, existing hyperparameter selection methods for offline RL break the offline assumption by…
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…
For many machine learning algorithms, predictive performance is critically affected by the hyperparameter values used to train them. However, tuning these hyperparameters can come at a high computational cost, especially on larger datasets,…
Fast Radio Bursts (FRBs) have emerged as powerful probes of baryonic matter in the Universe, offering constraints on cosmological and feedback parameters through their extragalactic dispersion measure-redshift (DM$_\mathrm{exgal}$-$z$)…
We present an evaluation of the performance of an automated classification of the Hipparcos periodic variable stars into 26 types. The sub-sample with the most reliable variability types available in the literature is used to train…
Machine learning algorithms such as random forests or xgboost are gaining more importance and are increasingly incorporated into production processes in order to enable comprehensive digitization and, if possible, automation of processes.…
We propose to prune a random forest (RF) for resource-constrained prediction. We first construct a RF and then prune it to optimize expected feature cost & accuracy. We pose pruning RFs as a novel 0-1 integer program with linear constraints…
Cost-sensitive feature selection describes a feature selection problem, where features raise individual costs for inclusion in a model. These costs allow to incorporate disfavored aspects of features, e.g. failure rates of as measuring…
The regularized random forest (RRF) was recently proposed for feature selection by building only one ensemble. In RRF the features are evaluated on a part of the training data at each tree node. We derive an upper bound for the number of…
This paper investigates the tunability of the Random Survival Forest (RSF) model in predictive maintenance, where accurate time-to-failure estimation is crucial. Although RSF is widely used due to its flexibility and ability to handle…
One advantage of decision tree based methods like random forests is their ability to natively handle categorical predictors without having to first transform them (e.g., by using feature engineering techniques). However, in this paper, we…
Random forest (RF) methodology is one of the most popular machine learning techniques for prediction problems. In this article, we discuss some cases where random forests may suffer and propose a novel generalized RF method, namely…