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Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determining uncertainty. Quantifying uncertainty, especially the…

Machine Learning · Statistics 2024-08-06 Mingshu Li , Bhaskarjit Sarmah , Dhruv Desai , Joshua Rosaler , Snigdha Bhagat , Philip Sommer , Dhagash Mehta

Adapting machine learning algorithms to better handle the presence of clusters or batch effects within training datasets is important across a wide variety of biological applications. This article considers the effect of ensembling Random…

Machine Learning · Statistics 2025-04-01 Maya Ramchandran , Rajarshi Mukherjee , Giovanni Parmigiani

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…

Machine Learning · Computer Science 2013-06-21 Houtao Deng , George Runger

The performance of adaptive estimators that employ embedding in reproducing kernel Hilbert spaces (RKHS) depends on the choice of the location of basis kernel centers. Parameter convergence and error approximation rates depend on where and…

Systems and Control · Electrical Eng. & Systems 2020-09-08 Sai Tej Paruchuri , Jia Guo , Andrew Kurdila

This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as…

Machine Learning · Statistics 2009-12-04 Marco Cuturi

The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling…

Machine Learning · Statistics 2025-03-18 Caixing Wang , Xingdong Feng

Many machine learning problems can be formulated as predicting labels for a pair of objects. Problems of that kind are often referred to as pairwise learning, dyadic prediction or network inference problems. During the last decade kernel…

Machine Learning · Statistics 2018-03-06 Michiel Stock , Tapio Pahikkala , Antti Airola , Bernard De Baets , Willem Waegeman

This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…

Machine Learning · Computer Science 2022-10-20 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

Decision Trees and Random Forests are among the most widely used machine learning models, and often achieve state-of-the-art performance in tabular, domain-agnostic datasets. Nonetheless, being primarily discriminative models they lack…

Machine Learning · Statistics 2020-07-14 Alvaro H. C. Correia , Robert Peharz , Cassio de Campos

Random Ferns -- as a less known example of Ensemble Learning -- have been successfully applied in many Computer Vision applications ranging from keypoint matching to object detection. This paper extends the Random Fern framework to the…

Computer Vision and Pattern Recognition · Computer Science 2022-02-09 Pengchao Wei , Ronny Hänsch

These lecture notes endeavour to collect in one place the mathematical background required to understand the properties of kernels in general and the Random Fourier Features approximation of Rahimi and Recht (NIPS 2007) in particular. We…

Machine Learning · Computer Science 2020-05-05 Amitabha Bagchi

We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…

Statistics Theory · Mathematics 2016-07-11 Gilles Blanchard , Nicole Krämer

We propose random hinge forests, a simple, efficient, and novel variant of decision forests. Importantly, random hinge forests can be readily incorporated as a general component within arbitrary computation graphs that are optimized…

Machine Learning · Statistics 2018-03-02 Nathan Lay , Adam P. Harrison , Sharon Schreiber , Gitesh Dawer , Adrian Barbu

Ridgeless regression has garnered attention among researchers, particularly in light of the ``Benign Overfitting'' phenomenon, where models interpolating noisy samples demonstrate robust generalization. However, kernel ridgeless regression…

Machine Learning · Computer Science 2024-06-04 Fan He , Mingzhen He , Lei Shi , Xiaolin Huang , Johan A. K. Suykens

We introduce the Mondrian kernel, a fast random feature approximation to the Laplace kernel. It is suitable for both batch and online learning, and admits a fast kernel-width-selection procedure as the random features can be re-used…

Machine Learning · Statistics 2016-06-17 Matej Balog , Balaji Lakshminarayanan , Zoubin Ghahramani , Daniel M. Roy , Yee Whye Teh

Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…

Machine Learning · Statistics 2019-02-12 Zoltan Szabo , Bharath K. Sriperumbudur

In this paper, we modify 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 theoretical…

Machine Learning · Computer Science 2023-10-17 JunHao Chen

Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…

Methodology · Statistics 2019-02-01 Louis Capitaine , Robin Genuer , Rodolphe Thiébaut

Random Forests (RFs) are strong machine learning tools for classification and regression. However, they remain supervised algorithms, and no extension of RFs to the one-class setting has been proposed, except for techniques based on…

Machine Learning · Statistics 2016-11-22 Nicolas Goix , Nicolas Drougard , Romain Brault , Maël Chiapino

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 · Statistics 2020-08-24 Tyler M. Tomita , Joshua T. Vogelstein
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