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Random Forests (RF) is a popular machine learning method for classification and regression problems. It involves a bagging application to decision tree models. One of the primary advantages of the Random Forests model is the reduction in…

Machine Learning · Statistics 2022-07-06 Sai K Popuri

Random forests have been widely used for their ability to provide so-called importance measures, which give insight at a global (per dataset) level on the relevance of input variables to predict a certain output. On the other hand, methods…

Machine Learning · Statistics 2021-11-04 Antonio Sutera , Gilles Louppe , Van Anh Huynh-Thu , Louis Wehenkel , Pierre Geurts

Data analysis and machine learning have become an integrative part of the modern scientific methodology, offering automated procedures for the prediction of a phenomenon based on past observations, unraveling underlying patterns in data and…

Machine Learning · Statistics 2015-06-04 Gilles Louppe

This paper is about variable selection with the random forests algorithm in presence of correlated predictors. In high-dimensional regression or classification frameworks, variable selection is a difficult task, that becomes even more…

Methodology · Statistics 2016-04-19 Baptiste Gregorutti , Bertrand Michel , Philippe Saint-Pierre

This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward…

Machine Learning · Statistics 2015-01-27 Ernest Fokoué

Random Forests (RF) is one of the algorithms of choice in many supervised learning applications, be it classification or regression. The appeal of such tree-ensemble methods comes from a combination of several characteristics: a remarkable…

Machine Learning · Statistics 2020-05-18 Jaouad Mourtada , Stéphane Gaïffas , Erwan Scornet

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Random forest (RF) stands out as a highly favored machine learning approach for classification problems. The effectiveness of RF hinges on two key factors: the accuracy of individual trees and the diversity among them. In this study, we…

Machine Learning · Computer Science 2024-10-28 Ye-eun Kim , Seoung Yun Kim , Hyunjoong Kim

Despite the impressive performance of random forests (RF), its theoretical properties have not been thoroughly understood. In this paper, we propose a novel RF framework, dubbed multinomial random forest (MRF), to analyze the…

Machine Learning · Computer Science 2020-06-09 Yiming Li , Jiawang Bai , Jiawei Li , Xue Yang , Yong Jiang , Chun Li , Shutao Xia

Feature selection is a critical step in high-dimensional classification tasks, particularly under challenging conditions of double imbalance, namely settings characterized by both class imbalance in the response variable and dimensional…

Methodology · Statistics 2025-06-13 Fabio Demaria

Random forest is effective for prediction tasks but the randomness of tree generation hinders interpretability in feature importance analysis. To address this, we proposed DT-Sampler, a SAT-based method for measuring feature importance in…

Machine Learning · Computer Science 2023-07-26 Chao Huang , Diptesh Das , Koji Tsuda

A new approach called ABRF (the attention-based random forest) and its modifications for applying the attention mechanism to the random forest (RF) for regression and classification are proposed. The main idea behind the proposed ABRF…

Machine Learning · Computer Science 2022-01-11 Lev V. Utkin , Andrei V. Konstantinov

Random Forest (RF) is an ensemble classification technique that was developed by Breiman over a decade ago. Compared with other ensemble techniques, it has proved its accuracy and superiority. Many researchers, however, believe that there…

Machine Learning · Computer Science 2015-03-19 Khaled Fawagreh , Mohamad Medhat Gaber , Eyad Elyan

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 are a type of ensemble method which makes predictions by combining the results of several independent trees. However, the theory of random forests has long been outpaced by their application. In this paper, we propose a novel…

Machine Learning · Computer Science 2015-07-23 Jianyuan Sun , Guoqiang Zhong , Junyu Dong , Yajuan Cai

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

This paper outlines a unified framework for high dimensional variable selection for classification problems. Traditional approaches to finding interesting variables mostly utilize only partial information through moments (like mean…

Methodology · Statistics 2016-11-25 S. Mukhopadhyay , Emanuel Parzen , S. N. Lahiri

Multidimensional fitting (MDF) method is a multivariate data analysis method recently developed and based on the fitting of distances. Two matrices are available: one contains the coordinates of the points and the second contains the…

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 forest is widely exploited as an ensemble learning method. In many practical applications, however, there is still a significant challenge to learn from imbalanced data. To alleviate this limitation, we propose a deep dynamic boosted…

Machine Learning · Computer Science 2022-03-08 Haixin Wang , Xingzhang Ren , Jinan Sun , Wei Ye , Long Chen , Muzhi Yu , Shikun Zhang