Related papers: Why do Random Forests Work? Understanding Tree Ens…
Besides serving as prediction models, classification trees are useful for finding important predictor variables and identifying interesting subgroups in the data. These functions can be compromised by weak split selection algorithms that…
Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its benefits may be lessened in sparse settings due to weak predictors, and a pre-estimation dimension reduction (targeting)…
Tree ensembles are non-parametric methods widely recognized for their accuracy and ability to capture complex interactions. While these models excel at prediction, they are difficult to interpret and may fail to uncover useful relationships…
In machine learning ensembles predictions from multiple models are aggregated. Despite widespread use and strong performance of ensembles in applied problems little is known about the mathematical properties of aggregating models and…
We propose a principled method for autoencoding with random forests. Our strategy builds on foundational results from nonparametric statistics and spectral graph theory to learn a low-dimensional embedding of the model that optimally…
Tree-based machine learning models, such as decision trees and random forests, have been hugely successful in classification tasks primarily because of their predictive power in supervised learning tasks and ease of interpretation. Despite…
Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…
Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…
This paper describes experiments, on two domains, to investigate the effect of averaging over predictions of multiple decision trees, instead of using a single tree. Other authors have pointed out theoretical and commonsense reasons for…
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…
Despite widespread interest and practical use, the theoretical properties of random forests are still not well understood. In this paper we contribute to this understanding in two ways. We present a new theoretically tractable variant of…
Random forests have long been considered as powerful model ensembles in machine learning. By training multiple decision trees, whose diversity is fostered through data and feature subsampling, the resulting random forest can lead to more…
Random survival forest and survival trees are popular models in statistics and machine learning. However, there is a lack of general understanding regarding consistency, splitting rules and influence of the censoring mechanism. In this…
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…
A common approach to aggregate classification estimates in an ensemble of decision trees is to either use voting or to average the probabilities for each class. The latter takes uncertainty into account, but not the reliability of the…
We study the effectiveness of subagging, or subsample aggregating, on regression trees, a popular non-parametric method in machine learning. First, we give sufficient conditions for pointwise consistency of trees. We formalize that (i) the…
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…
We study the convergence of the predictive surface of regression trees and forests. To support our analysis we introduce a notion of adaptive concentration for regression trees. This approach breaks tree training into a model selection…
Ensembles are a straightforward, remarkably effective method for improving the accuracy,calibration, and robustness of models on classification tasks; yet, the reasons that underlie their success remain an active area of research. We build…
It is notoriously difficult to build a bad Random Forest (RF). Concurrently, RF blatantly overfits in-sample without any apparent consequence out-of-sample. Standard arguments, like the classic bias-variance trade-off or double descent,…