Related papers: Building Trees for Probabilistic Prediction via Sc…
Bayesian Additive Regression Trees [BART, Chipman et al., 2010] have gained significant popularity due to their remarkable predictive performance and ability to quantify uncertainty. However, standard decision tree models rely on recursive…
We present a new approach to classification that combines data and knowledge. In this approach, data mining is used to derive association rules (possibly with negations) from data. Those rules are leveraged to increase the predictive…
Dynamic trees are mixtures of tree structured belief networks. They solve some of the problems of fixed tree networks at the cost of making exact inference intractable. For this reason approximate methods such as sampling or mean field…
Recently proposed budding tree is a decision tree algorithm in which every node is part internal node and part leaf. This allows representing every decision tree in a continuous parameter space, and therefore a budding tree can be jointly…
This paper describes techniques for growing classification and regression trees designed to induce visually interpretable trees. This is achieved by penalizing splits that extend the subset of features used in a particular branch of the…
Decision trees are commonly used predictive models due to their flexibility and interpretability. This paper is directed at quantifying the uncertainty of decision tree predictions by employing a Bayesian inference approach. This is…
Probability estimation is one of the fundamental tasks in statistics and machine learning. However, standard methods for probability estimation on discrete objects do not handle object structure in a satisfactory manner. In this paper, we…
Probabilistic prediction aims to compute predictive distributions rather than single point predictions. These distributions enable practitioners to quantify uncertainty, compute risk, and detect outliers. However, most probabilistic methods…
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…
We propose an algorithm named best-scored random forest for binary classification problems. The terminology "best-scored" means to select the one with the best empirical performance out of a certain number of purely random tree candidates…
Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…
In this work, we propose a novel node splitting method for regression trees and incorporate it into the regression forest framework. Unlike traditional binary splitting, where the splitting rule is selected from a predefined set of binary…
A decision tree is commonly restricted to use a single hyperplane to split the covariate space at each of its internal nodes. It often requires a large number of nodes to achieve high accuracy, hurting its interpretability. In this paper,…
We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…
Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…
Proper scoring rules have been a subject of growing interest in recent years, not only as tools for evaluation of probabilistic forecasts but also as methods for estimating probability distributions. In this article, we review the…
Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…
In this paper we present a new algorithm for learning oblique decision trees. Most of the current decision tree algorithms rely on impurity measures to assess the goodness of hyperplanes at each node while learning a decision tree in a…
Many real-world problems require making sequences of decisions where the outcomes of each decision are probabilistic and uncertain, and the availability of different actions is constrained by the outcomes of previous actions. There is a…
In classification and forecasting with tabular data, one often utilizes tree-based models. Those can be competitive with deep neural networks on tabular data and, under some conditions, explainable. The explainability depends on the depth…