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Random forests are a popular class of algorithms used for regression and classification. The algorithm introduced by Breiman in 2001 and many of its variants are ensembles of randomized decision trees built from axis-aligned partitions of…

Statistics Theory · Mathematics 2023-10-31 Eliza O'Reilly , Ngoc Mai Tran

Random Forests have been extensively used in regression and classification, inspiring the development of various forest-based methods. Among these, Mondrian Forests, derived from the Mondrian process, mark a significant advancement.…

Statistics Theory · Mathematics 2025-02-28 Haoran Zhan , Jingli Wang , Yingcun Xia

We propose a novel algorithm for optimizing multivariate linear threshold functions as split functions of decision trees to create improved Random Forest classifiers. Standard tree induction methods resort to sampling and exhaustive search…

Machine Learning · Computer Science 2015-06-26 Mohammad Norouzi , Maxwell D. Collins , David J. Fleet , Pushmeet Kohli

We develop a theoretical framework for the analysis of oblique decision trees, where the splits at each decision node occur at linear combinations of the covariates (as opposed to conventional tree constructions that force axis-aligned…

Statistics Theory · Mathematics 2023-09-01 Matias D. Cattaneo , Rajita Chandak , Jason M. Klusowski

Random Forest is an ensemble of decision trees based on the bagging and random subspace concepts. As suggested by Breiman, the strength of unstable learners and the diversity among them are the ensemble models' core strength. In this paper,…

Machine Learning · Computer Science 2022-08-11 M. A. Ganaie , M. Tanveer , P. N. Suganthan , V. Snasel

Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are…

Machine Learning · Statistics 2015-02-17 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

Random forests are popular methods for regression and classification analysis, and many different variants have been proposed in recent years. One interesting example is the Mondrian random forest, in which the underlying constituent trees…

Statistics Theory · Mathematics 2025-11-10 Matias D. Cattaneo , Jason M. Klusowski , William G. Underwood

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

Introduced by Breiman, Random Forests are widely used classification and regression algorithms. While being initially designed as batch algorithms, several variants have been proposed to handle online learning. One particular instance of…

Machine Learning · Statistics 2019-04-10 Jaouad Mourtada , Stéphane Gaïffas , Erwan Scornet

Regression trees and random forests are popular and effective non-parametric estimators in practical applications. A recent paper by Athey and Wager shows that the random forest estimate at any point is asymptotically Gaussian; in this…

Econometrics · Economics 2021-02-02 Kevin Li

We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise predictions for each decision tree making up clustered random forests…

Methodology · Statistics 2026-01-26 Elliot H. Young , Peter Bühlmann

Empirical studies in various social sciences often involve categorical outcomes with inherent ordering, such as self-evaluations of subjective well-being and self-assessments in health domains. While ordered choice models, such as the…

Econometrics · Economics 2025-08-08 Riccardo Di Francesco

Space partitioning methods such as random forests and the Mondrian process are powerful machine learning methods for multi-dimensional and relational data, and are based on recursively cutting a domain. The flexibility of these methods is…

Machine Learning · Statistics 2019-12-03 Shufei Ge , Shijia Wang , Yee Whye Teh , Liangliang Wang , Lloyd T. Elliott

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

We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…

Econometrics · Economics 2025-06-10 Yiqi Liu , Yuan Qi

Decision trees are a popular technique in statistical data classification. They recursively partition the feature space into disjoint sub-regions until each sub-region becomes homogeneous with respect to a particular class. The basic…

Machine Learning · Statistics 2015-04-15 D. C. Wickramarachchi , B. L. Robertson , M. Reale , C. J. Price , J. Brown

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…

Machine Learning · Statistics 2024-02-08 Matias D. Cattaneo , Jason M. Klusowski , Peter M. Tian

Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…

Machine Learning · Statistics 2024-02-19 Louis Capitaine , Jérémie Bigot , Rodolphe Thiébaut , Robin Genuer

As a flexible nonparametric learning tool, the random forests algorithm has been widely applied to various real applications with appealing empirical performance, even in the presence of high-dimensional feature space. Unveiling the…

Statistics Theory · Mathematics 2022-09-27 Chien-Ming Chi , Patrick Vossler , Yingying Fan , Jinchi Lv

This paper proposes FREEtree, a tree-based method for high dimensional longitudinal data with correlated features. Popular machine learning approaches, like Random Forests, commonly used for variable selection do not perform well when there…

Machine Learning · Statistics 2020-06-18 Yuancheng Xu , Athanasse Zafirov , R. Michael Alvarez , Dan Kojis , Min Tan , Christina M. Ramirez
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