Related papers: Small area prediction of counts under machine lear…
The distribution of genetic polymorphisms in a population contains information about the mutation rate and the strength of natural selection at a locus. Here, we show that the Poisson Random Field (PRF) method of population-genetic…
Rainfall ensemble forecasts have to be skillful for both low precipitation and extreme events. We present statistical post-processing methods based on Quantile Regression Forests (QRF) and Gradient Forests (GF) with a parametric extension…
When estimating area means, direct estimators based on area-specific data, are usually consistent under the sampling design without model assumptions. However, they are inefficient if the area sample size is small. In small area estimation,…
Area-level models for small area estimation typically rely on areal random effects to shrink design-based direct estimates towards a model-based predictor. Incorporating the spatial dependence of the random effects into these models can…
Random forests are a learning algorithm proposed by Breiman [Mach. Learn. 45 (2001) 5--32] that combines several randomized decision trees and aggregates their predictions by averaging. Despite its wide usage and outstanding practical…
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…
Handling missing values is a common challenge in biostatistical analyses, typically addressed by imputation methods. We propose a novel, fast, and easy-to-use imputation method called missing value imputation with adversarial random forests…
A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a…
Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…
Since their introduction by Breiman, Random Forests (RFs) have proven to be useful for both classification and regression tasks. The RF prediction of a previously unseen observation can be represented as a weighted sum of all training…
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…
Due to their power and ease of use, tree-based machine learning models, such as random forests and gradient-boosted tree ensembles, have become very popular. To interpret them, local feature attributions based on marginal expectations, e.g.…
Considering the issue of estimating small probabilities p, ie. measuring a rare domain F = {x | g(x) > q} with respect to the distribution of a random vector X, Multilevel Splitting strategies (also called Subset Simulation) aim at writing…
We give examples of data-generating models under which Breiman's random forest may be extremely slow to converge to the optimal predictor or even fail to be consistent. The evidence provided for these properties is based on mostly intuitive…
Stock trend forecasting, a challenging problem in the financial domain, involves ex-tensive data and related indicators. Relying solely on empirical analysis often yields unsustainable and ineffective results. Machine learning researchers…
Evidence-based policy-making requires reliable, spatially disaggregated indicators. The framework of mixed effects random forests leverages the advantages of random forests and hierarchical data in small area estimation. These methods…
Analysis of sample survey data often requires adjustments to account for missing data in the outcome variables of principal interest. Standard adjustment methods based on item imputation or on propensity weighting factors rely heavily on…
Tree-based ensemble methods such as random forests, gradient-boosted trees, and Bayesianadditive regression trees have been successfully used for regression problems in many applicationsand research studies. In this paper, we study ensemble…
To accurately quantify landslide hazard in a region of Turkey, we develop new marked point process models within a Bayesian hierarchical framework for the joint prediction of landslide counts and sizes. To accommodate for the dominant role…
Decision trees are important both as interpretable models amenable to high-stakes decision-making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well…