Related papers: AR-Sieve Bootstrap for the Random Forest and a sim…

Random forest (Leo Breiman 2001a) (RF) is a non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF is a robust, nonlinear technique that optimizes predictive accuracy by fitting…

In recent years, dynamically growing data and incrementally growing number of classes pose new challenges to large-scale data classification research. Most traditional methods struggle to balance the precision and computational burden when…

Several studies have shown that combining machine learning models in an appropriate way will introduce improvements in the individual predictions made by the base models. The key to make well-performing ensemble model is in the diversity of…

This paper examines the use of a residual bootstrap for bias correction in machine learning regression methods. Accounting for bias is an important obstacle in recent efforts to develop statistical inference for machine learning methods. We…

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…

Sequential model-based optimization sequentially selects a candidate point by constructing a surrogate model with the history of evaluations, to solve a black-box optimization problem. Gaussian process (GP) regression is a popular choice as…

The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying data points are standard in real data applications,…

Sparse residual tree (SRT) is an adaptive exploration method for multivariate scattered data approximation. It leads to sparse and stable approximations in areas where the data is sufficient or redundant, and points out the possible local…

Distribution forecast can quantify forecast uncertainty and provide various forecast scenarios with their corresponding estimated probabilities. Accurate distribution forecast is crucial for planning - for example when making production…

The wealth of data being gathered about humans and their surroundings drives new machine learning applications in various fields. Consequently, more and more often, classifiers are trained using not only numerical data but also complex data…

We propose a novel bootstrap procedure for dependent data based on Generative Adversarial networks (GANs). We show that the dynamics of common stationary time series processes can be learned by GANs and demonstrate that GANs trained on a…

We propose methods for density estimation and data synthesis using a novel form of unsupervised random forests. Inspired by generative adversarial networks, we implement a recursive procedure in which trees gradually learn structural…

Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…

We introduce WildWood (WW), a new ensemble algorithm for supervised learning of Random Forest (RF) type. While standard RF algorithms use bootstrap out-of-bag samples to compute out-of-bag scores, WW uses these samples to produce improved…

Random Forest (RF) is a powerful supervised learner and has been popularly used in many applications such as bioinformatics. In this work we propose the guided random forest (GRF) for feature selection. Similar to a feature selection method…

A novel machine learning algorithm is presented, serving as a data-driven turbulence modeling tool for Reynolds Averaged Navier-Stokes (RANS) simulations. This machine learning algorithm, called the Tensor Basis Random Forest (TBRF), is…

Random forests are considered one of the best out-of-the-box classification and regression algorithms due to their high level of predictive performance with relatively little tuning. Pairwise proximities can be computed from a trained…

Large-scale online platforms and marketplace systems often evaluate new policies through experiments that randomize treatment across operational units (e.g., geographies, regions, or clusters) over many time periods. In these settings,…

We introduce random spatial forests, a method of bagging regression trees allowing for spatial correlation. Our main contribution is the development of a computationally efficient tree building algorithm which selects each split of the tree…

Software systems that run for long periods often suffer from software aging, which is typically caused by Aging-Related Bugs (ARBs). To mitigate the risk of ARBs early in the development phase, ARB prediction has been introduced into…