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Neural networks and tree ensembles are state-of-the-art learners, each with its unique statistical and computational advantages. We aim to combine these advantages by introducing a new layer for neural networks, composed of an ensemble of…
Regression problems are traditionally analyzed via univariate characteristics like the regression function, scale function and marginal density of regression errors. These characteristics are useful and informative whenever the association…
Models often need to be constrained to a certain size for them to be considered interpretable. For example, a decision tree of depth 5 is much easier to understand than one of depth 50. Limiting model size, however, often reduces accuracy.…
Clustering serves as a vital tool for uncovering latent data structures, and achieving both high accuracy and interpretability is essential. To this end, existing methods typically construct binary decision trees by solving mixed-integer…
This research aims to develop a dynamic and scalable framework to facilitate harmonization of Common Data Elements (CDEs) across heterogeneous biomedical datasets by addressing challenges such as semantic heterogeneity, structural…
This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…
Random forests and, more generally, (decision\nobreakdash-)tree ensembles are widely used methods for classification and regression. Recent algorithmic advances allow to compute decision trees that are optimal for various measures such as…
We propose a novel and computationally efficient approach for nonparametric conditional density estimation in high-dimensional settings that achieves dimension reduction without imposing restrictive distributional or functional form…
We consider multi-class classification where the predictor has a hierarchical structure that allows for a very large number of labels both at train and test time. The predictive power of such models can heavily depend on the structure of…
The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…
A common objective in the analysis of tabular data is estimating the conditional distribution (in contrast to only producing predictions) of a set of "outcome" variables given a set of "covariates", which is sometimes referred to as the…
Dynamic treatment regimes (DTRs) are used in medicine to tailor sequential treatment decisions to patients by considering patient heterogeneity. Common methods for learning optimal DTRs, however, have shortcomings: they are typically based…
Interpretability and effectiveness are two essential and indispensable requirements for adopting machine learning methods in reality. In this paper, we propose a knowledge distillation based decision trees extension, dubbed rectified…
Deep learning neural networks have emerged as one of the most powerful classification tools for vision related applications. However, the computational and energy requirements associated with such deep nets can be quite high, and hence…
This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…
This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learning algorithms to estimate the conditional distribution of…
Decision Trees (DTs) are commonly used for many machine learning tasks due to their high degree of interpretability. However, learning a DT from data is a difficult optimization problem, as it is non-convex and non-differentiable.…
A framework is proposed that addresses both conditional density estimation and latent variable discovery. The objective function maximizes explanation of variability in the data, achieved through the optimal transport barycenter generalized…
Several disciplines, like the social sciences, epidemiology, sentiment analysis, or market research, are interested in knowing the distribution of the classes in a population rather than the individual labels of the members thereof.…
In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an…