Related papers: Exogenous Randomness Empowering Random Forests
Random forests remain among the most popular off-the-shelf supervised learning algorithms. Despite their well-documented empirical success, however, until recently, few theoretical results were available to describe their performance and…
Random feature methods have been successful in various machine learning tasks, are easy to compute, and come with theoretical accuracy bounds. They serve as an alternative approach to standard neural networks since they can represent…
In this paper we propose using the principle of boosting to reduce the bias of a random forest prediction in the regression setting. From the original random forest fit we extract the residuals and then fit another random forest to these…
We consider growing random recursive trees in random environment, in which at each step a new vertex is attached (by an edge of a random length) to an existing tree vertex according to a probability distribution that assigns the tree…
Recent studies have adopted an approach of selecting accurate and diverse trees based on individual or collective performance within an ensemble for classification and regression problems. This work follows in the wake of these…
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…
The potential lack of fairness in the outputs of machine learning algorithms has recently gained attention both within the research community as well as in society more broadly. Surprisingly, there is no prior work developing tree-induction…
Random forest (RF) methodology is one of the most popular machine learning techniques for prediction problems. In this article, we discuss some cases where random forests may suffer and propose a novel generalized RF method, namely…
Random forests are among the most popular classification and regression methods used in industrial applications. To be effective, the parameters of random forests must be carefully tuned. This is usually done by choosing values that…
Random forests (RFs) are among the most popular supervised learning algorithms due to their nonlinear flexibility and ease-of-use. However, as black box models, they can only be interpreted via algorithmically-defined feature importance…
We study various types of consistency of honest decision trees and random forests in the regression setting. In contrast to related literature, our proofs are elementary and follow the classical arguments used for smoothing methods. Under…
Classical methods for quantile regression fail in cases where the quantile of interest is extreme and only few or no training data points exceed it. Asymptotic results from extreme value theory can be used to extrapolate beyond the range of…
We study the effectiveness of randomizing split-directions in random forests. Prior literature has shown that, on the one hand, randomization can reduce variance through decorrelation, and, on the other hand, randomization regularizes and…
Within machine learning, the supervised learning field aims at modeling the input-output relationship of a system, from past observations of its behavior. Decision trees characterize the input-output relationship through a series of nested…
The problem of subgroups is ubiquitous in scientific research (ex. disease heterogeneity, spatial distributions in ecology...), and piecewise regression is one way to deal with this phenomenon. Morse-Smale regression offers a way to…
Ensemble methods are among the state-of-the-art predictive modeling approaches. Applied to modern big data, these methods often require a large number of sub-learners, where the complexity of each learner typically grows with the size of…
This research addresses the critical lack of comprehensive studies on feature scaling by systematically evaluating 12 scaling techniques - including several less common transformations - across 14 different Machine Learning algorithms and…
Random forests are a widely used machine learning algorithm, but their computational efficiency is undermined when applied to large-scale datasets with numerous instances and useless features. Herein, we propose a nonparametric feature…
Random Forest is a machine learning method that offers many advantages, including the ability to easily measure variable importance. Class balancing technique is a well-known solution to deal with class imbalance problem. However, it has…
Conventionally, random forests are built from "greedy" decision trees which each consider only one split at a time during their construction. The sub-optimality of greedy implementation has been well-known, yet mainstream adoption of more…