Related papers: Exogenous Randomness Empowering Random Forests
Ensemble methods that average over a collection of independent predictors that are each limited to a subsampling of both the examples and features of the training data command a significant presence in machine learning, such as the…
We propose random hinge forests, a simple, efficient, and novel variant of decision forests. Importantly, random hinge forests can be readily incorporated as a general component within arbitrary computation graphs that are optimized…
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…
When using machine learning for imbalanced binary classification problems, it is common to subsample the majority class to create a (more) balanced training dataset. This biases the model's predictions because the model learns from data…
We present convincing empirical evidence for an effective and general strategy for building accurate small models. Such models are attractive for interpretability and also find use in resource-constrained environments. The strategy is to…
Regression forests have long delivered state-of-the-art accuracy, often outperforming regression trees and even neural networks, but they suffer from limited interpretability as ensemble methods. In this work, we revisit forest pruning, an…
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…
A random forest prediction can be computed by the scalar product of the labels of the training examples and a set of weights that are determined by the leafs of the forest into which the test object falls; each prediction can hence be…
We develop a finite-sample, design-based theory for random forests in which each tree is a randomized conditional predictor acting on fixed covariates and the forest is their Monte Carlo average. An exact variance identity separates Monte…
The last decade has witnessed a growing interest in random forest models which are recognized to exhibit good practical performance, especially in high-dimensional settings. On the theoretical side, however, their predictive power remains…
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…
Hash codes are a very efficient data representation needed to be able to cope with the ever growing amounts of data. We introduce a random forest semantic hashing scheme with information-theoretic code aggregation, showing for the first…
We study fragmentation of a random recursive tree into a forest by repeated removal of nodes. The initial tree consists of N nodes and it is generated by sequential addition of nodes with each new node attaching to a randomly-selected…
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…
This paper presents a brand new nonparametric density estimation strategy named the best-scored random forest density estimation whose effectiveness is supported by both solid theoretical analysis and significant experimental performance.…
Random forests, introduced by Leo Breiman in 2001, are a very effective statistical method. The complex mechanism of the method makes theoretical analysis difficult. Therefore, a simplified version of random forests, called purely random…
Random forests (RFs) utilize bootstrap sampling to generate individual training sets for each component tree by sampling with replacement, with the sample size typically equal to that of the original training set ($N$). Previous research…
There are numerous randomized algorithms to generate spanning trees in a given ambient graph; several target the uniform distribution on trees (UST), while in practice the fastest and most frequently used draw random weights on the edges…
This work studies the statistical implications of using features comprised of general linear combinations of covariates to partition the data in randomized decision tree and forest regression algorithms. Using random tessellation theory in…
This paper promotes the use of random forests as versatile tools for estimating spatially disaggregated indicators in the presence of small area-specific sample sizes. Small area estimators are predominantly conceptualized within the…