Related papers: Which Imputation Fits Which Feature Selection Meth…
We propose a new method to impute missing values in mixed datasets. It is based on a principal components method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical…
By filling in missing values in datasets, imputation allows these datasets to be used with algorithms that cannot handle missing values by themselves. However, missing values may in principle contribute useful information that is lost…
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 introduces a novel framework for enhancing Random Forest classifiers by integrating probabilistic feature sampling and hyperparameter tuning via Simulated Annealing. The proposed framework exhibits substantial advancements in…
In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to…
Tree-based methods are popular machine learning techniques used in various fields. In this work, we review their foundations and a general framework the importance sampled learning ensemble (ISLE) that accelerates their fitting process.…
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.…
The selection of essential variables in logistic regression is vital because of its extensive use in medical studies, finance, economics and related fields. In this paper, we explore four main typologies (test-based, penalty-based,…
In many studies, we want to determine the influence of certain features on a dependent variable. More specifically, we are interested in the strength of the influence -- i.e., is the feature relevant? -- and, if so, how the feature…
We present a method for incorporating missing data in non-parametric statistical learning without the need for imputation. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with "Missingness Incorporated…
Model interpretation is one of the key aspects of the model evaluation process. The explanation of the relationship between model variables and outputs is relatively easy for statistical models, such as linear regressions, thanks to the…
Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…
This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…
Decision forests, including random forests and gradient boosting trees, remain the leading machine learning methods for many real-world data problems, especially on tabular data. However, most of the current implementations only operate in…
Machine learning methods are widely and successfully used for probabilistic wind power forecasting, yet the pervasive issue of missing values (e.g., due to sensor faults or communication outages) has received limited attention. The…
Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has…
Feature selection on incomplete datasets is an exceptionally challenging task. Existing methods address this challenge by first employing imputation methods to complete the incomplete data and then conducting feature selection based on the…
Machine learning algorithms often assume that training samples are independent. When data points are connected by a network, the induced dependency between samples is both a challenge, reducing effective sample size, and an opportunity to…
Recent studies have shown that tuning prediction models increases prediction accuracy and that Random Forest can be used to construct prediction intervals. However, to our best knowledge, no study has investigated the need to, and the…
Researchers addressing post-treatment complications in randomized trials often turn to principal stratification to define relevant assumptions and quantities of interest. One approach for estimating causal effects in this framework is to…