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The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all the base learners (trees) to aggregate their predictions.…

Machine Learning · Statistics 2023-05-18 Xinyu Chen , Dalei Yu , Xinyu Zhang

High dimension, low sample size (HDLSS) problems are numerous among real-world applications of machine learning. From medical images to text processing, traditional machine learning algorithms are usually unsuccessful in learning the best…

Machine Learning · Statistics 2023-11-20 Lucca Portes Cavalheiro , Simon Bernard , Jean Paul Barddal , Laurent Heutte

In this paper we develop a new machine learning estimator for ordered choice models based on the random forest. The proposed Ordered Forest flexibly estimates the conditional choice probabilities while taking the ordering information…

Econometrics · Economics 2022-09-09 Michael Lechner , Gabriel Okasa

Random Forests (RFs) are strong machine learning tools for classification and regression. However, they remain supervised algorithms, and no extension of RFs to the one-class setting has been proposed, except for techniques based on…

Machine Learning · Statistics 2016-11-22 Nicolas Goix , Nicolas Drougard , Romain Brault , Maël Chiapino

By seeking the narrowest prediction intervals (PIs) that satisfy the specified coverage probability requirements, the recently proposed quality-based PI learning principle can extract high-quality PIs that better summarize the predictive…

Machine Learning · Computer Science 2019-07-23 Lin Zhu , Jiaxing Lu , Yihong Chen

Unmeasured spatial confounding complicates exposure effect estimation in environmental health studies. This problem is exacerbated in studies with multiple health outcomes and environmental exposure variables, as the source and magnitude of…

Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for…

Machine Learning · Statistics 2024-02-15 Clément Bénard , Jeffrey Näf , Julie Josse

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…

Econometrics · Economics 2025-06-10 Yiqi Liu , Yuan Qi

Quantifying the usefulness of individual features in random forests learning can greatly enhance its interpretability. Existing studies have shown that some popularly used feature importance measures for random forests suffer from the bias…

Machine Learning · Statistics 2023-11-14 Chien-Ming Chi , Yingying Fan , Jinchi Lv

Deep learning models are being adopted and applied on various critical decision-making tasks, yet they are trained to provide point predictions without providing degrees of confidence. The trustworthiness of deep learning models can be…

Machine Learning · Computer Science 2024-10-28 Daniel Nolte , Souparno Ghosh , Ranadip Pal

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…

Machine Learning · Statistics 2025-04-18 C. Revelas , O. Boldea , B. J. M. Werker

Decision forests (Forests), in particular random forests and gradient boosting trees, have demonstrated state-of-the-art accuracy compared to other methods in many supervised learning scenarios. In particular, Forests dominate other methods…

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

It is widely recognised that semiparametric efficient estimation can be hard to achieve in practice: estimators that are in theory efficient may require unattainable levels of accuracy for the estimation of complex nuisance functions. As a…

Statistics Theory · Mathematics 2024-12-18 Elliot H. Young , Rajen D. Shah

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…

Machine Learning · Computer Science 2023-11-27 Henrik Boström

We present Neural Random Forest Imitation - a novel approach for transforming random forests into neural networks. Existing methods propose a direct mapping and produce very inefficient architectures. In this work, we introduce an imitation…

Machine Learning · Computer Science 2024-04-05 Christoph Reinders , Bodo Rosenhahn

The prevailing mindset is that a single decision tree underperforms classic random forests in testing accuracy, despite its advantages in interpretability and lightweight structure. This study challenges such a mindset by significantly…

Machine Learning · Computer Science 2024-11-27 Qiangqiang Mao , Yankai Cao

In this paper, we apply the Feature Space Decomposition (FSD) method developed in [LS24, GLS25, LSSW26, ALSS26] to obtain, under fairly general conditions, matching upper and lower bounds for the population excess risk of spectral methods…

Statistics Theory · Mathematics 2026-05-18 Guillaume Lecué , Zhifan Li , Zong Shang

Random forests are a scheme proposed by Leo Breiman in the 2000's for building a predictor ensemble with a set of decision trees that grow in randomly selected subspaces of data. Despite growing interest and practical use, there has been…

Machine Learning · Statistics 2012-03-28 Gérard Biau

Exploratory data analysis is crucial for developing and understanding classification models from high-dimensional datasets. We explore the utility of a new unsupervised tree ensemble called uncharted forest for visualizing class…

Machine Learning · Statistics 2018-07-03 Casey Kneale , Steven D. Brown