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The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…
Prediction in high dimensional settings is difficult due to large by number of variables relative to the sample size. We demonstrate how auxiliary "co-data" can be used to improve the performance of a Random Forest in such a setting.…
Random Forests and related tree-based methods are popular for supervised learning from table based data. Apart from their ease of parallelization, their classification performance is also superior. However, this performance, especially…
Random Forest (RF) is a successful paradigm for learning classifiers due to its ability to learn from large feature spaces and seamlessly integrate multi-class classification, as well as the achieved accuracy and processing efficiency.…
Objective: Social-environmental data obtained from the U.S. Census is an important resource for understanding health disparities, but rarely is the full dataset utilized for analysis. A barrier to incorporating the full data is a lack of…
D. Wilson~\cite{[Wi]} in the 1990's described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and more generally weighted trees or forests spanning a given graph. This algorithm provides a…
Lasso is a popular and efficient approach to simultaneous estimation and variable selection in high-dimensional regression models. In this paper, a robust LAD-lasso method for multiple outcomes is presented that addresses the challenges of…
This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for…
Over-parameterized models like deep nets and random forests have become very popular in machine learning. However, the natural goals of continuity and differentiability, common in regression models, are now often ignored in modern…
Random Forests [Breiman:2001] (RF) are a fully non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF are a robust, nonlinear technique that optimizes predictive accuracy by…
In this paper, we introduce a collaborative training algorithm of balanced random forests with convolutional neural networks for domain adaptation tasks. In real scenarios, most domain adaptation algorithms face the challenges from noisy,…
Data analysis and machine learning have become an integrative part of the modern scientific methodology, providing automated techniques to predict further information based on observations. One of these classification and regression…
To mitigate the uncertainty of variable renewable resources, two off-the-shelf machine learning tools are deployed to forecast the solar power output of a solar photovoltaic system. The support vector machines generate the forecasts and the…
Random forests have become an important tool for improving accuracy in regression and classification problems since their inception by Leo Breiman in 2001. In this paper, we revisit a historically important random forest model originally…
Dealing with datasets of very high dimension is a major challenge in machine learning. In this paper, we consider the problem of feature selection in applications where the memory is not large enough to contain all features. In this…
Since their introduction by Breiman, Random Forests (RFs) have proven to be useful for both classification and regression tasks. The RF prediction of a previously unseen observation can be represented as a weighted sum of all training…
Generalized linear model or GLM constitutes a large class of models and essentially extends the ordinary linear regression by connecting the mean of the response variable with the covariate through appropriate link functions. On the other…
Existing ordinal trees and random forests typically use scores that are assigned to the ordered categories, which implies that a higher scale level is used. Versions of ordinal trees are proposed that take the scale level seriously and…
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…
Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…