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We develop an empirical likelihood (EL) framework for random forests and related ensemble methods, providing a likelihood-based approach to quantify their statistical uncertainty. Exploiting the incomplete $U$-statistic structure inherent…
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…
A weighted random survival forest is presented in the paper. It can be regarded as a modification of the random forest improving its performance. The main idea underlying the proposed model is to replace the standard procedure of averaging…
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…
Given an ensemble of randomized regression trees, it is possible to restructure them as a collection of multilayered neural networks with particular connection weights. Following this principle, we reformulate the random forest method of…
The purpose of this paper is to analyze certain statistics of a recently introduced non-uniform random tree model, biased recursive trees. This model is based on constructing a random tree by establishing a correspondence with non-uniform…
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…
A weighted recursive tree is an evolving tree in which vertices are assigned random vertex-weights and new vertices connect to a predecessor with a probability proportional to its weight. Here, we study the maximum degree and near-maximum…
Hierarchical autocorrelation in the error term of linear models arises when sampling units are related to each other according to a tree. The residual covariance is parametrized using the tree-distance between sampling units. When…
Decision forests are widely used for classification and regression tasks. A lesser known property of tree-based methods is that one can construct a proximity matrix from the tree(s), and these proximity matrices are induced kernels. While…
We offer theoretical and empirical insights into the impact of exogenous randomness on the effectiveness of random forests with tree-building rules independent of training data. We formally introduce the concept of exogenous randomness and…
This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes of dependent variables and regressors. Our results are…
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…
The need to learn from positive and unlabeled data, or PU learning, arises in many applications and has attracted increasing interest. While random forests are known to perform well on many tasks with positive and negative data, recent PU…
In this paper we investigate the asymptotic optimality property of a randomized sampling based motion planner, namely RRT. We prove that a RRT planner is not an asymptotically optimal motion planner. Our result, while being consistent with…
An algorithm to improve performance parameter for unsupervised decision forest clustering and density estimation is presented. Specifically, a dual assignment parameter is introduced as a density estimator by combining Random Forest and…
Random forests are an ensemble method relevant for many problems, such as regression or classification. They are popular due to their good predictive performance (compared to, e.g., decision trees) requiring only minimal tuning of…
Assume we are given a set of items from a general metric space, but we neither have access to the representation of the data nor to the distances between data points. Instead, suppose that we can actively choose a triplet of items (A,B,C)…
Let $f$ be a probability density and $C$ be an interval on which $f$ is bounded away from zero. By establishing the limiting distribution of the uniform error of the kernel estimates $f_n$ of $f$, Bickel and Rosenblatt (1973) provide…
In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we provide are obtained from concentration inequalities, and…