Related papers: Maximum Risk Minimization with Random Forests

Machine learning models, while progressively advanced, rely heavily on the IID assumption, which is often unfulfilled in practice due to inevitable distribution shifts. This renders them susceptible and untrustworthy for deployment in…

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

Random forest (RF) methodology is one of the most popular machine learning techniques for prediction problems. In this article, we discuss some cases where random forests may suffer and propose a novel generalized RF method, namely…

Out-of-Distribution (OOD) generalization, a cornerstone for building robust machine learning models capable of handling data diverging from the training set's distribution, is an ongoing challenge in deep learning. While significant…

We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…

Out-of-distribution (OoD) detection is a natural downstream task for deep generative models, due to their ability to learn the input probability distribution. There are mainly two classes of approaches for OoD detection using deep…

As opposed to standard empirical risk minimization (ERM), distributionally robust optimization aims to minimize the worst-case risk over a larger ambiguity set containing the original empirical distribution of the training data. In this…

Temporal distribution shifts pose a key challenge for machine learning models trained and deployed in dynamically evolving environments. This paper introduces RIDER (RIsk minimization under Dynamically Evolving Regimes) which derives…

Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…

We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work…

We present a distribution optimization framework that significantly improves confidence bounds for various risk measures compared to previous methods. Our framework encompasses popular risk measures such as the entropic risk measure,…

Empirical risk minimization (ERM) and distributionally robust optimization (DRO) are popular approaches for solving stochastic optimization problems that appear in operations management and machine learning. Existing generalization error…

Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…

In supervised batch learning, the predictive normalized maximum likelihood (pNML) has been proposed as the min-max regret solution for the distribution-free setting, where no distributional assumptions are made on the data. However, the…

Out-of-distribution (OOD) learning often relies heavily on statistical approaches or predefined assumptions about OOD data distributions, hindering their efficacy in addressing multifaceted challenges of OOD generalization and OOD detection…

In this paper, we consider a situation where a decision maker's (DM's) risk preference can be described by a spectral risk measure (SRM) but there is not a single SRM which can be used to represent the DM's preferences consistently.…

Spatiotemporal prediction over graphs (STPG) is challenging, because real-world data suffers from the Out-of-Distribution (OOD) generalization problem, where test data follow different distributions from training ones. To address this…

Random forests are a learning algorithm proposed by Breiman [Mach. Learn. 45 (2001) 5--32] that combines several randomized decision trees and aggregates their predictions by averaging. Despite its wide usage and outstanding practical…