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Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…

Machine Learning · Statistics 2024-02-08 Matias D. Cattaneo , Jason M. Klusowski , Peter M. Tian

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…

Statistics Theory · Mathematics 2015-08-11 Erwan Scornet , Gérard Biau , Jean-Philippe Vert

Due to their accuracies, methods based on ensembles of regression trees are a popular approach for making predictions. Some common examples include Bayesian additive regression trees, boosting and random forests. This paper focuses on…

Methodology · Statistics 2019-11-15 Suofei Wu , Jan Hannig , Thomas C. M. Lee

This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…

Statistics Theory · Mathematics 2024-02-22 Ricardo Blum , Munir Hiabu , Enno Mammen , Joseph T. Meyer

Tree-based ensemble methods such as random forests, gradient-boosted trees, and Bayesianadditive regression trees have been successfully used for regression problems in many applicationsand research studies. In this paper, we study ensemble…

Machine Learning · Statistics 2024-06-21 Alexandre Seiller , Éric Gaussier , Emilie Devijver , Marianne Clausel , Sami Alkhoury

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

Machine Learning · Computer Science 2026-05-19 Ziyi Liu , Phuc Luong , Mario Boley , Daniel F. Schmidt

The last decade has shed some light on theoretical properties such as their consistency for regression tasks. In the current paper, we propose a new class of very simple learners based on so-called naive trees. These naive trees partition…

Statistics Theory · Mathematics 2024-12-18 Nico Föge , Markus Pauly , Lena Schmid , Marc Ditzhaus

Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random…

Machine Learning · Statistics 2020-09-08 Rina Friedberg , Julie Tibshirani , Susan Athey , Stefan Wager

Random forests are a very effective and commonly used statistical method, but their full theoretical analysis is still an open problem. As a first step, simplified models such as purely random forests have been introduced, in order to shed…

Statistics Theory · Mathematics 2014-07-16 Sylvain Arlot , Robin Genuer

Ensembles of decision trees are a useful tool for obtaining for obtaining flexible estimates of regression functions. Examples of these methods include gradient boosted decision trees, random forests, and Bayesian CART. Two potential…

Methodology · Statistics 2018-09-18 Antonio Ricardo Linero , Yun Yang

As a flexible nonparametric learning tool, the random forests algorithm has been widely applied to various real applications with appealing empirical performance, even in the presence of high-dimensional feature space. Unveiling the…

Statistics Theory · Mathematics 2022-09-27 Chien-Ming Chi , Patrick Vossler , Yingying Fan , Jinchi Lv

Recursive decision trees are widely used to estimate heterogeneous causal treatment effects in experimental and observational studies. These methods are typically implemented using CART-type recursive partitioning and are often viewed as…

Statistics Theory · Mathematics 2026-03-19 Matias D. Cattaneo , Jason M. Klusowski , Ruiqi Rae Yu

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…

Machine Learning · Statistics 2015-09-11 Lucas Mentch , Giles Hooker

Connected acyclic graphs (trees) are data objects that hierarchically organize categories. Collections of trees arise in a diverse variety of fields, including evolutionary biology, public health, machine learning, social sciences and…

Methodology · Statistics 2025-12-01 Maria Alejandra Valdez Cabrera , Amy D Willis , Armeen Taeb

We develop a theoretical framework for the analysis of oblique decision trees, where the splits at each decision node occur at linear combinations of the covariates (as opposed to conventional tree constructions that force axis-aligned…

Statistics Theory · Mathematics 2023-09-01 Matias D. Cattaneo , Rajita Chandak , Jason M. Klusowski

Piecewise-constant regression trees remain popular for their interpretability, yet often lag behind black-box models like Random Forest in predictive accuracy. In this work, we introduce TRUST (Transparent, Robust, and Ultra-Sparse Trees),…

Methodology · Statistics 2025-06-23 Albert Dorador

Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…

Machine Learning · Computer Science 2018-11-20 Myriam Tami , Marianne Clausel , Emilie Devijver , Adrien Dulac , Eric Gaussier , Stefan Janaqi , Meriam Chebre

We study the convergence of the predictive surface of regression trees and forests. To support our analysis we introduce a notion of adaptive concentration for regression trees. This approach breaks tree training into a model selection…

Statistics Theory · Mathematics 2016-05-03 Stefan Wager , Guenther Walther

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…

Methodology · Statistics 2022-10-20 Nikolaus Umlauf , Nadja Klein

Causal forests estimate how treatment effects vary across individuals, guiding personalized interventions in areas like marketing, operations, and public policy. A standard modeling practice with this method is honest estimation: dividing…

Machine Learning · Computer Science 2026-03-05 Yanfang Hou , Carlos Fernández-Loría
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