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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

The classification of imbalanced data has presented a significant challenge for most well-known classification algorithms that were often designed for data with relatively balanced class distributions. Nevertheless skewed class distribution…

Machine Learning · Statistics 2023-04-21 Jiaju Miao , Wei Zhu

Analysis of sample survey data often requires adjustments to account for missing data in the outcome variables of principal interest. Standard adjustment methods based on item imputation or on propensity weighting factors rely heavily on…

Methodology · Statistics 2016-03-08 Wei-Yin Loh , John Eltinge , MoonJung Cho , Yuanzhi Li

This paper shows that decision trees constructed with Classification and Regression Trees (CART) and C4.5 methodology are consistent for regression and classification tasks, even when the number of predictor variables grows…

Machine Learning · Statistics 2023-11-15 Jason M. Klusowski , Peter M. Tian

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

Regression trees are a popular machine learning algorithm that fit piecewise constant models by recursively partitioning the predictor space. This paper focuses on statistical inference for a data-dependent model obtained from a fitted…

Methodology · Statistics 2025-12-17 Soham Bakshi , Yiling Huang , Snigdha Panigrahi , Walter Dempsey

Several studies have shown that combining machine learning models in an appropriate way will introduce improvements in the individual predictions made by the base models. The key to make well-performing ensemble model is in the diversity of…

Machine Learning · Computer Science 2021-03-01 Mohsen Shahhosseini , Guiping Hu

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

Decision trees are important both as interpretable models amenable to high-stakes decision-making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well…

Machine Learning · Statistics 2021-10-20 Yan Shuo Tan , Abhineet Agarwal , Bin Yu

We study various types of consistency of honest decision trees and random forests in the regression setting. In contrast to related literature, our proofs are elementary and follow the classical arguments used for smoothing methods. Under…

Methodology · Statistics 2026-05-21 Martin Bladt , Rasmus Frigaard Lemvig

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

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…

Machine Learning · Computer Science 2026-05-14 Quentin Duchemin , Guillaume Obozinski

Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear…

Machine Learning · Computer Science 2026-03-11 Sabino Francesco Roselli , Eibe Frank

We present convincing empirical evidence for an effective and general strategy for building accurate small models. Such models are attractive for interpretability and also find use in resource-constrained environments. The strategy is to…

Machine Learning · Computer Science 2024-04-30 Abhishek Ghose

We demonstrate that adaptively controlling the size of individual regression trees in a random forest can improve predictive performance, contrary to the conventional wisdom that trees should be fully grown. A fast pruning algorithm,…

Machine Learning · Statistics 2024-08-15 Nikola Surjanovic , Andrew Henrey , Thomas M. Loughin

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

Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…

Methodology · Statistics 2019-01-21 Leonie Weinhold , Matthias Schmid , Marvin N. Wright , Moritz Berger

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,…

Machine Learning · Statistics 2022-10-13 Domagoj Ćevid , Loris Michel , Jeffrey Näf , Nicolai Meinshausen , Peter Bühlmann

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

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