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In surveys, the interest lies in estimating finite population parameters such as population totals and means. In most surveys, some auxiliary information is available at the estimation stage. This information may be incorporated in the…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…

Statistics Theory · Mathematics 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

We introduce a modification of Random Forests to estimate functions when unobserved confounding variables are present. The technique is tailored for high-dimensional settings with many observed covariates. We use spectral deconfounding…

Computation · Statistics 2025-09-25 Markus Ulmer , Cyrill Scheidegger , Peter Bühlmann

In this paper we develop a new machine learning estimator for ordered choice models based on the random forest. The proposed Ordered Forest flexibly estimates the conditional choice probabilities while taking the ordering information…

Econometrics · Economics 2022-09-09 Michael Lechner , Gabriel Okasa

Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are…

Machine Learning · Statistics 2015-02-17 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

In materials science, data-driven methods accelerate material discovery and optimization while reducing costs and improving success rates. Symbolic regression is a key to extracting material descriptors from large datasets, in particular…

Machine Learning · Computer Science 2024-10-01 Xiaolin Jiang , Guanqi Liu , Jiaying Xie , Zhenpeng Hu

The selection of grouped variables using the random forest algorithm is considered. First a new importance measure adapted for groups of variables is proposed. Theoretical insights into this criterion are given for additive regression…

Methodology · Statistics 2015-05-20 Baptiste Gregorutti , Bertrand Michel , Philippe Saint-Pierre

Machine learning (ML) algorithms become increasingly important in the analysis of astronomical data. However, since most ML algorithms are not designed to take data uncertainties into account, ML based studies are mostly restricted to data…

Instrumentation and Methods for Astrophysics · Physics 2018-12-26 Itamar Reis , Dalya Baron , Sahar Shahaf

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

In this paper I present an extended implementation of the Random ferns algorithm contained in the R package rFerns. It differs from the original by the ability of consuming categorical and numerical attributes instead of only binary ones.…

Machine Learning · Computer Science 2023-08-15 Miron B. Kursa

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.…

Applications · Statistics 2017-06-05 Dennis E. te Beest , Steven W. Mes , Ruud H. Brakenhoff , Mark A. van de Wiel

Random forests are popular methods for regression and classification analysis, and many different variants have been proposed in recent years. One interesting example is the Mondrian random forest, in which the underlying constituent trees…

Statistics Theory · Mathematics 2025-11-10 Matias D. Cattaneo , Jason M. Klusowski , William G. Underwood

Hash codes are a very efficient data representation needed to be able to cope with the ever growing amounts of data. We introduce a random forest semantic hashing scheme with information-theoretic code aggregation, showing for the first…

Computer Vision and Pattern Recognition · Computer Science 2015-04-20 Qiang Qiu , Guillermo Sapiro , Alex Bronstein

Random forests have long been considered as powerful model ensembles in machine learning. By training multiple decision trees, whose diversity is fostered through data and feature subsampling, the resulting random forest can lead to more…

Artificial Intelligence · Computer Science 2021-08-12 Gilles Audemard , Steve Bellart , Louenas Bounia , Frédéric Koriche , Jean-Marie Lagniez , Pierre Marquis

We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to…

Machine Learning · Statistics 2015-02-23 Feng Nan , Joseph Wang , Venkatesh Saligrama

Variable selection for high-dimensional linear models has received a lot of attention lately, mostly in the context of l1-regularization. Part of the attraction is the variable selection effect: parsimonious models are obtained, which are…

Machine Learning · Statistics 2009-06-22 Nicolai Meinshausen

The present work provides an application of Global Sensitivity Analysis to supervised machine learning methods such as Random Forests. These methods act as black boxes, selecting features in high--dimensional data sets as to provide…

Machine Learning · Statistics 2024-07-22 Giulia Vannucci , Roberta Siciliano , Andrea Saltelli

Machine Learning methods have of late made significant efforts to solving multidisciplinary problems in the field of cancer classification using microarray gene expression data. Feature subset selection methods can play an important role in…

Computational Engineering, Finance, and Science · Computer Science 2013-03-04 G. Prat , Ll. Belanche

Random forests are decision tree ensembles that can be used to solve a variety of machine learning problems. However, as the number of trees and their individual size can be large, their decision making process is often incomprehensible. In…

Artificial Intelligence · Computer Science 2022-11-22 Nico Potyka , Xiang Yin , Francesca Toni

We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$…

Machine Learning · Statistics 2014-03-25 Anastasios Kyrillidis , Anastasios Zouzias