相关论文: There is no Double-Descent in Random Forests

Conventional statistical wisdom established a well-understood relationship between model complexity and prediction error, typically presented as a U-shaped curve reflecting a transition between under- and overfitting regimes. However,…

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…

Despite the latest prevailing success of deep neural networks (DNNs), several concerns have been raised against their usage, including the lack of intepretability the gap between DNNs and other well-established machine learning models, and…

Recent advances in machine learning have been achieved by using overparametrized models trained until near interpolation of the training data. It was shown, e.g., through the double descent phenomenon, that the number of parameters is a…

Decision trees are widely used for classification and regression tasks in a variety of application fields due to their interpretability and good accuracy. During the past decade, growing attention has been devoted to globally optimized…

The random forest algorithm (RF) has several hyperparameters that have to be set by the user, e.g., the number of observations drawn randomly for each tree and whether they are drawn with or without replacement, the number of variables…

Although overparameterized models have achieved remarkable practical success, their theoretical properties, particularly their generalization behavior, remain incompletely understood. The well known double descents phenomenon suggests that…

The potential lack of fairness in the outputs of machine learning algorithms has recently gained attention both within the research community as well as in society more broadly. Surprisingly, there is no prior work developing tree-induction…

There is a widespread and longstanding belief that machine learning models are biased towards the majority class when learning from imbalanced binary response data, leading them to neglect or ignore the minority class. Motivated by a recent…

Despite the impressive performance of random forests (RF), its theoretical properties have not been thoroughly understood. In this paper, we propose a novel RF framework, dubbed multinomial random forest (MRF), to analyze the…

We propose a novel method designed for large-scale regression problems, namely the two-stage best-scored random forest (TBRF). "Best-scored" means to select one regression tree with the best empirical performance out of a certain number of…

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…

Random forests construct each tree with a different, randomised representation of the feature space. Their uniform voting cannot correct errors in regions where trees with incorrect representations probabilistically outnumber correct ones,…

Random Forest (RF) is a popular tree-ensemble method for supervised learning, prized for its ease of use and flexibility. Online RF models require to account for new training data to maintain model accuracy. This is particularly important…

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…

Recent theoretical studies illustrated that kernel ridgeless regression can guarantee good generalization ability without an explicit regularization. In this paper, we investigate the statistical properties of ridgeless regression with…

Classical learning theory describes a well-characterised U-shaped relationship between model complexity and prediction error, reflecting a transition from underfitting in underparameterised regimes to overfitting as complexity grows. Recent…

Random forests are widely used in regression. However, the decision trees used as base learners are poor approximators of linear relationships. To address this limitation we propose RaFFLE (Random Forest Featuring Linear Extensions), a…

Random Forest (RF) is a powerful supervised learner and has been popularly used in many applications such as bioinformatics. In this work we propose the guided random forest (GRF) for feature selection. Similar to a feature selection method…

We study double descent and benign overfitting in macroeconomic forecasting. We document that double-descent risk curves arise in standard macroeconomic datasets that are driven by a small number of latent factors, and we characterize when…