相关论文: On multivariate randomized classification trees: $…

Decision tree algorithms have been among the most popular algorithms for interpretable (transparent) machine learning since the early 1980's. The problem that has plagued decision tree algorithms since their inception is their lack of…

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…

This is a discussion of paper "Treelets--An adaptive multi-scale basis for sparse unordered data" [arXiv:0707.0481] by Ann B. Lee, Boaz Nadler and Larry Wasserman. In this paper the authors defined a new type of dimension reduction…

This paper presents a brand new nonparametric density estimation strategy named the best-scored random forest density estimation whose effectiveness is supported by both solid theoretical analysis and significant experimental performance.…

Decision tree optimization is fundamental to interpretable machine learning. The most popular approach is to greedily search for the best feature at every decision point, which is fast but provably suboptimal. Recent approaches find the…

Decision trees are widely used for their low computational cost, good predictive performance, and ability to assess the importance of features. Though often used in practice for feature selection, the theoretical guarantees of these methods…

We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…

Classification algorithms face difficulties when one or more classes have limited training data. We are particularly interested in classification trees, due to their interpretability and flexibility. When data are limited in one or more of…

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…

Decision trees are popular machine learning models that are simple to build and easy to interpret. Even though algorithms to learn decision trees date back to almost 50 years, key properties affecting their generalization error are still…

We propose a novel structure selection method for high dimensional (d > 100) sparse vine copulas. Current sequential greedy approaches for structure selection require calculating spanning trees in hundreds of dimensions and fitting the pair…

Simultaneous feature selection and non-linear function estimation is challenging in modeling, especially in high-dimensional settings where the number of variables exceeds the available sample size. In this article, we investigate the…

The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…

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…

In many modern applications, including analysis of gene expression and text documents, the data are noisy, high-dimensional, and unordered--with no particular meaning to the given order of the variables. Yet, successful learning is often…

Interpretability is crucial for doctors, hospitals, pharmaceutical companies and biotechnology corporations to analyze and make decisions for high stakes problems that involve human health. Tree-based methods have been widely adopted for…

Joint distributions over many variables are frequently modeled by decomposing them into products of simpler, lower-dimensional conditional distributions, such as in sparsely connected Bayesian networks. However, automatically learning such…

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Decision trees are widely used for non-linear modeling, as they capture interactions between predictors while producing inherently interpretable models. Despite their popularity, performing inference on the non-linear fit remains largely…

Sparse reduced-rank regression is an important tool to uncover meaningful dependence structure between large numbers of predictors and responses in many big data applications such as genome-wide association studies and social media…