相关论文: Accelerated and interpretable oblique random survi…

Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target…

Within machine learning, the supervised learning field aims at modeling the input-output relationship of a system, from past observations of its behavior. Decision trees characterize the input-output relationship through a series of nested…

Scoring systems are highly interpretable and widely used to evaluate time-to-event outcomes in healthcare research. However, existing time-to-event scores are predominantly created ad-hoc using a few manually selected variables based on…

Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and…

Survival analysis is a statistical method employed to scrutinize the duration until a specific event of interest transpires, known as time-to-event information characterized by censorship. Recently, deep learning-based methods have…

The adoption of the distributed paradigm has allowed applications to increase their scalability, robustness and fault tolerance, but it has also complicated their structure, leading to an exponential growth of the applications'…

Besides serving as prediction models, classification trees are useful for finding important predictor variables and identifying interesting subgroups in the data. These functions can be compromised by weak split selection algorithms that…

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…

Ensemble methods such as random forests have transformed the landscape of supervised learning, offering highly accurate prediction through the aggregation of multiple weak learners. However, despite their effectiveness, these methods often…

We initiate the study of stochastic optimization with oblivious noise, broadly generalizing the standard heavy-tailed noise setup. In our setting, in addition to random observation noise, the stochastic gradient may be subject to…

We propose to prune a random forest (RF) for resource-constrained prediction. We first construct a RF and then prune it to optimize expected feature cost & accuracy. We pose pruning RFs as a novel 0-1 integer program with linear constraints…

We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…

I consider unsupervised extensions of the fast stepwise linear regression algorithm \cite{efroymson1960multiple}. These extensions allow one to efficiently identify highly-representative feature variable subsets within a given set of…

Random forests are among the most popular classification and regression methods used in industrial applications. To be effective, the parameters of random forests must be carefully tuned. This is usually done by choosing values that…

Decision tree optimization is notoriously difficult from a computational perspective but essential for the field of interpretable machine learning. Despite efforts over the past 40 years, only recently have optimization breakthroughs been…

Tree-based models are often robust to uninformative features and can accurately capture non-smooth, complex decision boundaries. Consequently, they often outperform neural network-based models on tabular datasets at a significantly lower…

Unsupervised feature selection (UFS) is widely applied in machine learning and pattern recognition. However, most of the existing methods only consider a single sparsity, which makes it difficult to select valuable and discriminative…

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…

We propose methods for density estimation and data synthesis using a novel form of unsupervised random forests. Inspired by generative adversarial networks, we implement a recursive procedure in which trees gradually learn structural…

This paper compares the performances of three supervised machine learning algorithms in terms of predictive ability and model interpretation on structured or tabular data. The algorithms considered were scikit-learn implementations of…