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The last decade has witnessed a growing interest in random forest models which are recognized to exhibit good practical performance, especially in high-dimensional settings. On the theoretical side, however, their predictive power remains…

统计理论 · 数学 2014-09-09 Erwan Scornet

We prove uniform consistency of Random Survival Forests (RSF), a newly introduced forest ensemble learner for analysis of right-censored survival data. Consistency is proven under general splitting rules, bootstrapping, and random selection…

统计理论 · 数学 2008-11-19 Hemant Ishwaran , Udaya B. Kogalur

Random Forests (RF) is one of the algorithms of choice in many supervised learning applications, be it classification or regression. The appeal of such tree-ensemble methods comes from a combination of several characteristics: a remarkable…

机器学习 · 统计学 2020-05-18 Jaouad Mourtada , Stéphane Gaïffas , Erwan Scornet

RF-GAP has recently been introduced as an improved random forest proximity measure. In this paper, we present PF-GAP, an extension of RF-GAP proximities to proximity forests, an accurate and efficient time series classification model. We…

机器学习 · 统计学 2025-04-17 Ben Shaw , Jake Rhodes , Soukaina Filali Boubrahimi , Kevin R. Moon

In recent years, dynamically growing data and incrementally growing number of classes pose new challenges to large-scale data classification research. Most traditional methods struggle to balance the precision and computational burden when…

机器学习 · 计算机科学 2016-11-01 Tingting Xie , Yuxing Peng , Changjian Wang

In this article, we strengthen the proof methods of some previously weakly consistent variants of random forests into strongly consistent proof methods, and improve the data utilization of these variants, in order to obtain better…

机器学习 · 统计学 2023-04-11 Junhao Chen , Xueli wang

Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity,…

机器学习 · 统计学 2017-01-23 Fei Tang , Hemant Ishwaran

The random forest algorithm, proposed by L. Breiman in 2001, has been extremely successful as a general-purpose classification and regression method. The approach, which combines several randomized decision trees and aggregates their…

统计理论 · 数学 2015-11-19 Gérard Biau , Erwan Scornet

This study introduces and evaluates the Quantile Regressor Tree (QRT), a novel methodology merging the robust characteristics of quantile regression with the versatility of decision trees. The quantile regressor tree introduces…

应用统计 · 统计学 2024-07-30 Jaachinma Okafor , Lateefah Isegen , Ark Ifeanyi

Estimation of heterogeneous treatment effects (HTE) is of prime importance in many disciplines, ranging from personalized medicine to economics among many others. Random forests have been shown to be a flexible and powerful approach to HTE…

统计方法学 · 统计学 2025-10-07 Susanne Dandl , Torsten Hothorn , Heidi Seibold , Erik Sverdrup , Stefan Wager , Achim Zeileis

Estimating conditional quantiles of financial time series is essential for risk management and many other applications in finance. It is well-known that financial time series display conditional heteroscedasticity. Among the large number of…

统计方法学 · 统计学 2016-10-25 Yao Zheng , Qianqian Zhu , Guodong Li , Zhijie Xiao

We present a new way of constructing an ensemble classifier, named the Guided Random Forest (GRAF) in the sequel. GRAF extends the idea of building oblique decision trees with localized partitioning to obtain a global partitioning. We show…

机器学习 · 计算机科学 2025-08-08 Prashant Gupta , Aashi Jindal , Jayadeva , Debarka Sengupta

We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…

计量经济学 · 经济学 2025-06-10 Yiqi Liu , Yuan Qi

We propose the orthogonal random forest, an algorithm that combines Neyman-orthogonality to reduce sensitivity with respect to estimation error of nuisance parameters with generalized random forests (Athey et al., 2017)--a flexible…

机器学习 · 计算机科学 2019-09-27 Miruna Oprescu , Vasilis Syrgkanis , Zhiwei Steven Wu

Accurate tree height estimation is vital for ecological monitoring and biomass assessment. We apply quantile regression to existing tree height estimation models based on satellite data to incorporate uncertainty quantification. Most…

计算机视觉与模式识别 · 计算机科学 2026-04-09 Karsten Schrödter , Jan Pauls , Fabian Gieseke

Random Forests have been extensively used in regression and classification, inspiring the development of various forest-based methods. Among these, Mondrian Forests, derived from the Mondrian process, mark a significant advancement.…

统计理论 · 数学 2025-02-28 Haoran Zhan , Jingli Wang , Yingcun Xia

Sampling-based motion planners perform exceptionally well in robotic applications that operate in high-dimensional space. However, most works often constrain the planning workspace rooted at some fixed locations, do not adaptively reason on…

机器人学 · 计算机科学 2021-03-09 Tin Lai

In this paper, error estimates of classification Random Forests are quantitatively assessed. Based on the initial theoretical framework built by Bates et al. (2023), the true error rate and expected error rate are theoretically and…

机器学习 · 统计学 2024-08-09 Ian Krupkin , Johanna Hardin

Random Forests (RFs) are widely used Machine Learning models in low-power embedded devices, due to their hardware friendly operation and high accuracy on practically relevant tasks. The accuracy of a RF often increases with the number of…

Genomics has revolutionized biology, enabling the interrogation of whole transcriptomes, genome-wide binding sites for proteins, and many other molecular processes. However, individual genomic assays measure elements that interact in vivo…

机器学习 · 统计学 2022-06-08 Sumanta Basu , Karl Kumbier , James B. Brown , Bin Yu