相关论文: Time series quantile regression using random fores…

The R package DynForest implements random forests for predicting a continuous, a categorical or a (multiple causes) time-to-event outcome based on time-fixed and time-dependent predictors. The main originality of DynForest is that it…

Time Series Extrinsic Regression (TSER) involves using a set of training time series to form a predictive model of a continuous response variable that is not directly related to the regressor series. The TSER archive for comparing…

Constructing valid prediction intervals rather than point estimates is a well-established approach for uncertainty quantification in the regression setting. Models equipped with this capacity output an interval of values in which the ground…

Due to their efficiency and small size, decision trees and random forests are popular machine learning models used for classification on resource-constrained systems. In such systems, the available execution time for inference in a random…

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

The Isolation Forest (iForest), proposed by Liu, Ting, and Zhou at TKDE 2012, has become a prominent tool for unsupervised anomaly detection. However, recent research by Hariri, Kind, and Brunner, published in TKDE 2021, has revealed issues…

Flexible machine learning tools are increasingly used to estimate heterogeneous treatment effects. This paper gives an accessible tutorial demonstrating the use of the causal forest algorithm, available in the R package grf. We start with a…

Given an ensemble of randomized regression trees, it is possible to restructure them as a collection of multilayered neural networks with particular connection weights. Following this principle, we reformulate the random forest method of…

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

In many applications, heterogeneous treatment effects on a censored response variable are of primary interest, and it is natural to evaluate the effects at different quantiles (e.g., median). The large number of potential effect modifiers,…

In this paper, we propose an invariant quantile regression (IQR) framework specifically designed for multi-environment datasets, which captures the invariance across different environments. This framework is closely related to transfer…

Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time $t$…

Novel Monte Carlo estimators are proposed to solve both the Tikhonov regularization (TR) and the interpolation problems on graphs. These estimators are based on random spanning forests (RSF), the theoretical properties of which enable to…

A weighted random survival forest is presented in the paper. It can be regarded as a modification of the random forest improving its performance. The main idea underlying the proposed model is to replace the standard procedure of averaging…

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…

Medical time-series data are characterized by irregular sampling, high noise levels, missing values, and strong inter-feature dependencies. Recurrent neural networks (RNNs), particularly gated architectures such as Long Short-Term Memory…

This paper presents a novel ensemble learning approach called Residual Likelihood Forests (RLF). Our weak learners produce conditional likelihoods that are sequentially optimized using global loss in the context of previous learners within…

Counterfactual explanations elucidate algorithmic decisions by pointing to scenarios that would have led to an alternative, desired outcome. Giving insight into the model's behavior, they hint users towards possible actions and give grounds…

Survival random forest is a popular machine learning tool for modeling censored survival data. However, there is currently no statistically valid and computationally feasible approach for estimating its confidence band. This paper proposes…