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We propose methods to improve the forecasts from generalized autoregressive score (GAS) models (Creal et. al, 2013; Harvey, 2013) by localizing their parameters using decision trees and random forests. These methods avoid the curse of…

计量经济学 · 经济学 2023-05-31 Andrew J. Patton , Yasin Simsek

Single-level density-based approach has long been widely acknowledged to be a conceptually and mathematically convincing clustering method. In this paper, we propose an algorithm called "best-scored clustering forest" that can obtain the…

机器学习 · 统计学 2019-06-25 Hanyuan Hang , Yuchao Cai , Hanfang Yang

Anomaly detection is a longstanding and active research area that has many applications in domains such as finance, security, and manufacturing. However, the efficiency and performance of anomaly detection algorithms are challenged by the…

机器学习 · 计算机科学 2025-04-16 Yang Cao , Haolong Xiang , Hang Zhang , Ye Zhu , Kai Ming Ting

Hash codes are a very efficient data representation needed to be able to cope with the ever growing amounts of data. We introduce a random forest semantic hashing scheme with information-theoretic code aggregation, showing for the first…

计算机视觉与模式识别 · 计算机科学 2015-04-20 Qiang Qiu , Guillermo Sapiro , Alex Bronstein

We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biased towards increasing the importance of features with more…

机器学习 · 统计学 2020-03-25 Zhengze Zhou , Giles Hooker

Random forests are a machine learning method used to automatically classify datasets and consist of a multitude of decision trees. While these random forests often have higher performance and generalize better than a single decision tree,…

This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…

统计理论 · 数学 2024-02-22 Ricardo Blum , Munir Hiabu , Enno Mammen , Joseph T. Meyer

We investigate the statistics of trees grown from some initial tree by attaching links to preexisting vertices, with attachment probabilities depending only on the valence of these vertices. We consider the asymptotic mass distribution that…

统计力学 · 物理学 2007-05-23 François David , Philippe Di Francesco , Emmanuel Guitter , Thordur Jonsson

Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…

统计方法学 · 统计学 2019-01-21 Leonie Weinhold , Matthias Schmid , Marvin N. Wright , Moritz Berger

Anomalous user behavior detection is the core component of many information security systems, such as intrusion detection, insider threat detection and authentication systems. Anomalous behavior will raise an alarm to the system…

密码学与安全 · 计算机科学 2016-09-22 Li Sun , Steven Versteeg , Serdar Boztas , Asha Rao

The tree-based ensembles are known for their outstanding performance in classification and regression problems characterized by feature vectors represented by mixed-type variables from various ranges and domains. However, considering…

机器学习 · 计算机科学 2025-12-16 Patryk Wielopolski , Maciej Zięba

The rapid expansion of Internet of Things (IoT) deployments across diverse sectors has significantly enhanced operational efficiency, yet concurrently elevated cybersecurity vulnerabilities due to increased exposure to cyber threats. Given…

机器学习 · 计算机科学 2025-12-01 Md. Sad Abdullah Sami , Mushfiquzzaman Abid

Compared to theoretical frameworks that assume equal sensitivity to deviations in all features of data, the theory of anomaly detection allowing for variable sensitivity across features is less developed. To the best of our knowledge, this…

统计方法学 · 统计学 2026-02-11 Illia Donhauzer

The paper attempts to validate the effectiveness of tree classifiers to classify tabla strokes especially the ones which are overlapping in nature. It uses decision tree, ID3 and random forest as classifiers. A custom made data sets of 650…

声音 · 计算机科学 2018-01-08 Subodh Deolekar , Siby Abraham

As cyber threats continue to evolve in sophistication and scale, the ability to detect anomalous network behavior has become critical for maintaining robust cybersecurity defenses. Modern cybersecurity systems face the overwhelming…

机器学习 · 计算机科学 2024-12-10 Christie Djidjev

The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…

统计理论 · 数学 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

This work describes an outlier detection procedure (named "OutlierTree") loosely based on the GritBot software developed by RuleQuest research, which works by evaluating and following supervised decision tree splits on variables, in whose…

机器学习 · 统计学 2020-01-06 David Cortes

In this paper, we propose DiFF-RF, an ensemble approach composed of random partitioning binary trees to detect point-wise and collective (as well as contextual) anomalies. Thanks to a distance-based paradigm used at the leaves of the trees,…

机器学习 · 计算机科学 2021-01-15 Pierre-Francois Marteau

Exploratory data analysis is crucial for developing and understanding classification models from high-dimensional datasets. We explore the utility of a new unsupervised tree ensemble called uncharted forest for visualizing class…

机器学习 · 统计学 2018-07-03 Casey Kneale , Steven D. Brown

This paper describes experiments, on two domains, to investigate the effect of averaging over predictions of multiple decision trees, instead of using a single tree. Other authors have pointed out theoretical and commonsense reasons for…

机器学习 · 计算机科学 2013-04-10 Suk Wah Kwok , Chris Carter