相关论文: Adaptive Split Balancing for Optimal Random Forest

We address the problem of learning binary decision trees that partition data for some downstream task. We propose to learn discrete parameters (i.e., for tree traversals and node pruning) and continuous parameters (i.e., for tree split…

This paper addresses the problem of optimizing partition functions in a stochastic learning setting. We propose a stochastic variant of the bound majorization algorithm that relies on upper-bounding the partition function with a quadratic…

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…

Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…

Random Forest (RF) is an ensemble classification technique that was developed by Breiman over a decade ago. Compared with other ensemble techniques, it has proved its accuracy and superiority. Many researchers, however, believe that there…

We present Fast Approximate Minimum Spanning Tree (FAMST), a novel algorithm that addresses the computational challenges of constructing Minimum Spanning Trees (MSTs) for large-scale and high-dimensional datasets. FAMST utilizes a…

Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric environments such as the linear model or additive variants…

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…

Federated Learning is a popular distributed learning paradigm in machine learning. Meanwhile, composition optimization is an effective hierarchical learning model, which appears in many machine learning applications such as meta learning…

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…

In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…

We introduce random spatial forests, a method of bagging regression trees allowing for spatial correlation. Our main contribution is the development of a computationally efficient tree building algorithm which selects each split of the tree…

We propose a principled method for autoencoding with random forests. Our strategy builds on foundational results from nonparametric statistics and spectral graph theory to learn a low-dimensional embedding of the model that optimally…

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

This work studies the statistical implications of using features comprised of general linear combinations of covariates to partition the data in randomized decision tree and forest regression algorithms. Using random tessellation theory in…

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Feature selection is a critical step in high-dimensional classification tasks, particularly under challenging conditions of double imbalance, namely settings characterized by both class imbalance in the response variable and dimensional…

In this paper, we propose a stratified sampling algorithm in which the random drawings made in the strata to compute the expectation of interest are also used to adaptively modify the proportion of further drawings in each stratum. These…

Accuracies of survival models for life expectancy prediction as well as critical-care applications are significantly compromised due to the sparsity of samples and extreme imbalance between the survival (usually, the majority) and mortality…

A key challenge in estimating causal effects from observational data is handling confounding and is commonly achieved through weighting methods that balance distribution of covariates between treatment and control groups. Weighting…