A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New split rules improve subpopulation targeting in policy-making.
This paper explains CART random forests using stochastic control theory.
This work improves mixing rates for Bayesian CART, a key component of BART.
Covariance-Driven Regression Trees reduce overfitting in CART.
Bregman perspective on CART provides a unified framework for impurity measures.
Data mining and machine learning techniques such as classification and regression trees (CART) represent a promising alternative to conventional logistic regression for propensity score estimation. Whereas incomplete data preclude the fitting of a logistic regression on all subjects, CART is appealing in part because s…
Undirected graphical models encode in a graph the dependency structure of a random vector . In many applications, it is of interest to model given another random vector as input. We refer to the problem of estimating the graph of conditioned on as ``graph-valued regression.'' In this pap…
The paper analyzes the convergence of CART under a SID condition, improving previous results.
The paper studies statistical properties of CART regression trees.
Bayesian CART models improve insurance claims frequency prediction and interpretation.
Risk bounds for Classification and Regression Trees (CART, Breiman et. al. 1984) classifiers are obtained under a margin condition in the binary supervised classification framework. These risk bounds are obtained conditionally on the construction of the maximal deep binary tree and permit to prove that the linear penal…
Study uses AI techniques to predict bank customer solvency.
Proposed by Donoho (1997), Dyadic CART is a nonparametric regression method which computes a globally optimal dyadic decision tree and fits piecewise constant functions in two dimensions. In this article we define and study Dyadic CART and a closely related estimator, namely Optimal Regression Tree (ORT), in the contex…
The paper develops a cross-validation method for improving signal denoising techniques.
Selective inference framework for CART trees to control error rates and coverage.
We propose a novel "tree-averaging" model that utilizes the ensemble of classification and regression trees (CART). Each constituent tree is estimated with a subset of similar data. We treat this grouping of subsets as Bayesian ensemble trees (BET) and model them as an infinite mixture Dirichlet process. We show that B…
A single slow-growing tree matches Random Forest's performance.
Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models exist along a spectrum, revealing never-before-known connections between these t…
Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For binary classification and regression models, this approach recursively divides the data into two near-homogenous daughter nodes according to a split point that maximizes the reduction in sum of …
A new randomized tree classifier outperforms traditional CARTs.
Paper detects bias in AI medical models using CART.
Paper explores grafting consistent estimators to improve Random Forest consistency.
The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.
This study uses machine learning to predict sovereign credit ratings and identifies key factors.
This paper explores the use of Column Generation (CG) techniques in constructing univariate binary decision trees for classification tasks. We propose a novel Integer Linear Programming (ILP) formulation, based on root-to-leaf paths in decision trees. The model is solved via a Column Generation based heuristic. To spee…
AF improves classification models by adaptively weighting trees.
Previous algorithms for constructing regression tree models for longitudinal and multiresponse data have mostly followed the CART approach. Consequently, they inherit the same selection biases and computational difficulties as CART. We propose an alternative, based on the GUIDE approach, that treats each longitudinal d…
We consider the problem of estimating a regression function in the common situation where the number of features is small, where interpretability of the model is a high priority, and where simple linear or additive models fail to provide adequate performance. To address this problem, we present GapTV, an approach that …
We consider the problem of estimating a regression function in the common situation where the number of features is small, where interpretability of the model is a high priority, and where simple linear or additive models fail to provide adequate performance. To address this problem, we present Maximum Variance Total V…
Kauri is a novel unsupervised binary tree for clustering that outperforms existing methods.
Recursive partitioning approaches producing tree-like models are a long standing staple of predictive modeling, in the last decade mostly as ``sub-learners'' within state of the art ensemble methods like Boosting and Random Forest. However, a fundamental flaw in the partitioning (or splitting) rule of commonly used tre…
Decision trees are consistent for regression and classification tasks even with many predictors.
WRAAC uses Wasserstein distance for robust reinforcement learning.
The infinitesimal jackknife (IJ) has recently been applied to the random forest to estimate its prediction variance. These theorems were verified under a traditional random forest framework which uses classification and regression trees (CART) and bootstrap resampling. However, random forests using conditional inferenc…
In this paper, we introduce a new approach to multiclass classification problem. We decompose the problem into a series of regression tasks, that are solved with CART trees. The proposed method works significantly faster than state-of-the-art solutions while giving the same level of model quality. The algorithm is also…
Model selection is a crucial issue in machine-learning and a wide variety of penalisation methods (with possibly data dependent complexity penalties) have recently been introduced for this purpose. However their empirical performance is generally not well documented in the literature. It is the goal of this paper to in…
Max-Cut decision tree improves classification accuracy and reduces computation time.
Improves test set performance and reduces out-of-sample disappointment for unstable models.
Causal trees struggle with accuracy in estimating treatment effects.
TMLE improves causal effect estimation in missing data scenarios with various positivity violations.
TabSODA improves imputation of surveys with skips and ordinal data.
Designing optimal controllers continues to be challenging as systems are becoming complex and are inherently nonlinear. The principal advantage of reinforcement learning (RL) is its ability to learn from the interaction with the environment and provide optimal control strategy. In this paper, RL is explored in the cont…
Kernel methods have great promise for learning rich statistical representations of large modern datasets. However, compared to neural networks, kernel methods have been perceived as lacking in scalability and flexibility. We introduce a family of fast, flexible, lightly parametrized and general purpose kernel learning …
Paper recovers lattice signal partitions efficiently.
In this paper we propose a copula contagion mixture model for correlated default times. The model includes the well known factor, copula, and contagion models as its special cases. The key advantage of such a model is that we can study the interaction of different models and their pricing impact. Specifically, we model…
E-Commerce (E-Com) search is an emerging important new application of information retrieval. Learning to Rank (LETOR) is a general effective strategy for optimizing search engines, and is thus also a key technology for E-Com search. While the use of LETOR for web search has been well studied, its use for E-Com search h…
Machine learning algorithms often contain many hyperparameters (HPs) whose values affect the predictive performance of the induced models in intricate ways. Due to the high number of possibilities for these HP configurations and their complex interactions, it is common to use optimization techniques to find settings th…
The detection of Denial of Service (DoS) attacks remains a challenge for the cloud environment, affecting a massive number of services and applications hosted by such virtualized infrastructures. Typically, in the literature, the detection of DoS attacks is performed solely by analyzing the traffic of packets in the ne…