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arXiv research

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.

168,695 papers · 148 categories

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6361,2721,9072,543 · Jun 202019922001200920172026
48 results for Classification and Regression Trees

Regression-via-Classification (RvC) is the process of converting a regression problem to a classification one. Current approaches for RvC use ad-hoc discretization strategies and are suboptimal. We propose a neural regression tree model for RvC. In this model, we employ a joint optimization framework where we learn opt…

2018-10-01abs ↗pdf ↗

Tree ensembles like RF and GBT can be seen as kernels, improving regression and classification performance.

problem Improving kernel methods for tree ensemble based models.
method Investigation of RF and GBT kernels in simulation and real data.
result RF and GBT kernels are competitive to their respective ensembles in higher dimensions, particularly with noisy features.

Two new methods improve monotonic constraint enforcement in regression and classification trees.

problem Improving monotonic constraints in regression and classification trees.
method Proposed two new methods: one yields better results than LightGBM, the other yields even better results but is slower.
result The best method consistently beats the current implementation of LightGBM, achieving up to 1% loss reduction.

Ensemble of regression trees have become popular statistical tools for the estimation of conditional mean given a set of predictors. However, quantile regression trees and their ensembles have not yet garnered much attention despite the increasing popularity of the linear quantile regression model. This work proposes a…

2016-07-10abs ↗pdf ↗

Tree-based algorithm for functional data analysis reduces generalization error.

problem Classification and regression problems with functional data.
method Constrained convex optimization for weighted functional L2L^{2} space, multiple splitting rules, and weighted integral features.
result Reduces generalization error while maintaining interpretability.

We present an algorithm for learning decision trees using stochastic gradient information as the source of supervision. In contrast to previous approaches to gradient-based tree learning, our method operates in the incremental learning setting rather than the batch learning setting, and does not make use of soft splits…

2019-01-23abs ↗pdf ↗

Online BSP-Forest improves space partitioning for large-scale classification and regression.

problem Efficient space partitioning for large-scale classification and regression problems.
method Developed an online BSP-Forest framework that expands space coverage and refines partition structure in real-time.
result Guaranteed universal consistency for both classification and regression problems.

A novel gradient-based method optimizes decision trees for complex tasks.

problem Training decision trees with arbitrary differentiable loss functions.
method Gradient-based optimization using first and second derivatives of loss functions.
result Improves accuracy and flexibility in decision tree optimization.

Ensembles of classification and regression trees remain popular machine learning methods because they define flexible non-parametric models that predict well and are computationally efficient both during training and testing. During induction of decision trees one aims to find predicates that are maximally informative …

2012-06-18abs ↗pdf ↗

The paper proposes a method to improve random forest classification accuracy by weighting trees based on their decision path reliability.

problem Random forests' uniform voting fails to correct errors in regions where incorrect tree representations outnumber correct ones.
method The paper introduces using the structural pattern of each tree's decision path as an instance-adaptive reliability signal to identify and weight more reliable trees.
result Using the proposed method yields a statistically significant accuracy improvement over RF on 36 binary classification benchmarks.

This article proposes Multinomial Probit Bayesian Additive Regression Trees (MPBART) as a multinomial probit extension of BART - Bayesian Additive Regression Trees (Chipman et al (2010)). MPBART is flexible to allow inclusion of predictors that describe the observed units as well as the available choice alternatives. T…

2013-09-30abs ↗pdf ↗

This work tackles manifold regression onto hyperbolic space for tree classification and taxonomy extension.

problem Performing manifold-valued regression onto an hyperbolic space for tree classification and taxonomy extension.
method Formulated as a manifold regression task in hyperbolic space, proposed a parametric deep learning model and a non-parametric kernel method.
result Hyperbolic-based estimators significantly outperform Euclidean space methods in taxonomy expansion.

BART and MOTR-BART improve tree-based predictions with local linear models.

problem Non-linearity and high-order interactions in data.
method Bayesian Additive Regression Trees (BART) and Model Trees BART (MOTR-BART) using piecewise linear functions.
result MOTR-BART achieves equal or better performance with fewer trees than BART.

A new type of distributional regression tree uses soft split rules for better predictive performance.

problem Estimating complete conditional distributions in regression.
method Distributional adaptive soft regression trees using multivariate soft split rules.
result The method outperforms various benchmark methods, especially in complex non-linear interactions.

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 …

2019-06-24abs ↗pdf ↗

Classification outperforms regression in portfolio construction, yielding higher Sharpe ratios.

problem Determining which machine learning approach (classification vs. regression) is more effective for portfolio construction.
method Used stacking ensemble of gradient boosted tree, random forest, and neural network models.
result Classification yields higher Sharpe ratios and economically significant alphas compared to regression.

Undirected graphical models encode in a graph GG the dependency structure of a random vector YY. In many applications, it is of interest to model YY given another random vector XX as input. We refer to the problem of estimating the graph G(x)G(x) of YY conditioned on X=xX=x as ``graph-valued regression.'' In this pap…

2010-06-21abs ↗pdf ↗

A Bayesian approach to multilabel classification using tree-based models.

problem Challenges in multilabel classification due to complex label relationships and correlations.
method Bayesian Additive Regression Trees (BART) framework for modeling multilabel classification.
result Improved predictive performance compared to other models, including an oracle model.

pGMM kernel outperforms ordinary ridge regression and RBF kernel ridge regression without tuning.

problem Comparing pGMM kernel regression with other ridge regression methods.
method Implemented and compared pGMM kernel regression with ordinary ridge regression and RBF kernel ridge regression.
result pGMM kernel performs well without tuning and can match boosted trees with parameter tuning.

The paper studies statistical properties of CART regression trees.

problem Understanding the statistical properties of CART regression trees.
method The paper constructs a prior distribution on split points and solves a nonlinear optimization problem to bound the Pearson correlation between the optimal decision stump and response data.
result CART with cost-complexity pruning achieves an optimal complexity/goodness-of-fit tradeoff when the depth scales with the logarithm of the sample size.

Energy trees handle complex data structures with multiple variable types.

problem Handling intricate data structures with various types of covariates.
method Energy trees, a regression and classification model, use energy statistics to accommodate structured covariates of different types.
result Energy trees maintain statistical foundations, interpretability, and robustness to overfitting.

Infinite BART model selects number of trees and allows different functions for clusters.

problem Regression and classification analysis with automatic tree selection and cluster-specific functions.
method Incorporates an Indian Buffet process prior to select a subset of decision trees for each observation.
result Infinite BART model outperforms classic BART on simulated and real datasets.

Bayesian Decision Trees are known for their probabilistic interpretability. However, their construction can sometimes be costly. In this article we present a general Bayesian Decision Tree algorithm applicable to both regression and classification problems. The algorithm does not apply Markov Chain Monte Carlo and does…

2019-01-10abs ↗pdf ↗

This paper presents a detailed comparison of a recently proposed algorithm for optimizing decision trees, tree alternating optimization (TAO), with other popular, established algorithms. We compare their performance on a number of classification and regression datasets of various complexity, different size and dimensio…

2019-11-08abs ↗pdf ↗

Tree ensembles such as random forests and boosted trees are accurate but difficult to understand, debug and deploy. In this work, we provide the inTrees (interpretable trees) framework that extracts, measures, prunes and selects rules from a tree ensemble, and calculates frequent variable interactions. An rule-based le…

2014-08-23abs ↗pdf ↗

We introduce canonical correlation forests (CCFs), a new decision tree ensemble method for classification and regression. Individual canonical correlation trees are binary decision trees with hyperplane splits based on local canonical correlation coefficients calculated during training. Unlike axis-aligned alternatives…

2015-07-20abs ↗pdf ↗

This work analyzes tree-based methods from a ranking perspective, providing insights and new statistics.

problem Understanding the effectiveness of tree-based methods in finite-sample settings, especially symbolic feature selection.
method Local ranking perspective, finite-sample analysis, oracle bounds, posterior contraction results, concordant divergence statistics.
result New insights and statistics for evaluating symbolic feature mappings.

DiPriMe forests use private medians to create balanced tree splits for privacy-protected data.

problem Privacy concerns in training random forests due to multiple data queries.
method Proposes DiPriMe forests, which use a private median to generate balanced splits, ensuring differential privacy.
result DiPriMe forests achieve high utility while maintaining differential privacy, as shown both theoretically and empirically.

BART is extended to handle various response variables.

problem Modeling nonlinear regression functions for diverse response types.
method Generalized Bayesian Additive Regression Trees (GBART) for exponential family distributions.
result The posterior concentrates at a minimax rate for certain response distributions.

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…

2009-02-18abs ↗pdf ↗

We empirically investigate the (negative) expected accuracy as an alternative loss function to cross entropy (negative log likelihood) for classification tasks. Coupled with softmax activation, it has small derivatives over most of its domain, and is therefore hard to optimize. A modified, leaky version is evaluated on…

2019-05-01abs ↗pdf ↗

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 accuracy in a variety of tasks, a small number of parameters to tune, robustness…

2019-06-25abs ↗pdf ↗

We develop a Bayesian "sum-of-trees" model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples from a posterior. Effectively, BART is a nonparametric Bayesian regression appr…

2008-06-19abs ↗pdf ↗

Recently proposed budding tree is a decision tree algorithm in which every node is part internal node and part leaf. This allows representing every decision tree in a continuous parameter space, and therefore a budding tree can be jointly trained with backpropagation, like a neural network. Even though this continuity …

2014-12-19abs ↗pdf ↗

A new tree method for tensor data improves regression accuracy.

problem Efficiently modeling tensor data for regression problems.
method Scalar-output regression tree models for scalar-on-tensor problems, and tensor-on-tensor problems using additive tree ensemble approaches.
result The tensor-input tree (TT) method outperforms tensor-input GP models in efficiency and accuracy.