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 method learns representations for decision forests using input perturbation.
Decision forests, including Random Forests and Gradient Boosting Trees, have recently demonstrated state-of-the-art performance in a variety of machine learning settings. Decision forests are typically ensembles of axis-aligned decision trees; that is, trees that split only along feature dimensions. In contrast, many r…
Random forest and deep neural network are two schools of effective classification methods in machine learning. While the random forest is robust irrespective of the data domain, the deep neural network has advantages in handling high dimensional data. In view that a differentiable neural decision forest can be added to…
Improved random forest models enhance machine learning predictions.
Decision forests learn to model text by evaluating categorical-set conditions.
Optimizes decision-making with uncertain variables using auxiliary observations.
We consider the problem of learning a forest of nonlinear decision rules with general loss functions. The standard methods employ boosted decision trees such as Adaboost for exponential loss and Friedman's gradient boosting for general loss. In contrast to these traditional boosting algorithms that treat a tree learner…
Many real-world regression problems demand a measure of the uncertainty associated with each prediction. Standard decision forests deliver efficient state-of-the-art predictive performance, but high-quality uncertainty estimates are lacking. Gaussian processes (GPs) deliver uncertainty estimates, but scaling GPs to lar…
A new method for decision tree selection in recommendation systems.
A fast method for finding counterfactual explanations for decision forests.
We propose random hinge forests, a simple, efficient, and novel variant of decision forests. Importantly, random hinge forests can be readily incorporated as a general component within arbitrary computation graphs that are optimized end-to-end with stochastic gradient descent or variants thereof. We derive random hinge…
Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are computationally efficient to train and test, making them excellent candidates for r…
SMERF improves distance learning with decision forests.
We analyze the consistency of decision trees and random forests in regression.
Decision forests are widely used for classification and regression tasks. A lesser known property of tree-based methods is that one can construct a proximity matrix from the tree(s), and these proximity matrices are induced kernels. While there has been extensive research on the applications and properties of kernels, …
This paper develops a new method to model treatment effects that are heterogeneous across different quantiles.
Random forests perform bootstrap-aggregation by sampling the training samples with replacement. This enables the evaluation of out-of-bag error which serves as a internal cross-validation mechanism. Our motivation lies in using the unsampled training samples to improve each decision tree in the ensemble. We study the e…
Optimizes random forest inference by defining step order to maximize accuracy.
Two algorithms for interpreting and boosting tree-based models using rule covering.
Random forest is widely exploited as an ensemble learning method. In many practical applications, however, there is still a significant challenge to learn from imbalanced data. To alleviate this limitation, we propose a deep dynamic boosted forest (DDBF), a novel ensemble algorithm that incorporates the notion of hard …
Enhances interpretability of functional survival models.
This paper improves deep forest models with soft routing and topology learning.
Single tree outperforms random forest in testing accuracy.
New random forest algorithms for PU learning minimize risk directly.
This paper proposes a novel type of random forests called a denoising random forests that are robust against noises contained in test samples. Such noise-corrupted samples cause serious damage to the estimation performances of random forests, since unexpected child nodes are often selected and the leaf nodes that the i…
Autoencoder neural network is implemented to estimate the missing data. Genetic algorithm is implemented for network optimization and estimating the missing data. Missing data is treated as Missing At Random mechanism by implementing maximum likelihood algorithm. The network performance is determined by calculating the…
A new random forest algorithm uncovers feature interdependencies better than traditional methods.
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…
We present a new way of constructing an ensemble classifier, named the Guided Random Forest (GRAF) in the sequel. GRAF extends the idea of building oblique decision trees with localized partitioning to obtain a global partitioning. We show that global partitioning bridges the gap between decision trees and boosting alg…
Deep forests enhance expressiveness exponentially with depth, not width or tree size.
Improved GAS models using trees and forests for better forecasts.
Machine learning improves kidney transplant outcomes prediction.
Tree ensemble methods such as random forests [Breiman, 2001] are very popular to handle high-dimensional tabular data sets, notably because of their good predictive accuracy. However, when machine learning is used for decision-making problems, settling for the best predictive procedures may not be reasonable since enli…
ACFS optimizes spectral risk under decision-dependent uncertainty using adaptive forest sampling.
Deep networks and forests perform differently with small samples.
There is a large literature explaining why AdaBoost is a successful classifier. The literature on AdaBoost focuses on classifier margins and boosting's interpretation as the optimization of an exponential likelihood function. These existing explanations, however, have been pointed out to be incomplete. A random forest …
Attention augments forest for tabular data accuracy.
Customer behavior is often assumed to follow weak rationality, which implies that adding a product to an assortment will not increase the choice probability of another product in that assortment. However, an increasing amount of research has revealed that customers are not necessarily rational when making decisions. In…
Decision trees can be biased towards minority class, contrary to belief.
The paper proposes a method to improve random forest classification accuracy by weighting trees based on their decision path reliability.
In Random Forests, proximity distances are a metric representation of data into decision space. By observing how changes in input map to the movement of instances in this space we are able to determine the independent contribution of each feature to the decision-making process. For binary feature vectors, this process …
GeFs use deep generative models to enhance prediction robustness and uncertainty.
CDF uses centroids to split features for high-dimensional classification.
Improves decision tree performance by correcting split selection errors.
The paper challenges the use of decision trees for pointwise inference due to slow convergence rates.
Problem definition. In retailing, discrete choice models (DCMs) are commonly used to capture the choice behavior of customers when offered an assortment of products. When estimating DCMs using transaction data, flexible models (such as machine learning models or nonparametric models) are typically not interpretable and…
Ability for accurate hospital case cost modelling and prediction is critical for efficient health care financial management and budgetary planning. A variety of regression machine learning algorithms are known to be effective for health care cost predictions. The purpose of this experiment was to build an Azure Machine…
Random Forests are one of the most popular classifiers in machine learning. The larger they are, the more precise is the outcome of their predictions. However, this comes at a cost: their running time for classification grows linearly with the number of trees, i.e. the size of the forest. In this paper, we propose a me…