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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.

168,742 papers · 148 categories

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48 results for Neural Random Forest

Transforms random forests into efficient neural networks using imitation learning.

problem Inefficient architectures of existing methods for transforming random forests into neural networks.
method Generates training data from a random forest and learns a neural network to imitate its behavior.
result Implicit transformation creates efficient neural networks with better generalization.

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…

2018-02-12abs ↗pdf ↗

Study rare-event simulation for neural networks and random forests.

problem Safety evaluation and robustness quantification of machine learning models.
method Importance sampling scheme integrating large deviations and sequential mixed integer programming.
result Efficiency guarantees and numerical demonstrations for various neural network architectures.

Given an ensemble of randomized regression trees, it is possible to restructure them as a collection of multilayered neural networks with particular connection weights. Following this principle, we reformulate the random forest method of Breiman (2001) into a neural network setting, and in turn propose two new hybrid p…

2016-04-25abs ↗pdf ↗

The paper quantifies aleatoric and epistemic uncertainties with random forests.

problem Addressing uncertainty in machine learning predictions.
method Using decision trees and random forests to measure aleatoric and epistemic uncertainties.
result Random forests effectively quantify uncertainties compared to deep neural networks.

By seeking the narrowest prediction intervals (PIs) that satisfy the specified coverage probability requirements, the recently proposed quality-based PI learning principle can extract high-quality PIs that better summarize the predictive certainty in regression tasks, and has been widely applied to solve many practical…

2019-05-24abs ↗pdf ↗

Automatic debiasing for causal and policy effects using Neural Nets and Random Forests.

problem Estimating causal and policy effects from high-dimensional or non-parametric regression functions.
method Automatic learning of Riesz representation using Neural Nets and Random Forests.
result Automatic debiasing method performs well compared to state-of-the-art algorithms.

Machine learning identifies chimera states in complex dynamical systems.

problem Chimera states are hard to identify due to their varied appearance and peculiar nature.
method Machine learning techniques, specifically random forest and oblique random forest with null space regularization.
result High accuracy in identifying chimera states across different dynamical models.

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…

2014-06-10abs ↗pdf ↗

New random forest method provides optimal rates and confidence bands.

problem Improving random forest regression rates and constructing confidence bands.
method Proposed Ehrenfest centered purely random forests achieve optimal rates; used Gaussian approximation for supremum of empirical processes.
result Explicit asymptotic uniform confidence bands constructed for both random forest types.

Paper presents a self-adaptive learning model for robust classification and regression.

problem Dealing with various datasets of different complexity.
method Combines DNDN and DSP, an end-to-end training approach with multiple randomly initialized softmax layers and adaptive soft pruning.
result The model demonstrates no performance loss compared with unpruned models and higher robustness over different data and feature distributions.

Random forests reduce bias and variance, especially in low SNR settings.

problem Reducing bias and variance in machine learning models, particularly in low SNR scenarios.
method Empirical study of random forests and bagging ensembles, focusing on the importance of mtrymtry tuning.
result Random forests reduce both bias and variance, outperforming bagging ensembles in high SNR settings.

This paper is a comment on the survey paper by Biau and Scornet (2016) about random forests. We focus on the problem of quantifying the impact of each ingredient of random forests on their performance. We show that such a quantification is possible for a simple pure forest , leading to conclusions that could apply more…

2016-04-06abs ↗pdf ↗

RFpredInterval package builds prediction intervals for random forests and boosted forests.

problem Quantifying uncertainty in random forest and boosted forest point predictions.
method 16 methods to build prediction intervals with random forests and boosted forests.
result The proposed method outperforms existing methods in building prediction intervals.

Enhances random forest performance with exogenous randomness.

problem Improving random forest performance through exogenous randomness.
method Developed non-asymptotic MSE expansions for individual trees and forests, identified two types of randomness, and conducted simulations.
result Exogenous randomness, particularly feature subsampling, reduces both bias and variance of random forests.

We improve random forest consistency and performance with DMRF, a new variant.

problem Improving the consistency and performance of random forest models.
method Developed DMRF, a data-driven multinomial random forest, by modifying proof methods and improving data utilization.
result DMRF achieves strong consistency with probability 1, surpassing previous models in classification tasks.

This research sets limits on how complex multi-class learning problems can be.

problem Understanding the complexity of multi-class classification problems.
method Established upper bounds on Natarajan dimensions for specific function classes.
result Upper bounds on Natarajan dimensions for multi-class decision trees, random forests, and neural networks.

Random forests have proven to be reliable predictive algorithms in many application areas. Not much is known, however, about the statistical properties of random forests. Several authors have established conditions under which their predictions are consistent, but these results do not provide practical estimates of ran…

2014-05-02abs ↗pdf ↗

Theoretical study of random forests for nonlinear time series.

problem Theoretical justification for using random forests in time series modeling.
method Uniform concentration inequality for regression trees and random forests consistency proof.
result Consistency of random forests for nonlinear autoregressive processes.

We propose an algorithm named best-scored random forest for binary classification problems. The terminology "best-scored" means to select the one with the best empirical performance out of a certain number of purely random tree candidates as each single tree in the forest. In this way, the resulting forest can be more …

2019-05-27abs ↗pdf ↗

Alpha-trimming prunes trees in random forests to improve predictive performance.

problem Improving predictive performance of random forests by locally adaptive tree pruning.
method Alpha-trimming is a fast pruning algorithm that prunes trees in a random forest based on signal-to-noise ratio, controlled by a tuning parameter.
result Alpha-trimming often lowers mean squared prediction error compared to fully grown random forests.

New methods improve prediction performance and reduce computation time in boosting and random forest models.

problem Improving prediction performance and reducing computation time in boosting and random forest models.
method Random tree depth injection approach for Boosting and Random Forests.
result The new methods can improve prediction performance and reduce computation time by up to 40%.

Random forests are a type of ensemble method which makes predictions by combining the results of several independent trees. However, the theory of random forests has long been outpaced by their application. In this paper, we propose a novel random forests algorithm based on cooperative game theory. Banzhaf power index …

2015-07-22abs ↗pdf ↗

The focus of this paper is on intrinsic methods to detect overfitting. By intrinsic methods, we mean methods that rely only on the model and the training data, as opposed to traditional methods (we call them extrinsic methods) that rely on performance on a test set or on bounds from model complexity. We propose a famil…

2019-07-03abs ↗pdf ↗

SHAKE-GNN scales GNNs for large graphs with multi-scale representations.

problem Scaling Graph Neural Networks (GNNs) to large graphs.
method SHAKE-GNN uses a hierarchy of Kirchhoff Forests for stochastic multi-resolution graph decompositions.
result SHAKE-GNN achieves competitive performance on large-scale graph classification benchmarks.

This study compares PRNG and QRNG in machine learning models, revealing significant differences in performance.

problem Implications of PRNG and QRNG on machine learning model performances.
method Used CPU and QPU to generate random numbers for various machine learning techniques.
result Quantum Random Number Generators (QRNG) outperform Pseudo Random Number Generators (PRNG) in certain tasks.

A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a certain class. In this paper, we forge a connection between random forests and ke…

2018-12-14abs ↗pdf ↗

Despite widespread interest and practical use, the theoretical properties of random forests are still not well understood. In this paper we contribute to this understanding in two ways. We present a new theoretically tractable variant of random regression forests and prove that our algorithm is consistent. We also prov…

2013-10-04abs ↗pdf ↗

Develops a new random forest method for clustered data with improved prediction and inference.

problem Improving prediction and inference accuracy for clustered data with within-cluster dependence.
method Clustered Random Forests, using weighted least squares estimators for leaf predictions.
result Optimal prediction and inference weights vary under covariate shift, necessitating user-chosen weights.

Shapelet is a discriminative subsequence of time series. An advanced shapelet-based method is to embed shapelet into accurate and fast random forest. However, it shows several limitations. First, random shapelet forest requires a large training cost for split threshold searching. Second, a single shapelet provides limi…

2019-03-19abs ↗pdf ↗

This paper explains CART random forests using stochastic control theory.

problem Understanding the inner workings of CART random forests.
method Developed a stochastic-control perspective on CART random forests, interpreting feature subsampling as a random feasible action set and the split rule as a policy.
result Established that the CART policy is locally stabilizing but globally suboptimal for the forest objective.