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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.

169,181 papers · 148 categories

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48 results for Random Hinge Forests

Random Hinge Forests are a new decision forest method that can be integrated into neural networks.

problem Training and optimizing neural networks efficiently and effectively.
method Random Hinge Forests are a novel variant of decision forests that can be integrated into neural networks and optimized end-to-end.
result Random Hinge Forests can be efficiently optimized end-to-end with stochastic gradient descent.

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.

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.

Boosting random forests reduces bias and improves predictive performance.

problem Reducing bias in random forest predictions.
method Extract residuals from random forest, fit another random forest to residuals, sum predictions.
result One-step boosted forest has reduced bias and improved predictive performance.

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.

Improves random survival forest model by weighted averaging.

problem Improving the performance of random survival forest.
method Modifies random forest by weighted averaging of trees, optimizing weights via quadratic optimization to maximize Harrell's C-index.
result The weighted random survival forest outperforms the original model in numerical examples.

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.

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 ↗

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.

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.

HDI-Forest improves regression prediction intervals using Random Forest.

problem Improving the quality of prediction intervals in regression tasks.
method HDI-Forest is a novel quality-based PI estimation method based on Random Forest, optimizing PI quality metrics directly from standard tree-based models.
result HDI-Forest significantly reduces PI width by over 20% compared to previous methods, while maintaining or improving coverage probability.

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 ↗

Random forests' performance is analyzed with rates of convergence and asymptotic normality established.

problem Theoretical understanding of random forests' performance and behavior.
method Generalized U-statistics framework to analyze random forest predictions.
result Random forest predictions can remain asymptotically normal for larger subsample sizes.

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.

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.

RFCDE uses random forests for estimating complex conditional densities.

problem Estimating nonparametric conditional densities for mixed-type data.
method Random Forests optimized for nonparametric conditional density estimation.
result RFCDE enables analysis of conditional probability distributions and joint distributions.

Random forests use randomness to improve model performance in noisy data.

problem Improving model performance in low signal-to-noise ratio settings.
method Demonstrates that randomness in random forests acts as implicit regularization, similar to shrinkage penalties in regularized regression.
result Random forests achieve strong performance by implicitly regularizing model complexity, especially in noisy data.

New method improves feature importance assessment in random forests.

problem Improving feature importance measures for random forests.
method Hypothesis testing via self-normalized feature-residual correlation test (FACT).
result The method provides theoretically justified feature importance tests with controlled type I error and appealing power.

As a testament to their success, the theory of random forests has long been outpaced by their application in practice. In this paper, we take a step towards narrowing this gap by providing a consistency result for online random forests.

2013-02-20abs ↗pdf ↗