Calibrating random forests for probability estimation

DOI10.1002/SIM.6959MaRDI QIDQ6946757zbMATH OpenFDO

Authors Theresa Dankowski, Andreas Ziegler

Publication date 5 August 2025

Published in Statistics in Medicine (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

zbMATH Keywords

random forestslogistic regressionprobability estimationcalibrationupdatingprobability machine

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• Analysis of a random forests model
• Boosted classification trees and class probability/quantile estimation
• Consistency of random forests and other averaging classifiers
• Probability estimation with machine learning methods for dichotomous and multicategory outcome: theory
• Random Forests and Adaptive Nearest Neighbors
• Random forests
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Variance reduction in purely random forests

Cited in

(1)

• Cost-sensitive single-index classification model

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