On the asymptotics of random forests

DOI10.1016/J.JMVA.2015.06.009zbMath1337.62063arXiv1409.2090OpenAlexW2220051020MaRDI QIDQ268730

Erwan Scornet

Publication date: 15 April 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.2090

zbMATH Keywords

consistencyrandomizationcentral limit theoremempirical processrandom forests\(q\)-quantilenumber of trees

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (16)

Comments on: ``A random forest guided tour ⋮ An introduction to recent advances in high/infinite dimensional statistics ⋮ Measuring the Algorithmic Convergence of Randomized Ensembles: The Regression Setting ⋮ Mathematical optimization in classification and regression trees ⋮ A random forest guided tour ⋮ Smoothing and adaptation of shifted Pólya tree ensembles ⋮ Model-Assisted Estimation Through Random Forests in Finite Population Sampling ⋮ Bootstrap bias corrections for ensemble methods ⋮ Tuning parameters in random forests ⋮ Impact of subsampling and tree depth on random forests ⋮ Random forests for time-dependent processes ⋮ Estimating the algorithmic variance of randomized ensembles via the bootstrap ⋮ Predictive Distribution Modeling Using Transformation Forests ⋮ Consistent estimation of residual variance with random forest out-of-bag errors ⋮ Towards convergence rate analysis of random forests for classification ⋮ Random forest estimation of conditional distribution functions and conditional quantiles

Uses Software

• fda (R)
• GeneSrF
• randomForest

Cites Work

• Bagging predictors
• Random survival forests
• Inference for functional data with applications
• Consistency of random survival forests
• Consistent nonparametric regression. Discussion
• Functional data analysis
• A distribution-free theory of nonparametric regression
• Weak convergence and empirical processes. With applications to statistics
• Nonparametric functional data analysis. Theory and practice.
• Consistency of random forests
• An empirical comparison of ensemble methods based on classification trees
• Extremely randomized trees
• Random forests
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