Variance reduction in purely random forests

DOI10.1080/10485252.2012.677843zbMATH Open1254.62050OpenAlexW2059989526MaRDI QIDQ3145382FDOQ3145382

Authors: Robin Genuer 

Publication date: 20 December 2012

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01590513/file/genuer.var-reduc-prf-preprint.pdf

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zbMATH Keywords

nonparametric regressionensemble methodsrates of convergencerandomisation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Random forests
• Order Statistics
• Analysis of a random forests model

Cited In (21)

• Modeling of time series using random forests: theoretical developments
• Tuning parameters in random forests
• Minimax optimal rates for Mondrian trees and forests
• Asymptotic properties of high-dimensional random forests
• Title not available (Why is that?)
• Consistency of random forests
• Model-Assisted Estimation Through Random Forests in Finite Population Sampling
• Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA
• A random forest guided tour
• Comments on: ``A random forest guided tour
• Estimating residual variance in random forest regression
• Impact of subsampling and tree depth on random forests
• Consistent estimation of residual variance with random forest out-of-bag errors
• New forest-based approaches for sufficient dimension reduction
• The effect of splitting on random forests
• Consistency of survival tree and forest models: splitting bias and correction
• Trees, forests, and impurity-based variable importance in regression
• Probability estimation with machine learning methods for dichotomous and multicategory outcome: theory
• Stochastic Geometry to Generalize the Mondrian Process
• Estimating the algorithmic variance of randomized ensembles via the bootstrap
• Towards convergence rate analysis of random forests for classification

Uses Software

• GeneSrF

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