Contrast trees and distribution boosting

DOI10.1073/PNAS.1921562117MaRDI QIDQ5073143zbMATH OpenOpenAlexWikidataFDO

Authors Jerome H. Friedman

Publication date 5 May 2022

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1912.03785

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Abstract: Often machine learning methods are applied and results reported in cases where there is little to no information concerning accuracy of the output. Simply because a computer program returns a result does not insure its validity. If decisions are to be made based on such results it is important to have some notion of their veracity. Contrast trees represent a new approach for assessing the accuracy of many types of machine learning estimates that are not amenable to standard (cross) validation methods. In situations where inaccuracies are detected boosted contrast trees can often improve performance. A special case, distribution boosting, provides an assumption free method for estimating the full probability distribution of an outcome variable given any set of joint input predictor variable values.

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