Bias-corrected random forests in regression

DOI10.1080/02664763.2011.578621MaRDI QIDQ5126933zbMATH OpenOpenAlexFDO

Authors Guoyi Zhang, Yan Lu

Publication date 21 October 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2011.578621

zbMATH Keywords

bias correctionmean-squared prediction errorrandom forestsregressionsimulation

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Bias corrections for random forest in regression using residual rotation
• Bootstrap bias corrections for ensemble methods
• Random forests
• Two-level quantile regression forests for bias correction in range prediction
• Robustness of random forests for regression

Cites work

• Arcing classifiers. (With discussion)
• Bagging predictors
• Multivariate adaptive regression splines
• On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification
• Random forests
• Random Forests and Adaptive Nearest Neighbors
• Using iterated bagging to debias regressions

Cited in

(9)

• Bootstrap bias corrections for ensemble methods
• Bias corrections for random forest in regression using residual rotation
• Robustness of random forests for regression
• A unified framework for random forest prediction error estimation
• Boosting Random Forests to Reduce Bias; One-Step Boosted Forest and Its Variance Estimate
• AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS
• Variable selection and importance in presence of high collinearity: an application to the prediction of lean body mass from multi-frequency bioelectrical impedance
• A hybrid data mining framework for variable annuity portfolio valuation
• Two-level quantile regression forests for bias correction in range prediction

Describes a project that uses

Uses Software

• randomForest

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