On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification

DOI10.1016/J.JMVA.2010.06.019MaRDI QIDQ604365zbMATH OpenOpenAlexFDO

Authors Gérard Biau, Luc Devroye

Publication date 10 November 2010

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

Full work available at URL https://doi.org/10.1016/j.jmva.2010.06.019

zbMATH Keywords

random forestsregression estimationbagginglayered nearest neighboursone nearest neighbour estimate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12)

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Cited in

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• Modeling of time series using random forests: theoretical developments
• Random forest estimation of conditional distribution functions and conditional quantiles
• Rates of convergence for random forests via generalized U-statistics
• Tree aggregation for random forest class probability estimation
• Consistency of random forests
• Maxima-finding algorithms for multidimensional samples: A two-phase approach
• Regression trees and forests for non-homogeneous Poisson processes
• Bias-corrected random forests in regression
• A random forest guided tour
• Spatial performance analysis in basketball with CART, random forest and extremely randomized trees
• Estimating residual variance in random forest regression
• Predictive Distribution Modeling Using Transformation Forests
• An affine invariant \(k\)-nearest neighbor regression estimate
• Improved convergence rates for some kernel random forest algorithms
• Robustness of random forests for regression
• Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
• Consistent estimation of residual variance with random forest out-of-bag errors
• Generalized random forests
• Estimation of the optimal regime in treatment of prostate cancer recurrence from observational data using flexible weighting models
• Sampling from non-smooth distributions through Langevin diffusion
• Probability estimation with machine learning methods for dichotomous and multicategory outcome: theory
• PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting
• Properties of Bagged Nearest Neighbour Classifiers
• Uniform consistency of \(k\mathrm{NN}\) regressors for functional variables
• Optimal weighted nearest neighbour classifiers
• Stochastic Geometry to Generalize the Mondrian Process
• scientific article; zbMATH DE number 7307469 (Why is no real title available?)

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