Random Forests and Kernel Methods
From MaRDI portal
Abstract: Random forests are ensemble methods which grow trees as base learners and combine their predictions by averaging. Random forests are known for their good practical performance, particularly in high dimensional set-tings. On the theoretical side, several studies highlight the potentially fruitful connection between random forests and kernel methods. In this paper, we work out in full details this connection. In particular, we show that by slightly modifying their definition, random forests can be rewrit-ten as kernel methods (called KeRF for Kernel based on Random Forests) which are more interpretable and easier to analyze. Explicit expressions of KeRF estimates for some specific random forest models are given, together with upper bounds on their rate of consistency. We also show empirically that KeRF estimates compare favourably to random forest estimates.
Cited in
(30)- A suite of intelligent tools for early detection and prevention of blackouts in power interconnections
- Random forest estimation of conditional distribution functions and conditional quantiles
- Rates of convergence for random forests via generalized U-statistics
- A random forest guided tour
- Smoothing and adaptation of shifted Pólya tree ensembles
- Nonunitarizable Representations and Random Forests
- Modification of random forest based approach for streaming data with concept drift
- Random forests and selected samples
- A unified framework for random forest prediction error estimation
- Measuring the algorithmic convergence of randomized ensembles: the regression setting
- Dimension Reduction Forests: Local Variable Importance Using Structured Random Forests
- Boosting Random Forests to Reduce Bias; One-Step Boosted Forest and Its Variance Estimate
- Stochastic Geometry to Generalize the Mondrian Process
- Randomization as regularization: a degrees of freedom explanation for random forest success
- scientific article; zbMATH DE number 6781369 (Why is no real title available?)
- Random Forest Prediction Intervals
- Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests
- Random forests
- Towards optimal doubly robust estimation of heterogeneous causal effects
- Random Forests for Spatially Dependent Data
- Model-Assisted Estimation Through Random Forests in Finite Population Sampling
- Prescriptive analytics for data-driven capacity management
- Improved convergence rates for some kernel random forest algorithms
- New forest-based approaches for sufficient dimension reduction
- Nonparametric binary regression models with spherical predictors based on the random forests kernel
- Estimating the algorithmic variance of randomized ensembles via the bootstrap
- Debiased machine learning for logistic partially linear mediation models with high-dimensional confounders
- Neural networks meet random forests
- Approximation error from discretizations and its applications
- Outer-product-of-gradient approach based on random forests kernel and its application for classification
This page was built for publication: Random Forests and Kernel Methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2976982)
