Variance reduction in purely random forests

DOI10.1080/10485252.2012.677843MaRDI QIDQ3145382zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

ensemble methodsnonparametric regressionrandomisationrates of convergence

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(24)

• Towards convergence rate analysis of random forests for classification
• Asymptotic properties of high-dimensional random forests
• Modeling of time series using random forests: theoretical developments
• Minimax optimal rates for Mondrian trees and forests
• Estimating residual variance in random forest regression
• Consistent estimation of residual variance with random forest out-of-bag errors
• The effect of splitting on random forests
• Consistency of random forests
• A random forest guided tour
• Comments on: ``A random forest guided tour
• Trees, forests, and impurity-based variable importance in regression
• Probability estimation with machine learning methods for dichotomous and multicategory outcome: theory
• Tuning parameters in random forests
• Impact of subsampling and tree depth on random forests
• Aggregated hold-out
• Stochastic Geometry to Generalize the Mondrian Process
• Consistency of survival tree and forest models: splitting bias and correction
• Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA
• Model-Assisted Estimation Through Random Forests in Finite Population Sampling
• New forest-based approaches for sufficient dimension reduction
• Estimating the algorithmic variance of randomized ensembles via the bootstrap
• Consistency of the oblique decision tree and its boosting and random forest
• On regression-adjusted imputation estimators of average treatment effects
• Calibrating random forests for probability estimation

Describes a project that uses

Uses Software

• GeneSrF

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