Random forests have proven to be reliable predictive algorithms in many application areas. Not much is known, however, about the statistical properties of random forests. Several authors have established conditions under which their predictions are consistent, but these results do not provide practical estimates of random forest errors. In this paper, we analyze a random forest model based on s...

We present pseudo-code for the basic algorithm only, without the bounded fringe technique described in Section 3.6. The addition of a bounded fringe is straightforward, but complicates the presentation significantly. Candidate split dimension A dimension along which a split may be made. Candidate split point One of the first m structure points to arrive in a leaf. Candidate split A combination ...

In this paper, we explore the use of Random Forests (RFs) (Amit and Geman, 1997; Breiman, 2001) in language modeling, the problem of predicting the next word based on words already seen before. The goal in this work is to develop a new language modeling approach based on randomly grown Decision Trees (DTs) and apply it to automatic speech recognition. We study our RF approach in the context of ...

In the Probabilistic Graphical Model (PGM) community there is an interest around tractable models, i.e., those that can guarantee exact inference even at the price of expressiveness. Structure learning algorithms are interesting tools to automatically infer both these architectures and their parameters from data. Even if the resulting models are efficient at inference time, learning them can be...

Random Forests (RF) are a successful ensemble prediction technique that uses majority voting or averaging as a combination function. However, it is clear that each tree in a random forest may have a different contribution in processing a certain instance. In this paper, we demonstrate that the prediction performance of RF may still be improved in some domains by replacing the combination functi...

Random Forests (Breiman 2001) (RF) are a fully non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF are a robust, nonlinear technique that optimizes predictive accuracy by fitting an ensemble of trees to stabilize model estimates. Random Forests for survival (Ishwaran and Kogalur 2007; Ishwaran, Kogalur, Blackstone, and Lauer 2008) ...

One of the main topic in the development of predictive models is the identification of variables which are predictors of a given outcome. Automated model selection methods, such as backward or forward stepwise regression, are classical solutions to this problem, but are generally based on strong assumptions about the functional form of the model or the distribution of residuals. In this paper a...

Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include data streams and data heterogeneity. Recently some statistical methods have been adapted to process Big Data, like linear regression models, clustering methods and bootstrapping schemes. Based o...

Context. Machine Learning is a complex and resource consuming process that requires a lot of computing power. With the constant growth of information, the need for efficient algorithms with high performance is increasing. Today's commodity graphics cards are parallel multi processors with high computing capacity at an attractive price and are usually pre-installed in new PCs. The graphics cards...

Kernel Induced Random Survival Forests (KIRSF) is a statistical learning algorithm which aims to improve prediction accuracy for survival data. As in Random Survival Forests (RSF), Cumulative Hazard Function is predicted for each individual in the test set. Prediction error is estimated using Harrell’s concordance index (C index) [Harrell et al. (1982)]. The C-index can be interpreted as a misc...