arXiv Statistics ML

Random Jump Forests

arXiv Statistics ML
Aug 25

Random Hazard Forests

Random Hazard Forests (RHF) is a survival tree ensemble that models how a patient's hazard changes over continuous time as new measurements arrive. RHF directly estimates a nonparametric hazard likelihood for predictable covariate processes, using an efficient working model to guide tree construction and then estimating flexible time‑varying hazards at each terminal node. By routing each tree based on the covariate state immediately before each time point, RHF can handle irregular and asynchronous covariate updates, and averaging across trees yields a pathwise hazard estimate that accurately captures changing risk in simulations and an intensive‑care application.

By Hemant Ishwaran, Eileen M. Hsich, Udaya B. Kogalur, Donald K. K. Lee
arXiv Machine Learning
Sep 24

Dirichlet Process Mixtures of Trees with Gaussian Process Splits: A Bayesian Nonparametric Framework with Posterior Contraction Rate

arXiv:2609. 27930v1 Announce Type: cross Abstract: We propose a Bayesian nonparametric mixture of regression trees with a Dirichlet process prior over tree-parameter pairs, enabling data-driven selection of ensemble size and unifying CART, BART, random forests, and boosting.

By Subhasish Basak, Anik Roy, Sourabh Bhattacharya
arXiv Machine Learning
Jun 3

How Many Trees in a Random Forest? A Revisited Approach with Plateau Search and Optuna Integration

arXiv:2606. 03549v1 Announce Type: new Abstract: Hyperparameter optimization (HPO) for Random Forest faces a specific difficulty in tuning the number of trees: the predictive score typically improves monotonically with ensemble size, so standard methods such as Tree-structured Parzen Estimator (TPE) and Hyperband require a predefined search range and often drive the estimate toward its right boundary.

By Vadim Porvatov, Andrey Dukhovny, Andrey Lange
arXiv Machine Learning
Jun 8

Adaptive Conditional Forest Sampling for Spectral Risk Optimisation under Decision-Dependent Uncertainty

arXiv:2603. 12507v2 Announce Type: replace Abstract: Minimising a spectral risk objective, defined as a weighted combination of expected cost and Conditional Value-at-Risk (CVaR), is challenging when the uncertainty distribution is decision-dependent, making both surrogate modelling and simulation-based ranking sensitive to tail estimation error.

By Marcell T. Kurbucz
arXiv Machine Learning
Oct 8

Learning Transition Kernels of Jump-Diffusion Processes with Conditional Diffusion Models

The paper investigates learning transition kernels for time‑homogeneous jump‑diffusion processes using conditional diffusion models, aiming to generate new sample paths from high‑frequency discrete observations. It provides non‑asymptotic bounds on conditional score estimation error and KL divergence between true and generated path distributions. Experiments on synthetic data validate the theory and compare favorably to Gao et al. (2025), while real‑world applications demonstrate its utility for probabilistic forecasting.

By Yuzhen Zhao, Yating Liu, Quentin Guibert
Hugging Face Trending Papers
Jun 2

How Many Trees in a Random Forest? A Revisited Approach with Plateau Search and Optuna Integration

Hyperparameter optimization (HPO) for Random Forest faces a specific difficulty in tuning the number of trees: the predictive score typically improves monotonically with ensemble size, so standard methods such as Tree-structured Parzen Estimator (TPE) and Hyperband require a predefined search range and often drive the estimate toward its right boundary. Early-stopping strategies avoid fixing such a range, but can be sensitive to score noise and prone to premature stopping.

arXiv Machine Learning
Oct 7

Prediction-powered inference for time series across space

arXiv:2610.08715v1 Announce Type: cross Abstract: The following motif is common in spatiotemporal settings: we have a sequence of covariate and label pairs observed for a relatively short, recent tim...

By Shahzar Rizvi, David Burt, Vishwak Srinivasan, Renato Berlinghieri, Stefano Del Col, Tamara Broderick
arXiv Machine Learning
Jul 3

Conditional Inference Trees and Forests for Feature Selection

arXiv:2607. 01417v1 Announce Type: new Abstract: Conditional inference trees (CIT) and conditional inference forests (CIF) reduce split-selection bias by testing features before choosing split thresholds, but repeated permutation tests and threshold searches can make these methods computationally expensive.

By Robert Milletich, Justin Downes, Steve Goley, Newel Hirst
arXiv Machine Learning
Sep 23

One-Step Generative Surrogate Models via Block-Triangular Joint Drifting

The paper introduces block‑triangular joint drifting, a method that applies a projected drift field to the joint distribution of consecutive states, enabling one‑step generative surrogate models for stochastic transition dynamics. This architecture preserves the current‑state marginal while directly sampling the conditional distribution of next states, allowing stochastic trajectories to be generated with a single model evaluation per time step. Experiments show that the approach achieves accurate marginal and trajectory‑dependent statistics with favorable accuracy‑cost tradeoffs compared to deterministic, diffusion, flow, and distillation‑based generative surrogates.

By Nicholas Geissler, Shreya Jha, Ricardo Baptista, Benjamin Peherstorfer