Random Jump Forests
Read the original on arXiv Statistics ML →The Flow has not summarised this story yet — read it at arXiv Statistics ML.
The Flow has not summarised this story yet — read it at arXiv Statistics ML.
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.
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.
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.
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.
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.
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.