منابع مشابه
Consistency of Random Survival Forests.
We prove uniform consistency of Random Survival Forests (RSF), a newly introduced forest ensemble learner for analysis of right-censored survival data. Consistency is proven under general splitting rules, bootstrapping, and random selection of variables-that is, under true implementation of the methodology. Under this setting we show that the forest ensemble survival function converges uniforml...
متن کاملConsistency of Random Forests
Random forests are a learning algorithm proposed by Breiman (2001) which combines several randomized decision trees and aggregates their predictions by averaging. Despite its wide usage and outstanding practical performance, little is known about the mathematical properties of the procedure. This disparity between theory and practice originates in the difficulty to simultaneously analyze both t...
متن کاملConsistency of Online Random Forests
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 ...
متن کاملConsistency of Online Random Forests
As a testament to their success, the theory of random forests has long been outpaced by their application in practice. In this paper, we take a step towards narrowing this gap by providing a consistency result for online random forests.
متن کاملRandom Survival Forests
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing data. A conservation-of-events principle for survival forests is introduced and used to define ensemble mortality, a simple interpretable measure of mortalit...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2010
ISSN: 0167-7152
DOI: 10.1016/j.spl.2010.02.020