inria-00492231, version 1
Risk bounds for purely uniformly random forests
N° RR-7318 (2010)
Résumé : Random forests, introduced by Leo Breiman in 2001, are a very effective statistical method. The complex mechanism of the method makes theoretical analysis difficult. Therefore, a simplified version of random forests, called purely random forests, which can be theoretically handled more easily, has been considered. In this paper we introduce a variant of this kind of random forests, that we call purely uniformly random forests. In the context of regression problems with a one-dimensional predictor space, we show that both random trees and random forests reach minimax rate of convergence. In addition, we prove that compared to random trees, random forests improve accuracy by reducing the estimator variance by a factor of three fourths.
- 1 : Laboratoire de Mathématiques d'Orsay (LM-Orsay)
- CNRS : UMR8628 – Université Paris XI - Paris Sud
- 2 : SELECT (INRIA Saclay - Ile de France)
- INRIA – Université Paris XI - Paris Sud – CNRS : UMR
- Domaine : Mathématiques/Statistiques
Statistiques/Théorie - Mots-clés : Random Forests – Non-parametric regression – Rate of convergence – Randomization
- Référence interne : RR-7318
- inria-00492231, version 1
- http://hal.inria.fr/inria-00492231
- oai:hal.inria.fr:inria-00492231
- Contributeur : Robin Genuer
- Soumis le : Mardi 15 Juin 2010, 14:13:20
- Dernière modification le : Mardi 15 Juin 2010, 15:22:57







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