The Annals of Statistics
- Ann. Statist.
- Volume 43, Number 4 (2015), 1716-1741.
Consistency of random forests
Random forests are a learning algorithm proposed by Breiman [ Mach. Learn. 45 (2001) 5–32] that 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 the randomization process and the highly data-dependent tree structure. In the present paper, we take a step forward in forest exploration by proving a consistency result for Breiman’s [ Mach. Learn. 45 (2001) 5–32] original algorithm in the context of additive regression models. Our analysis also sheds an interesting light on how random forests can nicely adapt to sparsity.
Ann. Statist. Volume 43, Number 4 (2015), 1716-1741.
Received: May 2014
Revised: February 2015
First available in Project Euclid: 17 June 2015
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Scornet, Erwan; Biau, Gérard; Vert, Jean-Philippe. Consistency of random forests. Ann. Statist. 43 (2015), no. 4, 1716--1741. doi:10.1214/15-AOS1321. https://projecteuclid.org/euclid.aos/1434546220.
- Supplement to “Consistency of random forests”. Proofs of technical results.