Sylvain Arlot - Colloquium Speaker

Professor, Mathematics Department, University Paris-Saclay
Date: 
Thursday, March 18, 2021 - 10:15am
Colloquium Title: 
Analysis of some purely random forests

Abstract:

Random forests (Breiman, 2001) are a very effective and commonly used statistical method, but their full theoretical analysis is still an open problem. As a first step, simplified models such as purely random forests have been introduced, in order to shed light on the good performance of Breiman's random forests. In the regression framework, the quadratic risk of a purely random forest can be written as the sum of two terms, which can be understood as an approximation error and an estimation error. Robin Genuer (2010) studied how the estimation error decreases when the number of trees increases for some specific model. In this talk, we study the approximation error (the bias) of some purely random forest models in a regression framework, focusing in particular on the influence of the size of each tree and of the number of trees in the forest. Under some regularity assumptions on the regression function, we show that the bias of an infinite forest decreases at a faster rate (with respect to the size of each tree) than a single tree. As a consequence, infinite forests attain a strictly better risk rate (with respect to the sample size) than single trees.
This talk is based on joint works with Robin Genuer.
http://arxiv.org/abs/1407.3939
http://arxiv.org/abs/1604.01515

ZOOM INVITATION

Everyone is welcome to join! Please note that the meeting opens at 10:15am, and the presentation is at 10:30-11:20am. There will be time afterward for Q&A with the speaker.

Topic: Colloquia: Department of Statistics and Actuarial Science, The University of Iowa

Time: Mar 18, 2021 10:15 AM Central Time (US and Canada)

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Meeting ID: 953 5244 2938