Sylvain Arlot - Colloquium Speaker

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


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.


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)

Join Zoom Meeting

Meeting ID: 953 5244 2938

One tap mobile

+13017158592,,95352442938# US (Washington DC)

+13126266799,,95352442938# US (Chicago)

Dial by your location

+1 301 715 8592 US (Washington DC)

+1 312 626 6799 US (Chicago)

+1 646 876 9923 US (New York)

+1 253 215 8782 US (Tacoma)

+1 346 248 7799 US (Houston)

+1 669 900 6833 US (San Jose)

Meeting ID: 953 5244 2938

Find your local number:

Join by SIP

Join by H.323 (US West) (US East) (India Mumbai) (India Hyderabad) (Amsterdam Netherlands) (Germany) (Australia Sydney) (Australia Melbourne) (Brazil) (Canada Toronto) (Canada Vancouver) (Japan Tokyo) (Japan Osaka)

Meeting ID: 953 5244 2938