Generalized random forests
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Summary
A flexible, computationally efficient algorithm for growing generalized random forests, an adaptive weighting function derived from a forest designed to express heterogeneity in the specified quantity of interest, and an estimator for their asymptotic variance that enables valid confidence intervals are proposed.
- Type
- preprint
- Published
- 2016-10-04
- Cited by
- 1,809
- References
- 114
- Access
- Open access
- OpenAlex
- https://openalex.org/W2730059782
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:51735142
Keywords
Estimator, Weighting, Mathematics, Random forest, Curse of dimensionality
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