Inference with Mondrian random forests
Mondrian 随机森林的统计推断
Abstract Random forests are popular methods for regression and classification analysis, and many different variants have been proposed in recent years. One interesting example is the Mondrian random forest, in which the underlying constituent trees are constructed via a Mondrian process. We give precise bias and variance characterizations, along with a Berry–Esseen-type central limit theorem, for the Mondrian random forest regression estimator. By combining these results…