Physical Sciences and Mathematics Commons^™

Probability Estimation In Random Forests, Chunyang Li

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Random Forests is a useful ensemble approach that provides accurate predictions for classification, regression and many different machine learning problems. Classification has been a very useful and popular application for Random Forests. However, it is preferable to have the probability of a membership rather than the simple knowledge that one belongs to whichever group. Votes and the regression method are current probability estimation methods that have been developed in Random Forests. In this thesis, we introduce two new methods, proximity weighting and the out-of-bag method, trying to improve the current methods. Several different simulations are designed to evaluate the new …