Other Statistics and Probability Commons^™

Design Of Probabilistic Random Forests With Applications To Anticancer Drug Sensitivity Prediction, Raziur Rahman, Saad Haider, Souparno Gosh, Ranadip Pal

Department of Statistics: Faculty Publications

Random forests consisting of an ensemble of regression trees with equal weights are frequently used for design of predictive models. In this article, we consider an extension of the methodology by representing the regression trees in the form of probabilistic trees and analyzing the nature of heteroscedasticity. The probabilistic tree representation allows for analytical computation of confidence intervals (CIs), and the tree weight optimization is expected to provide stricter CIs with comparable performance in mean error. We approached the ensemble of probabilistic trees’ prediction from the perspectives of a mixture distribution and as a weighted sum of correlated random variables. …