4 papers
On the Statistical Optimality of Optimal Decision Trees
Zineng Xu, Subhro Ghosh, Yan Shuo Tan
While globally optimal empirical risk minimization (ERM) decision trees have become computationally feasible and empirically successful, rigorous theoretical guarantees for their s…
Revisiting Randomization in Greedy Model Search
Xin Chen, Jason M. Klusowski, Yan Shuo Tan +1
Feature subsampling is a core component of random forests and other ensemble methods. While recent theory suggests that this randomization acts solely as a variance reduction mecha…
Statistical-Computational Trade-offs for Recursive Adaptive Partitioning Estimators
Yan Shuo Tan, Jason M. Klusowski, Krishnakumar Balasubramanian
Models based on recursive adaptive partitioning such as decision trees and their ensembles are popular for high-dimensional regression as they can potentially avoid the curse of di…
Error Reduction from Stacked Regressions
Xin Chen, Jason M. Klusowski, Yan Shuo Tan
Stacking regressions is an ensemble technique that forms linear combinations of different regression estimators to enhance predictive accuracy. The conventional approach uses cross…