Random Forests and Kernel Methods 论文

详细信息

发表期刊/会议

IEEE Transactions on Information Theory

发表日期

2016-01-06

发表年份

2016

摘要

Random forests are ensemble methods which grow trees as base learners and combine their predictions by averaging. Random forests are known for their good practical performance, particularly in high-dimensional settings. On the theoretical side, several studies highlight the potentially fruitful connection between the random forests and the kernel methods. In this paper, we work out this connection in detail. In particular, we show that by slightly modifying their definition, random forests can be rewritten as kernel methods (called KeRF for kernel based on random forests) which are more interpretable and easier to analyze. Explicit expressions of KeRF estimates for some specific random forest models are given, together with upper bounds on their rate of consistency. We also show empirically that the KeRF estimates compare favourably to the random forest estimates.