Existing methods produce very inefficient architectures and do not scale. In this paper, we introduce a new method for generating data from a random forest and learning a neural network that imitates it. Without any additional training data, this transformation creates very efficient neural networks that learn the decision boundaries of a random forest. The generated model is fully differentiable and can be combined with the feature extraction in a single pipeline enabling further end-to-end processing. Experiments on several real-world benchmark datasets demonstrate outstanding performance in terms of scalability, accuracy, and learning with very few training examples. Compared to state-of-the-art mappings, we significantly reduce the network size while achieving the same or even improved accuracy due to better generalization.

I am a data scientist at STATWORX, and I enjoy making data make sense.

When designing statistical models from tabular data for supervised learning tasks such as regression or classification, oftentimes it happens that some of th e observations available for fitting such models are missing values in one or more variables, usually d ue to reasons such as poor data collection practices, loss of information, participants dropping out of a survey, or similar. Many methods such as [2] or [4] overcome this issue by using heuristics to handle missing information - decision tree methods in particular, due to their splitting nature that takes one variable at a time, are particularly well suited for implicit han dling of missing data without a-priori imputation ([16]), but other methods such as gene ralized linear models or support vector machines cannot handle missing values in the same wa y, and when using them on a dataset with missing entries, these entries have to either be dr opped or imputed. Typical strategies for imputing the missing entries include: replacing them with the column mean or median, determining the most similar observations (nearest neighbors) according to the non-missing variables and taking a simple or weighted average of the m issing variable(s) from them ([11]), producing a latent representation of the data by some low-rank matrix factorization that minimizes errors on the non-missing entries and from which the m issing entries are then reconstructed ([10]), and iterative imputation that starts with so me basic imputation for all values and then cycles through each variable by constructing a mod el to predict the missing values from the non-missing observations, replacing the earlier impu tation with the model prediction and repeating until convergence ([3], [18]).

Uplift models support decision-making in marketing campaign planning. Estimating the causal effect of a marketing treatment, an uplift model facilitates targeting communication to responsive customers and efficient allocation of marketing budgets. Research into uplift models focuses on conversion models to maximize incremental sales. The paper introduces uplift modeling strategies for maximizing incremental revenues. If customers differ in their spending behavior, revenue maximization is a more plausible business objective compared to maximizing conversions. The proposed methodology entails a transformation of the prediction target, customer-level revenues, that facilitates implementing a causal uplift model using standard machine learning algorithms. The distribution of campaign revenues is typically zero-inflated because of many non-buyers. Remedies to this modeling challenge are incorporated in the proposed revenue uplift strategies in the form of two-stage models. Empirical experiments using real-world e-commerce data confirm the merits of the proposed revenue uplift strategy over relevant alternatives including uplift models for conver-sion and recently developed causal machine learning algorithms. To quantify the degree to which improved targeting decisions raise return on marketing, the paper develops a decomposition of campaign profit. Applying the decomposition to a digital coupon targeting campaign, the paper provides evidence that revenue uplift modeling, as well as causal machine learning, can improve cam-paign profit substantially.

Towards a future where machine learning systems will integrate into every aspect of people's lives, researching methods to interpret such systems is necessary, instead of focusing exclusively on enhancing their performance. Enriching the trust between these systems and people will accelerate this integration process. Many medical and retail banking/finance applications use state-of-the-art machine learning techniques to predict certain aspects of new instances. Tree ensembles, like random forests, are widely acceptable solutions on these tasks, while at the same time they are avoided due to their black-box uninterpretable nature, creating an unreasonable paradox. In this paper, we provide a sequence of actions for shedding light on the predictions of the misjudged family of tree ensemble algorithms. Using classic unsupervised learning techniques and an enhanced similarity metric, to wander among transparent trees inside a forest following breadcrumbs, the interpretable essence of tree ensembles arises. An explanation provided by these systems using our approach, which we call "LionForests", can be a simple, comprehensive rule.

How to Make AdaBoost.M1 Work for Weak Base Classifiers by Changing Only One Line of the Code (ECML 2002)

Ideally, you'll also have: A Bachelor's degree in Finance, Mathematics, Statistics or related field.

Due to their accuracies, methods based on ensembles of regression trees are a popular approach for making predictions. Some common examples include Bayesian additive regression trees, boosting and random forests. This paper focuses on honest random forests, which add honesty to the original form of random forests and are proved to have better statistical properties. The main contribution is a new method that quantifies the uncertainties of the estimates and predictions produced by honest random forests. The proposed method is based on the generalized fiducial methodology, and provides a fiducial density function that measures how likely each single honest tree is the true model. With such a density function, estimates and predictions, as well as their confidence/prediction intervals, can be obtained. The promising empirical properties of the proposed method are demonstrated by numerical comparisons with several state-of-the-art methods, and by applications to a few real data sets. Lastly, the proposed method is theoretically backed up by a strong asymptotic guarantee.

Data Science is considered as one of the most modern and fascinating jobs of our time. It can be funny and can give you satisfaction, but is it really as it's described? At the beginning of their career, Data Scientists think that Data Science is a wonderful, magical world full of algorithms, Python functions that performs every possible spell with a line of code and statistical models able to detect the most useful correlations among data that could make you an invincible superhero in your company. You start dreaming about your CEO congratulating with you and shaking your hand, you begin to see decision trees and clusters everywhere and, of course, the most terrifying neural network architectures your mind can dream. But since the very first day of your first Data Science project, you start to realize what reality is.

This study focuses on the prediction of missing six semantic relations (such as is_a and has_part) between two given nodes in RezoJDM a French lexical-semantic network. The output of this prediction is a set of pairs in which the first entries are semantic relations and the second entries are the probabilities of existence of such relations. Due to the statement of the problem we choose the random forest (RF) predictor classifier approach to tackle this problem. We take for granted the existing semantic relations, for training/test dataset, gathered and validated by crowdsourcing. We describe how all of the mentioned ideas can be followed after using the node2vec approach in the feature extraction phase. We show how this approach can lead to acceptable results.