Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the MLMC framework due to their high correlation and negligible execution time once trained. However, in resource adequacy assessments, pre-labeled datasets are typically unavailable. For large-scale systems, the efficiency gains from surrogate models are often offset by the substantial time required for labeling training data. Therefore, this paper introduces a speed metric that accounts for training time in evaluating MLMC efficiency. Considering the total time budget is limited, a vote-by-committee active learning approach is proposed to reduce the required labeling calls. A case study demonstrates that, within a given computational budget, active learning in combination with MLMC can result in a substantial reduction variance.

Random forests are a machine learning method used to automatically classify datasets and consist of a multitude of decision trees. While these random forests often have higher performance and generalize better than a single decision tree, they are also harder to interpret. This paper presents a visualization method and system to increase interpretability of random forests. We cluster similar trees which enables users to interpret how the model performs in general without needing to analyze each individual decision tree in detail, or interpret an oversimplified summary of the full forest. To meaningfully cluster the decision trees, we introduce a new distance metric that takes into account both the decision rules as well as the predictions of a pair of decision trees. We also propose two new visualization methods that visualize both clustered and individual decision trees: (1) The Feature Plot, which visualizes the topological position of features in the decision trees, and (2) the Rule Plot, which visualizes the decision rules of the decision trees. We demonstrate the efficacy of our approach through a case study on the "Glass" dataset, which is a relatively complex standard machine learning dataset, as well as a small user study.

As machine learning models are increasingly deployed in sensitive application areas, the demand for interpretable and trustworthy decision-making has increased. Random Forests (RF), despite their widespread use and strong performance on tabular data, remain difficult to interpret due to their ensemble nature. We present Forest-Guided Clustering (FGC), a model-specific explainability method that reveals both local and global structure in RFs by grouping instances according to shared decision paths. FGC produces human-interpretable clusters aligned with the model's internal logic and computes cluster-specific and global feature importance scores to derive decision rules underlying RF predictions. FGC accurately recovered latent subclass structure on a benchmark dataset and outperformed classical clustering and post-hoc explanation methods. Applied to an AML transcriptomic dataset, FGC uncovered biologically coherent subpopulations, disentangled disease-relevant signals from confounders, and recovered known and novel gene expression patterns. FGC bridges the gap between performance and interpretability by providing structure-aware insights that go beyond feature-level attribution.

Learning from non-stationary data streams subject to concept drift requires models that can adapt on-the-fly while remaining resource-efficient. Existing adaptive ensemble methods often rely on coarse-grained adaptation mechanisms or simple voting schemes that fail to optimally leverage specialized knowledge. This paper introduces DriftMoE, an online Mixture-of-Experts (MoE) architecture that addresses these limitations through a novel co-training framework. DriftMoE features a compact neural router that is co-trained alongside a pool of incremental Hoeffding tree experts. The key innovation lies in a symbiotic learning loop that enables expert specialization: the router selects the most suitable expert for prediction, the relevant experts update incrementally with the true label, and the router refines its parameters using a multi-hot correctness mask that reinforces every accurate expert. This feedback loop provides the router with a clear training signal while accelerating expert specialization. We evaluate DriftMoE's performance across nine state-of-the-art data stream learning benchmarks spanning abrupt, gradual, and real-world drifts testing two distinct configurations: one where experts specialize on data regimes (multi-class variant), and another where they focus on single-class specialization (task-based variant). Our results demonstrate that DriftMoE achieves competitive results with state-of-the-art stream learning adaptive ensembles, offering a principled and efficient approach to concept drift adaptation.

Identifying the factors driving data shifts in tabular datasets is a significant challenge for analysis and decision support systems, especially those focusing on healthcare. Privacy rules restrict data access, and noise from complex processes hinders analysis. To address this challenge, we propose SIFOTL (Statistically-Informed Fidelity-Optimization Method for Tabular Learning) that (i) extracts privacy-compliant data summary statistics, (ii) employs twin XGBoost models to disentangle intervention signals from noise with assistance from LLMs, and (iii) merges XGBoost outputs via a Pareto-weighted decision tree to identify interpretable segments responsible for the shift. Unlike existing analyses which may ignore noise or require full data access for LLM-based analysis, SIFOTL addresses both challenges using only privacy-safe summary statistics. Demonstrating its real-world efficacy, for a MEPS panel dataset mimicking a new Medicare drug subsidy, SIFOTL achieves an F1 score of 0.85, substantially outperforming BigQuery Contribution Analysis (F1=0.46) and statistical tests (F1=0.20) in identifying the segment receiving the subsidy. Furthermore, across 18 diverse EHR datasets generated based on Synthea ABM, SIFOTL sustains F1 scores of 0.86-0.96 without noise and >= 0.75 even with injected observational noise, whereas baseline average F1 scores range from 0.19-0.67 under the same tests. SIFOTL, therefore, provides an interpretable, privacy-conscious workflow that is empirically robust to observational noise.

Combining randomized estimators in an ensemble, such as via random forests, has become a fundamental technique in modern data science, but can be computationally expensive. Furthermore, the mechanism by which this improves predictive performance is poorly understood. We address these issues in the context of sparse linear regression by proposing and analyzing an ensemble of greedy forward selection estimators that are randomized by feature subsampling -- at each iteration, the best feature is selected from within a random subset. We design a novel implementation based on dynamic programming that greatly improves its computational efficiency. Furthermore, we show via careful numerical experiments that our method can outperform popular methods such as lasso and elastic net across a wide range of settings. Next, contrary to prevailing belief that randomized ensembling is analogous to shrinkage, we show via numerical experiments that it can simultaneously reduce training error and degrees of freedom, thereby shifting the entire bias-variance trade-off curve of the base estimator. We prove this fact rigorously in the setting of orthogonal features, in which case, the ensemble estimator rescales the ordinary least squares coefficients with a two-parameter family of logistic weights, thereby enlarging the model search space. These results enhance our understanding of random forests and suggest that implicit regularization in general may have more complicated effects than explicit regularization.

Privacy and regulatory barriers often hinder centralized machine learning solutions, particularly in sectors like healthcare where data cannot be freely shared. Federated learning has emerged as a powerful paradigm to address these concerns; however, existing frameworks primarily support gradient-based models, leaving a gap for more interpretable, tree-based approaches. This paper introduces a federated learning framework for Random Forest classifiers that preserves data privacy and provides robust performance in distributed settings. By leveraging PySyft for secure, privacy-aware computation, our method enables multiple institutions to collaboratively train Random Forest models on locally stored data without exposing sensitive information. The framework supports weighted model averaging to account for varying data distributions, incremental learning to progressively refine models, and local evaluation to assess performance across heterogeneous datasets. Experiments on two real-world healthcare benchmarks demonstrate that the federated approach maintains competitive predictive accuracy - within a maximum 9\% margin of centralized methods - while satisfying stringent privacy requirements. These findings underscore the viability of tree-based federated learning for scenarios where data cannot be centralized due to regulatory, competitive, or technical constraints. The proposed solution addresses a notable gap in existing federated learning libraries, offering an adaptable tool for secure distributed machine learning tasks that demand both transparency and reliable performance. The tool is available at https://github.com/ieeta-pt/fed_rf.

Many critical decision-making tasks are now delegated to machine-learned models, and it is imperative that their decisions are trustworthy and reliable, and their outputs are consistent across similar inputs. We identify a new source of unreliable behaviors-called glitches-which may significantly impair the reliability of AI models having steep decision boundaries. Roughly speaking, glitches are small neighborhoods in the input space where the model's output abruptly oscillates with respect to small changes in the input. We provide a formal definition of glitches, and use well-known models and datasets from the literature to demonstrate that they have widespread existence and argue they usually indicate potential model inconsistencies in the neighborhood of where they are found. We proceed to the algorithmic search of glitches for widely used gradient-boosted decision tree (GBDT) models. We prove that the problem of detecting glitches is NP-complete for tree ensembles, already for trees of depth 4. Our glitch-search algorithm for GBDT models uses an MILP encoding of the problem, and its effectiveness and computational feasibility are demonstrated on a set of widely used GBDT benchmarks taken from the literature.

Handling missing values is a common challenge in biostatistical analyses, typically addressed by imputation methods. We propose a novel, fast, and easy-to-use imputation method called missing value imputation with adversarial random forests (MissARF), based on generative machine learning, that provides both single and multiple imputation. MissARF employs adversarial random forest (ARF) for density estimation and data synthesis. To impute a missing value of an observation, we condition on the non-missing values and sample from the estimated conditional distribution generated by ARF. Our experiments demonstrate that MissARF performs comparably to state-of-the-art single and multiple imputation methods in terms of imputation quality and fast runtime with no additional costs for multiple imputation.

Causal forests have become a popular tool for estimating how treatment effects vary across individuals (Wager and Athey, 2018). They are used in a growing number of domains--including marketing, operations, economics, and public policy--to personalize interventions and inform targeting strategies. Since 2019, dozens of papers in INFORMS journals alone have applied causal forests to experimental or observational data (see Appendix C), often with the goal of estimating individual-level treatment effects. The method builds on a familiar idea: instead of estimating a single average effect for the whole population, we split the population into subgroups based on observed features and estimate effects within each group. This is conceptually similar to how random forests estimate outcomes, except now the goal is to estimate causal effects. But there is a crucial modeling difference: unlike random forests, which typically use the full training data for both splitting and estimation, causal forests often divide the training data in two--using one part to decide how to form the subgroups, and the other to estimate effects within them. This practice, known as honest estimation, is meant to prevent overfitting and selection bias (Athey and Imbens, 2016). It is the default in widely used software packages such as grf (Athey et al., 2019) and EconML (Battocchi et al., 2019), and is commonly recommended in applied research. But is this default always a good idea? 1