Machine Learning (ML), as described by Mitchell et al. (1990), is a multidisciplinary subfield of Artificial Intelligence (AI) focused on developing and implementing algorithms and statistical models that enable computer systems to perform data-driven tasks or make predictions through "leveraging data" and iterative learning processes. This data-driven approach guides the design of ML algorithms, allowing them to grasp the distributions and structures within datasets and unveil correlations that elude traditional mathematical and statistical methods. Professionals in data-related fields, such as data scientists and ML engineers, can engage in autonomous decision-making based on data and benefit from cutting-edge predictions generated by modern ML models. In recent decades, ML has significantly reshaped various industries and gained widespread popularity in academia due to its exceptional predictive capabilities. As summarized by Jordan and Mitchell (2015), ML has made significant contributions in various fields, including robotics, autonomous driving, language processing, and computer vision. The medical and healthcare industry, as suggested by Kononenko (2001) and Qayyum et al. (2020), is increasingly adopting ML for applications such as medical image analysis and clinical treatments. Furthermore, ML models have significantly improved personalization and targeting, marketing strategy, and customer engagement in the marketing sector, as summarized by Ma and Sun (2020). Guerra and Castelli (2021) present the ML innovations in the banking sector, particularly in the analysis of liquidity risks, bank risks, and credit risks. Additionally, there is a growing trend in adopting ML models in the insurance sector and among actuarial researchers and industry practitioners, as evidenced by recent literature.

This paper introduces a novel supervised classification strategy that integrates functional data analysis (FDA) with tree-based methods, addressing the challenges of high-dimensional data and enhancing the classification performance of existing functional classifiers. Specifically, we propose augmented versions of functional classification trees and functional random forests, incorporating a new tool for assessing the importance of functional principal components. This tool provides an ad-hoc method for determining unbiased permutation feature importance in functional data, particularly when dealing with correlated features derived from successive derivatives. Our study demonstrates that these additional features can significantly enhance the predictive power of functional classifiers. Experimental evaluations on both real-world and simulated datasets showcase the effectiveness of the proposed methodology, yielding promising results compared to existing methods.

When it comes to the safety of cosmetic products, compliance with regulatory standards is crucialto guarantee consumer protection against the risks of skin irritation. Toxicologists must thereforebe fully conversant with all risks. This applies not only to their day-to-day work, but also to allthe algorithms they integrate into their routines. Recognizing this, ensuring the reproducibility ofalgorithms becomes one of the most crucial aspects to address.However, how can we prove the robustness of an algorithm such as the random forest, that reliesheavily on randomness? In this report, we will discuss the strategy of integrating random forest intoocular tolerance assessment for toxicologists.We will compare four packages: randomForest and Ranger (R packages), adapted in Python via theSKRanger package, and the widely used Scikit-Learn with the RandomForestClassifier() function.Our goal is to investigate the parameters and sources of randomness affecting the outcomes ofRandom Forest algorithms.By setting comparable parameters and using the same Pseudo-Random Number Generator (PRNG),we expect to reproduce results consistently across the various available implementations of therandom forest algorithm. Nevertheless, this exploration will unveil hidden layers of randomness andguide our understanding of the critical parameters necessary to ensure reproducibility across all fourimplementations of the random forest algorithm.

The advent of big data has raised significant challenges in analysing high-dimensional datasets across various domains such as medicine, ecology, and economics. Functional Data Analysis (FDA) has proven to be a robust framework for addressing these challenges, enabling the transformation of high-dimensional data into functional forms that capture intricate temporal and spatial patterns. However, despite advancements in functional classification methods and very high performance demonstrated by combining FDA and ensemble methods, a critical gap persists in the literature concerning the transparency and interpretability of black-box models, e.g. Functional Random Forests (FRF). In response to this need, this paper introduces a novel suite of explainability tools to illuminate the inner mechanisms of FRF. We propose using Functional Partial Dependence Plots (FPDPs), Functional Principal Component (FPC) Probability Heatmaps, various model-specific and model-agnostic FPCs' importance metrics, and the FPC Internal-External Importance and Explained Variance Bubble Plot. These tools collectively enhance the transparency of FRF models by providing a detailed analysis of how individual FPCs contribute to model predictions. By applying these methods to an ECG dataset, we demonstrate the effectiveness of these tools in revealing critical patterns and improving the explainability of FRF.

Since their introduction by Breiman, Random Forests (RFs) have proven to be useful for both classification and regression tasks. The RF prediction of a previously unseen observation can be represented as a weighted sum of all training sample observations. This nearest-neighbor-type representation is useful, among other things, for constructing forecast distributions (Meinshausen, 2006). In this paper, we consider simplifying RF-based forecast distributions by sparsifying them. That is, we focus on a small subset of nearest neighbors while setting the remaining weights to zero. This sparsification step greatly improves the interpretability of RF predictions. It can be applied to any forecasting task without re-training existing RF models. In empirical experiments, we document that the simplified predictions can be similar to or exceed the original ones in terms of forecasting performance. We explore the statistical sources of this finding via a stylized analytical model of RFs. The model suggests that simplification is particularly promising if the unknown true forecast distribution contains many small weights that are estimated imprecisely.

Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to infer the properties of the true data-generating process (DGP). In this paper, we demonstrate that while model-based Shapley values might be accurate explainers of model predictions, machine learning models themselves are often poor explainers of the DGP even if the model is highly accurate. Particularly in the presence of interrelated or noisy variables, the output of a highly predictive model may fail to account for these relationships. This implies explanations of a trained model's behavior may fail to provide meaningful insight into the DGP. In this paper we introduce a novel variable importance algorithm, Shapley Marginal Surplus for Strong Models, that samples the space of possible models to come up with an inferential measure of feature importance. We compare this method to other popular feature importance methods, both Shapley-based and non-Shapley based, and demonstrate significant outperformance in inferential capabilities relative to other methods.

Sleep plays a crucial role in neonatal development. Monitoring the sleep patterns in neonates in a Neonatal Intensive Care Unit (NICU) is imperative for understanding the maturation process. While polysomnography (PSG) is considered the best practice for sleep classification, its expense and reliance on human annotation pose challenges. Existing research often relies on multichannel EEG signals; however, concerns arise regarding the vulnerability of neonates and the potential impact on their sleep quality. This paper introduces a novel approach to neonatal sleep stage classification using a single-channel gradient boosting algorithm with Hjorth features. The gradient boosting parameters are fine-tuned using random search cross-validation (randomsearchCV), achieving an accuracy of 82.35% for neonatal sleep-wake classification. Validation is conducted through 5-fold cross-validation. The proposed algorithm not only enhances existing neonatal sleep algorithms but also opens avenues for broader applications.

Combining multiple predictors obtained from distributed data sources to an accurate meta-learner is promising to achieve enhanced performance in lots of prediction problems. As the accuracy of each predictor is usually unknown, integrating the predictors to achieve better performance is challenging. Conventional ensemble learning methods assess the accuracy of predictors based on extensive labeled data. In practical applications, however, the acquisition of such labeled data can prove to be an arduous task. Furthermore, the predictors under consideration may exhibit high degrees of correlation, particularly when similar data sources or machine learning algorithms were employed during their model training. In response to these challenges, this paper introduces a novel structured unsupervised ensemble learning model (SUEL) to exploit the dependency between a set of predictors with continuous predictive scores, rank the predictors without labeled data and combine them to an ensembled score with weights. Two novel correlation-based decomposition algorithms are further proposed to estimate the SUEL model, constrained quadratic optimization (SUEL.CQO) and matrix-factorization-based (SUEL.MF) approaches. The efficacy of the proposed methods is rigorously assessed through both simulation studies and real-world application of risk genes discovery. The results compellingly demonstrate that the proposed methods can efficiently integrate the dependent predictors to an ensemble model without the need of ground truth data.

This research delves into the utilization of smartwatch sensor data and heart rate monitoring to discern individual emotions based on body movement and heart rate. Emotions play a pivotal role in human life, influencing mental well-being, quality of life, and even physical and physiological responses. The data were sourced from prior research by Juan C. Quiroz, PhD. The study enlisted 50 participants who donned smartwatches and heart rate monitors while completing a 250-meter walk. Emotions were induced through both audio-visual and audio stimuli, with participants' emotional states evaluated using the PANAS questionnaire. The study scrutinized three scenarios: viewing a movie before walking, listening to music before walking, and listening to music while walking. Personal baselines were established using DummyClassifier with the 'most_frequent' strategy from the sklearn library, and various models, including Logistic Regression and Random Forest, were employed to gauge the impacts of these activities. Notably, a novel approach was undertaken by incorporating hyperparameter tuning to the Random Forest model using RandomizedSearchCV. The outcomes showcased substantial enhancements with hyperparameter tuning in the Random Forest model, yielding mean accuracies of 86.63% for happy vs. sad and 76.33% for happy vs. neutral vs. sad.

We demonstrate that adaptively controlling the size of individual regression trees in a random forest can improve predictive performance, contrary to the conventional wisdom that trees should be fully grown. A fast pruning algorithm, alpha-trimming, is proposed as an effective approach to pruning trees within a random forest, where more aggressive pruning is performed in regions with a low signal-to-noise ratio. The amount of overall pruning is controlled by adjusting the weight on an information criterion penalty as a tuning parameter, with the standard random forest being a special case of our alpha-trimmed random forest. A remarkable feature of alpha-trimming is that its tuning parameter can be adjusted without refitting the trees in the random forest once the trees have been fully grown once. In a benchmark suite of 46 example data sets, mean squared prediction error is often substantially lowered by using our pruning algorithm and is never substantially increased compared to a random forest with fully-grown trees at default parameter settings.