Stéphane Gaïffas
Universal consistency and minimax rates for online Mondrian Forests
Jaouad Mourtada, Stéphane Gaïffas, Erwan Scornet
We establish the consistency of an algorithm of Mondrian Forests [LRT14, LRT16], a randomized classification algorithm that can be implemented online. First, we amend the original Mondrian Forest algorithm proposed in [LRT14], that considers a fixed lifetime parameter. Indeed, the fact that this parameter is fixed hinders the statistical consistency of the original procedure.