Random forest with acceptance–rejection trees

Peter Calhoun, Melodie J. Hallett, Xiaogang Su, Guy Cafri, Richard A. Levine and Juanjuan Fan ()
Additional contact information
Peter Calhoun: Jaeb Center for Health Research
Melodie J. Hallett: San Diego State University
Xiaogang Su: University of Texas
Guy Cafri: Johnson & Johnson Medical Devices
Richard A. Levine: San Diego State University
Juanjuan Fan: San Diego State University

Computational Statistics, 2020, vol. 35, issue 3, No 4, 983-999

Abstract: Abstract In this paper, we propose a new random forest method based on completely randomized splitting rules with an acceptance–rejection criterion for quality control. We show how the proposed acceptance–rejection (AR) algorithm can outperform the standard random forest algorithm (RF) and some of its variants including extremely randomized (ER) trees and smooth sigmoid surrogate (SSS) trees. Twenty datasets were analyzed to compare prediction performance and a simulated dataset was used to assess variable selection bias. In terms of prediction accuracy for classification problems, the proposed AR algorithm performed the best, with ER being the second best. For regression problems, RF and SSS performed the best, followed by AR, and then ER at the last. However, each algorithm was most accurate for at least one study. We investigate scenarios where the AR algorithm can yield better predictive performance. In terms of variable importance, both RF and SSS demonstrated selection bias in favor of variables with many possible splits, while both ER and AR largely removed this bias.

Keywords: Classification and regression trees; Supervised learning; Prediction; Variable selection bias; Ensemble methods (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00180-019-00929-4

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