Quantile Regression Forests for 'ranger'

This is the implementation of quantile regression forests for the fast random forest package 'ranger'.

Recursive Partitioning for Modeling Survey Data

Functions to allow users to build and analyze design consistent tree and random forest models using survey data from a complex sample design. The tree model algorithm can fit a linear model to survey data in each node obtained by recursively partitioning the data. The splitting variables and selected splits are obtained using a randomized permutation test procedure which adjusted for complex sample design features used to obtain the data. Likewise the model fitting algorithm produces design-consistent coefficients to any specified least squares linear model between the dependent and independent variables used in the end nodes. The main functions return the resulting binary tree or random forest as an object of "rpms" or "rpms_forest" type. The package also provides methods modeling a "boosted" tree or forest model and a tree model for zero-inflated data as well as a number of functions and methods available for use with these object types.

Kernel Factory: An Ensemble of Kernel Machines

Binary classification based on an ensemble of kernel machines ("Ballings, M. and Van den Poel, D. (2013), Kernel Factory: An Ensemble of Kernel Machines. Expert Systems With Applications, 40(8), 2904-2913"). Kernel factory is an ensemble method where each base classifier (random forest) is fit on the kernel matrix of a subset of the training data.

Spatial Machine Learning

Implements a spatial extension of the random forest algorithm (Georganos et al. (2019) ). Allows for a geographically weighted random forest regression including a function to find the optical bandwidth. (Georganos and Kalogirou (2022) < https://www.mdpi.com/2220-9964/11/9/471>).

Double Machine Learning

Yang(2020,) come up with Double Machine Learning model ,it is based on this model, using four machine learning methods-- bagging, Boosting, random forest and neural network, and then based on the four models for two different combinations of the integrated model -- linear model combination and random forest .

Clustering Analysis Using Survival Tree and Forest Algorithms

An outcome-guided algorithm is developed to identify clusters of samples with similar characteristics and survival rate. The algorithm first builds a random forest and then defines distances between samples based on the fitted random forest. Given the distances, we can apply hierarchical clustering algorithms to define clusters. Details about this method is described in < https://github.com/luyouepiusf/SurvivalClusteringTree>.

Implements Under/Oversampling for Probability Estimation

Implements under/oversampling for probability estimation. To be used with machine learning methods such as AdaBoost, random forests, etc.

Multivariate Outlier Detection and Replacement

Provides a random forest based implementation of the method described in Chapter 7.1.2 (Regression model based anomaly detection) of Chandola et al. (2009) . It works as follows: Each numeric variable is regressed onto all other variables by a random forest. If the scaled absolute difference between observed value and out-of-bag prediction of the corresponding random forest is suspiciously large, then a value is considered an outlier. The package offers different options to replace such outliers, e.g. by realistic values found via predictive mean matching. Once the method is trained on a reference data, it can be applied to new data.

A General Iterative Clustering Algorithm

An iterative algorithm that improves the proximity matrix (PM) from a random forest (RF) and the resulting clusters as measured by the silhouette score.

Interpret Tree Ensembles

For tree ensembles such as random forests, regularized random forests and gradient boosted trees, this package provides functions for: extracting, measuring and pruning rules; selecting a compact rule set; summarizing rules into a learner; calculating frequent variable interactions; formatting rules in latex code. Reference: Interpreting tree ensembles with inTrees (Houtao Deng, 2019, ).