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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Targeted tuning of random forests for quantile estimation...
Matthew Berkowitz, Rachel MacKay Altman, Thomas M. Loughin · 2025-07-02 · via stat.ML updates on arXiv.org

We present a novel tuning procedure for random forests (RFs) that improves the accuracy of estimated quantiles and produces valid, relatively narrow prediction intervals. While RFs are typically used to estimate mean responses (conditional on covariates), they can also be used to estimate quantiles by estimating the full distribution of the response. However, standard approaches for building RFs often result in excessively biased quantile estimates. To reduce this bias, our proposed tuning procedure minimizes "quantile coverage loss" (QCL), which we define as the estimated bias of the marginal quantile coverage probability estimate based on the out-of-bag sample. We adapt QCL tuning to handle censored data and demonstrate its use with random survival forests. We show that QCL tuning results in quantile estimates with more accurate coverage probabilities than those achieved using default parameter values or traditional tuning (using MSPE for uncensored data and C-index for censored data), while also reducing the estimated MSE of these coverage probabilities. We discuss how the superior performance of QCL tuning is linked to its alignment with the estimation goal. Finally, we explore the validity and width of prediction intervals created using this method.