A simplified directional KeRF algorithm (2407.04042v2)

Abstract: Random forest methods belong to the class of non-parametric machine learning algorithms. They were first introduced in 2001 by Breiman and they perform with accuracy in high dimensional settings. In this article, we consider, a simplified kernel-based random forest algorithm called simplified directional KeRF (Kernel Random Forest). We establish the asymptotic equivalence between simplified directional KeRF and centered KeRF, with additional numerical experiments supporting our theoretical results.