Online Program

Return to main conference page

All Times EDT

Thursday, June 4
Machine Learning
Modern Inference in Statistical Machine Learning
Thu, Jun 4, 11:40 AM - 12:45 PM
TBD
 

Predictive Inference with Random Forests (308285)

*Lucas Mentch, University of Pittsburgh 

Tree-based methods and their ensemble extensions remain a popular tool in the statistical machine learning domain. In addition to their demonstrated robust predictive accuracy, a variety of ad hoc tools are available to assist in understanding the model fit and underlying processes. In recent years, a flurry of theoretical developments investigating the consistency and asymptotic distributions of predictions from such methods has helped to pull these tools further within the domain of statistics. We will highlight a number of these developments and discuss how those results pave the way for more traditional statistical analyses to be performed within these normally black-box procedures. We focus in particular on generating confidence intervals for predictions, the development of formal hypothesis tests for variable importance, efficient variable screening procedures, as well as a recent proposal based on classical permutation tests that allows such procedures to scale to big-data settings and to be performed at many locations throughout the feature space simultaneously. High dimensional issues and the implicit regularization resulting from the additional randomness will also be discussed.