open access publication

Article, 2024

Medoid splits for efficient random forests in metric spaces

Computational Statistics & Data Analysis, ISSN 1872-7352, 0167-9473, Volume 198, Page 107995, 10.1016/j.csda.2024.107995

Contributors

Bulté, Matthieu 0000-0001-8431-758X (Corresponding author) [1] [2] Sørensen, Helle 0000-0001-5273-6093 [2]

Affiliations

  1. [1] Bielefeld University
  2. [NORA names: Germany; Europe, EU; OECD];
  3. [2] University of Copenhagen
  4. [NORA names: KU University of Copenhagen; University; Denmark; Europe, EU; Nordic; OECD]

Abstract

An adaptation of the random forest algorithm for Fréchet regression is revisited, addressing the challenge of regression with random objects in metric spaces. To overcome the limitations of previous approaches, a new splitting rule is introduced, substituting the computationally expensive Fréchet means with a medoid-based approach. The asymptotic equivalence of this method to Fréchet mean-based procedures is demonstrated, along with the consistency of the associated regression estimator. This approach provides a sound theoretical framework and a more efficient computational solution to Fréchet regression, broadening its application to non-standard data types and complex use cases.

Keywords

Frechet, adaptation, algorithm, approach, asymptotic equivalence, cases, complex, complex use cases, computing solutions, consistency, data, data types, efficient computational solution, efficient random forest, equivalence, forest, forest algorithm, framework, limitations, medoids, method, metric space, objective, procedure, random forest, random forest algorithm, random objects, regression, solution, sound theoretical framework, space, theoretical framework, type, use cases

Funders

  • European Commission

Data Provider: Digital Science