Corpus ID: 216641608

Asymptotic Properties of High-Dimensional Random Forests

@article{Chi2020AsymptoticPO,
  title={Asymptotic Properties of High-Dimensional Random Forests},
  author={Chien-Ming Chi and Patrick Vossler and Yingying Fan and Jinchi Lv},
  journal={arXiv: Statistics Theory},
  year={2020}
}
  • Chien-Ming Chi, Patrick Vossler, +1 author Jinchi Lv
  • Published 2020
  • Mathematics
  • arXiv: Statistics Theory
  • As a flexible nonparametric learning tool, random forest has been widely applied to various real applications with appealing empirical performance, even in the presence of high-dimensional feature space. Unveiling the underlying mechanisms has led to some important recent theoretical results on consistency under the classical setting of fixed dimensionality or for some modified version of the random forest algorithm. Yet the consistency rates of the original version of the random forest… CONTINUE READING

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