• Mathematics, Computer Science
  • Published in AISTATS 2015

Mondrian Forests for Large-Scale Regression when Uncertainty Matters

@inproceedings{Lakshminarayanan2015MondrianFF,
  title={Mondrian Forests for Large-Scale Regression when Uncertainty Matters},
  author={Balaji Lakshminarayanan and Daniel M. Roy and Yee Whye Teh},
  booktitle={AISTATS},
  year={2015}
}
Many real-world regression problems demand a measure of the uncertainty associated with each prediction. Standard decision forests deliver efficient state-of-the-art predictive performance, but high-quality uncertainty estimates are lacking. Gaussian processes (GPs) deliver uncertainty estimates, but scaling GPs to large-scale data sets comes at the cost of approximating the uncertainty estimates. We extend Mondrian forests, first proposed by Lakshminarayanan et al. (2014) for classification… CONTINUE READING

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