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Record W2916199673 · doi:10.1177/0962280219829885

Prediction intervals with random forests

2019· article· en· W2916199673 on OpenAlexaff
Marie-Hélène Roy, Denis Larocque

Bibliographic record

VenueStatistical Methods in Medical Research · 2019
Typearticle
Languageen
FieldComputer Science
TopicMachine Learning and Data Classification
Canadian institutionsHEC Montréal
Fundersnot available
KeywordsRandom forestComputer scienceCovariatePrediction intervalCalibrationTree (set theory)Data miningRegressionInterval (graph theory)Parametric statisticsCartStatisticsMachine learningMathematics

Abstract

fetched live from OpenAlex

The classical and most commonly used approach to building prediction intervals is the parametric approach. However, its main drawback is that its validity and performance highly depend on the assumed functional link between the covariates and the response. This research investigates new methods that improve the performance of prediction intervals with random forests. Two aspects are explored: The method used to build the forest and the method used to build the prediction interval. Four methods to build the forest are investigated, three from the classification and regression tree (CART) paradigm and the transformation forest method. For CART forests, in addition to the default least-squares splitting rule, two alternative splitting criteria are investigated. We also present and evaluate the performance of five flexible methods for constructing prediction intervals. This yields 20 distinct method variations. To reliably attain the desired confidence level, we include a calibration procedure performed on the out-of-bag information provided by the forest. The 20 method variations are thoroughly investigated, and compared to five alternative methods through simulation studies and in real data settings. The results show that the proposed methods are very competitive. They outperform commonly used methods in both in simulation settings and with real data.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.020
metaresearch head score (Gemma)0.066
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.020
Threshold uncertainty score0.108

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0200.066
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0030.002
Science and technology studies0.0010.001
Scholarly communication0.0020.003
Open science0.0030.002
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.117
GPT teacher head0.530
Teacher spread0.412 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations53
Published2019
Admission routes1
Has abstractyes

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