![Pierre Geurts: Random forests variable importances: towards a better understanding [...] mathematics museum](https://i.ytimg.com/vi/9g8avNvWwWo/maxresdefault.jpg)
Abstract: Random forests are among the most popular supervised machine learning methods. One of their most practically useful features is the possibility to derive from the ensemble of trees an importance score for each input variable that assesses its relevance for predicting the output. These importance scores have been successfully applied on many problems, notably in bioinformatics, but they are still not well understood from a theoretical point of view. In this talk, I will present our recent works towards a better understanding, and consequently a better exploitation, of these measures. In the first part of my talk, I will present a theoretical analysis of the mean decrease impurity importance in asymptotic ensemble and sample size conditions. Our main results include an explicit formulation of this measure in the case of ensemble of totally randomized trees and a discussion of the conditions under which this measure is consistent with respect to a common definition of variable relevance. The second part of the talk will be devoted to the analysis of finite tree ensembles in a constrained framework that assumes that each tree can be built only from a subset of variables of fixed size. This setting is motivated by very high dimensional problems, or embedded systems, where one can not assume that all variables can fit into memory. We first consider a simple method that grows each tree on a subset of variables randomly and uniformly selected among all variables. We analyse the consistency and convergence rate of this method for the identification of all relevant variables under various problem and algorithm settings. From this analysis, we then motivate and design a modified variable sampling mechanism that is shown to significantly improve convergence in several conditions.
Recording during the Thematic month on statistics - Week 1: "Statistical learning" the February 2,2016 at the Centre International de Rencontres Mathématiques (Marseille, France)
Filmmaker: Guillaume Hennenfent
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library:
http://library.cirm-math.fr. And discover all its functionalities:
- Chapter markers and keywords to watch the parts of your choice in the video
- Videos enriched with abstracts, bibliographies, Mathematics Subject Classification
- Multi-criteria search by author, title, tags, mathematical area
Pierre Geurts: Random forests variable importances: towards a better understanding [...] mathematics museum |
14 Likes | 14 Dislikes |
2,073 views views | 10K followers |
Science & Technology | Upload TimePublished on 1 Mar 2016 |
Related keywords
- marseilles miami
- mathématiques fondamentales
- mathématiques financières cours
- mathematics degree
- marseille netflix
- frances tiafoe
- marseille france
- mathématiques 6ème
- mathematics for economists
- mathématiques appliquées
- marseille temporada 3
- marseille usados
- frances mcdormand
- marseilles hotel miami tripadvisor
- mathématiques financières
- marseillaise
- frances bean cobain
- marseille serie
- marseille st charles
- mathematics for computer science
- france abortion laws
- francesca eastwood
- mathématiques 3ème
- francescas
- mathematics for machine learning
- marseille repuestos rosario
- mathematics mos def
- mathematics that works for geometry answers
- marseille la casa de papel
- mathématiques discrètes
- mathematics jobs
- marseille fc
- mathématiques sans frontières
- frances fisher
- mathématiques vision apprentissage
- mathematics definition
- mathematics books
- francesca capaldi
- mathematics in spanish
- mathématiques 103
- frances ha
- marseilles beachfront
- mathematics major
- francesca battistelli
- marseilles hotel
- marseille imdb
- marseille rosario
- frances valentine
- mathematics science and technology
- mathematics degree jobs
- mathematics of poker
- france map
- mathematics lyrics
- frances conroy
- france news
- francesca hayward
- mathematics of finance
- marseille sofifa
- mathématiques appliquées pdf
- mathématiques 436
- mathématiques informatique
- mathématiques modernes
- mathématiques secondaire 1
- mathematics genealogy
- mathematics wu tang
- frances farmer
- france world cup
- mathématiques financières pdf
- mathématiques exercices
- marseille rosario citroen
- mathématiques ce1
- mathematics vision project
- france 24
- mathématiques cm2
- mathématiques cm1
- marsella francia
- france president
- marseille usados rosario garage
- francescos
Không có nhận xét nào:
Đăng nhận xét