The Infinitesimal Jackknife and Combinations of Models

1 code implementation • 31 Aug 2022 • Indrayudh Ghosal, Yunzhe Zhou, Giles Hooker

In this paper we extend the Infinitesimal Jackknife to estimate the covariance between any two models.

Generalised Boosted Forests

no code implementations • 24 Feb 2021 • Indrayudh Ghosal, Giles Hooker

We use these residuals and some corresponding weights to fit a base random forest and then repeat the same to obtain a boost random forest.

Boosting Random Forests to Reduce Bias; One-Step Boosted Forest and its Variance Estimate

1 code implementation • 21 Mar 2018 • Indrayudh Ghosal, Giles Hooker

In this paper we propose using the principle of boosting to reduce the bias of a random forest prediction in the regression setting.

Prediction Intervals