no code implementations • 22 Apr 2025 • Joshua S. Harvey, Joshua Rosaler, Mingshu Li, Dhruv Desai, Dhagash Mehta
We describe the use of an unsupervised Random Forest for similarity learning and improved unsupervised anomaly detection.
no code implementations • 3 Feb 2025 • Joshua Rosaler, Luca Candelori, Vahagn Kirakosyan, Kharen Musaelian, Ryan Samson, Martin T. Wells, Dhagash Mehta, Stefano Pasquali
We investigate the application of quantum cognition machine learning (QCML), a novel paradigm for both supervised and unsupervised learning tasks rooted in the mathematical formalism of quantum theory, to distance metric learning in corporate bond markets.
no code implementations • 5 Aug 2024 • Mingshu Li, Bhaskarjit Sarmah, Dhruv Desai, Joshua Rosaler, Snigdha Bhagat, Philip Sommer, Dhagash Mehta
Recently, quantile regression forests (QRF) have emerged as a promising solution: Unlike most basic quantile regression methods that need separate models for each quantile, quantile regression forests estimate the entire conditional distribution of the target variable with a single model, while retaining all the salient features of a typical random forest.
no code implementations • 19 Oct 2023 • Joshua Rosaler, Dhruv Desai, Bhaskarjit Sarmah, Dimitrios Vamvourellis, Deran Onay, Dhagash Mehta, Stefano Pasquali
We initiate a novel approach to explain the predictions and out of sample performance of random forest (RF) regression and classification models by exploiting the fact that any RF can be mathematically formulated as an adaptive weighted K nearest-neighbors model.