Search Results for author: Joshua Rosaler

Found 4 papers, 0 papers with code

Explainable Unsupervised Anomaly Detection with Random Forest

no code implementations22 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.

Feature Importance Unsupervised Anomaly Detection

Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning

no code implementations3 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.

Metric Learning

Quantile Regression using Random Forest Proximities

no code implementations5 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.

Prediction Intervals quantile regression

Enhanced Local Explainability and Trust Scores with Random Forest Proximities

no code implementations19 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.

Prediction regression

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