open access publication

Article, 2024

Medoid splits for efficient random forests in metric spaces

Computational Statistics and Data Analysis, ISSN 0167-9473, Volume 198, 10.1016/j.csda.2024.107995

Contributors

Bulte M. 0000-0001-8431-758X (Corresponding author) [1] [2] Sorensen H. 0000-0001-5273-6093 [2]

Affiliations

  1. [1] Bielefeld University
  2. [NORA names: Germany; Europe, EU; OECD];
  3. [2] University of Copenhagen
  4. [NORA names: KU University of Copenhagen; University; Denmark; Europe, EU; Nordic; OECD]

Abstract

An adaptation of the random forest algorithm for Fréchet regression is revisited, addressing the challenge of regression with random objects in metric spaces. To overcome the limitations of previous approaches, a new splitting rule is introduced, substituting the computationally expensive Fréchet means with a medoid-based approach. The asymptotic equivalence of this method to Fréchet mean-based procedures is demonstrated, along with the consistency of the associated regression estimator. This approach provides a sound theoretical framework and a more efficient computational solution to Fréchet regression, broadening its application to non-standard data types and complex use cases.

Keywords

Least squares regression, Medoid, Metric spaces, Random forest, Random objects

Funders

  • H2020 Marie Skłodowska-Curie Actions
  • Horizon 2020

Data Provider: Elsevier