Random Forests in 2023: Modern Extensions of a Powerful Method

Random Forests came a long way

In terms of Machine Learning timelines, Random Forests (RFs), introduced in the seminal paper of Breimann ([1]), are ancient. Despite their age, they keep impressing with their performance and are a topic of active research. The goal of this article is to highlight what a versatile toolbox Random Forest methods have become, focussing on Generalized Random Forest (GRF) and Distributional Random Forest (DRF).

In short, …

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