Improved convergence rates for some kernel random forest algorithms

Abstract

Random forests are notable learning algorithms introduced by Breiman in 2001. They are widely used for classification and regression tasks and their mathematical properties are under ongoing research. We consider a specific class of random forest algorithms related to kernel methods, the so-called Kernel Random Forests (KeRF). In particular, we investigate thoroughly two explicit algorithms, designed independently of the data set, the centered KeRF and the uniform KeRF. In the present article, we provide an improvement in the rate of convergence for both algorithms and we explore the related reproducing kernel Hilbert space defined by the explicit kernel of the centered random forest.

Keywords

• nonparametric statistics
• kernel random forests
• reproducing kernel spaces