Eliza O’Reilly, “The Stochastic Geometry of Randomized Decision Trees and Forests”
Please join us on Tuesday, October 3, 2023 at 12:00pm in Clark Hall Room 110 and on ZOOM for the
CIS & MINDS Seminar Series:
Guest: Eliza O’Reilly
Assistant Professor
Johns Hopkins University
Topic: “The Stochastic Geometry of Randomized Decision Trees and Forests”
Join Zoom Meeting: https://wse.zoom.us/j/95386212146
Passcode: cis&minds
Eliza O’Reilly
Associate Professor
Johns Hopkins University
“The Stochastic Geometry of Randomized Decision Trees and Forests”
Abstract: Random forests are a popular class of algorithms used for regression and classification that are ensembles of randomized decision trees built from axis-aligned partitions of the feature space. One particular variant, called Mondrian forests, were proposed to handle the online setting and are the first class of random forests for which minimax optimal rates were obtained in arbitrary dimension. However, the restriction to axis-aligned splits fails to capture dependencies between features, and random forest algorithms using oblique splits have shown improved empirical performance. By viewing the partitioning process generating Mondrian trees as a special case of the stable under iteration (STIT) process in stochastic geometry, we utilize the theory of stationary random tessellations to show that a large class of random forests with oblique splits can achieve minimax optimal rates of convergence and illustrate how they can obtain improved rates in high dimensional feature space depending on the choice of split directions. This talk is based on joint work with Ngoc Mai Tran.
Biography: Eliza O’Reilly is an Assistant Professor in the Department of Applied Mathematics and Statistics. Her research in the mathematics of data science lies at the intersections of stochastic and convex geometry, high dimensional probability, and statistical learning. She was previously a postdoc at the California Institute of Technology and received her PhD in mathematics from the University of Texas at Austin in 2019.