Spectrally Deconfounded Random Forests
Fuente:
arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866914053176164352 |
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| author | Ulmer, Markus Scheidegger, Cyrill Bühlmann, Peter |
| author_facet | Ulmer, Markus Scheidegger, Cyrill Bühlmann, Peter |
| contents | We introduce a modification of Random Forests to estimate functions when unobserved confounding variables are present. The technique is tailored for high-dimensional settings with many observed covariates. We use spectral deconfounding techniques to minimize a deconfounded version of the least squares objective, resulting in the Spectrally Deconfounded Random Forests (SDForests). We show how the omitted variable bias gets small given some assumptions. We compare the performance of SDForests to classical Random Forests in a simulation study and a semi-synthetic setting using single-cell gene expression data. Empirical results suggest that SDForests outperform classical Random Forests in estimating the direct regression function, even if the theoretical assumptions, requiring linear and dense confounding, are not perfectly met, and that SDForests have comparable performance in the non-confounded case. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_03969 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Spectrally Deconfounded Random Forests Ulmer, Markus Scheidegger, Cyrill Bühlmann, Peter Computation We introduce a modification of Random Forests to estimate functions when unobserved confounding variables are present. The technique is tailored for high-dimensional settings with many observed covariates. We use spectral deconfounding techniques to minimize a deconfounded version of the least squares objective, resulting in the Spectrally Deconfounded Random Forests (SDForests). We show how the omitted variable bias gets small given some assumptions. We compare the performance of SDForests to classical Random Forests in a simulation study and a semi-synthetic setting using single-cell gene expression data. Empirical results suggest that SDForests outperform classical Random Forests in estimating the direct regression function, even if the theoretical assumptions, requiring linear and dense confounding, are not perfectly met, and that SDForests have comparable performance in the non-confounded case. |
| title | Spectrally Deconfounded Random Forests |
| topic | Computation |
| url | https://arxiv.org/abs/2502.03969 |