Adaptive Forests For Classification

Fuente: arXiv
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Autori principali: Bertsimas, Dimitris, Cui, Yubing
Natura: Preprint
Pubblicazione: 2025
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author Bertsimas, Dimitris
Cui, Yubing
author_facet Bertsimas, Dimitris
Cui, Yubing
contents Random Forests (RF) and Extreme Gradient Boosting (XGBoost) are two of the most widely used and highly performing classification and regression models. They aggregate equally weighted CART trees, generated randomly in RF or sequentially in XGBoost. In this paper, we propose Adaptive Forests (AF), a novel approach that adaptively selects the weights of the underlying CART models. AF combines (a) the Optimal Predictive-Policy Trees (OP2T) framework to prescribe tailored, input-dependent unequal weights to trees and (b) Mixed Integer Optimization (MIO) to refine weight candidates dynamically, enhancing overall performance. We demonstrate that AF consistently outperforms RF, XGBoost, and other weighted RF in binary and multi-class classification problems over 20+ real-world datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2510_22991
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Adaptive Forests For Classification
Bertsimas, Dimitris
Cui, Yubing
Machine Learning
Random Forests (RF) and Extreme Gradient Boosting (XGBoost) are two of the most widely used and highly performing classification and regression models. They aggregate equally weighted CART trees, generated randomly in RF or sequentially in XGBoost. In this paper, we propose Adaptive Forests (AF), a novel approach that adaptively selects the weights of the underlying CART models. AF combines (a) the Optimal Predictive-Policy Trees (OP2T) framework to prescribe tailored, input-dependent unequal weights to trees and (b) Mixed Integer Optimization (MIO) to refine weight candidates dynamically, enhancing overall performance. We demonstrate that AF consistently outperforms RF, XGBoost, and other weighted RF in binary and multi-class classification problems over 20+ real-world datasets.
title Adaptive Forests For Classification
topic Machine Learning
url https://arxiv.org/abs/2510.22991