A Random Forest Approach for Bounded Outcome Variables.

ABSTRACT: Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of non-additive predictor-response relationships. For bounded outcome variables restricted to the unit interval, however, classical modeling approaches based on mean squared error loss may severely suffer as they do not account for heteroscedasticity in the data. To address this issue, we propose a random forest approach for relating a beta dis-tributed outcome to a set of explanatory variables. Our approach explicitly makes use of the likelihood function of the beta distribution for the selection of splits dur-ing the tree-building procedure. In each iteration of the tree-building algorithm it chooses one explanatory variable in combination with

SUBMITTER: Weinhold L 

PROVIDER: S-EPMC8193767 | biostudies-literature | 2020

REPOSITORIES: biostudies-literature