Mixed-effects random forest for clustered data

This paper presents an extension of the random forest (RF) method to the case of clustered data. The proposed 'mixed-effects random forest' (MERF) is implemented using a standard RF algorithm within the framework of the expectation-maximization algorithm. Simulation results show that the p...

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Vydáno v:Journal of statistical computation and simulation Ročník 84; číslo 6; s. 1313 - 1328
Hlavní autoři: Hajjem, Ahlem, Bellavance, François, Larocque, Denis
Médium: Journal Article
Jazyk:angličtina
Vydáno: Abingdon Taylor & Francis 03.06.2014
Taylor & Francis Ltd
Témata:
Algorithms
clustered data
Clustering
Computation
Computer simulation
Forests
mixed effects
Offices
random forest
Randomized algorithms
Regression analysis
regression tree
Revenues
Simulation
ISSN:0094-9655, 1563-5163
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Shrnutí:This paper presents an extension of the random forest (RF) method to the case of clustered data. The proposed 'mixed-effects random forest' (MERF) is implemented using a standard RF algorithm within the framework of the expectation-maximization algorithm. Simulation results show that the proposed MERF method provides substantial improvements over standard RF when the random effects are non-negligible. The use of the method is illustrated to predict the first-week box office revenues of movies.
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ISSN:0094-9655
1563-5163
DOI:10.1080/00949655.2012.741599