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From naive trees to Random Forests: A general approach for proving consistency of tree-based methods

From naive trees to Random Forests: A general approach for proving consistency of tree-based methods

Tree-based methods such as Random Forests are learning algorithms that have become an integral part of the statistical toolbox. The last decade has shed some light on theoretical properties such as their consistency for regression tasks. However, the usual proofs assume normal error terms as well as an additive regression …