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Medoid splits for efficient random forests in metric spaces

Author

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  • Bulté, Matthieu
  • Sørensen, Helle

Abstract

An adaptation of the random forest algorithm for Fréchet regression is revisited, addressing the challenge of regression with random objects in metric spaces. To overcome the limitations of previous approaches, a new splitting rule is introduced, substituting the computationally expensive Fréchet means with a medoid-based approach. The asymptotic equivalence of this method to Fréchet mean-based procedures is demonstrated, along with the consistency of the associated regression estimator. This approach provides a sound theoretical framework and a more efficient computational solution to Fréchet regression, broadening its application to non-standard data types and complex use cases.

Suggested Citation

  • Bulté, Matthieu & Sørensen, Helle, 2024. "Medoid splits for efficient random forests in metric spaces," Computational Statistics & Data Analysis, Elsevier, vol. 198(C).
    • Handle: RePEc:eee:csdana:v:198:y:2024:i:c:s0167947324000793
    DOI: 10.1016/j.csda.2024.107995
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