Fréchet random forests
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Random forests are a statistical learning method widely used in many areas of scientific research essentially for its ability to learn complex relationship between input and output variables and also its capacity to handle high-dimensional data. However, data are increasingly complex with repeated measures of omics, images leading to shapes, curves... Random forests method is not specifically tailored for them. In this paper, we introduce Fréchet trees and Fréchet random forests, which allow to manage data for which input and output variables take values in general metric spaces (which can be unordered). To this end, a new way of splitting the nodes of trees is introduced and the prediction procedures of trees and forests are generalized. Then, random forests out-of-bag error and variable importance score are naturally adapted. Finally, the method is studied in the special case of regression on curve shapes, both within a simulation study and a real dataset from an HIV vaccine trial.
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