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implement honest trees

Open jovo opened this issue 7 years ago • 5 comments

jovo avatar Jun 16 '18 16:06 jovo

Stefan Wager & Susan Athey

An example of an honest tree is one where the tree is grown using one subsample, while the predictions at the leaves of the tree are estimated using a different subsample.

MrAE avatar Aug 30 '18 15:08 MrAE

will require checking for enough observations

MrAE avatar Aug 30 '18 15:08 MrAE

@j1c Ran an experiment showing that we don't need honest trees? @j1c please comment.

MrAE avatar Sep 05 '18 17:09 MrAE

The experiment proposed in Biau (2016) was an example where RF fails, and I showed that RerF does not fail. But this doesn't necessarily prove that RerF is universally consistent, so honesty might still be worth implementing. Thoughts @jovo?

j1c avatar Sep 05 '18 18:09 j1c

not worth implementing yet. check the RerF repo. i think we'll prove that we don't need honesty soon.

On Wed, Sep 5, 2018 at 3:00 PM Jaewon Chung [email protected] wrote:

The experiment proposed in Biau (2016) was an example where RF fails, and I showed that RerF does not fail. But this doesn't necessarily prove that RerF is universally consistent, so honesty might still be worth implementing. Thoughts @jovo https://github.com/jovo?

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jovo avatar Sep 06 '18 01:09 jovo