Distributional Random Forest

Distributional Random Forest (DRF) は条件付き分布を推定するためのRandom Forest（Ćevid et al. (2020)）。

MMD (Maximal Mean Discrepancy) に基づく新しい分割基準

参考文献

• Ćevid, D., Michel, L., Näf, J., Meinshausen, N., & Bühlmann, P. (2020). Distributional random forests: Heterogeneity adjustment and multivariate distributional regression. arXiv preprint arXiv:2005.14458.

• [2302.05761] Confidence and Uncertainty Assessment for Distributional Random Forests