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.
Original language | English |
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Article number | 107995 |
Journal | Computational Statistics and Data Analysis |
Volume | 198 |
ISSN | 0167-9473 |
DOIs | |
Publication status | Published - 2024 |
Bibliographical note
Publisher Copyright:© 2024 The Authors
Keywords
- Least squares regression
- Medoid
- Metric spaces
- Random forest
- Random objects