Random Shapley Forests: Cooperative Game-Based Random Forests With Consistency

The original random forests (RFs) algorithm has been widely used and has achieved excellent performance for the classification and regression tasks. However, the research on the theory of RFs lags far behind its applications. In this article, to narrow the gap between the applications and the theory of RFs, we propose a new RFs algorithm, called random Shapley forests (RSFs), based on the Shapley ...