Spectral analysis of tree ensembles produces minimax rates for random forests governed by kernel eigenvalue decay and enables distillation of RFs and GBMs into compact models via leading eigenfunctions and singular vectors.
Extracting interpretable models from tree ensembles: Computational and statistical perspectives.Journal of the American Statistical Association, 0:1–25
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Minimax Rates and Spectral Distillation for Tree Ensembles
Spectral analysis of tree ensembles produces minimax rates for random forests governed by kernel eigenvalue decay and enables distillation of RFs and GBMs into compact models via leading eigenfunctions and singular vectors.