A Kernel Fisher Discriminant Analysis-Based Tree Ensemble Classifier: KFDA Forest

Building trustworthy machine learning algorithms for biological applications requires adapting to data heterogeneity from different sources, batches, distributions, or studies. We propose the 'Cross-Cluster Weighted Forest' (CCWF), an ensembling approach that explicitly leverages heterogeneity in the feature distribution to produce more accurate and more generalizable predictors than the standard Random Forest in cases when data can be naturally clustered. CCWF generalizes the RF architecture to an outer unsupervised layer, supervised subtasks, and ensembling. Specifically it involves unsupervised clustering of the training data, fitting a Random Forest on each cluster, and combining the forests via stacked regression weights that reward cross-cluster generalizability. We provide a theoretical analysis of an analytically tractable forest model showing that cluster-based ensembling is asymptotically more accurate than training a single forest on the full data, with the gain driven by bias reduction. In simulations, we find that CCWF is robust across data-generating regimes and outcome models; furthermore, we explore the influence of data partitioning and ensemble weighting strategies on the benefits of our method. Finally, we apply our approach to cancer molecular profiling and gene expression datasets that are naturally divisible into clusters; in both simulations and real data examples, we illustrate that our approach outperforms classic Random Forest by margins of 30-40%, aligning with our theoretical results. Overall, we show that CCWF provides a statistically grounded prediction algorithm for data spanning multiple domains or sub-populations, a structure common in biological applications.

Gradient-boosted trees dominate tabular machine learning, yet canonical correlation analysis has always relied on linear or neural encoders. We propose \textbf{TreeCCA}, the first method to train gradient-boosted tree ensembles end-to-end as CCA encoders, inheriting their plug-and-play reliability: no architecture design, familiar hyperparameters, and strong performance with defaults. The technical enabler is the Eckart-Young (EY) loss, which supplies closed-form per-sample gradients that slot directly into any standard GBT library (XGBoost, LightGBM) as a custom objective. TreeCCA is the first CCA method to combine nonlinear accuracy with native interpretability: every tree split selects one feature, so gain importances reveal which inputs drive cross-view correlation at no extra cost. We demonstrate these properties on synthetic benchmarks, where TreeCCA matches or exceeds Deep CCA (2.61 vs.\ 2.43 on Signed Power; 2.93 vs.\ 2.89 on Hermite), and on a sparse benchmark with zero linear cross-view covariance, where TreeCCA recovers the true support with $\text{Precision@}S = 1.00$ at $p=50$ while PMD finds no signal. On the UCI HAR sensor-fusion benchmark, TreeCCA achieves comparable accuracy to Deep CCA at $5\times$ lower cost, while XGBoost gain importances directly validate a physics-motivated hypothesis about the data --- an interpretation not readily available with neural encoders. Across five popular tabular multi-view datasets, TreeMCCA consistently matches or exceeds linear CCA in both nonlinear correlation extraction and downstream classification accuracy.

A recent line of work has reframed individual decision trees as linear models on engineered features associated with their splits, opening routes for oracle inequalities and feature-importance reinterpretation, but leaving open the question of what unified geometric object a forest induces when one indexes its feature map by nodes rather than by splits. The present paper studies that object. KPP indexes the feature map by the nodes of the forest, weighted by a path metric that turns each coordinate into a component of a squared-Euclidean path-isometric embedding. KPP unifies four pillars under a single node-indexed representation whose Gram is non-diagonal and carries a metric: prediction, exact additive attribution, deterministic Lipschitz robust radius in the KPP metric, and uniform Rademacher risk bounds for regression and classification under fixed, honest, or cross-fit conditioning. All probabilistic guarantees are conditional on the representation and are stated under three explicit conditioning regimes; the robust-radius guarantee is deterministic in the KPP metric rather than in a norm on the raw input. Conjectured fast-rate refinements for both regression and classification are stated as open problems and are not claimed as theorems.