Random Forest (RF) is a powerful supervised learner and has been popularly used in many applications such as bioinformatics.
In this work we propose the guided random forest (GRF) for feature selection. Similar to a feature selection method called guided regularized random forest (GRRF), GRF is built using the importance scores from an ordinary RF. However, the trees in GRRF are built sequentially, are highly correlated and do not allow for parallel computing, while the trees in GRF are built independently and can be implemented in parallel. Experiments on 10 high-dimensional gene data sets show that, with a fixed parameter value (without tuning the parameter), RF applied to features selected by GRF outperforms RF applied to all features on 9 data sets and 7 of them have significant differences at the 0.05 level. Therefore, both accuracy and interpretability are significantly improved. GRF selects more features than GRRF, however, leads to better classification accuracy. Note in this work the guided random forest is guided by the importance scores from an ordinary random forest, however, it can also be guided by other methods such as human insights (by specifying $λ_i$). GRF can be used in "RRF" v1.4 (and later versions), a package that also includes the regularized random forest methods.
The regularized random forest (RRF) was recently proposed for feature selection by building only one ensemble. In RRF the features are evaluated on a part of the training data at each tree node. We derive an upper bound for the number of distinct Gini information gain values in a node, and show that many features can share the same information gain at a node with a small number of instances and a large number of features. Therefore, in a node with a small number of instances, RRF is likely to select a feature not strongly relevant. Here an enhanced RRF, referred to as the guided RRF (GRRF), is…
Random Rule Forest (RRF): Interpretable and Manageable Ensembles of LLM-Generated Questions for Predicting Success from Unstructured Data
University of Oxford, United Kingdom Aarhus University, Aarhus, Denmark Centre de Recerca Matem\`atica, Barcelona, Spain Oliver Wyman, New York, United States Vela Research, San Francisco, United States
Like many predictive models, random forests provide point predictions for new observations. Besides the point prediction, it is important to quantify the uncertainty in the prediction. Prediction intervals provide information about the reliability of the point predictions. We have developed a comprehensive R package, RFpredInterval, that integrates 16 methods to build prediction intervals with random forests and boosted forests. The set of methods implemented in the package includes a new method to build prediction intervals with boosted forests (PIBF) and 15 method variations to produce predi…
Random Forests for time-fixed and time-dependent predictors: The DynForest R package
The George Institute for Global Health（乔治全球健康研究所）；UNSW Sydney（新南威尔士大学悉尼分校）；Inserm U1219 - Bordeaux Population Health（法国国家健康与医学研究院U1219波尔多人群健康研究所）；Université de Bordeaux（波尔多大学）
arfpy: A python package for density estimation and generative modeling with adversarial random forests
Leibniz Institute for Prevention Research and Epidemiology – BIPS（莱布尼茨预防研究与流行病学研究所 – BIPS）；University of Bremen（不来梅大学）；University of Copenhagen（哥本哈根大学）
The random forest algorithm (RF) has several hyperparameters that have to be set by the user, e.g., the number of observations drawn randomly for each tree and whether they are drawn with or without replacement, the number of variables drawn randomly for each split, the splitting rule, the minimum number of samples that a node must contain and the number of trees. In this paper, we first provide a literature review on the parameters' influence on the prediction performance and on variable importance measures. It is well known that in most cases RF works reasonably well with the default values …
Department of Statistics & Data Science Carnegie Mellon University（卡内基梅隆大学统计与数据科学系）
Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target regression or classification. We introduce the RFCDE package for fitting random forest models optimized for nonparametric conditional density estimation, including joint densities for multiple responses. This enables analysis of conditional probability distributions which is useful for propagating uncertainty and of joint distributions that describe relationships …
University of California, Berkeley（加利福尼亚大学伯克利分校）；Pomona College（波莫纳学院）
We introduce a unified framework for random forest prediction error estimation based on a novel estimator of the conditional prediction error distribution function. Our framework enables simple plug-in estimation of key prediction uncertainty metrics, including conditional mean squared prediction errors, conditional biases, and conditional quantiles, for random forests and many variants. Our approach is especially well-adapted for prediction interval estimation; we show via simulations that our proposed prediction intervals are competitive with, and in some settings outperform, existing method…
This paper presents a new ensemble learning method for classification problems called projection pursuit random forest (PPF). PPF uses the PPtree algorithm introduced in Lee et al. (2013). In PPF, trees are constructed by splitting on linear combinations of randomly chosen variables. Projection pursuit is used to choose a projection of the variables that best separates the classes. Utilizing linear combinations of variables to separate classes takes the correlation between variables into account which allows PPF to outperform a traditional random forest when separations between groups occurs i…
FederatedRSF : Federated Random Survival Forests for Partially Overlapping Medical Data
Institute for Predictive Deep Learning in Medicine and Healthcare（预测医学与健康人工智能研究所）；Justus Liebig University Gießen（吉森约瑟夫·李比希大学）；Hessian Center for Artificial Intelligence (hessian.AI)（黑森人工智能中心 (hessian.AI)）；Department of Medical Informatics（医学信息学系）；University Medical Center Göttingen（哥廷根大学医学中心）；Max Planck Institute for Biology of Ageing（马克斯·普朗克衰老生物学研究所）
Due to their long-standing reputation as excellent off-the-shelf predictors, random forests continue remain a go-to model of choice for applied statisticians and data scientists. Despite their widespread use, however, until recently, little was known about their inner-workings and about which aspects of the procedure were driving their success. Very recently, two competing hypotheses have emerged -- one based on interpolation and the other based on regularization. This work argues in favor of the latter by utilizing the regularization framework to reexamine the decades-old question of whether …
Tree ensembles such as random forests and boosted trees are accurate but difficult to understand, debug and deploy. In this work, we provide the inTrees (interpretable trees) framework that extracts, measures, prunes and selects rules from a tree ensemble, and calculates frequent variable interactions. An rule-based learner, referred to as the simplified tree ensemble learner (STEL), can also be formed and used for future prediction. The inTrees framework can applied to both classification and regression problems, and is applicable to many types of tree ensembles, e.g., random forests, regular…
Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data, which can also be used for targets other than the original mean estimation. We propose a novel forest construction for multivariate responses based on their joint conditional distribution, independent of the estimation target and the data model. It uses a new splitting criterion based on the MMD distributional metric, which is suitable for detecting heterogene…
One advantage of decision tree based methods like random forests is their ability to natively handle categorical predictors without having to first transform them (e.g., by using feature engineering techniques). However, in this paper, we show how this capability can lead to an inherent "absent levels" problem for decision tree based methods that has never been thoroughly discussed, and whose consequences have never been carefully explored. This problem occurs whenever there is an indeterminacy over how to handle an observation that has reached a categorical split which was determined when the…
Leibniz Institute for Prevention Research and Epidemiology – BIPS（莱布尼茨预防研究与流行病学研究所——BIPS）；University of Bremen（不来梅大学）；University of Copenhagen（哥本哈根大学）
We propose methods for density estimation and data synthesis using a novel form of unsupervised random forests. Inspired by generative adversarial networks, we implement a recursive procedure in which trees gradually learn structural properties of the data through alternating rounds of generation and discrimination. The method is provably consistent under minimal assumptions. Unlike classic tree-based alternatives, our approach provides smooth (un)conditional densities and allows for fully synthetic data generation. We achieve comparable or superior performance to state-of-the-art probabilisti…
DiNo and RanBu: Lightweight Predictions from Shallow Random Forests
Insper Institute of Education and Research（Insper教育与研究学院）；Department of Statistics（统计系）；Federal University of São Carlos（圣卡洛斯联邦大学）；Institute of Mathematics and Statistics（数学与统计学研究所）；University of São Paulo（圣保罗大学）
Erasmus University Rotterdam（鹿特丹伊拉斯姆斯大学）；University of Chicago（芝加哥大学）；Migros T.A.Ş（Migros公司）
We propose two algorithms for interpretation and boosting of tree-based ensemble methods. Both algorithms make use of mathematical programming models that are constructed with a set of rules extracted from an ensemble of decision trees. The objective is to obtain the minimum total impurity with the least number of rules that cover all the samples. The first algorithm uses the collection of decision trees obtained from a trained random forest model. Our numerical results show that the proposed rule covering approach selects only a few rules that could be used for interpreting the random forest …
University of South Carolina（南卡罗来纳大学）；Claflin University（克拉夫林大学）
Noncentrosymmetric materials play a critical role in many important applications such as laser technology, communication systems,quantum computing, cybersecurity, and etc. However, the experimental discovery of new noncentrosymmetric materials is extremely difficult. Here we present a machine learning model that could predict whether the composition of a potential crystalline structure would be centrosymmetric or not. By evaluating a diverse set of composition features calculated using matminer featurizer package coupled with different machine learning algorithms, we find that Random Forest Cl…
Sequential Permutation Testing of Random Forest Variable Importance Measures
Institute of General Practice and Health Services Research（全科医学与卫生服务研究所）；Institute of AI and Informatics in Medicine（医学人工智能与信息学研究所）；Technical University of Munich（慕尼黑工业大学）；Institute for Medical Information Processing, Biometry and Epidemiology（医学信息处理、生物统计学与流行病学研究所）；University of Munich（慕尼黑大学）
We demonstrate that highly accurate joint redshift-stellar mass probability distribution functions (PDFs) can be obtained using the Random Forest (RF) machine learning (ML) algorithm, even with few photometric bands available. As an example, we use the Dark Energy Survey (DES), combined with the COSMOS2015 catalogue for redshifts and stellar masses. We build two ML models: one containing deep photometry in the $griz$ bands, and the second reflecting the photometric scatter present in the main DES survey, with carefully constructed representative training data in each case. We validate our join…
