Tyler M. Tomita

Tyler M. Tomita, Joshua T. Vogelstein

Canonical distances such as Euclidean distance often fail to capture the appropriate relationships between items, subsequently leading to subpar inference and prediction. Many algorithms have been proposed for automated learning of suitable distances, most of which employ linear methods to learn a global metric over the feature space. While such methods offer nice theoretical properties, interpretability, and computationally efficient means for implementing them, they are limited in expressive capacity. Methods which have been designed to improve expressiveness sacrifice one or more of the nice properties of the linear methods. To bridge this gap, we propose a highly expressive novel decision forest algorithm for the task of distance learning, which we call Similarity and Metric Random Forests (SMERF). We show that the tree construction procedure in SMERF is a proper generalization of standard classification and regression trees. Thus, the mathematical driving forces of SMERF are examined via its direct connection to regression forests, for which theory has been developed. Its ability to approximate arbitrary distances and identify important features is empirically demonstrated on simulated data sets. Last, we demonstrate that it accurately predicts links in networks.

Adam Li, Ronan Perry, Chester Huynh et al.

Decision forests (Forests), in particular random forests and gradient boosting trees, have demonstrated state-of-the-art accuracy compared to other methods in many supervised learning scenarios. In particular, Forests dominate other methods in tabular data, that is, when the feature space is unstructured, so that the signal is invariant to a permutation of the feature indices. However, in structured data lying on a manifold (such as images, text, and speech) deep networks (Networks), specifically convolutional deep networks (ConvNets), tend to outperform Forests. We conjecture that at least part of the reason for this is that the input to Networks is not simply the feature magnitudes, but also their indices. In contrast, naive Forest implementations fail to explicitly consider feature indices. A recently proposed Forest approach demonstrates that Forests, for each node, implicitly sample a random matrix from some specific distribution. These Forests, like some classes of Networks, learn by partitioning the feature space into convex polytopes corresponding to linear functions. We build on that approach and show that one can choose distributions in a manifold-aware fashion to incorporate feature locality. We demonstrate the empirical performance on data whose features live on three different manifolds: a torus, images, and time-series. Moreover, we demonstrate its strength in multivariate simulated settings and also show superiority in predicting surgical outcome in epilepsy patients and predicting movement direction from raw stereotactic EEG data from non-motor brain regions. In all simulations and real data, Manifold Oblique Random Forest (MORF) algorithm outperforms approaches that ignore feature space structure and challenges the performance of ConvNets. Moreover, MORF runs fast and maintains interpretability and theoretical justification.

Tyler M. Tomita, James Browne, Cencheng Shen et al.

Decision forests, including Random Forests and Gradient Boosting Trees, have recently demonstrated state-of-the-art performance in a variety of machine learning settings. Decision forests are typically ensembles of axis-aligned decision trees; that is, trees that split only along feature dimensions. In contrast, many recent extensions to decision forests are based on axis-oblique splits. Unfortunately, these extensions forfeit one or more of the favorable properties of decision forests based on axis-aligned splits, such as robustness to many noise dimensions, interpretability, or computational efficiency. We introduce yet another decision forest, called "Sparse Projection Oblique Randomer Forests" (SPORF). SPORF uses very sparse random projections, i.e., linear combinations of a small subset of features. SPORF significantly improves accuracy over existing state-of-the-art algorithms on a standard benchmark suite for classification with >100 problems of varying dimension, sample size, and number of classes. To illustrate how SPORF addresses the limitations of both axis-aligned and existing oblique decision forest methods, we conduct extensive simulated experiments. SPORF typically yields improved performance over existing decision forests, while mitigating computational efficiency and scalability and maintaining interpretability. SPORF can easily be incorporated into other ensemble methods such as boosting to obtain potentially similar gains.