Goto

Collaborating Authors

 Decision Tree Learning




From global to local MDI variable importances for random forests and when they are Shapley values

Neural Information Processing Systems

Random forests have been widely used for their ability to provide so-called importance measures, which give insight at a global (per dataset) level on the relevance of input variables to predict a certain output. On the other hand, methods based on Shapley values have been introduced to refine the analysis of feature relevance in tree-based models to a local (per instance) level. In this context, we first show that the global Mean Decrease of Impurity (MDI) variable importance scores correspond to Shapley values under some conditions. Then, we derive a local MDI importance measure of variable relevance, which has a very natural connection with the global MDI measure and can be related to a new notion of local feature relevance. We further link local MDI importances with Shapley values and discuss them in the light of related measures from the literature. The measures are illustrated through experiments on several classification problems.



146b4bab3f8536a07905f25d367b4924-Paper-Conference.pdf

Neural Information Processing Systems

Tree-based models are used in many high-stakes application domains such as finance and medicine, where robustness and interpretability are of utmost importance. Yet, methods for improving and certifying their robustness are severely under-explored, in contrast to those focusing on neural networks. Targeting this important challenge, we propose deterministic smoothing for decision stump ensembles. Whereas most prior work on randomized smoothing focuses on evaluating arbitrary base models approximately under input randomization, the key insight of our work is that decision stump ensembles enable exact yet efficient evaluation via dynamic programming. Importantly, we obtain deterministic robustness certificates, even jointly over numerical and categorical features, a setting ubiquitous in the real world. Further, we derive an MLE-optimal training method for smoothed decision stumps under randomization and propose two boosting approaches to improve their provable robustness. An extensive experimental evaluation on computer vision and tabular data tasks shows that our approach yields significantly higher certified accuracies than the state-of-the-art for tree-based models. We release all code and trained models at https://github.com/eth-sri/drs.




MABSplit: Faster Forest Training Using Multi-Armed Bandits

Neural Information Processing Systems

Random forests are some of the most widely used machine learning models today, especially in domains that necessitate interpretability. We present an algorithm that accelerates the training of random forests and other popular tree-based learning methods. At the core of our algorithm is a novel node-splitting subroutine, dubbed MABSplit, used to efficiently find split points when constructing decision trees. Our algorithm borrows techniques from the multi-armed bandit literature to judiciously determine how to allocate samples and computational power across candidate split points. We provide theoretical guarantees that MABSplit improves the sample complexity of each node split from linear to logarithmic in the number of data points. In some settings, MABSplit leads to 100x faster training (an 99% reduction in training time) without any decrease in generalization performance. We demonstrate similar speedups when MABSplit is used across a variety of forest-based variants, such as Extremely Random Forests and Random Patches. We also show our algorithm can be used in both classification and regression tasks. Finally, we show that MABSplit outperforms existing methods in generalization performance and feature importance calculations under a fixed computational budget.



Isomorphic Functionalities between Ant Colony and Ensemble Learning: Part II-On the Strength of Weak Learnability and the Boosting Paradigm

arXiv.org Machine Learning

In Part I of this series, we established a rigorous mathematical isomorphism between ant colony decision-making and random forest learning, demonstrating that variance reduction through decorrelation is a universal principle shared by biological and computational ensembles. Here we turn to the complementary mechanism: bias reduction through adaptive weighting. Just as boosting algorithms sequentially focus on difficult instances, ant colonies dynamically amplify successful foraging paths through pheromone-mediated recruitment. We prove that these processes are mathematically isomorphic, establishing that the fundamental theorem of weak learnability has a direct analog in colony decision-making. We develop a formal mapping between AdaBoost's adaptive reweighting and ant recruitment dynamics, show that the margin theory of boosting corresponds to the stability of quorum decisions, and demonstrate through comprehensive simulation that ant colonies implementing adaptive recruitment achieve the same bias-reduction benefits as boosting algorithms. This completes a unified theory of ensemble intelligence, revealing that both variance reduction (Part I) and bias reduction (Part II) are manifestations of the same underlying mathematical principles governing collective intelligence in biological and computational systems.