Decision Tree Learning
Confidence intervals for the random forest generalization error
How confident can we be in the generalization capacity of a predictive model? Of the many devices discussed in the statistical learning literature [1, 2, 3], a simple random split of the original data into training and test sets, and methods of folded cross-validation, stand out as the most common tools used to tackle the generalization issue. Availability of point estimates for the generalization error given by these procedures naturally raises the question of how to quantify the uncertainty involved in these estimates spending a manageable computational cost. Random forests [4] elegantly provide an alternative low cost (almost free) point estimate of the generalization error without requiring splittings of the data, and avoiding the computational burden of retraining the predictive model several times. The bagging mechanism [5] used to construct the ensemble of trees implies that each training data point is not used (stays "out-of-bag") when growing approximately 36.8% of the trees in the forest. This property gives us the so called out-of-bag estimate of the random forest generalization error: for each observation, using a suitable loss function, we compute the predictive error made by the random subforest whose trees didn't include the observation under consideration in its training process; the out-of-bag estimate is the average of these prediction errors over the whole training sample. 1
Learning Optimal Decision Sets and Lists with SAT
Yu, Jinqiang, Ignatiev, Alexey, Stuckey, Peter J., Le Bodic, Pierre
Decision sets and decision lists are two of the most easily explainable machine learning models. Given the renewed emphasis on explainable machine learning decisions, both of these machine learning models are becoming increasingly attractive, as they combine small size and clear explainability. In this paper, we define size as the total number of literals in the SAT encoding of these rule-based models as opposed to earlier work that concentrates on the number of rules. In this paper, we develop approaches to computing minimum-size "perfect" decision sets and decision lists, which are perfectly accurate on the training data, and minimal in size, making use of modern SAT solving technology. We also provide a new method for determining optimal sparse alternatives, which trade off size and accuracy. The experiments in this paper demonstrate that the optimal decision sets computed by the SAT-based approach are comparable with the best heuristic methods, but much more succinct, and thus, more explainable. We contrast the size and test accuracy of optimal decisions lists versus optimal decision sets, as well as other state-of-the-art methods for determining optimal decision lists. Finally, we examine the size of average explanations generated by decision sets and decision lists.
Shrub Ensembles for Online Classification
Buschjäger, Sebastian, Hess, Sibylle, Morik, Katharina
Online learning algorithms have become a ubiquitous tool in the machine learning toolbox and are frequently used in small, resource-constraint environments. Among the most successful online learning methods are Decision Tree (DT) ensembles. DT ensembles provide excellent performance while adapting to changes in the data, but they are not resource efficient. Incremental tree learners keep adding new nodes to the tree but never remove old ones increasing the memory consumption over time. Gradient-based tree learning, on the other hand, requires the computation of gradients over the entire tree which is costly for even moderately sized trees. In this paper, we propose a novel memory-efficient online classification ensemble called shrub ensembles for resource-constraint systems. Our algorithm trains small to medium-sized decision trees on small windows and uses stochastic proximal gradient descent to learn the ensemble weights of these `shrubs'. We provide a theoretical analysis of our algorithm and include an extensive discussion on the behavior of our approach in the online setting. In a series of 2~959 experiments on 12 different datasets, we compare our method against 8 state-of-the-art methods. Our Shrub Ensembles retain an excellent performance even when only little memory is available. We show that SE offers a better accuracy-memory trade-off in 7 of 12 cases, while having a statistically significant better performance than most other methods. Our implementation is available under https://github.com/sbuschjaeger/se-online .
BANKNOTE AUTHENTICATION USING RANDOM FOREST -- WITH SOURCE CODE -- EASY PROJECT
In today's blog, we will see that how we can perform Bank Note Authentication or how we can classify Bank Notes into fake or authentic classes based on numeric features like variance, skewness, kurtosis, entropy. This is going to be a very short blog, so without any further due. To explore more Machine Learning, Deep Learning, Computer Vision, NLP, Flask Projects visit my blog.
VisRuler: Visual Analytics for Extracting Decision Rules from Bagged and Boosted Decision Trees
Chatzimparmpas, Angelos, Martins, Rafael M., Kerren, Andreas
Bagging and boosting are two popular ensemble methods in machine learning (ML) that produce many individual decision trees. Due to the inherent ensemble characteristic of these methods, they typically outperform single decision trees or other ML models in predictive performance. However, numerous decision paths are generated for each decision tree, increasing the overall complexity of the model and hindering its use in domains that require trustworthy and explainable decisions, such as finance, social care, and health care. Thus, the interpretability of bagging and boosting algorithms, such as random forests and adaptive boosting, reduces as the number of decisions rises. In this paper, we propose a visual analytics tool that aims to assist users in extracting decisions from such ML models via a thorough visual inspection workflow that includes selecting a set of robust and diverse models (originating from different ensemble learning algorithms), choosing important features according to their global contribution, and deciding which decisions are essential for global explanation (or locally, for specific cases). The outcome is a final decision based on the class agreement of several models and the explored manual decisions exported by users. Finally, we evaluate the applicability and effectiveness of VisRuler via a use case, a usage scenario, and a user study.
Improve Random Forest with Linear Models
Random Forest is probably considered by most the silver bullet in supervised prediction tasks. For sure, any data scientist involved in standard machine learning applications is used to fit and benchmark a Random Forest. Random Forest is a well-known algorithm in literature and is proven to reach satisfactory results in both regression and classification contexts. It enjoys the ability to learn complex data relationships with low effort. There are a lot of open-sourced efficient implementations which are available to all of us (the one provided by scikit-learn is for sure the most famous).
Top 5 techniques for Explainable AI
As you can see that all these explainable AI techniques are not "nice-to-have", but mandatory. Using these techniques will help you better communicate with the person impacted through AI decisions. In some cases, as seen in the stroke prediction example, understanding these techniques can help improve or save lives. You can experience some of the techniques in this article on my website -- https://experiencedatascience.com
Random Forests Algorithm explained with a real-life example and some Python code
Random Forests is a Machine Learning algorithm that tackles one of the biggest problems with Decision Trees: variance. Even though Decision Trees is simple and flexible, it is greedy algorithm. It focuses on optimizing for the node split at hand, rather than taking into account how that split impacts the entire tree. A greedy approach makes Decision Trees run faster, but makes it prone overfitting. An overfit tree is highly optimized to predicting the values in the training dataset, resulting in a learning model with high-variance.