An Approximation Method for Fitted Random Forests
- URL: http://arxiv.org/abs/2207.02184v1
- Date: Tue, 5 Jul 2022 17:28:52 GMT
- Title: An Approximation Method for Fitted Random Forests
- Authors: Sai K Popuri
- Abstract summary: We study methods that approximate each fitted tree in the Random Forests model using the multinomial allocation of the data points to the leafs.
Specifically, we begin by studying whether fitting a multinomial logistic regression helps reduce the size while preserving the prediction quality.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Random Forests (RF) is a popular machine learning method for classification
and regression problems. It involves a bagging application to decision tree
models. One of the primary advantages of the Random Forests model is the
reduction in the variance of the forecast. In large scale applications of the
model with millions of data points and hundreds of features, the size of the
fitted objects can get very large and reach the limits on the available space
in production setups, depending on the number and depth of the trees. This
could be especially challenging when trained models need to be downloaded
on-demand to small devices with limited memory. There is a need to approximate
the trained RF models to significantly reduce the model size without losing too
much of prediction accuracy. In this project we study methods that approximate
each fitted tree in the Random Forests model using the multinomial allocation
of the data points to the leafs. Specifically, we begin by studying whether
fitting a multinomial logistic regression (and subsequently, a generalized
additive model (GAM) extension) to the output of each tree helps reduce the
size while preserving the prediction quality.
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