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Random Forest

Random Forest in Apache Ignite

Random forest is an ensemble learning method to solve any classification and regression problem. Random forest training builds a model composition (ensemble) of one type and uses some aggregation algorithm of several answers from models. Each model is trained on a part of the training dataset. The part is defined according to bagging and feature subspace methods. More information about these concepts may be found here: https://en.wikipedia.org/wiki/Random_forest, https://en.wikipedia.org/wiki/Bootstrap_aggregating and https://en.wikipedia.org/wiki/Random_subspace_method.

There are several implementations of aggregation algorithms in Apache Ignite ML:

  • MeanValuePredictionsAggregator - computes answer of a random forest as mean value of predictions from all models in the given composition. Often this is is used for regression tasks.

  • OnMajorityPredictionsAggegator - gets a mode of predictions from all models in the given composition. This can be useful for a classification task. NOTE: This aggregator supports multi-classification tasks.

Model

The random forest algorithm is implemented in Ignite ML as a special case of a model composition with specific aggregators for different problems (MeanValuePredictionsAggregator for regression, OnMajorityPredictionsAggegator for classification).

Here is an example of model usage:

ModelsComposition randomForest = .

double prediction = randomForest.apply(featuresVector);

Trainer

The random forest training algorithm is implemented with RandomForestRegressionTrainer and RandomForestClassifierTrainer trainers with the following parameters:

meta - features meta, list of feature type description such as:

  • featureId - index in features vector.

  • isCategoricalFeature - flag having true value if a feature is categorical.

  • featureName.

This meta-information is important for random forest training algorithms because it builds feature histograms and categorical features should be represented in histograms for all feature values:

  • featuresCountSelectionStrgy - sets strategy defining count of random features for learning one tree. There are several strategies: SQRT, LOG2, ALL and ONE_THIRD strategies implemented in the FeaturesCountSelectionStrategies class.

  • maxDepth - sets the maximum tree depth.

  • minInpurityDelta - a node in a decision tree is split into two nodes if the impurity values on these two nodes is less than the unspilt node’s minImpurityDecrease value.

  • subSampleSize - value lying in the [0; MAX_DOUBLE]-interval. This parameter defines the count of sample repetitions in uniformly sampling with replacement.

  • seed - seed value used in random generators.

Random forest training may be used as follows:

RandomForestClassifierTrainer trainer = new RandomForestClassifierTrainer(featuresMeta)
  .withCountOfTrees(101)
  .withFeaturesCountSelectionStrgy(FeaturesCountSelectionStrategies.ONE_THIRD)
  .withMaxDepth(4)
  .withMinImpurityDelta(0.)
  .withSubSampleSize(0.3)
  .withSeed(0);

ModelsComposition rfModel = trainer.fit(
  ignite,
  dataCache,
  vectorizer
);

Example

To see how Random Forest Classifier can be used in practice, try this example that is available on GitHub and delivered with every Apache Ignite distribution. In this example, a Wine recognition dataset was used. Description of this dataset and data are available from the UCI Machine Learning Repository.