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arXiv · 1502.02312

Bayesian and empirical Bayesian forests

Matt Taddy·Chun-Sheng Chen·Jun Yu·Mitch Wyle
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Abstract

We derive ensembles of decision trees through a nonparametric Bayesian model, allowing us to view random forests as samples from a posterior distribution. This insight provides large gains in interpretability, and motivates a class of Bayesian forest (BF) algorithms that yield small but reliable performance gains. Based on the BF framework, we are able to show that high-level tree hierarchy is stable in large samples. This leads to an empirical Bayesian forest (EBF) algorithm for building approximate BFs on massive distributed datasets and we show that EBFs outperform sub-sampling based alternatives by a large margin.

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Matt Taddy, Chun-Sheng Chen, Jun Yu, Mitch Wyle. 2015-05-15. Bayesian and empirical Bayesian forests. https://arxiv.org/abs/1502.02312

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