Coresets for Decision Trees of SignalsDownload PDF

21 May 2021, 20:43 (edited 24 Oct 2021)NeurIPS 2021 SpotlightReaders: Everyone
  • Keywords: Coresets, Machine Learning, Decision Trees, Random Forests
  • TL;DR: Coresets for Decision Trees of Signals
  • Abstract: A $k$-decision tree $t$ (or $k$-tree) is a recursive partition of a matrix (2D-signal) into $k\geq 1$ block matrices (axis-parallel rectangles, leaves) where each rectangle is assigned a real label. Its regression or classification loss to a given matrix $D$ of $N$ entries (labels) is the sum of squared differences over every label in $D$ and its assigned label by $t$. Given an error parameter $\varepsilon\in(0,1)$, a $(k,\varepsilon)$-coreset $C$ of $D$ is a small summarization that provably approximates this loss to \emph{every} such tree, up to a multiplicative factor of $1\pm\varepsilon$. In particular, the optimal $k$-tree of $C$ is a $(1+\varepsilon)$-approximation to the optimal $k$-tree of $D$. We provide the first algorithm that outputs such a $(k,\varepsilon)$-coreset for \emph{every} such matrix $D$. The size $|C|$ of the coreset is polynomial in $k\log(N)/\varepsilon$, and its construction takes $O(Nk)$ time. This is by forging a link between decision trees from machine learning -- to partition trees in computational geometry. Experimental results on \texttt{sklearn} and \texttt{lightGBM} show that applying our coresets on real-world data-sets boosts the computation time of random forests and their parameter tuning by up to x$10$, while keeping similar accuracy. Full open source code is provided.
  • Supplementary Material: pdf
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  • Code: https://github.com/ernestosanches/Decision-Trees-Coreset
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