Vectorized Adaptive Histograms for Sparse Oblique Forests

Classification using sparse oblique random forests provides guarantees on uncertainty and confidence while controlling for specific error types. However, they use more data and more compute than other tree ensembles because they create deep trees and need to sort or histogram linear combinations of data at runtime. We provide a method for dynamically switching between histograms and sorting to find the best split. We further optimize histogram construction using vector intrinsics. Evaluating this on large datasets, our optimizations speedup training by 1.7-2.5x compared to existing oblique forests and 1.5-2x compared to standard random forests. We also provide a GPU and hybrid CPU-GPU implementation.

Yggdrasil Decision Forests: A Fast and Extensible Decision Forests Library

Yggdrasil Decision Forests is a library for the training, serving and interpretation of decision forest models, targeted both at research and production work, implemented in C++, and available in C++, command line interface, Python (under the name TensorFlow Decision Forests), JavaScript, and Go. The library has been developed organically since 2018 following a set of four design principles applicable to machine learning libraries and frameworks: simplicity of use, safety of use, modularity and high-level abstraction, and integration with other machine learning libraries. In this paper, we describe those principles in detail and present how they have been used to guide the design of the library. We then showcase the use of our library on a set of classical machine learning problems. Finally, we report a benchmark comparing our library to related solutions.