Positive-Unlabeled Learning using Random Forests via Recursive Greedy Risk Minimization
The need to learn from positive and unlabeled data, or PU learning, arises in many applications and has attracted increasing interest. While random forests are known to perform well on many tasks with positive and negative data, recent PU algorithms are generally based on deep neural networks, and the potential of tree-based PU learning is under-explored. In this paper, we propose new random forest algorithms for PU-learning. Key to our approach is a new interpretation of decision tree algorithms for positive and negative data as \emph{recursive greedy risk minimization algorithms}. We extend this perspective to the PU setting to develop new decision tree learning algorithms that directly minimizes PU-data based estimators for the expected risk. This allows us to develop an efficient PU random forest algorithm, PU extra trees. Our approach features three desirable properties: it is robust to the choice of the loss function in the sense that various loss functions lead to the same decision trees; it requires little hyperparameter tuning as compared to neural network based PU learning; it supports a feature importance that directly measures a feature's contribution to risk minimization. Our algorithms demonstrate strong performance on several datasets. Our code is available at \url{https://github.com/puetpaper/PUExtraTrees}.
Code (3)
Tasks
Feature ImportanceWeakly Supervised ClassificationSimilar Papers 제목 키워드 기반
Pushing the Envelope of Gradient Boosting Forests via Globally-Optimized Oblique Trees
Ensemble methods based on decision trees, such as Random Forests or boosted forests, have long been established as some of the most powerful, off-the-shelf machine learning models, and have been widely used in comput…
Uncovering Feature Interdependencies in High-Noise Environments with Stepwise Lookahead Decision Forests
Conventionally, random forests are built from "greedy" decision trees which each consider only one split at a time during their construction. The sub-optimality of greedy implementation has been well-known, yet mainstrea…
Time Series AnalysisK-nearest Neighbor Search by Random Projection Forests
K-nearest neighbor (kNN) search has wide applications in many areas, including data mining, machine learning, statistics and many applied domains. Inspired by the success of ensemble methods and the flexibility of tree-b…
Machine Unlearning for Random Forests
Responding to user data deletion requests, removing noisy examples, or deleting corrupted training data are just a few reasons for wanting to delete instances from a machine learning (ML) model. However, efficiently remo…
Machine UnlearningAccuracy Limits of Causal Trees for Individualized Treatment Effects
Recursive decision trees are widely used to estimate heterogeneous causal treatment effects in experimental and observational studies. These methods are typically implemented using CART-type recursive partitioning, with …