C.A. Micchelli, W.L. Miranker
Journal of the ACM
In this paper, we present a method for constructing a feature-engineered random forest by transforming the features of a given data set using a set of diverse and randomized transforms. The transformed features are then used for creating splits at each node of a random forest. In particular, we use sum-product features because of their strong expressive power. This type of on-the-fly feature engineering has significant advantages over traditional random forests because it adds to the diversity of the splits. Such a diversity further helps in variance reduction; over and above the variance reduction ability offered by traditional random forests. We show the advantages of the proposed approach over traditional random forests and other well-established baselines using extensive experimental evaluation.
C.A. Micchelli, W.L. Miranker
Journal of the ACM
Saurabh Paul, Christos Boutsidis, et al.
JMLR
Joxan Jaffar
Journal of the ACM
Kenneth L. Clarkson, Elad Hazan, et al.
Journal of the ACM