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ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R (1508.04409v2)

Published 18 Aug 2015 in stat.ML and stat.CO

Abstract: We introduce the C++ application and R package ranger. The software is a fast implementation of random forests for high dimensional data. Ensembles of classification, regression and survival trees are supported. We describe the implementation, provide examples, validate the package with a reference implementation, and compare runtime and memory usage with other implementations. The new software proves to scale best with the number of features, samples, trees, and features tried for splitting. Finally, we show that ranger is the fastest and most memory efficient implementation of random forests to analyze data on the scale of a genome-wide association study.

Citations (2,556)

Summary

  • The paper introduces ranger, a fast random forests implementation for high-dimensional data using modern C++11 and parallel processing.
  • It details the methodology, including Rcpp integration for R accessibility, and benchmarks its performance against established alternatives.
  • The findings highlight that ranger’s efficient memory usage and processing speed make it ideal for large-scale applications in genomics and related fields.

An Overview of "ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R"

The paper "ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R" by Marvin N. Wright and Andreas Ziegler presents the development and evaluation of a software package named "ranger," aimed at providing a highly efficient implementation of random forests (RF) for high-dimensional datasets. This paper, rooted in statistical computing and machine learning, describes its implementation, usage, and performance compared to existing solutions.

Implementation Details

The primary goal of ranger was to create an RF implementation that is both computationally efficient and easy to use, particularly when dealing with large-scale and high-dimensional data. The core algorithms of ranger are implemented in C++, leveraging modern C++11 features, which ensure compatibility and ease of deployment across multiple platforms. The package utilizes the Rcpp library to interface with R, making it accessible for a broad range of users within the R ecosystem.

Ranger supports classification, regression, and survival trees, broadening its applicability. For optimal performance, it provides support for parallel processing using the thread library and efficient random number generation using the random library. These features are critical for handling the computational demands of high-dimensional data prevalent in fields like genomics.

Performance Evaluation

The authors meticulously benchmarked ranger against several popular RF implementations, including randomForest, randomForestSRC, Rborist, Random Jungle, and bigrf. They considered various performance metrics, including runtime and memory usage, under different conditions such as varying numbers of features, sample sizes, trees, and splitting parameters (mtry).

The results demonstrated ranger's superior performance, particularly in handling a large number of features and samples. It consistently outperformed other implementations in most scenarios, as evidenced by its near-linear scalability with increasing sample sizes and efficient memory usage. For instance, ranger completed the analysis of a genome-wide association paper (GWAS) dataset with 150,000 features and 10,000 samples significantly faster and with less memory compared to other implementations.

Validation and Numerical Results

The authors validated the accuracy of ranger by comparing out-of-bag prediction errors and variable importance measures with those derived from the randomForest package. The validation paper involved generating synthetic datasets with known properties and running both implementations under identical settings. The outcomes showed negligible differences between the two implementations, affirming the correctness and reliability of ranger.

Practical and Theoretical Implications

Ranger's efficiency in computational speed and memory usage has significant practical implications. Researchers dealing with large-scale datasets can particularly benefit from this tool, enabling faster analyses and more complex explorations without being constrained by computational resources. This can accelerate research in genomics, image processing, and other fields requiring intensive data analysis.

Theoretically, the developments in ranger illustrate how modern C++ features and parallel computing can be harnessed to optimize traditional machine learning algorithms. This serves as a blueprint for future implementations of other algorithms, promoting the balance of ease of use and high performance.

Future Developments

Future iterations of ranger might focus on integrating more advanced features and tree types. Given its modular architecture, new capabilities, such as different splitting criteria or tree types, can be incorporated with relative ease. Moreover, the open-source nature of ranger paves the way for contributions from the broader research community, potentially accelerating its evolution and utility.

In summary, the ranger package provides a significant advancement in the implementation of random forests for high-dimensional data. Its superior performance metrics make it a valuable tool for researchers, validating its role in modern data analysis tasks. The methodological advancements demonstrated by ranger underscore the potential of leveraging contemporary software practices to optimize traditional algorithms.