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DOFEN: Deep Oblivious Forest ENsemble (2412.16534v2)

Published 21 Dec 2024 in cs.LG and stat.ML

Abstract: Deep Neural Networks (DNNs) have revolutionized artificial intelligence, achieving impressive results on diverse data types, including images, videos, and texts. However, DNNs still lag behind Gradient Boosting Decision Trees (GBDT) on tabular data, a format extensively utilized across various domains. In this paper, we propose DOFEN, short for \textbf{D}eep \textbf{O}blivious \textbf{F}orest \textbf{EN}semble, a novel DNN architecture inspired by oblivious decision trees. DOFEN constructs relaxed oblivious decision trees (rODTs) by randomly combining conditions for each column and further enhances performance with a two-level rODT forest ensembling process. By employing this approach, DOFEN achieves state-of-the-art results among DNNs and further narrows the gap between DNNs and tree-based models on the well-recognized benchmark: Tabular Benchmark \citep{grinsztajn2022tree}, which includes 73 total datasets spanning a wide array of domains. The code of DOFEN is available at: \url{https://github.com/Sinopac-Digital-Technology-Division/DOFEN}.

Summary

  • The paper introduces a novel two-level ensemble that integrates relaxed oblivious decision trees with deep neural networks for improved tabular data analysis.
  • It employs random feature selection and tree relaxations to ensure differentiability and robust performance while mitigating overfitting.
  • Evaluations on tabular benchmarks show competitive performance with traditional tree-based methods, though challenges persist with heterogeneous data.

An Overview of "DOFEN: Deep Oblivious Forest ENsemble"

The paper entitled "DOFEN: Deep Oblivious Forest ENsemble" introduces a novel architecture in the domain of machine learning, specifically targeting the use of Deep Neural Networks (DNNs) on tabular data—an area where DNNs have traditionally underperformed compared to Gradient Boosting Decision Trees (GBDTs). The proposed model, named DOFEN, leverages a unique structure inspired by Oblivious Decision Trees (ODTs) with a focus on achieving sparse selection of features, potentially positioning DNNs as competitive alternatives to tree-based models for tabular data.

Key Contributions

DOFEN incorporates a two-level ensemble architecture, which differentiates it from existing models. This innovative approach involves randomizing the selection of features for each decision tree, constructing a forest of such trees, and further ensembling these forests to form a prediction. Two critical processes underpin DOFEN:

  1. Condition Generation and Relaxed ODT Construction: The model generates numerous combinations of features and constructs relaxed versions of ODTs (rODTs) by randomly selecting features without replacement. This choice facilitates the ensemble of a broad pool of trees, imbuing the model with robustness and diversity. Each rODT functions by softening the non-differentiable components of traditional decision trees, allowing the model to remain differentiable and trainable using gradient-based methods.
  2. Two-level rODT Ensemble: At the first level, DOFEN randomly samples subsets of the rODT pool to form individual forests. The second level aggregates these forests by treating each as a weak learner, akin to ensemble techniques employed in traditional machine learning. This dual-layer ensemble strategy contributes significantly to the enhanced stability and improved predictive performance of the model.

Evaluation and Results

The model was rigorously evaluated using a comprehensive benchmark known as the Tabular Benchmark. This benchmark encompasses a diverse array of datasets, offering a robust platform for comparative analysis. DOFEN demonstrated state-of-the-art performance against existing DNN-based models, and importantly, presented competitive results when juxtaposed with sophisticated tree-based algorithms such as XGBoost and CatBoost on tabular data with numerical features. However, the model's performance showed limitations on datasets with heterogeneous (mixed numerical and categorical) features, indicating areas for future enhancement in handling such data.

Implications and Future Directions

DOFEN's development holds considerable implications for the use of DNNs in tabular data scenarios. The enhanced feature selection mechanism can be critical in reducing overfitting, a prevalent challenge in DNNs, thus potentially extending the applicability of deep learning models in domains traditionally dominated by GBDTs.

Looking forward, this work opens pathways for further research into end-to-end differentiable neural network models tailored for tabular data. Future improvements could focus on optimizing feature selection methodologies and reducing computational overhead, especially in models requiring extensive hyperparameter tuning or those executed on large datasets. Additionally, robustness against diverse data types could be bolstered through integrated approaches that better accommodate categorical features.

Concluding Remarks

In summary, the paper by Chen et al. presents DOFEN as a pioneering effort to bridge the performance gap between DNNs and GBDTs in the tabular data landscape. The model's architectural innovations and empirical success on benchmark evaluations underscore its potential as a foundational framework for future advancements in deep learning for tabular data.

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