OF-AE: Oblique Forest AutoEncoders

Abstract: In the present work we propose an unsupervised ensemble method consisting of oblique trees that can address the task of auto-encoding, namely Oblique Forest AutoEncoders (briefly OF-AE). Our method is a natural extension of the eForest encoder introduced in [1]. More precisely, by employing oblique splits consisting in multivariate linear combination of features instead of the axis-parallel ones, we will devise an auto-encoder method through the computation of a sparse solution of a set of linear inequalities consisting of feature values constraints. The code for reproducing our results is available at https://github.com/CDAlecsa/Oblique-Forest-AutoEncoders.