QuantumForest

QuantumForest is a new lib on the model of differentiable decision trees. It has the advantages of both trees and neural networks. Experiments on large datasets show that QuantumForest has higher accuracy than both deep networks and best GBDT libs(XGBoost, Catboost, mGBDT,...).

• Keeping simple tree structure，easy to use and explain the decision process

• Full differentiability like neural networks. So we could train it with many powerful optimization algorithms (SGD, Adam, …), just like the training of deep CNN.

• Support batch training to reduce the memory usage greatly.

• Support the end-to-end learning mode. Reduce a lot of work on data preprocessing and feature engineering.


Performance

To verify our model and algorithm, we test its performance on six large datasets.

​ Table 1: Six large tabular datasets

The following table lists the accuracy of QuantumForest and some GBDT libraries

*Some results are copied form the testing results of NODE

All libraries use default parameters. LightGBM is the winner of ’Higgs’ and ’Yahoo’ datasets. NODE is the winner of ’Click’ datasets. QuantumForest performs best on the ’Click’, ’YearPrediction’,’Microsoft’, and ’EPSILON’ datasets. mGBDT always failed because out of memory(OOM) for most large datasets. The differentiable forest model has only been developed for a few years and is still in its early stages. QuantumForest shows the potential of differentiable forest model.

Dependencies

• Python 3.7

• PyTorch 1.3.1

Usage

For six large dataset in Table 1:

1. Create a directory data_root for storing datasets

   QuantumForest would automatically download the datasets and save the files at data_root . Then automatically split each dataset into training, validation and test sets.

2. To get the accuracy of QuantumForest

   For example, test the accuracy of the HIGGS dataset

   python main_tabular_data.py --data_root=../Datasets/ --dataset=HIGGS --learning_rate=0.002

   To test other datasets, set the dataset to one of [YEAR,YAHOO,CLICK,MICROSOFT,HIGGS,EPSILON]

3. To get the accuracy of other GBDT libraries (all with default parameters)

   For example, test the accuracy of LightGBM

   python main_tabular_data.py  --dataset=HIGGS --model=LightGBM 

   To test other GBDT libraries, set the model to LightGBM, XGBoost, or Catboost

For other datasets:

1 Prepare the data

​ The class of data should be the child class of quantum_forest.TabularDataset. For the detail, please see TabularDataset.py.

2 Call quantum_forest

import quantum_forest

config = quantum_forest.QForest_config(data,0.002)     
config.device = quantum_forest.OnInitInstance(random_state=42)
config.model="QForest"      
config.in_features = data.X_train.shape[1]
config.tree_module = quantum_forest.DeTree 
config, visual =  quantum_forest.InitExperiment(config, 0)
config.response_dim = 3
config.feat_info = None
data.onFold(0,config,pkl_path=f"FOLD_0.pickle")
learner = quantum_forest.QuantumForest(config,data,feat_info=None,visual=visual).   \
                fit(data.X_train, data.y_train, eval_set=[(data.X_valid,data.y_valid)])
best_score = learner.best_score

Notes

More parameters

python main_tabular_data.py  --dataset=HIGGS --learning_rate=0.001 --scale=large --subsample=0.3

1. set different learning_rate.
2. set scale to large, the accuracy will be higher, but it will take longer to run.
3. set subsample<1.0, the accuracy maybe higher with less time.

Citation

If you find this code useful, please consider citing:

[1] Chen, Yingshi. "Deep differentiable forest with sparse attention for the tabular data." arXiv preprint arXiv:2003.00223 (2020).
[2] Chen, Yingshi. "LiteMORT: A memory efficient gradient boosting tree system on adaptive compact distributions." arXiv preprint arXiv:2001.09419 (2020).

Future work

• More huge testing datasets.

  ​ If anyone has larger dataset, please send to us for testing

• More models.

• More papers.

Author

Yingshi Chen (gsp.cys@gmail.com)