Random Forests for Big Data

Abstract : Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity. Recently some statistical methods have been adapted to process Big Data, like linear regression models, clustering methods and bootstrapping schemes. Based on decision trees combined with aggregation and bootstrap ideas, random forests were introduced by Breiman in 2001. They are a powerful nonparametric statistical method allowing to consider in a single and versatile framework regression problems, as well as two-class and multi-class classification problems. Focusing on classification problems, this paper proposes a selective review of available proposals that deal with scaling random forests to Big Data problems. These proposals rely on parallel environments or on online adaptations of random forests. We also describe how related quantities -- such as out-of-bag error and variable importance -- are addressed in these methods. Then, we formulate various remarks for random forests in the Big Data context. Finally, we experiment five variants on two massive datasets (15 and 120 millions of observations), a simulated one as well as real world data. One variant relies on subsampling while three others are related to parallel implementations of random forests and involve either various adaptations of bootstrap to Big Data or to ``divide-and-conquer'' approaches. The fifth variant relates on online learning of random forests. These numerical experiments lead to highlight the relative performance of the different variants, as well as some of their limitations.
Type de document :
Pré-publication, Document de travail
2017
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https://hal.archives-ouvertes.fr/hal-01233923
Contributeur : Nathalie Villa-Vialaneix <>
Soumis le : mercredi 22 mars 2017 - 10:09:55
Dernière modification le : jeudi 15 juin 2017 - 09:09:35

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  • HAL Id : hal-01233923, version 2
  • ARXIV : 1511.08327

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Robin Genuer, Jean-Michel Poggi, Christine Tuleau-Malot, Nathalie Villa-Vialaneix. Random Forests for Big Data. 2017. <hal-01233923v2>

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