adversarial_rf {arf}

R Documentation

Adversarial Random Forests

Description

Implements an adversarial random forest to learn independence-inducing splits.

Usage

adversarial_rf(
  x,
  num_trees = 10L,
  min_node_size = 2L,
  delta = 0,
  max_iters = 10L,
  early_stop = TRUE,
  verbose = TRUE,
  parallel = TRUE,
  ...
)

Arguments

x	Input data. Integer variables are recoded as ordered factors with a warning. See Details.
num_trees	Number of trees to grow in each forest. The default works well for most generative modeling tasks, but should be increased for likelihood estimation. See Details.
min_node_size	Minimal number of real data samples in leaf nodes.
delta	Tolerance parameter. Algorithm converges when OOB accuracy is < 0.5 + delta.
max_iters	Maximum iterations for the adversarial loop.
early_stop	Terminate loop if performance fails to improve from one round to the next?
verbose	Print discriminator accuracy after each round?
parallel	Compute in parallel? Must register backend beforehand, e.g. via doParallel.
...	Extra parameters to be passed to ranger.

Details

The adversarial random forest (ARF) algorithm partitions data into fully factorized leaves where features are jointly independent. ARFs are trained iteratively, with alternating rounds of generation and discrimination. In the first instance, synthetic data is generated via independent bootstraps of each feature, and a RF classifier is trained to distinguish between real and synthetic samples. In subsequent rounds, synthetic data is generated separately in each leaf, using splits from the previous forest. This creates increasingly realistic data that satisfies local independence by construction. The algorithm converges when a RF cannot reliably distinguish between the two classes, i.e. when OOB accuracy falls below 0.5 + delta.

ARFs are useful for several unsupservised learning tasks, such as density estimation (see forde) and data synthesis (see forge). For the former, we recommend increasing the number of trees for improved performance (typically on the order of 100-1000 depending on sample size).

Integer variables are treated as ordered factors by default. If the ARF is passed to forde, the estimated distribution for these variables will only have support on observed factor levels (i.e., the output will be a pmf, not a pdf). To override this behavior and assign nonzero density to intermediate values, explicitly recode the features as numeric.

Note: convergence is not guaranteed in finite samples. The max_iter argument sets an upper bound on the number of training rounds. Similar results may be attained by increasing delta. Even a single round can often give good performance, but data with strong or complex dependencies may require more iterations. With the default early_stop = TRUE, the adversarial loop terminates if performance does not improve from one round to the next, in which case further training may be pointless.

Value

A random forest object of class ranger.

References

Watson, D., Blesch, K., Kapar, J., & Wright, M. (2022). Adversarial random forests for density estimation and generative modeling. arXiv preprint, 2205.09435.

See Also

forde, forge

Examples

arf <- adversarial_rf(iris)

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