论文标题
插值是随机森林回归的良性吗?
Is interpolation benign for random forest regression?
论文作者
论文摘要
统计智慧表明,非常复杂的模型,插值培训数据,在预测未见的例子方面将很差。可以分析随机森林(RF)。在本文中,我们研究了几种类型的RF算法之间的插值和一致性之间的权衡。从理论上讲,我们证明,对于几种非适应性RF,无法同时实现插值状态和一致性。因为适应性似乎是汇总插值和一致性的基石,我们研究了插值中位数RF,这在插入方案中被证明是一致的。这是RF的调和插值和一致性的第一个结果,强调表明,特征随机化引入的平均效应是一种关键机制,足以确保插入方案的一致性和超越超越的实验表明,Breiman的RF表明,Breiman的RF是一致的,而没有足够的插入式插入。零,为确切的插值和结合发生的一致性提供必要条件。
Statistical wisdom suggests that very complex models, interpolating training data, will be poor at predicting unseen examples.Yet, this aphorism has been recently challenged by the identification of benign overfitting regimes, specially studied in the case of parametric models: generalization capabilities may be preserved despite model high complexity.While it is widely known that fully-grown decision trees interpolate and, in turn, have bad predictive performances, the same behavior is yet to be analyzed for Random Forests (RF).In this paper, we study the trade-off between interpolation and consistency for several types of RF algorithms. Theoretically, we prove that interpolation regimes and consistency cannot be achieved simultaneously for several non-adaptive RF.Since adaptivity seems to be the cornerstone to bring together interpolation and consistency, we study interpolating Median RF which are proved to be consistent in the interpolating regime. This is the first result conciliating interpolation and consistency for RF, highlighting that the averaging effect introduced by feature randomization is a key mechanism, sufficient to ensure the consistency in the interpolation regime and beyond.Numerical experiments show that Breiman's RF are consistent while exactly interpolating, when no bootstrap step is involved.We theoretically control the size of the interpolation area, which converges fast enough to zero, giving a necessary condition for exact interpolation and consistency to occur in conjunction.