Learning with Ensembles of Randomized Trees : New Insights

Ensembles of randomized trees such as Random Forests are among the most popular tools used in machine learning and data mining. Such algorithms work by introducing randomness in the induction of several decision trees before employing a voting scheme to give a prediction for unseen instances. In this paper, randomized trees ensembles are studied in the point of view of the basis functions they induce. We point out a connection with kernel target alignment, a measure of kernel quality, which suggests that randomization is a way to obtain a high alignment, leading to possibly low generalization error. The connection also suggests to post-process ensembles with sophisticated linear separators such as Support Vector Machines (SVM). Interestingly, post-processing gives experimentally better performances than a classical majority voting. We finish by comparing those results to an approximate infinite ensemble classifier very similar to the one introduced by Lin and Li. This methodology also shows strong learning abilities, comparable to ensemble post-processing.