TreeGrad: Transferring Tree Ensembles to Neural Networks

Gradient Boosting Decision Tree (GBDT) are popular machine learning algorithms with implementations such as LightGBM and in popular machine learning toolkits like Scikit-Learn. Many implementations can only produce trees in an offline manner and in a greedy manner. We explore ways to convert existing GBDT implementations to known neural network architectures with minimal performance loss in order to allow decision splits to be updated in an online manner and provide extensions to allow splits points to be altered as a neural architecture search problem. We provide learning bounds for our neural network.Comment: Technical Report on Implementation of Deep Neural Decision Forests Algorithm. To accompany implementation here: https://github.com/chappers/TreeGrad. Update: Please cite as: Siu, C. (2019). "Transferring Tree Ensembles to Neural Networks". International Conference on Neural Information Processing. Springer, 2019. arXiv admin note: text overlap with arXiv:1909.1179

Stacking for machine learning redshifts applied to SDSS galaxies

We present an analysis of a general machine learning technique called 'stacking' for the estimation of photometric redshifts. Stacking techniques can feed the photometric redshift estimate, as output by a base algorithm, back into the same algorithm as an additional input feature in a subsequent learning round. We shown how all tested base algorithms benefit from at least one additional stacking round (or layer). To demonstrate the benefit of stacking, we apply the method to both unsupervised machine learning techniques based on self-organising maps (SOMs), and supervised machine learning methods based on decision trees. We explore a range of stacking architectures, such as the number of layers and the number of base learners per layer. Finally we explore the effectiveness of stacking even when using a successful algorithm such as AdaBoost. We observe a significant improvement of between 1.9% and 21% on all computed metrics when stacking is applied to weak learners (such as SOMs and decision trees). When applied to strong learning algorithms (such as AdaBoost) the ratio of improvement shrinks, but still remains positive and is between 0.4% and 2.5% for the explored metrics and comes at almost no additional computational cost.Comment: 13 pages, 3 tables, 7 figures version accepted by MNRAS, minor text updates. Results and conclusions unchange