Random Forests for Big Data

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

Mining data streams using option trees (revised edition, 2004)

The data stream model for data mining places harsh restrictions on a learning algorithm. A model must be induced following the briefest interrogation of the data, must use only available memory and must update itself over time within these constraints. Additionally, the model must be able to be used for data mining at any point in time. This paper describes a data stream classi_cation algorithm using an ensemble of option trees. The ensemble of trees is induced by boosting and iteratively combined into a single interpretable model. The algorithm is evaluated using benchmark datasets for accuracy against state-of-the-art algorithms that make use of the entire dataset

Algorithm selection on data streams

We explore the possibilities of meta-learning on data streams, in particular algorithm selection. In a first experiment we calculate the characteristics of a small sample of a data stream, and try to predict which classifier performs best on the entire stream. This yields promising results and interesting patterns. In a second experiment, we build a meta-classifier that predicts, based on measurable data characteristics in a window of the data stream, the best classifier for the next window. The results show that this meta-algorithm is very competitive with state of the art ensembles, such as OzaBag, OzaBoost and Leveraged Bagging. The results of all experiments are made publicly available in an online experiment database, for the purpose of verifiability, reproducibility and generalizability

Convolutional Neural Network on Three Orthogonal Planes for Dynamic Texture Classification

Dynamic Textures (DTs) are sequences of images of moving scenes that exhibit certain stationarity properties in time such as smoke, vegetation and fire. The analysis of DT is important for recognition, segmentation, synthesis or retrieval for a range of applications including surveillance, medical imaging and remote sensing. Deep learning methods have shown impressive results and are now the new state of the art for a wide range of computer vision tasks including image and video recognition and segmentation. In particular, Convolutional Neural Networks (CNNs) have recently proven to be well suited for texture analysis with a design similar to a filter bank approach. In this paper, we develop a new approach to DT analysis based on a CNN method applied on three orthogonal planes x y , xt and y t . We train CNNs on spatial frames and temporal slices extracted from the DT sequences and combine their outputs to obtain a competitive DT classifier. Our results on a wide range of commonly used DT classification benchmark datasets prove the robustness of our approach. Significant improvement of the state of the art is shown on the larger datasets.Comment: 19 pages, 10 figure