Random Forests For High Dimensional Data Research Articles

A computationally fast variable importance test for random forests for high-dimensional data

Random forests are a commonly used tool for classification and for ranking candidate predictors based on the so-called variable importance measures. These measures attribute scores to the variables reflecting their importance. A drawback of variable importance measures is that there is no natural cutoff that can be used to discriminate between important and non-important variables. Several approaches, for example approaches based on hypothesis testing, were developed for addressing this problem. The existing testing approaches require the repeated computation of random forests. While for low-dimensional settings those approaches might be computationally tractable, for high-dimensional settings typically including thousands of candidate predictors, computing time is enormous. In this article a computationally fast heuristic variable importance test is proposed that is appropriate for high-dimensional data where many variables do not carry any information. The testing approach is based on a modified version of the permutation variable importance, which is inspired by cross-validation procedures. The new approach is tested and compared to the approach of Altmann and colleagues using simulation studies, which are based on real data from high-dimensional binary classification settings. The new approach controls the type I error and has at least comparable power at a substantially smaller computation time in the studies. Thus, it might be used as a computationally fast alternative to existing procedures for high-dimensional data settings where many variables do not carry any information. The new approach is implemented in the R package vita.

A computationally fast variable importance test for random forests for high-dimensional data

A computationally fast variable importance test for random forests for high-dimensional data

Unbiased feature selection in learning random forests for high-dimensional data.

Random forests (RFs) have been widely used as a powerful classification method. However, with the randomization in both bagging samples and feature selection, the trees in the forest tend to select uninformative features for node splitting. This makes RFs have poor accuracy when working with high-dimensional data. Besides that, RFs have bias in the feature selection process where multivalued features are favored. Aiming at debiasing feature selection in RFs, we propose a new RF algorithm, called xRF, to select good features in learning RFs for high-dimensional data. We first remove the uninformative features using p-value assessment, and the subset of unbiased features is then selected based on some statistical measures. This feature subset is then partitioned into two subsets. A feature weighting sampling technique is used to sample features from these two subsets for building trees. This approach enables one to generate more accurate trees, while allowing one to reduce dimensionality and the amount of data needed for learning RFs. An extensive set of experiments has been conducted on 47 high-dimensional real-world datasets including image datasets. The experimental results have shown that RFs with the proposed approach outperformed the existing random forests in increasing the accuracy and the AUC measures.

On safari to Random Jungle: a fast implementation of Random Forests for high-dimensional data

On safari to Random Jungle: a fast implementation of Random Forests for high-dimensional data

On safari to Random Jungle: a fast implementation of Random Forests for high-dimensional data

Genome-wide association (GWA) studies have proven to be a successful approach for helping unravel the genetic basis of complex genetic diseases. However, the identified associations are not well suited for disease prediction, and only a modest portion of the heritability can be explained for most diseases, such as Type 2 diabetes or Crohn's disease. This may partly be due to the low power of standard statistical approaches to detect gene-gene and gene-environment interactions when small marginal effects are present. A promising alternative is Random Forests, which have already been successfully applied in candidate gene analyses. Important single nucleotide polymorphisms are detected by permutation importance measures. To this day, the application to GWA data was highly cumbersome with existing implementations because of the high computational burden. Here, we present the new freely available software package Random Jungle (RJ), which facilitates the rapid analysis of GWA data. The program yields valid results and computes up to 159 times faster than the fastest alternative implementation, while still maintaining all options of other programs. Specifically, it offers the different permutation importance measures available. It includes new options such as the backward elimination method. We illustrate the application of RJ to a GWA of Crohn's disease. The most important single nucleotide polymorphisms (SNPs) validate recent findings in the literature and reveal potential interactions. The RJ software package is freely available at http://www.randomjungle.org