Adversarial random forests for density estimation and generative modeling

DOI10.48550/ARXIV.2205.09435arXiv2205.09435MaRDI QIDQ77194FDOQ77194

Authors: David S. Watson, Kristin Blesch, Jan Kapar, Marvin N. Wright 

Publication date: 19 May 2022

Abstract: We propose methods for density estimation and data synthesis using a novel form of unsupervised random forests. Inspired by generative adversarial networks, we implement a recursive procedure in which trees gradually learn structural properties of the data through alternating rounds of generation and discrimination. The method is provably consistent under minimal assumptions. Unlike classic tree-based alternatives, our approach provides smooth (un)conditional densities and allows for fully synthetic data generation. We achieve comparable or superior performance to state-of-the-art probabilistic circuits and deep learning models on various tabular data benchmarks while executing about two orders of magnitude faster on average. An accompanying $extttR$ package, $extttarf$, is available on $extttCRAN$.

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