arf
Adversarial Random Forests
Jan Kapar, Kristin Blesch, Marvin N. Wright, David S. Watson
Last update: 24 January 2024
Copyright license: GNU General Public License
Software version identifier: 0.1.3, 0.1.2, 0.2.0
Adversarial random forests (ARFs) recursively partition data into fully factorized leaves, where features are jointly independent. The procedure is iterative, with alternating rounds of generation and discrimination. Data becomes increasingly realistic at each round, until original and synthetic samples can no longer be reliably distinguished. This is useful for several unsupervised learning tasks, such as density estimation and data synthesis. Methods for both are implemented in this package. ARFs naturally handle unstructured data with mixed continuous and categorical covariates. They inherit many of the benefits of random forests, including speed, flexibility, and solid performance with default parameters. For details, see Watson et al. (2022) <arXiv:2205.09435>.
