Dataset Information

Splitting on categorical predictors in random forests.

ABSTRACT: One reason for the widespread success of random forests (RFs) is their ability to analyze most datasets without preprocessing. For example, in contrast to many other statistical methods and machine learning approaches, no recoding such as dummy coding is required to handle ordinal and nominal predictors. The standard approach for nominal predictors is to consider all 2 k - 1 - 1 2-partitions of the k predictor categories. However, this exponential relationship produces a large number of potential splits to be evaluated, increasing computational complexity and restricting the possible number of categories in most implementations. For binary classification and regression, it was shown that ordering the predictor categories in each split leads to exactly the same splits as the standard approach. This reduces computational complexity because only k - 1 splits have to be considered for a nominal predictor with k categories. For multiclass classification and survival prediction no ordering method producing equivalent splits exists. We therefore propose to use a heuristic which orders the categories according to the first principal component of the weighted covariance matrix in multiclass classification and by log-rank scores in survival prediction. This ordering of categories can be done either in every split or a priori, that is, just once before growing the forest. With this approach, the nominal predictor can be treated as ordinal in the entire RF procedure, speeding up the computation and avoiding category limits. We compare the proposed methods with the standard approach, dummy coding and simply ignoring the nominal nature of the predictors in several simulation settings and on real data in terms of prediction performance and computational efficiency. We show that ordering the categories a priori is at least as good as the standard approach of considering all 2-partitions in all datasets considered, while being computationally faster. We recommend to use this approach as the default in RFs.

SUBMITTER: Wright MN

PROVIDER: S-EPMC6368971 | biostudies-literature | 2019

REPOSITORIES: biostudies-literature

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Splitting on categorical predictors in random forests.

Wright Marvin N MN König Inke R IR

PeerJ 20190207

One reason for the widespread success of random forests (RFs) is their ability to analyze most datasets without preprocessing. For example, in contrast to many other statistical methods and machine learning approaches, no recoding such as dummy coding is required to handle ordinal and nominal predictors. The standard approach for nominal predictors is to consider all 2 k - 1 - 1 2-partitions of the k predictor categories. However, this exponential relationship produces a ...[more]

PMID: 30746306

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Project description:BackgroundIn the last years more and more multi-omics data are becoming available, that is, data featuring measurements of several types of omics data for each patient. Using multi-omics data as covariate data in outcome prediction is both promising and challenging due to the complex structure of such data. Random forest is a prediction method known for its ability to render complex dependency patterns between the outcome and the covariates. Against this background we developed five candidate random forest variants tailored to multi-omics covariate data. These variants modify the split point selection of random forest to incorporate the block structure of multi-omics data and can be applied to any outcome type for which a random forest variant exists, such as categorical, continuous and survival outcomes. Using 20 publicly available multi-omics data sets with survival outcome we compared the prediction performances of the block forest variants with alternatives. We also considered the common special case of having clinical covariates and measurements of a single omics data type available.ResultsWe identify one variant termed "block forest" that outperformed all other approaches in the comparison study. In particular, it performed significantly better than standard random survival forest (adjusted p-value: 0.027). The two best performing variants have in common that the block choice is randomized in the split point selection procedure. In the case of having clinical covariates and a single omics data type available, the improvements of the variants over random survival forest were larger than in the case of the multi-omics data. The degrees of improvements over random survival forest varied strongly across data sets. Moreover, considering all clinical covariates mandatorily improved the performance. This result should however be interpreted with caution, because the level of predictive information contained in clinical covariates depends on the specific application.ConclusionsThe new prediction method block forest for multi-omics data can significantly improve the prediction performance of random forest and outperformed alternatives in the comparison. Block forest is particularly effective for the special case of using clinical covariates in combination with measurements of a single omics data type.

Dataset Information

Splitting on categorical predictors in random forests.

Publications

Splitting on categorical predictors in random forests.

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