BoostTree and BoostForest for Ensemble Learning

Bootstrap aggregating (Bagging) and boosting are two popular ensemble learning approaches, which combine multiple base learners to generate a composite model for more accurate and more reliable performance. They have been widely used in biology, engineering, healthcare, etc... This article proposes BoostForest, which is an ensemble learning approach using BoostTree as base learners and can be used for both classification and regression. BoostTree constructs a tree model by gradient boosting. It achieves high randomness (diversity) by sampling its parameters randomly from a parameter pool, and selecting a subset of features randomly at node splitting. BoostForest further increases the randomness by bootstrapping the training data in constructing different BoostTrees. BoostForest outperformed four classical ensemble learning approaches (Random Forest, Extra-Trees, XGBoost and LightGBM) on 34 classification and regression datasets. Remarkably, BoostForest has only one hyper-parameter (the number of BoostTrees), which can be easily specified. Our code is publicly available, and the proposed ensemble learning framework can also be used to combine many other base learners. read more

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