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Autoencoding Random Forests
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Proposes an autoencoder for random forests that embeds data via diffusion maps over the RF kernel and decodes latent vectors back to input space using constrained optimization, split relabeling, or k-NN regression.
Problem
Random forests produce implicit kernels but lack principled nonlinear embeddings and any method to decode latent vectors back to the input feature space.
Approach
Treat the normalized RF kernel as a doubly stochastic PSD kernel, use diffusion maps for spectral embedding with Nystrom out-of-sample projection, and invert the embedding with leaf-assignment ILP, split relabeling in embedding space, or k-NN regression over synthetic inputs from leaf intersections.
Key results
- RFAE (k-NN decoder) achieves the best average rank of 1.80 across 20 tabular datasets, best in 12 of 20 datasets versus TVAE, TTVAE, AE, VAE.
- Theory: RF kernel matrix is doubly stochastic and the RF RKHS sequence is asymptotically universal and characteristic.
- On scRNA-seq, RFAE denoising helps align manifolds of two mouse brain studies under PCA and tSNE.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use RFAE instead of the neural autoencoder baselines | Tabular reconstruction benchmark · 20 tabular datasets | mean distortion / average rank: Average Rank: 1.80 vs 2.45 | Mixed |
Surprising findings
- The exact ILP leaf-assignment decoder's uniqueness guarantee cannot be shown in general; a minimal binary counterexample exists.
- eForest cannot be used as a baseline since it is fixed at 2x feature dimension and cannot compress.
Limitations
- Decoding computational cost is nontrivial, and ILP is NP-complete and infeasible for large problems.
- k-NN results depend on the choice of k.
- RFAE is not trained end-to-end and is a post-processing step on a pretrained forest; it is not optimized for image data.
Experimental setup
Datasets: abalone adult banknote bc car churn credit diabetes dry_bean forestfires hd king
Benchmarks: 20 tabular datasets reconstruction distortion benchmark MNIST reconstruction scRNA-seq batch alignment
Metrics: distortion (1 - R^2 for continuous plus classification error average rank
Baselines: TVAE TTVAE AE VAE eForest
Builds on: Scornet kernel diffusion maps eForest adaptive random forests (ARF) Moore-Aronszajn theorem
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