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Accelerating Random Forests in Scikit-Learn

Random Forests are without contest one of the most robust, accurate and versatile tools for solving machine learning tasks. Implementing this algorithm properly and efficiently remains however a challenging task involving issues that are easily overlooked if not considered with care. In this talk, we present the Random Forests implementation developed within the Scikit-Learn machine learning library. In particular, we describe the iterative team efforts that led us to gradually improve our codebase and eventually make Scikit-Learn's Random Forests one of the most efficient implementations in the scientific ecosystem, across all libraries and programming languages. Algorithmic and technical optimizations that have made this possible include:

- An efficient formulation of the decision tree algorithm, tailored for Random Forests;
- Cythonization of the tree induction algorithm;
- CPU cache optimizations, through low-level organization of data into contiguous memory blocks;
- Efficient multi-threading through GIL-free routines;
- A dedicated sorting procedure, taking into account the properties of data;
- Shared pre-computations whenever critical.

Overall, we believe that lessons learned from this case study extend to a broad range of scientific applications and may be of interest to anybody doing data analysis in Python.

Accelerating Random Forests in Scikit-Learn

  1. 1. Accelerating Random Forests in Scikit-Learn Gilles Louppe Universite de Liege, Belgium August 29, 2014 1 / 26
  2. 2. Motivation ... and many more applications ! 2 / 26
  3. 3. About Scikit-Learn Machine learning library for Python Classical and well-established algorithms Emphasis on code quality and usability Myself @glouppe PhD student (Liege, Belgium) Core developer on Scikit-Learn since 2011 Chief tree hugger scikit 3 / 26
  4. 4. Outline 1 Basics 2 Scikit-Learn implementation 3 Python improvements 4 / 26
  5. 5. Machine Learning 101 Data comes as... A set of samples L = f(xi ; yi )ji = 0; : : : ;N