The Tree Ensemble Layer: Differentiability meets Conditional Computation

Part of Proceedings of the International Conference on Machine Learning 1 pre-proceedings (ICML 2020)

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Hussein Hazimeh, Natalia Ponomareva, Petros Mol, Zhenyu Tan, Rahul Mazumder


Neural networks and tree ensembles are state-of-the-art learners, each with its unique statistical and computational advantages. We aim to combine these advantages by introducing a new layer for neural networks, composed of an ensemble of differentiable decision trees (a.k.a. soft trees). While differentiable trees demonstrate promising results in the literature, in practice they are typically slow in training and inference as they do not support conditional computation. We mitigate this issue by introducing a new sparse activation function for sample routing, and implement true conditional computation by developing specialized forward and backward propagation algorithms that exploit sparsity. Our efficient algorithms pave the way for jointly training over deep and wide tree ensembles using first-order methods (e.g., SGD). Experiments on 23 classification datasets indicate over $10$x speed-ups compared to the differentiable trees used in the literature and over $20$x reduction in the number of parameters compared to gradient boosted trees, while maintaining competitive performance. Moreover, experiments on CIFAR, MNIST, and Fashion MNIST indicate that replacing dense layers in CNNs with our tree layer reduces the test loss by $7$-$53\%$ and the number of parameters by $8$x. We provide an open-source TensorFlow implementation with a Keras API.