Pushing the Envelope of Gradient Boosting Forests via Globally-Optimized Oblique Trees

Ensemble methods based on decision trees, such as Random Forests or boosted forests, have long been established as some of the most powerful, off-the-shelf machine learning models, and have been widely used in computer vision and other areas. In recent years, a specific form of boosting, gradient boosting (GB), has gained prominence. This is partly because of highly optimized implementations such as XGBoost or LightGBM, which incorporate many clever modifications and heuristics. However, one gaping hole remains unexplored in GB: the construction of individual trees. To date, all successful GB versions use axis-aligned trees trained in a suboptimal way via greedy recursive partitioning. We address this gap by using a more powerful type of trees (having hyperplane splits) and an algorithm that can optimize, globally over all the tree parameters, the objective function that GB dictates. We show, in several benchmarks of image and other data types, that GB forests of these stronger, well-optimized trees consistently exceed the test accuracy of axis-aligned forests from XGBoost, Light-GBM and other strong baselines. Further, this happens using many fewer trees and sometimes even fewer parameters overall.