Algebraic aggregation of random forests: towards explainability and rapid evaluation

Random Forests are one of the most popular classifiers in machine learning. The larger they are, the more precise the outcome of their predictions. However, this comes at a cost: it is increasingly difficult to understand why a Random Forest made a specific choice, and its running time for classification grows linearly with the size (number of trees). In this paper, we propose a method to aggregate large Random Forests into a single, semantically equivalent decision diagram which has the following two effects: (1) minimal, sufficient explanations for Random Forest-based classifications can be obtained by means of a simple three step reduction, and (2) the running time is radically improved. In fact, our experiments on various popular datasets show speed-ups of several orders of magnitude, while, at the same time, also significantly reducing the size of the required data structure.