Sparse Projection Oblique Randomer Forests

Decision forests, including Random Forests and Gradient Boosting Trees, have recently demonstrated state-of-the-art performance in a variety of machine learning settings. Decision forests are typically ensembles of axis-aligned decision trees; that is, trees that split only along feature dimensions. In contrast, many recent extensions to decision forests are based on axis-oblique splits. Unfortunately, these extensions forfeit one or more of the favorable properties of decision forests based on ...