evoRF: An Evolutionary Approach to Random Forests

Abstract

Machine Learning is a field in which significant steps forward have been taken in the last years, resulting in a wide variety of available algorithms, for many different problems. Nonetheless, most of these algorithms focus on the training of static models, in the sense that the model stops evolving after the training phase. This is increasingly becoming a limitation, especially in an era in which datasets are increasingly larger and may even arrive as sequential streams of data. Frequently retraining a model, in these scenarios, is not realistic. In this paper we propose evoRF: a combination of a Random Forest with an evolutionary approach. Its key innovative aspect is the evolution of the weights of the Random Forest over time, as new data arrives, thus making the forest’s voting scheme adapt to the new data. Older trees can also be replaced by newly trained ones, according to their accuracy, ensuring that the ensemble remains up to date without requiring a whole retraining.