Enhanced Random Forest Algorithms for Partially Monotone Ordinal Classification

Abstract

One of the factors hindering the use of classification models in decision making is that their predictions may contradict expectations. In domains such as finance and medicine, the ability to include knowledge of monotone (nondecreasing) relationships is sought after to increase accuracy and user satisfaction. As one of the most successful classifiers, attempts have been made to do so for Random Forest. Ideally a solution would (a) maximise accuracy; (b) have low complexity and scale well; (c) guarantee global monotonicity; and (d) cater for multi-class. This paper first reviews the state-of-theart from both the literature and statistical libraries, and identifies opportunities for improvement. A new rule-based method is then proposed, with a maximal accuracy variant and a faster approximate variant. Simulated and real datasets are then used to perform the most comprehensive ordinal classification benchmarking in the monotone forest literature. The proposed approaches are shown to reduce the bias induced by monotonisation and thereby improve accuracy.