Learn Smart with Less - Building Better Online Decision Trees with Fewer Training Examples.

Online decision tree models are extensively used in many industrial machine learning applications for real-time classification tasks. These models are highly accurate, scalable and easy to use in practice. The Very Fast Decision Tree (VFDT) is the classic online decision tree induction model that has been widely adopted due to its theoretical guarantees as well as competitive performance. However, VFDT and its variants solely rely on conservative statistical measures like Hoeffding bound to incrementally grow the tree. This makes these models extremely circumspect and limits their ability to learn fast. In this paper, we efficiently employ statistical resampling techniques to build an online tree faster using fewer examples. We first theoretically show that a naive implementation of resampling techniques like non-parametric bootstrap does not scale due to large memory and computational overheads. We mitigate this by proposing a robust memory-efficient bootstrap simulation heuristic (Mem-ES) that successfully expedites the learning process. Experimental results on both synthetic data and large-scale real world datasets demonstrate the efficiency and effectiveness of our proposed technique.