Migrating from Neural Networks

TensorFlow Decision Forests (TF-DF) is a collection of Decision Forest (DF) algorithms available in TensorFlow. Decision Forests work differently than Neural Networks (NN): DFs generally do not train with backpropagation, or in mini-batches. Therefore, TF-DF pipelines have a few differences from other TensorFlow pipelines.

This document is a list of those differences, and a guide to updating TF pipelines to use TF-DF

This doc assumes familiarity with the beginner colab.

Dataset and Features

Validation dataset

Unlike the standard Neural Network training paradigm, TF-DF models do not need a validation dataset to monitor overfitting, or to stop training early. If you already have a train/validation/test split, and you are using the validation for one of those reasons, it is safe to train your TF-DF on train+validation (unless the validation split is also used for something else, like hyperparameter tuning).

- model.fit(train_ds, validation_data=val_ds)
+ model.fit(train_ds.concatenate(val_ds))

# Or just don't create a validation dataset

Rationale: The TF-DF framework is composed of multiple algorithms. Some of them do not use a validation dataset (e.g. Random Forest) while some others do (e.g. Gradient Boosted Trees). Algorithms that do might benefit from different types and size of validation datasets. Therefore, if a validation dataset is needed, it will be extracted automatically from the training dataset.

Dataset I/O

Train for exactly 1 epoch

# Number of epochs in Keras
- model.fit(train_ds, num_epochs=5)

# Number of epochs in the dataset
- train_ds = train_ds.repeat(5)
- model.fit(train_ds)
+ model.fit(train_ds)

Rationale: Users of neural networks often train a model for N steps (which may involve looping over the dataset > 1 time), because of the nature of SGD. TF-DF trains by reading the whole dataset and then running the training at the end. 1 epoch is needed to read the full dataset, and any extra steps will result in unnecessary data I/O, as well as slower training.

Do not shuffle the dataset

Datasets do not need to be shuffled (unless the input_fn is reading only a sample of the dataset).

- train_ds = train_ds.shuffle(5)
- model.fit(train_ds)
+ model.fit(train_ds)

Rationale: TF-DF shuffles access to the data internally after reading the full dataset into memory. TF-DF algorithms are deterministic (if the user does not change the random seed). Enabling shuffling will only make the algorithm non-deterministic. Shuffling does make sense if the input dataset is ordered and the input_fn is only going to read a sample of it (the sample should be random). However, this will make the training procedure non-deterministic.

Do not tune the batch size

The batch size will not affect the model quality

- train_ds = train_ds.batch(hyper_parameter_batch_size())
- model.fit(train_ds)
# The batch size does not matter.
+ train_ds = train_ds.batch(64)
+ model.fit(train_ds)

Rationale: Since TF-DF is always trained on the full dataset after it is read, the model quality will not vary based on the batch size (unlike mini-batch training algorithms like SGD where parameters like learning rate need to be tuned jointly). Thus it should be removed from hyperparameter sweeps. The batch size will only have an impact on the speed of dataset I/O.

Large Datasets

Unlike neural networks, which can loop over mini-batches of a large dataset infinitely, decision forests require a finite dataset that fits in memory for their training procedures. The size of the dataset has performance and memory implications.

There are diminishing returns for increasing the size of the dataset, and DF algorithms arguably need fewer examples for convergence than large NN models. Instead of scaling the number of training steps (as in a NN), you can try scaling the amount of data to see where the compute tradeoff makes sense. Therefore, it is a good idea to first try training on a (small) subset of the dataset.

The alternative solution is to use distributed training. Distributed training is a great way to increase the size of the dataset if multiple machines are available. While all the distributed algorithms are available to distribute the computation, not all of them are able to distribute the RAM usage. Check the documentation for more details.

How many examples to use

It should fit in memory on the machine the model is training on:

  • Note that this is not the same as the size of the examples on disk.

  • As a rule of thumb one numerical or categorical value uses 4 bytes of memory. So, a dataset with 100 features and 25 million examples will take ~10GB (= 100 * 25 *10^6 * 4 bytes) of memory.

  • Categorical-set features (e.g. tokenized text) take more memory (4 bytes per token + 12 bytes per feature).

Consider your training time budget

  • While generally faster than NN for smaller datasets (e.g. <100k examples), DF training algorithms do not scale linearly with the dataset size; rather, ~O(features x num_examples x log(num_examples)) in most cases.

  • The training time depends on the hyper-parameters. The most impactful parameters are: (1) the number of trees (num_trees), (2) the example sampling rate (subsample for GBT), and (3) the attribute sampling rate (num_candidate_attributes_ratio)

  • Categorical-set features are more expensive than other features. The cost is controlled by the categorical_set_split_greedy_sampling parameter.

  • Sparse Oblique features (disabled by default) give good results but are expensive to compute.

Rules of thumb for scaling up data

We suggest starting with a small slice of the data (<10k examples), which should allow you to train a TF-DF model in seconds or a few minutes in most cases. Then you can increase the data at a fixed rate (e.g. 40% more each time), stopping when validation set performance does not improve or the dataset no longer fits in memory.

Feature Normalization / Preprocessing

Do not transform data with feature columns

TF-DF models do not require explicitly providing feature semantics and transformations. By default, all of the features in the dataset (other than the label) will be detected and used by the model. The feature semantics will be auto-detected, and can be overridden manually if needed.

# Estimator code
- feature_columns = [
-   tf.feature_column.numeric_column(feature_1),
-   tf.feature_column.categorical_column_with_vocabulary_list(feature_2, ['First', 'Second', 'Third'])
-   ]
- model = tf.estimator.LinearClassifier(feature_columns=feature_columnes)
# Use all the available features. Detect the type automatically.
+ model = tfdf.keras.GradientBoostedTreesModel()

You can also specify a subset of input features:

+ features = [
+   tfdf.keras.FeatureUsage(name="feature_1"),
+   tfdf.keras.FeatureUsage(name="feature_2")
+   ]
+ model = tfdf.keras.GradientBoostedTreesModel(features=features, exclude_non_specified_features=True)

If necessary, you can force the semantic of a feature.

+ forced_features = [
+   tfdf.keras.FeatureUsage(name="feature_1", semantic=tfdf.keras.FeatureSemantic.CATEGORICAL),
+   ]
+ model = tfdf.keras.GradientBoostedTreesModel(features=features)

Rationale: While certain models (like Neural Networks) require a standardized input layer (e.g. mappings from different feature types → embeddings), TF-DF models can consume categorical and numerical features natively, as well as auto-detect the semantic types of the features based on the data.

Do not preprocess the features

Decision tree algorithms do not benefit from some of the classical feature preprocessing used for Neural Networks. Below, some of the more common feature processing strategies are explicitly listed, but a safe starting point is to remove all pre-processing that was designed to help neural network training.

Do not normalize numerical features

- def zscore(value):
-   return (value-mean) / sd

- feature_columns = [tf.feature_column.numeric_column("feature_1",normalizer_fn=zscore)]

Rational: Decision forest algorithms natively support non-normalized numerical features, since the splitting algorithms do not do any numerical transformation of the input. Some types of normalization (e.g. zscore normalization) will not help numerical stability of the training procedure, and some (e.g. outlier clipping) may hurt the expressiveness of the final model.

Do not encode categorical features (e.g. hashing, one-hot, or embedding)

- integerized_column = tf.feature_column.categorical_column_with_hash_bucket("feature_1",hash_bucket_size=100)
- feature_columns = [tf.feature_column.indicator_column(integerized_column)]
- integerized_column = tf.feature_column.categorical_column_with_vocabulary_list('feature_1', ['bob', 'george', 'wanda'])
- feature_columns = [tf.feature_column.indicator_column(integerized_column)]

Rationale: TF-DF has native support for categorical features, and will treat a “transformed” vocabulary item as just another item in its internal vocabulary (which can be configured via model hyperparameters). Some transformations (like hashing) can be lossy. Embeddings are not supported unless they are pre-trained, since Decision Forest models are not differentiable (see intermediate colab). Note that domain-specific vocabulary strategies (e.g. stopword removal, text normalization) may still be helpful.

How to handle text features

TF-DF supports categorical-set features natively. Therefore, bags of tokenized n-grams can be consumed natively.

Alternatively, text can also be consumed through a pre-trained embedding.

Categorical-sets are sample efficient on small datasets, but expensive to train on large datasets. Combining categorical-sets and a pre-trained embedding can often yield better results than if either is used alone.

Do not replace missing features by magic values

Rationale: TF-DF has native support for missing values. Unlike neural networks, which may propagate NaNs to the gradients if there are NaNs in the input, TF-DF will train optimally if the algorithm sees the difference between missing and a sentinel value.

- feature_columns = [
- tf.feature_column.numeric_column("feature_1", default_value=0),
- tf.feature_column.numeric_column("feature_1_is_missing"),
- ]

Handling Images and Time series

There is no standard algorithm for consuming image or time series features in Decision Forests, so some extra work is required to use them.

Rationale: Convolution, LSTM, attention and other sequence processing algorithms are neural network specific architectures.

It is possible to handle these features using the following strategies:

  • Feature Engineering

    • Images: Using image with Random Forest was popular at some point (e.g.

      Microsoft Kinect , but today, neural nets are state-of-the-art.

    • Time series: [Moving statistics] can work surprisingly well for time series data that has relatively few examples (e.g. vital signs in medical domain).

    • Embedding modules: Neural network embedding modules can provide rich features for a decision forest algorithm. The intermediate colab shows how to combine a tf-hub embedding and a TF-DF model.

Training Pipeline

Don't use hardware accelerators e.g. GPU, TPU

TF-DF training does not (yet) support hardware accelerators. All training and inference is done on the CPU (sometimes using SIMD).

Note that TF-DF inference on CPU (especially when served using Yggdrasil C++ libraries) can be surprisingly fast (sub-microsecond per example per cpu core).

Don't use checkpointing or mid-training hooks

TF-DF does not (currently) support model checkpointing, meaning that hooks expecting the model to be usable before training is completed are largely unsupported. The model will only be available after it trains the requested number of trees (or stops early).

Keras hooks relying on the training step will also not work – due to the nature of TF-DF training, the model trains at the end of the first epoch, and will be constant after that epoch. The step only corresponds to the dataset I/O.

Model Determinism

The TF-DF training algorithm is deterministic, i.e. training twice on the same dataset will give the exact same model. This is different from neural networks trained with TensorFlow. To preserve this determinism, users should ensure that dataset reads are deterministic as well.

Training Configuration

Specify a task (e.g. classification, ranking) instead of a loss (e.g. binary cross-entropy)

- model = tf_keras.Sequential()
- model.add(Dense(64, activation=relu))
- model.add(Dense(1)) # One output for binary classification

- model.compile(loss=tf_keras.losses.BinaryCrossentropy(from_logits=True),
-               optimizer='adam',
-               metrics=['accuracy'])
# The loss is automatically determined from the task.
+ model = tfdf.keras.GradientBoostedTreesModel(task=tf_keras.Task.CLASSIFICATION)

# Optional if you want to report the accuracy.
+ model.compile(metrics=['accuracy'])

Rationale: Not all TF-DF learning algorithms use a loss. For those that do, the loss is automatically detected from the task and printed in the model summary. You can also override it with the loss hyper-parameter.

Hyper-parameters are semantically stable

All the hyper-parameters have default values. Those values are reasonable first candidates to try. Default hyper-parameter values are guaranteed to never change. For this reason, new hyper-parameters or algorithm improvements are disabled by default.

Users that wish to use the latest algorithms, but who do not want to optimize the hyper-parameters themself can use the "hyper-parameter templates" provided by TF-DF. New hyperparameter templates will be released with updates to the package.

# Model with default hyper-parameters.
model = tfdf.keras.GradientBoostedTreesModel()

# List the hyper-parameters (with default value) and hyper-parameters templates of the GBT learning algorithm (in colab)

# Use a hyper-parameter template.
model = tfdf.keras.GradientBoostedTreesModel(hp_template="winner_1")

# Change one of the hyper-parameters.
model = tfdf.keras.GradientBoostedTreesModel(num_trees=500)

# List all the learning algorithms available

Model debugging

This section presents some ways you can look/debug/interpret the model. The beginner colab contains an end-to-end example.

Simple model summary

# Text description of the model, training logs, feature importances, etc.

Training Logs and Tensorboard

# List of metrics
logs = model.make_inspector().training_logs()

Or using TensorBoard:

% load_ext
% tensorboard - -logdir

Feature importance


Plotting the trees

tfdf.model_plotter.plot_model_in_colab(model, tree_idx=0)

Access the tree structure

tree = model.make_inspector().extract_tree(tree_idx=0)

(See advanced colab)

Do not use TensorFlow distribution strategies

TF-DF does not yet support TF distribution strategies. Multi-worker setups will be ignored, and the training will only happen on the manager.

- with tf.distribute.MirroredStrategy():
-    model = ...
+ model = ....

Stacking Models

TF-DF models do not backpropagate gradients. As a result, they cannot be composed with NN models unless the NNs are already trained.

Migrating from tf.estimator.BoostedTrees {Classifier/Regressor/Estimator}

Despite sounding similar, The TF-DF and Estimator boosted trees are different algorithms. TF-DF implements the classical Random Forest and Gradient Boosted Machine (using Trees) papers. The tf.estimator.BoostedTreesEstimator is an approximate Gradient Boosted Trees algorithm with a mini-batch training procedure described in this paper

Some hyper-parameters have similar semantics (e.g. num_trees), but they have different quality implications. If you tuned the hyperparameters on your tf.estimator.BoostedTreesEstimator, you will need to re-tune your hyperparameters within TF-DF to obtain the optimal results.

For Yggdrasil users

Yggdrasil Decision Forest is the core training and inference library used by TF-DF. Training configuration and models are cross-compatible (i.e. models trained with TF-DF can be used with Yggdrasil inference).

However, some of the Yggdrasil algorithms are not (yet) available in TF-DF.

  • Gradient Boosted Tree with sharded sampling.