There is no Double-Descent in Random Forests

TL;DR

This paper challenges the double-descent phenomenon in Random Forests, showing they have a single descent and that algorithmic factors, not model capacity, explain their success, with implications for ensemble diversity and overfitting.

Contribution

It demonstrates that Random Forests do not exhibit double-descent, emphasizes the importance of training algorithms over model capacity, and introduces a method to control ensemble diversity.

Findings

RFs do not show double-descent, only a single descent.

A RF variation can avoid overfitting despite similar decision boundaries.

Diversity and bias in ensembles significantly impact performance, with a broad optimal trade-off range.

Abstract

Random Forests (RFs) are among the state-of-the-art in machine learning and offer excellent performance with nearly zero parameter tuning. Remarkably, RFs seem to be impervious to overfitting even though their basic building blocks are well-known to overfit. Recently, a broadly received study argued that a RF exhibits a so-called double-descent curve: First, the model overfits the data in a u-shaped curve and then, once a certain model complexity is reached, it suddenly improves its performance again. In this paper, we challenge the notion that model capacity is the correct tool to explain the success of RF and argue that the algorithm which trains the model plays a more important role than previously thought. We show that a RF does not exhibit a double-descent curve but rather has a single descent. Hence, it does not overfit in the classic sense. We further present a RF variation that also does not overfit although its decision boundary approximates that of an overfitted DT. Similar, we show that a DT which approximates the decision boundary of a RF will still overfit. Last, we study the diversity of an ensemble as a tool the estimate its performance. To do so, we introduce Negative Correlation Forest (NCForest) which allows for precise control over the diversity in the ensemble. We show, that the diversity and the bias indeed have a crucial impact on the performance of the RF. Having too low diversity collapses the performance of the RF into a a single tree, whereas having too much diversity means that most trees do not produce correct outputs anymore. However, in-between these two extremes we find a large range of different trade-offs with all roughly equal performance. Hence, the specific trade-off between bias and diversity does not matter as long as the algorithm reaches this good trade-off regime.