RFX: High-Performance Random Forests with GPU Acceleration and QLORA Compression

TL;DR

RFX introduces GPU-accelerated, memory-efficient Random Forest implementation with QLORA compression, enabling analysis of datasets much larger than previously possible, while maintaining high accuracy and providing comprehensive tools.

Contribution

The paper presents QLORA compression and GPU acceleration techniques that overcome the proximity matrix memory bottleneck in Random Forests, allowing large-scale analysis.

Findings

QLORA reduces proximity matrix memory from 80GB to 6.4MB for 100k samples.

GPU acceleration achieves 1.4x speedup over CPU for importance measures.

Proximity computation scales to over 200,000 samples with GPU QLORA.

Abstract

RFX (Random Forests X), where X stands for compression or quantization, presents a production-ready implementation of Breiman and Cutler's Random Forest classification methodology in Python. RFX v1.0 provides complete classification: out-of-bag error estimation, overall and local importance measures, proximity matrices with QLORA compression, case-wise analysis, and interactive visualization (rfviz)--all with CPU and GPU acceleration. Regression, unsupervised learning, CLIQUE importance, and RF-GAP proximity are planned for v2.0. This work introduces four solutions addressing the proximity matrix memory bottleneck limiting Random Forest analysis to ~60,000 samples: (1) QLORA (Quantized Low-Rank Adaptation) compression for GPU proximity matrices, reducing memory from 80GB to 6.4MB for 100k samples (12,500x compression with INT8 quantization) while maintaining 99% geometric structure preservation, (2) CPU TriBlock proximity--combining upper-triangle storage with block-sparse thresholding--achieving 2.7x memory reduction with lossless quality, (3) SM-aware GPU batch sizing achieving 95% GPU utilization, and (4) GPU-accelerated 3D MDS visualization computing embeddings directly from low-rank factors using power iteration. Validation across four implementation modes (GPU/CPU x case-wise/non-case-wise) demonstrates correct implementation. GPU achieves 1.4x speedup over CPU for overall importance with 500+ trees. Proximity computation scales from 1,000 to 200,000+ samples (requiring GPU QLORA), with CPU TriBlock filling the gap for medium-scale datasets (10K-50K samples). RFX v1.0 eliminates the proximity memory bottleneck, enabling proximity-based Random Forest analysis on datasets orders of magnitude larger than previously feasible. Open-source production-ready classification following Breiman and Cutler's original methodology.