Multinomial Random Forest: Toward Consistency and Privacy-Preservation

Despite the impressive performance of standard random forests (RF), its theoretical properties have not been thoroughly understood. In this paper, we propose a novel RF framework, dubbed multinomial random forest (MRF), to discuss the consistency and privacy-preservation. Instead of deterministic greedy split rule, the MRF adopts two impurity-based multinomial distributions to randomly select a split feature and a split value respectively. Theoretically, we prove the consistency of the proposed MRF and analyze its privacy-preservation within the framework of differential privacy. We also demonstrate with multiple datasets that its performance is on par with the standard RF. To the best of our knowledge, MRF is the first consistent RF variant that has comparable performance to the standard RF.