Generative Forests

Tabular data represents one of the most prevalent form of data. When it comes to data generation, many approaches would learn a density for the data generation process, but would not necessarily end up with a sampler, even less so being exact with respect to the underlying density. A second issue is on models: while complex modeling based on neural nets thrives in image or text generation (etc.), less is known for powerful generative models on tabular data. A third problem is the visible chasm on tabular data between training algorithms for supervised learning with remarkable properties (e.g. boosting), and a comparative lack of guarantees when it comes to data generation. In this paper, we tackle the three problems, introducing new tree-based generative models convenient for density modeling and tabular data generation that improve on modeling capabilities of recent proposals, and a training algorithm which simplifies the training setting of previous approaches and displays boosting-compliant convergence. This algorithm has the convenient property to rely on a supervised training scheme that can be implemented by a few tweaks to the most popular induction scheme for decision tree induction with two classes. Experiments are provided on missing data imputation and comparing generated data to real data, displaying the quality of the results obtained by our approach, in particular against state of the art.