Improving random forest predictions in small datasets from two-phase sampling designs

BACKGROUND: While random forests are one of the most successful machine learning methods, it is necessary to optimize their performance for use with datasets resulting from a two-phase sampling design with a small number of cases—a common situation in biomedical studies, which often have rare outcomes and covariates whose measurement is resource-intensive. METHODS: Using an immunologic marker dataset from a phase III HIV vaccine efficacy trial, we seek to optimize random forest prediction performance using combinations of variable screening, class balancing, weighting, and hyperparameter tuning. RESULTS: Our experiments show that while class balancing helps improve random forest prediction performance when variable screening is not applied, class balancing has a negative impact on performance in the presence of variable screening. The impact of the weighting similarly depends on whether variable screening is applied. Hyperparameter tuning is ineffective in situations with small sample sizes. We further show that random forests under-perform generalized linear models for some subsets of markers, and prediction performance on this dataset can be improved by stacking random forests and generalized linear models trained on different subsets of predictors, and that the extent of improvement depends critically on the dissimilarities between candidate learner predictions. CONCLUSION: In small datasets from two-phase sampling design, variable screening and inverse sampling probability weighting are important for achieving good prediction performance of random forests. In addition, stacking random forests and simple linear models can offer improvements over random forests. SUPPLEMENTARY INFORMATION: The online version contains supplementary material available at 10.1186/s12911-021-01688-3.