Yggdrasil Decision Forests is a library for the training, serving and interpretation of decision forest models, targeted both at research and production work, implemented in C++, and available in C++, command line interface, Python (under the name TensorFlow Decision Forests), JavaScript, Go, and Google Sheets (under the name Simple ML for Sheets). The library has been developed organically since 2018 following a set of four design principles applicable to machine learning libraries and frameworks: simplicity of use, safety of use, modularity and high-level abstraction, and integration with other machine learning libraries. In this paper, we describe those principles in detail and present how they have been used to guide the design of the library. We then showcase the use of our library on a set of classical machine learning problems. Finally, we report a benchmark comparing our library to related solutions.

Learning-to-Rank deals with maximizing the utility of a list of examples presented to the user, with items of higher relevance being prioritized. It has several practical applications such as large-scale search, recommender systems, document summarization and question answering. While there is widespread support for classification and regression based learning, support for learning-to-rank in deep learning has been limited. We introduce TensorFlow Ranking, the first open source library for solving large-scale ranking problems in a deep learning framework. It is highly configurable and provides easy-to-use APIs to support different scoring mechanisms, loss functions and evaluation metrics in the learning-to-rank setting. Our library is developed on top of TensorFlow and can thus fully leverage the advantages of this platform. TensorFlow Ranking has been deployed in production systems within Google; it is highly scalable, both in training and in inference, and can be used to learn ranking models over massive amounts of user activity data, which can include heterogeneous dense and sparse features. We empirically demonstrate the effectiveness of our library in learning ranking functions for large-scale search and recommendation applications in Gmail and Google Drive. We also show that ranking models built using our model scale well for distributed training, without significant impact on metrics. The proposed library is available to the open source community, with the hope that it facilitates further academic research and industrial applications in the field of learning-to-rank.

We propose learning deep models that are monotonic with respect to a user-specified set of inputs by alternating layers of linear embeddings, ensembles of lattices, and calibrators (piecewise linear functions), with appropriate constraints for monotonicity, and jointly training the resulting network. We implement the layers and projections with new computational graph nodes in TensorFlow and use the Adam optimizer and batched stochastic gradients. Experiments on benchmark and real-world datasets show that six-layer monotonic deep lattice networks achieve state-of-the art performance for classification and regression with monotonicity guarantees.

Minimizing empirical risk subject to a set of constraints can be a useful strategy for learning restricted classes of functions, such as monotonic functions, submodular functions, classifiers that guarantee a certain class label for some subset of examples, etc. However, these restrictions may result in a very large number of constraints. Projected stochastic gradient descent (SGD) is often the default choice for large-scale optimization in machine learning, but requires a projection after each update. For heavily-constrained objectives, we propose an efficient extension of SGD that stays close to the feasible region while only applying constraints probabilistically at each iteration. Theoretical analysis shows a compelling trade-off between per-iteration work and the number of iterations needed on problems with a large number of constraints.

For many machine learning problems, there are some inputs that are known to be positively (or negatively) related to the output, and in such cases training the model to respect that monotonic relationship can provide regularization, and makes the model more interpretable. However, flexible monotonic functions are computationally challenging to learn beyond a few features. We break through this barrier by learning ensembles of monotonic calibrated interpolated look-up tables (lattices). A key contribution is an automated algorithm for selecting feature subsets for the ensemble base models. We demonstrate that compared to random forests, these ensembles produce similar or better accuracy, while providing guaranteed monotonicity consistent with prior knowledge, smaller model size and faster evaluation.

Real-world machine learning applications may have requirements beyond accuracy, such as fast evaluation times and interpretability. In particular, guaranteed monotonicity of the learned function with respect to some of the inputs can be critical for user confidence. We propose meeting these goals for low-dimensional machine learning problems by learning flexible, monotonic functions using calibrated interpolated look-up tables. We extend the structural risk minimization framework of lattice regression to monotonic functions by adding linear inequality constraints. In addition, we propose jointly learning interpretable calibrations of each feature to normalize continuous features and handle categorical or missing data, at the cost of making the objective non-convex. We address large- scale learning through parallelization, mini-batching, and random sampling of additive regularizer terms. Case studies on real-world problems with up to sixteen features and up to hundreds of millions of training samples demonstrate the proposed monotonic functions can achieve state-of-the-art accuracy in practice while providing greater transparency to users.