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/ ensemble / _forest.py
"""
Forest of trees-based ensemble methods.
Those methods include random forests and extremely randomized trees.
The module structure is the following:
- The ``BaseForest`` base class implements a common ``fit`` method for all
the estimators in the module. The ``fit`` method of the base ``Forest``
class calls the ``fit`` method of each sub-estimator on random samples
(with replacement, a.k.a. bootstrap) of the training set.
The init of the sub-estimator is further delegated to the
``BaseEnsemble`` constructor.
- The ``ForestClassifier`` and ``ForestRegressor`` base classes further
implement the prediction logic by computing an average of the predicted
outcomes of the sub-estimators.
- The ``RandomForestClassifier`` and ``RandomForestRegressor`` derived
classes provide the user with concrete implementations of
the forest ensemble method using classical, deterministic
``DecisionTreeClassifier`` and ``DecisionTreeRegressor`` as
sub-estimator implementations.
- The ``ExtraTreesClassifier`` and ``ExtraTreesRegressor`` derived
classes provide the user with concrete implementations of the
forest ensemble method using the extremely randomized trees
``ExtraTreeClassifier`` and ``ExtraTreeRegressor`` as
sub-estimator implementations.
Single and multi-output problems are both handled.
"""
# Authors: Gilles Louppe <g.louppe@gmail.com>
# Brian Holt <bdholt1@gmail.com>
# Joly Arnaud <arnaud.v.joly@gmail.com>
# Fares Hedayati <fares.hedayati@gmail.com>
#
# License: BSD 3 clause
import numbers
from warnings import catch_warnings, simplefilter, warn
import threading
from abc import ABCMeta, abstractmethod
import numpy as np
from scipy.sparse import issparse
from scipy.sparse import hstack as sparse_hstack
from joblib import Parallel, delayed
from ..base import ClassifierMixin, RegressorMixin, MultiOutputMixin
from ..metrics import r2_score
from ..preprocessing import OneHotEncoder
from ..tree import (DecisionTreeClassifier, DecisionTreeRegressor,
ExtraTreeClassifier, ExtraTreeRegressor)
from ..tree._tree import DTYPE, DOUBLE
from ..utils import check_random_state, check_array, compute_sample_weight
from ..exceptions import DataConversionWarning
from ._base import BaseEnsemble, _partition_estimators
from ..utils.fixes import _joblib_parallel_args
from ..utils.multiclass import check_classification_targets
from ..utils.validation import check_is_fitted, _check_sample_weight
__all__ = ["RandomForestClassifier",
"RandomForestRegressor",
"ExtraTreesClassifier",
"ExtraTreesRegressor",
"RandomTreesEmbedding"]
MAX_INT = np.iinfo(np.int32).max
def _get_n_samples_bootstrap(n_samples, max_samples):
"""
Get the number of samples in a bootstrap sample.
Parameters
----------
n_samples : int
Number of samples in the dataset.
max_samples : int or float
The maximum number of samples to draw from the total available:
- if float, this indicates a fraction of the total and should be
the interval `(0, 1)`;
- if int, this indicates the exact number of samples;
- if None, this indicates the total number of samples.
Returns
-------
n_samples_bootstrap : int
The total number of samples to draw for the bootstrap sample.
"""
if max_samples is None:
return n_samples
if isinstance(max_samples, numbers.Integral):
if not (1 <= max_samples <= n_samples):
msg = "`max_samples` must be in range 1 to {} but got value {}"
raise ValueError(msg.format(n_samples, max_samples))
return max_samples
if isinstance(max_samples, numbers.Real):
if not (0 < max_samples < 1):
msg = "`max_samples` must be in range (0, 1) but got value {}"
raise ValueError(msg.format(max_samples))
return int(round(n_samples * max_samples))
msg = "`max_samples` should be int or float, but got type '{}'"
raise TypeError(msg.format(type(max_samples)))
def _generate_sample_indices(random_state, n_samples, n_samples_bootstrap):
"""
Private function used to _parallel_build_trees function."""
random_instance = check_random_state(random_state)
sample_indices = random_instance.randint(0, n_samples, n_samples_bootstrap)
return sample_indices
def _generate_unsampled_indices(random_state, n_samples, n_samples_bootstrap):
"""
Private function used to forest._set_oob_score function."""
sample_indices = _generate_sample_indices(random_state, n_samples,
n_samples_bootstrap)
sample_counts = np.bincount(sample_indices, minlength=n_samples)
unsampled_mask = sample_counts == 0
indices_range = np.arange(n_samples)
unsampled_indices = indices_range[unsampled_mask]
return unsampled_indices
def _parallel_build_trees(tree, forest, X, y, sample_weight, tree_idx, n_trees,
verbose=0, class_weight=None,
n_samples_bootstrap=None):
"""
Private function used to fit a single tree in parallel."""
if verbose > 1:
print("building tree %d of %d" % (tree_idx + 1, n_trees))
if forest.bootstrap:
n_samples = X.shape[0]
if sample_weight is None:
curr_sample_weight = np.ones((n_samples,), dtype=np.float64)
else:
curr_sample_weight = sample_weight.copy()
indices = _generate_sample_indices(tree.random_state, n_samples,
n_samples_bootstrap)
sample_counts = np.bincount(indices, minlength=n_samples)
curr_sample_weight *= sample_counts
if class_weight == 'subsample':
with catch_warnings():
simplefilter('ignore', DeprecationWarning)
curr_sample_weight *= compute_sample_weight('auto', y, indices)
elif class_weight == 'balanced_subsample':
curr_sample_weight *= compute_sample_weight('balanced', y, indices)
tree.fit(X, y, sample_weight=curr_sample_weight, check_input=False)
else:
tree.fit(X, y, sample_weight=sample_weight, check_input=False)
return tree
class BaseForest(MultiOutputMixin, BaseEnsemble, metaclass=ABCMeta):
"""
Base class for forests of trees.
Warning: This class should not be used directly. Use derived classes
instead.
"""
@abstractmethod
def __init__(self,
base_estimator,
n_estimators=100,
estimator_params=tuple(),
bootstrap=False,
oob_score=False,
n_jobs=None,
random_state=None,
verbose=0,
warm_start=False,
class_weight=None,
max_samples=None):
super().__init__(
base_estimator=base_estimator,
n_estimators=n_estimators,
estimator_params=estimator_params)
self.bootstrap = bootstrap
self.oob_score = oob_score
self.n_jobs = n_jobs
self.random_state = random_state
self.verbose = verbose
self.warm_start = warm_start
self.class_weight = class_weight
self.max_samples = max_samples
def apply(self, X):
"""
Apply trees in the forest to X, return leaf indices.
Parameters
----------
X : {array-like or sparse matrix} of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
``dtype=np.float32``. If a sparse matrix is provided, it will be
converted into a sparse ``csr_matrix``.
Returns
-------
X_leaves : array_like, shape = [n_samples, n_estimators]
For each datapoint x in X and for each tree in the forest,
return the index of the leaf x ends up in.
"""
X = self._validate_X_predict(X)
results = Parallel(n_jobs=self.n_jobs, verbose=self.verbose,
**_joblib_parallel_args(prefer="threads"))(
delayed(tree.apply)(X, check_input=False)
for tree in self.estimators_)
return np.array(results).T
def decision_path(self, X):
"""
Return the decision path in the forest.
.. versionadded:: 0.18
Parameters
----------
X : {array-like or sparse matrix} of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
``dtype=np.float32``. If a sparse matrix is provided, it will be
converted into a sparse ``csr_matrix``.
Returns
-------
indicator : sparse csr array, shape = [n_samples, n_nodes]
Return a node indicator matrix where non zero elements
indicates that the samples goes through the nodes.
n_nodes_ptr : array of size (n_estimators + 1, )
The columns from indicator[n_nodes_ptr[i]:n_nodes_ptr[i+1]]
gives the indicator value for the i-th estimator.
"""
X = self._validate_X_predict(X)
indicators = Parallel(n_jobs=self.n_jobs, verbose=self.verbose,
**_joblib_parallel_args(prefer='threads'))(
delayed(tree.decision_path)(X, check_input=False)
for tree in self.estimators_)
n_nodes = [0]
n_nodes.extend([i.shape[1] for i in indicators])
n_nodes_ptr = np.array(n_nodes).cumsum()
return sparse_hstack(indicators).tocsr(), n_nodes_ptr
def fit(self, X, y, sample_weight=None):
"""
Build a forest of trees from the training set (X, y).
Parameters
----------
X : array-like or sparse matrix of shape (n_samples, n_features)
The training input samples. Internally, its dtype will be converted
to ``dtype=np.float32``. If a sparse matrix is provided, it will be
converted into a sparse ``csc_matrix``.
y : array-like of shape (n_samples,) or (n_samples, n_outputs)
The target values (class labels in classification, real numbers in
regression).
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted. Splits
that would create child nodes with net zero or negative weight are
ignored while searching for a split in each node. In the case of
classification, splits are also ignored if they would result in any
single class carrying a negative weight in either child node.
Returns
-------
self : object
"""
# Validate or convert input data
X = check_array(X, accept_sparse="csc", dtype=DTYPE)
y = check_array(y, accept_sparse='csc', ensure_2d=False, dtype=None)
if sample_weight is not None:
sample_weight = _check_sample_weight(sample_weight, X)
if issparse(X):
# Pre-sort indices to avoid that each individual tree of the
# ensemble sorts the indices.
X.sort_indices()
# Remap output
self.n_features_ = X.shape[1]
y = np.atleast_1d(y)
if y.ndim == 2 and y.shape[1] == 1:
warn("A column-vector y was passed when a 1d array was"
" expected. Please change the shape of y to "
"(n_samples,), for example using ravel().",
DataConversionWarning, stacklevel=2)
if y.ndim == 1:
# reshape is necessary to preserve the data contiguity against vs
# [:, np.newaxis] that does not.
y = np.reshape(y, (-1, 1))
self.n_outputs_ = y.shape[1]
y, expanded_class_weight = self._validate_y_class_weight(y)
if getattr(y, "dtype", None) != DOUBLE or not y.flags.contiguous:
y = np.ascontiguousarray(y, dtype=DOUBLE)
if expanded_class_weight is not None:
if sample_weight is not None:
sample_weight = sample_weight * expanded_class_weight
else:
sample_weight = expanded_class_weight
# Get bootstrap sample size
n_samples_bootstrap = _get_n_samples_bootstrap(
n_samples=X.shape[0],
max_samples=self.max_samples
)
# Check parameters
self._validate_estimator()
if not self.bootstrap and self.oob_score:
raise ValueError("Out of bag estimation only available"
" if bootstrap=True")
random_state = check_random_state(self.random_state)
if not self.warm_start or not hasattr(self, "estimators_"):
# Free allocated memory, if any
self.estimators_ = []
n_more_estimators = self.n_estimators - len(self.estimators_)
if n_more_estimators < 0:
raise ValueError('n_estimators=%d must be larger or equal to '
'len(estimators_)=%d when warm_start==True'
% (self.n_estimators, len(self.estimators_)))
elif n_more_estimators == 0:
warn("Warm-start fitting without increasing n_estimators does not "
"fit new trees.")
else:
if self.warm_start and len(self.estimators_) > 0:
# We draw from the random state to get the random state we
# would have got if we hadn't used a warm_start.
random_state.randint(MAX_INT, size=len(self.estimators_))
trees = [self._make_estimator(append=False,
random_state=random_state)
for i in range(n_more_estimators)]
# Parallel loop: we prefer the threading backend as the Cython code
# for fitting the trees is internally releasing the Python GIL
# making threading more efficient than multiprocessing in
# that case. However, for joblib 0.12+ we respect any
# parallel_backend contexts set at a higher level,
# since correctness does not rely on using threads.
trees = Parallel(n_jobs=self.n_jobs, verbose=self.verbose,
**_joblib_parallel_args(prefer='threads'))(
delayed(_parallel_build_trees)(
t, self, X, y, sample_weight, i, len(trees),
verbose=self.verbose, class_weight=self.class_weight,
n_samples_bootstrap=n_samples_bootstrap)
for i, t in enumerate(trees))
# Collect newly grown trees
self.estimators_.extend(trees)
if self.oob_score:
self._set_oob_score(X, y)
# Decapsulate classes_ attributes
if hasattr(self, "classes_") and self.n_outputs_ == 1:
self.n_classes_ = self.n_classes_[0]
self.classes_ = self.classes_[0]
return self
@abstractmethod
def _set_oob_score(self, X, y):
"""
Calculate out of bag predictions and score."""
def _validate_y_class_weight(self, y):
# Default implementation
return y, None
def _validate_X_predict(self, X):
"""
Validate X whenever one tries to predict, apply, predict_proba."""
check_is_fitted(self)
return self.estimators_[0]._validate_X_predict(X, check_input=True)
@property
def feature_importances_(self):
"""
Return the feature importances (the higher, the more important the
feature).
Returns
-------
feature_importances_ : array, shape = [n_features]
The values of this array sum to 1, unless all trees are single node
trees consisting of only the root node, in which case it will be an
array of zeros.
"""
check_is_fitted(self)
all_importances = Parallel(n_jobs=self.n_jobs,
**_joblib_parallel_args(prefer='threads'))(
delayed(getattr)(tree, 'feature_importances_')
for tree in self.estimators_ if tree.tree_.node_count > 1)
if not all_importances:
return np.zeros(self.n_features_, dtype=np.float64)
all_importances = np.mean(all_importances,
axis=0, dtype=np.float64)
return all_importances / np.sum(all_importances)
def _accumulate_prediction(predict, X, out, lock):
"""
This is a utility function for joblib's Parallel.
It can't go locally in ForestClassifier or ForestRegressor, because joblib
complains that it cannot pickle it when placed there.
"""
prediction = predict(X, check_input=False)
with lock:
if len(out) == 1:
out[0] += prediction
else:
for i in range(len(out)):
out[i] += prediction[i]
class ForestClassifier(ClassifierMixin, BaseForest, metaclass=ABCMeta):
"""
Base class for forest of trees-based classifiers.
Warning: This class should not be used directly. Use derived classes
instead.
"""
@abstractmethod
def __init__(self,
base_estimator,
n_estimators=100,
estimator_params=tuple(),
bootstrap=False,
oob_score=False,
n_jobs=None,
random_state=None,
verbose=0,
warm_start=False,
class_weight=None,
max_samples=None):
super().__init__(
base_estimator,
n_estimators=n_estimators,
estimator_params=estimator_params,
bootstrap=bootstrap,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose,
warm_start=warm_start,
class_weight=class_weight,
max_samples=max_samples)
def _set_oob_score(self, X, y):
"""
Compute out-of-bag score."""
X = check_array(X, dtype=DTYPE, accept_sparse='csr')
n_classes_ = self.n_classes_
n_samples = y.shape[0]
oob_decision_function = []
oob_score = 0.0
predictions = [np.zeros((n_samples, n_classes_[k]))
for k in range(self.n_outputs_)]
n_samples_bootstrap = _get_n_samples_bootstrap(
n_samples, self.max_samples
)
for estimator in self.estimators_:
unsampled_indices = _generate_unsampled_indices(
estimator.random_state, n_samples, n_samples_bootstrap)
p_estimator = estimator.predict_proba(X[unsampled_indices, :],
check_input=False)
if self.n_outputs_ == 1:
p_estimator = [p_estimator]
for k in range(self.n_outputs_):
predictions[k][unsampled_indices, :] += p_estimator[k]
for k in range(self.n_outputs_):
if (predictions[k].sum(axis=1) == 0).any():
warn("Some inputs do not have OOB scores. "
"This probably means too few trees were used "
"to compute any reliable oob estimates.")
decision = (predictions[k] /
predictions[k].sum(axis=1)[:, np.newaxis])
oob_decision_function.append(decision)
oob_score += np.mean(y[:, k] ==
np.argmax(predictions[k], axis=1), axis=0)
if self.n_outputs_ == 1:
self.oob_decision_function_ = oob_decision_function[0]
else:
self.oob_decision_function_ = oob_decision_function
self.oob_score_ = oob_score / self.n_outputs_
def _validate_y_class_weight(self, y):
check_classification_targets(y)
y = np.copy(y)
expanded_class_weight = None
if self.class_weight is not None:
y_original = np.copy(y)
self.classes_ = []
self.n_classes_ = []
y_store_unique_indices = np.zeros(y.shape, dtype=np.int)
for k in range(self.n_outputs_):
classes_k, y_store_unique_indices[:, k] = \
np.unique(y[:, k], return_inverse=True)
self.classes_.append(classes_k)
self.n_classes_.append(classes_k.shape[0])
y = y_store_unique_indices
if self.class_weight is not None:
valid_presets = ('balanced', 'balanced_subsample')
if isinstance(self.class_weight, str):
if self.class_weight not in valid_presets:
raise ValueError('Valid presets for class_weight include '
'"balanced" and "balanced_subsample".'
'Given "%s".'
% self.class_weight)
if self.warm_start:
warn('class_weight presets "balanced" or '
'"balanced_subsample" are '
'not recommended for warm_start if the fitted data '
'differs from the full dataset. In order to use '
'"balanced" weights, use compute_class_weight '
'("balanced", classes, y). In place of y you can use '
'a large enough sample of the full training set '
'target to properly estimate the class frequency '
'distributions. Pass the resulting weights as the '
'class_weight parameter.')
if (self.class_weight != 'balanced_subsample' or
not self.bootstrap):
if self.class_weight == "balanced_subsample":
class_weight = "balanced"
else:
class_weight = self.class_weight
expanded_class_weight = compute_sample_weight(class_weight,
y_original)
return y, expanded_class_weight
def predict(self, X):
"""
Predict class for X.
The predicted class of an input sample is a vote by the trees in
the forest, weighted by their probability estimates. That is,
the predicted class is the one with highest mean probability
estimate across the trees.
Parameters
----------
X : array-like or sparse matrix of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
``dtype=np.float32``. If a sparse matrix is provided, it will be
converted into a sparse ``csr_matrix``.
Returns
-------
y : array-like of shape (n_samples,) or (n_samples, n_outputs)
The predicted classes.
"""
proba = self.predict_proba(X)
if self.n_outputs_ == 1:
return self.classes_.take(np.argmax(proba, axis=1), axis=0)
else:
n_samples = proba[0].shape[0]
# all dtypes should be the same, so just take the first
class_type = self.classes_[0].dtype
predictions = np.empty((n_samples, self.n_outputs_),
dtype=class_type)
for k in range(self.n_outputs_):
predictions[:, k] = self.classes_[k].take(np.argmax(proba[k],
axis=1),
axis=0)
return predictions
def predict_proba(self, X):
"""
Predict class probabilities for X.
The predicted class probabilities of an input sample are computed as
the mean predicted class probabilities of the trees in the forest.
The class probability of a single tree is the fraction of samples of
the same class in a leaf.
Parameters
----------
X : array-like or sparse matrix of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
``dtype=np.float32``. If a sparse matrix is provided, it will be
converted into a sparse ``csr_matrix``.
Returns
-------
p : array of shape (n_samples, n_classes), or a list of n_outputs
such arrays if n_outputs > 1.
The class probabilities of the input samples. The order of the
classes corresponds to that in the attribute :term:`classes_`.
"""
check_is_fitted(self)
# Check data
X = self._validate_X_predict(X)
# Assign chunk of trees to jobs
n_jobs, _, _ = _partition_estimators(self.n_estimators, self.n_jobs)
# avoid storing the output of every estimator by summing them here
all_proba = [np.zeros((X.shape[0], j), dtype=np.float64)
for j in np.atleast_1d(self.n_classes_)]
lock = threading.Lock()
Parallel(n_jobs=n_jobs, verbose=self.verbose,
**_joblib_parallel_args(require="sharedmem"))(
delayed(_accumulate_prediction)(e.predict_proba, X, all_proba,
lock)
for e in self.estimators_)
for proba in all_proba:
proba /= len(self.estimators_)
if len(all_proba) == 1:
return all_proba[0]
else:
return all_proba
def predict_log_proba(self, X):
"""
Predict class log-probabilities for X.
The predicted class log-probabilities of an input sample is computed as
the log of the mean predicted class probabilities of the trees in the
forest.
Parameters
----------
X : array-like or sparse matrix of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
``dtype=np.float32``. If a sparse matrix is provided, it will be
converted into a sparse ``csr_matrix``.
Returns
-------
p : array of shape (n_samples, n_classes), or a list of n_outputs
such arrays if n_outputs > 1.
The class probabilities of the input samples. The order of the
classes corresponds to that in the attribute :term:`classes_`.
"""
proba = self.predict_proba(X)
if self.n_outputs_ == 1:
return np.log(proba)
else:
for k in range(self.n_outputs_):
proba[k] = np.log(proba[k])
return proba
class ForestRegressor(RegressorMixin, BaseForest, metaclass=ABCMeta):
"""
Base class for forest of trees-based regressors.
Warning: This class should not be used directly. Use derived classes
instead.
"""
@abstractmethod
def __init__(self,
base_estimator,
n_estimators=100,
estimator_params=tuple(),
bootstrap=False,
oob_score=False,
n_jobs=None,
random_state=None,
verbose=0,
warm_start=False,
max_samples=None):
super().__init__(
base_estimator,
n_estimators=n_estimators,
estimator_params=estimator_params,
bootstrap=bootstrap,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose,
warm_start=warm_start,
max_samples=max_samples)
def predict(self, X):
"""
Predict regression target for X.
The predicted regression target of an input sample is computed as the
mean predicted regression targets of the trees in the forest.
Parameters
----------
X : array-like or sparse matrix of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
``dtype=np.float32``. If a sparse matrix is provided, it will be
converted into a sparse ``csr_matrix``.
Returns
-------
y : array-like of shape (n_samples,) or (n_samples, n_outputs)
The predicted values.
"""
check_is_fitted(self)
# Check data
X = self._validate_X_predict(X)
# Assign chunk of trees to jobs
n_jobs, _, _ = _partition_estimators(self.n_estimators, self.n_jobs)
# avoid storing the output of every estimator by summing them here
if self.n_outputs_ > 1:
y_hat = np.zeros((X.shape[0], self.n_outputs_), dtype=np.float64)
else:
y_hat = np.zeros((X.shape[0]), dtype=np.float64)
# Parallel loop
lock = threading.Lock()
Parallel(n_jobs=n_jobs, verbose=self.verbose,
**_joblib_parallel_args(require="sharedmem"))(
delayed(_accumulate_prediction)(e.predict, X, [y_hat], lock)
for e in self.estimators_)
y_hat /= len(self.estimators_)
return y_hat
def _set_oob_score(self, X, y):
"""
Compute out-of-bag scores."""
X = check_array(X, dtype=DTYPE, accept_sparse='csr')
n_samples = y.shape[0]
predictions = np.zeros((n_samples, self.n_outputs_))
n_predictions = np.zeros((n_samples, self.n_outputs_))
n_samples_bootstrap = _get_n_samples_bootstrap(
n_samples, self.max_samples
)
for estimator in self.estimators_:
unsampled_indices = _generate_unsampled_indices(
estimator.random_state, n_samples, n_samples_bootstrap)
p_estimator = estimator.predict(
X[unsampled_indices, :], check_input=False)
if self.n_outputs_ == 1:
p_estimator = p_estimator[:, np.newaxis]
predictions[unsampled_indices, :] += p_estimator
n_predictions[unsampled_indices, :] += 1
if (n_predictions == 0).any():
warn("Some inputs do not have OOB scores. "
"This probably means too few trees were used "
"to compute any reliable oob estimates.")
n_predictions[n_predictions == 0] = 1
predictions /= n_predictions
self.oob_prediction_ = predictions
if self.n_outputs_ == 1:
self.oob_prediction_ = \
self.oob_prediction_.reshape((n_samples, ))
self.oob_score_ = 0.0
for k in range(self.n_outputs_):
self.oob_score_ += r2_score(y[:, k],
predictions[:, k])
self.oob_score_ /= self.n_outputs_
class RandomForestClassifier(ForestClassifier):
"""
A random forest classifier.
A random forest is a meta estimator that fits a number of decision tree
classifiers on various sub-samples of the dataset and uses averaging to
improve the predictive accuracy and control over-fitting.
The sub-sample size is always the same as the original
input sample size but the samples are drawn with replacement if
`bootstrap=True` (default).
Read more in the :ref:`User Guide <forest>`.
Parameters
----------
n_estimators : integer, optional (default=100)
The number of trees in the forest.
.. versionchanged:: 0.22
The default value of ``n_estimators`` changed from 10 to 100
in 0.22.
criterion : string, optional (default="gini")
The function to measure the quality of a split. Supported criteria are
"gini" for the Gini impurity and "entropy" for the information gain.
Note: this parameter is tree-specific.
max_depth : integer or None, optional (default=None)
The maximum depth of the tree. If None, then nodes are expanded until
all leaves are pure or until all leaves contain less than
min_samples_split samples.
min_samples_split : int, float, optional (default=2)
The minimum number of samples required to split an internal node:
- If int, then consider `min_samples_split` as the minimum number.
- If float, then `min_samples_split` is a fraction and
`ceil(min_samples_split * n_samples)` are the minimum
number of samples for each split.
.. versionchanged:: 0.18
Added float values for fractions.
min_samples_leaf : int, float, optional (default=1)
The minimum number of samples required to be at a leaf node.
A split point at any depth will only be considered if it leaves at
least ``min_samples_leaf`` training samples in each of the left and
right branches. This may have the effect of smoothing the model,
especially in regression.
- If int, then consider `min_samples_leaf` as the minimum number.
- If float, then `min_samples_leaf` is a fraction and
`ceil(min_samples_leaf * n_samples)` are the minimum
number of samples for each node.
.. versionchanged:: 0.18
Added float values for fractions.
min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the sum total of weights (of all
the input samples) required to be at a leaf node. Samples have
equal weight when sample_weight is not provided.
max_features : int, float, string or None, optional (default="auto")
The number of features to consider when looking for the best split:
- If int, then consider `max_features` features at each split.
- If float, then `max_features` is a fraction and
`int(max_features * n_features)` features are considered at each
split.
- If "auto", then `max_features=sqrt(n_features)`.
- If "sqrt", then `max_features=sqrt(n_features)` (same as "auto").
- If "log2", then `max_features=log2(n_features)`.
- If None, then `max_features=n_features`.
Note: the search for a split does not stop until at least one
valid partition of the node samples is found, even if it requires to
effectively inspect more than ``max_features`` features.
max_leaf_nodes : int or None, optional (default=None)
Grow trees with ``max_leaf_nodes`` in best-first fashion.
Best nodes are defined as relative reduction in impurity.
If None then unlimited number of leaf nodes.
min_impurity_decrease : float, optional (default=0.)
A node will be split if this split induces a decrease of the impurity
greater than or equal to this value.
The weighted impurity decrease equation is the following::
N_t / N * (impurity - N_t_R / N_t * right_impurity
- N_t_L / N_t * left_impurity)
where ``N`` is the total number of samples, ``N_t`` is the number of
samples at the current node, ``N_t_L`` is the number of samples in the
left child, and ``N_t_R`` is the number of samples in the right child.
``N``, ``N_t``, ``N_t_R`` and ``N_t_L`` all refer to the weighted sum,
if ``sample_weight`` is passed.
.. versionadded:: 0.19
min_impurity_split : float, (default=1e-7)
Threshold for early stopping in tree growth. A node will split
if its impurity is above the threshold, otherwise it is a leaf.
.. deprecated:: 0.19
``min_impurity_split`` has been deprecated in favor of
``min_impurity_decrease`` in 0.19. The default value of
``min_impurity_split`` will change from 1e-7 to 0 in 0.23 and it
will be removed in 0.25. Use ``min_impurity_decrease`` instead.
bootstrap : boolean, optional (default=True)
Whether bootstrap samples are used when building trees. If False, the
whole datset is used to build each tree.
oob_score : bool (default=False)
Whether to use out-of-bag samples to estimate
the generalization accuracy.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel. :meth:`fit`, :meth:`predict`,
:meth:`decision_path` and :meth:`apply` are all parallelized over the
trees. ``None`` means 1 unless in a :obj:`joblib.parallel_backend`
context. ``-1`` means using all processors. See :term:`Glossary
<n_jobs>` for more details.
random_state : int, RandomState instance or None, optional (default=None)
Controls both the randomness of the bootstrapping of the samples used
when building trees (if ``bootstrap=True``) and the sampling of the
features to consider when looking for the best split at each node
(if ``max_features < n_features``).
See :term:`Glossary <random_state>` for details.
verbose : int, optional (default=0)
Controls the verbosity when fitting and predicting.
warm_start : bool, optional (default=False)
When set to ``True``, reuse the solution of the previous call to fit
and add more estimators to the ensemble, otherwise, just fit a whole
new forest. See :term:`the Glossary <warm_start>`.
class_weight : dict, list of dicts, "balanced", "balanced_subsample" or \
None, optional (default=None)
Weights associated with classes in the form ``{class_label: weight}``.
If not given, all classes are supposed to have weight one. For
multi-output problems, a list of dicts can be provided in the same
order as the columns of y.
Note that for multioutput (including multilabel) weights should be
defined for each class of every column in its own dict. For example,
for four-class multilabel classification weights should be
[{0: 1, 1: 1}, {0: 1, 1: 5}, {0: 1, 1: 1}, {0: 1, 1: 1}] instead of
[{1:1}, {2:5}, {3:1}, {4:1}].
The "balanced" mode uses the values of y to automatically adjust
weights inversely proportional to class frequencies in the input data
as ``n_samples / (n_classes * np.bincount(y))``
The "balanced_subsample" mode is the same as "balanced" except that
weights are computed based on the bootstrap sample for every tree
grown.
For multi-output, the weights of each column of y will be multiplied.
Note that these weights will be multiplied with sample_weight (passed
through the fit method) if sample_weight is specified.
ccp_alpha : non-negative float, optional (default=0.0)
Complexity parameter used for Minimal Cost-Complexity Pruning. The
subtree with the largest cost complexity that is smaller than
``ccp_alpha`` will be chosen. By default, no pruning is performed. See
:ref:`minimal_cost_complexity_pruning` for details.
.. versionadded:: 0.22
max_samples : int or float, default=None
If bootstrap is True, the number of samples to draw from X
to train each base estimator.
- If None (default), then draw `X.shape[0]` samples.
- If int, then draw `max_samples` samples.
- If float, then draw `max_samples * X.shape[0]` samples. Thus,
`max_samples` should be in the interval `(0, 1)`.
.. versionadded:: 0.22
Attributes
----------
base_estimator_ : DecisionTreeClassifier
The child estimator template used to create the collection of fitted
sub-estimators.
estimators_ : list of DecisionTreeClassifier
The collection of fitted sub-estimators.
classes_ : array of shape (n_classes,) or a list of such arrays
The classes labels (single output problem), or a list of arrays of
class labels (multi-output problem).
n_classes_ : int or list
The number of classes (single output problem), or a list containing the
number of classes for each output (multi-output problem).
n_features_ : int
The number of features when ``fit`` is performed.
n_outputs_ : int
The number of outputs when ``fit`` is performed.
feature_importances_ : ndarray of shape (n_features,)
The feature importances (the higher, the more important the feature).
oob_score_ : float
Score of the training dataset obtained using an out-of-bag estimate.
This attribute exists only when ``oob_score`` is True.
oob_decision_function_ : array of shape (n_samples, n_classes)
Decision function computed with out-of-bag estimate on the training
set. If n_estimators is small it might be possible that a data point
was never left out during the bootstrap. In this case,
`oob_decision_function_` might contain NaN. This attribute exists
only when ``oob_score`` is True.
Examples
--------
>>> from sklearn.ensemble import RandomForestClassifier
>>> from sklearn.datasets import make_classification
>>> X, y = make_classification(n_samples=1000, n_features=4,
... n_informative=2, n_redundant=0,
... random_state=0, shuffle=False)
>>> clf = RandomForestClassifier(max_depth=2, random_state=0)
>>> clf.fit(X, y)
RandomForestClassifier(max_depth=2, random_state=0)
>>> print(clf.feature_importances_)
[0.14205973 0.76664038 0.0282433 0.06305659]
>>> print(clf.predict([[0, 0, 0, 0]]))
[1]
Notes
-----
The default values for the parameters controlling the size of the trees
(e.g. ``max_depth``, ``min_samples_leaf``, etc.) lead to fully grown and
unpruned trees which can potentially be very large on some data sets. To
reduce memory consumption, the complexity and size of the trees should be
controlled by setting those parameter values.
The features are always randomly permuted at each split. Therefore,
the best found split may vary, even with the same training data,
``max_features=n_features`` and ``bootstrap=False``, if the improvement
of the criterion is identical for several splits enumerated during the
search of the best split. To obtain a deterministic behaviour during
fitting, ``random_state`` has to be fixed.
References
----------
.. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001.
See Also
--------
DecisionTreeClassifier, ExtraTreesClassifier
"""
def __init__(self,
n_estimators=100,
criterion="gini",
max_depth=None,
min_samples_split=2,
min_samples_leaf=1,
min_weight_fraction_leaf=0.,
max_features="auto",
max_leaf_nodes=None,
min_impurity_decrease=0.,
min_impurity_split=None,
bootstrap=True,
oob_score=False,
n_jobs=None,
random_state=None,
verbose=0,
warm_start=False,
class_weight=None,
ccp_alpha=0.0,
max_samples=None):
super().__init__(
base_estimator=DecisionTreeClassifier(),
n_estimators=n_estimators,
estimator_params=("criterion", "max_depth", "min_samples_split",
"min_samples_leaf", "min_weight_fraction_leaf",
"max_features", "max_leaf_nodes",
"min_impurity_decrease", "min_impurity_split",
"random_state", "ccp_alpha"),
bootstrap=bootstrap,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose,
warm_start=warm_start,
class_weight=class_weight,
max_samples=max_samples)
self.criterion = criterion
self.max_depth = max_depth
self.min_samples_split = min_samples_split
self.min_samples_leaf = min_samples_leaf
self.min_weight_fraction_leaf = min_weight_fraction_leaf
self.max_features = max_features
self.max_leaf_nodes = max_leaf_nodes
self.min_impurity_decrease = min_impurity_decrease
self.min_impurity_split = min_impurity_split
self.ccp_alpha = ccp_alpha
class RandomForestRegressor(ForestRegressor):
"""
A random forest regressor.
A random forest is a meta estimator that fits a number of classifying
decision trees on various sub-samples of the dataset and uses averaging
to improve the predictive accuracy and control over-fitting.
The sub-sample size is always the same as the original
input sample size but the samples are drawn with replacement if
`bootstrap=True` (default).
Read more in the :ref:`User Guide <forest>`.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
.. versionchanged:: 0.22
The default value of ``n_estimators`` changed from 10 to 100
in 0.22.
criterion : string, optional (default="mse")
The function to measure the quality of a split. Supported criteria
are "mse" for the mean squared error, which is equal to variance
reduction as feature selection criterion, and "mae" for the mean
absolute error.
.. versionadded:: 0.18
Mean Absolute Error (MAE) criterion.
max_depth : integer or None, optional (default=None)
The maximum depth of the tree. If None, then nodes are expanded until
all leaves are pure or until all leaves contain less than
min_samples_split samples.
min_samples_split : int, float, optional (default=2)
The minimum number of samples required to split an internal node:
- If int, then consider `min_samples_split` as the minimum number.
- If float, then `min_samples_split` is a fraction and
`ceil(min_samples_split * n_samples)` are the minimum
number of samples for each split.
.. versionchanged:: 0.18
Added float values for fractions.
min_samples_leaf : int, float, optional (default=1)
The minimum number of samples required to be at a leaf node.
A split point at any depth will only be considered if it leaves at
least ``min_samples_leaf`` training samples in each of the left and
right branches. This may have the effect of smoothing the model,
especially in regression.
- If int, then consider `min_samples_leaf` as the minimum number.
- If float, then `min_samples_leaf` is a fraction and
`ceil(min_samples_leaf * n_samples)` are the minimum
number of samples for each node.
.. versionchanged:: 0.18
Added float values for fractions.
min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the sum total of weights (of all
the input samples) required to be at a leaf node. Samples have
equal weight when sample_weight is not provided.
max_features : int, float, string or None, optional (default="auto")
The number of features to consider when looking for the best split:
- If int, then consider `max_features` features at each split.
- If float, then `max_features` is a fraction and
`int(max_features * n_features)` features are considered at each
split.
- If "auto", then `max_features=n_features`.
- If "sqrt", then `max_features=sqrt(n_features)`.
- If "log2", then `max_features=log2(n_features)`.
- If None, then `max_features=n_features`.
Note: the search for a split does not stop until at least one
valid partition of the node samples is found, even if it requires to
effectively inspect more than ``max_features`` features.
max_leaf_nodes : int or None, optional (default=None)
Grow trees with ``max_leaf_nodes`` in best-first fashion.
Best nodes are defined as relative reduction in impurity.
If None then unlimited number of leaf nodes.
min_impurity_decrease : float, optional (default=0.)
A node will be split if this split induces a decrease of the impurity
greater than or equal to this value.
The weighted impurity decrease equation is the following::
N_t / N * (impurity - N_t_R / N_t * right_impurity
- N_t_L / N_t * left_impurity)
where ``N`` is the total number of samples, ``N_t`` is the number of
samples at the current node, ``N_t_L`` is the number of samples in the
left child, and ``N_t_R`` is the number of samples in the right child.
``N``, ``N_t``, ``N_t_R`` and ``N_t_L`` all refer to the weighted sum,
if ``sample_weight`` is passed.
.. versionadded:: 0.19
min_impurity_split : float, (default=1e-7)
Threshold for early stopping in tree growth. A node will split
if its impurity is above the threshold, otherwise it is a leaf.
.. deprecated:: 0.19
``min_impurity_split`` has been deprecated in favor of
``min_impurity_decrease`` in 0.19. The default value of
``min_impurity_split`` will change from 1e-7 to 0 in 0.23 and it
will be removed in 0.25. Use ``min_impurity_decrease`` instead.
bootstrap : boolean, optional (default=True)
Whether bootstrap samples are used when building trees. If False, the
whole datset is used to build each tree.
oob_score : bool, optional (default=False)
whether to use out-of-bag samples to estimate
the R^2 on unseen data.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel. :meth:`fit`, :meth:`predict`,
:meth:`decision_path` and :meth:`apply` are all parallelized over the
trees. ``None`` means 1 unless in a :obj:`joblib.parallel_backend`
context. ``-1`` means using all processors. See :term:`Glossary
<n_jobs>` for more details.
random_state : int, RandomState instance or None, optional (default=None)
Controls both the randomness of the bootstrapping of the samples used
when building trees (if ``bootstrap=True``) and the sampling of the
features to consider when looking for the best split at each node
(if ``max_features < n_features``).
See :term:`Glossary <random_state>` for details.
verbose : int, optional (default=0)
Controls the verbosity when fitting and predicting.
warm_start : bool, optional (default=False)
When set to ``True``, reuse the solution of the previous call to fit
and add more estimators to the ensemble, otherwise, just fit a whole
new forest. See :term:`the Glossary <warm_start>`.
ccp_alpha : non-negative float, optional (default=0.0)
Complexity parameter used for Minimal Cost-Complexity Pruning. The
subtree with the largest cost complexity that is smaller than
``ccp_alpha`` will be chosen. By default, no pruning is performed. See
:ref:`minimal_cost_complexity_pruning` for details.
.. versionadded:: 0.22
max_samples : int or float, default=None
If bootstrap is True, the number of samples to draw from X
to train each base estimator.
- If None (default), then draw `X.shape[0]` samples.
- If int, then draw `max_samples` samples.
- If float, then draw `max_samples * X.shape[0]` samples. Thus,
`max_samples` should be in the interval `(0, 1)`.
.. versionadded:: 0.22
Attributes
----------
base_estimator_ : DecisionTreeRegressor
The child estimator template used to create the collection of fitted
sub-estimators.
estimators_ : list of DecisionTreeRegressor
The collection of fitted sub-estimators.
feature_importances_ : ndarray of shape (n_features,)
The feature importances (the higher, the more important the feature).
n_features_ : int
The number of features when ``fit`` is performed.
n_outputs_ : int
The number of outputs when ``fit`` is performed.
oob_score_ : float
Score of the training dataset obtained using an out-of-bag estimate.
This attribute exists only when ``oob_score`` is True.
oob_prediction_ : ndarray of shape (n_samples,)
Prediction computed with out-of-bag estimate on the training set.
This attribute exists only when ``oob_score`` is True.
Examples
--------
>>> from sklearn.ensemble import RandomForestRegressor
>>> from sklearn.datasets import make_regression
>>> X, y = make_regression(n_features=4, n_informative=2,
... random_state=0, shuffle=False)
>>> regr = RandomForestRegressor(max_depth=2, random_state=0)
>>> regr.fit(X, y)
RandomForestRegressor(max_depth=2, random_state=0)
>>> print(regr.feature_importances_)
[0.18146984 0.81473937 0.00145312 0.00233767]
>>> print(regr.predict([[0, 0, 0, 0]]))
[-8.32987858]
Notes
-----
The default values for the parameters controlling the size of the trees
(e.g. ``max_depth``, ``min_samples_leaf``, etc.) lead to fully grown and
unpruned trees which can potentially be very large on some data sets. To
reduce memory consumption, the complexity and size of the trees should be
controlled by setting those parameter values.
The features are always randomly permuted at each split. Therefore,
the best found split may vary, even with the same training data,
``max_features=n_features`` and ``bootstrap=False``, if the improvement
of the criterion is identical for several splits enumerated during the
search of the best split. To obtain a deterministic behaviour during
fitting, ``random_state`` has to be fixed.
The default value ``max_features="auto"`` uses ``n_features``
rather than ``n_features / 3``. The latter was originally suggested in
[1], whereas the former was more recently justified empirically in [2].
References
----------
.. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001.
.. [2] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized
trees", Machine Learning, 63(1), 3-42, 2006.
See Also
--------
DecisionTreeRegressor, ExtraTreesRegressor
"""
def __init__(self,
n_estimators=100,
criterion="mse",
max_depth=None,
min_samples_split=2,
min_samples_leaf=1,
min_weight_fraction_leaf=0.,
max_features="auto",
max_leaf_nodes=None,
min_impurity_decrease=0.,
min_impurity_split=None,
bootstrap=True,
oob_score=False,
n_jobs=None,
random_state=None,
verbose=0,
warm_start=False,
ccp_alpha=0.0,
max_samples=None):
super().__init__(
base_estimator=DecisionTreeRegressor(),
n_estimators=n_estimators,
estimator_params=("criterion", "max_depth", "min_samples_split",
"min_samples_leaf", "min_weight_fraction_leaf",
"max_features", "max_leaf_nodes",
"min_impurity_decrease", "min_impurity_split",
"random_state", "ccp_alpha"),
bootstrap=bootstrap,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose,
warm_start=warm_start,
max_samples=max_samples)
self.criterion = criterion
self.max_depth = max_depth
self.min_samples_split = min_samples_split
self.min_samples_leaf = min_samples_leaf
self.min_weight_fraction_leaf = min_weight_fraction_leaf
self.max_features = max_features
self.max_leaf_nodes = max_leaf_nodes
self.min_impurity_decrease = min_impurity_decrease
self.min_impurity_split = min_impurity_split
self.ccp_alpha = ccp_alpha
class ExtraTreesClassifier(ForestClassifier):
"""
An extra-trees classifier.
This class implements a meta estimator that fits a number of
randomized decision trees (a.k.a. extra-trees) on various sub-samples
of the dataset and uses averaging to improve the predictive accuracy
and control over-fitting.
Read more in the :ref:`User Guide <forest>`.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
.. versionchanged:: 0.22
The default value of ``n_estimators`` changed from 10 to 100
in 0.22.
criterion : string, optional (default="gini")
The function to measure the quality of a split. Supported criteria are
"gini" for the Gini impurity and "entropy" for the information gain.
max_depth : integer or None, optional (default=None)
The maximum depth of the tree. If None, then nodes are expanded until
all leaves are pure or until all leaves contain less than
min_samples_split samples.
min_samples_split : int, float, optional (default=2)
The minimum number of samples required to split an internal node:
- If int, then consider `min_samples_split` as the minimum number.
- If float, then `min_samples_split` is a fraction and
`ceil(min_samples_split * n_samples)` are the minimum
number of samples for each split.
.. versionchanged:: 0.18
Added float values for fractions.
min_samples_leaf : int, float, optional (default=1)
The minimum number of samples required to be at a leaf node.
A split point at any depth will only be considered if it leaves at
least ``min_samples_leaf`` training samples in each of the left and
right branches. This may have the effect of smoothing the model,
especially in regression.
- If int, then consider `min_samples_leaf` as the minimum number.
- If float, then `min_samples_leaf` is a fraction and
`ceil(min_samples_leaf * n_samples)` are the minimum
number of samples for each node.
.. versionchanged:: 0.18
Added float values for fractions.
min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the sum total of weights (of all
the input samples) required to be at a leaf node. Samples have
equal weight when sample_weight is not provided.
max_features : int, float, string or None, optional (default="auto")
The number of features to consider when looking for the best split:
- If int, then consider `max_features` features at each split.
- If float, then `max_features` is a fraction and
`int(max_features * n_features)` features are considered at each
split.
- If "auto", then `max_features=sqrt(n_features)`.
- If "sqrt", then `max_features=sqrt(n_features)`.
- If "log2", then `max_features=log2(n_features)`.
- If None, then `max_features=n_features`.
Note: the search for a split does not stop until at least one
valid partition of the node samples is found, even if it requires to
effectively inspect more than ``max_features`` features.
max_leaf_nodes : int or None, optional (default=None)
Grow trees with ``max_leaf_nodes`` in best-first fashion.
Best nodes are defined as relative reduction in impurity.
If None then unlimited number of leaf nodes.
min_impurity_decrease : float, optional (default=0.)
A node will be split if this split induces a decrease of the impurity
greater than or equal to this value.
The weighted impurity decrease equation is the following::
N_t / N * (impurity - N_t_R / N_t * right_impurity
- N_t_L / N_t * left_impurity)
where ``N`` is the total number of samples, ``N_t`` is the number of
samples at the current node, ``N_t_L`` is the number of samples in the
left child, and ``N_t_R`` is the number of samples in the right child.
``N``, ``N_t``, ``N_t_R`` and ``N_t_L`` all refer to the weighted sum,
if ``sample_weight`` is passed.
.. versionadded:: 0.19
min_impurity_split : float, (default=1e-7)
Threshold for early stopping in tree growth. A node will split
if its impurity is above the threshold, otherwise it is a leaf.
.. deprecated:: 0.19
``min_impurity_split`` has been deprecated in favor of
``min_impurity_decrease`` in 0.19. The default value of
``min_impurity_split`` will change from 1e-7 to 0 in 0.23 and it
will be removed in 0.25. Use ``min_impurity_decrease`` instead.
bootstrap : boolean, optional (default=False)
Whether bootstrap samples are used when building trees. If False, the
whole dataset is used to build each tree.
oob_score : bool, optional (default=False)
Whether to use out-of-bag samples to estimate
the generalization accuracy.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel. :meth:`fit`, :meth:`predict`,
:meth:`decision_path` and :meth:`apply` are all parallelized over the
trees. ``None`` means 1 unless in a :obj:`joblib.parallel_backend`
context. ``-1`` means using all processors. See :term:`Glossary
<n_jobs>` for more details.
random_state : int, RandomState instance or None, optional (default=None)
Controls 3 sources of randomness:
- the bootstrapping of the samples used when building trees
(if ``bootstrap=True``)
- the sampling of the features to consider when looking for the best
split at each node (if ``max_features < n_features``)
- the draw of the splits for each of the `max_features`
See :term:`Glossary <random_state>` for details.
verbose : int, optional (default=0)
Controls the verbosity when fitting and predicting.
warm_start : bool, optional (default=False)
When set to ``True``, reuse the solution of the previous call to fit
and add more estimators to the ensemble, otherwise, just fit a whole
new forest. See :term:`the Glossary <warm_start>`.
class_weight : dict, list of dicts, "balanced", "balanced_subsample" or \
None, optional (default=None)
Weights associated with classes in the form ``{class_label: weight}``.
If not given, all classes are supposed to have weight one. For
multi-output problems, a list of dicts can be provided in the same
order as the columns of y.
Note that for multioutput (including multilabel) weights should be
defined for each class of every column in its own dict. For example,
for four-class multilabel classification weights should be
[{0: 1, 1: 1}, {0: 1, 1: 5}, {0: 1, 1: 1}, {0: 1, 1: 1}] instead of
[{1:1}, {2:5}, {3:1}, {4:1}].
The "balanced" mode uses the values of y to automatically adjust
weights inversely proportional to class frequencies in the input data
as ``n_samples / (n_classes * np.bincount(y))``
The "balanced_subsample" mode is the same as "balanced" except that
weights are computed based on the bootstrap sample for every tree
grown.
For multi-output, the weights of each column of y will be multiplied.
Note that these weights will be multiplied with sample_weight (passed
through the fit method) if sample_weight is specified.
ccp_alpha : non-negative float, optional (default=0.0)
Complexity parameter used for Minimal Cost-Complexity Pruning. The
subtree with the largest cost complexity that is smaller than
``ccp_alpha`` will be chosen. By default, no pruning is performed. See
:ref:`minimal_cost_complexity_pruning` for details.
.. versionadded:: 0.22
max_samples : int or float, default=None
If bootstrap is True, the number of samples to draw from X
to train each base estimator.
- If None (default), then draw `X.shape[0]` samples.
- If int, then draw `max_samples` samples.
- If float, then draw `max_samples * X.shape[0]` samples. Thus,
`max_samples` should be in the interval `(0, 1)`.
.. versionadded:: 0.22
Attributes
----------
base_estimator_ : ExtraTreeClassifier
The child estimator template used to create the collection of fitted
sub-estimators.
estimators_ : list of DecisionTreeClassifier
The collection of fitted sub-estimators.
classes_ : array of shape (n_classes,) or a list of such arrays
The classes labels (single output problem), or a list of arrays of
class labels (multi-output problem).
n_classes_ : int or list
The number of classes (single output problem), or a list containing the
number of classes for each output (multi-output problem).
feature_importances_ : ndarray of shape (n_features,)
The feature importances (the higher, the more important the feature).
n_features_ : int
The number of features when ``fit`` is performed.
n_outputs_ : int
The number of outputs when ``fit`` is performed.
oob_score_ : float
Score of the training dataset obtained using an out-of-bag estimate.
This attribute exists only when ``oob_score`` is True.
oob_decision_function_ : array of shape (n_samples, n_classes)
Decision function computed with out-of-bag estimate on the training
set. If n_estimators is small it might be possible that a data point
was never left out during the bootstrap. In this case,
`oob_decision_function_` might contain NaN. This attribute exists
only when ``oob_score`` is True.
Notes
-----
The default values for the parameters controlling the size of the trees
(e.g. ``max_depth``, ``min_samples_leaf``, etc.) lead to fully grown and
unpruned trees which can potentially be very large on some data sets. To
reduce memory consumption, the complexity and size of the trees should be
controlled by setting those parameter values.
Examples
--------
>>> from sklearn.ensemble import ExtraTreesClassifier
>>> from sklearn.datasets import make_classification
>>> X, y = make_classification(n_features=4, random_state=0)
>>> clf = ExtraTreesClassifier(n_estimators=100, random_state=0)
>>> clf.fit(X, y)
ExtraTreesClassifier(random_state=0)
>>> clf.predict([[0, 0, 0, 0]])
array([1])
References
----------
.. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized
trees", Machine Learning, 63(1), 3-42, 2006.
See Also
--------
sklearn.tree.ExtraTreeClassifier : Base classifier for this ensemble.
RandomForestClassifier : Ensemble Classifier based on trees with optimal
splits.
"""
def __init__(self,
n_estimators=100,
criterion="gini",
max_depth=None,
min_samples_split=2,
min_samples_leaf=1,
min_weight_fraction_leaf=0.,
max_features="auto",
max_leaf_nodes=None,
min_impurity_decrease=0.,
min_impurity_split=None,
bootstrap=False,
oob_score=False,
n_jobs=None,
random_state=None,
verbose=0,
warm_start=False,
class_weight=None,
ccp_alpha=0.0,
max_samples=None):
super().__init__(
base_estimator=ExtraTreeClassifier(),
n_estimators=n_estimators,
estimator_params=("criterion", "max_depth", "min_samples_split",
"min_samples_leaf", "min_weight_fraction_leaf",
"max_features", "max_leaf_nodes",
"min_impurity_decrease", "min_impurity_split",
"random_state", "ccp_alpha"),
bootstrap=bootstrap,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose,
warm_start=warm_start,
class_weight=class_weight,
max_samples=max_samples)
self.criterion = criterion
self.max_depth = max_depth
self.min_samples_split = min_samples_split
self.min_samples_leaf = min_samples_leaf
self.min_weight_fraction_leaf = min_weight_fraction_leaf
self.max_features = max_features
self.max_leaf_nodes = max_leaf_nodes
self.min_impurity_decrease = min_impurity_decrease
self.min_impurity_split = min_impurity_split
self.ccp_alpha = ccp_alpha
class ExtraTreesRegressor(ForestRegressor):
"""
An extra-trees regressor.
This class implements a meta estimator that fits a number of
randomized decision trees (a.k.a. extra-trees) on various sub-samples
of the dataset and uses averaging to improve the predictive accuracy
and control over-fitting.
Read more in the :ref:`User Guide <forest>`.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
.. versionchanged:: 0.22
The default value of ``n_estimators`` changed from 10 to 100
in 0.22.
criterion : string, optional (default="mse")
The function to measure the quality of a split. Supported criteria
are "mse" for the mean squared error, which is equal to variance
reduction as feature selection criterion, and "mae" for the mean
absolute error.
.. versionadded:: 0.18
Mean Absolute Error (MAE) criterion.
max_depth : integer or None, optional (default=None)
The maximum depth of the tree. If None, then nodes are expanded until
all leaves are pure or until all leaves contain less than
min_samples_split samples.
min_samples_split : int, float, optional (default=2)
The minimum number of samples required to split an internal node:
- If int, then consider `min_samples_split` as the minimum number.
- If float, then `min_samples_split` is a fraction and
`ceil(min_samples_split * n_samples)` are the minimum
number of samples for each split.
.. versionchanged:: 0.18
Added float values for fractions.
min_samples_leaf : int, float, optional (default=1)
The minimum number of samples required to be at a leaf node.
A split point at any depth will only be considered if it leaves at
least ``min_samples_leaf`` training samples in each of the left and
right branches. This may have the effect of smoothing the model,
especially in regression.
- If int, then consider `min_samples_leaf` as the minimum number.
- If float, then `min_samples_leaf` is a fraction and
`ceil(min_samples_leaf * n_samples)` are the minimum
number of samples for each node.
.. versionchanged:: 0.18
Added float values for fractions.
min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the sum total of weights (of all
the input samples) required to be at a leaf node. Samples have
equal weight when sample_weight is not provided.
max_features : int, float, string or None, optional (default="auto")
The number of features to consider when looking for the best split:
- If int, then consider `max_features` features at each split.
- If float, then `max_features` is a fraction and
`int(max_features * n_features)` features are considered at each
split.
- If "auto", then `max_features=n_features`.
- If "sqrt", then `max_features=sqrt(n_features)`.
- If "log2", then `max_features=log2(n_features)`.
- If None, then `max_features=n_features`.
Note: the search for a split does not stop until at least one
valid partition of the node samples is found, even if it requires to
effectively inspect more than ``max_features`` features.
max_leaf_nodes : int or None, optional (default=None)
Grow trees with ``max_leaf_nodes`` in best-first fashion.
Best nodes are defined as relative reduction in impurity.
If None then unlimited number of leaf nodes.
min_impurity_decrease : float, optional (default=0.)
A node will be split if this split induces a decrease of the impurity
greater than or equal to this value.
The weighted impurity decrease equation is the following::
N_t / N * (impurity - N_t_R / N_t * right_impurity
- N_t_L / N_t * left_impurity)
where ``N`` is the total number of samples, ``N_t`` is the number of
samples at the current node, ``N_t_L`` is the number of samples in the
left child, and ``N_t_R`` is the number of samples in the right child.
``N``, ``N_t``, ``N_t_R`` and ``N_t_L`` all refer to the weighted sum,
if ``sample_weight`` is passed.
.. versionadded:: 0.19
min_impurity_split : float, (default=1e-7)
Threshold for early stopping in tree growth. A node will split
if its impurity is above the threshold, otherwise it is a leaf.
.. deprecated:: 0.19
``min_impurity_split`` has been deprecated in favor of
``min_impurity_decrease`` in 0.19. The default value of
``min_impurity_split`` will change from 1e-7 to 0 in 0.23 and it
will be removed in 0.25. Use ``min_impurity_decrease`` instead.
bootstrap : boolean, optional (default=False)
Whether bootstrap samples are used when building trees. If False, the
whole dataset is used to build each tree.
oob_score : bool, optional (default=False)
Whether to use out-of-bag samples to estimate the R^2 on unseen data.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel. :meth:`fit`, :meth:`predict`,
:meth:`decision_path` and :meth:`apply` are all parallelized over the
trees. ``None`` means 1 unless in a :obj:`joblib.parallel_backend`
context. ``-1`` means using all processors. See :term:`Glossary
<n_jobs>` for more details.
random_state : int, RandomState instance or None, optional (default=None)
Controls 3 sources of randomness:
- the bootstrapping of the samples used when building trees
(if ``bootstrap=True``)
- the sampling of the features to consider when looking for the best
split at each node (if ``max_features < n_features``)
- the draw of the splits for each of the `max_features`
See :term:`Glossary <random_state>` for details.
verbose : int, optional (default=0)
Controls the verbosity when fitting and predicting.
warm_start : bool, optional (default=False)
When set to ``True``, reuse the solution of the previous call to fit
and add more estimators to the ensemble, otherwise, just fit a whole
new forest. See :term:`the Glossary <warm_start>`.
ccp_alpha : non-negative float, optional (default=0.0)
Complexity parameter used for Minimal Cost-Complexity Pruning. The
subtree with the largest cost complexity that is smaller than
``ccp_alpha`` will be chosen. By default, no pruning is performed. See
:ref:`minimal_cost_complexity_pruning` for details.
.. versionadded:: 0.22
max_samples : int or float, default=None
If bootstrap is True, the number of samples to draw from X
to train each base estimator.
- If None (default), then draw `X.shape[0]` samples.
- If int, then draw `max_samples` samples.
- If float, then draw `max_samples * X.shape[0]` samples. Thus,
`max_samples` should be in the interval `(0, 1)`.
.. versionadded:: 0.22
Attributes
----------
base_estimator_ : ExtraTreeRegressor
The child estimator template used to create the collection of fitted
sub-estimators.
estimators_ : list of DecisionTreeRegressor
The collection of fitted sub-estimators.
feature_importances_ : ndarray of shape (n_features,)
The feature importances (the higher, the more important the feature).
n_features_ : int
The number of features.
n_outputs_ : int
The number of outputs.
oob_score_ : float
Score of the training dataset obtained using an out-of-bag estimate.
This attribute exists only when ``oob_score`` is True.
oob_prediction_ : ndarray of shape (n_samples,)
Prediction computed with out-of-bag estimate on the training set.
This attribute exists only when ``oob_score`` is True.
Notes
-----
The default values for the parameters controlling the size of the trees
(e.g. ``max_depth``, ``min_samples_leaf``, etc.) lead to fully grown and
unpruned trees which can potentially be very large on some data sets. To
reduce memory consumption, the complexity and size of the trees should be
controlled by setting those parameter values.
References
----------
.. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees",
Machine Learning, 63(1), 3-42, 2006.
See Also
--------
sklearn.tree.ExtraTreeRegressor: Base estimator for this ensemble.
RandomForestRegressor: Ensemble regressor using trees with optimal splits.
"""
def __init__(self,
n_estimators=100,
criterion="mse",
max_depth=None,
min_samples_split=2,
min_samples_leaf=1,
min_weight_fraction_leaf=0.,
max_features="auto",
max_leaf_nodes=None,
min_impurity_decrease=0.,
min_impurity_split=None,
bootstrap=False,
oob_score=False,
n_jobs=None,
random_state=None,
verbose=0,
warm_start=False,
ccp_alpha=0.0,
max_samples=None):
super().__init__(
base_estimator=ExtraTreeRegressor(),
n_estimators=n_estimators,
estimator_params=("criterion", "max_depth", "min_samples_split",
"min_samples_leaf", "min_weight_fraction_leaf",
"max_features", "max_leaf_nodes",
"min_impurity_decrease", "min_impurity_split",
"random_state", "ccp_alpha"),
bootstrap=bootstrap,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose,
warm_start=warm_start,
max_samples=max_samples)
self.criterion = criterion
self.max_depth = max_depth
self.min_samples_split = min_samples_split
self.min_samples_leaf = min_samples_leaf
self.min_weight_fraction_leaf = min_weight_fraction_leaf
self.max_features = max_features
self.max_leaf_nodes = max_leaf_nodes
self.min_impurity_decrease = min_impurity_decrease
self.min_impurity_split = min_impurity_split
self.ccp_alpha = ccp_alpha
class RandomTreesEmbedding(BaseForest):
"""
An ensemble of totally random trees.
An unsupervised transformation of a dataset to a high-dimensional
sparse representation. A datapoint is coded according to which leaf of
each tree it is sorted into. Using a one-hot encoding of the leaves,
this leads to a binary coding with as many ones as there are trees in
the forest.
The dimensionality of the resulting representation is
``n_out <= n_estimators * max_leaf_nodes``. If ``max_leaf_nodes == None``,
the number of leaf nodes is at most ``n_estimators * 2 ** max_depth``.
Read more in the :ref:`User Guide <random_trees_embedding>`.
Parameters
----------
n_estimators : integer, optional (default=10)
Number of trees in the forest.
.. versionchanged:: 0.22
The default value of ``n_estimators`` changed from 10 to 100
in 0.22.
max_depth : integer, optional (default=5)
The maximum depth of each tree. If None, then nodes are expanded until
all leaves are pure or until all leaves contain less than
min_samples_split samples.
min_samples_split : int, float, optional (default=2)
The minimum number of samples required to split an internal node:
- If int, then consider `min_samples_split` as the minimum number.
- If float, then `min_samples_split` is a fraction and
`ceil(min_samples_split * n_samples)` is the minimum
number of samples for each split.
.. versionchanged:: 0.18
Added float values for fractions.
min_samples_leaf : int, float, optional (default=1)
The minimum number of samples required to be at a leaf node.
A split point at any depth will only be considered if it leaves at
least ``min_samples_leaf`` training samples in each of the left and
right branches. This may have the effect of smoothing the model,
especially in regression.
- If int, then consider `min_samples_leaf` as the minimum number.
- If float, then `min_samples_leaf` is a fraction and
`ceil(min_samples_leaf * n_samples)` is the minimum
number of samples for each node.
.. versionchanged:: 0.18
Added float values for fractions.
min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the sum total of weights (of all
the input samples) required to be at a leaf node. Samples have
equal weight when sample_weight is not provided.
max_leaf_nodes : int or None, optional (default=None)
Grow trees with ``max_leaf_nodes`` in best-first fashion.
Best nodes are defined as relative reduction in impurity.
If None then unlimited number of leaf nodes.
min_impurity_decrease : float, optional (default=0.)
A node will be split if this split induces a decrease of the impurity
greater than or equal to this value.
The weighted impurity decrease equation is the following::
N_t / N * (impurity - N_t_R / N_t * right_impurity
- N_t_L / N_t * left_impurity)
where ``N`` is the total number of samples, ``N_t`` is the number of
samples at the current node, ``N_t_L`` is the number of samples in the
left child, and ``N_t_R`` is the number of samples in the right child.
``N``, ``N_t``, ``N_t_R`` and ``N_t_L`` all refer to the weighted sum,
if ``sample_weight`` is passed.
.. versionadded:: 0.19
min_impurity_split : float, (default=1e-7)
Threshold for early stopping in tree growth. A node will split
if its impurity is above the threshold, otherwise it is a leaf.
.. deprecated:: 0.19
``min_impurity_split`` has been deprecated in favor of
``min_impurity_decrease`` in 0.19. The default value of
``min_impurity_split`` will change from 1e-7 to 0 in 0.23 and it
will be removed in 0.25. Use ``min_impurity_decrease`` instead.
sparse_output : bool, optional (default=True)
Whether or not to return a sparse CSR matrix, as default behavior,
or to return a dense array compatible with dense pipeline operators.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel. :meth:`fit`, :meth:`transform`,
:meth:`decision_path` and :meth:`apply` are all parallelized over the
trees. ``None`` means 1 unless in a :obj:`joblib.parallel_backend`
context. ``-1`` means using all processors. See :term:`Glossary
<n_jobs>` for more details.
random_state : int, RandomState instance or None, optional (default=None)
Controls the generation of the random `y` used to fit the trees
and the draw of the splits for each feature at the trees' nodes.
See :term:`Glossary <random_state>` for details.
verbose : int, optional (default=0)
Controls the verbosity when fitting and predicting.
warm_start : bool, optional (default=False)
When set to ``True``, reuse the solution of the previous call to fit
and add more estimators to the ensemble, otherwise, just fit a whole
new forest. See :term:`the Glossary <warm_start>`.
Attributes
----------
estimators_ : list of DecisionTreeClassifier
The collection of fitted sub-estimators.
References
----------
.. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees",
Machine Learning, 63(1), 3-42, 2006.
.. [2] Moosmann, F. and Triggs, B. and Jurie, F. "Fast discriminative
visual codebooks using randomized clustering forests"
NIPS 2007
"""
criterion = 'mse'
max_features = 1
def __init__(self,
n_estimators=100,
max_depth=5,
min_samples_split=2,
min_samples_leaf=1,
min_weight_fraction_leaf=0.,
max_leaf_nodes=None,
min_impurity_decrease=0.,
min_impurity_split=None,
sparse_output=True,
n_jobs=None,
random_state=None,
verbose=0,
warm_start=False):
super().__init__(
base_estimator=ExtraTreeRegressor(),
n_estimators=n_estimators,
estimator_params=("criterion", "max_depth", "min_samples_split",
"min_samples_leaf", "min_weight_fraction_leaf",
"max_features", "max_leaf_nodes",
"min_impurity_decrease", "min_impurity_split",
"random_state"),
bootstrap=False,
oob_score=False,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose,
warm_start=warm_start,
max_samples=None)
self.max_depth = max_depth
self.min_samples_split = min_samples_split
self.min_samples_leaf = min_samples_leaf
self.min_weight_fraction_leaf = min_weight_fraction_leaf
self.max_leaf_nodes = max_leaf_nodes
self.min_impurity_decrease = min_impurity_decrease
self.min_impurity_split = min_impurity_split
self.sparse_output = sparse_output
def _set_oob_score(self, X, y):
raise NotImplementedError("OOB score not supported by tree embedding")
def fit(self, X, y=None, sample_weight=None):
"""
Fit estimator.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
The input samples. Use ``dtype=np.float32`` for maximum
efficiency. Sparse matrices are also supported, use sparse
``csc_matrix`` for maximum efficiency.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted. Splits
that would create child nodes with net zero or negative weight are
ignored while searching for a split in each node. In the case of
classification, splits are also ignored if they would result in any
single class carrying a negative weight in either child node.
Returns
-------
self : object
"""
self.fit_transform(X, y, sample_weight=sample_weight)
return self
def fit_transform(self, X, y=None, sample_weight=None):
"""
Fit estimator and transform dataset.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Input data used to build forests. Use ``dtype=np.float32`` for
maximum efficiency.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted. Splits
that would create child nodes with net zero or negative weight are
ignored while searching for a split in each node. In the case of
classification, splits are also ignored if they would result in any
single class carrying a negative weight in either child node.
Returns
-------
X_transformed : sparse matrix, shape=(n_samples, n_out)
Transformed dataset.
"""
X = check_array(X, accept_sparse=['csc'])
if issparse(X):
# Pre-sort indices to avoid that each individual tree of the
# ensemble sorts the indices.
X.sort_indices()
rnd = check_random_state(self.random_state)
y = rnd.uniform(size=X.shape[0])
super().fit(X, y, sample_weight=sample_weight)
self.one_hot_encoder_ = OneHotEncoder(sparse=self.sparse_output)
return self.one_hot_encoder_.fit_transform(self.apply(X))
def transform(self, X):
"""
Transform dataset.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Input data to be transformed. Use ``dtype=np.float32`` for maximum
efficiency. Sparse matrices are also supported, use sparse
``csr_matrix`` for maximum efficiency.
Returns
-------
X_transformed : sparse matrix, shape=(n_samples, n_out)
Transformed dataset.
"""
check_is_fitted(self)
return self.one_hot_encoder_.transform(self.apply(X))