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from __future__ import division, print_function
import numpy as np
import math
import progressbar
# Import helper functions
from mlfromscratch.utils import divide_on_feature, train_test_split, get_random_subsets, normalize
from mlfromscratch.utils import accuracy_score, calculate_entropy
from mlfromscratch.unsupervised_learning import PCA
from mlfromscratch.supervised_learning import ClassificationTree
from mlfromscratch.utils.misc import bar_widgets
from mlfromscratch.utils import Plot
class RandomForest():
"""Random Forest classifier. Uses a collection of classification trees that
trains on random subsets of the data using a random subsets of the features.
Parameters:
-----------
n_estimators: int
The number of classification trees that are used.
max_features: int
The maximum number of features that the classification trees are allowed to
use.
min_samples_split: int
The minimum number of samples needed to make a split when building a tree.
min_gain: float
The minimum impurity required to split the tree further.
max_depth: int
The maximum depth of a tree.
"""
def __init__(self, n_estimators=100, max_features=None, min_samples_split=2,
min_gain=0, max_depth=float("inf")):
self.n_estimators = n_estimators # Number of trees
self.max_features = max_features # Maxmimum number of features per tree
self.min_samples_split = min_samples_split
self.min_gain = min_gain # Minimum information gain req. to continue
self.max_depth = max_depth # Maximum depth for tree
self.progressbar = progressbar.ProgressBar(widgets=bar_widgets)
# Initialize decision trees
self.trees = []
for _ in range(n_estimators):
self.trees.append(
ClassificationTree(
min_samples_split=self.min_samples_split,
min_impurity=min_gain,
max_depth=self.max_depth))
def fit(self, X, y):
n_features = np.shape(X)[1]
# If max_features have not been defined => select it as
# sqrt(n_features)
if not self.max_features:
self.max_features = int(math.sqrt(n_features))
# Choose one random subset of the data for each tree
subsets = get_random_subsets(X, y, self.n_estimators)
for i in self.progressbar(range(self.n_estimators)):
X_subset, y_subset = subsets[i]
# Feature bagging (select random subsets of the features)
idx = np.random.choice(range(n_features), size=self.max_features, replace=True)
# Save the indices of the features for prediction
self.trees[i].feature_indices = idx
# Choose the features corresponding to the indices
X_subset = X_subset[:, idx]
# Fit the tree to the data
self.trees[i].fit(X_subset, y_subset)
def predict(self, X):
y_preds = np.empty((X.shape[0], len(self.trees)))
# Let each tree make a prediction on the data
for i, tree in enumerate(self.trees):
# Indices of the features that the tree has trained on
idx = tree.feature_indices
# Make a prediction based on those features
prediction = tree.predict(X[:, idx])
y_preds[:, i] = prediction
y_pred = []
# For each sample
for sample_predictions in y_preds:
# Select the most common class prediction
y_pred.append(np.bincount(sample_predictions.astype('int')).argmax())
return y_pred
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