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forest.py
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forest.py
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"""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>
# License: BSD 3 clause
from __future__ import division
from itertools import chain
import numpy as np
from warnings import warn
from abc import ABCMeta, abstractmethod
from ..base import ClassifierMixin, RegressorMixin
from ..externals.joblib import Parallel, delayed
from ..externals import six
from ..externals.six.moves import xrange
from ..feature_selection.from_model import _LearntSelectorMixin
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
from ..utils.validation import DataConversionWarning
from .base import BaseEnsemble, _partition_estimators
__all__ = ["RandomForestClassifier",
"RandomForestRegressor",
"ExtraTreesClassifier",
"ExtraTreesRegressor"]
MAX_INT = np.iinfo(np.int32).max
def _parallel_build_trees(tree, forest, X, y, sample_weight, tree_idx, n_trees,
verbose=0):
"""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()
random_state = check_random_state(tree.random_state)
indices = random_state.randint(0, n_samples, n_samples)
sample_counts = np.bincount(indices, minlength=n_samples)
curr_sample_weight *= sample_counts
tree.fit(X, y,
sample_weight=curr_sample_weight,
check_input=False)
tree.indices_ = sample_counts > 0.
else:
tree.fit(X, y,
sample_weight=sample_weight,
check_input=False)
return tree
def _parallel_helper(obj, methodname, *args, **kwargs):
"""Private helper to workaround Python 2 pickle limitations"""
return getattr(obj, methodname)(*args, **kwargs)
class BaseForest(six.with_metaclass(ABCMeta, BaseEnsemble,
_LearntSelectorMixin)):
"""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=10,
estimator_params=tuple(),
bootstrap=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0,
warm_start=False):
super(BaseForest, self).__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
def apply(self, X):
"""Apply trees in the forest to X, return leaf indices.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Input data.
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 = check_array(X, dtype=DTYPE)
results = Parallel(n_jobs=self.n_jobs, verbose=self.verbose,
backend="threading")(
delayed(_parallel_helper)(tree.tree_, 'apply', X)
for tree in self.estimators_)
return np.array(results).T
def fit(self, X, y, sample_weight=None):
"""Build a forest of trees from the training set (X, y).
Parameters
----------
X : array-like of shape = [n_samples, n_features]
The training input samples.
y : array-like, shape = [n_samples] or [n_samples, n_outputs]
The target values (class labels in classification, real numbers in
regression).
sample_weight : array-like, shape = [n_samples] or 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
Returns self.
"""
# Convert data
# ensure_2d=False because there are actually unit test checking we fail
# for 1d. FIXME make this consistent in the future.
X = check_array(X, dtype=DTYPE, ensure_2d=False)
# Remap output
n_samples, self.n_features_ = X.shape
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 = self._validate_y(y)
if getattr(y, "dtype", None) != DOUBLE or not y.flags.contiguous:
y = np.ascontiguousarray(y, dtype=DOUBLE)
# 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:
# 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 = []
for i in range(n_more_estimators):
tree = self._make_estimator(append=False)
tree.set_params(random_state=random_state.randint(MAX_INT))
trees.append(tree)
# Parallel loop: we use the threading backend as the Cython code
# for fitting the trees is internally releasing the Python GIL
# making threading always more efficient than multiprocessing in
# that case.
trees = Parallel(n_jobs=self.n_jobs, verbose=self.verbose,
backend="threading")(
delayed(_parallel_build_trees)(
t, self, X, y, sample_weight, i, len(trees),
verbose=self.verbose)
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(self, y):
# Default implementation
return y
@property
def feature_importances_(self):
"""Return the feature importances (the higher, the more important the
feature).
Returns
-------
feature_importances_ : array, shape = [n_features]
"""
if self.estimators_ is None or len(self.estimators_) == 0:
raise ValueError("Estimator not fitted, "
"call `fit` before `feature_importances_`.")
all_importances = Parallel(n_jobs=self.n_jobs)(
delayed(getattr)(tree, 'feature_importances_')
for tree in self.estimators_)
return sum(all_importances) / self.n_estimators
class ForestClassifier(six.with_metaclass(ABCMeta, BaseForest,
ClassifierMixin)):
"""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=10,
estimator_params=tuple(),
bootstrap=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0,
warm_start=False):
super(ForestClassifier, self).__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)
def _set_oob_score(self, X, y):
n_classes_ = self.n_classes_
n_samples = y.shape[0]
oob_decision_function = []
oob_score = 0.0
predictions = []
for k in xrange(self.n_outputs_):
predictions.append(np.zeros((n_samples,
n_classes_[k])))
for estimator in self.estimators_:
mask = np.ones(n_samples, dtype=np.bool)
mask[estimator.indices_] = False
p_estimator = estimator.predict_proba(X[mask, :])
if self.n_outputs_ == 1:
p_estimator = [p_estimator]
for k in xrange(self.n_outputs_):
predictions[k][mask, :] += p_estimator[k]
for k in xrange(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(self, y):
y = np.copy(y)
self.classes_ = []
self.n_classes_ = []
for k in xrange(self.n_outputs_):
classes_k, y[:, k] = np.unique(y[:, k], return_inverse=True)
self.classes_.append(classes_k)
self.n_classes_.append(classes_k.shape[0])
return y
def predict(self, X):
"""Predict class for X.
The predicted class of an input sample is computed as the majority
prediction of the trees in the forest.
Parameters
----------
X : array-like of shape = [n_samples, n_features]
The input samples.
Returns
-------
y : array of shape = [n_samples] or [n_samples, n_outputs]
The predicted classes.
"""
# ensure_2d=False because there are actually unit test checking we fail
# for 1d.
X = check_array(X, ensure_2d=False)
n_samples = len(X)
proba = self.predict_proba(X)
if self.n_outputs_ == 1:
return self.classes_.take(np.argmax(proba, axis=1), axis=0)
else:
predictions = np.zeros((n_samples, self.n_outputs_))
for k in xrange(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 is computed as
the mean predicted class probabilities of the trees in the forest.
Parameters
----------
X : array-like of shape = [n_samples, n_features]
The input samples.
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 `classes_`.
"""
# Check data
if getattr(X, "dtype", None) != DTYPE or X.ndim != 2:
X = check_array(X, dtype=DTYPE)
# Assign chunk of trees to jobs
n_jobs, n_trees, starts = _partition_estimators(self.n_estimators,
self.n_jobs)
# Parallel loop
all_proba = Parallel(n_jobs=n_jobs, verbose=self.verbose,
backend="threading")(
delayed(_parallel_helper)(e, 'predict_proba', X)
for e in self.estimators_)
# Reduce
proba = all_proba[0]
if self.n_outputs_ == 1:
for j in xrange(1, len(all_proba)):
proba += all_proba[j]
proba /= len(self.estimators_)
else:
for j in xrange(1, len(all_proba)):
for k in xrange(self.n_outputs_):
proba[k] += all_proba[j][k]
for k in xrange(self.n_outputs_):
proba[k] /= self.n_estimators
return 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 of shape = [n_samples, n_features]
The input samples.
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 `classes_`.
"""
proba = self.predict_proba(X)
if self.n_outputs_ == 1:
return np.log(proba)
else:
for k in xrange(self.n_outputs_):
proba[k] = np.log(proba[k])
return proba
class ForestRegressor(six.with_metaclass(ABCMeta, BaseForest, RegressorMixin)):
"""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=10,
estimator_params=tuple(),
bootstrap=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0,
warm_start=False):
super(ForestRegressor, self).__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)
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 of shape = [n_samples, n_features]
The input samples.
Returns
-------
y: array of shape = [n_samples] or [n_samples, n_outputs]
The predicted values.
"""
# Check data
if getattr(X, "dtype", None) != DTYPE or X.ndim != 2:
X = check_array(X, dtype=DTYPE)
# Assign chunk of trees to jobs
n_jobs, n_trees, starts = _partition_estimators(self.n_estimators,
self.n_jobs)
# Parallel loop
all_y_hat = Parallel(n_jobs=n_jobs, verbose=self.verbose,
backend="threading")(
delayed(_parallel_helper)(e, 'predict', X)
for e in self.estimators_)
# Reduce
y_hat = sum(all_y_hat) / len(self.estimators_)
return y_hat
def _set_oob_score(self, X, y):
n_samples = y.shape[0]
predictions = np.zeros((n_samples, self.n_outputs_))
n_predictions = np.zeros((n_samples, self.n_outputs_))
for estimator in self.estimators_:
mask = np.ones(n_samples, dtype=np.bool)
mask[estimator.indices_] = False
p_estimator = estimator.predict(X[mask, :])
if self.n_outputs_ == 1:
p_estimator = p_estimator[:, np.newaxis]
predictions[mask, :] += p_estimator
n_predictions[mask, :] += 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 xrange(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 use averaging to
improve the predictive accuracy and control over-fitting.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
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_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 percentage 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.
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.
Ignored if ``max_samples_leaf`` is not None.
Note: this parameter is tree-specific.
min_samples_split : integer, optional (default=2)
The minimum number of samples required to split an internal node.
Note: this parameter is tree-specific.
min_samples_leaf : integer, optional (default=1)
The minimum number of samples in newly created leaves. A split is
discarded if after the split, one of the leaves would contain less then
``min_samples_leaf`` samples.
Note: this parameter is tree-specific.
min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the input samples required to be at a
leaf node.
Note: this parameter is tree-specific.
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.
If not None then ``max_depth`` will be ignored.
Note: this parameter is tree-specific.
bootstrap : boolean, optional (default=True)
Whether bootstrap samples are used when building trees.
oob_score : bool
Whether to use out-of-bag samples to estimate
the generalization error.
n_jobs : integer, optional (default=1)
The number of jobs to run in parallel for both `fit` and `predict`.
If -1, then the number of jobs is set to the number of cores.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
verbose : int, optional (default=0)
Controls the verbosity of the tree building process.
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.
Attributes
----------
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_ : array 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.
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.
References
----------
.. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001.
See also
--------
DecisionTreeClassifier, ExtraTreesClassifier
"""
def __init__(self,
n_estimators=10,
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,
bootstrap=True,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0,
warm_start=False):
super(RandomForestClassifier, self).__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",
"random_state"),
bootstrap=bootstrap,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose,
warm_start=warm_start)
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
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 use averaging
to improve the predictive accuracy and control over-fitting.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
criterion : string, optional (default="mse")
The function to measure the quality of a split. The only supported
criterion is "mse" for the mean squared error.
Note: this parameter is tree-specific.
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 percentage 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.
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.
Ignored if ``max_samples_leaf`` is not None.
Note: this parameter is tree-specific.
min_samples_split : integer, optional (default=2)
The minimum number of samples required to split an internal node.
Note: this parameter is tree-specific.
min_samples_leaf : integer, optional (default=1)
The minimum number of samples in newly created leaves. A split is
discarded if after the split, one of the leaves would contain less then
``min_samples_leaf`` samples.
Note: this parameter is tree-specific.
min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the input samples required to be at a
leaf node.
Note: this parameter is tree-specific.
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.
If not None then ``max_depth`` will be ignored.
Note: this parameter is tree-specific.
bootstrap : boolean, optional (default=True)
Whether bootstrap samples are used when building trees.
oob_score : bool
whether to use out-of-bag samples to estimate
the generalization error.
n_jobs : integer, optional (default=1)
The number of jobs to run in parallel for both `fit` and `predict`.
If -1, then the number of jobs is set to the number of cores.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
verbose : int, optional (default=0)
Controls the verbosity of the tree building process.
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.
Attributes
----------
estimators_ : list of DecisionTreeRegressor
The collection of fitted sub-estimators.
feature_importances_ : array 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.
oob_prediction_ : array of shape = [n_samples]
Prediction computed with out-of-bag estimate on the training set.
References
----------
.. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001.
See also
--------
DecisionTreeRegressor, ExtraTreesRegressor
"""
def __init__(self,
n_estimators=10,
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,
bootstrap=True,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0,
warm_start=False):
super(RandomForestRegressor, self).__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",
"random_state"),
bootstrap=bootstrap,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose,
warm_start=warm_start)
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
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 use averaging to improve the predictive accuracy
and control over-fitting.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
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_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 percentage 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.
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.
Ignored if ``max_samples_leaf`` is not None.
Note: this parameter is tree-specific.
min_samples_split : integer, optional (default=2)
The minimum number of samples required to split an internal node.
Note: this parameter is tree-specific.
min_samples_leaf : integer, optional (default=1)
The minimum number of samples in newly created leaves. A split is
discarded if after the split, one of the leaves would contain less then
``min_samples_leaf`` samples.
Note: this parameter is tree-specific.
min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the input samples required to be at a
leaf node.
Note: this parameter is tree-specific.
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.
If not None then ``max_depth`` will be ignored.
Note: this parameter is tree-specific.
bootstrap : boolean, optional (default=False)
Whether bootstrap samples are used when building trees.
oob_score : bool
Whether to use out-of-bag samples to estimate
the generalization error.
n_jobs : integer, optional (default=1)
The number of jobs to run in parallel for both `fit` and `predict`.
If -1, then the number of jobs is set to the number of cores.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
verbose : int, optional (default=0)
Controls the verbosity of the tree building process.
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.
Attributes
----------