peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/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 <[email protected]> | |
# Brian Holt <[email protected]> | |
# Joly Arnaud <[email protected]> | |
# Fares Hedayati <[email protected]> | |
# | |
# License: BSD 3 clause | |
import threading | |
from abc import ABCMeta, abstractmethod | |
from numbers import Integral, Real | |
from warnings import catch_warnings, simplefilter, warn | |
import numpy as np | |
from scipy.sparse import hstack as sparse_hstack | |
from scipy.sparse import issparse | |
from ..base import ( | |
ClassifierMixin, | |
MultiOutputMixin, | |
RegressorMixin, | |
TransformerMixin, | |
_fit_context, | |
is_classifier, | |
) | |
from ..exceptions import DataConversionWarning | |
from ..metrics import accuracy_score, r2_score | |
from ..preprocessing import OneHotEncoder | |
from ..tree import ( | |
BaseDecisionTree, | |
DecisionTreeClassifier, | |
DecisionTreeRegressor, | |
ExtraTreeClassifier, | |
ExtraTreeRegressor, | |
) | |
from ..tree._tree import DOUBLE, DTYPE | |
from ..utils import check_random_state, compute_sample_weight | |
from ..utils._param_validation import Interval, RealNotInt, StrOptions | |
from ..utils._tags import _safe_tags | |
from ..utils.multiclass import check_classification_targets, type_of_target | |
from ..utils.parallel import Parallel, delayed | |
from ..utils.validation import ( | |
_check_feature_names_in, | |
_check_sample_weight, | |
_num_samples, | |
check_is_fitted, | |
) | |
from ._base import BaseEnsemble, _partition_estimators | |
__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 `(0.0, 1.0]`; | |
- 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, Integral): | |
if max_samples > n_samples: | |
msg = "`max_samples` must be <= n_samples={} but got value {}" | |
raise ValueError(msg.format(n_samples, max_samples)) | |
return max_samples | |
if isinstance(max_samples, Real): | |
return max(round(n_samples * max_samples), 1) | |
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, dtype=np.int32 | |
) | |
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, | |
bootstrap, | |
X, | |
y, | |
sample_weight, | |
tree_idx, | |
n_trees, | |
verbose=0, | |
class_weight=None, | |
n_samples_bootstrap=None, | |
missing_values_in_feature_mask=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 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=indices) | |
elif class_weight == "balanced_subsample": | |
curr_sample_weight *= compute_sample_weight("balanced", y, indices=indices) | |
tree._fit( | |
X, | |
y, | |
sample_weight=curr_sample_weight, | |
check_input=False, | |
missing_values_in_feature_mask=missing_values_in_feature_mask, | |
) | |
else: | |
tree._fit( | |
X, | |
y, | |
sample_weight=sample_weight, | |
check_input=False, | |
missing_values_in_feature_mask=missing_values_in_feature_mask, | |
) | |
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. | |
""" | |
_parameter_constraints: dict = { | |
"n_estimators": [Interval(Integral, 1, None, closed="left")], | |
"bootstrap": ["boolean"], | |
"oob_score": ["boolean", callable], | |
"n_jobs": [Integral, None], | |
"random_state": ["random_state"], | |
"verbose": ["verbose"], | |
"warm_start": ["boolean"], | |
"max_samples": [ | |
None, | |
Interval(RealNotInt, 0.0, 1.0, closed="right"), | |
Interval(Integral, 1, None, closed="left"), | |
], | |
} | |
def __init__( | |
self, | |
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__( | |
estimator=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, 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 : ndarray of 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, | |
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, 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 matrix of shape (n_samples, n_nodes) | |
Return a node indicator matrix where non zero elements indicates | |
that the samples goes through the nodes. The matrix is of CSR | |
format. | |
n_nodes_ptr : ndarray of shape (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, | |
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, 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 | |
Fitted estimator. | |
""" | |
# Validate or convert input data | |
if issparse(y): | |
raise ValueError("sparse multilabel-indicator for y is not supported.") | |
X, y = self._validate_data( | |
X, | |
y, | |
multi_output=True, | |
accept_sparse="csc", | |
dtype=DTYPE, | |
force_all_finite=False, | |
) | |
# _compute_missing_values_in_feature_mask checks if X has missing values and | |
# will raise an error if the underlying tree base estimator can't handle missing | |
# values. Only the criterion is required to determine if the tree supports | |
# missing values. | |
estimator = type(self.estimator)(criterion=self.criterion) | |
missing_values_in_feature_mask = ( | |
estimator._compute_missing_values_in_feature_mask( | |
X, estimator_name=self.__class__.__name__ | |
) | |
) | |
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() | |
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)) | |
if self.criterion == "poisson": | |
if np.any(y < 0): | |
raise ValueError( | |
"Some value(s) of y are negative which is " | |
"not allowed for Poisson regression." | |
) | |
if np.sum(y) <= 0: | |
raise ValueError( | |
"Sum of y is not strictly positive which " | |
"is necessary for Poisson regression." | |
) | |
self._n_samples, self.n_outputs_ = y.shape | |
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 | |
if not self.bootstrap and self.max_samples is not None: | |
raise ValueError( | |
"`max_sample` cannot be set if `bootstrap=False`. " | |
"Either switch to `bootstrap=True` or set " | |
"`max_sample=None`." | |
) | |
elif self.bootstrap: | |
n_samples_bootstrap = _get_n_samples_bootstrap( | |
n_samples=X.shape[0], max_samples=self.max_samples | |
) | |
else: | |
n_samples_bootstrap = None | |
self._n_samples_bootstrap = n_samples_bootstrap | |
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, | |
prefer="threads", | |
)( | |
delayed(_parallel_build_trees)( | |
t, | |
self.bootstrap, | |
X, | |
y, | |
sample_weight, | |
i, | |
len(trees), | |
verbose=self.verbose, | |
class_weight=self.class_weight, | |
n_samples_bootstrap=n_samples_bootstrap, | |
missing_values_in_feature_mask=missing_values_in_feature_mask, | |
) | |
for i, t in enumerate(trees) | |
) | |
# Collect newly grown trees | |
self.estimators_.extend(trees) | |
if self.oob_score and ( | |
n_more_estimators > 0 or not hasattr(self, "oob_score_") | |
): | |
y_type = type_of_target(y) | |
if y_type == "unknown" or ( | |
self._estimator_type == "classifier" | |
and y_type == "multiclass-multioutput" | |
): | |
# FIXME: we could consider to support multiclass-multioutput if | |
# we introduce or reuse a constructor parameter (e.g. | |
# oob_score) allowing our user to pass a callable defining the | |
# scoring strategy on OOB sample. | |
raise ValueError( | |
"The type of target cannot be used to compute OOB " | |
f"estimates. Got {y_type} while only the following are " | |
"supported: continuous, continuous-multioutput, binary, " | |
"multiclass, multilabel-indicator." | |
) | |
if callable(self.oob_score): | |
self._set_oob_score_and_attributes( | |
X, y, scoring_function=self.oob_score | |
) | |
else: | |
self._set_oob_score_and_attributes(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 | |
def _set_oob_score_and_attributes(self, X, y, scoring_function=None): | |
"""Compute and set the OOB score and attributes. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
The data matrix. | |
y : ndarray of shape (n_samples, n_outputs) | |
The target matrix. | |
scoring_function : callable, default=None | |
Scoring function for OOB score. Default depends on whether | |
this is a regression (R2 score) or classification problem | |
(accuracy score). | |
""" | |
def _compute_oob_predictions(self, X, y): | |
"""Compute and set the OOB score. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
The data matrix. | |
y : ndarray of shape (n_samples, n_outputs) | |
The target matrix. | |
Returns | |
------- | |
oob_pred : ndarray of shape (n_samples, n_classes, n_outputs) or \ | |
(n_samples, 1, n_outputs) | |
The OOB predictions. | |
""" | |
# Prediction requires X to be in CSR format | |
if issparse(X): | |
X = X.tocsr() | |
n_samples = y.shape[0] | |
n_outputs = self.n_outputs_ | |
if is_classifier(self) and hasattr(self, "n_classes_"): | |
# n_classes_ is a ndarray at this stage | |
# all the supported type of target will have the same number of | |
# classes in all outputs | |
oob_pred_shape = (n_samples, self.n_classes_[0], n_outputs) | |
else: | |
# for regression, n_classes_ does not exist and we create an empty | |
# axis to be consistent with the classification case and make | |
# the array operations compatible with the 2 settings | |
oob_pred_shape = (n_samples, 1, n_outputs) | |
oob_pred = np.zeros(shape=oob_pred_shape, dtype=np.float64) | |
n_oob_pred = np.zeros((n_samples, n_outputs), dtype=np.int64) | |
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, | |
) | |
y_pred = self._get_oob_predictions(estimator, X[unsampled_indices, :]) | |
oob_pred[unsampled_indices, ...] += y_pred | |
n_oob_pred[unsampled_indices, :] += 1 | |
for k in range(n_outputs): | |
if (n_oob_pred == 0).any(): | |
warn( | |
( | |
"Some inputs do not have OOB scores. This probably means " | |
"too few trees were used to compute any reliable OOB " | |
"estimates." | |
), | |
UserWarning, | |
) | |
n_oob_pred[n_oob_pred == 0] = 1 | |
oob_pred[..., k] /= n_oob_pred[..., [k]] | |
return oob_pred | |
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) | |
if self.estimators_[0]._support_missing_values(X): | |
force_all_finite = "allow-nan" | |
else: | |
force_all_finite = True | |
X = self._validate_data( | |
X, | |
dtype=DTYPE, | |
accept_sparse="csr", | |
reset=False, | |
force_all_finite=force_all_finite, | |
) | |
if issparse(X) and (X.indices.dtype != np.intc or X.indptr.dtype != np.intc): | |
raise ValueError("No support for np.int64 index based sparse matrices") | |
return X | |
def feature_importances_(self): | |
""" | |
The impurity-based feature importances. | |
The higher, the more important the feature. | |
The importance of a feature is computed as the (normalized) | |
total reduction of the criterion brought by that feature. It is also | |
known as the Gini importance. | |
Warning: impurity-based feature importances can be misleading for | |
high cardinality features (many unique values). See | |
:func:`sklearn.inspection.permutation_importance` as an alternative. | |
Returns | |
------- | |
feature_importances_ : ndarray of 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, 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_in_, dtype=np.float64) | |
all_importances = np.mean(all_importances, axis=0, dtype=np.float64) | |
return all_importances / np.sum(all_importances) | |
def _get_estimators_indices(self): | |
# Get drawn indices along both sample and feature axes | |
for tree in self.estimators_: | |
if not self.bootstrap: | |
yield np.arange(self._n_samples, dtype=np.int32) | |
else: | |
# tree.random_state is actually an immutable integer seed rather | |
# than a mutable RandomState instance, so it's safe to use it | |
# repeatedly when calling this property. | |
seed = tree.random_state | |
# Operations accessing random_state must be performed identically | |
# to those in `_parallel_build_trees()` | |
yield _generate_sample_indices( | |
seed, self._n_samples, self._n_samples_bootstrap | |
) | |
def estimators_samples_(self): | |
"""The subset of drawn samples for each base estimator. | |
Returns a dynamically generated list of indices identifying | |
the samples used for fitting each member of the ensemble, i.e., | |
the in-bag samples. | |
Note: the list is re-created at each call to the property in order | |
to reduce the object memory footprint by not storing the sampling | |
data. Thus fetching the property may be slower than expected. | |
""" | |
return [sample_indices for sample_indices in self._get_estimators_indices()] | |
def _more_tags(self): | |
# Only the criterion is required to determine if the tree supports | |
# missing values | |
estimator = type(self.estimator)(criterion=self.criterion) | |
return {"allow_nan": _safe_tags(estimator, key="allow_nan")} | |
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. | |
""" | |
def __init__( | |
self, | |
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__( | |
estimator=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 _get_oob_predictions(tree, X): | |
"""Compute the OOB predictions for an individual tree. | |
Parameters | |
---------- | |
tree : DecisionTreeClassifier object | |
A single decision tree classifier. | |
X : ndarray of shape (n_samples, n_features) | |
The OOB samples. | |
Returns | |
------- | |
y_pred : ndarray of shape (n_samples, n_classes, n_outputs) | |
The OOB associated predictions. | |
""" | |
y_pred = tree.predict_proba(X, check_input=False) | |
y_pred = np.asarray(y_pred) | |
if y_pred.ndim == 2: | |
# binary and multiclass | |
y_pred = y_pred[..., np.newaxis] | |
else: | |
# Roll the first `n_outputs` axis to the last axis. We will reshape | |
# from a shape of (n_outputs, n_samples, n_classes) to a shape of | |
# (n_samples, n_classes, n_outputs). | |
y_pred = np.rollaxis(y_pred, axis=0, start=3) | |
return y_pred | |
def _set_oob_score_and_attributes(self, X, y, scoring_function=None): | |
"""Compute and set the OOB score and attributes. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
The data matrix. | |
y : ndarray of shape (n_samples, n_outputs) | |
The target matrix. | |
scoring_function : callable, default=None | |
Scoring function for OOB score. Defaults to `accuracy_score`. | |
""" | |
self.oob_decision_function_ = super()._compute_oob_predictions(X, y) | |
if self.oob_decision_function_.shape[-1] == 1: | |
# drop the n_outputs axis if there is a single output | |
self.oob_decision_function_ = self.oob_decision_function_.squeeze(axis=-1) | |
if scoring_function is None: | |
scoring_function = accuracy_score | |
self.oob_score_ = scoring_function( | |
y, np.argmax(self.oob_decision_function_, axis=1) | |
) | |
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=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, 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 : ndarray 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, 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 : ndarray of shape (n_samples, n_classes), or a list of such arrays | |
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, 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, 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 : ndarray of shape (n_samples, n_classes), or a list of such arrays | |
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 | |
def _more_tags(self): | |
return {"multilabel": True} | |
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. | |
""" | |
def __init__( | |
self, | |
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__( | |
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, 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 : ndarray 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, 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 _get_oob_predictions(tree, X): | |
"""Compute the OOB predictions for an individual tree. | |
Parameters | |
---------- | |
tree : DecisionTreeRegressor object | |
A single decision tree regressor. | |
X : ndarray of shape (n_samples, n_features) | |
The OOB samples. | |
Returns | |
------- | |
y_pred : ndarray of shape (n_samples, 1, n_outputs) | |
The OOB associated predictions. | |
""" | |
y_pred = tree.predict(X, check_input=False) | |
if y_pred.ndim == 1: | |
# single output regression | |
y_pred = y_pred[:, np.newaxis, np.newaxis] | |
else: | |
# multioutput regression | |
y_pred = y_pred[:, np.newaxis, :] | |
return y_pred | |
def _set_oob_score_and_attributes(self, X, y, scoring_function=None): | |
"""Compute and set the OOB score and attributes. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
The data matrix. | |
y : ndarray of shape (n_samples, n_outputs) | |
The target matrix. | |
scoring_function : callable, default=None | |
Scoring function for OOB score. Defaults to `r2_score`. | |
""" | |
self.oob_prediction_ = super()._compute_oob_predictions(X, y).squeeze(axis=1) | |
if self.oob_prediction_.shape[-1] == 1: | |
# drop the n_outputs axis if there is a single output | |
self.oob_prediction_ = self.oob_prediction_.squeeze(axis=-1) | |
if scoring_function is None: | |
scoring_function = r2_score | |
self.oob_score_ = scoring_function(y, self.oob_prediction_) | |
def _compute_partial_dependence_recursion(self, grid, target_features): | |
"""Fast partial dependence computation. | |
Parameters | |
---------- | |
grid : ndarray of shape (n_samples, n_target_features) | |
The grid points on which the partial dependence should be | |
evaluated. | |
target_features : ndarray of shape (n_target_features) | |
The set of target features for which the partial dependence | |
should be evaluated. | |
Returns | |
------- | |
averaged_predictions : ndarray of shape (n_samples,) | |
The value of the partial dependence function on each grid point. | |
""" | |
grid = np.asarray(grid, dtype=DTYPE, order="C") | |
averaged_predictions = np.zeros( | |
shape=grid.shape[0], dtype=np.float64, order="C" | |
) | |
for tree in self.estimators_: | |
# Note: we don't sum in parallel because the GIL isn't released in | |
# the fast method. | |
tree.tree_.compute_partial_dependence( | |
grid, target_features, averaged_predictions | |
) | |
# Average over the forest | |
averaged_predictions /= len(self.estimators_) | |
return averaged_predictions | |
def _more_tags(self): | |
return {"multilabel": True} | |
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. | |
Trees in the forest use the best split strategy, i.e. equivalent to passing | |
`splitter="best"` to the underlying :class:`~sklearn.tree.DecisionTreeRegressor`. | |
The sub-sample size is controlled with the `max_samples` parameter if | |
`bootstrap=True` (default), otherwise the whole dataset is used to build | |
each tree. | |
For a comparison between tree-based ensemble models see the example | |
:ref:`sphx_glr_auto_examples_ensemble_plot_forest_hist_grad_boosting_comparison.py`. | |
Read more in the :ref:`User Guide <forest>`. | |
Parameters | |
---------- | |
n_estimators : int, 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 : {"gini", "entropy", "log_loss"}, default="gini" | |
The function to measure the quality of a split. Supported criteria are | |
"gini" for the Gini impurity and "log_loss" and "entropy" both for the | |
Shannon information gain, see :ref:`tree_mathematical_formulation`. | |
Note: This parameter is tree-specific. | |
max_depth : int, 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 or float, 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 or float, 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, default=0.0 | |
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 : {"sqrt", "log2", None}, int or float, default="sqrt" | |
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 | |
`max(1, int(max_features * n_features_in_))` features are considered at each | |
split. | |
- If "sqrt", then `max_features=sqrt(n_features)`. | |
- If "log2", then `max_features=log2(n_features)`. | |
- If None, then `max_features=n_features`. | |
.. versionchanged:: 1.1 | |
The default of `max_features` changed from `"auto"` to `"sqrt"`. | |
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, 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, default=0.0 | |
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 | |
bootstrap : bool, default=True | |
Whether bootstrap samples are used when building trees. If False, the | |
whole dataset is used to build each tree. | |
oob_score : bool or callable, default=False | |
Whether to use out-of-bag samples to estimate the generalization score. | |
By default, :func:`~sklearn.metrics.accuracy_score` is used. | |
Provide a callable with signature `metric(y_true, y_pred)` to use a | |
custom metric. Only available if `bootstrap=True`. | |
n_jobs : int, 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, 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, default=0 | |
Controls the verbosity when fitting and predicting. | |
warm_start : bool, 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:`Glossary <warm_start>` and | |
:ref:`gradient_boosting_warm_start` for details. | |
class_weight : {"balanced", "balanced_subsample"}, dict or list of dicts, \ | |
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, 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(round(n_samples * max_samples), 1)` samples. Thus, | |
`max_samples` should be in the interval `(0.0, 1.0]`. | |
.. versionadded:: 0.22 | |
monotonic_cst : array-like of int of shape (n_features), default=None | |
Indicates the monotonicity constraint to enforce on each feature. | |
- 1: monotonic increase | |
- 0: no constraint | |
- -1: monotonic decrease | |
If monotonic_cst is None, no constraints are applied. | |
Monotonicity constraints are not supported for: | |
- multiclass classifications (i.e. when `n_classes > 2`), | |
- multioutput classifications (i.e. when `n_outputs_ > 1`), | |
- classifications trained on data with missing values. | |
The constraints hold over the probability of the positive class. | |
Read more in the :ref:`User Guide <monotonic_cst_gbdt>`. | |
.. versionadded:: 1.4 | |
Attributes | |
---------- | |
estimator_ : :class:`~sklearn.tree.DecisionTreeClassifier` | |
The child estimator template used to create the collection of fitted | |
sub-estimators. | |
.. versionadded:: 1.2 | |
`base_estimator_` was renamed to `estimator_`. | |
estimators_ : list of DecisionTreeClassifier | |
The collection of fitted sub-estimators. | |
classes_ : ndarray 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_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
n_outputs_ : int | |
The number of outputs when ``fit`` is performed. | |
feature_importances_ : ndarray of shape (n_features,) | |
The impurity-based feature importances. | |
The higher, the more important the feature. | |
The importance of a feature is computed as the (normalized) | |
total reduction of the criterion brought by that feature. It is also | |
known as the Gini importance. | |
Warning: impurity-based feature importances can be misleading for | |
high cardinality features (many unique values). See | |
:func:`sklearn.inspection.permutation_importance` as an alternative. | |
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_ : ndarray of shape (n_samples, n_classes) or \ | |
(n_samples, n_classes, n_outputs) | |
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. | |
estimators_samples_ : list of arrays | |
The subset of drawn samples (i.e., the in-bag samples) for each base | |
estimator. Each subset is defined by an array of the indices selected. | |
.. versionadded:: 1.4 | |
See Also | |
-------- | |
sklearn.tree.DecisionTreeClassifier : A decision tree classifier. | |
sklearn.ensemble.ExtraTreesClassifier : Ensemble of extremely randomized | |
tree classifiers. | |
sklearn.ensemble.HistGradientBoostingClassifier : A Histogram-based Gradient | |
Boosting Classification Tree, very fast for big datasets (n_samples >= | |
10_000). | |
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. | |
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(...) | |
>>> print(clf.predict([[0, 0, 0, 0]])) | |
[1] | |
""" | |
_parameter_constraints: dict = { | |
**ForestClassifier._parameter_constraints, | |
**DecisionTreeClassifier._parameter_constraints, | |
"class_weight": [ | |
StrOptions({"balanced_subsample", "balanced"}), | |
dict, | |
list, | |
None, | |
], | |
} | |
_parameter_constraints.pop("splitter") | |
def __init__( | |
self, | |
n_estimators=100, | |
*, | |
criterion="gini", | |
max_depth=None, | |
min_samples_split=2, | |
min_samples_leaf=1, | |
min_weight_fraction_leaf=0.0, | |
max_features="sqrt", | |
max_leaf_nodes=None, | |
min_impurity_decrease=0.0, | |
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, | |
monotonic_cst=None, | |
): | |
super().__init__( | |
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", | |
"random_state", | |
"ccp_alpha", | |
"monotonic_cst", | |
), | |
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.monotonic_cst = monotonic_cst | |
self.ccp_alpha = ccp_alpha | |
class RandomForestRegressor(ForestRegressor): | |
""" | |
A random forest regressor. | |
A random forest is a meta estimator that fits a number of decision tree | |
regressors on various sub-samples of the dataset and uses averaging to | |
improve the predictive accuracy and control over-fitting. | |
Trees in the forest use the best split strategy, i.e. equivalent to passing | |
`splitter="best"` to the underlying :class:`~sklearn.tree.DecisionTreeRegressor`. | |
The sub-sample size is controlled with the `max_samples` parameter if | |
`bootstrap=True` (default), otherwise the whole dataset is used to build | |
each tree. | |
For a comparison between tree-based ensemble models see the example | |
:ref:`sphx_glr_auto_examples_ensemble_plot_forest_hist_grad_boosting_comparison.py`. | |
Read more in the :ref:`User Guide <forest>`. | |
Parameters | |
---------- | |
n_estimators : int, 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 : {"squared_error", "absolute_error", "friedman_mse", "poisson"}, \ | |
default="squared_error" | |
The function to measure the quality of a split. Supported criteria | |
are "squared_error" for the mean squared error, which is equal to | |
variance reduction as feature selection criterion and minimizes the L2 | |
loss using the mean of each terminal node, "friedman_mse", which uses | |
mean squared error with Friedman's improvement score for potential | |
splits, "absolute_error" for the mean absolute error, which minimizes | |
the L1 loss using the median of each terminal node, and "poisson" which | |
uses reduction in Poisson deviance to find splits. | |
Training using "absolute_error" is significantly slower | |
than when using "squared_error". | |
.. versionadded:: 0.18 | |
Mean Absolute Error (MAE) criterion. | |
.. versionadded:: 1.0 | |
Poisson criterion. | |
max_depth : int, 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 or float, 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 or float, 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, default=0.0 | |
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 : {"sqrt", "log2", None}, int or float, default=1.0 | |
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 | |
`max(1, int(max_features * n_features_in_))` features are considered at each | |
split. | |
- If "sqrt", then `max_features=sqrt(n_features)`. | |
- If "log2", then `max_features=log2(n_features)`. | |
- If None or 1.0, then `max_features=n_features`. | |
.. note:: | |
The default of 1.0 is equivalent to bagged trees and more | |
randomness can be achieved by setting smaller values, e.g. 0.3. | |
.. versionchanged:: 1.1 | |
The default of `max_features` changed from `"auto"` to 1.0. | |
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, 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, default=0.0 | |
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 | |
bootstrap : bool, default=True | |
Whether bootstrap samples are used when building trees. If False, the | |
whole dataset is used to build each tree. | |
oob_score : bool or callable, default=False | |
Whether to use out-of-bag samples to estimate the generalization score. | |
By default, :func:`~sklearn.metrics.r2_score` is used. | |
Provide a callable with signature `metric(y_true, y_pred)` to use a | |
custom metric. Only available if `bootstrap=True`. | |
n_jobs : int, 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, 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, default=0 | |
Controls the verbosity when fitting and predicting. | |
warm_start : bool, 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:`Glossary <warm_start>` and | |
:ref:`gradient_boosting_warm_start` for details. | |
ccp_alpha : non-negative float, 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(round(n_samples * max_samples), 1)` samples. Thus, | |
`max_samples` should be in the interval `(0.0, 1.0]`. | |
.. versionadded:: 0.22 | |
monotonic_cst : array-like of int of shape (n_features), default=None | |
Indicates the monotonicity constraint to enforce on each feature. | |
- 1: monotonically increasing | |
- 0: no constraint | |
- -1: monotonically decreasing | |
If monotonic_cst is None, no constraints are applied. | |
Monotonicity constraints are not supported for: | |
- multioutput regressions (i.e. when `n_outputs_ > 1`), | |
- regressions trained on data with missing values. | |
Read more in the :ref:`User Guide <monotonic_cst_gbdt>`. | |
.. versionadded:: 1.4 | |
Attributes | |
---------- | |
estimator_ : :class:`~sklearn.tree.DecisionTreeRegressor` | |
The child estimator template used to create the collection of fitted | |
sub-estimators. | |
.. versionadded:: 1.2 | |
`base_estimator_` was renamed to `estimator_`. | |
estimators_ : list of DecisionTreeRegressor | |
The collection of fitted sub-estimators. | |
feature_importances_ : ndarray of shape (n_features,) | |
The impurity-based feature importances. | |
The higher, the more important the feature. | |
The importance of a feature is computed as the (normalized) | |
total reduction of the criterion brought by that feature. It is also | |
known as the Gini importance. | |
Warning: impurity-based feature importances can be misleading for | |
high cardinality features (many unique values). See | |
:func:`sklearn.inspection.permutation_importance` as an alternative. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
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,) or (n_samples, n_outputs) | |
Prediction computed with out-of-bag estimate on the training set. | |
This attribute exists only when ``oob_score`` is True. | |
estimators_samples_ : list of arrays | |
The subset of drawn samples (i.e., the in-bag samples) for each base | |
estimator. Each subset is defined by an array of the indices selected. | |
.. versionadded:: 1.4 | |
See Also | |
-------- | |
sklearn.tree.DecisionTreeRegressor : A decision tree regressor. | |
sklearn.ensemble.ExtraTreesRegressor : Ensemble of extremely randomized | |
tree regressors. | |
sklearn.ensemble.HistGradientBoostingRegressor : A Histogram-based Gradient | |
Boosting Regression Tree, very fast for big datasets (n_samples >= | |
10_000). | |
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=1.0`` 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. | |
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(...) | |
>>> print(regr.predict([[0, 0, 0, 0]])) | |
[-8.32987858] | |
""" | |
_parameter_constraints: dict = { | |
**ForestRegressor._parameter_constraints, | |
**DecisionTreeRegressor._parameter_constraints, | |
} | |
_parameter_constraints.pop("splitter") | |
def __init__( | |
self, | |
n_estimators=100, | |
*, | |
criterion="squared_error", | |
max_depth=None, | |
min_samples_split=2, | |
min_samples_leaf=1, | |
min_weight_fraction_leaf=0.0, | |
max_features=1.0, | |
max_leaf_nodes=None, | |
min_impurity_decrease=0.0, | |
bootstrap=True, | |
oob_score=False, | |
n_jobs=None, | |
random_state=None, | |
verbose=0, | |
warm_start=False, | |
ccp_alpha=0.0, | |
max_samples=None, | |
monotonic_cst=None, | |
): | |
super().__init__( | |
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", | |
"random_state", | |
"ccp_alpha", | |
"monotonic_cst", | |
), | |
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.ccp_alpha = ccp_alpha | |
self.monotonic_cst = monotonic_cst | |
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 : int, 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 : {"gini", "entropy", "log_loss"}, default="gini" | |
The function to measure the quality of a split. Supported criteria are | |
"gini" for the Gini impurity and "log_loss" and "entropy" both for the | |
Shannon information gain, see :ref:`tree_mathematical_formulation`. | |
Note: This parameter is tree-specific. | |
max_depth : int, 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 or float, 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 or float, 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, default=0.0 | |
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 : {"sqrt", "log2", None}, int or float, default="sqrt" | |
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 | |
`max(1, int(max_features * n_features_in_))` features are considered at each | |
split. | |
- If "sqrt", then `max_features=sqrt(n_features)`. | |
- If "log2", then `max_features=log2(n_features)`. | |
- If None, then `max_features=n_features`. | |
.. versionchanged:: 1.1 | |
The default of `max_features` changed from `"auto"` to `"sqrt"`. | |
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, 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, default=0.0 | |
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 | |
bootstrap : bool, default=False | |
Whether bootstrap samples are used when building trees. If False, the | |
whole dataset is used to build each tree. | |
oob_score : bool or callable, default=False | |
Whether to use out-of-bag samples to estimate the generalization score. | |
By default, :func:`~sklearn.metrics.accuracy_score` is used. | |
Provide a callable with signature `metric(y_true, y_pred)` to use a | |
custom metric. Only available if `bootstrap=True`. | |
n_jobs : int, 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, 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, default=0 | |
Controls the verbosity when fitting and predicting. | |
warm_start : bool, 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:`Glossary <warm_start>` and | |
:ref:`gradient_boosting_warm_start` for details. | |
class_weight : {"balanced", "balanced_subsample"}, dict or list of dicts, \ | |
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, 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 `(0.0, 1.0]`. | |
.. versionadded:: 0.22 | |
monotonic_cst : array-like of int of shape (n_features), default=None | |
Indicates the monotonicity constraint to enforce on each feature. | |
- 1: monotonically increasing | |
- 0: no constraint | |
- -1: monotonically decreasing | |
If monotonic_cst is None, no constraints are applied. | |
Monotonicity constraints are not supported for: | |
- multiclass classifications (i.e. when `n_classes > 2`), | |
- multioutput classifications (i.e. when `n_outputs_ > 1`), | |
- classifications trained on data with missing values. | |
The constraints hold over the probability of the positive class. | |
Read more in the :ref:`User Guide <monotonic_cst_gbdt>`. | |
.. versionadded:: 1.4 | |
Attributes | |
---------- | |
estimator_ : :class:`~sklearn.tree.ExtraTreeClassifier` | |
The child estimator template used to create the collection of fitted | |
sub-estimators. | |
.. versionadded:: 1.2 | |
`base_estimator_` was renamed to `estimator_`. | |
estimators_ : list of DecisionTreeClassifier | |
The collection of fitted sub-estimators. | |
classes_ : ndarray 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 impurity-based feature importances. | |
The higher, the more important the feature. | |
The importance of a feature is computed as the (normalized) | |
total reduction of the criterion brought by that feature. It is also | |
known as the Gini importance. | |
Warning: impurity-based feature importances can be misleading for | |
high cardinality features (many unique values). See | |
:func:`sklearn.inspection.permutation_importance` as an alternative. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
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_ : ndarray of shape (n_samples, n_classes) or \ | |
(n_samples, n_classes, n_outputs) | |
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. | |
estimators_samples_ : list of arrays | |
The subset of drawn samples (i.e., the in-bag samples) for each base | |
estimator. Each subset is defined by an array of the indices selected. | |
.. versionadded:: 1.4 | |
See Also | |
-------- | |
ExtraTreesRegressor : An extra-trees regressor with random splits. | |
RandomForestClassifier : A random forest classifier with optimal splits. | |
RandomForestRegressor : Ensemble regressor using trees with optimal splits. | |
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. | |
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]) | |
""" | |
_parameter_constraints: dict = { | |
**ForestClassifier._parameter_constraints, | |
**DecisionTreeClassifier._parameter_constraints, | |
"class_weight": [ | |
StrOptions({"balanced_subsample", "balanced"}), | |
dict, | |
list, | |
None, | |
], | |
} | |
_parameter_constraints.pop("splitter") | |
def __init__( | |
self, | |
n_estimators=100, | |
*, | |
criterion="gini", | |
max_depth=None, | |
min_samples_split=2, | |
min_samples_leaf=1, | |
min_weight_fraction_leaf=0.0, | |
max_features="sqrt", | |
max_leaf_nodes=None, | |
min_impurity_decrease=0.0, | |
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, | |
monotonic_cst=None, | |
): | |
super().__init__( | |
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", | |
"random_state", | |
"ccp_alpha", | |
"monotonic_cst", | |
), | |
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.ccp_alpha = ccp_alpha | |
self.monotonic_cst = monotonic_cst | |
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 : int, 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 : {"squared_error", "absolute_error", "friedman_mse", "poisson"}, \ | |
default="squared_error" | |
The function to measure the quality of a split. Supported criteria | |
are "squared_error" for the mean squared error, which is equal to | |
variance reduction as feature selection criterion and minimizes the L2 | |
loss using the mean of each terminal node, "friedman_mse", which uses | |
mean squared error with Friedman's improvement score for potential | |
splits, "absolute_error" for the mean absolute error, which minimizes | |
the L1 loss using the median of each terminal node, and "poisson" which | |
uses reduction in Poisson deviance to find splits. | |
Training using "absolute_error" is significantly slower | |
than when using "squared_error". | |
.. versionadded:: 0.18 | |
Mean Absolute Error (MAE) criterion. | |
max_depth : int, 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 or float, 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 or float, 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, default=0.0 | |
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 : {"sqrt", "log2", None}, int or float, default=1.0 | |
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 | |
`max(1, int(max_features * n_features_in_))` features are considered at each | |
split. | |
- If "sqrt", then `max_features=sqrt(n_features)`. | |
- If "log2", then `max_features=log2(n_features)`. | |
- If None or 1.0, then `max_features=n_features`. | |
.. note:: | |
The default of 1.0 is equivalent to bagged trees and more | |
randomness can be achieved by setting smaller values, e.g. 0.3. | |
.. versionchanged:: 1.1 | |
The default of `max_features` changed from `"auto"` to 1.0. | |
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, 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, default=0.0 | |
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 | |
bootstrap : bool, default=False | |
Whether bootstrap samples are used when building trees. If False, the | |
whole dataset is used to build each tree. | |
oob_score : bool or callable, default=False | |
Whether to use out-of-bag samples to estimate the generalization score. | |
By default, :func:`~sklearn.metrics.r2_score` is used. | |
Provide a callable with signature `metric(y_true, y_pred)` to use a | |
custom metric. Only available if `bootstrap=True`. | |
n_jobs : int, 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, 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, default=0 | |
Controls the verbosity when fitting and predicting. | |
warm_start : bool, 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:`Glossary <warm_start>` and | |
:ref:`gradient_boosting_warm_start` for details. | |
ccp_alpha : non-negative float, 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 `(0.0, 1.0]`. | |
.. versionadded:: 0.22 | |
monotonic_cst : array-like of int of shape (n_features), default=None | |
Indicates the monotonicity constraint to enforce on each feature. | |
- 1: monotonically increasing | |
- 0: no constraint | |
- -1: monotonically decreasing | |
If monotonic_cst is None, no constraints are applied. | |
Monotonicity constraints are not supported for: | |
- multioutput regressions (i.e. when `n_outputs_ > 1`), | |
- regressions trained on data with missing values. | |
Read more in the :ref:`User Guide <monotonic_cst_gbdt>`. | |
.. versionadded:: 1.4 | |
Attributes | |
---------- | |
estimator_ : :class:`~sklearn.tree.ExtraTreeRegressor` | |
The child estimator template used to create the collection of fitted | |
sub-estimators. | |
.. versionadded:: 1.2 | |
`base_estimator_` was renamed to `estimator_`. | |
estimators_ : list of DecisionTreeRegressor | |
The collection of fitted sub-estimators. | |
feature_importances_ : ndarray of shape (n_features,) | |
The impurity-based feature importances. | |
The higher, the more important the feature. | |
The importance of a feature is computed as the (normalized) | |
total reduction of the criterion brought by that feature. It is also | |
known as the Gini importance. | |
Warning: impurity-based feature importances can be misleading for | |
high cardinality features (many unique values). See | |
:func:`sklearn.inspection.permutation_importance` as an alternative. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
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,) or (n_samples, n_outputs) | |
Prediction computed with out-of-bag estimate on the training set. | |
This attribute exists only when ``oob_score`` is True. | |
estimators_samples_ : list of arrays | |
The subset of drawn samples (i.e., the in-bag samples) for each base | |
estimator. Each subset is defined by an array of the indices selected. | |
.. versionadded:: 1.4 | |
See Also | |
-------- | |
ExtraTreesClassifier : An extra-trees classifier with random splits. | |
RandomForestClassifier : A random forest classifier with optimal splits. | |
RandomForestRegressor : Ensemble regressor using trees with optimal splits. | |
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. | |
Examples | |
-------- | |
>>> from sklearn.datasets import load_diabetes | |
>>> from sklearn.model_selection import train_test_split | |
>>> from sklearn.ensemble import ExtraTreesRegressor | |
>>> X, y = load_diabetes(return_X_y=True) | |
>>> X_train, X_test, y_train, y_test = train_test_split( | |
... X, y, random_state=0) | |
>>> reg = ExtraTreesRegressor(n_estimators=100, random_state=0).fit( | |
... X_train, y_train) | |
>>> reg.score(X_test, y_test) | |
0.2727... | |
""" | |
_parameter_constraints: dict = { | |
**ForestRegressor._parameter_constraints, | |
**DecisionTreeRegressor._parameter_constraints, | |
} | |
_parameter_constraints.pop("splitter") | |
def __init__( | |
self, | |
n_estimators=100, | |
*, | |
criterion="squared_error", | |
max_depth=None, | |
min_samples_split=2, | |
min_samples_leaf=1, | |
min_weight_fraction_leaf=0.0, | |
max_features=1.0, | |
max_leaf_nodes=None, | |
min_impurity_decrease=0.0, | |
bootstrap=False, | |
oob_score=False, | |
n_jobs=None, | |
random_state=None, | |
verbose=0, | |
warm_start=False, | |
ccp_alpha=0.0, | |
max_samples=None, | |
monotonic_cst=None, | |
): | |
super().__init__( | |
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", | |
"random_state", | |
"ccp_alpha", | |
"monotonic_cst", | |
), | |
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.ccp_alpha = ccp_alpha | |
self.monotonic_cst = monotonic_cst | |
class RandomTreesEmbedding(TransformerMixin, 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 : int, default=100 | |
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 : int, 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 or float, 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 or float, 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, default=0.0 | |
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, 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, default=0.0 | |
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 | |
sparse_output : bool, 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, 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, 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, default=0 | |
Controls the verbosity when fitting and predicting. | |
warm_start : bool, 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:`Glossary <warm_start>` and | |
:ref:`gradient_boosting_warm_start` for details. | |
Attributes | |
---------- | |
estimator_ : :class:`~sklearn.tree.ExtraTreeRegressor` instance | |
The child estimator template used to create the collection of fitted | |
sub-estimators. | |
.. versionadded:: 1.2 | |
`base_estimator_` was renamed to `estimator_`. | |
estimators_ : list of :class:`~sklearn.tree.ExtraTreeRegressor` instances | |
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_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
n_outputs_ : int | |
The number of outputs when ``fit`` is performed. | |
one_hot_encoder_ : OneHotEncoder instance | |
One-hot encoder used to create the sparse embedding. | |
estimators_samples_ : list of arrays | |
The subset of drawn samples (i.e., the in-bag samples) for each base | |
estimator. Each subset is defined by an array of the indices selected. | |
.. versionadded:: 1.4 | |
See Also | |
-------- | |
ExtraTreesClassifier : An extra-trees classifier. | |
ExtraTreesRegressor : An extra-trees regressor. | |
RandomForestClassifier : A random forest classifier. | |
RandomForestRegressor : A random forest regressor. | |
sklearn.tree.ExtraTreeClassifier: An extremely randomized | |
tree classifier. | |
sklearn.tree.ExtraTreeRegressor : An extremely randomized | |
tree regressor. | |
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 | |
Examples | |
-------- | |
>>> from sklearn.ensemble import RandomTreesEmbedding | |
>>> X = [[0,0], [1,0], [0,1], [-1,0], [0,-1]] | |
>>> random_trees = RandomTreesEmbedding( | |
... n_estimators=5, random_state=0, max_depth=1).fit(X) | |
>>> X_sparse_embedding = random_trees.transform(X) | |
>>> X_sparse_embedding.toarray() | |
array([[0., 1., 1., 0., 1., 0., 0., 1., 1., 0.], | |
[0., 1., 1., 0., 1., 0., 0., 1., 1., 0.], | |
[0., 1., 0., 1., 0., 1., 0., 1., 0., 1.], | |
[1., 0., 1., 0., 1., 0., 1., 0., 1., 0.], | |
[0., 1., 1., 0., 1., 0., 0., 1., 1., 0.]]) | |
""" | |
_parameter_constraints: dict = { | |
"n_estimators": [Interval(Integral, 1, None, closed="left")], | |
"n_jobs": [Integral, None], | |
"verbose": ["verbose"], | |
"warm_start": ["boolean"], | |
**BaseDecisionTree._parameter_constraints, | |
"sparse_output": ["boolean"], | |
} | |
for param in ("max_features", "ccp_alpha", "splitter", "monotonic_cst"): | |
_parameter_constraints.pop(param) | |
criterion = "squared_error" | |
max_features = 1 | |
def __init__( | |
self, | |
n_estimators=100, | |
*, | |
max_depth=5, | |
min_samples_split=2, | |
min_samples_leaf=1, | |
min_weight_fraction_leaf=0.0, | |
max_leaf_nodes=None, | |
min_impurity_decrease=0.0, | |
sparse_output=True, | |
n_jobs=None, | |
random_state=None, | |
verbose=0, | |
warm_start=False, | |
): | |
super().__init__( | |
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", | |
"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.sparse_output = sparse_output | |
def _set_oob_score_and_attributes(self, X, y, scoring_function=None): | |
raise NotImplementedError("OOB score not supported by tree embedding") | |
def fit(self, X, y=None, sample_weight=None): | |
""" | |
Fit estimator. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of 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. | |
y : Ignored | |
Not used, present for API consistency by convention. | |
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 | |
Returns the instance itself. | |
""" | |
# Parameters are validated in fit_transform | |
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, sparse matrix} of shape (n_samples, n_features) | |
Input data used to build forests. Use ``dtype=np.float32`` for | |
maximum efficiency. | |
y : Ignored | |
Not used, present for API consistency by convention. | |
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 of shape (n_samples, n_out) | |
Transformed dataset. | |
""" | |
rnd = check_random_state(self.random_state) | |
y = rnd.uniform(size=_num_samples(X)) | |
super().fit(X, y, sample_weight=sample_weight) | |
self.one_hot_encoder_ = OneHotEncoder(sparse_output=self.sparse_output) | |
output = self.one_hot_encoder_.fit_transform(self.apply(X)) | |
self._n_features_out = output.shape[1] | |
return output | |
def get_feature_names_out(self, input_features=None): | |
"""Get output feature names for transformation. | |
Parameters | |
---------- | |
input_features : array-like of str or None, default=None | |
Only used to validate feature names with the names seen in :meth:`fit`. | |
Returns | |
------- | |
feature_names_out : ndarray of str objects | |
Transformed feature names, in the format of | |
`randomtreesembedding_{tree}_{leaf}`, where `tree` is the tree used | |
to generate the leaf and `leaf` is the index of a leaf node | |
in that tree. Note that the node indexing scheme is used to | |
index both nodes with children (split nodes) and leaf nodes. | |
Only the latter can be present as output features. | |
As a consequence, there are missing indices in the output | |
feature names. | |
""" | |
check_is_fitted(self, "_n_features_out") | |
_check_feature_names_in( | |
self, input_features=input_features, generate_names=False | |
) | |
feature_names = [ | |
f"randomtreesembedding_{tree}_{leaf}" | |
for tree in range(self.n_estimators) | |
for leaf in self.one_hot_encoder_.categories_[tree] | |
] | |
return np.asarray(feature_names, dtype=object) | |
def transform(self, X): | |
""" | |
Transform dataset. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of 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 of shape (n_samples, n_out) | |
Transformed dataset. | |
""" | |
check_is_fitted(self) | |
return self.one_hot_encoder_.transform(self.apply(X)) | |