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/**
Random forest with conditional inference trees
*\file RandomForest.c
*\author $Author: thothorn $
*\date $Date: 2019-03-04 11:23:08 +0100 (Mo, 04 Mär 2019) $
*/
#include "party.h"
/**
An experimental implementation of random forest like algorithms \n
*\param learnsample an object of class `LearningSample'
*\param weights a vector of case weights
*\param bwhere integer matrix (n x ntree) for terminal node numbers
*\param bweights double matrix (n x ntree) for bootstrap case weights
*\param fitmem an object of class `TreeFitMemory'
*\param controls an object of class `TreeControl'
*/
SEXP R_Ensemble(SEXP learnsample, SEXP weights, SEXP controls) {
SEXP ans, nweights, tree, where, ensemble, bw, fitmem, bwhere, bweights;
double *dnweights, *dweights, sw = 0.0, *prob, tmp;
int nobs, i, b, B , nodenum = 1, *iweights, *iweightstmp,
*iwhere, replace, fraction, wgrzero = 0, realweights = 0;
int j, k, l, swi = 0;
B = get_ntree(controls);
nobs = get_nobs(learnsample);
PROTECT(ans = party_NEW_OBJECT("RandomForest"));
PROTECT(bwhere = allocVector(VECSXP, B));
PROTECT(bweights = allocVector(VECSXP, B));
PROTECT(ensemble = allocVector(VECSXP, B));
PROTECT(fitmem = ctree_memory(learnsample, PROTECT(ScalarLogical(1))));
SET_SLOT(ans, PL2_ensembleSym, ensemble);
SET_SLOT(ans, PL2_whereSym, bwhere);
SET_SLOT(ans, PL2_weightsSym, bweights);
iweights = Calloc(nobs, int);
iweightstmp = Calloc(nobs, int);
prob = Calloc(nobs, double);
dweights = REAL(weights);
for (i = 0; i < nobs; i++) {
/* sum of weights */
sw += dweights[i];
/* number of weights > 0 */
if (dweights[i] > 0) wgrzero++;
/* case weights or real weights? */
if (dweights[i] - ftrunc(dweights[i]) > 0)
realweights = 1;
}
for (i = 0; i < nobs; i++)
prob[i] = dweights[i]/sw;
swi = (int) ftrunc(sw);
replace = get_replace(controls);
/* fraction of number of obs with weight > 0 */
if (realweights) {
/* fraction of number of obs with weight > 0 for real weights*/
tmp = (get_fraction(controls) * wgrzero);
} else {
/* fraction of sum of weights for case weights */
tmp = (get_fraction(controls) * sw);
}
fraction = (int) ftrunc(tmp);
if (ftrunc(tmp) < tmp) fraction++;
if (!replace) {
if (fraction < 10)
error("fraction of %f is too small", fraction);
}
/* <FIXME> can we call those guys ONCE? what about the deeper
calls??? </FIXME> */
GetRNGstate();
if (get_trace(controls))
Rprintf("\n");
for (b = 0; b < B; b++) {
SET_VECTOR_ELT(ensemble, b, tree = allocVector(VECSXP, NODE_LENGTH + 1));
SET_VECTOR_ELT(bwhere, b, where = allocVector(INTSXP, nobs));
SET_VECTOR_ELT(bweights, b, bw = allocVector(REALSXP, nobs));
iwhere = INTEGER(where);
for (i = 0; i < nobs; i++) iwhere[i] = 0;
C_init_node(tree, nobs, get_ninputs(learnsample),
get_maxsurrogate(get_splitctrl(controls)),
ncol(get_predict_trafo(GET_SLOT(learnsample,
PL2_responsesSym))));
/* generate altered weights for perturbation */
if (replace) {
/* weights for a bootstrap sample */
rmultinom(swi, prob, nobs, iweights);
} else {
/* weights for sample splitting */
C_SampleSplitting(nobs, prob, iweights, fraction);
}
nweights = S3get_nodeweights(tree);
dnweights = REAL(nweights);
for (i = 0; i < nobs; i++) {
REAL(bw)[i] = (double) iweights[i];
dnweights[i] = REAL(bw)[i];
}
C_TreeGrow(tree, learnsample, fitmem, controls, iwhere, &nodenum, 1);
nodenum = 1;
C_remove_weights(tree, 0);
/* compute terminal node ids for all observations (not just those with weight > 0) */
for (i = 0; i < nobs; i++)
iwhere[i] = C_get_nodeID(tree, GET_SLOT(learnsample, PL2_inputsSym), 0.0, i, -1);
if (get_trace(controls)) {
/* progress bar; inspired by
http://avinashjoshi.co.in/2009/10/13/creating-a-progress-bar-in-c/ */
Rprintf("[");
/* Print the = until the current percentage */
l = (int) ceil( ((double) b * 50.0) / B);
for (j = 0; j < l; j++)
Rprintf("=");
Rprintf(">");
for (k = j; k < 50; k++)
Rprintf(" ");
Rprintf("]");
/* % completed */
Rprintf(" %3d%% completed", j * 2);
/* To delete the previous line */
Rprintf("\r");
/* Flush all char in buffer */
/* fflush(stdout); */
}
}
if (get_trace(controls))
Rprintf("\n");
PutRNGstate();
Free(prob); Free(iweights); Free(iweightstmp);
UNPROTECT(6);
return(ans);
}
/**
An experimental implementation of random forest like algorithms \n
*\param learnsample an object of class `LearningSample'
*\param weights a vector of case weights
*\param bwhere integer matrix (n x ntree) for terminal node numbers
*\param bweights double matrix (n x ntree) for bootstrap case weights
*\param fitmem an object of class `TreeFitMemory'
*\param controls an object of class `TreeControl'
*/
SEXP R_Ensemble_weights(SEXP learnsample, SEXP bweights,
SEXP controls) {
SEXP nweights, tree, where, ensemble, fitmem, ans, bwhere;
double *dnweights, *dweights;
int nobs, i, b, B , nodenum = 1, *iwhere;
int j, k, l;
B = get_ntree(controls);
nobs = get_nobs(learnsample);
PROTECT(ans = party_NEW_OBJECT("RandomForest"));
PROTECT(bwhere = allocVector(VECSXP, B));
PROTECT(ensemble = allocVector(VECSXP, B));
PROTECT(fitmem = ctree_memory(learnsample, PROTECT(ScalarLogical(1))));
SET_SLOT(ans, PL2_ensembleSym, ensemble);
SET_SLOT(ans, PL2_whereSym, bwhere);
SET_SLOT(ans, PL2_weightsSym, bweights);
/* <FIXME> can we call those guys ONCE? what about the deeper
calls??? </FIXME> */
GetRNGstate();
if (get_trace(controls))
Rprintf("\n");
for (b = 0; b < B; b++) {
SET_VECTOR_ELT(ensemble, b, tree = allocVector(VECSXP, NODE_LENGTH + 1));
SET_VECTOR_ELT(bwhere, b, where = allocVector(INTSXP, nobs));
iwhere = INTEGER(where);
for (i = 0; i < nobs; i++) iwhere[i] = 0;
C_init_node(tree, nobs, get_ninputs(learnsample),
get_maxsurrogate(get_splitctrl(controls)),
ncol(get_predict_trafo(GET_SLOT(learnsample,
PL2_responsesSym))));
nweights = S3get_nodeweights(tree);
dnweights = REAL(nweights);
dweights = REAL(VECTOR_ELT(bweights, b));
for (i = 0; i < nobs; i++) {
dnweights[i] = dweights[i];
}
C_TreeGrow(tree, learnsample, fitmem, controls, iwhere, &nodenum, 1);
nodenum = 1;
C_remove_weights(tree, 0);
/* compute terminal node ids for all observations (not just those with weight > 0) */
for (i = 0; i < nobs; i++)
iwhere[i] = C_get_nodeID(tree, GET_SLOT(learnsample, PL2_inputsSym), 0.0, i, -1);
if (get_trace(controls)) {
/* progress bar; inspired by
http://avinashjoshi.co.in/2009/10/13/creating-a-progress-bar-in-c/ */
Rprintf("[");
/* Print the = until the current percentage */
l = (int) ceil( ((double) b * 50.0) / B);
for (j = 0; j < l; j++)
Rprintf("=");
Rprintf(">");
for (k = j; k < 50; k++)
Rprintf(" ");
Rprintf("]");
/* % completed */
Rprintf(" %3d%% completed", j * 2);
/* To delete the previous line */
Rprintf("\r");
/* Flush all char in buffer */
/* fflush(stdout); */
}
}
if (get_trace(controls))
Rprintf("\n");
PutRNGstate();
UNPROTECT(5);
return(ans);
}
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