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"""Forest of trees-based ensemble methods
Those methods include random forests and extremely randomized trees.
The module structure is the following:
- The ``BaseForest`` base class implements a common ``fit`` method for all
the estimators in the module. The ``fit`` method of the base ``Forest``
class calls the ``fit`` method of each sub-estimator on random samples
(with replacement, a.k.a. bootstrap) of the training set.
The init of the sub-estimator is further delegated to the
``BaseEnsemble`` constructor.
- The ``ForestClassifier`` and ``ForestRegressor`` base classes further
implement the prediction logic by computing an average of the predicted
outcomes of the sub-estimators.
- The ``RandomForestClassifier`` and ``RandomForestRegressor`` derived
classes provide the user with concrete implementations of
the forest ensemble method using classical, deterministic
``DecisionTreeClassifier`` and ``DecisionTreeRegressor`` as
sub-estimator implementations.
- The ``ExtraTreesClassifier`` and ``ExtraTreesRegressor`` derived
classes provide the user with concrete implementations of the
forest ensemble method using the extremly randomized trees
``ExtraTreeClassifier`` and ``ExtraTreeRegressor`` as
sub-estimator implementations.
"""
# Authors: Gilles Louppe, Brian Holt
# License: BSD 3
import itertools
import numpy as np
from ..base import ClassifierMixin, RegressorMixin
from ..externals.joblib import Parallel, delayed, cpu_count
from ..feature_selection.selector_mixin import SelectorMixin
from ..tree import DecisionTreeClassifier, DecisionTreeRegressor, \
ExtraTreeClassifier, ExtraTreeRegressor
from ..utils import check_random_state
from ..metrics import r2_score
from .base import BaseEnsemble
__all__ = ["RandomForestClassifier",
"RandomForestRegressor",
"ExtraTreesClassifier",
"ExtraTreesRegressor"]
MAX_INT = np.iinfo(np.int32).max
def _parallel_build_trees(n_trees, forest, X, y,
sample_mask, X_argsorted, seed, verbose):
"""Private function used to build a batch of trees within a job."""
random_state = check_random_state(seed)
trees = []
for i in xrange(n_trees):
if verbose > 1:
print("building tree %d of %d" % (i + 1, n_trees))
seed = random_state.randint(MAX_INT)
tree = forest._make_estimator(append=False)
tree.set_params(compute_importances=forest.compute_importances)
tree.set_params(random_state=check_random_state(seed))
if forest.bootstrap:
n_samples = X.shape[0]
indices = random_state.randint(0, n_samples, n_samples)
tree.fit(X[indices], y[indices],
sample_mask=sample_mask, X_argsorted=X_argsorted)
tree.indices_ = indices
else:
tree.fit(X, y,
sample_mask=sample_mask, X_argsorted=X_argsorted)
trees.append(tree)
return trees
def _parallel_predict_proba(trees, X, n_classes):
"""Private function used to compute a batch of predictions within a job."""
p = np.zeros((X.shape[0], n_classes))
for tree in trees:
if n_classes == tree.n_classes_:
p += tree.predict_proba(X)
else:
proba = tree.predict_proba(X)
for j, c in enumerate(tree.classes_):
p[:, c] += proba[:, j]
return p
def _parallel_predict_regression(trees, X):
"""Private function used to compute a batch of predictions within a job."""
return sum(tree.predict(X) for tree in trees)
def _partition_trees(forest):
"""Private function used to partition trees between jobs."""
# Compute the number of jobs
if forest.n_jobs == -1:
n_jobs = min(cpu_count(), forest.n_estimators)
else:
n_jobs = min(forest.n_jobs, forest.n_estimators)
# Partition trees between jobs
n_trees = [forest.n_estimators / n_jobs] * n_jobs
for i in xrange(forest.n_estimators % n_jobs):
n_trees[i] += 1
starts = [0] * (n_jobs + 1)
for i in xrange(1, n_jobs + 1):
starts[i] = starts[i - 1] + n_trees[i - 1]
return n_jobs, n_trees, starts
def _parallel_X_argsort(X):
"""Private function used to sort the features of X."""
return np.asarray(np.argsort(X.T, axis=1).T, dtype=np.int32, order="F")
def _partition_features(forest, n_total_features):
"""Private function used to partition features between jobs."""
# Compute the number of jobs
if forest.n_jobs == -1:
n_jobs = min(cpu_count(), n_total_features)
else:
n_jobs = min(forest.n_jobs, n_total_features)
# Partition features between jobs
n_features = [n_total_features / n_jobs] * n_jobs
for i in xrange(n_total_features % n_jobs):
n_features[i] += 1
starts = [0] * (n_jobs + 1)
for i in xrange(1, n_jobs + 1):
starts[i] = starts[i - 1] + n_features[i - 1]
return n_jobs, n_features, starts
class BaseForest(BaseEnsemble, SelectorMixin):
"""Base class for forests of trees.
Warning: This class should not be used directly. Use derived classes
instead.
"""
def __init__(self, base_estimator,
n_estimators=10,
estimator_params=[],
bootstrap=False,
compute_importances=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0):
super(BaseForest, self).__init__(
base_estimator=base_estimator,
n_estimators=n_estimators,
estimator_params=estimator_params)
self.bootstrap = bootstrap
self.compute_importances = compute_importances
self.oob_score = oob_score
self.n_jobs = n_jobs
self.random_state = check_random_state(random_state)
self.feature_importances_ = None
self.verbose = verbose
def fit(self, X, y):
"""Build a forest of trees from the training set (X, y).
Parameters
----------
X : array-like of shape = [n_samples, n_features]
The training input samples.
y : array-like, shape = [n_samples]
The target values (integers that correspond to classes in
classification, real numbers in regression).
Returns
-------
self : object
Returns self.
"""
# Precompute some data
X = np.atleast_2d(X)
y = np.atleast_1d(y)
if self.bootstrap:
sample_mask = None
X_argsorted = None
else:
if self.oob_score:
raise ValueError("Out of bag estimation only available"
" if bootstrap=True")
sample_mask = np.ones((X.shape[0],), dtype=np.bool)
n_jobs, _, starts = _partition_features(self, X.shape[1])
all_X_argsorted = Parallel(n_jobs=n_jobs)(
delayed(_parallel_X_argsort)(
X[:, starts[i]:starts[i + 1]])
for i in xrange(n_jobs))
X_argsorted = np.asfortranarray(np.hstack(all_X_argsorted))
if isinstance(self.base_estimator, ClassifierMixin):
self.classes_ = np.unique(y)
self.n_classes_ = len(self.classes_)
y = np.searchsorted(self.classes_, y)
# Assign chunk of trees to jobs
n_jobs, n_trees, _ = _partition_trees(self)
# Parallel loop
all_trees = Parallel(n_jobs=n_jobs, verbose=self.verbose)(
delayed(_parallel_build_trees)(
n_trees[i],
self,
X,
y,
sample_mask,
X_argsorted,
self.random_state.randint(MAX_INT),
verbose=self.verbose)
for i in xrange(n_jobs))
# Reduce
self.estimators_ = [tree for tree in itertools.chain(*all_trees)]
# Calculate out of bag predictions and score
if self.oob_score:
if isinstance(self, ClassifierMixin):
predictions = np.zeros((X.shape[0], self.n_classes_))
for estimator in self.estimators_:
mask = np.ones(X.shape[0], dtype=np.bool)
mask[estimator.indices_] = False
predictions[mask, :] += estimator.predict_proba(X[mask, :])
self.oob_decision_function_ = (predictions
/ predictions.sum(axis=1)[:, np.newaxis])
self.oob_score_ = np.mean(y == np.argmax(predictions, axis=1))
else:
# Regression:
predictions = np.zeros(X.shape[0])
n_predictions = np.zeros(X.shape[0])
for estimator in self.estimators_:
mask = np.ones(X.shape[0], dtype=np.bool)
mask[estimator.indices_] = False
predictions[mask] += estimator.predict(X[mask, :])
n_predictions[mask] += 1
predictions /= n_predictions
self.oob_prediction_ = predictions
self.oob_score_ = r2_score(y, predictions)
# Sum the importances
if self.compute_importances:
self.feature_importances_ = \
sum(tree.feature_importances_ for tree in self.estimators_) \
/ self.n_estimators
return self
class ForestClassifier(BaseForest, ClassifierMixin):
"""Base class for forest of trees-based classifiers.
Warning: This class should not be used directly. Use derived classes
instead.
"""
def __init__(self, base_estimator,
n_estimators=10,
estimator_params=[],
bootstrap=False,
compute_importances=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0):
super(ForestClassifier, self).__init__(
base_estimator,
n_estimators=n_estimators,
estimator_params=estimator_params,
bootstrap=bootstrap,
compute_importances=compute_importances,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose)
def predict(self, X):
"""Predict class for X.
The predicted class of an input sample is computed as the majority
prediction of the trees in the forest.
Parameters
----------
X : array-like of shape = [n_samples, n_features]
The input samples.
Returns
-------
y : array of shape = [n_samples]
The predicted classes.
"""
return self.classes_.take(
np.argmax(self.predict_proba(X), axis=1), axis=0)
def predict_proba(self, X):
"""Predict class probabilities for X.
The predicted class probabilities of an input sample is computed as
the mean predicted class probabilities of the trees in the forest.
Parameters
----------
X : array-like of shape = [n_samples, n_features]
The input samples.
Returns
-------
p : array of shape = [n_samples]
The class probabilities of the input samples. Classes are
ordered by arithmetical order.
"""
# Check data
X = np.atleast_2d(X)
# Assign chunk of trees to jobs
n_jobs, n_trees, starts = _partition_trees(self)
# Parallel loop
all_p = Parallel(n_jobs=n_jobs)(
delayed(_parallel_predict_proba)(
self.estimators_[starts[i]:starts[i + 1]],
X, self.n_classes_)
for i in xrange(n_jobs))
# Reduce
p = sum(all_p) / self.n_estimators
return p
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 mean predicted class log-probabilities of the trees in the forest.
Parameters
----------
X : array-like of shape = [n_samples, n_features]
The input samples.
Returns
-------
p : array of shape = [n_samples]
The class log-probabilities of the input samples. Classes are
ordered by arithmetical order.
"""
return np.log(self.predict_proba(X))
class ForestRegressor(BaseForest, RegressorMixin):
"""Base class for forest of trees-based regressors.
Warning: This class should not be used directly. Use derived classes
instead.
"""
def __init__(self, base_estimator,
n_estimators=10,
estimator_params=[],
bootstrap=False,
compute_importances=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0):
super(ForestRegressor, self).__init__(
base_estimator,
n_estimators=n_estimators,
estimator_params=estimator_params,
bootstrap=bootstrap,
compute_importances=compute_importances,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose)
def predict(self, X):
"""Predict regression target for X.
The predicted regression target of an input sample is computed as the
mean predicted regression targets of the trees in the forest.
Parameters
----------
X : array-like of shape = [n_samples, n_features]
The input samples.
Returns
-------
y: array of shape = [n_samples]
The predicted values.
"""
# Check data
X = np.atleast_2d(X)
# Assign chunk of trees to jobs
n_jobs, n_trees, starts = _partition_trees(self)
# Parallel loop
all_y_hat = Parallel(n_jobs=n_jobs)(
delayed(_parallel_predict_regression)(
self.estimators_[starts[i]:starts[i + 1]], X)
for i in xrange(n_jobs))
# Reduce
y_hat = sum(all_y_hat) / self.n_estimators
return y_hat
class RandomForestClassifier(ForestClassifier):
"""A random forest classifier.
A random forest is a meta estimator that fits a number of classifical
decision trees on various sub-samples of the dataset and use averaging
to improve the predictive accuracy and control over-fitting.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
criterion : string, optional (default="gini")
The function to measure the quality of a split. Supported criteria are
"gini" for the Gini impurity and "entropy" for the information gain.
Note: this parameter is tree-specific.
max_depth : integer or None, optional (default=None)
The maximum depth of the tree. If None, then nodes are expanded until
all leaves are pure or until all leaves contain less than
min_samples_split samples.
Note: this parameter is tree-specific.
min_samples_split : integer, optional (default=1)
The minimum number of samples required to split an internal node.
Note: this parameter is tree-specific.
min_samples_leaf : integer, optional (default=1)
The minimum number of samples in newly created leaves. A split is
discarded if after the split, one of the leaves would contain less then
``min_samples_leaf`` samples.
Note: this parameter is tree-specific.
min_density : float, optional (default=0.1)
This parameter controls a trade-off in an optimization heuristic. It
controls the minimum density of the `sample_mask` (i.e. the
fraction of samples in the mask). If the density falls below this
threshold the mask is recomputed and the input data is packed
which results in data copying. If `min_density` equals to one,
the partitions are always represented as copies of the original
data. Otherwise, partitions are represented as bit masks (aka
sample masks).
Note: this parameter is tree-specific.
max_features : int, string or None, optional (default="auto")
The number of features to consider when looking for the best split:
- If "auto", then `max_features=sqrt(n_features)` on
classification tasks and `max_features=n_features` on regression
problems.
- If "sqrt", then `max_features=sqrt(n_features)`.
- If "log2", then `max_features=log2(n_features)`.
- If None, then `max_features=n_features`.
Note: this parameter is tree-specific.
bootstrap : boolean, optional (default=True)
Whether bootstrap samples are used when building trees.
compute_importances : boolean, optional (default=True)
Whether feature importances are computed and stored into the
``feature_importances_`` attribute when calling fit.
oob_score : bool
Whether to use out-of-bag samples to estimate
the generalization error.
n_jobs : integer, optional (default=1)
The number of jobs to run in parallel. If -1, then the number of jobs
is set to the number of cores.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
verbose : int, optional (default=0)
Controlls the verbosity of the tree building process.
Attributes
----------
`feature_importances_` : array, shape = [n_features]
The feature importances (the higher, the more important the feature).
`oob_score_` : float
Score of the training dataset obtained using an out-of-bag estimate.
`oob_decision_function_` : array, shape = [n_samples, n_classes]
Decision function computed with out-of-bag estimate on the training
set.
References
----------
.. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001.
See also
--------
DecisionTreeClassifier, ExtraTreesClassifier
"""
def __init__(self, n_estimators=10,
criterion="gini",
max_depth=None,
min_samples_split=1,
min_samples_leaf=1,
min_density=0.1,
max_features="auto",
bootstrap=True,
compute_importances=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0):
super(RandomForestClassifier, self).__init__(
base_estimator=DecisionTreeClassifier(),
n_estimators=n_estimators,
estimator_params=("criterion", "max_depth", "min_samples_split",
"min_samples_leaf", "min_density", "max_features",
"random_state"),
bootstrap=bootstrap,
compute_importances=compute_importances,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose)
self.criterion = criterion
self.max_depth = max_depth
self.min_samples_split = min_samples_split
self.min_samples_leaf = min_samples_leaf
self.min_density = min_density
self.max_features = max_features
class RandomForestRegressor(ForestRegressor):
"""A random forest regressor.
A random forest is a meta estimator that fits a number of classifical
decision trees on various sub-samples of the dataset and use averaging
to improve the predictive accuracy and control over-fitting.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
criterion : string, optional (default="mse")
The function to measure the quality of a split. The only supported
criterion is "mse" for the mean squared error.
Note: this parameter is tree-specific.
max_depth : integer or None, optional (default=None)
The maximum depth of the tree. If None, then nodes are expanded until
all leaves are pure or until all leaves contain less than
min_samples_split samples.
Note: this parameter is tree-specific.
min_samples_split : integer, optional (default=1)
The minimum number of samples required to split an internal node.
Note: this parameter is tree-specific.
min_samples_leaf : integer, optional (default=1)
The minimum number of samples in newly created leaves. A split is
discarded if after the split, one of the leaves would contain less then
``min_samples_leaf`` samples.
Note: this parameter is tree-specific.
min_density : float, optional (default=0.1)
This parameter controls a trade-off in an optimization heuristic. It
controls the minimum density of the `sample_mask` (i.e. the
fraction of samples in the mask). If the density falls below this
threshold the mask is recomputed and the input data is packed
which results in data copying. If `min_density` equals to one,
the partitions are always represented as copies of the original
data. Otherwise, partitions are represented as bit masks (aka
sample masks).
Note: this parameter is tree-specific.
max_features : int, string or None, optional (default="auto")
The number of features to consider when looking for the best split:
- If "auto", then `max_features=sqrt(n_features)` on
classification tasks and `max_features=n_features`
on regression problems.
- If "sqrt", then `max_features=sqrt(n_features)`.
- If "log2", then `max_features=log2(n_features)`.
- If None, then `max_features=n_features`.
Note: this parameter is tree-specific.
bootstrap : boolean, optional (default=True)
Whether bootstrap samples are used when building trees.
compute_importances : boolean, optional (default=True)
Whether feature importances are computed and stored into the
``feature_importances_`` attribute when calling fit.
oob_score : bool
whether to use out-of-bag samples to estimate
the generalization error.
n_jobs : integer, optional (default=1)
The number of jobs to run in parallel. If -1, then the number of jobs
is set to the number of cores.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
verbose : int, optional (default=0)
Controlls the verbosity of the tree building process.
Attributes
----------
`feature_importances_` : array of shape = [n_features]
The feature mportances (the higher, the more important the feature).
`oob_score_` : float
Score of the training dataset obtained using an out-of-bag estimate.
`oob_prediction_` : array, shape = [n_samples]
Prediction computed with out-of-bag estimate on the training set.
References
----------
.. [1] L. Breiman, "Random Forests", Machine Learning, 45(1), 5-32, 2001.
See also
--------
DecisionTreeRegressor, ExtraTreesRegressor
"""
def __init__(self, n_estimators=10,
criterion="mse",
max_depth=None,
min_samples_split=1,
min_samples_leaf=1,
min_density=0.1,
max_features="auto",
bootstrap=True,
compute_importances=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0):
super(RandomForestRegressor, self).__init__(
base_estimator=DecisionTreeRegressor(),
n_estimators=n_estimators,
estimator_params=("criterion", "max_depth", "min_samples_split",
"min_samples_leaf", "min_density", "max_features",
"random_state"),
bootstrap=bootstrap,
compute_importances=compute_importances,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose)
self.criterion = criterion
self.max_depth = max_depth
self.min_samples_split = min_samples_split
self.min_samples_leaf = min_samples_leaf
self.min_density = min_density
self.max_features = max_features
class ExtraTreesClassifier(ForestClassifier):
"""An extra-trees classifier.
This class implements a meta estimator that fits a number of
randomized decision trees (a.k.a. extra-trees) on various sub-samples
of the dataset and use averaging to improve the predictive accuracy
and control over-fitting.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
criterion : string, optional (default="gini")
The function to measure the quality of a split. Supported criteria are
"gini" for the Gini impurity and "entropy" for the information gain.
Note: this parameter is tree-specific.
max_depth : integer or None, optional (default=None)
The maximum depth of the tree. If None, then nodes are expanded until
all leaves are pure or until all leaves contain less than
min_samples_split samples.
Note: this parameter is tree-specific.
min_samples_split : integer, optional (default=1)
The minimum number of samples required to split an internal node.
Note: this parameter is tree-specific.
min_samples_leaf : integer, optional (default=1)
The minimum number of samples in newly created leaves. A split is
discarded if after the split, one of the leaves would contain less then
``min_samples_leaf`` samples.
Note: this parameter is tree-specific.
min_density : float, optional (default=0.1)
This parameter controls a trade-off in an optimization heuristic. It
controls the minimum density of the `sample_mask` (i.e. the
fraction of samples in the mask). If the density falls below this
threshold the mask is recomputed and the input data is packed
which results in data copying. If `min_density` equals to one,
the partitions are always represented as copies of the original
data. Otherwise, partitions are represented as bit masks (aka
sample masks).
Note: this parameter is tree-specific.
max_features : int, string or None, optional (default="auto")
The number of features to consider when looking for the best split.
- If "auto", then `max_features=sqrt(n_features)` on
classification tasks and `max_features=n_features`
on regression problems.
- If "sqrt", then `max_features=sqrt(n_features)`.
- If "log2", then `max_features=log2(n_features)`.
- If None, then `max_features=n_features`.
Note: this parameter is tree-specific.
bootstrap : boolean, optional (default=False)
Whether bootstrap samples are used when building trees.
compute_importances : boolean, optional (default=True)
Whether feature importances are computed and stored into the
``feature_importances_`` attribute when calling fit.
oob_score : bool
Whether to use out-of-bag samples to estimate
the generalization error.
n_jobs : integer, optional (default=1)
The number of jobs to run in parallel. If -1, then the number of jobs
is set to the number of cores.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
verbose : int, optional (default=0)
Controlls the verbosity of the tree building process.
Attributes
----------
`feature_importances_` : array of shape = [n_features]
The feature mportances (the higher, the more important the feature).
`oob_score_` : float
Score of the training dataset obtained using an out-of-bag estimate.
`oob_decision_function_` : array, shape = [n_samples, n_classes]
Decision function computed with out-of-bag estimate on the training
set.
References
----------
.. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees",
Machine Learning, 63(1), 3-42, 2006.
See also
--------
sklearn.tree.ExtraTreeClassifier : Base classifier for this ensemble.
RandomForestClassifier : Ensemble Classifier based on trees with optimal
splits.
"""
def __init__(self, n_estimators=10,
criterion="gini",
max_depth=None,
min_samples_split=1,
min_samples_leaf=1,
min_density=0.1,
max_features="auto",
bootstrap=False,
compute_importances=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0):
super(ExtraTreesClassifier, self).__init__(
base_estimator=ExtraTreeClassifier(),
n_estimators=n_estimators,
estimator_params=("criterion", "max_depth", "min_samples_split",
"min_samples_leaf", "min_density", "max_features",
"random_state"),
bootstrap=bootstrap,
compute_importances=compute_importances,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose)
self.criterion = criterion
self.max_depth = max_depth
self.min_samples_split = min_samples_split
self.min_samples_leaf = min_samples_leaf
self.min_density = min_density
self.max_features = max_features
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 use averaging to improve the predictive accuracy
and control over-fitting.
Parameters
----------
n_estimators : integer, optional (default=10)
The number of trees in the forest.
criterion : string, optional (default="mse")
The function to measure the quality of a split. The only supported
criterion is "mse" for the mean squared error.
Note: this parameter is tree-specific.
max_depth : integer or None, optional (default=None)
The maximum depth of the tree. If None, then nodes are expanded until
all leaves are pure or until all leaves contain less than
min_samples_split samples.
Note: this parameter is tree-specific.
min_samples_split : integer, optional (default=1)
The minimum number of samples required to split an internal node.
Note: this parameter is tree-specific.
min_samples_leaf : integer, optional (default=1)
The minimum number of samples in newly created leaves. A split is
discarded if after the split, one of the leaves would contain less then
``min_samples_leaf`` samples.
Note: this parameter is tree-specific.
min_density : float, optional (default=0.1)
This parameter controls a trade-off in an optimization heuristic. It
controls the minimum density of the `sample_mask` (i.e. the
fraction of samples in the mask). If the density falls below this
threshold the mask is recomputed and the input data is packed
which results in data copying. If `min_density` equals to one,
the partitions are always represented as copies of the original
data. Otherwise, partitions are represented as bit masks (aka
sample masks).
Note: this parameter is tree-specific.
max_features : int, string or None, optional (default="auto")
The number of features to consider when looking for the best split:
- If "auto", then `max_features=sqrt(n_features)` on
classification tasks and `max_features=n_features`
on regression problems.
- If "sqrt", then `max_features=sqrt(n_features)`.
- If "log2", then `max_features=log2(n_features)`.
- If None, then `max_features=n_features`.
Note: this parameter is tree-specific.
bootstrap : boolean, optional (default=False)
Whether bootstrap samples are used when building trees.
Note: this parameter is tree-specific.
compute_importances : boolean, optional (default=True)
Whether feature importances are computed and stored into the
``feature_importances_`` attribute when calling fit.
oob_score : bool
Whether to use out-of-bag samples to estimate
the generalization error.
n_jobs : integer, optional (default=1)
The number of jobs to run in parallel. If -1, then the number of jobs
is set to the number of cores.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
verbose : int, optional (default=0)
Controlls the verbosity of the tree building process.
Attributes
----------
`feature_importances_` : array of shape = [n_features]
The feature mportances (the higher, the more important the feature).
`oob_score_` : float
Score of the training dataset obtained using an out-of-bag estimate.
`oob_prediction_` : array, shape = [n_samples]
Prediction computed with out-of-bag estimate on the training set.
References
----------
.. [1] P. Geurts, D. Ernst., and L. Wehenkel, "Extremely randomized trees",
Machine Learning, 63(1), 3-42, 2006.
See also
--------
sklearn.tree.ExtraTreeRegressor: Base estimator for this ensemble.
RandomForestRegressor: Ensemble regressor using trees with optimal splits.
"""
def __init__(self, n_estimators=10,
criterion="mse",
max_depth=None,
min_samples_split=1,
min_samples_leaf=1,
min_density=0.1,
max_features="auto",
bootstrap=False,
compute_importances=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0):
super(ExtraTreesRegressor, self).__init__(
base_estimator=ExtraTreeRegressor(),
n_estimators=n_estimators,
estimator_params=("criterion", "max_depth", "min_samples_split",
"min_samples_leaf", "min_density", "max_features",
"random_state"),
bootstrap=bootstrap,
compute_importances=compute_importances,
oob_score=oob_score,
n_jobs=n_jobs,
random_state=random_state,
verbose=verbose)
self.criterion = criterion
self.max_depth = max_depth
self.min_samples_split = min_samples_split
self.min_samples_leaf = min_samples_leaf
self.min_density = min_density
self.max_features = max_features
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