# frozen_string_literal: true require 'rumale/validation' require 'rumale/tree/extra_tree_classifier' require 'rumale/ensemble/random_forest_classifier' require 'rumale/ensemble/value' module Rumale module Ensemble # ExtraTreesClassifier is a class that implements extremely randomized trees for classification. # The algorithm of extremely randomized trees is similar to random forest. # The features of the algorithm of extremely randomized trees are # not to apply the bagging procedure and to randomly select the threshold for splitting feature space. # # @example # require 'rumale/ensemble/extra_trees_classifier' # # estimator = # Rumale::Ensemble::ExtraTreesClassifier.new( # n_estimators: 10, criterion: 'gini', max_depth: 3, max_leaf_nodes: 10, min_samples_leaf: 5, random_seed: 1) # estimator.fit(training_samples, traininig_labels) # results = estimator.predict(testing_samples) # # *Reference* # - Geurts, P., Ernst, D., and Wehenkel, L., "Extremely randomized trees," Machine Learning, vol. 63 (1), pp. 3--42, 2006. class ExtraTreesClassifier < RandomForestClassifier # Return the set of estimators. # @return [Array] attr_reader :estimators # Return the class labels. # @return [Numo::Int32] (size: n_classes) attr_reader :classes # Return the importance for each feature. # @return [Numo::DFloat] (size: n_features) attr_reader :feature_importances # Return the random generator for random selection of feature index. # @return [Random] attr_reader :rng # Create a new classifier with extremely randomized trees. # # @param n_estimators [Integer] The numeber of trees for contructing extremely randomized trees. # @param criterion [String] The function to evalue spliting point. Supported criteria are 'gini' and 'entropy'. # @param max_depth [Integer] The maximum depth of the tree. # If nil is given, extra tree grows without concern for depth. # @param max_leaf_nodes [Integer] The maximum number of leaves on extra tree. # If nil is given, number of leaves is not limited. # @param min_samples_leaf [Integer] The minimum number of samples at a leaf node. # @param max_features [Integer] The number of features to consider when searching optimal split point. # If nil is given, split process considers 'Math.sqrt(n_features)' features. # @param n_jobs [Integer] The number of jobs for running the fit method in parallel. # If nil is given, the method does not execute in parallel. # If zero or less is given, it becomes equal to the number of processors. # This parameter is ignored if the Parallel gem is not loaded. # @param random_seed [Integer] The seed value using to initialize the random generator. # It is used to randomly determine the order of features when deciding spliting point. def initialize(n_estimators: 10, criterion: 'gini', max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1, max_features: nil, n_jobs: nil, random_seed: nil) super end # Fit the model with given training data. # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model. # @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model. # @return [ExtraTreesClassifier] The learned classifier itself. def fit(x, y) x = ::Rumale::Validation.check_convert_sample_array(x) y = ::Rumale::Validation.check_convert_label_array(y) ::Rumale::Validation.check_sample_size(x, y) # Initialize some variables. n_features = x.shape[1] @params[:max_features] = Math.sqrt(n_features).to_i if @params[:max_features].nil? @params[:max_features] = [[1, @params[:max_features]].max, n_features].min @classes = Numo::Int32.asarray(y.to_a.uniq.sort) sub_rng = @rng.dup # Construct trees. rng_seeds = Array.new(@params[:n_estimators]) { sub_rng.rand(::Rumale::Ensemble::Value::SEED_BASE) } @estimators = if enable_parallel? parallel_map(@params[:n_estimators]) { |n| plant_tree(rng_seeds[n]).fit(x, y) } else Array.new(@params[:n_estimators]) { |n| plant_tree(rng_seeds[n]).fit(x, y) } end @feature_importances = if enable_parallel? parallel_map(@params[:n_estimators]) { |n| @estimators[n].feature_importances }.sum else @estimators.sum(&:feature_importances) end @feature_importances /= @feature_importances.sum self end # Predict class labels for samples. # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels. # @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample. def predict(x) x = ::Rumale::Validation.check_convert_sample_array(x) super end # Predict probability for samples. # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities. # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample. def predict_proba(x) x = ::Rumale::Validation.check_convert_sample_array(x) super end # Return the index of the leaf that each sample reached. # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels. # @return [Numo::Int32] (shape: [n_samples, n_estimators]) Leaf index for sample. def apply(x) x = ::Rumale::Validation.check_convert_sample_array(x) super end private def plant_tree(rnd_seed) ::Rumale::Tree::ExtraTreeClassifier.new( criterion: @params[:criterion], max_depth: @params[:max_depth], max_leaf_nodes: @params[:max_leaf_nodes], min_samples_leaf: @params[:min_samples_leaf], max_features: @params[:max_features], random_seed: rnd_seed ) end end end end