# frozen_string_literal: true require 'svmkit/base/base_estimator' require 'svmkit/base/classifier' module SVMKit # This module consists of the classes that implement ensemble-based methods. module Ensemble # RandomForestClassifier is a class that implements random forest for classification. # # @example # estimator = # SVMKit::Ensemble::RandomForestClassifier.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) # class RandomForestClassifier include Base::BaseEstimator include Base::Classifier # 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 performing random sampling in the Pegasos algorithm. # @return [Random] attr_reader :rng # Create a new classifier with random forest. # # @param n_estimators [Integer] The numeber of decision trees for contructing random forest. # @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, decision tree grows without concern for depth. # @param max_leaf_nodes [Integer] The maximum number of leaves on decision 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 all features. # @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, random_seed: nil) @params = {} @params[:n_estimators] = n_estimators @params[:criterion] = criterion @params[:max_depth] = max_depth @params[:max_leaf_nodes] = max_leaf_nodes @params[:min_samples_leaf] = min_samples_leaf @params[:max_features] = max_features @params[:random_seed] = random_seed @params[:random_seed] ||= srand @rng = Random.new(@params[:random_seed]) @estimators = nil @classes = nil @feature_importances = nil 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 [RandomForestClassifier] The learned classifier itself. def fit(x, y) # Initialize some variables. n_samples, n_features = x.shape @params[:max_features] = n_features unless @params[:max_features].is_a?(Integer) @params[:max_features] = [[1, @params[:max_features]].max, Math.sqrt(n_features).to_i].min @classes = Numo::Int32.asarray(y.to_a.uniq.sort) # Construct forest. @estimators = Array.new(@params[:n_estimators]) do |_n| tree = Tree::DecisionTreeClassifier.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: @params[:random_seed] ) bootstrap_ids = Array.new(n_samples) { @rng.rand(0...n_samples) } tree.fit(x[bootstrap_ids, true], y[bootstrap_ids]) end # Calculate feature importances. @feature_importances = Numo::DFloat.zeros(n_features) @estimators.each { |tree| @feature_importances += tree.feature_importances } @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) n_samples, = x.shape n_classes = @classes.size classes_arr = @classes.to_a ballot_box = Numo::DFloat.zeros(n_samples, n_classes) @estimators.each do |tree| predicted = tree.predict(x) n_samples.times do |n| class_id = classes_arr.index(predicted[n]) ballot_box[n, class_id] += 1.0 unless class_id.nil? end end Numo::Int32[*Array.new(n_samples) { |n| @classes[ballot_box[n, true].max_index] }] 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) n_samples, = x.shape n_classes = @classes.size classes_arr = @classes.to_a ballot_box = Numo::DFloat.zeros(n_samples, n_classes) @estimators.each do |tree| probs = tree.predict_proba(x) tree.classes.size.times do |n| class_id = classes_arr.index(tree.classes[n]) ballot_box[true, class_id] += probs[true, n] unless class_id.nil? end end (ballot_box.transpose / ballot_box.sum(axis: 1)).transpose 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) Numo::Int32[*Array.new(@params[:n_estimators]) { |n| @estimators[n].apply(x) }].transpose end # Dump marshal data. # @return [Hash] The marshal data about RandomForestClassifier def marshal_dump { params: @params, estimators: @estimators, classes: @classes, feature_importances: @feature_importances, rng: @rng } end # Load marshal data. # @return [nil] def marshal_load(obj) @params = obj[:params] @estimators = obj[:estimators] @classes = obj[:classes] @feature_importances = obj[:feature_importances] @rng = obj[:rng] nil end end end end