# frozen_string_literal: true require 'rumale/values' require 'rumale/base/base_estimator' require 'rumale/base/classifier' require 'rumale/tree/decision_tree_classifier' module Rumale # 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 = # Rumale::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 random selection of feature index. # @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 '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) check_params_numeric_or_nil(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes, max_features: max_features, n_jobs: n_jobs, random_seed: random_seed) check_params_numeric(n_estimators: n_estimators, min_samples_leaf: min_samples_leaf) check_params_string(criterion: criterion) check_params_positive(n_estimators: n_estimators, max_depth: max_depth, max_leaf_nodes: max_leaf_nodes, min_samples_leaf: min_samples_leaf, max_features: max_features) @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[:n_jobs] = n_jobs @params[:random_seed] = random_seed @params[:random_seed] ||= srand @estimators = nil @classes = nil @feature_importances = nil @rng = Random.new(@params[:random_seed]) 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) # rubocop:disable Metrics/AbcSize x = check_convert_sample_array(x) y = check_convert_label_array(y) check_sample_label_size(x, y) # Initialize some variables. n_samples, n_features = x.shape @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 rngs = Array.new(@params[:n_estimators]) { Random.new(sub_rng.rand(Rumale::Values.int_max)) } # Construct forest. @estimators = if enable_parallel? # :nocov: parallel_map(@params[:n_estimators]) do |n| bootstrap_ids = Array.new(n_samples) { rngs[n].rand(0...n_samples) } plant_tree(rngs[n].rand(Rumale::Values.int_max)).fit(x[bootstrap_ids, true], y[bootstrap_ids]) end # :nocov: else Array.new(@params[:n_estimators]) do |n| bootstrap_ids = Array.new(n_samples) { rngs[n].rand(0...n_samples) } plant_tree(rngs[n].rand(Rumale::Values.int_max)).fit(x[bootstrap_ids, true], y[bootstrap_ids]) end end @feature_importances = if enable_parallel? parallel_map(@params[:n_estimators]) { |n| @estimators[n].feature_importances }.reduce(&:+) else @estimators.map(&:feature_importances).reduce(&:+) 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 = check_convert_sample_array(x) n_samples = x.shape[0] n_estimators = @estimators.size predicted = if enable_parallel? predict_set = parallel_map(n_estimators) { |n| @estimators[n].predict(x).to_a }.transpose parallel_map(n_samples) { |n| predict_set[n].group_by { |v| v }.max_by { |_k, v| v.size }.first } else predict_set = @estimators.map { |tree| tree.predict(x).to_a }.transpose Array.new(n_samples) { |n| predict_set[n].group_by { |v| v }.max_by { |_k, v| v.size }.first } end Numo::Int32.asarray(predicted) 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 = check_convert_sample_array(x) n_estimators = @estimators.size if enable_parallel? parallel_map(n_estimators) { |n| predict_proba_tree(@estimators[n], x) }.reduce(&:+) / n_estimators else @estimators.map { |tree| predict_proba_tree(tree, x) }.reduce(&:+) / n_estimators end 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 = check_convert_sample_array(x) Numo::Int32[*Array.new(@params[:n_estimators]) { |n| @estimators[n].apply(x) }].transpose.dup end private def plant_tree(rnd_seed) 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: rnd_seed ) end def predict_proba_tree(tree, x) # initialize some variables. n_samples = x.shape[0] base_classes = @classes.to_a n_classes = base_classes.size class_ids = tree.classes.map { |c| base_classes.index(c) } # predict probabilities. probs = Numo::DFloat.zeros(n_samples, n_classes) tree_probs = tree.predict_proba(x) class_ids.each_with_index { |i, j| probs[true, i] = tree_probs[true, j] } probs end end end end