# frozen_string_literal: true require 'svmkit/validation' require 'svmkit/values' require 'svmkit/base/base_estimator' require 'svmkit/base/regressor' require 'svmkit/tree/decision_tree_regressor' module SVMKit module Ensemble # RandomForestRegressor is a class that implements random forest for regression # # @example # estimator = # SVMKit::Ensemble::RandomForestRegressor.new( # n_estimators: 10, criterion: 'mse', max_depth: 3, max_leaf_nodes: 10, min_samples_leaf: 5, random_seed: 1) # estimator.fit(training_samples, traininig_values) # results = estimator.predict(testing_samples) # class RandomForestRegressor include Base::BaseEstimator include Base::Regressor include Validation # Return the set of estimators. # @return [Array] attr_reader :estimators # 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 regressor 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: 'mse', max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1, max_features: nil, random_seed: nil) check_params_type_or_nil(Integer, max_depth: max_depth, max_leaf_nodes: max_leaf_nodes, max_features: max_features, random_seed: random_seed) check_params_integer(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[:random_seed] = random_seed @params[:random_seed] ||= srand @estimators = 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::DFloat] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model. # @return [RandomForestRegressor] The learned regressor itself. def fit(x, y) check_sample_array(x) check_tvalue_array(y) check_sample_tvalue_size(x, y) # Initialize some variables. n_samples, n_features = x.shape @params[:max_features] = Math.sqrt(n_features).to_i unless @params[:max_features].is_a?(Integer) @params[:max_features] = [[1, @params[:max_features]].max, n_features].min @feature_importances = Numo::DFloat.zeros(n_features) single_target = y.shape[1].nil? # Construct forest. @estimators = Array.new(@params[:n_estimators]) do tree = Tree::DecisionTreeRegressor.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: @rng.rand(SVMKit::Values::int_max) ) bootstrap_ids = Array.new(n_samples) { @rng.rand(0...n_samples) } tree.fit(x[bootstrap_ids, true], single_target ? y[bootstrap_ids] : y[bootstrap_ids, true]) @feature_importances += tree.feature_importances tree end @feature_importances /= @feature_importances.sum self end # Predict values for samples. # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values. # @return [Numo::DFloat] (shape: [n_samples, n_outputs]) Predicted value per sample. def predict(x) check_sample_array(x) @estimators.map { |est| est.predict(x) }.reduce(&:+) / @params[:n_estimators] end # Return the index of the leaf that each sample reached. # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to assign each leaf. # @return [Numo::Int32] (shape: [n_samples, n_estimators]) Leaf index for sample. def apply(x) SVMKit::Validation.check_sample_array(x) Numo::Int32[*Array.new(@params[:n_estimators]) { |n| @estimators[n].apply(x) }].transpose end # Dump marshal data. # @return [Hash] The marshal data about RandomForestRegressor. def marshal_dump { params: @params, estimators: @estimators, feature_importances: @feature_importances, rng: @rng } end # Load marshal data. # @return [nil] def marshal_load(obj) @params = obj[:params] @estimators = obj[:estimators] @feature_importances = obj[:feature_importances] @rng = obj[:rng] nil end end end end