skopt.learning.ExtraTreesRegressor

class skopt.learning.ExtraTreesRegressor(n_estimators=10, criterion='mse', max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features='auto', max_leaf_nodes=None, min_impurity_decrease=0.0, bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, min_variance=0.0)[source][source]

ExtraTreesRegressor that supports conditional standard deviation.

Parameters
n_estimatorsinteger, optional (default=10)

The number of trees in the forest.

criterionstring, optional (default=”mse”)

The function to measure the quality of a split. Supported criteria are “mse” for the mean squared error, which is equal to variance reduction as feature selection criterion, and “mae” for the mean absolute error.

max_featuresint, float, string or None, optional (default=”auto”)

The number of features to consider when looking for the best split: - If int, then consider max_features features at each split. - If float, then max_features is a percentage and

int(max_features * n_features) features are considered at each split.

  • If “auto”, then max_features=n_features.

  • If “sqrt”, then max_features=sqrt(n_features).

  • If “log2”, then max_features=log2(n_features).

  • If None, then max_features=n_features.

Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than max_features features.

max_depthinteger 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.

min_samples_splitint, float, optional (default=2)

The minimum number of samples required to split an internal node: - If int, then consider min_samples_split as the minimum number. - If float, then min_samples_split is a percentage and

ceil(min_samples_split * n_samples) are the minimum number of samples for each split.

min_samples_leafint, float, optional (default=1)

The minimum number of samples required to be at a leaf node: - If int, then consider min_samples_leaf as the minimum number. - If float, then min_samples_leaf is a percentage and

ceil(min_samples_leaf * n_samples) are the minimum number of samples for each node.

min_weight_fraction_leaffloat, optional (default=0.)

The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Samples have equal weight when sample_weight is not provided.

max_leaf_nodesint or None, optional (default=None)

Grow trees with max_leaf_nodes in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes.

min_impurity_decreasefloat, optional (default=0.)

A node will be split if this split induces a decrease of the impurity greater than or equal to this value. The weighted impurity decrease equation is the following:

N_t / N * (impurity - N_t_R / N_t * right_impurity
                    - N_t_L / N_t * left_impurity)

where N is the total number of samples, N_t is the number of samples at the current node, N_t_L is the number of samples in the left child, and N_t_R is the number of samples in the right child. N, N_t, N_t_R and N_t_L all refer to the weighted sum, if sample_weight is passed.

bootstrapboolean, optional (default=True)

Whether bootstrap samples are used when building trees.

oob_scorebool, optional (default=False)

whether to use out-of-bag samples to estimate the R^2 on unseen data.

n_jobsinteger, optional (default=1)

The number of jobs to run in parallel for both fit and predict. If -1, then the number of jobs is set to the number of cores.

random_stateint, 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.

verboseint, optional (default=0)

Controls the verbosity of the tree building process.

warm_startbool, optional (default=False)

When set to True, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest.

Attributes
estimators_list of DecisionTreeRegressor

The collection of fitted sub-estimators.

feature_importances_array of shape = [n_features]

Return the feature importances (the higher, the more important the feature).

n_features_int

The number of features when fit is performed.

n_outputs_int

The number of outputs when fit is performed.

oob_score_float

Score of the training dataset obtained using an out-of-bag estimate.

oob_prediction_array of shape = [n_samples]

Prediction computed with out-of-bag estimate on the training set.

Notes

The default values for the parameters controlling the size of the trees (e.g. max_depth, min_samples_leaf, etc.) lead to fully grown and unpruned trees which can potentially be very large on some data sets. To reduce memory consumption, the complexity and size of the trees should be controlled by setting those parameter values. The features are always randomly permuted at each split. Therefore, the best found split may vary, even with the same training data, max_features=n_features and bootstrap=False, if the improvement of the criterion is identical for several splits enumerated during the search of the best split. To obtain a deterministic behaviour during fitting, random_state has to be fixed.

References

R8d4c5fa7c0c3-1

  1. Breiman, “Random Forests”, Machine Learning, 45(1), 5-32, 2001.

Methods

apply(self, X)

Apply trees in the forest to X, return leaf indices.

decision_path(self, X)

Return the decision path in the forest.

fit(self, X, y[, sample_weight])

Build a forest of trees from the training set (X, y).

get_params(self[, deep])

Get parameters for this estimator.

predict(self, X[, return_std])

Predict continuous output for X.

score(self, X, y[, sample_weight])

Return the coefficient of determination R^2 of the prediction.

set_params(self, \*\*params)

Set the parameters of this estimator.
__init__(self, n_estimators=10, criterion='mse', max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features='auto', max_leaf_nodes=None, min_impurity_decrease=0.0, bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False, min_variance=0.0)[source][source]

Initialize self. See help(type(self)) for accurate signature.

apply(self, X)[source]

Apply trees in the forest to X, return leaf indices.

Parameters
X{array-like or sparse matrix} of shape (n_samples, n_features)

The input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csr_matrix.

Returns
X_leavesarray_like, shape = [n_samples, n_estimators]

For each datapoint x in X and for each tree in the forest, return the index of the leaf x ends up in.

decision_path(self, X)[source]

Return the decision path in the forest.

New in version 0.18.

Parameters
X{array-like or sparse matrix} of shape (n_samples, n_features)

The input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csr_matrix.

Returns
indicatorsparse csr array, shape = [n_samples, n_nodes]

Return a node indicator matrix where non zero elements indicates that the samples goes through the nodes.

n_nodes_ptrarray of size (n_estimators + 1, )

The columns from indicator[n_nodes_ptr[i]:n_nodes_ptr[i+1]] gives the indicator value for the i-th estimator.

property feature_importances_
Return the feature importances (the higher, the more important the

feature).

Returns
feature_importances_array, shape = [n_features]

The values of this array sum to 1, unless all trees are single node trees consisting of only the root node, in which case it will be an array of zeros.

fit(self, X, y, sample_weight=None)[source]

Build a forest of trees from the training set (X, y).

Parameters
Xarray-like or sparse matrix of shape (n_samples, n_features)

The training input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csc_matrix.

yarray-like of shape (n_samples,) or (n_samples, n_outputs)

The target values (class labels in classification, real numbers in regression).

sample_weightarray-like of shape (n_samples,), default=None

Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. In the case of classification, splits are also ignored if they would result in any single class carrying a negative weight in either child node.

Returns
selfobject
get_params(self, deep=True)[source]

Get parameters for this estimator.

Parameters
deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns
paramsmapping of string to any

Parameter names mapped to their values.

predict(self, X, return_std=False)[source][source]

Predict continuous output for X.

Parameters
Xarray-like of shape=(n_samples, n_features)

Input data.

return_stdboolean

Whether or not to return the standard deviation.

Returns
predictionsarray-like of shape=(n_samples,)

Predicted values for X. If criterion is set to “mse”, then predictions[i] ~= mean(y | X[i]).

stdarray-like of shape=(n_samples,)

Standard deviation of y at X. If criterion is set to “mse”, then std[i] ~= std(y | X[i]).

score(self, X, y, sample_weight=None)[source]

Return the coefficient of determination R^2 of the prediction.

The coefficient R^2 is defined as (1 - u/v), where u is the residual sum of squares ((y_true - y_pred) ** 2).sum() and v is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.

Parameters
Xarray-like of shape (n_samples, n_features)

Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead, shape = (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.

yarray-like of shape (n_samples,) or (n_samples, n_outputs)

True values for X.

sample_weightarray-like of shape (n_samples,), default=None

Sample weights.

Returns
scorefloat

R^2 of self.predict(X) wrt. y.

Notes

The R2 score used when calling score on a regressor will use multioutput='uniform_average' from version 0.23 to keep consistent with r2_score(). This will influence the score method of all the multioutput regressors (except for MultiOutputRegressor). To specify the default value manually and avoid the warning, please either call r2_score() directly or make a custom scorer with make_scorer() (the built-in scorer 'r2' uses multioutput='uniform_average').

set_params(self, **params)[source]

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters
**paramsdict

Estimator parameters.

Returns
selfobject

Estimator instance.