Class: Rumale::Tree::GradientTreeRegressor

Inherits:
Object
  • Object
show all
Includes:
Base::BaseEstimator, Base::Regressor
Defined in:
lib/rumale/tree/gradient_tree_regressor.rb

Overview

GradientTreeRegressor is a class that implements decision tree for regression with exact gredy algorithm. This class is used internally for estimators with gradient tree boosting.

reference

  • J H. Friedman, “Greedy Function Approximation: A Gradient Boosting Machine,” Annals of Statistics, 29 (5), pp. 1189–1232, 2001.

  • J H. Friedman, “Stochastic Gradient Boosting,” Computational Statistics and Data Analysis, 38 (4), pp. 367–378, 2002.

    1. Chen and C. Guestrin, “XGBoost: A Scalable Tree Boosting System,” Proc. KDD’16, pp. 785–794, 2016.

Instance Attribute Summary collapse

Attributes included from Base::BaseEstimator

#params

Instance Method Summary collapse

Methods included from Base::Regressor

#score

Constructor Details

#initialize(reg_lambda: 0.0, shrinkage_rate: 1.0, max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1, max_features: nil, random_seed: nil) ⇒ GradientTreeRegressor

Initialize a gradient tree regressor

Parameters:

  • reg_lambda (Float) (defaults to: 0.0) —

    The L2 regularization term on weight.

  • shrinkage_rate (Float) (defaults to: 1.0) —

    The shrinkage rate for weight.

  • max_depth (Integer) (defaults to: nil) —

    The maximum depth of the tree. If nil is given, decision tree grows without concern for depth.

  • max_leaf_nodes (Integer) (defaults to: nil) —

    The maximum number of leaves on decision tree. If nil is given, number of leaves is not limited.

  • min_samples_leaf (Integer) (defaults to: 1) —

    The minimum number of samples at a leaf node.

  • max_features (Integer) (defaults to: nil) —

    The number of features to consider when searching optimal split point. If nil is given, split process considers all features.

  • random_seed (Integer) (defaults to: nil) —

    The seed value using to initialize the random generator. It is used to randomly determine the order of features when deciding spliting point.



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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 53

def initialize(reg_lambda: 0.0, shrinkage_rate: 1.0,
               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_float(reg_lambda: reg_lambda, shrinkage_rate: shrinkage_rate)
  check_params_integer(min_samples_leaf: min_samples_leaf)
  check_params_positive(reg_lambda: reg_lambda, shrinkage_rate: shrinkage_rate,
                        max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
                        min_samples_leaf: min_samples_leaf, max_features: max_features)
  @params = {}
  @params[:reg_lambda] = reg_lambda
  @params[:shrinkage_rate] = shrinkage_rate
  @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
  @tree = nil
  @feature_importances = nil
  @n_leaves = nil
  @leaf_weights = nil
  @rng = Random.new(@params[:random_seed])
end

Instance Attribute Details

#feature_importances ⇒ Numo::DFloat (readonly)

Return the importance for each feature. The feature importances are calculated based on the numbers of times the feature is used for splitting.

Returns:

  • (Numo::DFloat) —

    (shape: [n_features])



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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 26

def feature_importances
  @feature_importances
end

#leaf_weights ⇒ Numo::DFloat (readonly)

Return the values assigned each leaf.

Returns:

  • (Numo::DFloat) —

    (shape: [n_leaves])



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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 38

def leaf_weights
  @leaf_weights
end

#rng ⇒ Random (readonly)

Return the random generator for random selection of feature index.

Returns:

  • (Random) 


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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 34

def rng
  @rng
end

#tree ⇒ Node (readonly)

Return the learned tree.

Returns:



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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 30

def tree
  @tree
end

Instance Method Details

#apply(x) ⇒ Numo::Int32

Return the index of the leaf that each sample reached.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_samples, n_features]) The samples to predict the labels.

Returns:

  • (Numo::Int32) —

    (shape: [n_samples]) Leaf index for sample.



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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 116

def apply(x)
  check_sample_array(x)
  Numo::Int32[*(Array.new(x.shape[0]) { |n| apply_at_node(@tree, x[n, true]) })]
end

#fit(x, y, g, h) ⇒ GradientTreeRegressor

Fit the model with given training data.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_samples, n_features]) The training data to be used for fitting the model.

  • y (Numo::DFloat) —

    (shape: [n_samples]) The taget values to be used for fitting the model.

  • g (Numo::DFloat) —

    (shape: [n_samples]) The gradient of loss function.

  • h (Numo::DFloat) —

    (shape: [n_samples]) The hessian of loss function.

Returns:



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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 85

def fit(x, y, g, h)
  check_sample_array(x)
  check_tvalue_array(y)
  check_sample_tvalue_size(x, y)
  check_params_type(Numo::DFloat, g: g, h: g)
  # Initialize some variables.
  n_features = x.shape[1]
  @params[:max_features] ||= n_features
  @n_leaves = 0
  @leaf_weights = []
  @feature_importances = Numo::DFloat.zeros(n_features)
  @sub_rng = @rng.dup
  # Build tree.
  build_tree(x, y, g, h)
  @leaf_weights = Numo::DFloat[*@leaf_weights]
  self
end

#marshal_dump ⇒ Hash

Dump marshal data.

Returns:

  • (Hash) —

    The marshal data about DecisionTreeRegressor



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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 123

def marshal_dump
  { params: @params,
    tree: @tree,
    feature_importances: @feature_importances,
    leaf_weights: @leaf_weights,
    rng: @rng }
end

#marshal_load(obj) ⇒ nil

Load marshal data.

Returns:

  • (nil) 


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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 133

def marshal_load(obj)
  @params = obj[:params]
  @tree = obj[:tree]
  @feature_importances = obj[:feature_importances]
  @leaf_weights = obj[:leaf_weights]
  @rng = obj[:rng]
  nil
end

#predict(x) ⇒ Numo::DFloat

Predict values for samples.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_samples, n_features]) The samples to predict the values.

Returns:

  • (Numo::DFloat) —

    (size: n_samples) Predicted values per sample.



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# File 'lib/rumale/tree/gradient_tree_regressor.rb', line 107

def predict(x)
  check_sample_array(x)
  @leaf_weights[apply(x)].dup
end