Package smile.regression

Class RandomForest

java.lang.Object

smile.regression.RandomForest

All Implemented Interfaces:

Serializable, ToDoubleFunction<Tuple>, SHAP<Tuple>, TreeSHAP, DataFrameRegression, Regression<Tuple>

public class RandomForest
extends Object
implements DataFrameRegression, TreeSHAP

Random forest for regression. Random forest is an ensemble method that consists of many regression trees and outputs the average of individual trees. The method combines bagging idea and the random selection of features.

Each tree is constructed using the following algorithm:

1. If the number of cases in the training set is N, randomly sample N cases with replacement from the original data. This sample will be the training set for growing the tree.
2. If there are M input variables, a number m << M is specified such that at each node, m variables are selected at random out of the M and the best split on these m is used to split the node. The value of m is held constant during the forest growing.
3. Each tree is grown to the largest extent possible. There is no pruning.

The advantages of random forest are:

• For many data sets, it produces a highly accurate model.
• It runs efficiently on large data sets.
• It can handle thousands of input variables without variable deletion.
• It gives estimates of what variables are important in the classification.
• It generates an internal unbiased estimate of the generalization error as the forest building progresses.
• It has an effective method for estimating missing data and maintains accuracy when a large proportion of the data are missing.

The disadvantages are

• Random forests are prone to over-fitting for some datasets. This is even more pronounced in noisy classification/regression tasks.
• For data including categorical variables with different number of levels, random forests are biased in favor of those attributes with more levels. Therefore, the variable importance scores from random forest are not reliable for this type of data.

See Also:

• Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	RandomForest.Model	The base model.

Nested classes/interfaces inherited from interface smile.regression.DataFrameRegression

DataFrameRegression.Trainer<M extends DataFrameRegression>

Constructor Summary

Constructors

Constructor	Description
RandomForest(Formula formula, RandomForest.Model[] models, RegressionMetrics metrics, double[] importance)	Constructor.

Method Summary

Modifier and Type	Method	Description
static RandomForest	fit(Formula formula, DataFrame data)	Fits a random forest for regression.
static RandomForest	fit(Formula formula, DataFrame data, int ntrees, int mtry, int maxDepth, int maxNodes, int nodeSize, double subsample)	Fits a random forest for regression.
static RandomForest	fit(Formula formula, DataFrame data, int ntrees, int mtry, int maxDepth, int maxNodes, int nodeSize, double subsample, LongStream seeds)	Fits a random forest for regression.
static RandomForest	fit(Formula formula, DataFrame data, Properties params)	Fits a random forest for regression.
Formula	formula()	Returns the model formula.
double[]	importance()	Returns the variable importance.
RandomForest	merge(RandomForest other)	Merges two random forests.
RegressionMetrics	metrics()	Returns the overall out-of-bag metric estimations.
RandomForest.Model[]	models()	Returns the base models.
double	predict(Tuple x)	Predicts the dependent variable of an instance.
StructType	schema()	Returns the schema of predictors.
int	size()	Returns the number of trees in the model.
double[][]	test(DataFrame data)	Test the model on a validation dataset.
RegressionTree[]	trees()	Returns the decision trees.
RandomForest	trim(int ntrees)	Trims the tree model set to a smaller size in case of over-fitting.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface smile.regression.DataFrameRegression

predict

Methods inherited from interface smile.regression.Regression

applyAsDouble, online, predict, predict, predict, update, update, update

Methods inherited from interface smile.feature.importance.SHAP

shap

Methods inherited from interface smile.feature.importance.TreeSHAP

shap, shap

Constructor Details

RandomForest

public RandomForest(Formula formula,
 RandomForest.Model[] models,
 RegressionMetrics metrics,
 double[] importance)

Constructor.

Parameters:

formula - a symbolic description of the model to be fitted.

models - the base models.

metrics - the overall out-of-bag metric estimations.

importance - the feature importance.

Method Details

fit

public static RandomForest fit(Formula formula,
 DataFrame data)

Fits a random forest for regression.

Parameters:

formula - a symbolic description of the model to be fitted.

data - the data frame of the explanatory and response variables.

Returns:

the model.

fit

public static RandomForest fit(Formula formula,
 DataFrame data,
 Properties params)

Fits a random forest for regression.

Parameters:

formula - a symbolic description of the model to be fitted.

data - the data frame of the explanatory and response variables.

params - the hyper-parameters.

Returns:

the model.

fit

public static RandomForest fit(Formula formula,
 DataFrame data,
 int ntrees,
 int mtry,
 int maxDepth,
 int maxNodes,
 int nodeSize,
 double subsample)

Fits a random forest for regression.

Parameters:

formula - a symbolic description of the model to be fitted.

data - the data frame of the explanatory and response variables.

ntrees - the number of trees.

mtry - the number of input variables to be used to determine the decision at a node of the tree. p/3 generally give good performance, where p is the number of variables.

maxDepth - the maximum depth of the tree.

maxNodes - the maximum number of leaf nodes in the tree.

nodeSize - the number of instances in a node below which the tree will not split, nodeSize = 5 generally gives good results.

subsample - the sampling rate for training tree. 1.0 means sampling with replacement. < 1.0 means sampling without replacement.

Returns:

the model.

fit

public static RandomForest fit(Formula formula,
 DataFrame data,
 int ntrees,
 int mtry,
 int maxDepth,
 int maxNodes,
 int nodeSize,
 double subsample,
 LongStream seeds)

Fits a random forest for regression.

Parameters:

formula - a symbolic description of the model to be fitted.

data - the data frame of the explanatory and response variables.

ntrees - the number of trees.

mtry - the number of input variables to be used to determine the decision at a node of the tree. p/3 generally give good performance, where p is the number of variables.

maxDepth - the maximum depth of the tree.

maxNodes - the maximum number of leaf nodes in the tree.

nodeSize - the number of instances in a node below which the tree will not split, nodeSize = 5 generally gives good results.

subsample - the sampling rate for training tree. 1.0 means sampling with replacement. < 1.0 means sampling without replacement.

seeds - optional RNG seeds for each regression tree.

Returns:

the model.

formula

public Formula formula()

Description copied from interface: DataFrameRegression

Returns the model formula.

Specified by:

formula in interface DataFrameRegression

Specified by:

formula in interface TreeSHAP

Returns:

the model formula.

schema

public StructType schema()

Description copied from interface: DataFrameRegression

Returns the schema of predictors.

Specified by:

schema in interface DataFrameRegression

Returns:

the schema of predictors.

metrics

public RegressionMetrics metrics()

Returns the overall out-of-bag metric estimations. The OOB estimate is quite accurate given that enough trees have been grown. Otherwise, the OOB error estimate can bias upward.

Returns:

the overall out-of-bag metric estimations.

importance

public double[] importance()

Returns the variable importance. Every time a split of a node is made on variable the impurity criterion for the two descendent nodes is less than the parent node. Adding up the decreases for each individual variable over all trees in the forest gives a fast measure of variable importance that is often very consistent with the permutation importance measure.

Returns:

the variable importance

size

public int size()

Returns the number of trees in the model.

Returns:

the number of trees in the model

models

public RandomForest.Model[] models()

Returns the base models.

Returns:

the base models.

trees

public RegressionTree[] trees()

Description copied from interface: TreeSHAP

Returns the decision trees.

Specified by:

trees in interface TreeSHAP

Returns:

the decision trees.

trim

public RandomForest trim(int ntrees)

Trims the tree model set to a smaller size in case of over-fitting. Or if extra decision trees in the model don't improve the performance, we may remove them to reduce the model size and also improve the speed of prediction.

Parameters:

ntrees - the new (smaller) size of tree model set.

Returns:

the trimmed model.

merge

public RandomForest merge(RandomForest other)

Merges two random forests.

Parameters:

other - the model to merge with.

Returns:

the merged model.

predict

public double predict(Tuple x)

Description copied from interface: Regression

Predicts the dependent variable of an instance.

Specified by:

predict in interface Regression<Tuple>

Parameters:

x - an instance.

Returns:

the predicted value of dependent variable.

test

public double[][] test(DataFrame data)

Test the model on a validation dataset.

Parameters:

data - the test data set.

Returns:

the predictions with first 1, 2, ..., regression trees.