private static void BuildPruningModel(RegressionNodeModel regressionNode, ILeafModel leaf, IReadOnlyList <int> trainingRows, IReadOnlyList <int> pruningRows, PruningState state, RegressionTreeParameters regressionTreeParams, CancellationToken cancellationToken)
{
//create regressionProblemdata from pruning data
var vars = regressionTreeParams.AllowedInputVariables.Concat(new[] { regressionTreeParams.TargetVariable }).ToArray();
var reducedData = new Dataset(vars, vars.Select(x => regressionTreeParams.Data.GetDoubleValues(x, pruningRows).ToList()));
var pd = new RegressionProblemData(reducedData, regressionTreeParams.AllowedInputVariables, regressionTreeParams.TargetVariable);
pd.TrainingPartition.Start = pd.TrainingPartition.End = pd.TestPartition.Start = 0;
pd.TestPartition.End = reducedData.Rows;
//build pruning model
int numModelParams;
var model = leaf.BuildModel(trainingRows, regressionTreeParams, cancellationToken, out numModelParams);
//record error and complexities
var rmsModel = model.CreateRegressionSolution(pd).TestRootMeanSquaredError;
state.pruningSizes.Add(regressionNode, pruningRows.Count);
state.modelErrors.Add(regressionNode, rmsModel);
state.modelComplexities.Add(regressionNode, numModelParams);
if (regressionNode.IsLeaf)
{
state.nodeComplexities[regressionNode] = state.modelComplexities[regressionNode];
}
else
{
state.nodeComplexities.Add(regressionNode, state.nodeComplexities[regressionNode.Left] + state.nodeComplexities[regressionNode.Right] + 1);
}
}
private RegressionTreeParameters(RegressionTreeParameters original, Cloner cloner) : base(original, cloner)
{
problemData = cloner.Clone(original.problemData);
random = cloner.Clone(original.random);
leafModel = cloner.Clone(original.leafModel);
splitter = cloner.Clone(original.splitter);
pruning = cloner.Clone(original.pruning);
minLeafSize = original.minLeafSize;
}
public RegressionTreeParameters(IPruning pruning, int minleafSize, ILeafModel leafModel,
IRegressionProblemData problemData, IRandom random, ISplitter splitter)
{
this.problemData = problemData;
this.random = random;
this.leafModel = leafModel;
this.splitter = splitter;
this.pruning = pruning;
minLeafSize = Math.Max(pruning.MinLeafSize(problemData, leafModel), Math.Max(minleafSize, leafModel.MinLeafSize(problemData)));
}
private static IScope InitializeScope(IRandom random, IRegressionProblemData problemData, IPruning pruning, int minLeafSize, ILeafModel leafModel, ISplitter splitter, bool generateRules, bool useHoldout, double holdoutSize)
{
var stateScope = new Scope("RegressionTreeStateScope");
//reduce RegressionProblemData to AllowedInput & Target column wise and to TrainingSet row wise
var doubleVars = new HashSet <string>(problemData.Dataset.DoubleVariables);
var vars = problemData.AllowedInputVariables.Concat(new[] { problemData.TargetVariable }).ToArray();
if (vars.Any(v => !doubleVars.Contains(v)))
{
throw new NotSupportedException("Decision tree regression supports only double valued input or output features.");
}
var doubles = vars.Select(v => problemData.Dataset.GetDoubleValues(v, problemData.TrainingIndices).ToArray()).ToArray();
if (doubles.Any(v => v.Any(x => double.IsNaN(x) || double.IsInfinity(x))))
{
throw new NotSupportedException("Decision tree regression does not support NaN or infinity values in the input dataset.");
}
var trainingData = new Dataset(vars, doubles);
var pd = new RegressionProblemData(trainingData, problemData.AllowedInputVariables, problemData.TargetVariable);
pd.TrainingPartition.End = pd.TestPartition.Start = pd.TestPartition.End = pd.Dataset.Rows;
pd.TrainingPartition.Start = 0;
//store regression tree parameters
var regressionTreeParams = new RegressionTreeParameters(pruning, minLeafSize, leafModel, pd, random, splitter);
stateScope.Variables.Add(new Variable(RegressionTreeParameterVariableName, regressionTreeParams));
//initialize tree operators
pruning.Initialize(stateScope);
splitter.Initialize(stateScope);
leafModel.Initialize(stateScope);
//store unbuilt model
IItem model;
if (generateRules)
{
model = RegressionRuleSetModel.CreateRuleModel(problemData.TargetVariable, regressionTreeParams);
RegressionRuleSetModel.Initialize(stateScope);
}
else
{
model = RegressionNodeTreeModel.CreateTreeModel(problemData.TargetVariable, regressionTreeParams);
}
stateScope.Variables.Add(new Variable(ModelVariableName, model));
//store training & pruning indices
IReadOnlyList <int> trainingSet, pruningSet;
GeneratePruningSet(pd.TrainingIndices.ToArray(), random, useHoldout, holdoutSize, out trainingSet, out pruningSet);
stateScope.Variables.Add(new Variable(TrainingSetVariableName, new IntArray(trainingSet.ToArray())));
stateScope.Variables.Add(new Variable(PruningSetVariableName, new IntArray(pruningSet.ToArray())));
return(stateScope);
}
public static void UpdateModel(IDecisionTreeModel model, IRegressionProblemData problemData, IRandom random, ILeafModel leafModel, CancellationToken?cancellationToken = null)
{
if (cancellationToken == null)
{
cancellationToken = CancellationToken.None;
}
var regressionTreeParameters = new RegressionTreeParameters(leafModel, problemData, random);
var scope = new Scope();
scope.Variables.Add(new Variable(RegressionTreeParameterVariableName, regressionTreeParameters));
leafModel.Initialize(scope);
model.Update(problemData.TrainingIndices.ToList(), scope, cancellationToken.Value);
}
public static IRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData, IRandom random, ILeafModel leafModel = null, ISplitter splitter = null, IPruning pruning = null,
bool useHoldout = false, double holdoutSize = 0.2, int minimumLeafSize = 1, bool generateRules = false, ResultCollection results = null, CancellationToken?cancellationToken = null)
{
if (leafModel == null)
{
leafModel = new LinearLeaf();
}
if (splitter == null)
{
splitter = new Splitter();
}
if (cancellationToken == null)
{
cancellationToken = CancellationToken.None;
}
if (pruning == null)
{
pruning = new ComplexityPruning();
}
var stateScope = InitializeScope(random, problemData, pruning, minimumLeafSize, leafModel, splitter, generateRules, useHoldout, holdoutSize);
var model = Build(stateScope, results, cancellationToken.Value);
return(model.CreateRegressionSolution(problemData));
}
public RegressionTreeParameters(ILeafModel modeltype, IRegressionProblemData problemData, IRandom random)
{
this.problemData = problemData;
this.random = random;
leafModel = modeltype;
}
public int MinLeafSize(IRegressionProblemData pd, ILeafModel leafModel)
{
return(0);
}
public int MinLeafSize(IRegressionProblemData pd, ILeafModel leafModel)
{
return((FastPruning ? new LinearLeaf() : leafModel).MinLeafSize(pd));
}
private static void InstallModels(RegressionNodeTreeModel tree, PruningState state, IReadOnlyList <int> trainingRows, IReadOnlyList <int> pruningRows, ILeafModel leaf, RegressionTreeParameters regressionTreeParams, CancellationToken cancellationToken)
{
if (state.Code == 0)
{
state.FillBottomUp(tree, trainingRows, pruningRows, regressionTreeParams.Data);
state.Code = 1;
}
while (state.nodeQueue.Count != 0)
{
cancellationToken.ThrowIfCancellationRequested();
var n = state.nodeQueue.Peek();
var training = state.trainingRowsQueue.Peek();
var pruning = state.pruningRowsQueue.Peek();
BuildPruningModel(n, leaf, training, pruning, state, regressionTreeParams, cancellationToken);
state.nodeQueue.Dequeue();
state.trainingRowsQueue.Dequeue();
state.pruningRowsQueue.Dequeue();
}
}
