public void RegressionEnsembleModel_Predict_single()
{
var(observations, targets) = DataSetUtilities.LoadAptitudeDataSet();
var learners = new IIndexedLearner <double>[]
{
new RegressionDecisionTreeLearner(2),
new RegressionDecisionTreeLearner(5),
new RegressionDecisionTreeLearner(7),
new RegressionDecisionTreeLearner(9)
};
var learner = new RegressionEnsembleLearner(learners, new MeanRegressionEnsembleStrategy());
var sut = learner.Learn(observations, targets);
var rows = targets.Length;
var predictions = new double[rows];
for (int i = 0; i < rows; i++)
{
predictions[i] = sut.Predict(observations.Row(i));
}
var metric = new MeanSquaredErrorRegressionMetric();
var actual = metric.Error(targets, predictions);
Assert.AreEqual(0.033195970695970689, actual, 0.0000001);
}
public void RegressionEnsembleModel_GetVariableImportance()
{
var(observations, targets) = DataSetUtilities.LoadAptitudeDataSet();
var featureNameToIndex = new Dictionary <string, int> {
{ "AptitudeTestScore", 0 },
{ "PreviousExperience_month", 1 }
};
var learners = new IIndexedLearner <double>[]
{
new RegressionDecisionTreeLearner(2),
new RegressionDecisionTreeLearner(5),
new RegressionDecisionTreeLearner(7),
new RegressionDecisionTreeLearner(9)
};
var learner = new RegressionEnsembleLearner(learners, new MeanRegressionEnsembleStrategy());
var sut = learner.Learn(observations, targets);
var actual = sut.GetVariableImportance(featureNameToIndex);
var expected = new Dictionary <string, double> {
{ "PreviousExperience_month", 100.0 },
{ "AptitudeTestScore", 3.46067371526717 }
};
Assert.AreEqual(expected.Count, actual.Count);
var zip = expected.Zip(actual, (e, a) => new { Expected = e, Actual = a });
foreach (var item in zip)
{
Assert.AreEqual(item.Expected.Key, item.Actual.Key);
Assert.AreEqual(item.Expected.Value, item.Actual.Value, 0.000001);
}
}
public void RegressionEnsembleModel_Predict_Multiple()
{
var parser = new CsvParser(() => new StringReader(Resources.AptitudeData));
var observations = parser.EnumerateRows(v => v != "Pass").ToF64Matrix();
var targets = parser.EnumerateRows("Pass").ToF64Vector();
var rows = targets.Length;
var learners = new IIndexedLearner <double>[]
{
new RegressionDecisionTreeLearner(2),
new RegressionDecisionTreeLearner(5),
new RegressionDecisionTreeLearner(7),
new RegressionDecisionTreeLearner(9)
};
var learner = new RegressionEnsembleLearner(learners, new MeanRegressionEnsembleStrategy());
var sut = learner.Learn(observations, targets);
var predictions = sut.Predict(observations);
var metric = new MeanSquaredErrorRegressionMetric();
var actual = metric.Error(targets, predictions);
Assert.AreEqual(0.033195970695970689, actual, 0.0000001);
}
public void RegressionEnsembleModel_GetRawVariableImportance()
{
var(observations, targets) = DataSetUtilities.LoadAptitudeDataSet();
var learners = new IIndexedLearner <double>[]
{
new RegressionDecisionTreeLearner(2),
new RegressionDecisionTreeLearner(5),
new RegressionDecisionTreeLearner(7),
new RegressionDecisionTreeLearner(9)
};
var learner = new RegressionEnsembleLearner(learners, new MeanRegressionEnsembleStrategy());
var sut = learner.Learn(observations, targets);
var actual = sut.GetRawVariableImportance();
var expected = new double[] { 100.0, 3.46067371526717 };
Assert.AreEqual(expected.Length, actual.Length);
for (int i = 0; i < expected.Length; i++)
{
Assert.AreEqual(expected[i], actual[i], 0.000001);
}
}
public void RegressionEnsembleModel_GetRawVariableImportance()
{
var parser = new CsvParser(() => new StringReader(Resources.AptitudeData));
var observations = parser.EnumerateRows(v => v != "Pass").ToF64Matrix();
var targets = parser.EnumerateRows("Pass").ToF64Vector();
var learners = new IIndexedLearner <double>[]
{
new RegressionDecisionTreeLearner(2),
new RegressionDecisionTreeLearner(5),
new RegressionDecisionTreeLearner(7),
new RegressionDecisionTreeLearner(9)
};
var learner = new RegressionEnsembleLearner(learners, new MeanRegressionEnsembleStrategy());
var sut = learner.Learn(observations, targets);
var actual = sut.GetRawVariableImportance();
var expected = new double[] { 100.0, 3.46067371526717 };
Assert.AreEqual(expected.Length, actual.Length);
for (int i = 0; i < expected.Length; i++)
{
Assert.AreEqual(expected[i], actual[i], 0.000001);
}
}
public void RegressionEnsembleLearner_Learn_Indexed()
{
var learners = new IIndexedLearner <double>[]
{
new RegressionDecisionTreeLearner(2),
new RegressionDecisionTreeLearner(5),
new RegressionDecisionTreeLearner(7),
new RegressionDecisionTreeLearner(9)
};
var sut = new RegressionEnsembleLearner(learners, new MeanRegressionEnsembleStrategy());
var parser = new CsvParser(() => new StringReader(Resources.DecisionTreeData));
var observations = parser.EnumerateRows("F1", "F2").ToF64Matrix();
var targets = parser.EnumerateRows("T").ToF64Vector();
var indices = Enumerable.Range(0, 25).ToArray();
var model = sut.Learn(observations, targets, indices);
var predictions = model.Predict(observations);
var evaluator = new MeanSquaredErrorRegressionMetric();
var actual = evaluator.Error(targets, predictions);
Assert.AreEqual(0.13909386278812202, actual, 0.0001);
}
public void RegressionEnsembleLearner_Learn_Bagging()
{
var learners = new IIndexedLearner <double>[]
{
new RegressionDecisionTreeLearner(2),
new RegressionDecisionTreeLearner(5),
new RegressionDecisionTreeLearner(7),
new RegressionDecisionTreeLearner(9)
};
var sut = new RegressionEnsembleLearner(learners, new MeanRegressionEnsembleStrategy(), 0.7);
var(observations, targets) = DataSetUtilities.LoadDecisionTreeDataSet();
var model = sut.Learn(observations, targets);
var predictions = model.Predict(observations);
var evaluator = new MeanSquaredErrorRegressionMetric();
var actual = evaluator.Error(targets, predictions);
Assert.AreEqual(0.0318163057544871, actual, 0.0001);
}
public void RegressionEnsembleLearner_Learn_Indexed()
{
var learners = new IIndexedLearner <double>[]
{
new RegressionDecisionTreeLearner(2),
new RegressionDecisionTreeLearner(5),
new RegressionDecisionTreeLearner(7),
new RegressionDecisionTreeLearner(9)
};
var sut = new RegressionEnsembleLearner(learners, new MeanRegressionEnsembleStrategy());
var(observations, targets) = DataSetUtilities.LoadDecisionTreeDataSet();
var indices = Enumerable.Range(0, 25).ToArray();
var model = sut.Learn(observations, targets, indices);
var predictions = model.Predict(observations);
var evaluator = new MeanSquaredErrorRegressionMetric();
var actual = evaluator.Error(targets, predictions);
Assert.AreEqual(0.13909386278812202, actual, 0.0001);
}
public void RegressionEnsembleModel_GetVariableImportance()
{
var parser = new CsvParser(() => new StringReader(Resources.AptitudeData));
var observations = parser.EnumerateRows(v => v != "Pass").ToF64Matrix();
var targets = parser.EnumerateRows("Pass").ToF64Vector();
var featureNameToIndex = new Dictionary <string, int> {
{ "AptitudeTestScore", 0 },
{ "PreviousExperience_month", 1 }
};
var learners = new IIndexedLearner <double>[]
{
new RegressionDecisionTreeLearner(2),
new RegressionDecisionTreeLearner(5),
new RegressionDecisionTreeLearner(7),
new RegressionDecisionTreeLearner(9)
};
var learner = new RegressionEnsembleLearner(learners, new MeanRegressionEnsembleStrategy());
var sut = learner.Learn(observations, targets);
var actual = sut.GetVariableImportance(featureNameToIndex);
var expected = new Dictionary <string, double> {
{ "PreviousExperience_month", 100.0 },
{ "AptitudeTestScore", 3.46067371526717 }
};
Assert.AreEqual(expected.Count, actual.Count);
var zip = expected.Zip(actual, (e, a) => new { Expected = e, Actual = a });
foreach (var item in zip)
{
Assert.AreEqual(item.Expected.Key, item.Actual.Key);
Assert.AreEqual(item.Expected.Value, item.Actual.Value, 0.000001);
}
}
public void RegressionEnsembleLearner()
{
#region read and split data
// Use StreamReader(filepath) when running from filesystem
var parser = new CsvParser(() => new StringReader(Resources.winequality_white));
var targetName = "quality";
// read feature matrix
var observations = parser.EnumerateRows(c => c != targetName)
.ToF64Matrix();
// read regression targets
var targets = parser.EnumerateRows(targetName)
.ToF64Vector();
// creates training test splitter,
// Since this is a regression problem, we use the random training/test set splitter.
// 30 % of the data is used for the test set.
var splitter = new RandomTrainingTestIndexSplitter <double>(trainingPercentage: 0.7, seed: 24);
var trainingTestSplit = splitter.SplitSet(observations, targets);
var trainSet = trainingTestSplit.TrainingSet;
var testSet = trainingTestSplit.TestSet;
#endregion
// create the list of learners to include in the ensemble
var ensembleLearners = new IIndexedLearner <double>[]
{
new RegressionAdaBoostLearner(maximumTreeDepth: 15),
new RegressionRandomForestLearner(runParallel: false),
new RegressionSquareLossGradientBoostLearner(iterations: 198, learningRate: 0.028, maximumTreeDepth: 12,
subSampleRatio: 0.559, featuresPrSplit: 10, runParallel: false)
};
// create the ensemble learner
var learner = new RegressionEnsembleLearner(learners: ensembleLearners);
// the ensemble learnr combines all the provided learners
// into a single ensemble model.
var model = learner.Learn(trainSet.Observations, trainSet.Targets);
// predict the training and test set.
var trainPredictions = model.Predict(trainSet.Observations);
var testPredictions = model.Predict(testSet.Observations);
// since this is a regression problem we are using square error as metric
// for evaluating how well the model performs.
var metric = new MeanSquaredErrorRegressionMetric();
// measure the error on training and test set.
var trainError = metric.Error(trainSet.Targets, trainPredictions);
var testError = metric.Error(testSet.Targets, testPredictions);
// The ensemble model achieves a lower test error
// then any of the individual models:
// RegressionAdaBoostLearner: 0.4005
// RegressionRandomForestLearner: 0.4037
// RegressionSquareLossGradientBoostLearner: 0.3936
TraceTrainingAndTestError(trainError, testError);
}
