/// <summary>
/// Searches for the best split using a brute force approach on all unique threshold values.
/// The implementation assumes that the features and targets have been sorted
/// together using the features as sort criteria
/// </summary>
/// <param name="impurityCalculator"></param>
/// <param name="feature"></param>
/// <param name="targets"></param>
/// <param name="parentInterval"></param>
/// <param name="parentImpurity"></param>
/// <returns></returns>
public SplitResult FindBestSplit(IImpurityCalculator impurityCalculator, double[] feature, double[] targets,
Interval1D parentInterval, double parentImpurity)
{
var bestSplitIndex = -1;
var bestThreshold = 0.0;
var bestImpurityImprovement = 0.0;
var bestImpurityLeft = 0.0;
var bestImpurityRight = 0.0;
int prevSplit = parentInterval.FromInclusive;
var prevValue = feature[prevSplit];
var prevTarget = targets[prevSplit];
impurityCalculator.UpdateInterval(parentInterval);
for (int j = prevSplit + 1; j < parentInterval.ToExclusive; j++)
{
var currentValue = feature[j];
var currentTarget = targets[j];
if (prevValue != currentValue)
{
var currentSplit = j;
var leftSize = (double)(currentSplit - parentInterval.FromInclusive);
var rightSize = (double)(parentInterval.ToExclusive - currentSplit);
if (Math.Min(leftSize, rightSize) >= m_minimumSplitSize)
{
impurityCalculator.UpdateIndex(currentSplit);
if ((impurityCalculator.WeightedLeft < m_minimumLeafWeight) ||
(impurityCalculator.WeightedRight < m_minimumLeafWeight))
{
continue;
}
var improvement = impurityCalculator.ImpurityImprovement(parentImpurity);
if (improvement > bestImpurityImprovement)
{
var childImpurities = impurityCalculator.ChildImpurities(); // could be avoided
bestImpurityImprovement = improvement;
bestThreshold = (currentValue + prevValue) * 0.5;
bestSplitIndex = currentSplit;
bestImpurityLeft = childImpurities.Left;
bestImpurityRight = childImpurities.Right;
}
prevSplit = j;
}
}
prevValue = currentValue;
prevTarget = currentTarget;
}
return(new SplitResult(bestSplitIndex, bestThreshold,
bestImpurityImprovement, bestImpurityLeft, bestImpurityRight));
}
/// <summary>
///
/// </summary>
/// <param name="impurityCalculator"></param>
/// <param name="feature"></param>
/// <param name="targets"></param>
/// <param name="parentInterval"></param>
/// <param name="parentImpurity"></param>
/// <returns></returns>
public SplitResult FindBestSplit(IImpurityCalculator impurityCalculator, double[] feature, double[] targets, Interval1D parentInterval, double parentImpurity)
{
var min = double.MaxValue;
var max = double.MinValue;
for (int i = parentInterval.FromInclusive; i < parentInterval.ToExclusive; i++)
{
var value = feature[i];
if (value < min)
{
min = value;
}
else if (value > max)
{
max = value;
}
}
if (min == max)
{
return(SplitResult.Initial());
}
var threshold = RandomThreshold(min, max);
if (threshold == max)
{
threshold = min;
}
var splitIndex = -1;
var impurityImprovement = 0.0;
var impurityLeft = 0.0;
var impurityRight = 0.0;
var currentFeature = double.MinValue;
for (int i = parentInterval.FromInclusive; i < parentInterval.ToExclusive; i++)
{
var leftSize = (double)(i - parentInterval.FromInclusive);
var rightSize = (double)(parentInterval.ToExclusive - i);
currentFeature = feature[i];
if (currentFeature > threshold && Math.Min(leftSize, rightSize) >= m_minimumSplitSize)
{
splitIndex = i;
impurityCalculator.UpdateInterval(parentInterval);
impurityCalculator.UpdateIndex(i);
impurityImprovement = impurityCalculator.ImpurityImprovement(parentImpurity);
var childImpurities = impurityCalculator.ChildImpurities();
impurityLeft = childImpurities.Left;
impurityRight = childImpurities.Right;
break;
}
}
return(new SplitResult(splitIndex, threshold, impurityImprovement,
impurityLeft, impurityRight));
}