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本文链接地址: Random Forest(随机森林) in ML
引言
随机森林算法是机器学习等领域里的一个比较广泛的算法,它可以用来分类,回归等。随机森林由多个决策树组成,相对单个决策树算法,其效果更好,且不容易出现过度拟合。
其一般构建方法为:
1 构建几棵决策树树,使用装袋方法,用泊松分布或伯努力分布对样本进行分配到每棵树上。
2 从每棵树的根节点开始对属性(feature)进行分割
3 对每个分割点,找到最好的分割方式,把记录分成左右两个子节点,即哪个feature可以更好地使记录最纯,其中每个feature的所有分割点中总会有一个点是记录更纯。一般左子节点比右子节点纯。所谓最纯,就是说所有的数据按这个属性分割后无法用其它属性再分割。
4 子节点如果已最纯,就停止继续分割,否则继续以子节点为当前的根节点按照2,3步骤继续分割。
目前有3种纯度计算公式,Gini,Entropy熵和错误率:
下面以Spark中的一个随机森林的单元测试代码为例分析随机森林模型的构建。
构建随机森林
test("alternating categorical and continuous features with multiclass labels to test indexing") { val arr = Array( LabeledPoint(0.0, Vectors.dense(1.0, 0.0, 0.0, 3.0, 1.0)), //A LabeledPoint(1.0, Vectors.dense(0.0, 1.0, 1.0, 1.0, 2.0)), //B LabeledPoint(0.0, Vectors.dense(2.0, 0.0, 0.0, 6.0, 3.0)), //C LabeledPoint(2.0, Vectors.dense(0.0, 2.0, 1.0, 3.0, 2.0)) //D ) val rdd = sc.parallelize(arr) val categoricalFeatures = Map(0 -> 3, 2 -> 2, 4 -> 4) val numClasses = 3 val rf = new RandomForestClassifier() .setImpurity("Gini") .setMaxDepth(5) .setNumTrees(2) .setFeatureSubsetStrategy("sqrt") .setSeed(12345) compareAPIs(rdd, rf, categoricalFeatures, numClasses) } |
按照属性的分割点进行索引,样本可表示为:
A LabeledPoint(0.0, Vectors.dense(1.0, 0.0, 0.0, 3.0, 1.0)), 1 0 0 1 1 B LabeledPoint(1.0, Vectors.dense(0.0, 1.0, 1.0, 1.0, 2.0)), 0 1 1 0 2 C LabeledPoint(0.0, Vectors.dense(2.0, 0.0, 0.0, 6.0, 3.0)), 2 0 0 2 3 D LabeledPoint(2.0, Vectors.dense(0.0, 2.0, 1.0, 3.0, 2.0)) 0 2 1 1 2
下面代码抽样装袋后,本例可以构建为如下2棵树:(抽样的一种结果,其中tree1的3个feature和tree2的3个feature也是随机选择的)
tree 1(feature:0 1 3) tree 0(feature:0 1 4) node 1(node index:0) node 1(node index:1) 样本 B A 3次B样本 feature0 010 000 000 030 100 000 feature1 000 010 000 100 030 000 feature2 feature3 010 000 000 feature4 000 100 030 000
上面的010 000 000等数据是DTStatsAggregator类中的allStats变量的值。
tree 1中allStats的数据可解读为feature 0, feature 1和feature 3顺序排列,各占9位。
每个feature含有3个bin(桶)(属性分割后),每个bin有3位,分别记录3个分类的数量。
如feature0 010 000 000理解为feature 0的第0个bin的分类1有1个样本。
如feature4 000 100 030 000理解为feature 4的第1个bin的分类0有1个样本,第2个bin的分类1有3个样本。
这些都是根据输入样本统计出的结果。
下面通过代码注解分析代码。
代码分析
run入口方法
def run( input: RDD[LabeledPoint], strategy: OldStrategy, numTrees: Int, featureSubsetStrategy: String, seed: Long, instr: Option[Instrumentation[_]], parentUID: Option[String] = None): Array[DecisionTreeModel] = { val timer = new TimeTracker() timer.start("total") timer.start("init") val retaggedInput = input.retag(classOf[LabeledPoint]) ...... // Find the splits and the corresponding bins (interval between the splits) using a sample // of the input data. timer.start("findSplits") val splits = findSplits(retaggedInput, metadata, seed) timer.stop("findSplits") logDebug("numBins: feature: number of bins") logDebug(Range(0, metadata.numFeatures).map { featureIndex => s"\t$featureIndex\t${metadata.numBins(featureIndex)}" }.mkString("\n")) // Bin feature values (TreePoint representation). // Cache input RDD for speedup during multiple passes.对连续的属性进行装桶,例如2.0, 0.0, 0.0, 6.0, 3.0装桶后为2 0 0 2 3,6变成了2。 val treeInput = TreePoint.convertToTreeRDD(retaggedInput, splits, metadata) val withReplacement = numTrees > 1//当树大于1棵树,进行放回的抽样 //用抽样算法对输入数据进行装袋 val baggedInput = BaggedPoint .convertToBaggedRDD(treeInput, strategy.subsamplingRate, numTrees, withReplacement, seed) .persist(StorageLevel.MEMORY_AND_DISK) // depth of the decision tree val maxDepth = strategy.maxDepth require(maxDepth <= 30, s"DecisionTree currently only supports maxDepth <= 30, but was given maxDepth = $maxDepth.") ...... /* Stack of nodes to train: (treeIndex, node) The reason this is a stack is that we train many trees at once, but we want to focus on completing trees, rather than training all simultaneously. If we are splitting nodes from 1 tree, then the new nodes to split will be put at the top of this stack, so we will continue training the same tree in the next iteration. This focus allows us to send fewer trees to workers on each iteration; see topNodesForGroup below. */ val nodeStack = new mutable.Stack[(Int, LearningNode)] //nodeStack用来存储每一次递归需要的节点node val rng = new Random() rng.setSeed(seed) // Allocate and queue root nodes.创建2个根节点 val topNodes = Array.fill[LearningNode](numTrees)(LearningNode.emptyNode(nodeIndex = 1)) Range(0, numTrees).foreach(treeIndex => nodeStack.push((treeIndex, topNodes(treeIndex)))) timer.stop("init") while (nodeStack.nonEmpty) { // Collect some nodes to split, and choose features for each node (if subsampling). // Each group of nodes may come from one or multiple trees, and at multiple levels. //nodesForGroup保存需要分割的节点: treeIndex --> nodes in tree. //treeToNodeToIndexInfo 保存每个节点选择的feature信息: treeIndex --> (global) node index --> (node index in group, feature indices). val (nodesForGroup, treeToNodeToIndexInfo) = RandomForest.selectNodesToSplit(nodeStack, maxMemoryUsage, metadata, rng) // Sanity check (should never occur): assert(nodesForGroup.nonEmpty, s"RandomForest selected empty nodesForGroup. Error for unknown reason.") // Only send trees to worker if they contain nodes being split this iteration. val topNodesForGroup: Map[Int, LearningNode] = nodesForGroup.keys.map(treeIdx => treeIdx -> topNodes(treeIdx)).toMap // Choose node splits, and enqueue new nodes as needed.找到当前节点最好的分割点,即哪个feature,哪个bin timer.start("findBestSplits") RandomForest.findBestSplits(baggedInput, metadata, topNodesForGroup, nodesForGroup, treeToNodeToIndexInfo, splits, nodeStack, timer, nodeIdCache) timer.stop("findBestSplits") } baggedInput.unpersist() timer.stop("total") logInfo("Internal timing for DecisionTree:") logInfo(s"$timer") // Delete any remaining checkpoints used for node Id cache. if (nodeIdCache.nonEmpty) { try { nodeIdCache.get.deleteAllCheckpoints() } catch { case e: IOException => logWarning(s"delete all checkpoints failed. Error reason: ${e.getMessage}") } } val numFeatures = metadata.numFeatures parentUID match { case Some(uid) => if (strategy.algo == OldAlgo.Classification) { topNodes.map { rootNode => new DecisionTreeClassificationModel(uid, rootNode.toNode, numFeatures, strategy.getNumClasses) } } else { topNodes.map { rootNode => new DecisionTreeRegressionModel(uid, rootNode.toNode, numFeatures) } } case None => if (strategy.algo == OldAlgo.Classification) { topNodes.map { rootNode => new DecisionTreeClassificationModel(rootNode.toNode, numFeatures, strategy.getNumClasses) } } else { topNodes.map(rootNode => new DecisionTreeRegressionModel(rootNode.toNode, numFeatures)) } } } |
findBestSplits
/** * Given a group of nodes, this finds the best split for each node. * * @param input Training data: RDD of [[TreePoint]] * @param metadata Learning and dataset metadata * @param topNodesForGroup For each tree in group, tree index -> root node. * Used for matching instances with nodes. * @param nodesForGroup Mapping: treeIndex --> nodes to be split in tree * @param treeToNodeToIndexInfo Mapping: treeIndex --> nodeIndex --> nodeIndexInfo, * where nodeIndexInfo stores the index in the group and the * feature subsets (if using feature subsets). * @param splits possible splits for all features, indexed (numFeatures)(numSplits) * @param nodeStack Queue of nodes to split, with values (treeIndex, node). * Updated with new non-leaf nodes which are created. * @param nodeIdCache Node Id cache containing an RDD of Array[Int] where * each value in the array is the data point's node Id * for a corresponding tree. This is used to prevent the need * to pass the entire tree to the executors during * the node stat aggregation phase. */ private[tree] def findBestSplits( input: RDD[BaggedPoint[TreePoint]], metadata: DecisionTreeMetadata, topNodesForGroup: Map[Int, LearningNode], nodesForGroup: Map[Int, Array[LearningNode]], treeToNodeToIndexInfo: Map[Int, Map[Int, NodeIndexInfo]], splits: Array[Array[Split]], nodeStack: mutable.Stack[(Int, LearningNode)], timer: TimeTracker = new TimeTracker, nodeIdCache: Option[NodeIdCache] = None): Unit = { /* * The high-level descriptions of the best split optimizations are noted here. * * *Group-wise training* * We perform bin calculations for groups of nodes to reduce the number of * passes over the data. Each iteration requires more computation and storage, * but saves several iterations over the data. * * *Bin-wise computation* * We use a bin-wise best split computation strategy instead of a straightforward best split * computation strategy. Instead of analyzing each sample for contribution to the left/right * child node impurity of every split, we first categorize each feature of a sample into a * bin. We exploit this structure to calculate aggregates for bins and then use these aggregates * to calculate information gain for each split. * * *Aggregation over partitions* * Instead of performing a flatMap/reduceByKey operation, we exploit the fact that we know * the number of splits in advance. Thus, we store the aggregates (at the appropriate * indices) in a single array for all bins and rely upon the RDD aggregate method to * drastically reduce the communication overhead. */ // numNodes: Number of nodes in this group val numNodes = nodesForGroup.values.map(_.length).sum logDebug("numNodes = " + numNodes) logDebug("numFeatures = " + metadata.numFeatures) logDebug("numClasses = " + metadata.numClasses) logDebug("isMulticlass = " + metadata.isMulticlass) logDebug("isMulticlassWithCategoricalFeatures = " + metadata.isMulticlassWithCategoricalFeatures) logDebug("using nodeIdCache = " + nodeIdCache.nonEmpty.toString) /** * Performs a sequential aggregation over a partition for a particular tree and node. * * For each feature, the aggregate sufficient statistics are updated for the relevant * bins. * * @param treeIndex Index of the tree that we want to perform aggregation for. * @param nodeInfo The node info for the tree node. * @param agg Array storing aggregate calculation, with a set of sufficient statistics * for each (node, feature, bin). * @param baggedPoint Data point being aggregated. */ //这个方法就如上面例子所说的,把node的每个feature每个bin对输入的样本进行统计,输出DTStatsAggregator def nodeBinSeqOp( treeIndex: Int, nodeInfo: NodeIndexInfo, agg: Array[DTStatsAggregator], baggedPoint: BaggedPoint[TreePoint]): Unit = { if (nodeInfo != null) { val aggNodeIndex = nodeInfo.nodeIndexInGroup val featuresForNode = nodeInfo.featureSubset val instanceWeight = baggedPoint.subsampleWeights(treeIndex) if (metadata.unorderedFeatures.isEmpty) { orderedBinSeqOp(agg(aggNodeIndex), baggedPoint.datum, instanceWeight, featuresForNode) } else { mixedBinSeqOp(agg(aggNodeIndex), baggedPoint.datum, splits, metadata.unorderedFeatures, instanceWeight, featuresForNode) } agg(aggNodeIndex).updateParent(baggedPoint.datum.label, instanceWeight) } } /** * Performs a sequential aggregation over a partition. * * Each data point contributes to one node. For each feature, * the aggregate sufficient statistics are updated for the relevant bins. * * @param agg Array storing aggregate calculation, with a set of sufficient statistics for * each (node, feature, bin). * @param baggedPoint Data point being aggregated. * @return agg */ def binSeqOp( agg: Array[DTStatsAggregator], baggedPoint: BaggedPoint[TreePoint]): Array[DTStatsAggregator] = { treeToNodeToIndexInfo.foreach { case (treeIndex, nodeIndexToInfo) => val nodeIndex = topNodesForGroup(treeIndex).predictImpl(baggedPoint.datum.binnedFeatures, splits) nodeBinSeqOp(treeIndex, nodeIndexToInfo.getOrElse(nodeIndex, null), agg, baggedPoint) } agg } /** * Do the same thing as binSeqOp, but with nodeIdCache. */ def binSeqOpWithNodeIdCache( agg: Array[DTStatsAggregator], dataPoint: (BaggedPoint[TreePoint], Array[Int])): Array[DTStatsAggregator] = { treeToNodeToIndexInfo.foreach { case (treeIndex, nodeIndexToInfo) => val baggedPoint = dataPoint._1 val nodeIdCache = dataPoint._2 val nodeIndex = nodeIdCache(treeIndex) nodeBinSeqOp(treeIndex, nodeIndexToInfo.getOrElse(nodeIndex, null), agg, baggedPoint) } agg } /** * Get node index in group --> features indices map, * which is a short cut to find feature indices for a node given node index in group. */ //获取每个node对于的features map def getNodeToFeatures( treeToNodeToIndexInfo: Map[Int, Map[Int, NodeIndexInfo]]): Option[Map[Int, Array[Int]]] = { if (!metadata.subsamplingFeatures) { None } else { val mutableNodeToFeatures = new mutable.HashMap[Int, Array[Int]]() treeToNodeToIndexInfo.values.foreach { nodeIdToNodeInfo => nodeIdToNodeInfo.values.foreach { nodeIndexInfo => assert(nodeIndexInfo.featureSubset.isDefined) mutableNodeToFeatures(nodeIndexInfo.nodeIndexInGroup) = nodeIndexInfo.featureSubset.get } } Some(mutableNodeToFeatures.toMap) } } // array of nodes to train indexed by node index in group val nodes = new Array[LearningNode](numNodes) nodesForGroup.foreach { case (treeIndex, nodesForTree) => nodesForTree.foreach { node => nodes(treeToNodeToIndexInfo(treeIndex)(node.id).nodeIndexInGroup) = node } } // Calculate best splits for all nodes in the group timer.start("chooseSplits") // In each partition, iterate all instances and compute aggregate stats for each node, // yield a (nodeIndex, nodeAggregateStats) pair for each node. // After a `reduceByKey` operation, // stats of a node will be shuffled to a particular partition and be combined together, // then best splits for nodes are found there. // Finally, only best Splits for nodes are collected to driver to construct decision tree. val nodeToFeatures = getNodeToFeatures(treeToNodeToIndexInfo) val nodeToFeaturesBc = input.sparkContext.broadcast(nodeToFeatures) val partitionAggregates: RDD[(Int, DTStatsAggregator)] = if (nodeIdCache.nonEmpty) { input.zip(nodeIdCache.get.nodeIdsForInstances).mapPartitions { points => // Construct a nodeStatsAggregators array to hold node aggregate stats, // each node will have a nodeStatsAggregator val nodeStatsAggregators = Array.tabulate(numNodes) { nodeIndex => val featuresForNode = nodeToFeaturesBc.value.map { nodeToFeatures => nodeToFeatures(nodeIndex) } new DTStatsAggregator(metadata, featuresForNode) } // iterator all instances in current partition and update aggregate stats points.foreach(binSeqOpWithNodeIdCache(nodeStatsAggregators, _)) // transform nodeStatsAggregators array to (nodeIndex, nodeAggregateStats) pairs, // which can be combined with other partition using `reduceByKey` nodeStatsAggregators.view.zipWithIndex.map(_.swap).iterator } } else { input.mapPartitions { points => // Construct a nodeStatsAggregators array to hold node aggregate stats, // each node will have a nodeStatsAggregator //对此次迭代的每个节点创建一个DTStatsAggregator用来统计决策树分析结果 val nodeStatsAggregators = Array.tabulate(numNodes) { nodeIndex => val featuresForNode = nodeToFeaturesBc.value.flatMap { nodeToFeatures => Some(nodeToFeatures(nodeIndex)) } new DTStatsAggregator(metadata, featuresForNode) } // iterator all instances in current partition and update aggregate stats //统计输入样本,更新每个节点的feature,bin的数量信息 points.foreach(binSeqOp(nodeStatsAggregators, _)) // transform nodeStatsAggregators array to (nodeIndex, nodeAggregateStats) pairs, // which can be combined with other partition using `reduceByKey` nodeStatsAggregators.view.zipWithIndex.map(_.swap).iterator } } val nodeToBestSplits = partitionAggregates.reduceByKey((a, b) => a.merge(b)).map { case (nodeIndex, aggStats) => val featuresForNode = nodeToFeaturesBc.value.flatMap { nodeToFeatures => Some(nodeToFeatures(nodeIndex)) } // find best split for each node //得到分割最好的split,stats为其不纯的状态信息 val (split: Split, stats: ImpurityStats) = binsToBestSplit(aggStats, splits, featuresForNode, nodes(nodeIndex)) (nodeIndex, (split, stats)) }.collectAsMap() timer.stop("chooseSplits") val nodeIdUpdaters = if (nodeIdCache.nonEmpty) { Array.fill[mutable.Map[Int, NodeIndexUpdater]]( metadata.numTrees)(mutable.Map[Int, NodeIndexUpdater]()) } else { null } // Iterate over all nodes in this group. //对每颗树,每棵树中的每个节点进行迭代 nodesForGroup.foreach { case (treeIndex, nodesForTree) => nodesForTree.foreach { node => val nodeIndex = node.id val nodeInfo = treeToNodeToIndexInfo(treeIndex)(nodeIndex) val aggNodeIndex = nodeInfo.nodeIndexInGroup val (split: Split, stats: ImpurityStats) = nodeToBestSplits(aggNodeIndex) logDebug("best split = " + split) // Extract info for this node. Create children if not leaf. val isLeaf = (stats.gain <= 0) || (LearningNode.indexToLevel(nodeIndex) == metadata.maxDepth) node.isLeaf = isLeaf node.stats = stats logDebug("Node = " + node) //如果当前节点不是叶节点,则构建当前节点左右子节点。 if (!isLeaf) { node.split = Some(split) val childIsLeaf = (LearningNode.indexToLevel(nodeIndex) + 1) == metadata.maxDepth val leftChildIsLeaf = childIsLeaf || (stats.leftImpurity == 0.0) val rightChildIsLeaf = childIsLeaf || (stats.rightImpurity == 0.0) node.leftChild = Some(LearningNode(LearningNode.leftChildIndex(nodeIndex), leftChildIsLeaf, ImpurityStats.getEmptyImpurityStats(stats.leftImpurityCalculator))) node.rightChild = Some(LearningNode(LearningNode.rightChildIndex(nodeIndex), rightChildIsLeaf, ImpurityStats.getEmptyImpurityStats(stats.rightImpurityCalculator))) if (nodeIdCache.nonEmpty) { val nodeIndexUpdater = NodeIndexUpdater( split = split, nodeIndex = nodeIndex) nodeIdUpdaters(treeIndex).put(nodeIndex, nodeIndexUpdater) } //如果某个子节点不是叶节点且不纯,则push节点到nodeStack进行下一次迭代,知道整棵树都纯或达到最大层终止。 // enqueue left child and right child if they are not leaves if (!leftChildIsLeaf) { nodeStack.push((treeIndex, node.leftChild.get)) } if (!rightChildIsLeaf) { nodeStack.push((treeIndex, node.rightChild.get)) } logDebug("leftChildIndex = " + node.leftChild.get.id + ", impurity = " + stats.leftImpurity) logDebug("rightChildIndex = " + node.rightChild.get.id + ", impurity = " + stats.rightImpurity) } } } if (nodeIdCache.nonEmpty) { // Update the cache if needed. nodeIdCache.get.updateNodeIndices(input, nodeIdUpdaters, splits) } } |
binsToBestSplit
/** * Find the best split for a node. * * @param binAggregates Bin statistics. * @return tuple for best split: (Split, information gain, prediction at node) */ private[tree] def binsToBestSplit( binAggregates: DTStatsAggregator, splits: Array[Array[Split]], featuresForNode: Option[Array[Int]], node: LearningNode): (Split, ImpurityStats) = { // Calculate InformationGain and ImpurityStats if current node is top node val level = LearningNode.indexToLevel(node.id) var gainAndImpurityStats: ImpurityStats = if (level == 0) { null } else { node.stats } val validFeatureSplits = Range(0, binAggregates.metadata.numFeaturesPerNode).view.map { featureIndexIdx => featuresForNode.map(features => (featureIndexIdx, features(featureIndexIdx))) .getOrElse((featureIndexIdx, featureIndexIdx)) }.withFilter { case (_, featureIndex) => binAggregates.metadata.numSplits(featureIndex) != 0 } // For each (feature, split), calculate the gain, and select the best (feature, split). val (bestSplit, bestSplitStats) = validFeatureSplits.map { case (featureIndexIdx, featureIndex) => //对node中的每个feature,找到其最纯的bin split。 val numSplits = binAggregates.metadata.numSplits(featureIndex) if (binAggregates.metadata.isContinuous(featureIndex)) { // Cumulative sum (scanLeft) of bin statistics. // Afterwards, binAggregates for a bin is the sum of aggregates for // that bin + all preceding bins. val nodeFeatureOffset = binAggregates.getFeatureOffset(featureIndexIdx) var splitIndex = 0 while (splitIndex < numSplits) { binAggregates.mergeForFeature(nodeFeatureOffset, splitIndex + 1, splitIndex) splitIndex += 1 } // Find best split. val (bestFeatureSplitIndex, bestFeatureGainStats) = //对连续的每两个桶bin进行纯度计算,纯度最大的胜出。 //如上例中的feature1 000 010 000按000 010和010 000分别计算并得到纯度。 //如上例中的feature1 100 030 000按100 030和030 000分别计算并得到纯度。 Range(0, numSplits).map { case splitIdx => val leftChildStats = binAggregates.getImpurityCalculator(nodeFeatureOffset, splitIdx) val rightChildStats = binAggregates.getImpurityCalculator(nodeFeatureOffset, numSplits) rightChildStats.subtract(leftChildStats) gainAndImpurityStats = calculateImpurityStats(gainAndImpurityStats, leftChildStats, rightChildStats, binAggregates.metadata) (splitIdx, gainAndImpurityStats) }.maxBy(_._2.gain) (splits(featureIndex)(bestFeatureSplitIndex), bestFeatureGainStats) } else if (binAggregates.metadata.isUnordered(featureIndex)) { // Unordered categorical feature val leftChildOffset = binAggregates.getFeatureOffset(featureIndexIdx) val (bestFeatureSplitIndex, bestFeatureGainStats) = Range(0, numSplits).map { splitIndex => val leftChildStats = binAggregates.getImpurityCalculator(leftChildOffset, splitIndex) val rightChildStats = binAggregates.getParentImpurityCalculator() .subtract(leftChildStats) gainAndImpurityStats = calculateImpurityStats(gainAndImpurityStats, leftChildStats, rightChildStats, binAggregates.metadata) (splitIndex, gainAndImpurityStats) }.maxBy(_._2.gain) (splits(featureIndex)(bestFeatureSplitIndex), bestFeatureGainStats) } else { //同理,这是对非连续的feature进行处理,如feature0,feature2和feature4 // // Ordered categorical feature val nodeFeatureOffset = binAggregates.getFeatureOffset(featureIndexIdx) val numCategories = binAggregates.metadata.numBins(featureIndex) /* Each bin is one category (feature value). * The bins are ordered based on centroidForCategories, and this ordering determines which * splits are considered. (With K categories, we consider K - 1 possible splits.) * * centroidForCategories is a list: (category, centroid) */ val centroidForCategories = Range(0, numCategories).map { case featureValue => val categoryStats = binAggregates.getImpurityCalculator(nodeFeatureOffset, featureValue) val centroid = if (categoryStats.count != 0) { if (binAggregates.metadata.isMulticlass) { // multiclass classification // For categorical variables in multiclass classification, // the bins are ordered by the impurity of their corresponding labels. categoryStats.calculate() } else if (binAggregates.metadata.isClassification) { // binary classification // For categorical variables in binary classification, // the bins are ordered by the count of class 1. categoryStats.stats(1) } else { // regression // For categorical variables in regression and binary classification, // the bins are ordered by the prediction. categoryStats.predict } } else { Double.MaxValue } (featureValue, centroid) //如feature0 030 100 000 为 (0,0.0),(1,0.0),(2,1.7976931348623157E308) //如feature4 000 100 030 000 为(0,1.7976931348623157E308),(1,0.0),(2,0.0),(3,1.7976931348623157E308) } logDebug("Centroids for categorical variable: " + centroidForCategories.mkString(",")) // bins sorted by centroids val categoriesSortedByCentroid = centroidForCategories.toList.sortBy(_._2) logDebug("Sorted centroids for categorical variable = " + categoriesSortedByCentroid.mkString(",")) // Cumulative sum (scanLeft) of bin statistics. // Afterwards, binAggregates for a bin is the sum of aggregates for // that bin + all preceding bins. var splitIndex = 0 while (splitIndex < numSplits) { val currentCategory = categoriesSortedByCentroid(splitIndex)._1 val nextCategory = categoriesSortedByCentroid(splitIndex + 1)._1 binAggregates.mergeForFeature(nodeFeatureOffset, nextCategory, currentCategory) splitIndex += 1 } // lastCategory = index of bin with total aggregates for this (node, feature) val lastCategory = categoriesSortedByCentroid.last._1 // Find best split. val (bestFeatureSplitIndex, bestFeatureGainStats) = Range(0, numSplits).map { splitIndex => val featureValue = categoriesSortedByCentroid(splitIndex)._1 val leftChildStats = binAggregates.getImpurityCalculator(nodeFeatureOffset, featureValue) val rightChildStats = binAggregates.getImpurityCalculator(nodeFeatureOffset, lastCategory) rightChildStats.subtract(leftChildStats) gainAndImpurityStats = calculateImpurityStats(gainAndImpurityStats, leftChildStats, rightChildStats, binAggregates.metadata) (splitIndex, gainAndImpurityStats) }.maxBy(_._2.gain) val categoriesForSplit = categoriesSortedByCentroid.map(_._1.toDouble).slice(0, bestFeatureSplitIndex + 1) val bestFeatureSplit = new CategoricalSplit(featureIndex, categoriesForSplit.toArray, numCategories) (bestFeatureSplit, bestFeatureGainStats) } }.maxBy(_._2.gain) (bestSplit, bestSplitStats) } |
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