linfa_trees/decision_trees/algorithm.rs
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929
//! Linear decision trees
//!
use std::cmp::Ordering;
use std::collections::{HashMap, HashSet, VecDeque};
use std::hash::{Hash, Hasher};
use linfa::dataset::AsSingleTargets;
use ndarray::{Array1, ArrayBase, Axis, Data, Ix1, Ix2};
use super::NodeIter;
use super::Tikz;
use super::{DecisionTreeValidParams, SplitQuality};
use linfa::{
dataset::{Labels, Records},
error::Error,
error::Result,
traits::*,
DatasetBase, Float, Label,
};
#[cfg(feature = "serde")]
use serde_crate::{Deserialize, Serialize};
/// RowMask tracks observations
///
/// The decision tree algorithm splits observations at a certain split value for a specific feature. The
/// left and right children can then only use a certain number of observations. In order to track
/// that, the observations are masked with a boolean vector, hiding all observations which are not
/// applicable in a lower tree.
struct RowMask {
mask: Vec<bool>,
nsamples: usize,
}
impl RowMask {
/// Generates a RowMask without hidden observations
///
/// ### Parameters
///
/// * `nsamples`: the total number of observations
///
fn all(nsamples: usize) -> Self {
RowMask {
mask: vec![true; nsamples],
nsamples,
}
}
/// Generates a RowMask where all observations are hidden
///
/// ### Parameters
///
/// * `nsamples`: the total number of observations
fn none(nsamples: usize) -> Self {
RowMask {
mask: vec![false; nsamples],
nsamples: 0,
}
}
/// Sets the observation at the specified index as visible
///
/// ### Parameters
///
/// * `idx`: the index of the observation to turn visible
///
/// ### Panics
///
/// If `idx` is out of bounds
///
fn mark(&mut self, idx: usize) {
self.mask[idx] = true;
self.nsamples += 1;
}
}
/// Sorted values of observations with indices (always for a particular feature)
struct SortedIndex<'a, F: Float> {
feature_name: &'a str,
sorted_values: Vec<(usize, F)>,
}
impl<'a, F: Float> SortedIndex<'a, F> {
/// Sorts the values of a given feature in ascending order
///
/// ### Parameters
///
/// * `x`: the observations to sort
/// * `feature_idx`: the index of the feature on whch to sort the data
/// * `feature_name`: the human readable name of the feature
///
/// ### Returns
///
/// A sorted vector of (index, value) pairs obtained by sorting the observations by
/// the value of the specified feature.
fn of_array_column(
x: &ArrayBase<impl Data<Elem = F>, Ix2>,
feature_idx: usize,
feature_name: &'a str,
) -> Self {
let sliced_column: Vec<F> = x.index_axis(Axis(1), feature_idx).to_vec();
let mut pairs: Vec<(usize, F)> = sliced_column.into_iter().enumerate().collect();
pairs.sort_by(|a, b| a.1.partial_cmp(&b.1).unwrap_or(Ordering::Greater));
SortedIndex {
sorted_values: pairs,
feature_name,
}
}
}
#[cfg_attr(
feature = "serde",
derive(Serialize, Deserialize),
serde(crate = "serde_crate")
)]
#[derive(Debug, Clone)]
/// A node in the decision tree
pub struct TreeNode<F, L> {
feature_idx: usize,
feature_name: String,
split_value: F,
impurity_decrease: F,
left_child: Option<Box<TreeNode<F, L>>>,
right_child: Option<Box<TreeNode<F, L>>>,
leaf_node: bool,
prediction: L,
depth: usize,
}
impl<F: Float, L: Label> Hash for TreeNode<F, L> {
fn hash<H: Hasher>(&self, state: &mut H) {
let data: Vec<u64> = vec![self.feature_idx as u64, self.leaf_node as u64];
data.hash(state);
}
}
impl<F, L> Eq for TreeNode<F, L> {}
impl<F, L> PartialEq for TreeNode<F, L> {
fn eq(&self, other: &Self) -> bool {
self.feature_idx == other.feature_idx
}
}
impl<F: Float, L: Label + std::fmt::Debug> TreeNode<F, L> {
fn empty_leaf(prediction: L, depth: usize) -> Self {
TreeNode {
feature_idx: 0,
feature_name: "".to_string(),
split_value: F::zero(),
impurity_decrease: F::zero(),
left_child: None,
right_child: None,
leaf_node: true,
prediction,
depth,
}
}
/// Returns true if the node has no children
pub fn is_leaf(&self) -> bool {
self.leaf_node
}
/// Returns the depth of the node in the decision tree
pub fn depth(&self) -> usize {
self.depth
}
/// Returns `Some(prediction)` for leaf nodes and `None` for internal nodes.
pub fn prediction(&self) -> Option<L> {
if self.is_leaf() {
Some(self.prediction.clone())
} else {
None
}
}
/// Returns both children, first left then right
pub fn children(&self) -> Vec<&Option<Box<TreeNode<F, L>>>> {
vec![&self.left_child, &self.right_child]
}
/// Return the split (feature index, value) and its impurity decrease
pub fn split(&self) -> (usize, F, F) {
(self.feature_idx, self.split_value, self.impurity_decrease)
}
/// Returns the name of the feature used in the split if the node is internal,
/// `None` otherwise
pub fn feature_name(&self) -> Option<&String> {
if self.leaf_node {
None
} else {
Some(&self.feature_name)
}
}
/// Recursively fits the node
fn fit<D: Data<Elem = F>, T: AsSingleTargets<Elem = L> + Labels<Elem = L>>(
data: &DatasetBase<ArrayBase<D, Ix2>, T>,
mask: &RowMask,
hyperparameters: &DecisionTreeValidParams<F, L>,
sorted_indices: &[SortedIndex<F>],
depth: usize,
) -> Result<Self> {
// compute weighted frequencies for target classes
let parent_class_freq = data.label_frequencies_with_mask(&mask.mask);
// set our prediction for this subset to the modal class
let prediction = find_modal_class(&parent_class_freq);
// get targets from dataset
let target = data.as_single_targets();
// return empty leaf when we don't have enough samples or the maximal depth is reached
if (mask.nsamples as f32) < hyperparameters.min_weight_split()
|| hyperparameters
.max_depth()
.map(|max_depth| depth >= max_depth)
.unwrap_or(false)
{
return Ok(Self::empty_leaf(prediction, depth));
}
// Find best split for current level
let mut best = None;
// Iterate over all features
for (feature_idx, sorted_index) in sorted_indices.iter().enumerate() {
let mut right_class_freq = parent_class_freq.clone();
let mut left_class_freq = HashMap::new();
// We keep a running total of the aggregate weight in the right split
// to avoid having to sum over the hash map
let total_weight = parent_class_freq.values().sum::<f32>();
let mut weight_on_right_side = total_weight;
let mut weight_on_left_side = 0.0;
// We start by putting all available observations in the right subtree
// and then move the (sorted by `feature_idx`) observations one by one to
// the left subtree and evaluate the quality of the resulting split. At each
// iteration, the obtained split is compared with `best`, in order
// to find the best possible split.
// The resulting split will then have the observations with a value of their `feature_idx`
// feature smaller than the split value in the left subtree and the others still in the right
// subtree
for i in 0..mask.mask.len() - 1 {
// (index of the observation, value of its `feature_idx` feature)
let (presorted_index, mut split_value) = sorted_index.sorted_values[i];
// Skip if the observation is unavailable in this subtree
if !mask.mask[presorted_index] {
continue;
}
// Target and weight of the current observation
let sample_class = &target[presorted_index];
let sample_weight = data.weight_for(presorted_index);
// Move the observation from the right subtree to the left subtree
// Decrement the weight on the class for this sample on the right
// side by the weight of this sample
*right_class_freq.get_mut(sample_class).unwrap() -= sample_weight;
weight_on_right_side -= sample_weight;
// Increment the weight on the class for this sample on the
// right side by the weight of this sample
*left_class_freq.entry(sample_class.clone()).or_insert(0.0) += sample_weight;
weight_on_left_side += sample_weight;
// Continue if the next value is equal, so that equal values end up in the same subtree
if (sorted_index.sorted_values[i].1 - sorted_index.sorted_values[i + 1].1).abs()
< F::cast(1e-5)
{
continue;
}
// If the split would result in too few samples in a leaf
// then skip computing the quality
if weight_on_right_side < hyperparameters.min_weight_leaf()
|| weight_on_left_side < hyperparameters.min_weight_leaf()
{
continue;
}
// Calculate the quality of each resulting subset of the dataset
let (left_score, right_score) = match hyperparameters.split_quality() {
SplitQuality::Gini => (
gini_impurity(&right_class_freq),
gini_impurity(&left_class_freq),
),
SplitQuality::Entropy => {
(entropy(&right_class_freq), entropy(&left_class_freq))
}
};
// Weight the qualities based on the number of samples in each subset
let w = weight_on_right_side / total_weight;
let score = w * left_score + (1.0 - w) * right_score;
// Take the midpoint from this value and the next one as split_value
split_value = (split_value + sorted_index.sorted_values[i + 1].1) / F::cast(2.0);
// override best indices when score improved
best = match best.take() {
None => Some((feature_idx, split_value, score)),
Some((_, _, best_score)) if score < best_score => {
Some((feature_idx, split_value, score))
}
x => x,
};
}
}
// At this point all possible splits for all possible features have been computed
// and the best one (if any) is stored in `best`. Now we can compute the
// impurity decrease as `impurity of the node before splitting - impurity of the split`.
// If the impurity decrease is above the treshold set in the parameters, then the split is
// applied and `fit` is recursively called in the two resulting subtrees. If there is no
// possible split, or if it doesn't bring enough impurity decrease, then the node is set as
// a leaf node that predicts the most common label in the available observations.
let impurity_decrease = if let Some((_, _, best_score)) = best {
let parent_score = match hyperparameters.split_quality() {
SplitQuality::Gini => gini_impurity(&parent_class_freq),
SplitQuality::Entropy => entropy(&parent_class_freq),
};
let parent_score = F::cast(parent_score);
// return empty leaf if impurity has not decreased enough
parent_score - F::cast(best_score)
} else {
// return zero impurity decrease if we have not found any solution
F::zero()
};
if impurity_decrease < hyperparameters.min_impurity_decrease() {
return Ok(Self::empty_leaf(prediction, depth));
}
let (best_feature_idx, best_split_value, _) = best.unwrap();
// determine new masks for the left and right subtrees
let mut left_mask = RowMask::none(data.nsamples());
let mut right_mask = RowMask::none(data.nsamples());
for i in 0..data.nsamples() {
if mask.mask[i] {
if data.records()[(i, best_feature_idx)] <= best_split_value {
left_mask.mark(i);
} else {
right_mask.mark(i);
}
}
}
// Recurse and refit on left and right subtrees
let left_child = if left_mask.nsamples > 0 {
Some(Box::new(TreeNode::fit(
data,
&left_mask,
hyperparameters,
sorted_indices,
depth + 1,
)?))
} else {
None
};
let right_child = if right_mask.nsamples > 0 {
Some(Box::new(TreeNode::fit(
data,
&right_mask,
hyperparameters,
sorted_indices,
depth + 1,
)?))
} else {
None
};
let leaf_node = left_child.is_none() || right_child.is_none();
Ok(TreeNode {
feature_idx: best_feature_idx,
feature_name: sorted_indices[best_feature_idx].feature_name.to_owned(),
split_value: best_split_value,
impurity_decrease,
left_child,
right_child,
leaf_node,
prediction,
depth,
})
}
/// Prune tree after fitting it
///
/// This removes parts of the tree which results in the same prediction for
/// all sub-trees. This is called right after fit to ensure that the tree
/// is small.
fn prune(&mut self) -> Option<L> {
if self.is_leaf() {
return Some(self.prediction.clone());
}
let left = self.left_child.as_mut().and_then(|x| x.prune());
let right = self.right_child.as_mut().and_then(|x| x.prune());
match (left, right) {
(Some(x), Some(y)) => {
if x == y {
self.prediction = x.clone();
self.right_child = None;
self.left_child = None;
self.leaf_node = true;
Some(x)
} else {
None
}
}
_ => None,
}
}
}
/// A fitted decision tree model for classification.
///
/// ### Structure
/// A decision tree structure is a binary tree where:
/// * Each internal node specifies a decision, represented by a choice of a feature and a "split value" such that all observations for which
/// `feature <= split_value` is true fall in the left subtree, while the others fall in the right subtree.
///
/// * leaf nodes make predictions, and their prediction is the most popular label in the node
///
/// ### Algorithm
///
/// Starting with a single root node, decision trees are trained recursively by applying the following rule to every
/// node considered:
///
/// * Find the best split value for each feature of the observations belonging in the node;
/// * Select the feature (and its best split value) that maximizes the quality of the split;
/// * If the score of the split is sufficiently larger than the score of the unsplit node, then two child nodes are generated, the left one
/// containing all observations with `feature <= split value` and the right one containing the rest.
/// * If no suitable split is found, the node is marked as leaf and its prediction is set to be the most common label in the node;
///
/// The [quality score](SplitQuality) used can be specified in the [parameters](crate::DecisionTreeParams).
///
/// ### Predictions
///
/// To predict the label of a sample, the tree is traversed from the root to a leaf, choosing between left and right children according to
/// the values of the features of the sample. The final prediction for the sample is the prediction of the reached leaf.
///
/// ### Additional constraints
///
/// In order to avoid overfitting the training data, some additional constraints on the quality/quantity of splits can be added to the tree.
/// A description of these additional rules is provided in the [parameters](crate::DecisionTreeParams) page.
///
/// ### Example
///
/// Here is an example on how to train a decision tree from its parameters:
///
/// ```rust
///
/// use linfa_trees::DecisionTree;
/// use linfa::prelude::*;
/// use linfa_datasets;
///
/// // Load the dataset
/// let dataset = linfa_datasets::iris();
/// // Fit the tree
/// let tree = DecisionTree::params().fit(&dataset).unwrap();
/// // Get accuracy on training set
/// let accuracy = tree.predict(&dataset).confusion_matrix(&dataset).unwrap().accuracy();
///
/// assert!(accuracy > 0.9);
///
/// ```
///
#[cfg_attr(
feature = "serde",
derive(Serialize, Deserialize),
serde(crate = "serde_crate")
)]
#[derive(Debug, Clone, PartialEq)]
pub struct DecisionTree<F: Float, L: Label> {
root_node: TreeNode<F, L>,
num_features: usize,
}
impl<F: Float, L: Label + Default, D: Data<Elem = F>> PredictInplace<ArrayBase<D, Ix2>, Array1<L>>
for DecisionTree<F, L>
{
/// Make predictions for each row of a matrix of features `x`.
fn predict_inplace(&self, x: &ArrayBase<D, Ix2>, y: &mut Array1<L>) {
assert_eq!(
x.nrows(),
y.len(),
"The number of data points must match the number of output targets."
);
for (row, target) in x.rows().into_iter().zip(y.iter_mut()) {
*target = make_prediction(&row, &self.root_node);
}
}
fn default_target(&self, x: &ArrayBase<D, Ix2>) -> Array1<L> {
Array1::default(x.nrows())
}
}
impl<F: Float, L: Label + std::fmt::Debug, D, T> Fit<ArrayBase<D, Ix2>, T, Error>
for DecisionTreeValidParams<F, L>
where
D: Data<Elem = F>,
T: AsSingleTargets<Elem = L> + Labels<Elem = L>,
{
type Object = DecisionTree<F, L>;
/// Fit a decision tree using `hyperparamters` on the dataset consisting of
/// a matrix of features `x` and an array of labels `y`.
fn fit(&self, dataset: &DatasetBase<ArrayBase<D, Ix2>, T>) -> Result<Self::Object> {
let x = dataset.records();
let feature_names = if dataset.feature_names().is_empty() {
(0..x.nfeatures())
.map(|idx| format!("feature-{idx}"))
.collect()
} else {
dataset.feature_names().to_vec()
};
let all_idxs = RowMask::all(x.nrows());
let sorted_indices: Vec<_> = (0..(x.ncols()))
.map(|feature_idx| {
SortedIndex::of_array_column(x, feature_idx, &feature_names[feature_idx])
})
.collect();
let mut root_node = TreeNode::fit(dataset, &all_idxs, self, &sorted_indices, 0)?;
root_node.prune();
Ok(DecisionTree {
root_node,
num_features: dataset.records().ncols(),
})
}
}
impl<F: Float, L: Label> DecisionTree<F, L> {
/// Create a node iterator in level-order (BFT)
pub fn iter_nodes(&self) -> NodeIter<F, L> {
// queue of nodes yet to explore
let queue = vec![&self.root_node];
NodeIter::new(VecDeque::from(queue))
}
/// Return features_idx of this tree (BFT)
pub fn features(&self) -> Vec<usize> {
// vector of feature indexes to return
let mut fitted_features = HashSet::new();
for node in self.iter_nodes().filter(|node| !node.is_leaf()) {
if !fitted_features.contains(&node.feature_idx) {
fitted_features.insert(node.feature_idx);
}
}
fitted_features.into_iter().collect::<Vec<_>>()
}
/// Return the mean impurity decrease for each feature
pub fn mean_impurity_decrease(&self) -> Vec<F> {
// total impurity decrease for each feature
let mut impurity_decrease = vec![F::zero(); self.num_features];
let mut num_nodes = vec![0; self.num_features];
for node in self.iter_nodes().filter(|node| !node.leaf_node) {
// add feature impurity decrease to list
impurity_decrease[node.feature_idx] += node.impurity_decrease;
num_nodes[node.feature_idx] += 1;
}
impurity_decrease
.into_iter()
.zip(num_nodes)
.map(|(val, n)| if n == 0 { F::zero() } else { val / F::cast(n) })
.collect()
}
/// Return the relative impurity decrease for each feature
pub fn relative_impurity_decrease(&self) -> Vec<F> {
let mean_impurity_decrease = self.mean_impurity_decrease();
let sum = mean_impurity_decrease.iter().cloned().sum();
mean_impurity_decrease
.into_iter()
.map(|x| x / sum)
.collect()
}
/// Return the feature importance, i.e. the relative impurity decrease, for each feature
pub fn feature_importance(&self) -> Vec<F> {
self.relative_impurity_decrease()
}
/// Return root node of the tree
pub fn root_node(&self) -> &TreeNode<F, L> {
&self.root_node
}
/// Return max depth of the tree
pub fn max_depth(&self) -> usize {
self.iter_nodes()
.fold(0, |max, node| usize::max(max, node.depth))
}
/// Return the number of leaves in this tree
pub fn num_leaves(&self) -> usize {
self.iter_nodes().filter(|node| node.is_leaf()).count()
}
/// Generates a [`Tikz`] structure to print the
/// fitted tree in Tex using tikz and forest, with the following default parameters:
///
/// * `legend=false`
/// * `complete=true`
///
pub fn export_to_tikz(&self) -> Tikz<F, L> {
Tikz::new(self)
}
}
/// Classify a sample &x recursively using the tree node `node`.
fn make_prediction<F: Float, L: Label>(
x: &ArrayBase<impl Data<Elem = F>, Ix1>,
node: &TreeNode<F, L>,
) -> L {
if node.leaf_node {
node.prediction.clone()
} else if x[node.feature_idx] < node.split_value {
make_prediction(x, node.left_child.as_ref().unwrap())
} else {
make_prediction(x, node.right_child.as_ref().unwrap())
}
}
/// Finds the most frequent class for a hash map of frequencies. If two
/// classes have the same weight then the first class found with that
/// frequency is returned.
fn find_modal_class<L: Label>(class_freq: &HashMap<L, f32>) -> L {
// TODO: Refactor this with fold_first
let val = class_freq
.iter()
.fold(None, |acc, (idx, freq)| match acc {
None => Some((idx, freq)),
Some((_best_idx, best_freq)) => {
if best_freq > freq {
acc
} else {
Some((idx, freq))
}
}
})
.unwrap()
.0;
(*val).clone()
}
/// Given the class frequencies calculates the gini impurity of the subset.
fn gini_impurity<L: Label>(class_freq: &HashMap<L, f32>) -> f32 {
let n_samples = class_freq.values().sum::<f32>();
assert!(n_samples > 0.0);
let purity = class_freq
.values()
.map(|x| x / n_samples)
.map(|x| x * x)
.sum::<f32>();
1.0 - purity
}
/// Given the class frequencies calculates the entropy of the subset.
fn entropy<L: Label>(class_freq: &HashMap<L, f32>) -> f32 {
let n_samples = class_freq.values().sum::<f32>();
assert!(n_samples > 0.0);
class_freq
.values()
.map(|x| x / n_samples)
.map(|x| if x > 0.0 { -x * x.log2() } else { 0.0 })
.sum()
}
#[cfg(test)]
mod tests {
use super::*;
use approx::assert_abs_diff_eq;
use linfa::{error::Result, metrics::ToConfusionMatrix, Dataset, ParamGuard};
use ndarray::{array, concatenate, s, Array, Array1, Array2, Axis};
use rand::rngs::SmallRng;
use crate::DecisionTreeParams;
use ndarray_rand::{rand::SeedableRng, rand_distr::Uniform, RandomExt};
#[test]
fn autotraits() {
fn has_autotraits<T: Send + Sync + Sized + Unpin>() {}
has_autotraits::<DecisionTree<f64, bool>>();
has_autotraits::<TreeNode<f64, bool>>();
has_autotraits::<DecisionTreeValidParams<f64, bool>>();
has_autotraits::<DecisionTreeParams<f64, bool>>();
has_autotraits::<NodeIter<f64, bool>>();
has_autotraits::<Tikz<f64, bool>>();
}
#[test]
fn prediction_for_rows_example() {
let labels = Array::from(vec![0, 0, 0, 0, 0, 0, 1, 1]);
let row_mask = RowMask::all(labels.len());
let dataset: DatasetBase<(), Array1<usize>> = DatasetBase::new((), labels);
let class_freq = dataset.label_frequencies_with_mask(&row_mask.mask);
assert_eq!(find_modal_class(&class_freq), 0);
}
#[test]
fn gini_impurity_example() {
let class_freq = vec![(0, 6.0), (1, 2.0), (2, 0.0)].into_iter().collect();
// Class 0 occurs 75% of the time
// Class 1 occurs 25% of the time
// Class 2 occurs 0% of the time
// Gini impurity is 1 - 0.75*0.75 - 0.25*0.25 - 0*0 = 0.375
assert_abs_diff_eq!(gini_impurity(&class_freq), 0.375, epsilon = 1e-5);
}
#[test]
fn entropy_example() {
let class_freq = vec![(0, 6.0), (1, 2.0), (2, 0.0)].into_iter().collect();
// Class 0 occurs 75% of the time
// Class 1 occurs 25% of the time
// Class 2 occurs 0% of the time
// Entropy is -0.75*log2(0.75) - 0.25*log2(0.25) - 0*log2(0) = 0.81127812
assert_abs_diff_eq!(entropy(&class_freq), 0.81127, epsilon = 1e-5);
// If split is perfect then entropy is zero
let perfect_class_freq = vec![(0, 8.0), (1, 0.0), (2, 0.0)].into_iter().collect();
assert_abs_diff_eq!(entropy(&perfect_class_freq), 0.0, epsilon = 1e-5);
}
#[test]
/// Single feature test
///
/// Generate a dataset where a single feature perfectly correlates
/// with the target while the remaining features are random gaussian
/// noise and do not add any information.
fn single_feature_random_noise_binary() -> Result<()> {
// generate data with 9 white noise and a single correlated feature
let mut data = Array::random((50, 10), Uniform::new(-4., 4.));
data.slice_mut(s![.., 8]).assign(
&(0..50)
.map(|x| if x < 25 { 0.0 } else { 1.0 })
.collect::<Array1<_>>(),
);
let targets = (0..50).map(|x| x < 25).collect::<Array1<_>>();
let dataset = Dataset::new(data, targets);
let model = DecisionTree::params().max_depth(Some(2)).fit(&dataset)?;
// we should only use feature index 8 here
assert_eq!(&model.features(), &[8]);
let ground_truth = [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0];
for (imp, truth) in model.feature_importance().iter().zip(&ground_truth) {
assert_abs_diff_eq!(imp, truth, epsilon = 1e-15);
}
// check for perfect accuracy
let cm = model
.predict(dataset.records())
.confusion_matrix(&dataset)?;
assert_abs_diff_eq!(cm.accuracy(), 1.0, epsilon = 1e-15);
Ok(())
}
#[test]
/// Check that for random data the max depth is used
fn check_max_depth() -> Result<()> {
let mut rng = SmallRng::seed_from_u64(42);
// create very sparse data
let data = Array::random_using((50, 50), Uniform::new(-1., 1.), &mut rng);
let targets = (0..50).collect::<Array1<usize>>();
let dataset = Dataset::new(data, targets);
// check that the provided depth is actually used
for max_depth in &[1, 5, 10, 20] {
let model = DecisionTree::params()
.max_depth(Some(*max_depth))
.min_impurity_decrease(1e-10f64)
.min_weight_split(1e-10)
.fit(&dataset)?;
assert_eq!(model.max_depth(), *max_depth);
}
Ok(())
}
#[test]
/// Small perfectly separable dataset test
///
/// This dataset of three elements is perfectly using the second feature.
fn perfectly_separable_small() -> Result<()> {
let data = array![[1., 2., 3.], [1., 2., 4.], [1., 3., 3.5]];
let targets = array![0, 0, 1];
let dataset = Dataset::new(data.clone(), targets);
let model = DecisionTree::params().max_depth(Some(1)).fit(&dataset)?;
assert_eq!(model.predict(&data), array![0, 0, 1]);
Ok(())
}
#[test]
/// Small toy dataset from scikit-sklearn
fn toy_dataset() -> Result<()> {
let data = array![
[0.0, 0.0, 4.0, 0.0, 0.0, 0.0, 1.0, -14.0, 0.0, -4.0, 0.0, 0.0, 0.0, 0.0,],
[0.0, 0.0, 5.0, 3.0, 0.0, -4.0, 0.0, 0.0, 1.0, -5.0, 0.2, 0.0, 4.0, 1.0,],
[-1.0, -1.0, 0.0, 0.0, -4.5, 0.0, 0.0, 2.1, 1.0, 0.0, 0.0, -4.5, 0.0, 1.0,],
[-1.0, -1.0, 0.0, -1.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.2, 0.0, 0.0, 1.0,],
[-1.0, -1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 3.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0,],
[-1.0, -2.0, 0.0, 4.0, -3.0, 10.0, 4.0, 0.0, -3.2, 0.0, 4.0, 3.0, -4.0, 1.0,],
[2.11, 0.0, -6.0, -0.5, 0.0, 11.0, 0.0, 0.0, -3.2, 6.0, 0.5, 0.0, -3.0, 1.0,],
[2.11, 0.0, -6.0, -0.5, 0.0, 11.0, 0.0, 0.0, -3.2, 6.0, 0.0, 0.0, -2.0, 1.0,],
[2.11, 8.0, -6.0, -0.5, 0.0, 11.0, 0.0, 0.0, -3.2, 6.0, 0.0, 0.0, -2.0, 1.0,],
[2.11, 8.0, -6.0, -0.5, 0.0, 11.0, 0.0, 0.0, -3.2, 6.0, 0.5, 0.0, -1.0, 0.0,],
[2.0, 8.0, 5.0, 1.0, 0.5, -4.0, 10.0, 0.0, 1.0, -5.0, 3.0, 0.0, 2.0, 0.0,],
[2.0, 0.0, 1.0, 1.0, 1.0, -1.0, 1.0, 0.0, 0.0, -2.0, 3.0, 0.0, 1.0, 0.0,],
[2.0, 0.0, 1.0, 2.0, 3.0, -1.0, 10.0, 2.0, 0.0, -1.0, 1.0, 2.0, 2.0, 0.0,],
[1.0, 1.0, 0.0, 2.0, 2.0, -1.0, 1.0, 2.0, 0.0, -5.0, 1.0, 2.0, 3.0, 0.0,],
[3.0, 1.0, 0.0, 3.0, 0.0, -4.0, 10.0, 0.0, 1.0, -5.0, 3.0, 0.0, 3.0, 1.0,],
[2.11, 8.0, -6.0, -0.5, 0.0, 1.0, 0.0, 0.0, -3.2, 6.0, 0.5, 0.0, -3.0, 1.0,],
[2.11, 8.0, -6.0, -0.5, 0.0, 1.0, 0.0, 0.0, -3.2, 6.0, 1.5, 1.0, -1.0, -1.0,],
[2.11, 8.0, -6.0, -0.5, 0.0, 10.0, 0.0, 0.0, -3.2, 6.0, 0.5, 0.0, -1.0, -1.0,],
[2.0, 0.0, 5.0, 1.0, 0.5, -2.0, 10.0, 0.0, 1.0, -5.0, 3.0, 1.0, 0.0, -1.0,],
[2.0, 0.0, 1.0, 1.0, 1.0, -2.0, 1.0, 0.0, 0.0, -2.0, 0.0, 0.0, 0.0, 1.0,],
[2.0, 1.0, 1.0, 1.0, 2.0, -1.0, 10.0, 2.0, 0.0, -1.0, 0.0, 2.0, 1.0, 1.0,],
[1.0, 1.0, 0.0, 0.0, 1.0, -3.0, 1.0, 2.0, 0.0, -5.0, 1.0, 2.0, 1.0, 1.0,],
[3.0, 1.0, 0.0, 1.0, 0.0, -4.0, 1.0, 0.0, 1.0, -2.0, 0.0, 0.0, 1.0, 0.0,]
];
let targets = array![1, 1, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 0];
let dataset = Dataset::new(data, targets);
let model = DecisionTree::params().fit(&dataset)?;
let prediction = model.predict(&dataset);
let cm = prediction.confusion_matrix(&dataset)?;
assert!(cm.accuracy() > 0.95);
Ok(())
}
#[test]
/// Multilabel classification
fn multilabel_four_uniform() -> Result<()> {
let mut data = concatenate(
Axis(0),
&[Array2::random((40, 2), Uniform::new(-1., 1.)).view()],
)
.unwrap();
data.outer_iter_mut().enumerate().for_each(|(i, mut p)| {
if i < 10 {
p += &array![-2., -2.]
} else if i < 20 {
p += &array![-2., 2.];
} else if i < 30 {
p += &array![2., -2.];
} else {
p += &array![2., 2.];
}
});
let targets = (0..40)
.map(|x| match x {
x if x < 10 => 0,
x if x < 20 => 1,
x if x < 30 => 2,
_ => 3,
})
.collect::<Array1<_>>();
let dataset = Dataset::new(data.clone(), targets);
let model = DecisionTree::params().fit(&dataset)?;
let prediction = model.predict(data);
let cm = prediction.confusion_matrix(&dataset)?;
assert!(cm.accuracy() > 0.99);
Ok(())
}
#[test]
#[should_panic]
/// Check that a small or negative impurity decrease panics
fn panic_min_impurity_decrease() {
DecisionTree::<f64, bool>::params()
.min_impurity_decrease(0.0)
.check()
.unwrap();
}
}