from sklearn.tree import DecisionTreeRegressor
from sklearn.ensemble import (
RandomForestRegressor,
GradientBoostingRegressor,
BaggingRegressor,
AdaBoostRegressor,
)
from typing import Mapping, Literal, Iterable
from .base import BaseR, HyperparameterSearcher
import xgboost as xgb
from optuna.distributions import (
FloatDistribution,
CategoricalDistribution,
IntDistribution,
BaseDistribution,
)
from ....feature_selection import BaseFSR
[docs]
class TreesR(BaseR):
"""Tree ensemble regressor.
Hyperparameter optimization is performed automatically during training.
The hyperparameter search process can be modified by the user.
"""
[docs]
def __init__(
self,
type: Literal[
"decision_tree",
"random_forest",
"gradient_boosting",
"adaboost",
"bagging",
"xgboost",
"xgboostrf",
] = "random_forest",
hyperparam_search_method: Literal["optuna", "grid"] | None = None,
hyperparam_search_space: (
Mapping[str, Iterable | BaseDistribution] | None
) = None,
feature_selectors: list[BaseFSR] | None = None,
max_n_features: int | None = None,
model_random_state: int = 42,
name: str | None = None,
**kwargs,
):
"""
Initializes a TreesR object.
Parameters
----------
type : Literal['decision_tree', 'random_forest', 'gradient_boosting', \
'adaboost', 'bagging', 'xgboost', 'xgboostrf']
Default: 'random_forest'. The type of tree ensemble to use.
hyperparam_search_method : Literal[None, 'grid', 'optuna']
Default: None. If None, a model-specific default hyperparameter search
is conducted.
hyperparam_search_space : Mapping[str, Iterable | BaseDistribution]
Default: None. If None, a model-specific default hyperparameter search
is conducted.
feature_selectors : list[BaseFSC]
Default: None. If not None, specifies the feature selectors for the
VotingSelectionReport.
max_n_features : int | None
Default: None.
Only useful if feature_selectors is not None.
If None, then all features with at least 50% support are selected.
model_random_state : int
Default: 42. Random seed for the model.
name : str
Default: None. Determines how the model shows up in the reports.
If None, the name is set to be the class name.
**kwargs : dict
Key word arguments are passed directly into the intialization of the
HyperparameterSearcher class. See below for options.
inner_cv : int | BaseCrossValidator
Default: 5. Number of inner cross validation folds. Inner
cross validation is used for hyperparameter optimization.
inner_cv_seed : int
Default: 42. Random seed for inner cross validation.
n_jobs : int
Default: 1. Number of parallel jobs to run.
verbose : int
Default: 0. Sets the sklearn verbosity level for the sklearn estimator.
2 is the most verbose.
n_trials : int
Default: 100. Number of trials for hyperparameter optimization. Only
used if hyperparam_search_method is 'optuna'.
"""
super().__init__()
if name is None:
self._name = f"TreesR({type})"
else:
self._name = name
self._feature_selectors = feature_selectors
self._max_n_features = max_n_features
if type == "decision_tree":
self._best_estimator = DecisionTreeRegressor(
random_state=model_random_state
)
if (hyperparam_search_method is None) or (hyperparam_search_space is None):
hyperparam_search_method = "optuna"
hyperparam_search_space = {
"max_depth": CategoricalDistribution([3, 6, 12, None]),
"min_samples_split": FloatDistribution(0.0, 0.5),
"min_samples_leaf": FloatDistribution(0.0, 0.5),
"max_features": CategoricalDistribution(["sqrt", "log2"]),
}
elif type == "random_forest":
self._best_estimator = RandomForestRegressor(
random_state=model_random_state
)
if (hyperparam_search_method is None) or (hyperparam_search_space is None):
hyperparam_search_method = "optuna"
hyperparam_search_space = {
"n_estimators": CategoricalDistribution([50, 100, 200, 400]),
"min_samples_split": CategoricalDistribution([2, 5, 10]),
"min_samples_leaf": CategoricalDistribution([1, 2, 4]),
"max_features": CategoricalDistribution(["sqrt", "log2"]),
"max_depth": IntDistribution(3, 15, step=2),
}
elif type == "adaboost":
self._best_estimator = AdaBoostRegressor(random_state=model_random_state)
if (hyperparam_search_method is None) or (hyperparam_search_space is None):
hyperparam_search_method = "optuna"
hyperparam_search_space = {
"n_estimators": CategoricalDistribution([50, 100, 200]),
"learning_rate": FloatDistribution(1e-3, 1e0, log=True),
"estimator": CategoricalDistribution(
[
DecisionTreeRegressor(
max_depth=3, random_state=model_random_state
),
DecisionTreeRegressor(
max_depth=5, random_state=model_random_state
),
DecisionTreeRegressor(
max_depth=8, random_state=model_random_state
),
DecisionTreeRegressor(
max_depth=12, random_state=model_random_state
),
]
),
}
elif type == "bagging":
self._best_estimator = BaggingRegressor(random_state=model_random_state)
if (hyperparam_search_method is None) or (hyperparam_search_space is None):
hyperparam_search_method = "optuna"
hyperparam_search_space = {
"n_estimators": CategoricalDistribution([50, 100, 200]),
"max_samples": FloatDistribution(0.1, 1.0),
"max_features": FloatDistribution(0.1, 1.0),
"bootstrap": CategoricalDistribution([True, False]),
"bootstrap_features": CategoricalDistribution([True, False]),
"estimator": CategoricalDistribution(
[
DecisionTreeRegressor(
max_depth=3, random_state=model_random_state
),
DecisionTreeRegressor(
max_depth=5, random_state=model_random_state
),
DecisionTreeRegressor(
max_depth=8, random_state=model_random_state
),
DecisionTreeRegressor(
max_depth=12, random_state=model_random_state
),
]
),
}
elif type == "gradient_boosting":
self._best_estimator = GradientBoostingRegressor(
random_state=model_random_state
)
if (hyperparam_search_method is None) or (hyperparam_search_space is None):
hyperparam_search_method = "optuna"
hyperparam_search_space = {
"n_estimators": CategoricalDistribution([50, 100, 200, 400]),
"subsample": FloatDistribution(0.1, 1.0),
"min_samples_split": FloatDistribution(0.1, 0.5),
"min_samples_leaf": FloatDistribution(0.1, 0.5),
"max_depth": IntDistribution(3, 9, step=2),
"max_features": CategoricalDistribution(["sqrt", "log2"]),
}
elif type == "xgboost":
self._best_estimator = xgb.XGBRegressor(random_state=model_random_state)
if (hyperparam_search_method is None) or (hyperparam_search_space is None):
hyperparam_search_method = "optuna"
hyperparam_search_space = {
"learning_rate": FloatDistribution(1e-3, 1e0, log=True),
"n_estimators": CategoricalDistribution([50, 100, 200]),
"max_depth": IntDistribution(3, 9, step=2),
"reg_lambda": FloatDistribution(1e-5, 1e0, log=True),
"reg_alpha": FloatDistribution(1e-5, 1e0, log=True),
"subsample": FloatDistribution(0.6, 1.0),
"colsample_bytree": FloatDistribution(0.6, 1.0),
"min_child_weight": CategoricalDistribution([1, 3, 5]),
}
elif type == "xgboostrf":
self._best_estimator = xgb.XGBRFRegressor(random_state=model_random_state)
if (hyperparam_search_method is None) or (hyperparam_search_space is None):
hyperparam_search_method = "optuna"
hyperparam_search_space = {
"learning_rate": FloatDistribution(1e-3, 1e0, log=True),
"max_depth": IntDistribution(3, 9, step=2),
"n_estimators": CategoricalDistribution([50, 100, 200]),
"min_child_weight": CategoricalDistribution([1, 3, 5]),
"subsample": FloatDistribution(0.6, 1.0),
"colsample_bytree": FloatDistribution(0.6, 1.0),
"reg_lambda": FloatDistribution(1e-5, 1e0, log=True),
"reg_alpha": FloatDistribution(1e-5, 1e0, log=True),
}
else:
raise ValueError("Invalid input: type = " + f'"{type}".')
self._hyperparam_searcher = HyperparameterSearcher(
estimator=self._best_estimator,
method=hyperparam_search_method,
hyperparam_grid=hyperparam_search_space,
estimator_name=self._name,
**kwargs,
)
self._validate_inputs()