Treelearn

TreeLearn started as a Python implementation of Breiman's Random Forest but is being slowly generalized into a tree ensemble library.

Creating a Random Forest

A random forest is simply a bagging ensemble of randomized tree. To construct these with default parameters:

forest = treelearn.ClassifierEnsemble(base_model = treelearn.RandomizedTree())

Training

Place your training data in a n-by-d numpy array, where n is the number of training examples and d is the dimensionality of your data. Place labels in an n-length numpy array. Then call:

forest.fit(Xtrain,Y)

If you're lazy, there's a helper for simultaneously creating and training a random forest:

forest = treelearn.train_random_forest(X, Y)

Classification

forest.predict(Xtest)

ClassifierEnsemble options

• base_model = any classifier which obeys the fit/predict protocol

• num_models = size of the forest

• bagging_percent = what percentage of your data each classifier is trained on

• bagging_replacement = sample with or without replacement

• stacking_model = treat outputs of base classifiers as inputs to given model

RandomizedTree options

• num_features_per_node = number of features each node of a tree should consider (default = log2 of total features)

• min_leaf_size = stop splitting if we get down to this number of data points

• max_height = stop splitting if we exceed this number of tree levels

• max_thresholds = how many feature value thesholds to consider (use None for all values)

ObliqueTree options

• num_features_per_node = size of random feature subset at each node, default = sqrt(total number of features)

• C = Tradeoff between error and L2 regularizer of linear SVM

• max_depth = When you get to this depth, train an SVM on all features and stop splitting the data.

• min_leaf_size = stop splitting when any subset of the data gets smaller than this.