BalancedRandomForestClassifier
- class imbalanced_ensemble.ensemble.BalancedRandomForestClassifier(n_estimators=50, *, criterion='gini', max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features='auto', max_leaf_nodes=None, min_impurity_decrease=0.0, bootstrap=True, oob_score=False, replacement=False, n_jobs=None, random_state=None, verbose=0, warm_start=False, class_weight=None, ccp_alpha=0.0, max_samples=None)
A balanced random forest classifier.
A balanced random forest randomly under-samples each boostrap sample to balance it.
- Parameters
- n_estimatorsint, default=50
The number of trees in the forest.
- criterion{“gini”, “entropy”}, default=”gini”
The function to measure the quality of a split. Supported criteria are “gini” for the Gini impurity and “entropy” for the information gain. Note: this parameter is tree-specific.
- max_depthint, default=None
The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples.
- min_samples_splitint or float, default=2
The minimum number of samples required to split an internal node:
If int, then consider min_samples_split as the minimum number.
If float, then min_samples_split is a percentage and ceil(min_samples_split * n_samples) are the minimum number of samples for each split.
- min_samples_leafint or float, default=1
The minimum number of samples required to be at a leaf node:
If int, then consider
min_samples_leaf
as the minimum number.If float, then
min_samples_leaf
is a fraction and ceil(min_samples_leaf * n_samples) are the minimum number of samples for each node.
- min_weight_fraction_leaffloat, default=0.0
The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Samples have equal weight when sample_weight is not provided.
- max_features{“auto”, “sqrt”, “log2”}, int, float, or None, default=”auto”
The number of features to consider when looking for the best split:
If int, then consider max_features features at each split.
If float, then max_features is a percentage and int(max_features * n_features) features are considered at each split.
If “auto”, then max_features=sqrt(n_features).
If “sqrt”, then max_features=sqrt(n_features) (same as “auto”).
If “log2”, then max_features=log2(n_features).
If None, then max_features=n_features.
Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than
max_features
features.- max_leaf_nodesint, default=None
Grow trees with
max_leaf_nodes
in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes.- min_impurity_decreasefloat, default=0.0
A node will be split if this split induces a decrease of the impurity greater than or equal to this value. The weighted impurity decrease equation is the following:
N_t / N * (impurity - N_t_R / N_t * right_impurity - N_t_L / N_t * left_impurity)
where
N
is the total number of samples,N_t
is the number of samples at the current node,N_t_L
is the number of samples in the left child, andN_t_R
is the number of samples in the right child.N
,N_t
,N_t_R
andN_t_L
all refer to the weighted sum, ifsample_weight
is passed.- bootstrapbool, default=True
Whether bootstrap samples are used when building trees.
- oob_scorebool, default=False
Whether to use out-of-bag samples to estimate the generalization accuracy.
- replacementbool, default=False
Whether or not to sample randomly with replacement or not.
- n_jobsint, default=None
The number of jobs to run in parallel for both
fit()
andpredict()
.None
means 1 unless in ajoblib.parallel_backend
context.-1
means using all processors. See Glossary for more details.- random_stateint, RandomState instance or None, default=None
Control the randomization of the algorithm. Within each iteration, a different seed is generated for each sampler. If the base estimator accepts a random_state attribute, a different seed is generated for each instance in the ensemble. Pass an
int
for reproducible output across multiple function calls.If
int
,random_state
is the seed used by the random number generator;If
RandomState
instance, random_state is the random number generator;If
None
, the random number generator is theRandomState
instance used bynp.random
.
- verboseint, default=0
Controls the verbosity of the tree building process.
- warm_startbool, default=False
When set to
True
, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest.- class_weightdict, list of dicts, {“balanced”, “balanced_subsample”}, default=None
Weights associated with classes in the form dictionary with the key being the class_label and the value the weight. If not given, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. Note that for multioutput (including multilabel) weights should be defined for each class of every column in its own dict. For example, for four-class multilabel classification weights should be [{0: 1, 1: 1}, {0: 1, 1: 5}, {0: 1, 1: 1}, {0: 1, 1: 1}] instead of [{1:1}, {2:5}, {3:1}, {4:1}]. The “balanced” mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as
n_samples / (n_classes * np.bincount(y))
The “balanced_subsample” mode is the same as “balanced” except that weights are computed based on the bootstrap sample for every tree grown. For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified.- ccp_alphanon-negative float, default=0.0
Complexity parameter used for Minimal Cost-Complexity Pruning. The subtree with the largest cost complexity that is smaller than
ccp_alpha
will be chosen. By default, no pruning is performed.- max_samplesint or float, default=None
If bootstrap is True, the number of samples to draw from X to train each base estimator.
If
None
(default), then draw X.shape[0] samples.If
int
, then draw max_samples samples.If
float
, then draw max_samples * X.shape[0] samples. Thus, max_samples should be in the interval (0, 1).
Be aware that the final number samples used will be the minimum between the number of samples given in max_samples and the number of samples obtained after resampling.
- Attributes
- estimators_list of DecisionTreeClassifier
The collection of fitted sub-estimators.
- samplers_list of RandomUnderSampler
The collection of fitted samplers.
- estimators_n_training_samples_list of ints
The number of training samples for each fitted base estimators.
- pipelines_list of Pipeline.
The collection of fitted pipelines (samplers + trees).
- classes_ndarray of shape (n_classes,) or a list of such arrays
The classes labels (single output problem), or a list of arrays of class labels (multi-output problem).
- n_classes_int or list
The number of classes (single output problem), or a list containing the number of classes for each output (multi-output problem).
- n_features_in_int
The number of features when
fit
is performed.- n_outputs_int
The number of outputs when
fit
is performed.feature_importances_
ndarray of shape (n_features,)The impurity-based feature importances.
- oob_score_float
Score of the training dataset obtained using an out-of-bag estimate.
- oob_decision_function_ndarray of shape (n_samples, n_classes)
Decision function computed with out-of-bag estimate on the training set. If n_estimators is small it might be possible that a data point was never left out during the bootstrap. In this case, oob_decision_function_ might contain NaN.
See also
EasyEnsembleClassifier
Bag of balanced boosted learners.
UnderBaggingClassifier
Bagging with intergrated random under-sampling.
SelfPacedEnsembleClassifier
Ensemble with self-paced dynamic under-sampling.
References
- 1
Chen, Chao, Andy Liaw, and Leo Breiman. “Using random forest to learn imbalanced data.” University of California, Berkeley 110 (2004): 1-12.
Examples
>>> from imbalanced_ensemble.ensemble import BalancedRandomForestClassifier >>> from sklearn.datasets import make_classification >>> >>> X, y = make_classification(n_samples=1000, n_classes=3, ... n_informative=4, weights=[0.2, 0.3, 0.5], ... random_state=0) >>> clf = BalancedRandomForestClassifier(random_state=0) >>> clf.fit(X, y) BalancedRandomForestClassifier(...) >>> clf.predict(X) array([...])
Methods
apply
(X)Apply trees in the forest to X, return leaf indices.
Return the decision path in the forest.
fit
(X, y, *[, sample_weight, eval_datasets, ...])Build a forest of trees from the training set (X, y).
get_params
([deep])Get parameters for this estimator.
predict
(X)Predict class for X.
Predict class log-probabilities for X.
Predict class probabilities for X.
score
(X, y[, sample_weight])Return the mean accuracy on the given test data and labels.
set_params
(**params)Set the parameters of this estimator.
- apply(X)
Apply trees in the forest to X, return leaf indices.
- Parameters
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into a sparsecsr_matrix
.
- Returns
- X_leavesndarray of shape (n_samples, n_estimators)
For each datapoint x in X and for each tree in the forest, return the index of the leaf x ends up in.
- decision_path(X)
Return the decision path in the forest.
New in version 0.18.
- Parameters
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into a sparsecsr_matrix
.
- Returns
- indicatorsparse matrix of shape (n_samples, n_nodes)
Return a node indicator matrix where non zero elements indicates that the samples goes through the nodes. The matrix is of CSR format.
- n_nodes_ptrndarray of shape (n_estimators + 1,)
The columns from indicator[n_nodes_ptr[i]:n_nodes_ptr[i+1]] gives the indicator value for the i-th estimator.
- property feature_importances_
The impurity-based feature importances.
The higher, the more important the feature. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance.
Warning: impurity-based feature importances can be misleading for high cardinality features (many unique values). See
sklearn.inspection.permutation_importance()
as an alternative.- Returns
- feature_importances_ndarray of shape (n_features,)
The values of this array sum to 1, unless all trees are single node trees consisting of only the root node, in which case it will be an array of zeros.
- fit(X, y, *, sample_weight=None, eval_datasets: dict = None, eval_metrics: dict = None, train_verbose: bool = False)
Build a forest of trees from the training set (X, y).
- Parameters
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The training input samples. Internally, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into a sparsecsc_matrix
.- yarray-like of shape (n_samples,) or (n_samples, n_outputs)
The target values (class labels in classification, real numbers in regression).
- sample_weightarray-like of shape (n_samples,)
Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. In the case of classification, splits are also ignored if they would result in any single class carrying a negative weight in either child node.
- eval_datasetsdict, default=None
Dataset(s) used for evaluation during the ensemble training process. The keys should be strings corresponding to evaluation datasets’ names. The values should be tuples corresponding to the input samples and target values.
Example:
eval_datasets = {'valid' : (X_valid, y_valid)}
- eval_metricsdict, default=None
Metric(s) used for evaluation during the ensemble training process.
If
None
, use 3 default metrics:'acc'
:sklearn.metrics.accuracy_score()
'balanced_acc'
:sklearn.metrics.balanced_accuracy_score()
'weighted_f1'
:sklearn.metrics.f1_score(average='weighted')
If
dict
, the keys should be strings corresponding to evaluation metrics’ names. The values should be tuples corresponding to the metric function (callable
) and additional kwargs (dict
).The metric function should at least take 2 named/keyword arguments,
y_true
and one of [y_pred
,y_score
], and returns a float as the evaluation score. Keyword arguments:y_true
, 1d-array of shape (n_samples,), true labels or binary label indicators corresponds to ground truth (correct) labels.When using
y_pred
, input will be 1d-array of shape (n_samples,) corresponds to predicted labels, as returned by a classifier.When using
y_score
, input will be 2d-array of shape (n_samples, n_classes,) corresponds to probability estimates provided by the predict_proba method. In addition, the order of the class scores must correspond to the order oflabels
, if provided in the metric function, or else to the numerical or lexicographical order of the labels iny_true
.
The metric additional kwargs should be a dictionary that specifies the additional arguments that need to be passed into the metric function.
Example:
{'weighted_f1': (sklearn.metrics.f1_score, {'average': 'weighted'})}
- train_verbosebool, default=False
Controls the verbosity during ensemble training/fitting.
False
: disable training verbose.True
: print the performance score to sys.stdout after the parallel training finished.
- Returns
- selfobject
The fitted instance.
- get_params(deep=True)
Get parameters for this estimator.
- Parameters
- deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
- Returns
- paramsdict
Parameter names mapped to their values.
- property n_features_
DEPRECATED: Attribute n_features_ was deprecated in version 1.0 and will be removed in 1.2. Use n_features_in_ instead.
Number of features when fitting the estimator.
- predict(X)
Predict class for X.
The predicted class of an input sample is a vote by the trees in the forest, weighted by their probability estimates. That is, the predicted class is the one with highest mean probability estimate across the trees.
- Parameters
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into a sparsecsr_matrix
.
- Returns
- yndarray of shape (n_samples,) or (n_samples, n_outputs)
The predicted classes.
- predict_log_proba(X)
Predict class log-probabilities for X.
The predicted class log-probabilities of an input sample is computed as the log of the mean predicted class probabilities of the trees in the forest.
- Parameters
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into a sparsecsr_matrix
.
- Returns
- pndarray of shape (n_samples, n_classes), or a list of such arrays
The class probabilities of the input samples. The order of the classes corresponds to that in the attribute classes_.
- predict_proba(X)
Predict class probabilities for X.
The predicted class probabilities of an input sample are computed as the mean predicted class probabilities of the trees in the forest. The class probability of a single tree is the fraction of samples of the same class in a leaf.
- Parameters
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The input samples. Internally, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into a sparsecsr_matrix
.
- Returns
- pndarray of shape (n_samples, n_classes), or a list of such arrays
The class probabilities of the input samples. The order of the classes corresponds to that in the attribute classes_.
- score(X, y, sample_weight=None)
Return the mean accuracy on the given test data and labels.
In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.
- Parameters
- Xarray-like of shape (n_samples, n_features)
Test samples.
- yarray-like of shape (n_samples,) or (n_samples, n_outputs)
True labels for X.
- sample_weightarray-like of shape (n_samples,), default=None
Sample weights.
- Returns
- scorefloat
Mean accuracy of
self.predict(X)
wrt. y.
- set_params(**params)
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as
Pipeline
). The latter have parameters of the form<component>__<parameter>
so that it’s possible to update each component of a nested object.- Parameters
- **paramsdict
Estimator parameters.
- Returns
- selfestimator instance
Estimator instance.