gemseo / mlearning / regression

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random_forest module

Random forest regression model.

Use an ensemble of decision trees.

Dependence

The regression model relies on the RandomForestRegressor class of the scikit-learn library.

class gemseo.mlearning.regression.random_forest.RandomForestRegressor(data, transformer=mappingproxy({}), input_names=None, output_names=None, n_estimators=100, random_state=0, **parameters)[source]

Bases: MLRegressionAlgo

Random forest regression.

Parameters:
  • data (IODataset) – The learning dataset.

  • transformer (TransformerType) –

    The strategies to transform the variables. The values are instances of Transformer while the keys are the names of either the variables or the groups of variables, e.g. "inputs" or "outputs" in the case of the regression algorithms. If a group is specified, the Transformer will be applied to all the variables of this group. If IDENTITY, do not transform the variables.

    By default it is set to {}.

  • input_names (Iterable[str] | None) – The names of the input variables. If None, consider all the input variables of the learning dataset.

  • output_names (Iterable[str] | None) – The names of the output variables. If None, consider all the output variables of the learning dataset.

  • n_estimators (int) –

    The number of trees in the forest.

    By default it is set to 100.

  • random_state (int | None) –

    The random state passed to the random number generator. Use an integer for reproducible results.

    By default it is set to 0.

  • **parameters – The parameters of the machine learning algorithm.

Raises:

ValueError – When both the variable and the group it belongs to have a transformer.

DataFormatters

alias of RegressionDataFormatters

learn(samples=None, fit_transformers=True)

Train the machine learning algorithm from the learning dataset.

Parameters:
  • samples (Sequence[int] | None) – The indices of the learning samples. If None, use the whole learning dataset.

  • fit_transformers (bool) –

    Whether to fit the variable transformers.

    By default it is set to True.

Return type:

None

load_algo(directory)

Load a machine learning algorithm from a directory.

Parameters:

directory (str | Path) – The path to the directory where the machine learning algorithm is saved.

Return type:

None

predict(input_data, *args, **kwargs)

Evaluate func with either array or dictionary-based input data.

Firstly, the pre-processing stage converts the input data to a NumPy data array, if these data are expressed as a dictionary of NumPy data arrays.

Then, the processing evaluates the function func from this NumPy input data array.

Lastly, the post-processing transforms the output data to a dictionary of output NumPy data array if the input data were passed as a dictionary of NumPy data arrays.

Parameters:
  • algo (MLSupervisedAlgo) – The supervised learning algorithm.

  • input_data (DataType) – The input data.

  • *args (Any) – The positional arguments of the function func.

  • **kwargs (Any) – The keyword arguments of the function func.

Returns:

The output data with the same type as the input one.

Return type:

DataType

predict_jacobian(input_data, *args, **kwargs)

Evaluate func with either array or dictionary-based data.

Firstly, the pre-processing stage converts the input data to a NumPy data array, if these data are expressed as a dictionary of NumPy data arrays.

Then, the processing evaluates the function func from this NumPy input data array.

Lastly, the post-processing transforms the output data to a dictionary of output NumPy data array if the input data were passed as a dictionary of NumPy data arrays.

Parameters:
  • algo (MLRegressionAlgo) – The regression algorithm.

  • input_data (DataType) – The input data.

  • *args (Any) – The positional arguments of the function func.

  • **kwargs (Any) – The keyword arguments of the function func.

Returns:

The output data with the same type as the input one.

Return type:

DataType

predict_raw(input_data)

Predict output data from input data.

Parameters:

input_data (ndarray) – The input data with shape (n_samples, n_inputs).

Returns:

The predicted output data with shape (n_samples, n_outputs).

Return type:

ndarray

to_pickle(directory=None, path='.', save_learning_set=False)

Save the machine learning algorithm.

Parameters:
  • directory (str | None) – The name of the directory to save the algorithm.

  • path (str | Path) –

    The path to parent directory where to create the directory.

    By default it is set to “.”.

  • save_learning_set (bool) –

    Whether to save the learning set or get rid of it to lighten the saved files.

    By default it is set to False.

Returns:

The path to the directory where the algorithm is saved.

Return type:

str

DEFAULT_TRANSFORMER: DefaultTransformerType = mappingproxy({'inputs': <gemseo.mlearning.transformers.scaler.min_max_scaler.MinMaxScaler object>, 'outputs': <gemseo.mlearning.transformers.scaler.min_max_scaler.MinMaxScaler object>})

The default transformer for the input and output data, if any.

FILENAME: ClassVar[str] = 'ml_algo.pkl'
IDENTITY: Final[DefaultTransformerType] = mappingproxy({})

A transformer leaving the input and output variables as they are.

LIBRARY: Final[str] = 'scikit-learn'

The name of the library of the wrapped machine learning algorithm.

SHORT_ALGO_NAME: ClassVar[str] = 'RF'

The short name of the machine learning algorithm, often an acronym.

Typically used for composite names, e.g. f"{algo.SHORT_ALGO_NAME}_{dataset.name}" or f"{algo.SHORT_ALGO_NAME}_{discipline.name}".

algo: Any

The interfaced machine learning algorithm.

property input_data: ndarray

The input data matrix.

property input_dimension: int

The input space dimension.

input_names: list[str]

The names of the input variables.

input_space_center: dict[str, ndarray]

The center of the input space.

property is_trained: bool

Return whether the algorithm is trained.

property learning_samples_indices: Sequence[int]

The indices of the learning samples used for the training.

learning_set: Dataset

The learning dataset.

property output_data: ndarray

The output data matrix.

property output_dimension: int

The output space dimension.

output_names: list[str]

The names of the output variables.

parameters: dict[str, MLAlgoParameterType]

The parameters of the machine learning algorithm.

resampling_results: dict[str, tuple[Resampler, list[MLAlgo], list[ndarray] | ndarray]]

The resampler class names bound to the resampling results.

A resampling result is formatted as (resampler, ml_algos, predictions) where resampler is a Resampler, ml_algos is the list of the associated machine learning algorithms built during the resampling stage and predictions are the predictions obtained with the latter.

resampling_results stores only one resampling result per resampler type (e.g., "CrossValidation", "LeaveOneOut" and "Boostrap").

transformer: dict[str, Transformer]

The strategies to transform the variables, if any.

The values are instances of Transformer while the keys are the names of either the variables or the groups of variables, e.g. “inputs” or “outputs” in the case of the regression algorithms. If a group is specified, the Transformer will be applied to all the variables of this group.

Examples using RandomForestRegressor

Quality measure for surrogate model comparison

Quality measure for surrogate model comparison

Random forest regression

Random forest regression