Ejemplo n.º 1
0
  /**
   * Compute relative variable importance for GBM model.
   *
   * <p>See (45), (35) formulas in Friedman: Greedy Function Approximation: A Gradient boosting
   * machine. Algo used here can be used for computation individual importance of features per
   * output class.
   */
  @Override
  protected VarImp doVarImpCalc(
      GBMModel model, DTree[] ktrees, int tid, Frame validationFrame, boolean scale) {
    assert model.ntrees() - 1 == tid
        : "varimp computation expect model with already serialized trees: tid=" + tid;
    // Iterates over k-tree
    for (DTree t : ktrees) { // Iterate over trees
      if (t != null) {
        for (int n = 0; n < t.len() - t.leaves; n++)
          if (t.node(n) instanceof DecidedNode) { // it is split node
            Split split = t.decided(n)._split;
            _improvPerVar[split._col] += split.improvement(); // least squares improvement
          }
      }
    }
    // Compute variable importance for all trees in model
    float[] varimp = new float[model.nfeatures()];

    int ntreesTotal = model.ntrees() * model.nclasses();
    int maxVar = 0;
    for (int var = 0; var < _improvPerVar.length; var++) {
      varimp[var] = _improvPerVar[var] / ntreesTotal;
      if (varimp[var] > varimp[maxVar]) maxVar = var;
    }
    // GBM scale varimp to scale 0..100
    if (scale) {
      float maxVal = varimp[maxVar];
      for (int var = 0; var < varimp.length; var++) varimp[var] /= maxVal;
    }

    return new VarImp(varimp);
  }
Ejemplo n.º 2
0
 @Override
 public void map(Chunk[] chks) {
   _gss = new double[_nclass][];
   _rss = new double[_nclass][];
   // For all tree/klasses
   for (int k = 0; k < _nclass; k++) {
     final DTree tree = _trees[k];
     final int leaf = _leafs[k];
     if (tree == null) continue; // Empty class is ignored
     // A leaf-biased array of all active Tree leaves.
     final double gs[] = _gss[k] = new double[tree._len - leaf];
     final double rs[] = _rss[k] = new double[tree._len - leaf];
     final Chunk nids = chk_nids(chks, k); // Node-ids  for this tree/class
     final Chunk ress = chk_work(chks, k); // Residuals for this tree/class
     // If we have all constant responses, then we do not split even the
     // root and the residuals should be zero.
     if (tree.root() instanceof LeafNode) continue;
     for (int row = 0; row < nids._len; row++) { // For all rows
       int nid = (int) nids.at80(row); // Get Node to decide from
       if (nid < 0) continue; // Missing response
       if (tree.node(nid) instanceof UndecidedNode) // If we bottomed out the tree
       nid = tree.node(nid)._pid; // Then take parent's decision
       DecidedNode dn = tree.decided(nid); // Must have a decision point
       if (dn._split._col == -1) // Unable to decide?
       dn = tree.decided(nid = dn._pid); // Then take parent's decision
       int leafnid = dn.ns(chks, row); // Decide down to a leafnode
       assert leaf <= leafnid && leafnid < tree._len;
       assert tree.node(leafnid) instanceof LeafNode;
       // Note: I can which leaf/region I end up in, but I do not care for
       // the prediction presented by the tree.  For GBM, we compute the
       // sum-of-residuals (and sum/abs/mult residuals) for all rows in the
       // leaf, and get our prediction from that.
       nids.set0(row, leafnid);
       assert !ress.isNA0(row);
       double res = ress.at0(row);
       double ares = Math.abs(res);
       gs[leafnid - leaf] += _nclass > 1 ? ares * (1 - ares) : 1;
       rs[leafnid - leaf] += res;
     }
   }
 }
Ejemplo n.º 3
0
  // --------------------------------------------------------------------------
  // Build the next k-trees, which is trying to correct the residual error from
  // the prior trees.  From LSE2, page 387.  Step 2b ii, iii.
  private DTree[] buildNextKTrees(Frame fr) {
    // We're going to build K (nclass) trees - each focused on correcting
    // errors for a single class.
    final DTree[] ktrees = new DTree[_nclass];

    // Initial set of histograms.  All trees; one leaf per tree (the root
    // leaf); all columns
    DHistogram hcs[][][] = new DHistogram[_nclass][1 /*just root leaf*/][_ncols];

    for (int k = 0; k < _nclass; k++) {
      // Initially setup as-if an empty-split had just happened
      if (_distribution == null || _distribution[k] != 0) {
        // The Boolean Optimization
        // This optimization assumes the 2nd tree of a 2-class system is the
        // inverse of the first.  This is false for DRF (and true for GBM) -
        // DRF picks a random different set of columns for the 2nd tree.
        if (k == 1 && _nclass == 2) continue;
        ktrees[k] = new DTree(fr._names, _ncols, (char) nbins, (char) _nclass, min_rows);
        new GBMUndecidedNode(
            ktrees[k],
            -1,
            DHistogram.initialHist(fr, _ncols, nbins, hcs[k][0], false)); // The "root" node
      }
    }
    int[] leafs = new int[_nclass]; // Define a "working set" of leaf splits, from here to tree._len

    // ----
    // ESL2, page 387.  Step 2b ii.
    // One Big Loop till the ktrees are of proper depth.
    // Adds a layer to the trees each pass.
    int depth = 0;
    for (; depth < max_depth; depth++) {
      if (!Job.isRunning(self())) return null;

      hcs = buildLayer(fr, ktrees, leafs, hcs, false, false);

      // If we did not make any new splits, then the tree is split-to-death
      if (hcs == null) break;
    }

    // Each tree bottomed-out in a DecidedNode; go 1 more level and insert
    // LeafNodes to hold predictions.
    for (int k = 0; k < _nclass; k++) {
      DTree tree = ktrees[k];
      if (tree == null) continue;
      int leaf = leafs[k] = tree.len();
      for (int nid = 0; nid < leaf; nid++) {
        if (tree.node(nid) instanceof DecidedNode) {
          DecidedNode dn = tree.decided(nid);
          for (int i = 0; i < dn._nids.length; i++) {
            int cnid = dn._nids[i];
            if (cnid == -1
                || // Bottomed out (predictors or responses known constant)
                tree.node(cnid) instanceof UndecidedNode
                || // Or chopped off for depth
                (tree.node(cnid) instanceof DecidedNode
                    && // Or not possible to split
                    ((DecidedNode) tree.node(cnid))._split.col() == -1))
              dn._nids[i] = new GBMLeafNode(tree, nid).nid(); // Mark a leaf here
          }
          // Handle the trivial non-splitting tree
          if (nid == 0 && dn._split.col() == -1) new GBMLeafNode(tree, -1, 0);
        }
      }
    } // -- k-trees are done

    // ----
    // ESL2, page 387.  Step 2b iii.  Compute the gammas, and store them back
    // into the tree leaves.  Includes learn_rate.
    //    gamma_i_k = (nclass-1)/nclass * (sum res_i / sum (|res_i|*(1-|res_i|)))
    // For regression:
    //    gamma_i_k = sum res_i / count(res_i)
    GammaPass gp = new GammaPass(ktrees, leafs).doAll(fr);
    double m1class = _nclass > 1 ? (double) (_nclass - 1) / _nclass : 1.0; // K-1/K
    for (int k = 0; k < _nclass; k++) {
      final DTree tree = ktrees[k];
      if (tree == null) continue;
      for (int i = 0; i < tree._len - leafs[k]; i++) {
        double g =
            gp._gss[k][i] == 0 // Constant response?
                ? (gp._rss[k][i] == 0
                    ? 0
                    : 1000) // Cap (exponential) learn, instead of dealing with Inf
                : learn_rate * m1class * gp._rss[k][i] / gp._gss[k][i];
        assert !Double.isNaN(g);
        ((LeafNode) tree.node(leafs[k] + i))._pred = g;
      }
    }

    // ----
    // ESL2, page 387.  Step 2b iv.  Cache the sum of all the trees, plus the
    // new tree, in the 'tree' columns.  Also, zap the NIDs for next pass.
    // Tree <== f(Tree)
    // Nids <== 0
    new MRTask2() {
      @Override
      public void map(Chunk chks[]) {
        // For all tree/klasses
        for (int k = 0; k < _nclass; k++) {
          final DTree tree = ktrees[k];
          if (tree == null) continue;
          final Chunk nids = chk_nids(chks, k);
          final Chunk ct = chk_tree(chks, k);
          for (int row = 0; row < nids._len; row++) {
            int nid = (int) nids.at80(row);
            if (nid < 0) continue;
            ct.set0(row, (float) (ct.at0(row) + ((LeafNode) tree.node(nid))._pred));
            nids.set0(row, 0);
          }
        }
      }
    }.doAll(fr);

    // Collect leaves stats
    for (int i = 0; i < ktrees.length; i++)
      if (ktrees[i] != null) ktrees[i].leaves = ktrees[i].len() - leafs[i];
    // DEBUG: Print the generated K trees
    // printGenerateTrees(ktrees);

    return ktrees;
  }