/**
* On-the-fly version for varimp. After generation a new tree, its tree votes are collected on
* shuffled OOB rows and variable importance is recomputed.
*
* <p>The <a
* href="http://www.stat.berkeley.edu/~breiman/RandomForests/cc_home.htm#varimp">page</a> says:
* <cite> "In every tree grown in the forest, put down the oob cases and count the number of votes
* cast for the correct class. Now randomly permute the values of variable m in the oob cases and
* put these cases down the tree. Subtract the number of votes for the correct class in the
* variable-m-permuted oob data from the number of votes for the correct class in the untouched
* oob data. The average of this number over all trees in the forest is the raw importance score
* for variable m." </cite>
*/
@Override
protected VarImp doVarImpCalc(
final DRFModel model, DTree[] ktrees, final int tid, final Frame fTrain, boolean scale) {
// Check if we have already serialized 'ktrees'-trees in the model
assert model.ntrees() - 1 == tid
: "Cannot compute DRF varimp since 'ktrees' are not serialized in the model! tid=" + tid;
assert _treeMeasuresOnOOB.npredictors() - 1 == tid
: "Tree votes over OOB rows for this tree (var ktrees) were not found!";
// Compute tree votes over shuffled data
final CompressedTree[ /*nclass*/] theTree =
model.ctree(tid); // get the last tree FIXME we should pass only keys
final int nclasses = model.nclasses();
Futures fs = new Futures();
for (int var = 0; var < _ncols; var++) {
final int variable = var;
H2OCountedCompleter task4var =
classification
? new H2OCountedCompleter() {
@Override
public void compute2() {
// Compute this tree votes over all data over given variable
TreeVotes cd =
TreeMeasuresCollector.collectVotes(
theTree, nclasses, fTrain, _ncols, sample_rate, variable);
assert cd.npredictors() == 1;
asVotes(_treeMeasuresOnSOOB[variable]).append(cd);
tryComplete();
}
}
: /* regression */ new H2OCountedCompleter() {
@Override
public void compute2() {
// Compute this tree votes over all data over given variable
TreeSSE cd =
TreeMeasuresCollector.collectSSE(
theTree, nclasses, fTrain, _ncols, sample_rate, variable);
assert cd.npredictors() == 1;
asSSE(_treeMeasuresOnSOOB[variable]).append(cd);
tryComplete();
}
};
H2O.submitTask(task4var); // Fork computation
fs.add(task4var);
}
fs.blockForPending(); // Wait for results
// Compute varimp for individual features (_ncols)
final float[] varimp = new float[_ncols]; // output variable importance
final float[] varimpSD = new float[_ncols]; // output variable importance sd
for (int var = 0; var < _ncols; var++) {
double[ /*2*/] imp =
classification
? asVotes(_treeMeasuresOnSOOB[var]).imp(asVotes(_treeMeasuresOnOOB))
: asSSE(_treeMeasuresOnSOOB[var]).imp(asSSE(_treeMeasuresOnOOB));
varimp[var] = (float) imp[0];
varimpSD[var] = (float) imp[1];
}
return new VarImp.VarImpMDA(varimp, varimpSD, model.ntrees());
}
@Override
protected DRFModel buildModel(
DRFModel model, final Frame fr, String names[], String domains[][], final Timer t_build) {
// Append number of trees participating in on-the-fly scoring
fr.add("OUT_BAG_TREES", response.makeZero());
// The RNG used to pick split columns
Random rand = createRNG(_seed);
// Prepare working columns
new SetWrkTask().doAll(fr);
int tid;
DTree[] ktrees = null;
// Prepare tree statistics
TreeStats tstats = new TreeStats();
// Build trees until we hit the limit
for (tid = 0; tid < ntrees; tid++) { // Building tid-tree
model =
doScoring(
model, fr, ktrees, tid, tstats, tid == 0, !hasValidation(), build_tree_one_node);
// At each iteration build K trees (K = nclass = response column domain size)
// TODO: parallelize more? build more than k trees at each time, we need to care about
// temporary data
// Idea: launch more DRF at once.
Timer kb_timer = new Timer();
ktrees = buildNextKTrees(fr, _mtry, sample_rate, rand, tid);
Log.info(Sys.DRF__, (tid + 1) + ". tree was built " + kb_timer.toString());
if (!Job.isRunning(self())) break; // If canceled during building, do not bulkscore
// Check latest predictions
tstats.updateBy(ktrees);
}
model = doScoring(model, fr, ktrees, tid, tstats, true, !hasValidation(), build_tree_one_node);
// Make sure that we did not miss any votes
assert !importance
|| _treeMeasuresOnOOB.npredictors() == _treeMeasuresOnSOOB[0 /*variable*/].npredictors()
: "Missing some tree votes in variable importance voting?!";
return model;
}