CSForestClassifier#

class empulse.models.CSForestClassifier(n_estimators=100, *, tp_cost=0.0, tn_cost=0.0, fn_cost=0.0, fp_cost=0.0, loss=None, criterion='cost', combination='majority_voting', max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features='sqrt', max_leaf_nodes=None, min_impurity_decrease=0.0, bootstrap=True, oob_score=False, n_jobs=None, random_state=None, verbose=0, warm_start=False, class_weight=None, ccp_alpha=0.0, max_samples=None, monotonic_cst=None)[source]#

Cost-sensitive random forest classifier.

Parameters:

n_estimatorsint, default=100

The number of trees in the forest.

tp_costfloat or array-like, shape=(n_samples,), default=0.0

Cost of true positives. If float, then all true positives have the same cost. If array-like, then it is the cost of each true positive classification. Is overwritten if another tp_cost is passed to the fit method.

Note

It is not recommended to pass instance-dependent costs to the __init__ method. Instead, pass them to the fit method.

fp_costfloat or array-like, shape=(n_samples,), default=0.0

Cost of false positives. If float, then all false positives have the same cost. If array-like, then it is the cost of each false positive classification. Is overwritten if another fp_cost is passed to the fit method.

Note

It is not recommended to pass instance-dependent costs to the __init__ method. Instead, pass them to the fit method.

tn_costfloat or array-like, shape=(n_samples,), default=0.0

Cost of true negatives. If float, then all true negatives have the same cost. If array-like, then it is the cost of each true negative classification. Is overwritten if another tn_cost is passed to the fit method.

Note

It is not recommended to pass instance-dependent costs to the __init__ method. Instead, pass them to the fit method.

fn_costfloat or array-like, shape=(n_samples,), default=0.0

Cost of false negatives. If float, then all false negatives have the same cost. If array-like, then it is the cost of each false negative classification. Is overwritten if another fn_cost is passed to the fit method.

Note

It is not recommended to pass instance-dependent costs to the __init__ method. Instead, pass them to the fit method.

n_estimatorsint, default=100

The number of trees in the forest.

Changed in version 0.22: The default value of n_estimators changed from 10 to 100 in 0.22.

lossMetric or None, default=None

The metric to measure the quality of a split. If None, the cost impurity is used.

criterion{“cost”,, “gini”, “log_loss” or “entropy”}, default=”cost”

The function to measure the quality of a split.

How the measure to estimate quality of a split is weighted.

If "cost": The metric is used normally, without extra weighting.
If "gini": The Gini impurity is used to weight the metric.
If "log_loss" or "entropy": The Shannon information gain is used to weight the metric.

combination{“majority_voting’, ‘weighted_voting’}, default=”majority_voting”

How to combine the predictions of the individual models.

“majority_voting”: the majority vote of the models.
“weighted_voting”: the models are weighted by their oob score calculates with the ….

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 fraction and ceil(min_samples_split * n_samples) are the minimum number of samples for each split.

Changed in version 0.18: Added float values for fractions.

min_samples_leafint or float, default=1

The minimum number of samples required to be at a leaf node. A split point at any depth will only be considered if it leaves at least min_samples_leaf training samples in each of the left and right branches. This may have the effect of smoothing the model, especially in regression.

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{“sqrt”, “log2”, None}, int or float, default=”sqrt”

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 fraction and max(1, int(max_features * n_features_in_)) features are considered at each split.
If “sqrt”, then max_features=sqrt(n_features).
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, and N_t_R is the number of samples in the right child.

N, N_t, N_t_R and N_t_L all refer to the weighted sum, if sample_weight is passed.

bootstrapbool, default=True

Whether bootstrap samples are used when building trees. If False, the whole dataset is used to build each tree.

oob_scorebool or callable, default=False

Whether to use out-of-bag samples to estimate the generalization score. By default, accuracy_score is used. Provide a callable with signature metric(y_true, y_pred) to use a custom metric. Only available if bootstrap=True.

n_jobsint, default=None

The number of jobs to run in parallel. fit, predict, decision_path and apply are all parallelized over the trees. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors. See Glossary for more details.

random_stateint, RandomState instance or None, default=None

Controls both the randomness of the bootstrapping of the samples used when building trees (if bootstrap=True) and the sampling of the features to consider when looking for the best split at each node (if max_features < n_features). See Glossary for details.

verboseint, default=0

Controls the verbosity when fitting and predicting.

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. See Glossary and Fitting additional trees for details.

class_weight{“balanced”, “balanced_subsample”}, dict or list of dicts, default=None

Weights associated with classes in the form {class_label: 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. See Minimal Cost-Complexity Pruning for details. See Post pruning decision trees with cost complexity pruning for an example of such pruning.

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(round(n_samples * max_samples), 1) samples. Thus, max_samples should be in the interval (0.0, 1.0].

monotonic_cstarray-like of int of shape (n_features), default=None

Indicates the monotonicity constraint to enforce on each feature.

1: monotonic increase
0: no constraint
-1: monotonic decrease

If monotonic_cst is None, no constraints are applied.

Monotonicity constraints are not supported for:

multiclass classifications (i.e. when n_classes > 2),
multioutput classifications (i.e. when n_outputs_ > 1),
classifications trained on data with missing values.

The constraints hold over the probability of the positive class.