import numpy as np
#决策树模型
def MSE(y):
return ((y - y.mean())**2).sum() / y.shape[0]
class Node:
def __init__(self, depth, idx):
self.depth = depth
self.idx = idx
self.left = None
self.right = None
self.feature = None
self.pivot = None
class Tree:
def __init__(self, max_depth):
self.max_depth = max_depth
self.X = None
self.y = None
self.feature_importances_ = None
def _able_to_split(self, node):
return (node.depth < self.max_depth) & (node.idx.sum() >= 2)
def _get_inner_split_score(self, to_left, to_right):
total_num = to_left.sum() + to_right.sum()
left_val = to_left.sum() / total_num * MSE(self.y[to_left])
right_val = to_right.sum() / total_num * MSE(self.y[to_right])
return left_val + right_val
def _inner_split(self, col, idx):
data = self.X[:, col]
best_val = np.infty
for pivot in data[:-1]:
to_left = (idx==1) & (data<=pivot)
to_right = (idx==1) & (~to_left)
if to_left.sum() == 0 or to_left.sum() == idx.sum():
continue
Hyx = self._get_inner_split_score(to_left, to_right)
if best_val > Hyx:
best_val, best_pivot = Hyx, pivot
best_to_left, best_to_right = to_left, to_right
return best_val, best_to_left, best_to_right, best_pivot
def _get_conditional_entropy(self, idx):
best_val = np.infty
for col in range(self.X.shape[1]):
Hyx, _idx_left, _idx_right, pivot = self._inner_split(col, idx)
if best_val > Hyx:
best_val, idx_left, idx_right = Hyx, _idx_left, _idx_right
best_feature, best_pivot = col, pivot
return best_val, idx_left, idx_right, best_feature, best_pivot
def split(self, node):
# 首先判断本节点是不是符合分裂的条件
if not self._able_to_split(node):
return None, None, None, None
# 计算H(Y)
entropy = MSE(self.y[node.idx==1])
# 计算最小的H(Y|X)
(
conditional_entropy,
idx_left,
idx_right,
feature,
pivot
) = self._get_conditional_entropy(node.idx)
# 计算信息增益G(Y, X)
info_gain = entropy - conditional_entropy
# 计算相对信息增益
relative_gain = node.idx.sum() / self.X.shape[0] * info_gain
# 更新特征重要性
self.feature_importances_[feature] += relative_gain
# 新建左右节点并更新深度
node.left = Node(node.depth+1, idx_left)
node.right = Node(node.depth+1, idx_right)
self.depth = max(node.depth+1, self.depth)
return idx_left, idx_right, feature, pivot
def build_prepare(self):
self.depth = 0
self.feature_importances_ = np.zeros(self.X.shape[1])
self.root = Node(depth=0, idx=np.ones(self.X.shape[0]) == 1)
def build_node(self, cur_node):
if cur_node is None:
return
idx_left, idx_right, feature, pivot = self.split(cur_node)
cur_node.feature, cur_node.pivot = feature, pivot
self.build_node(cur_node.left)
self.build_node(cur_node.right)
def build(self):
self.build_prepare()
self.build_node(self.root)
def _search_prediction(self, node, x):
if node.left is None and node.right is None:
return self.y[node.idx].mean()
if x[node.feature] <= node.pivot:
node = node.left
else:
node = node.right
return self._search_prediction(node, x)
def predict(self, x):
return self._search_prediction(self.root, x)
class DecisionTreeRegressor:
"""
max_depth控制最大深度,类功能与sklearn默认参数下的功能实现一致
"""
def __init__(self, max_depth):
self.tree = Tree(max_depth=max_depth)
def fit(self, X, y):
self.tree.X = X
self.tree.y = y
self.tree.build()
self.feature_importances_ = (
self.tree.feature_importances_
/ self.tree.feature_importances_.sum()
)
return self
def predict(self, X):
return np.array([self.tree.predict(x) for x in X])
#测试函数
from CART import DecisionTreeRegressor
from sklearn.tree import DecisionTreeRegressor as dt
from sklearn.datasets import make_regression
if __name__ == "__main__":
# 模拟回归数据集
X, y = make_regression(
n_samples=200, n_features=10, n_informative=5, random_state=0
)
my_cart = DecisionTreeRegressor(max_depth=2)
my_cart.fit(X, y)
res1 = my_cart.predict(X)
importance1 = my_cart.feature_importances_
sklearn_cart = dt(max_depth=2)
sklearn_cart.fit(X, y)
res2 = sklearn_cart.predict(X)
importance2 = sklearn_cart.feature_importances_
# 预测一致的比例
print(((res1-res2)<1e-8).mean())
# 特征重要性一致的比例
print(((importance1-importance2)<1e-8).mean())