implemented extra trees (#320)

* implemented extra trees

* implemented extra trees

Author: DanielLacina

src/ensemble/extra_trees_regressor.rs

@@ -0,0 +1,318 @@
+//! # Extra Trees Regressor
+//! An Extra-Trees (Extremely Randomized Trees) regressor is an ensemble learning method that fits multiple randomized
+//! decision trees on the dataset and averages their predictions to improve accuracy and control over-fitting.
+//!
+//! It is similar to a standard Random Forest, but introduces more randomness in the way splits are chosen, which can
+//! reduce the variance of the model and often make the training process faster.
+//!
+//! The two key differences from a standard Random Forest are:
+//! 1. It uses the whole original dataset to build each tree instead of bootstrap samples.
+//! 2. When splitting a node, it chooses a random split point for each feature, rather than the most optimal one.
+//!
+//! See [ensemble models](../index.html) for more details.
+//!
+//! Bigger number of estimators in general improves performance of the algorithm with an increased cost of training time.
+//! The random sample of _m_ predictors is typically set to be \\(\sqrt{p}\\) from the full set of _p_ predictors.
+//!
+//! Example:
+//!
+//! ```
+//! use smartcore::linalg::basic::matrix::DenseMatrix;
+//! use smartcore::ensemble::extra_trees_regressor::*;
+//!
+//! // Longley dataset ([https://www.statsmodels.org/stable/datasets/generated/longley.html](https://www.statsmodels.org/stable/datasets/generated/longley.html))
+//! let x = DenseMatrix::from_2d_array(&[
+//!     &[234.289, 235.6, 159., 107.608, 1947., 60.323],
+//!     &[259.426, 232.5, 145.6, 108.632, 1948., 61.122],
+//!     &[258.054, 368.2, 161.6, 109.773, 1949., 60.171],
+//!     &[284.599, 335.1, 165., 110.929, 1950., 61.187],
+//!     &[328.975, 209.9, 309.9, 112.075, 1951., 63.221],
+//!     &[346.999, 193.2, 359.4, 113.27, 1952., 63.639],
+//!     &[365.385, 187., 354.7, 115.094, 1953., 64.989],
+//!     &[363.112, 357.8, 335., 116.219, 1954., 63.761],
+//!     &[397.469, 290.4, 304.8, 117.388, 1955., 66.019],
+//!     &[419.18, 282.2, 285.7, 118.734, 1956., 67.857],
+//!     &[442.769, 293.6, 279.8, 120.445, 1957., 68.169],
+//!     &[444.546, 468.1, 263.7, 121.95, 1958., 66.513],
+//!     &[482.704, 381.3, 255.2, 123.366, 1959., 68.655],
+//!     &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
+//!     &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
+//!     &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
+//! ]).unwrap();
+//! let y = vec![
+//!     83.0, 88.5, 88.2, 89.5, 96.2, 98.1, 99.0, 100.0, 101.2,
+//!     104.6, 108.4, 110.8, 112.6, 114.2, 115.7, 116.9
+//! ];
+//!
+//! let regressor = ExtraTreesRegressor::fit(&x, &y, Default::default()).unwrap();
+//!
+//! let y_hat = regressor.predict(&x).unwrap(); // use the same data for prediction
+//! ```
+//!
+//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
+//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
+
+use std::default::Default;
+use std::fmt::Debug;
+
+#[cfg(feature = "serde")]
+use serde::{Deserialize, Serialize};
+
+use crate::api::{Predictor, SupervisedEstimator};
+use crate::ensemble::base_forest_regressor::{BaseForestRegressor, BaseForestRegressorParameters};
+use crate::error::Failed;
+use crate::linalg::basic::arrays::{Array1, Array2};
+use crate::numbers::basenum::Number;
+use crate::numbers::floatnum::FloatNumber;
+use crate::tree::base_tree_regressor::Splitter;
+
+#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
+#[derive(Debug, Clone)]
+/// Parameters of the Extra Trees Regressor
+/// Some parameters here are passed directly into base estimator.
+pub struct ExtraTreesRegressorParameters {
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// Tree max depth. See [Decision Tree Regressor](../../tree/decision_tree_regressor/index.html)
+    pub max_depth: Option<u16>,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// The minimum number of samples required to be at a leaf node. See [Decision Tree Regressor](../../tree/decision_tree_regressor/index.html)
+    pub min_samples_leaf: usize,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// The minimum number of samples required to split an internal node. See [Decision Tree Regressor](../../tree/decision_tree_regressor/index.html)
+    pub min_samples_split: usize,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// The number of trees in the forest.
+    pub n_trees: usize,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// Number of random sample of predictors to use as split candidates.
+    pub m: Option<usize>,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// Whether to keep samples used for tree generation. This is required for OOB prediction.
+    pub keep_samples: bool,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// Seed used for bootstrap sampling and feature selection for each tree.
+    pub seed: u64,
+}
+
+/// Extra Trees Regressor
+#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
+#[derive(Debug)]
+pub struct ExtraTreesRegressor<
+    TX: Number + FloatNumber + PartialOrd,
+    TY: Number,
+    X: Array2<TX>,
+    Y: Array1<TY>,
+> {
+    forest_regressor: Option<BaseForestRegressor<TX, TY, X, Y>>,
+}
+
+impl ExtraTreesRegressorParameters {
+    /// Tree max depth. See [Decision Tree Classifier](../../tree/decision_tree_classifier/index.html)
+    pub fn with_max_depth(mut self, max_depth: u16) -> Self {
+        self.max_depth = Some(max_depth);
+        self
+    }
+    /// The minimum number of samples required to be at a leaf node. See [Decision Tree Classifier](../../tree/decision_tree_classifier/index.html)
+    pub fn with_min_samples_leaf(mut self, min_samples_leaf: usize) -> Self {
+        self.min_samples_leaf = min_samples_leaf;
+        self
+    }
+    /// The minimum number of samples required to split an internal node. See [Decision Tree Classifier](../../tree/decision_tree_classifier/index.html)
+    pub fn with_min_samples_split(mut self, min_samples_split: usize) -> Self {
+        self.min_samples_split = min_samples_split;
+        self
+    }
+    /// The number of trees in the forest.
+    pub fn with_n_trees(mut self, n_trees: usize) -> Self {
+        self.n_trees = n_trees;
+        self
+    }
+    /// Number of random sample of predictors to use as split candidates.
+    pub fn with_m(mut self, m: usize) -> Self {
+        self.m = Some(m);
+        self
+    }
+
+    /// Whether to keep samples used for tree generation. This is required for OOB prediction.
+    pub fn with_keep_samples(mut self, keep_samples: bool) -> Self {
+        self.keep_samples = keep_samples;
+        self
+    }
+
+    /// Seed used for bootstrap sampling and feature selection for each tree.
+    pub fn with_seed(mut self, seed: u64) -> Self {
+        self.seed = seed;
+        self
+    }
+}
+impl Default for ExtraTreesRegressorParameters {
+    fn default() -> Self {
+        ExtraTreesRegressorParameters {
+            max_depth: Option::None,
+            min_samples_leaf: 1,
+            min_samples_split: 2,
+            n_trees: 10,
+            m: Option::None,
+            keep_samples: false,
+            seed: 0,
+        }
+    }
+}
+
+impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
+    SupervisedEstimator<X, Y, ExtraTreesRegressorParameters> for ExtraTreesRegressor<TX, TY, X, Y>
+{
+    fn new() -> Self {
+        Self {
+            forest_regressor: Option::None,
+        }
+    }
+
+    fn fit(x: &X, y: &Y, parameters: ExtraTreesRegressorParameters) -> Result<Self, Failed> {
+        ExtraTreesRegressor::fit(x, y, parameters)
+    }
+}
+
+impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
+    Predictor<X, Y> for ExtraTreesRegressor<TX, TY, X, Y>
+{
+    fn predict(&self, x: &X) -> Result<Y, Failed> {
+        self.predict(x)
+    }
+}
+
+impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
+    ExtraTreesRegressor<TX, TY, X, Y>
+{
+    /// Build a forest of trees from the training set.
+    /// * `x` - _NxM_ matrix with _N_ observations and _M_ features in each observation.
+    /// * `y` - the target class values
+    pub fn fit(
+        x: &X,
+        y: &Y,
+        parameters: ExtraTreesRegressorParameters,
+    ) -> Result<ExtraTreesRegressor<TX, TY, X, Y>, Failed> {
+        let regressor_params = BaseForestRegressorParameters {
+            max_depth: parameters.max_depth,
+            min_samples_leaf: parameters.min_samples_leaf,
+            min_samples_split: parameters.min_samples_split,
+            n_trees: parameters.n_trees,
+            m: parameters.m,
+            keep_samples: parameters.keep_samples,
+            seed: parameters.seed,
+            bootstrap: false,
+            splitter: Splitter::Random,
+        };
+        let forest_regressor = BaseForestRegressor::fit(x, y, regressor_params)?;
+
+        Ok(ExtraTreesRegressor {
+            forest_regressor: Some(forest_regressor),
+        })
+    }
+
+    /// Predict class for `x`
+    /// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features.
+    pub fn predict(&self, x: &X) -> Result<Y, Failed> {
+        let forest_regressor = self.forest_regressor.as_ref().unwrap();
+        forest_regressor.predict(x)
+    }
+
+    /// Predict OOB classes for `x`. `x` is expected to be equal to the dataset used in training.
+    pub fn predict_oob(&self, x: &X) -> Result<Y, Failed> {
+        let forest_regressor = self.forest_regressor.as_ref().unwrap();
+        forest_regressor.predict_oob(x)
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::linalg::basic::matrix::DenseMatrix;
+    use crate::metrics::mean_squared_error;
+
+    #[test]
+    fn test_extra_trees_regressor_fit_predict() {
+        // Use a simpler, more predictable dataset for unit testing.
+        let x = DenseMatrix::from_2d_array(&[
+            &[1., 2.],
+            &[3., 4.],
+            &[5., 6.],
+            &[7., 8.],
+            &[9., 10.],
+            &[11., 12.],
+            &[13., 14.],
+            &[15., 16.],
+        ])
+        .unwrap();
+        let y = vec![1., 2., 3., 4., 5., 6., 7., 8.];
+
+        let parameters = ExtraTreesRegressorParameters::default()
+            .with_n_trees(100)
+            .with_seed(42);
+
+        let regressor = ExtraTreesRegressor::fit(&x, &y, parameters).unwrap();
+        let y_hat = regressor.predict(&x).unwrap();
+
+        assert_eq!(y_hat.len(), y.len());
+        // A basic check to ensure the model is learning something.
+        // The error should be significantly less than the variance of y.
+        let mse = mean_squared_error(&y, &y_hat);
+        // With this simple dataset, the error should be very low.
+        assert!(mse < 1.0);
+    }
+
+    #[test]
+    fn test_fit_predict_higher_dims() {
+        // Dataset with 10 features, but y is only dependent on the 3rd feature (index 2).
+        let x = DenseMatrix::from_2d_array(&[
+            // The 3rd column is the important one. The rest are noise.
+            &[0., 0., 10., 5., 8., 1., 4., 9., 2., 7.],
+            &[0., 0., 20., 1., 2., 3., 4., 5., 6., 7.],
+            &[0., 0., 30., 7., 6., 5., 4., 3., 2., 1.],
+            &[0., 0., 40., 9., 2., 4., 6., 8., 1., 3.],
+            &[0., 0., 55., 3., 1., 8., 6., 4., 2., 9.],
+            &[0., 0., 65., 2., 4., 7., 5., 3., 1., 8.],
+        ])
+        .unwrap();
+        let y = vec![10., 20., 30., 40., 55., 65.];
+
+        let parameters = ExtraTreesRegressorParameters::default()
+            .with_n_trees(100)
+            .with_seed(42);
+
+        let regressor = ExtraTreesRegressor::fit(&x, &y, parameters).unwrap();
+        let y_hat = regressor.predict(&x).unwrap();
+
+        assert_eq!(y_hat.len(), y.len());
+
+        let mse = mean_squared_error(&y, &y_hat);
+
+        // The model should be able to learn this simple relationship perfectly,
+        // ignoring the noise features. The MSE should be very low.
+        assert!(mse < 1.0);
+    }
+
+    #[test]
+    fn test_reproducibility() {
+        let x = DenseMatrix::from_2d_array(&[
+            &[1., 2.],
+            &[3., 4.],
+            &[5., 6.],
+            &[7., 8.],
+            &[9., 10.],
+            &[11., 12.],
+        ])
+        .unwrap();
+        let y = vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0];
+
+        let params = ExtraTreesRegressorParameters::default().with_seed(42);
+
+        let regressor1 = ExtraTreesRegressor::fit(&x, &y, params.clone()).unwrap();
+        let y_hat1 = regressor1.predict(&x).unwrap();
+
+        let regressor2 = ExtraTreesRegressor::fit(&x, &y, params.clone()).unwrap();
+        let y_hat2 = regressor2.predict(&x).unwrap();
+
+        assert_eq!(y_hat1, y_hat2);
+    }
+}

src/ensemble/mod.rs

@@ -17,6 +17,7 @@
 //! * ["An Introduction to Statistical Learning", James G., Witten D., Hastie T., Tibshirani R., 8.2 Bagging, Random Forests, Boosting](http://faculty.marshall.usc.edu/gareth-james/ISL/)
 
 mod base_forest_regressor;
+pub mod extra_trees_regressor;
 /// Random forest classifier
 pub mod random_forest_classifier;
 /// Random forest regressor