690 lines
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ReStructuredText
690 lines
27 KiB
ReStructuredText
.. _tree:
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==============
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Decision Trees
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==============
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.. currentmodule:: sklearn.tree
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**Decision Trees (DTs)** are a non-parametric supervised learning method used
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for :ref:`classification <tree_classification>` and :ref:`regression
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<tree_regression>`. The goal is to create a model that predicts the value of a
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target variable by learning simple decision rules inferred from the data
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features. A tree can be seen as a piecewise constant approximation.
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For instance, in the example below, decision trees learn from data to
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approximate a sine curve with a set of if-then-else decision rules. The deeper
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the tree, the more complex the decision rules and the fitter the model.
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.. figure:: ../auto_examples/tree/images/sphx_glr_plot_tree_regression_001.png
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:target: ../auto_examples/tree/plot_tree_regression.html
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:scale: 75
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:align: center
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Some advantages of decision trees are:
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- Simple to understand and to interpret. Trees can be visualized.
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- Requires little data preparation. Other techniques often require data
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normalization, dummy variables need to be created and blank values to
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be removed. Some tree and algorithm combinations support
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:ref:`missing values <tree_missing_value_support>`.
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- The cost of using the tree (i.e., predicting data) is logarithmic in the
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number of data points used to train the tree.
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- Able to handle both numerical and categorical data. However, the scikit-learn
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implementation does not support categorical variables for now. Other
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techniques are usually specialized in analyzing datasets that have only one type
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of variable. See :ref:`algorithms <tree_algorithms>` for more
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information.
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- Able to handle multi-output problems.
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- Uses a white box model. If a given situation is observable in a model,
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the explanation for the condition is easily explained by boolean logic.
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By contrast, in a black box model (e.g., in an artificial neural
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network), results may be more difficult to interpret.
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- Possible to validate a model using statistical tests. That makes it
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possible to account for the reliability of the model.
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- Performs well even if its assumptions are somewhat violated by
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the true model from which the data were generated.
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The disadvantages of decision trees include:
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- Decision-tree learners can create over-complex trees that do not
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generalize the data well. This is called overfitting. Mechanisms
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such as pruning, setting the minimum number of samples required
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at a leaf node or setting the maximum depth of the tree are
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necessary to avoid this problem.
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- Decision trees can be unstable because small variations in the
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data might result in a completely different tree being generated.
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This problem is mitigated by using decision trees within an
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ensemble.
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- Predictions of decision trees are neither smooth nor continuous, but
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piecewise constant approximations as seen in the above figure. Therefore,
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they are not good at extrapolation.
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- The problem of learning an optimal decision tree is known to be
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NP-complete under several aspects of optimality and even for simple
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concepts. Consequently, practical decision-tree learning algorithms
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are based on heuristic algorithms such as the greedy algorithm where
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locally optimal decisions are made at each node. Such algorithms
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cannot guarantee to return the globally optimal decision tree. This
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can be mitigated by training multiple trees in an ensemble learner,
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where the features and samples are randomly sampled with replacement.
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- There are concepts that are hard to learn because decision trees
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do not express them easily, such as XOR, parity or multiplexer problems.
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- Decision tree learners create biased trees if some classes dominate.
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It is therefore recommended to balance the dataset prior to fitting
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with the decision tree.
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.. _tree_classification:
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Classification
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==============
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:class:`DecisionTreeClassifier` is a class capable of performing multi-class
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classification on a dataset.
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As with other classifiers, :class:`DecisionTreeClassifier` takes as input two arrays:
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an array X, sparse or dense, of shape ``(n_samples, n_features)`` holding the
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training samples, and an array Y of integer values, shape ``(n_samples,)``,
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holding the class labels for the training samples::
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>>> from sklearn import tree
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>>> X = [[0, 0], [1, 1]]
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>>> Y = [0, 1]
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>>> clf = tree.DecisionTreeClassifier()
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>>> clf = clf.fit(X, Y)
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After being fitted, the model can then be used to predict the class of samples::
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>>> clf.predict([[2., 2.]])
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array([1])
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In case that there are multiple classes with the same and highest
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probability, the classifier will predict the class with the lowest index
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amongst those classes.
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As an alternative to outputting a specific class, the probability of each class
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can be predicted, which is the fraction of training samples of the class in a
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leaf::
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>>> clf.predict_proba([[2., 2.]])
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array([[0., 1.]])
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:class:`DecisionTreeClassifier` is capable of both binary (where the
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labels are [-1, 1]) classification and multiclass (where the labels are
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[0, ..., K-1]) classification.
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Using the Iris dataset, we can construct a tree as follows::
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>>> from sklearn.datasets import load_iris
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>>> from sklearn import tree
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>>> iris = load_iris()
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>>> X, y = iris.data, iris.target
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>>> clf = tree.DecisionTreeClassifier()
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>>> clf = clf.fit(X, y)
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Once trained, you can plot the tree with the :func:`plot_tree` function::
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>>> tree.plot_tree(clf)
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[...]
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.. figure:: ../auto_examples/tree/images/sphx_glr_plot_iris_dtc_002.png
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:target: ../auto_examples/tree/plot_iris_dtc.html
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:scale: 75
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:align: center
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.. dropdown:: Alternative ways to export trees
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We can also export the tree in `Graphviz
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<https://www.graphviz.org/>`_ format using the :func:`export_graphviz`
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exporter. If you use the `conda <https://conda.io>`_ package manager, the graphviz binaries
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and the python package can be installed with `conda install python-graphviz`.
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Alternatively binaries for graphviz can be downloaded from the graphviz project homepage,
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and the Python wrapper installed from pypi with `pip install graphviz`.
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Below is an example graphviz export of the above tree trained on the entire
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iris dataset; the results are saved in an output file `iris.pdf`::
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>>> import graphviz # doctest: +SKIP
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>>> dot_data = tree.export_graphviz(clf, out_file=None) # doctest: +SKIP
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>>> graph = graphviz.Source(dot_data) # doctest: +SKIP
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>>> graph.render("iris") # doctest: +SKIP
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The :func:`export_graphviz` exporter also supports a variety of aesthetic
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options, including coloring nodes by their class (or value for regression) and
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using explicit variable and class names if desired. Jupyter notebooks also
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render these plots inline automatically::
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>>> dot_data = tree.export_graphviz(clf, out_file=None, # doctest: +SKIP
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... feature_names=iris.feature_names, # doctest: +SKIP
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... class_names=iris.target_names, # doctest: +SKIP
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... filled=True, rounded=True, # doctest: +SKIP
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... special_characters=True) # doctest: +SKIP
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>>> graph = graphviz.Source(dot_data) # doctest: +SKIP
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>>> graph # doctest: +SKIP
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.. only:: html
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.. figure:: ../images/iris.svg
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:align: center
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.. only:: latex
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.. figure:: ../images/iris.pdf
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:align: center
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.. figure:: ../auto_examples/tree/images/sphx_glr_plot_iris_dtc_001.png
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:target: ../auto_examples/tree/plot_iris_dtc.html
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:align: center
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:scale: 75
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Alternatively, the tree can also be exported in textual format with the
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function :func:`export_text`. This method doesn't require the installation
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of external libraries and is more compact:
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>>> from sklearn.datasets import load_iris
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>>> from sklearn.tree import DecisionTreeClassifier
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>>> from sklearn.tree import export_text
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>>> iris = load_iris()
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>>> decision_tree = DecisionTreeClassifier(random_state=0, max_depth=2)
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>>> decision_tree = decision_tree.fit(iris.data, iris.target)
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>>> r = export_text(decision_tree, feature_names=iris['feature_names'])
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>>> print(r)
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|--- petal width (cm) <= 0.80
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| |--- class: 0
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|--- petal width (cm) > 0.80
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| |--- petal width (cm) <= 1.75
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| | |--- class: 1
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| |--- petal width (cm) > 1.75
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| | |--- class: 2
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<BLANKLINE>
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.. rubric:: Examples
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* :ref:`sphx_glr_auto_examples_tree_plot_iris_dtc.py`
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* :ref:`sphx_glr_auto_examples_tree_plot_unveil_tree_structure.py`
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.. _tree_regression:
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Regression
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==========
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.. figure:: ../auto_examples/tree/images/sphx_glr_plot_tree_regression_001.png
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:target: ../auto_examples/tree/plot_tree_regression.html
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:scale: 75
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:align: center
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Decision trees can also be applied to regression problems, using the
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:class:`DecisionTreeRegressor` class.
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As in the classification setting, the fit method will take as argument arrays X
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and y, only that in this case y is expected to have floating point values
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instead of integer values::
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>>> from sklearn import tree
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>>> X = [[0, 0], [2, 2]]
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>>> y = [0.5, 2.5]
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>>> clf = tree.DecisionTreeRegressor()
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>>> clf = clf.fit(X, y)
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>>> clf.predict([[1, 1]])
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array([0.5])
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.. rubric:: Examples
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* :ref:`sphx_glr_auto_examples_tree_plot_tree_regression.py`
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.. _tree_multioutput:
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Multi-output problems
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=====================
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A multi-output problem is a supervised learning problem with several outputs
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to predict, that is when Y is a 2d array of shape ``(n_samples, n_outputs)``.
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When there is no correlation between the outputs, a very simple way to solve
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this kind of problem is to build n independent models, i.e. one for each
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output, and then to use those models to independently predict each one of the n
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outputs. However, because it is likely that the output values related to the
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same input are themselves correlated, an often better way is to build a single
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model capable of predicting simultaneously all n outputs. First, it requires
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lower training time since only a single estimator is built. Second, the
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generalization accuracy of the resulting estimator may often be increased.
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With regard to decision trees, this strategy can readily be used to support
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multi-output problems. This requires the following changes:
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- Store n output values in leaves, instead of 1;
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- Use splitting criteria that compute the average reduction across all
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n outputs.
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This module offers support for multi-output problems by implementing this
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strategy in both :class:`DecisionTreeClassifier` and
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:class:`DecisionTreeRegressor`. If a decision tree is fit on an output array Y
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of shape ``(n_samples, n_outputs)`` then the resulting estimator will:
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* Output n_output values upon ``predict``;
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* Output a list of n_output arrays of class probabilities upon
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``predict_proba``.
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The use of multi-output trees for regression is demonstrated in
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:ref:`sphx_glr_auto_examples_tree_plot_tree_regression_multioutput.py`. In this example, the input
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X is a single real value and the outputs Y are the sine and cosine of X.
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.. figure:: ../auto_examples/tree/images/sphx_glr_plot_tree_regression_multioutput_001.png
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:target: ../auto_examples/tree/plot_tree_regression_multioutput.html
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:scale: 75
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:align: center
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The use of multi-output trees for classification is demonstrated in
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:ref:`sphx_glr_auto_examples_miscellaneous_plot_multioutput_face_completion.py`. In this example, the inputs
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X are the pixels of the upper half of faces and the outputs Y are the pixels of
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the lower half of those faces.
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.. figure:: ../auto_examples/miscellaneous/images/sphx_glr_plot_multioutput_face_completion_001.png
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:target: ../auto_examples/miscellaneous/plot_multioutput_face_completion.html
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:scale: 75
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:align: center
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.. rubric:: Examples
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* :ref:`sphx_glr_auto_examples_tree_plot_tree_regression_multioutput.py`
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* :ref:`sphx_glr_auto_examples_miscellaneous_plot_multioutput_face_completion.py`
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.. rubric:: References
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* M. Dumont et al, `Fast multi-class image annotation with random subwindows
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and multiple output randomized trees
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<http://www.montefiore.ulg.ac.be/services/stochastic/pubs/2009/DMWG09/dumont-visapp09-shortpaper.pdf>`_,
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International Conference on Computer Vision Theory and Applications 2009
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.. _tree_complexity:
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Complexity
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==========
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In general, the run time cost to construct a balanced binary tree is
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:math:`O(n_{samples}n_{features}\log(n_{samples}))` and query time
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:math:`O(\log(n_{samples}))`. Although the tree construction algorithm attempts
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to generate balanced trees, they will not always be balanced. Assuming that the
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subtrees remain approximately balanced, the cost at each node consists of
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searching through :math:`O(n_{features})` to find the feature that offers the
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largest reduction in the impurity criterion, e.g. log loss (which is equivalent to an
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information gain). This has a cost of
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:math:`O(n_{features}n_{samples}\log(n_{samples}))` at each node, leading to a
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total cost over the entire trees (by summing the cost at each node) of
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:math:`O(n_{features}n_{samples}^{2}\log(n_{samples}))`.
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Tips on practical use
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=====================
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* Decision trees tend to overfit on data with a large number of features.
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Getting the right ratio of samples to number of features is important, since
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a tree with few samples in high dimensional space is very likely to overfit.
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* Consider performing dimensionality reduction (:ref:`PCA <PCA>`,
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:ref:`ICA <ICA>`, or :ref:`feature_selection`) beforehand to
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give your tree a better chance of finding features that are discriminative.
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* :ref:`sphx_glr_auto_examples_tree_plot_unveil_tree_structure.py` will help
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in gaining more insights about how the decision tree makes predictions, which is
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important for understanding the important features in the data.
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* Visualize your tree as you are training by using the ``export``
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function. Use ``max_depth=3`` as an initial tree depth to get a feel for
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how the tree is fitting to your data, and then increase the depth.
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* Remember that the number of samples required to populate the tree doubles
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for each additional level the tree grows to. Use ``max_depth`` to control
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the size of the tree to prevent overfitting.
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* Use ``min_samples_split`` or ``min_samples_leaf`` to ensure that multiple
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samples inform every decision in the tree, by controlling which splits will
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be considered. A very small number will usually mean the tree will overfit,
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whereas a large number will prevent the tree from learning the data. Try
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``min_samples_leaf=5`` as an initial value. If the sample size varies
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greatly, a float number can be used as percentage in these two parameters.
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While ``min_samples_split`` can create arbitrarily small leaves,
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``min_samples_leaf`` guarantees that each leaf has a minimum size, avoiding
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low-variance, over-fit leaf nodes in regression problems. For
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classification with few classes, ``min_samples_leaf=1`` is often the best
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choice.
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Note that ``min_samples_split`` considers samples directly and independent of
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``sample_weight``, if provided (e.g. a node with m weighted samples is still
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treated as having exactly m samples). Consider ``min_weight_fraction_leaf`` or
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``min_impurity_decrease`` if accounting for sample weights is required at splits.
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* Balance your dataset before training to prevent the tree from being biased
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toward the classes that are dominant. Class balancing can be done by
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sampling an equal number of samples from each class, or preferably by
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normalizing the sum of the sample weights (``sample_weight``) for each
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class to the same value. Also note that weight-based pre-pruning criteria,
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such as ``min_weight_fraction_leaf``, will then be less biased toward
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dominant classes than criteria that are not aware of the sample weights,
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like ``min_samples_leaf``.
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* If the samples are weighted, it will be easier to optimize the tree
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structure using weight-based pre-pruning criterion such as
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``min_weight_fraction_leaf``, which ensure that leaf nodes contain at least
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a fraction of the overall sum of the sample weights.
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* All decision trees use ``np.float32`` arrays internally.
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If training data is not in this format, a copy of the dataset will be made.
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* If the input matrix X is very sparse, it is recommended to convert to sparse
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``csc_matrix`` before calling fit and sparse ``csr_matrix`` before calling
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predict. Training time can be orders of magnitude faster for a sparse
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matrix input compared to a dense matrix when features have zero values in
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most of the samples.
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.. _tree_algorithms:
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Tree algorithms: ID3, C4.5, C5.0 and CART
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==========================================
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What are all the various decision tree algorithms and how do they differ
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from each other? Which one is implemented in scikit-learn?
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.. dropdown:: Various decision tree algorithms
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ID3_ (Iterative Dichotomiser 3) was developed in 1986 by Ross Quinlan.
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The algorithm creates a multiway tree, finding for each node (i.e. in
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a greedy manner) the categorical feature that will yield the largest
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information gain for categorical targets. Trees are grown to their
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maximum size and then a pruning step is usually applied to improve the
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ability of the tree to generalize to unseen data.
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C4.5 is the successor to ID3 and removed the restriction that features
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must be categorical by dynamically defining a discrete attribute (based
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on numerical variables) that partitions the continuous attribute value
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into a discrete set of intervals. C4.5 converts the trained trees
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(i.e. the output of the ID3 algorithm) into sets of if-then rules.
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The accuracy of each rule is then evaluated to determine the order
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in which they should be applied. Pruning is done by removing a rule's
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precondition if the accuracy of the rule improves without it.
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C5.0 is Quinlan's latest version release under a proprietary license.
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It uses less memory and builds smaller rulesets than C4.5 while being
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more accurate.
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CART (Classification and Regression Trees) is very similar to C4.5, but
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it differs in that it supports numerical target variables (regression) and
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does not compute rule sets. CART constructs binary trees using the feature
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and threshold that yield the largest information gain at each node.
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scikit-learn uses an optimized version of the CART algorithm; however, the
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scikit-learn implementation does not support categorical variables for now.
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.. _ID3: https://en.wikipedia.org/wiki/ID3_algorithm
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.. _tree_mathematical_formulation:
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Mathematical formulation
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========================
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Given training vectors :math:`x_i \in R^n`, i=1,..., l and a label vector
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:math:`y \in R^l`, a decision tree recursively partitions the feature space
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such that the samples with the same labels or similar target values are grouped
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together.
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Let the data at node :math:`m` be represented by :math:`Q_m` with :math:`n_m`
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samples. For each candidate split :math:`\theta = (j, t_m)` consisting of a
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feature :math:`j` and threshold :math:`t_m`, partition the data into
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:math:`Q_m^{left}(\theta)` and :math:`Q_m^{right}(\theta)` subsets
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.. math::
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Q_m^{left}(\theta) = \{(x, y) | x_j \leq t_m\}
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Q_m^{right}(\theta) = Q_m \setminus Q_m^{left}(\theta)
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The quality of a candidate split of node :math:`m` is then computed using an
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impurity function or loss function :math:`H()`, the choice of which depends on
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the task being solved (classification or regression)
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.. math::
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G(Q_m, \theta) = \frac{n_m^{left}}{n_m} H(Q_m^{left}(\theta))
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+ \frac{n_m^{right}}{n_m} H(Q_m^{right}(\theta))
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|
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Select the parameters that minimises the impurity
|
|
|
|
.. math::
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|
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|
\theta^* = \operatorname{argmin}_\theta G(Q_m, \theta)
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|
|
|
Recurse for subsets :math:`Q_m^{left}(\theta^*)` and
|
|
:math:`Q_m^{right}(\theta^*)` until the maximum allowable depth is reached,
|
|
:math:`n_m < \min_{samples}` or :math:`n_m = 1`.
|
|
|
|
Classification criteria
|
|
-----------------------
|
|
|
|
If a target is a classification outcome taking on values 0,1,...,K-1,
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|
for node :math:`m`, let
|
|
|
|
.. math::
|
|
|
|
p_{mk} = \frac{1}{n_m} \sum_{y \in Q_m} I(y = k)
|
|
|
|
be the proportion of class k observations in node :math:`m`. If :math:`m` is a
|
|
terminal node, `predict_proba` for this region is set to :math:`p_{mk}`.
|
|
Common measures of impurity are the following.
|
|
|
|
Gini:
|
|
|
|
.. math::
|
|
|
|
H(Q_m) = \sum_k p_{mk} (1 - p_{mk})
|
|
|
|
Log Loss or Entropy:
|
|
|
|
.. math::
|
|
|
|
H(Q_m) = - \sum_k p_{mk} \log(p_{mk})
|
|
|
|
.. dropdown:: Shannon entropy
|
|
|
|
The entropy criterion computes the Shannon entropy of the possible classes. It
|
|
takes the class frequencies of the training data points that reached a given
|
|
leaf :math:`m` as their probability. Using the **Shannon entropy as tree node
|
|
splitting criterion is equivalent to minimizing the log loss** (also known as
|
|
cross-entropy and multinomial deviance) between the true labels :math:`y_i`
|
|
and the probabilistic predictions :math:`T_k(x_i)` of the tree model :math:`T` for class :math:`k`.
|
|
|
|
To see this, first recall that the log loss of a tree model :math:`T`
|
|
computed on a dataset :math:`D` is defined as follows:
|
|
|
|
.. math::
|
|
|
|
\mathrm{LL}(D, T) = -\frac{1}{n} \sum_{(x_i, y_i) \in D} \sum_k I(y_i = k) \log(T_k(x_i))
|
|
|
|
where :math:`D` is a training dataset of :math:`n` pairs :math:`(x_i, y_i)`.
|
|
|
|
In a classification tree, the predicted class probabilities within leaf nodes
|
|
are constant, that is: for all :math:`(x_i, y_i) \in Q_m`, one has:
|
|
:math:`T_k(x_i) = p_{mk}` for each class :math:`k`.
|
|
|
|
This property makes it possible to rewrite :math:`\mathrm{LL}(D, T)` as the
|
|
sum of the Shannon entropies computed for each leaf of :math:`T` weighted by
|
|
the number of training data points that reached each leaf:
|
|
|
|
.. math::
|
|
|
|
\mathrm{LL}(D, T) = \sum_{m \in T} \frac{n_m}{n} H(Q_m)
|
|
|
|
Regression criteria
|
|
-------------------
|
|
|
|
If the target is a continuous value, then for node :math:`m`, common
|
|
criteria to minimize as for determining locations for future splits are Mean
|
|
Squared Error (MSE or L2 error), Poisson deviance as well as Mean Absolute
|
|
Error (MAE or L1 error). MSE and Poisson deviance both set the predicted value
|
|
of terminal nodes to the learned mean value :math:`\bar{y}_m` of the node
|
|
whereas the MAE sets the predicted value of terminal nodes to the median
|
|
:math:`median(y)_m`.
|
|
|
|
Mean Squared Error:
|
|
|
|
.. math::
|
|
|
|
\bar{y}_m = \frac{1}{n_m} \sum_{y \in Q_m} y
|
|
|
|
H(Q_m) = \frac{1}{n_m} \sum_{y \in Q_m} (y - \bar{y}_m)^2
|
|
|
|
Half Poisson deviance:
|
|
|
|
.. math::
|
|
|
|
H(Q_m) = \frac{1}{n_m} \sum_{y \in Q_m} (y \log\frac{y}{\bar{y}_m}
|
|
- y + \bar{y}_m)
|
|
|
|
Setting `criterion="poisson"` might be a good choice if your target is a count
|
|
or a frequency (count per some unit). In any case, :math:`y >= 0` is a
|
|
necessary condition to use this criterion. Note that it fits much slower than
|
|
the MSE criterion.
|
|
|
|
Mean Absolute Error:
|
|
|
|
.. math::
|
|
|
|
median(y)_m = \underset{y \in Q_m}{\mathrm{median}}(y)
|
|
|
|
H(Q_m) = \frac{1}{n_m} \sum_{y \in Q_m} |y - median(y)_m|
|
|
|
|
Note that it fits much slower than the MSE criterion.
|
|
|
|
.. _tree_missing_value_support:
|
|
|
|
Missing Values Support
|
|
======================
|
|
|
|
:class:`DecisionTreeClassifier` and :class:`DecisionTreeRegressor`
|
|
have built-in support for missing values when `splitter='best'` and criterion is
|
|
`'gini'`, `'entropy`', or `'log_loss'`, for classification or
|
|
`'squared_error'`, `'friedman_mse'`, or `'poisson'` for regression.
|
|
|
|
For each potential threshold on the non-missing data, the splitter will evaluate
|
|
the split with all the missing values going to the left node or the right node.
|
|
|
|
Decisions are made as follows:
|
|
|
|
- By default when predicting, the samples with missing values are classified
|
|
with the class used in the split found during training::
|
|
|
|
>>> from sklearn.tree import DecisionTreeClassifier
|
|
>>> import numpy as np
|
|
|
|
>>> X = np.array([0, 1, 6, np.nan]).reshape(-1, 1)
|
|
>>> y = [0, 0, 1, 1]
|
|
|
|
>>> tree = DecisionTreeClassifier(random_state=0).fit(X, y)
|
|
>>> tree.predict(X)
|
|
array([0, 0, 1, 1])
|
|
|
|
- If the criterion evaluation is the same for both nodes,
|
|
then the tie for missing value at predict time is broken by going to the
|
|
right node. The splitter also checks the split where all the missing
|
|
values go to one child and non-missing values go to the other::
|
|
|
|
>>> from sklearn.tree import DecisionTreeClassifier
|
|
>>> import numpy as np
|
|
|
|
>>> X = np.array([np.nan, -1, np.nan, 1]).reshape(-1, 1)
|
|
>>> y = [0, 0, 1, 1]
|
|
|
|
>>> tree = DecisionTreeClassifier(random_state=0).fit(X, y)
|
|
|
|
>>> X_test = np.array([np.nan]).reshape(-1, 1)
|
|
>>> tree.predict(X_test)
|
|
array([1])
|
|
|
|
- If no missing values are seen during training for a given feature, then during
|
|
prediction missing values are mapped to the child with the most samples::
|
|
|
|
>>> from sklearn.tree import DecisionTreeClassifier
|
|
>>> import numpy as np
|
|
|
|
>>> X = np.array([0, 1, 2, 3]).reshape(-1, 1)
|
|
>>> y = [0, 1, 1, 1]
|
|
|
|
>>> tree = DecisionTreeClassifier(random_state=0).fit(X, y)
|
|
|
|
>>> X_test = np.array([np.nan]).reshape(-1, 1)
|
|
>>> tree.predict(X_test)
|
|
array([1])
|
|
|
|
.. _minimal_cost_complexity_pruning:
|
|
|
|
Minimal Cost-Complexity Pruning
|
|
===============================
|
|
|
|
Minimal cost-complexity pruning is an algorithm used to prune a tree to avoid
|
|
over-fitting, described in Chapter 3 of [BRE]_. This algorithm is parameterized
|
|
by :math:`\alpha\ge0` known as the complexity parameter. The complexity
|
|
parameter is used to define the cost-complexity measure, :math:`R_\alpha(T)` of
|
|
a given tree :math:`T`:
|
|
|
|
.. math::
|
|
|
|
R_\alpha(T) = R(T) + \alpha|\widetilde{T}|
|
|
|
|
where :math:`|\widetilde{T}|` is the number of terminal nodes in :math:`T` and :math:`R(T)`
|
|
is traditionally defined as the total misclassification rate of the terminal
|
|
nodes. Alternatively, scikit-learn uses the total sample weighted impurity of
|
|
the terminal nodes for :math:`R(T)`. As shown above, the impurity of a node
|
|
depends on the criterion. Minimal cost-complexity pruning finds the subtree of
|
|
:math:`T` that minimizes :math:`R_\alpha(T)`.
|
|
|
|
The cost complexity measure of a single node is
|
|
:math:`R_\alpha(t)=R(t)+\alpha`. The branch, :math:`T_t`, is defined to be a
|
|
tree where node :math:`t` is its root. In general, the impurity of a node
|
|
is greater than the sum of impurities of its terminal nodes,
|
|
:math:`R(T_t)<R(t)`. However, the cost complexity measure of a node,
|
|
:math:`t`, and its branch, :math:`T_t`, can be equal depending on
|
|
:math:`\alpha`. We define the effective :math:`\alpha` of a node to be the
|
|
value where they are equal, :math:`R_\alpha(T_t)=R_\alpha(t)` or
|
|
:math:`\alpha_{eff}(t)=\frac{R(t)-R(T_t)}{|T|-1}`. A non-terminal node
|
|
with the smallest value of :math:`\alpha_{eff}` is the weakest link and will
|
|
be pruned. This process stops when the pruned tree's minimal
|
|
:math:`\alpha_{eff}` is greater than the ``ccp_alpha`` parameter.
|
|
|
|
.. rubric:: Examples
|
|
|
|
* :ref:`sphx_glr_auto_examples_tree_plot_cost_complexity_pruning.py`
|
|
|
|
.. rubric:: References
|
|
|
|
.. [BRE] L. Breiman, J. Friedman, R. Olshen, and C. Stone. Classification
|
|
and Regression Trees. Wadsworth, Belmont, CA, 1984.
|
|
|
|
* https://en.wikipedia.org/wiki/Decision_tree_learning
|
|
|
|
* https://en.wikipedia.org/wiki/Predictive_analytics
|
|
|
|
* J.R. Quinlan. C4. 5: programs for machine learning. Morgan
|
|
Kaufmann, 1993.
|
|
|
|
* T. Hastie, R. Tibshirani and J. Friedman. Elements of Statistical
|
|
Learning, Springer, 2009.
|