Data Analysis and Machine Learning: Trees, forests and all that

Morten Hjorth-Jensen [1, 2]

[1] Department of Physics, University of Oslo
[2] Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University

Nov 2, 2018












Decision trees, overarching aims

Decision trees are supervised learning algorithms used for both, classification and regression tasks where we will concentrate on classification in this first part of our decision tree tutorial. Decision trees are assigned to the information based learning algorithms which use different measures of information gain for learning. We can use decision trees for issues where we have continuous but also categorical input and target features.

Nodes, leafs, roots and branches

The main idea of decision trees is to find those descriptive features which contain the most information regarding the target feature and then split the dataset along the values of these features such that the target feature values for the resulting sub\_datasets are as pure as possible.

The descriptive feature which leaves the target feature most purely is said to be the most informative one. This process of finding the most informative feature is done until we accomplish a stopping criteria where we then finally end up in so called leaf nodes.

The leaf nodes contain the predictions we will make for new query instances presented to our trained model. This is possible since the model has kind of learned the underlying structure of the training data and hence can, given some assumptions, make predictions about the target feature value (class) of unseen query instances.

A decision tree mainly contains of a root node, interior nodes, and leaf nodes which are then connected by branches.











How do we set it up?

In simplified terms, the process of training a decision tree and predicting the target features of query instances is as follows:

  1. Present a dataset containing of a number of training instances characterized by a number of descriptive features and a target feature
  2. Train the decision tree model by continuously splitting the target feature along the values of the descriptive features using a measure of information gain during the training process
  3. Grow the tree until we accomplish a stopping criteria create leaf nodes which represent the predictions we want to make for new query instances
  4. Show query instances to the tree and run down the tree until we arrive at leaf nodes
Then we are essentially done!











Decision trees and Regression 

import numpy as np
import matplotlib.pyplot as plt
from sklearn.preprocessing import PolynomialFeatures
from sklearn.linear_model import LinearRegression

steps=250

distance=0
x=0
distance_list=[]
steps_list=[]
while x<steps:
    distance+=np.random.randint(-1,2)
    distance_list.append(distance)
    x+=1
    steps_list.append(x)
plt.plot(steps_list,distance_list, color='green', label="Random Walk Data")

steps_list=np.asarray(steps_list)
distance_list=np.asarray(distance_list)

X=steps_list[:,np.newaxis]

#Polynomial fits

#Degree 2
poly_features=PolynomialFeatures(degree=2, include_bias=False)
X_poly=poly_features.fit_transform(X)

lin_reg=LinearRegression()
poly_fit=lin_reg.fit(X_poly,distance_list)
b=lin_reg.coef_
c=lin_reg.intercept_
print ("2nd degree coefficients:")
print ("zero power: ",c)
print ("first power: ", b[0])
print ("second power: ",b[1])

z = np.arange(0, steps, .01)
z_mod=b[1]*z**2+b[0]*z+c

fit_mod=b[1]*X**2+b[0]*X+c
plt.plot(z, z_mod, color='r', label="2nd Degree Fit")
plt.title("Polynomial Regression")

plt.xlabel("Steps")
plt.ylabel("Distance")

#Degree 10
poly_features10=PolynomialFeatures(degree=10, include_bias=False)
X_poly10=poly_features10.fit_transform(X)

poly_fit10=lin_reg.fit(X_poly10,distance_list)

y_plot=poly_fit10.predict(X_poly10)
plt.plot(X, y_plot, color='black', label="10th Degree Fit")

plt.legend()
plt.show()


#Decision Tree Regression
from sklearn.tree import DecisionTreeRegressor
regr_1=DecisionTreeRegressor(max_depth=2)
regr_2=DecisionTreeRegressor(max_depth=5)
regr_3=DecisionTreeRegressor(max_depth=7)
regr_1.fit(X, distance_list)
regr_2.fit(X, distance_list)
regr_3.fit(X, distance_list)

X_test = np.arange(0.0, steps, 0.01)[:, np.newaxis]
y_1 = regr_1.predict(X_test)
y_2 = regr_2.predict(X_test)
y_3=regr_3.predict(X_test)

# Plot the results
plt.figure()
plt.scatter(X, distance_list, s=2.5, c="black", label="data")
plt.plot(X_test, y_1, color="red",
         label="max_depth=2", linewidth=2)
plt.plot(X_test, y_2, color="green", label="max_depth=5", linewidth=2)
plt.plot(X_test, y_3, color="m", label="max_depth=7", linewidth=2)

plt.xlabel("Data")
plt.ylabel("Darget")
plt.title("Decision Tree Regression")
plt.legend()
plt.show()











Maxwell-Boltzmann velocity distribution 

# Program to test the Metropolis algorithm with one particle at given temp in
# one dimension
#!/usr/bin/env python
import numpy as np
import matplotlib.mlab as mlab
import matplotlib.pyplot as plt
import random
from math import sqrt, exp, log
from sklearn.preprocessing import PolynomialFeatures
from sklearn.linear_model import LinearRegression
# initialize the rng with a seed
random.seed()
# Hard coding of input parameters
MCcycles = 100000
Temperature = 2.0
beta = 1./Temperature
InitialVelocity = -2.0
CurrentVelocity = InitialVelocity
Energy = 0.5*InitialVelocity*InitialVelocity
VelocityRange = 10*sqrt(Temperature)
VelocityStep = 2*VelocityRange/10.
AverageEnergy = Energy
AverageEnergy2 = Energy*Energy
VelocityValues = np.zeros(MCcycles)
# The Monte Carlo sampling with Metropolis starts here
for i in range (1, MCcycles, 1):
    TrialVelocity = CurrentVelocity + (2.0*random.random() - 1.0)*VelocityStep
    EnergyChange = 0.5*(TrialVelocity*TrialVelocity -CurrentVelocity*CurrentVelocity);
    if random.random() <= exp(-beta*EnergyChange):
        CurrentVelocity = TrialVelocity
        Energy += EnergyChange
        VelocityValues[i] = CurrentVelocity
    AverageEnergy += Energy
    AverageEnergy2 += Energy*Energy
#Final averages
AverageEnergy = AverageEnergy/MCcycles
AverageEnergy2 = AverageEnergy2/MCcycles
Variance = AverageEnergy2 - AverageEnergy*AverageEnergy
print(AverageEnergy, Variance)
n, bins, patches = plt.hist(VelocityValues, 400, facecolor='green')

plt.xlabel('$v$')
plt.ylabel('Velocity distribution P(v)')
plt.title(r'Velocity histogram at $k_BT=2$')
plt.axis([-5, 5, 0, 600])
plt.grid(True)
from collections import Counter

#print (Counter(VelocityValues))

print (VelocityValues[:20])
VelocityValues=list(Counter(VelocityValues).keys())
d=list(Counter(VelocityValues).values())

VelocityValues=np.asarray(VelocityValues)[:, np.newaxis]
d=np.asarray(d)
print (VelocityValues.shape, d.shape)

plt.scatter(VelocityValues, d)
plt.show()

#2nd Degree Polynomial
poly_feat=PolynomialFeatures(degree=20, include_bias=False)
X_poly=poly_feat.fit_transform(VelocityValues)
lin_reg=LinearRegression()
poly_fit=lin_reg.fit(X_poly,d)

y_plot=poly_fit.predict(X_poly)
plt.title("Polynomial Fit")
plt.plot(VelocityValues, y_plot, color='black', label="Fit")
plt.show()

#Decision Trees

from sklearn.tree import DecisionTreeRegressor
regr_1=DecisionTreeRegressor(max_depth=2)
regr_2=DecisionTreeRegressor(max_depth=5)
regr_3=DecisionTreeRegressor(max_depth=7)
regr_1.fit(VelocityValues, d)
regr_2.fit(VelocityValues, d)
regr_3.fit(VelocityValues, d)

X_test = np.arange(0.0, MCcycles, 0.01)[:, np.newaxis]
y_1=regr_1.predict(X_test)
y_2=regr_2.predict(X_test)
y_3=regr_3.predict(X_test)

plt.title("Decision Tree")
plt.plot(X_test, y_1, color="red", label="max_depth=2", linewidth=2)
plt.plot(X_test, y_2, color="green", label="max_depth=5", linewidth=2)
plt.plot(X_test, y_3, color="m", label="max_depth=7", linewidth=2)
plt.show()

#Separate each frequency not in one specific velocity, but in a range of values,
#i.e. frequency of all velocities in range -5 to -4.9, -4.9 to -4.8, etc...

© 1999-2018, Morten Hjorth-Jensen. Released under CC Attribution-NonCommercial 4.0 license