随机森林是一种集成方法，通过集成多个简单的评估器形成累积效果。
若干评估器的多数投票（majority vote）最终效果往往优于单个评估器投票的效果。
决策树的每个节点都根据一个特征的阈值将数据分成两组。容易陷得很深，局部数据过拟合。
%matplotlib inline
import numpy as np
import matplotlib.pyplot as plt
from scipy import stats
# 用Seaborn画图
import seaborn as sns; sns.set()
from sklearn.datasets import make_blobs
X, y = make_blobs(n_samples=300, centers=4,
random_state=0, cluster_std=1.0)
plt.scatter(X[:, 0], X[:, 1], c=y, s=50, cmap='rainbow');
from sklearn.tree import DecisionTreeClassifier
tree = DecisionTreeClassifier().fit(X,y)
def visualize_classifier(model, X, y, ax=None, cmap='rainbow'):
ax = ax or plt.gca()
# Plot the training points
ax.scatter(X[:, 0], X[:, 1], c=y, s=30, cmap=cmap,
clim=(y.min(), y.max()), zorder=3)
ax.axis('tight')
ax.axis('off')
xlim = ax.get_xlim()
ylim = ax.get_ylim()
# fit the estimator
model.fit(X, y)
xx, yy = np.meshgrid(np.linspace(*xlim, num=200),
np.linspace(*ylim, num=200))
Z = model.predict(np.c_[xx.ravel(), yy.ravel()]).reshape(xx.shape)
# Create a color plot with the results
n_classes = len(np.unique(y))
contours = ax.contourf(xx, yy, Z, alpha=0.3,
levels=np.arange(n_classes + 1) - 0.5,
cmap=cmap, clim=(y.min(), y.max()),
zorder=1)
ax.set(xlim=xlim, ylim=ylim)
visualize_classifier(DecisionTreeClassifier(), X,y)
通过组合多个过拟合评估器来降低过拟合程度的想法是一种集成学习的方法，称为装袋算法。
from sklearn.tree import DecisionTreeClassifier
from sklearn.ensemble import BaggingClassifier
tree = DecisionTreeClassifier()
bag = BaggingClassifier(tree, n_estimators=100, max_samples=0.8, random_state=-0)
visualize_classifier(bag, X,y)
随机决策树的集成算法就是随机森林。自动进行随机化决策。
from sklearn.ensemble import RandomForestClassifier
model = RandomForestClassifier(n_estimators=500,random_state=0)
visualize_classifier(model, X,y)
随机森林也可以用作回归。
from sklearn.ensemble import RandomForestRegressor
forest = RandomForestRegressor(200)
forest.fit(x[:,None], y)
xfit = np.linspace(0,10,1000)
yfit = forest.predict(xfit[:,None])
ytrue=model(xfit,sigma=0)
plt.errorbar(x,y,0.3,fmt='o',alpha=0.5)
plt.plot(xfit,yfit,'-r');
plt.plot(xfit,ytrue,'-k',alpha=0.5);
手写数字识别案例
from sklearn.ensemble import RandomForestClassifier
from sklearn.datasets import load_digits
digits = load_digits()
print(digits.keys())
# set up the figure
fig = plt.figure(figsize=(6, 6)) # figure size in inches
fig.subplots_adjust(left=0, right=1, bottom=0, top=1, hspace=0.05, wspace=0.05)
# plot the digits: each image is 8x8 pixels
for i in range(64):
ax = fig.add_subplot(8, 8, i + 1, xticks=[], yticks=[])
ax.imshow(digits.images[i], cmap=plt.cm.binary, interpolation='nearest')
# label the image with the target value
ax.text(0, 7, str(digits.target[i]))
from sklearn.model_selection import train_test_split
Xtrain, Xtest, ytrain, ytest = train_test_split(digits.data, digits.target, random_state=0)
model = RandomForestClassifier(n_estimators=1000)
model.fit(Xtrain, ytrain)
ypred = model.predict(Xtest)
from sklearn import metrics
print(metrics.classification_report(ypred,ytest))
from sklearn.metrics import confusion_matrix
mat = confusion_matrix(ytest, ypred)
sns.heatmap(mat.T, square=True, annot=True, fmt='d', cbar=False)
plt.xlabel('true label')
plt.ylabel('predicted label');
