3.2.4.3.4. sklearn.ensemble
.ExtraTreesRegressor¶

class
sklearn.ensemble.
ExtraTreesRegressor
(n_estimators=10, criterion='mse', max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features='auto', max_leaf_nodes=None, bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False)[source]¶ An extratrees regressor.
This class implements a meta estimator that fits a number of randomized decision trees (a.k.a. extratrees) on various subsamples of the dataset and use averaging to improve the predictive accuracy and control overfitting.
Read more in the User Guide.
Parameters: n_estimators : integer, optional (default=10)
The number of trees in the forest.
criterion : string, optional (default=”mse”)
The function to measure the quality of a split. The only supported criterion is “mse” for the mean squared error. Note: this parameter is treespecific.
max_features : int, float, string or None, optional (default=”auto”)
The number of features to consider when looking for the best split:
 If int, then consider max_features features at each split.
 If float, then max_features is a percentage and int(max_features * n_features) features are considered at each split.
 If “auto”, then max_features=n_features.
 If “sqrt”, then max_features=sqrt(n_features).
 If “log2”, then max_features=log2(n_features).
 If None, then max_features=n_features.
Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than
max_features
features. Note: this parameter is treespecific.max_depth : integer or None, optional (default=None)
The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. Ignored if
max_leaf_nodes
is not None. Note: this parameter is treespecific.min_samples_split : integer, optional (default=2)
The minimum number of samples required to split an internal node. Note: this parameter is treespecific.
min_samples_leaf : integer, optional (default=1)
The minimum number of samples in newly created leaves. A split is discarded if after the split, one of the leaves would contain less then
min_samples_leaf
samples. Note: this parameter is treespecific.min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the input samples required to be at a leaf node. Note: this parameter is treespecific.
max_leaf_nodes : int or None, optional (default=None)
Grow trees with
max_leaf_nodes
in bestfirst fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. If not None thenmax_depth
will be ignored. Note: this parameter is treespecific.bootstrap : boolean, optional (default=False)
Whether bootstrap samples are used when building trees. Note: this parameter is treespecific.
oob_score : bool
Whether to use outofbag samples to estimate the generalization error.
n_jobs : integer, optional (default=1)
The number of jobs to run in parallel for both fit and predict. If 1, then the number of jobs is set to the number of cores.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.
verbose : int, optional (default=0)
Controls the verbosity of the tree building process.
warm_start : bool, optional (default=False)
When set to
True
, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest.Attributes: estimators_ : list of DecisionTreeRegressor
The collection of fitted subestimators.
feature_importances_ : array of shape = [n_features]
The feature importances (the higher, the more important the feature).
n_features_ : int
The number of features.
n_outputs_ : int
The number of outputs.
oob_score_ : float
Score of the training dataset obtained using an outofbag estimate.
oob_prediction_ : array of shape = [n_samples]
Prediction computed with outofbag estimate on the training set.
See also
sklearn.tree.ExtraTreeRegressor
 Base estimator for this ensemble.
RandomForestRegressor
 Ensemble regressor using trees with optimal splits.
References
[R20] P. Geurts, D. Ernst., and L. Wehenkel, “Extremely randomized trees”, Machine Learning, 63(1), 342, 2006. Methods
apply
(X)Apply trees in the forest to X, return leaf indices. fit
(X, y[, sample_weight])Build a forest of trees from the training set (X, y). fit_transform
(X[, y])Fit to data, then transform it. get_params
([deep])Get parameters for this estimator. predict
(X)Predict regression target for X. score
(X, y[, sample_weight])Returns the coefficient of determination R^2 of the prediction. set_params
(**params)Set the parameters of this estimator. transform
(*args, **kwargs)DEPRECATED: Support to use estimators as feature selectors will be removed in version 0.19. 
__init__
(n_estimators=10, criterion='mse', max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features='auto', max_leaf_nodes=None, bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False)[source]¶

apply
(X)[source]¶ Apply trees in the forest to X, return leaf indices.
Parameters: X : arraylike or sparse matrix, shape = [n_samples, n_features]
The input samples. Internally, it will be converted to
dtype=np.float32
and if a sparse matrix is provided to a sparsecsr_matrix
.Returns: X_leaves : array_like, shape = [n_samples, n_estimators]
For each datapoint x in X and for each tree in the forest, return the index of the leaf x ends up in.

feature_importances_
¶  Return the feature importances (the higher, the more important the
 feature).
Returns: feature_importances_ : array, shape = [n_features]

fit
(X, y, sample_weight=None)[source]¶ Build a forest of trees from the training set (X, y).
Parameters: X : arraylike or sparse matrix of shape = [n_samples, n_features]
The training input samples. Internally, it will be converted to
dtype=np.float32
and if a sparse matrix is provided to a sparsecsc_matrix
.y : arraylike, shape = [n_samples] or [n_samples, n_outputs]
The target values (class labels in classification, real numbers in regression).
sample_weight : arraylike, shape = [n_samples] or None
Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. In the case of classification, splits are also ignored if they would result in any single class carrying a negative weight in either child node.
Returns: self : object
Returns self.

fit_transform
(X, y=None, **fit_params)[source]¶ Fit to data, then transform it.
Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.
Parameters: X : numpy array of shape [n_samples, n_features]
Training set.
y : numpy array of shape [n_samples]
Target values.
Returns: X_new : numpy array of shape [n_samples, n_features_new]
Transformed array.

get_params
(deep=True)[source]¶ Get parameters for this estimator.
Parameters: deep: boolean, optional :
If True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns: params : mapping of string to any
Parameter names mapped to their values.

predict
(X)[source]¶ Predict regression target for X.
The predicted regression target of an input sample is computed as the mean predicted regression targets of the trees in the forest.
Parameters: X : arraylike or sparse matrix of shape = [n_samples, n_features]
The input samples. Internally, it will be converted to
dtype=np.float32
and if a sparse matrix is provided to a sparsecsr_matrix
.Returns: y : array of shape = [n_samples] or [n_samples, n_outputs]
The predicted values.

score
(X, y, sample_weight=None)[source]¶ Returns the coefficient of determination R^2 of the prediction.
The coefficient R^2 is defined as (1  u/v), where u is the regression sum of squares ((y_true  y_pred) ** 2).sum() and v is the residual sum of squares ((y_true  y_true.mean()) ** 2).sum(). Best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.
Parameters: X : arraylike, shape = (n_samples, n_features)
Test samples.
y : arraylike, shape = (n_samples) or (n_samples, n_outputs)
True values for X.
sample_weight : arraylike, shape = [n_samples], optional
Sample weights.
Returns: score : float
R^2 of self.predict(X) wrt. y.

set_params
(**params)[source]¶ Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as pipelines). The former have parameters of the form
<component>__<parameter>
so that it’s possible to update each component of a nested object.Returns: self :

transform
(*args, **kwargs)[source]¶ DEPRECATED: Support to use estimators as feature selectors will be removed in version 0.19. Use SelectFromModel instead.
Reduce X to its most important features.
Usescoef_
orfeature_importances_
to determine the most important features. For models with acoef_
for each class, the absolute sum over the classes is used.Parameters: X : array or scipy sparse matrix of shape [n_samples, n_features]
The input samples.
 threshold : string, float or None, optional (default=None)
The threshold value to use for feature selection. Features whose importance is greater or equal are kept while the others are discarded. If “median” (resp. “mean”), then the threshold value is the median (resp. the mean) of the feature importances. A scaling factor (e.g., “1.25*mean”) may also be used. If None and if available, the object attribute
threshold
is used. Otherwise, “mean” is used by default.
Returns: X_r : array of shape [n_samples, n_selected_features]
The input samples with only the selected features.