.. _sphx_glr_auto_examples_ensemble_plot_adaboost_hastie_10_2.py: ============================= Discrete versus Real AdaBoost ============================= This example is based on Figure 10.2 from Hastie et al 2009 [1] and illustrates the difference in performance between the discrete SAMME [2] boosting algorithm and real SAMME.R boosting algorithm. Both algorithms are evaluated on a binary classification task where the target Y is a non-linear function of 10 input features. Discrete SAMME AdaBoost adapts based on errors in predicted class labels whereas real SAMME.R uses the predicted class probabilities. .. [1] T. Hastie, R. Tibshirani and J. Friedman, "Elements of Statistical Learning Ed. 2", Springer, 2009. .. [2] J. Zhu, H. Zou, S. Rosset, T. Hastie, "Multi-class AdaBoost", 2009. .. image:: /auto_examples/ensemble/images/sphx_glr_plot_adaboost_hastie_10_2_001.png :align: center .. code-block:: python print(__doc__) # Author: Peter Prettenhofer , # Noel Dawe # # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import datasets from sklearn.tree import DecisionTreeClassifier from sklearn.metrics import zero_one_loss from sklearn.ensemble import AdaBoostClassifier n_estimators = 400 # A learning rate of 1. may not be optimal for both SAMME and SAMME.R learning_rate = 1. X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1) X_test, y_test = X[2000:], y[2000:] X_train, y_train = X[:2000], y[:2000] dt_stump = DecisionTreeClassifier(max_depth=1, min_samples_leaf=1) dt_stump.fit(X_train, y_train) dt_stump_err = 1.0 - dt_stump.score(X_test, y_test) dt = DecisionTreeClassifier(max_depth=9, min_samples_leaf=1) dt.fit(X_train, y_train) dt_err = 1.0 - dt.score(X_test, y_test) ada_discrete = AdaBoostClassifier( base_estimator=dt_stump, learning_rate=learning_rate, n_estimators=n_estimators, algorithm="SAMME") ada_discrete.fit(X_train, y_train) ada_real = AdaBoostClassifier( base_estimator=dt_stump, learning_rate=learning_rate, n_estimators=n_estimators, algorithm="SAMME.R") ada_real.fit(X_train, y_train) fig = plt.figure() ax = fig.add_subplot(111) ax.plot([1, n_estimators], [dt_stump_err] * 2, 'k-', label='Decision Stump Error') ax.plot([1, n_estimators], [dt_err] * 2, 'k--', label='Decision Tree Error') ada_discrete_err = np.zeros((n_estimators,)) for i, y_pred in enumerate(ada_discrete.staged_predict(X_test)): ada_discrete_err[i] = zero_one_loss(y_pred, y_test) ada_discrete_err_train = np.zeros((n_estimators,)) for i, y_pred in enumerate(ada_discrete.staged_predict(X_train)): ada_discrete_err_train[i] = zero_one_loss(y_pred, y_train) ada_real_err = np.zeros((n_estimators,)) for i, y_pred in enumerate(ada_real.staged_predict(X_test)): ada_real_err[i] = zero_one_loss(y_pred, y_test) ada_real_err_train = np.zeros((n_estimators,)) for i, y_pred in enumerate(ada_real.staged_predict(X_train)): ada_real_err_train[i] = zero_one_loss(y_pred, y_train) ax.plot(np.arange(n_estimators) + 1, ada_discrete_err, label='Discrete AdaBoost Test Error', color='red') ax.plot(np.arange(n_estimators) + 1, ada_discrete_err_train, label='Discrete AdaBoost Train Error', color='blue') ax.plot(np.arange(n_estimators) + 1, ada_real_err, label='Real AdaBoost Test Error', color='orange') ax.plot(np.arange(n_estimators) + 1, ada_real_err_train, label='Real AdaBoost Train Error', color='green') ax.set_ylim((0.0, 0.5)) ax.set_xlabel('n_estimators') ax.set_ylabel('error rate') leg = ax.legend(loc='upper right', fancybox=True) leg.get_frame().set_alpha(0.7) plt.show() **Total running time of the script:** (0 minutes 6.416 seconds) .. container:: sphx-glr-download **Download Python source code:** :download:`plot_adaboost_hastie_10_2.py ` .. container:: sphx-glr-download **Download IPython notebook:** :download:`plot_adaboost_hastie_10_2.ipynb `