3.2.4.3.2. sklearn.ensemble
.RandomForestRegressor¶

class
sklearn.ensemble.
RandomForestRegressor
(n_estimators=100, 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, min_impurity_decrease=0.0, min_impurity_split=None, bootstrap=True, oob_score=False, n_jobs=None, random_state=None, verbose=0, warm_start=False)[source]¶ A random forest regressor.
A random forest is a meta estimator that fits a number of classifying decision trees on various subsamples of the dataset and uses averaging to improve the predictive accuracy and control overfitting. The subsample size is always the same as the original input sample size but the samples are drawn with replacement if
bootstrap=True
(default).Read more in the User Guide.
Parameters:  n_estimators : integer, optional (default=10)
The number of trees in the forest.
Changed in version 0.22: The default value of
n_estimators
changed from 10 to 100 in 0.22. criterion : string, optional (default=”mse”)
The function to measure the quality of a split. Supported criteria are “mse” for the mean squared error, which is equal to variance reduction as feature selection criterion, and “mae” for the mean absolute error.
New in version 0.18: Mean Absolute Error (MAE) criterion.
 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.
 min_samples_split : int, float, optional (default=2)
The minimum number of samples required to split an internal node:
 If int, then consider
min_samples_split
as the minimum number.  If float, then
min_samples_split
is a fraction andceil(min_samples_split * n_samples)
are the minimum number of samples for each split.
Changed in version 0.18: Added float values for fractions.
 If int, then consider
 min_samples_leaf : int, float, optional (default=1)
The minimum number of samples required to be at a leaf node. A split point at any depth will only be considered if it leaves at least
min_samples_leaf
training samples in each of the left and right branches. This may have the effect of smoothing the model, especially in regression. If int, then consider
min_samples_leaf
as the minimum number.  If float, then
min_samples_leaf
is a fraction andceil(min_samples_leaf * n_samples)
are the minimum number of samples for each node.
Changed in version 0.18: Added float values for fractions.
 If int, then consider
 min_weight_fraction_leaf : float, optional (default=0.)
The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Samples have equal weight when sample_weight is not provided.
 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 fraction andint(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. If int, then consider
 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. min_impurity_decrease : float, optional (default=0.)
A node will be split if this split induces a decrease of the impurity greater than or equal to this value.
The weighted impurity decrease equation is the following:
N_t / N * (impurity  N_t_R / N_t * right_impurity  N_t_L / N_t * left_impurity)
where
N
is the total number of samples,N_t
is the number of samples at the current node,N_t_L
is the number of samples in the left child, andN_t_R
is the number of samples in the right child.N
,N_t
,N_t_R
andN_t_L
all refer to the weighted sum, ifsample_weight
is passed.New in version 0.19.
 min_impurity_split : float, (default=1e7)
Threshold for early stopping in tree growth. A node will split if its impurity is above the threshold, otherwise it is a leaf.
Deprecated since version 0.19:
min_impurity_split
has been deprecated in favor ofmin_impurity_decrease
in 0.19. The default value ofmin_impurity_split
will change from 1e7 to 0 in 0.23 and it will be removed in 0.25. Usemin_impurity_decrease
instead. bootstrap : boolean, optional (default=True)
Whether bootstrap samples are used when building trees. If False, the whole datset is used to build each tree.
 oob_score : bool, optional (default=False)
whether to use outofbag samples to estimate the R^2 on unseen data.
 n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel for both
fit
andpredict
.None`
means 1 unless in ajoblib.parallel_backend
context.1
means using all processors. See Glossary for more details. 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 when fitting and predicting.
 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. See the Glossary.
Attributes:  base_estimator_ : DecisionTreeRegressor
The child estimator template used to create the collection of fitted subestimators.
 estimators_ : list of DecisionTreeRegressor
The collection of fitted subestimators.
feature_importances_
: array of shape = [n_features]Return the feature importances (the higher, the more important the feature).
 n_features_ : int
The number of features when
fit
is performed. n_outputs_ : int
The number of outputs when
fit
is performed. 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
DecisionTreeRegressor
,ExtraTreesRegressor
Notes
The default values for the parameters controlling the size of the trees (e.g.
max_depth
,min_samples_leaf
, etc.) lead to fully grown and unpruned trees which can potentially be very large on some data sets. To reduce memory consumption, the complexity and size of the trees should be controlled by setting those parameter values.The features are always randomly permuted at each split. Therefore, the best found split may vary, even with the same training data,
max_features=n_features
andbootstrap=False
, if the improvement of the criterion is identical for several splits enumerated during the search of the best split. To obtain a deterministic behaviour during fitting,random_state
has to be fixed.The default value
max_features="auto"
usesn_features
rather thann_features / 3
. The latter was originally suggested in [1], whereas the former was more recently justified empirically in [2].References
[Rf91cab2dc4271]  Breiman, “Random Forests”, Machine Learning, 45(1), 532, 2001.
[Rf91cab2dc4272] P. Geurts, D. Ernst., and L. Wehenkel, “Extremely randomized trees”, Machine Learning, 63(1), 342, 2006. Examples
>>> from sklearn.ensemble import RandomForestRegressor >>> from sklearn.datasets import make_regression
>>> X, y = make_regression(n_features=4, n_informative=2, ... random_state=0, shuffle=False) >>> regr = RandomForestRegressor(max_depth=2, random_state=0) >>> regr.fit(X, y) RandomForestRegressor(max_depth=2, random_state=0) >>> print(regr.feature_importances_) [0.18146984 0.81473937 0.00145312 0.00233767] >>> print(regr.predict([[0, 0, 0, 0]])) [8.32987858]
Methods
apply
(self, X)Apply trees in the forest to X, return leaf indices. decision_path
(self, X)Return the decision path in the forest fit
(self, X, y[, sample_weight])Build a forest of trees from the training set (X, y). get_params
(self[, deep])Get parameters for this estimator. predict
(self, X)Predict regression target for X. score
(self, X, y[, sample_weight])Returns the coefficient of determination R^2 of the prediction. set_params
(self, \*\*params)Set the parameters of this estimator. 
__init__
(self, n_estimators=100, 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, min_impurity_decrease=0.0, min_impurity_split=None, bootstrap=True, oob_score=False, n_jobs=None, random_state=None, verbose=0, warm_start=False)[source]¶

apply
(self, 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, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into 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.

decision_path
(self, X)[source]¶ Return the decision path in the forest
New in version 0.18.
Parameters:  X : arraylike or sparse matrix, shape = [n_samples, n_features]
The input samples. Internally, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into a sparsecsr_matrix
.
Returns:  indicator : sparse csr array, shape = [n_samples, n_nodes]
Return a node indicator matrix where non zero elements indicates that the samples goes through the nodes.
 n_nodes_ptr : array of size (n_estimators + 1, )
The columns from indicator[n_nodes_ptr[i]:n_nodes_ptr[i+1]] gives the indicator value for the ith estimator.

feature_importances_
¶  Return the feature importances (the higher, the more important the
 feature).
Returns:  feature_importances_ : array, shape = [n_features]
The values of this array sum to 1, unless all trees are single node trees consisting of only the root node, in which case it will be an array of zeros.

fit
(self, 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, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into 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

get_params
(self, 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
(self, 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, its dtype will be converted to
dtype=np.float32
. If a sparse matrix is provided, it will be converted into a sparsecsr_matrix
.
Returns:  y : array of shape = [n_samples] or [n_samples, n_outputs]
The predicted values.

score
(self, 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 residual sum of squares ((y_true  y_pred) ** 2).sum() and v is the total sum of squares ((y_true  y_true.mean()) ** 2).sum(). The 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. For some estimators this may be a precomputed kernel matrix instead, shape = (n_samples, n_samples_fitted], where n_samples_fitted is the number of samples used in the fitting for the estimator.
 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.
Notes
The R2 score used when calling
score
on a regressor will usemultioutput='uniform_average'
from version 0.23 to keep consistent withmetrics.r2_score
. This will influence thescore
method of all the multioutput regressors (except formultioutput.MultiOutputRegressor
). To specify the default value manually and avoid the warning, please either callmetrics.r2_score
directly or make a custom scorer withmetrics.make_scorer
(the builtin scorer'r2'
usesmultioutput='uniform_average'
).

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