• 决策树


    http://www.cnblogs.com/fengfenggirl/p/classsify_decision_tree.html

    决策树是一种基本的分类和回归方法。优点是具有可读性,分类速度快,学习时,利用训练数据,根据损失函数最小化得原则建立决策树模型。

    缺点是容易过拟合,对训练数据的分类能力好,泛化能力差。

    决策树通常分为3个部分:特征选择,决策树的生成和决策树的修剪。

    决策树的学习算法通常是地跪地选择一个最优的特征,并根据该特征对训练数据进行分割,使得各个子数据集具有较好的分类过程,这个过程对应

    着特征空间的划分,也对应这决策树的构建,开始,构建根结点,所有数据都放在根结点。

    选择一个最优特征,按照这一特征将数据集划分为多个子集,这些子集有一个在当前条件下最好的分类。

    如果这些子集已经能够被正确的分类,就构造叶子结点,并将这些子集放到对应的叶子结点中;

    如果还有子集不能够被正确分类,就对这些子集选择最优特征,并继续进行分割。

    如此递归进行下去,直到所有训练子集都能够被正确分类,或者没有合适的特征。

    最后每个子集都被正确的分到叶子节点上,即有了明确的类。

    决策树主要有ID3,C4.5,和CART算法。

    ID3和C4.5的区别是特征划分的标准,一个是信息增益,一个是用信息增益比。

    信息增益可以表示:

    (g(D,A)=H(D)-H(D|A)) ,其中H()表示熵,熵越大代表不确定性越大。

    这个公式的意义就在于,使用特征A进行分类后,整体的不确定性会大大减小。

    但是这个公式是有个问题,它计算的是绝对值,如果在某些极端情况下,特征A有可以将每个样本变为树的节点,那H(D|A)就为0,

    这时候信息增益最大,但这个并不是并不是我们想要的特征。同时如果一个特征值的经验熵大的时候,信息增益会偏大,这个时候,

    使用信息增益比,会对该这种情况进行校正,这就是C4.5算法。

    看到书上信息增益比的公式是:

    我觉得这里的H(D)应该是H(A)。

    分类与回归树(CART)算法假设决策树是一个二叉树,内部节点特征的取值为“是”和“否”,左边选取是的分支,右边选取否的分支。

    这样的决策树等价于递归地二分每个特征,并将输入空间特征有效地划分为有限个单元,并在这些单元上确定的预测概率分布。

    CART使用基尼指数进行计算

    ID3算法实现:

    # -*- coding: utf-8 -*-
    import math
    import operator
    import numpy as np
    
    class Id3(object):
        """
        决策树ID3算法实现
        """
    
        def __init__(self):
            pass
    
        def cal_entropy(self, data_set):
            """
            计算熵
            :param data_set: [1, 1, 1, 0, 0]
            :return:
            """
            num_entries = len(data_set)
            featrue_dict = {}
            for feature in data_set:
                lable = feature[-1]
                if lable in featrue_dict.keys():
                    featrue_dict[lable] += 1
                else:
                    featrue_dict[lable] = 1
            entropy = 0.0
    
            for key in featrue_dict.keys():
                prob = float(featrue_dict[key]) / num_entries
                if prob != 0:
                    entropy -= prob * math.log(prob, 2)
    
            return entropy
    
        def get_sub_data(self, data_set, feat_index, value):
            """
            获取用来计算条件熵的部分数据
            :param data_set:
            :return:
            """
            sub_data = []
            num_entries = len(data_set)
            for i in xrange(num_entries):
                if data_set[i][feat_index] == value:
                    sub_data.append([data_set[i][feat_index], data_set[i][-1]])
    
            return sub_data
    
        def get_max_info_gain_ratio_and_fature(self, data_set):
            """
            得到最大增益信息和对应的 feature
            :param data_set:
            :return: max_info_gain , feature
            """
            #初始化数据
            num_features = len(data_set[0]) - 1
            base_entropy = self.cal_entropy(data_set)
            max_info = 0.0
            max_feature = -1
            #计算每个特征的熵
            for i in xrange(num_features):
                feature = [sample[i] for sample in data_set]
                unique_feature_values = set(feature)
                tmp_entropy = 0.0
                for value in unique_feature_values:
                    sub_data = self.get_sub_data(data_set, i, value)
                    prob = len(sub_data) / float(len(data_set))
                    tmp_entropy += prob * self.cal_entropy(sub_data)
                #保留最大增益信息和特征
                info_gain = base_entropy - tmp_entropy
                #info_gain_ratio = (base_entropy - tmp_entropy) / base_entropy
                if info_gain > max_info:
                    max_info = info_gain
                    max_feature = i
            return max_info, max_feature
    
        def get_majority_cnt(self, classlist):
            """
            获取数据集中实例数最大的类的名称
            :param classlist:
            :return:
            """
            class_count = {}
            for data in classlist:
                if data in class_count.keys():
                    class_count[data] += 1
                else:
                    class_count[data] = 0
    
            reverse_class_count = sorted(class_count.iteritems(), key=operator.itemgetter(1), reverse=True)
    
            return reverse_class_count[0][0]
    
        def split_data_set(self, data_set, feature_index, value):
            """
            去掉特征集合中对应的feather
            :param feature_index:
            :param value:
            :return:
            """
            res_data = []
    
            for sample in data_set:
                if sample[feature_index] == value:
                    split_sample = sample[:feature_index]
                    split_sample.extend(sample[feature_index+1:])
                    res_data.append(split_sample)
            return res_data
    
        def creata_decision_tree(self, data_set , labels , threshold):
            """
    
            :param data_set: 数据集
            :param labels: 标签集
            :param threshold: 阈值
            :return: 返回一棵树
            """
            class_list = [example[-1] for example in data_set]
    
            #如果只有一种结果了,那就停止
            if class_list.count(class_list[0]) == len(class_list):
                return class_list[0]
    
            if len(data_set[0]) == 1:
                return self.get_majority_cnt(class_list)
    
            max_ratio, best_feature_index = self.get_max_info_gain_ratio_and_fature(data_set)
            feature_list = [example[best_feature_index] for example in data_set]
    
            if  max_ratio < threshold:
                return self.get_majority_cnt(feature_list)
    
            best_feature_label = labels[best_feature_index]
            my_tree = {best_feature_label: {}}
            del(labels[best_feature_index])
    
            unique_values = set(feature_list)
            for value in unique_values:
                sub_labels = labels[:]
                my_tree[best_feature_label][value] = self.creata_decision_tree(self.split_data_set(data_set,
                                                                                                   best_feature_index,
                                                                                                   value),
                                                                               sub_labels, threshold)
            return my_tree
    
        def classify(self, inputTree, featLabels, testVec):
            firstStr = inputTree.keys()[0]
            secondDict = inputTree[firstStr]
            featIndex = featLabels.index(firstStr)
            for key in secondDict.keys():
                if testVec[featIndex] == key:
                    if type(secondDict[key]).__name__ == 'dict':
                        classLabel = self.classify(secondDict[key], featLabels, testVec)
                    else: classLabel = secondDict[key]
            return classLabel
    
    if __name__ == '__main__':
        obj = Id3()
        data_set = [[1,1,'yes'],
                   [1,1, 'yes'],
                   [1,0,'no'],
                   [0,1,'no'],
                   [0,1,'no']]
        labels = ['no surfacing','flippers']
        create_labels = labels[:]
        tree = obj.creata_decision_tree(data_set, create_labels, 0.1)
        print obj.classify(tree, labels, [1, 0])
    View Code

    CART算法实现:

    # -*- coding: utf-8 -*-
    """
    classfication and regression tree
    分类与回归树
    """
    import operator
    
    class Node(object):
        def __init__(self, feat, val, left=None, right=None, result=None):
            self.feature = feat
            self.split_value = val
            self.left_node = left
            self.right_node = right
            self.result = result
    
    class Cart(object):
        """
        分类与回归树, 假设决策树为二叉树
        """
        def __init__(self):
            pass
    
        def cal_gini(self, data_set, num_samples):
            """
            计算基尼指数, 1 - sum(pi)
            :param data_set:
            :return:
            """
            num_entries = num_samples
            featrue_dict = {}
            for feature in data_set:
                lable = feature[-1]
                if lable in featrue_dict.keys():
                    featrue_dict[lable] += 1
                else:
                    featrue_dict[lable] = 1
    
            temp = 0.0
            for key in featrue_dict.keys():
                prob = float(featrue_dict[key]) / num_entries
                temp += pow(prob, 2)
    
            return 1 - temp
    
        def get_sub_data(self, data_set, feat_index, value):
            """
            获取用来计算条件熵的部分数据
            :param data_set:
            :return:
            """
            sub_data = []
            num_entries = len(data_set)
            for i in xrange(num_entries):
                if data_set[i][feat_index] == value:
                    sub_data.append([data_set[i][feat_index], data_set[i][-1]])
    
            return sub_data
    
        def get_best_feature_and_split(self, data_set):
            """
            遍历每一个特征A,对其可能取值a,计算A=a的时候的基尼指数
            :param data_set:
            :return:
            """
            #样本个数
            num_samples = len(data_set)
            #特征个数
            num_features = len(data_set[0]) - 1
            #最小GINI和最佳feature
            min_gini = 9999.0
            best_feature_index = -1
            split_val = None
            for i in xrange(0, num_features):
                #计算特征值的每个变量的GINI
                feature = [example[i] for example in data_set]
                unique_feature = set(feature)
                for val in unique_feature:
                    data_include_val, data_exclude_val = self.split_data(data_set, i, val)
                    gini_data_include_val = self.cal_gini(data_include_val, num_samples)
                    gini_data_include_val *= float(len(data_include_val)) / num_samples
                    gini_data_exclude_val = self.cal_gini(data_exclude_val, num_samples)
                    gini_data_exclude_val *= float(len(data_exclude_val)) / num_samples
                    gini = gini_data_include_val + gini_data_exclude_val
                    if gini < min_gini:
                        min_gini = gini
                        best_feature_index = i
                        split_val = val
    
            return best_feature_index, split_val
    
        def split_data(self, data_set, feature_index, split_value):
            """
            分割数据,对于每个特征的取值a,分为两类,一类特征取值为a,一类特征取值不为a
            :param data_set:
            :param feature_index: 特征值下标
            :param split_value: 分割的值
            :return:
            """
            #特征值为a的list
            data_include_a = []
            #特征值不为a的list
            data_exclude_a = []
            for example in data_set:
                tmp_list = example[:feature_index]
                tmp_list.extend(example[feature_index + 1:])
    
                if example[feature_index] == split_value:
                    data_include_a.append(tmp_list)
                else:
                    data_exclude_a.append(tmp_list)
    
            return data_include_a, data_exclude_a
    
        def get_majority_cnt(self, classlist):
            """
            获取数据集中实例数最大的类的名称
            :param classlist:
            :return:
            """
            class_count = {}
            for data in classlist:
                if data in class_count.keys():
                    class_count[data] += 1
                else:
                    class_count[data] = 0
    
            reverse_class_count = sorted(class_count.iteritems(), key=operator.itemgetter(1), reverse=True)
    
            return reverse_class_count[0][0]
    
        def build_cart_tree(self, data_set):
            """
            创建树
            :param data_set:
            :return:
            """
    
            class_list = [example[-1] for example in data_set]
    
            #如果只有一种结果了,那就停止
            if class_list.count(class_list[0]) == len(class_list):
                return Node(None, None, result=class_list[0])
    
            feature_index, split_val = self.get_best_feature_and_split(data_set)
            m1, m2 = self.split_data(data_set, feature_index, split_val)
            root = Node(feature_index, split_val)
            root.left_node = self.build_cart_tree(m1)
            root.right_node = self.build_cart_tree(m2)
    
            return root
    
        def cart_classfy(self, root, test_vec):
            if root.feature is None:
                return root.result
    
            if test_vec[root.feature] == root.split_value:
                return self.cart_classfy(root.left_node, test_vec)
            else:
                return self.cart_classfy(root.right_node, test_vec)
    
    if __name__ == '__main__':
        obj = Cart()
        data_set = [[1,1,'yes'],
                   [1,1, 'yes'],
                   [1,0,'no'],
                   [0,1,'no'],
                   [0,1,'no']]
        labels = ['no surfacing','flippers']
        create_labels = labels[:]
        tree = obj.build_cart_tree(data_set)
        print obj.cart_classfy(tree, [1, 0])
    View Code
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  • 原文地址:https://www.cnblogs.com/SpeakSoftlyLove/p/5254788.html
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