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DecisionTree.md

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Decision Tree Classifier CDecisionTreeTrainingModel

Decision tree is a classification method that involves comparing the object features with a set of threshold values; the result tells us to move to one of the children nodes. Once we reach a leaf node we assign the object to the class this node represents.

In NeoML library this method is implemented by the CDecisionTreeTrainingModel class. It exposes a Train method that allows you to train a multi-class classification model.

Training settings

The parameters are represented by a CDecisionTreeTrainingModel::CParams structure.

  • MinContinuousSubsetSize — [for continuous features] the minimum number of vectors corresponding to a node subtree.
  • MinDiscreteSubsetSize — [for discrete features] the minimum number of vectors corresponding to a node subtree.
  • MinDiscreteSubsetPart — [for discrete features] the minimum weight of the vectors in a subtree relative to the parent node weight (may be from 0 to 1).
  • MinContinuousSubsetPart — [for continuous features] the minimum weight of the vectors in a subtree relative to the parent node weight (may be from 0 to 1).
  • MinSplitSize — the minimum number of vectors in a node subtree when it may be divided further.
  • MaxTreeDepth — the maximum depth of the tree.
  • MaxNodesCount — the maximum number of nodes.
  • SplitCriterion — the criterion for subset splitting.
  • ConstNodeThreshold — the ratio of the equal elements in the subset which should be the threshold for creating a constant node (may be from 0 to 1).
  • RandomSelectedFeaturesCount — no more than this number of randomly selected features will be used for each node. Set the value to -1 to use all features every time.

Model

The trained model is a tree with every non-leaf node containing a pair (feature index, a set of its values), and every leaf node containing the probability for the object to belong to one of the classes.

To classify a given vector, the algorithm travels along the tree from the root node, in each node comparing the value of the specified feature with the set threshold; the result of comparison selects the next node.

The model is described by an IDecisionTreeModel interface:

// Trained classification model interface
class NEOML_API IDecisionTreeModel : public IModel {
public:
	virtual ~IDecisionTreeModel() = 0;

	// Gets the number of children nodes
	virtual int GetChildrenCount() const = 0;

	// Gets the child node with the specified index
	virtual CPtr<IDecisionTreeModel> GetChild( int index ) const = 0;

	// Gets the node information
	virtual void GetNodeInfo( CDecisionTreeNodeInfo& info ) const = 0;

	// Serialize the model
	virtual void Serialize( CArchive& ) = 0;
};

Sample

See a simple example of training a decision tree classifier. The input data set contains only vectors with continuous features.

CPtr<IDecisionTreeModel> buildModel( IProblem* data )
{
	CDecisionTreeTrainingModel::CParams param;
	param.MinContinuousSubsetPart = 0.10; // Each subtree should contain no less than 10% of all nodes
	param.MinContinuousSubsetSize = 128; // Suppose only continuous features are used
	param.MinSplitSize = 16; // Each subtree should contain no less than 16 nodes
	param.MaxTreeDepth = 10; // The tree depth shouldn't be more than 10
	param.SplitCriterion = CDecisionTreeTrainingModel::SC_InformationGain;

	CDecisionTreeTrainingModel builder( param );

	return dynamic_cast<IDecisionTreeModel*>( builder.Train( data ).Ptr() );
}