# Authors: Gilles Louppe # Peter Prettenhofer # Brian Holt # Noel Dawe # Satrajit Gosh # Lars Buitinck # Arnaud Joly # Joel Nothman # Fares Hedayati # Jacob Schreiber # Nelson Liu # # License: BSD 3 clause from cpython cimport Py_INCREF, PyObject, PyTypeObject from libc.stdlib cimport free from libc.string cimport memcpy from libc.string cimport memset from libc.stdint cimport INTPTR_MAX from libc.math cimport isnan from libcpp.vector cimport vector from libcpp.algorithm cimport pop_heap from libcpp.algorithm cimport push_heap from libcpp cimport bool import struct import numpy as np cimport numpy as cnp cnp.import_array() from scipy.sparse import issparse from scipy.sparse import csr_matrix from ._utils cimport safe_realloc from ._utils cimport sizet_ptr_to_ndarray cdef extern from "numpy/arrayobject.h": object PyArray_NewFromDescr(PyTypeObject* subtype, cnp.dtype descr, int nd, cnp.npy_intp* dims, cnp.npy_intp* strides, void* data, int flags, object obj) int PyArray_SetBaseObject(cnp.ndarray arr, PyObject* obj) cdef extern from "" namespace "std" nogil: cdef cppclass stack[T]: ctypedef T value_type stack() except + bint empty() void pop() void push(T&) except + # Raise c++ exception for bad_alloc -> MemoryError T& top() # ============================================================================= # Types and constants # ============================================================================= from numpy import float32 as DTYPE from numpy import float64 as DOUBLE cdef float64_t INFINITY = np.inf cdef float64_t EPSILON = np.finfo('double').eps # Some handy constants (BestFirstTreeBuilder) cdef bint IS_FIRST = 1 cdef bint IS_NOT_FIRST = 0 cdef bint IS_LEFT = 1 cdef bint IS_NOT_LEFT = 0 TREE_LEAF = -1 TREE_UNDEFINED = -2 cdef intp_t _TREE_LEAF = TREE_LEAF cdef intp_t _TREE_UNDEFINED = TREE_UNDEFINED # Build the corresponding numpy dtype for Node. # This works by casting `dummy` to an array of Node of length 1, which numpy # can construct a `dtype`-object for. See https://stackoverflow.com/q/62448946 # for a more detailed explanation. cdef Node dummy NODE_DTYPE = np.asarray((&dummy)).dtype cdef inline void _init_parent_record(ParentInfo* record) noexcept nogil: record.n_constant_features = 0 record.impurity = INFINITY record.lower_bound = -INFINITY record.upper_bound = INFINITY # ============================================================================= # TreeBuilder # ============================================================================= cdef class TreeBuilder: """Interface for different tree building strategies.""" cpdef build( self, Tree tree, object X, const float64_t[:, ::1] y, const float64_t[:] sample_weight=None, const unsigned char[::1] missing_values_in_feature_mask=None, ): """Build a decision tree from the training set (X, y).""" pass cdef inline _check_input( self, object X, const float64_t[:, ::1] y, const float64_t[:] sample_weight, ): """Check input dtype, layout and format""" if issparse(X): X = X.tocsc() X.sort_indices() if X.data.dtype != DTYPE: X.data = np.ascontiguousarray(X.data, dtype=DTYPE) if X.indices.dtype != np.int32 or X.indptr.dtype != np.int32: raise ValueError("No support for np.int64 index based " "sparse matrices") elif X.dtype != DTYPE: # since we have to copy we will make it fortran for efficiency X = np.asfortranarray(X, dtype=DTYPE) # TODO: This check for y seems to be redundant, as it is also # present in the BaseDecisionTree's fit method, and therefore # can be removed. if y.base.dtype != DOUBLE or not y.base.flags.contiguous: y = np.ascontiguousarray(y, dtype=DOUBLE) if ( sample_weight is not None and ( sample_weight.base.dtype != DOUBLE or not sample_weight.base.flags.contiguous ) ): sample_weight = np.asarray(sample_weight, dtype=DOUBLE, order="C") return X, y, sample_weight # Depth first builder --------------------------------------------------------- # A record on the stack for depth-first tree growing cdef struct StackRecord: intp_t start intp_t end intp_t depth intp_t parent bint is_left float64_t impurity intp_t n_constant_features float64_t lower_bound float64_t upper_bound cdef class DepthFirstTreeBuilder(TreeBuilder): """Build a decision tree in depth-first fashion.""" def __cinit__(self, Splitter splitter, intp_t min_samples_split, intp_t min_samples_leaf, float64_t min_weight_leaf, intp_t max_depth, float64_t min_impurity_decrease): self.splitter = splitter self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_leaf = min_weight_leaf self.max_depth = max_depth self.min_impurity_decrease = min_impurity_decrease cpdef build( self, Tree tree, object X, const float64_t[:, ::1] y, const float64_t[:] sample_weight=None, const unsigned char[::1] missing_values_in_feature_mask=None, ): """Build a decision tree from the training set (X, y).""" # check input X, y, sample_weight = self._check_input(X, y, sample_weight) # Initial capacity cdef intp_t init_capacity if tree.max_depth <= 10: init_capacity = (2 ** (tree.max_depth + 1)) - 1 else: init_capacity = 2047 tree._resize(init_capacity) # Parameters cdef Splitter splitter = self.splitter cdef intp_t max_depth = self.max_depth cdef intp_t min_samples_leaf = self.min_samples_leaf cdef float64_t min_weight_leaf = self.min_weight_leaf cdef intp_t min_samples_split = self.min_samples_split cdef float64_t min_impurity_decrease = self.min_impurity_decrease # Recursive partition (without actual recursion) splitter.init(X, y, sample_weight, missing_values_in_feature_mask) cdef intp_t start cdef intp_t end cdef intp_t depth cdef intp_t parent cdef bint is_left cdef intp_t n_node_samples = splitter.n_samples cdef float64_t weighted_n_node_samples cdef SplitRecord split cdef intp_t node_id cdef float64_t middle_value cdef float64_t left_child_min cdef float64_t left_child_max cdef float64_t right_child_min cdef float64_t right_child_max cdef bint is_leaf cdef bint first = 1 cdef intp_t max_depth_seen = -1 cdef int rc = 0 cdef stack[StackRecord] builder_stack cdef StackRecord stack_record cdef ParentInfo parent_record _init_parent_record(&parent_record) with nogil: # push root node onto stack builder_stack.push({ "start": 0, "end": n_node_samples, "depth": 0, "parent": _TREE_UNDEFINED, "is_left": 0, "impurity": INFINITY, "n_constant_features": 0, "lower_bound": -INFINITY, "upper_bound": INFINITY, }) while not builder_stack.empty(): stack_record = builder_stack.top() builder_stack.pop() start = stack_record.start end = stack_record.end depth = stack_record.depth parent = stack_record.parent is_left = stack_record.is_left parent_record.impurity = stack_record.impurity parent_record.n_constant_features = stack_record.n_constant_features parent_record.lower_bound = stack_record.lower_bound parent_record.upper_bound = stack_record.upper_bound n_node_samples = end - start splitter.node_reset(start, end, &weighted_n_node_samples) is_leaf = (depth >= max_depth or n_node_samples < min_samples_split or n_node_samples < 2 * min_samples_leaf or weighted_n_node_samples < 2 * min_weight_leaf) if first: parent_record.impurity = splitter.node_impurity() first = 0 # impurity == 0 with tolerance due to rounding errors is_leaf = is_leaf or parent_record.impurity <= EPSILON if not is_leaf: splitter.node_split( &parent_record, &split, ) # If EPSILON=0 in the below comparison, float precision # issues stop splitting, producing trees that are # dissimilar to v0.18 is_leaf = (is_leaf or split.pos >= end or (split.improvement + EPSILON < min_impurity_decrease)) node_id = tree._add_node(parent, is_left, is_leaf, split.feature, split.threshold, parent_record.impurity, n_node_samples, weighted_n_node_samples, split.missing_go_to_left) if node_id == INTPTR_MAX: rc = -1 break # Store value for all nodes, to facilitate tree/model # inspection and interpretation splitter.node_value(tree.value + node_id * tree.value_stride) if splitter.with_monotonic_cst: splitter.clip_node_value(tree.value + node_id * tree.value_stride, parent_record.lower_bound, parent_record.upper_bound) if not is_leaf: if ( not splitter.with_monotonic_cst or splitter.monotonic_cst[split.feature] == 0 ): # Split on a feature with no monotonicity constraint # Current bounds must always be propagated to both children. # If a monotonic constraint is active, bounds are used in # node value clipping. left_child_min = right_child_min = parent_record.lower_bound left_child_max = right_child_max = parent_record.upper_bound elif splitter.monotonic_cst[split.feature] == 1: # Split on a feature with monotonic increase constraint left_child_min = parent_record.lower_bound right_child_max = parent_record.upper_bound # Lower bound for right child and upper bound for left child # are set to the same value. middle_value = splitter.criterion.middle_value() right_child_min = middle_value left_child_max = middle_value else: # i.e. splitter.monotonic_cst[split.feature] == -1 # Split on a feature with monotonic decrease constraint right_child_min = parent_record.lower_bound left_child_max = parent_record.upper_bound # Lower bound for left child and upper bound for right child # are set to the same value. middle_value = splitter.criterion.middle_value() left_child_min = middle_value right_child_max = middle_value # Push right child on stack builder_stack.push({ "start": split.pos, "end": end, "depth": depth + 1, "parent": node_id, "is_left": 0, "impurity": split.impurity_right, "n_constant_features": parent_record.n_constant_features, "lower_bound": right_child_min, "upper_bound": right_child_max, }) # Push left child on stack builder_stack.push({ "start": start, "end": split.pos, "depth": depth + 1, "parent": node_id, "is_left": 1, "impurity": split.impurity_left, "n_constant_features": parent_record.n_constant_features, "lower_bound": left_child_min, "upper_bound": left_child_max, }) if depth > max_depth_seen: max_depth_seen = depth if rc >= 0: rc = tree._resize_c(tree.node_count) if rc >= 0: tree.max_depth = max_depth_seen if rc == -1: raise MemoryError() # Best first builder ---------------------------------------------------------- cdef struct FrontierRecord: # Record of information of a Node, the frontier for a split. Those records are # maintained in a heap to access the Node with the best improvement in impurity, # allowing growing trees greedily on this improvement. intp_t node_id intp_t start intp_t end intp_t pos intp_t depth bint is_leaf float64_t impurity float64_t impurity_left float64_t impurity_right float64_t improvement float64_t lower_bound float64_t upper_bound float64_t middle_value cdef inline bool _compare_records( const FrontierRecord& left, const FrontierRecord& right, ): return left.improvement < right.improvement cdef inline void _add_to_frontier( FrontierRecord rec, vector[FrontierRecord]& frontier, ) noexcept nogil: """Adds record `rec` to the priority queue `frontier`.""" frontier.push_back(rec) push_heap(frontier.begin(), frontier.end(), &_compare_records) cdef class BestFirstTreeBuilder(TreeBuilder): """Build a decision tree in best-first fashion. The best node to expand is given by the node at the frontier that has the highest impurity improvement. """ cdef intp_t max_leaf_nodes def __cinit__(self, Splitter splitter, intp_t min_samples_split, intp_t min_samples_leaf, min_weight_leaf, intp_t max_depth, intp_t max_leaf_nodes, float64_t min_impurity_decrease): self.splitter = splitter self.min_samples_split = min_samples_split self.min_samples_leaf = min_samples_leaf self.min_weight_leaf = min_weight_leaf self.max_depth = max_depth self.max_leaf_nodes = max_leaf_nodes self.min_impurity_decrease = min_impurity_decrease cpdef build( self, Tree tree, object X, const float64_t[:, ::1] y, const float64_t[:] sample_weight=None, const unsigned char[::1] missing_values_in_feature_mask=None, ): """Build a decision tree from the training set (X, y).""" # check input X, y, sample_weight = self._check_input(X, y, sample_weight) # Parameters cdef Splitter splitter = self.splitter cdef intp_t max_leaf_nodes = self.max_leaf_nodes # Recursive partition (without actual recursion) splitter.init(X, y, sample_weight, missing_values_in_feature_mask) cdef vector[FrontierRecord] frontier cdef FrontierRecord record cdef FrontierRecord split_node_left cdef FrontierRecord split_node_right cdef float64_t left_child_min cdef float64_t left_child_max cdef float64_t right_child_min cdef float64_t right_child_max cdef intp_t n_node_samples = splitter.n_samples cdef intp_t max_split_nodes = max_leaf_nodes - 1 cdef bint is_leaf cdef intp_t max_depth_seen = -1 cdef int rc = 0 cdef Node* node cdef ParentInfo parent_record _init_parent_record(&parent_record) # Initial capacity cdef intp_t init_capacity = max_split_nodes + max_leaf_nodes tree._resize(init_capacity) with nogil: # add root to frontier rc = self._add_split_node( splitter=splitter, tree=tree, start=0, end=n_node_samples, is_first=IS_FIRST, is_left=IS_LEFT, parent=NULL, depth=0, parent_record=&parent_record, res=&split_node_left, ) if rc >= 0: _add_to_frontier(split_node_left, frontier) while not frontier.empty(): pop_heap(frontier.begin(), frontier.end(), &_compare_records) record = frontier.back() frontier.pop_back() node = &tree.nodes[record.node_id] is_leaf = (record.is_leaf or max_split_nodes <= 0) if is_leaf: # Node is not expandable; set node as leaf node.left_child = _TREE_LEAF node.right_child = _TREE_LEAF node.feature = _TREE_UNDEFINED node.threshold = _TREE_UNDEFINED else: # Node is expandable if ( not splitter.with_monotonic_cst or splitter.monotonic_cst[node.feature] == 0 ): # Split on a feature with no monotonicity constraint # Current bounds must always be propagated to both children. # If a monotonic constraint is active, bounds are used in # node value clipping. left_child_min = right_child_min = record.lower_bound left_child_max = right_child_max = record.upper_bound elif splitter.monotonic_cst[node.feature] == 1: # Split on a feature with monotonic increase constraint left_child_min = record.lower_bound right_child_max = record.upper_bound # Lower bound for right child and upper bound for left child # are set to the same value. right_child_min = record.middle_value left_child_max = record.middle_value else: # i.e. splitter.monotonic_cst[split.feature] == -1 # Split on a feature with monotonic decrease constraint right_child_min = record.lower_bound left_child_max = record.upper_bound # Lower bound for left child and upper bound for right child # are set to the same value. left_child_min = record.middle_value right_child_max = record.middle_value # Decrement number of split nodes available max_split_nodes -= 1 # Compute left split node parent_record.lower_bound = left_child_min parent_record.upper_bound = left_child_max parent_record.impurity = record.impurity_left rc = self._add_split_node( splitter=splitter, tree=tree, start=record.start, end=record.pos, is_first=IS_NOT_FIRST, is_left=IS_LEFT, parent=node, depth=record.depth + 1, parent_record=&parent_record, res=&split_node_left, ) if rc == -1: break # tree.nodes may have changed node = &tree.nodes[record.node_id] # Compute right split node parent_record.lower_bound = right_child_min parent_record.upper_bound = right_child_max parent_record.impurity = record.impurity_right rc = self._add_split_node( splitter=splitter, tree=tree, start=record.pos, end=record.end, is_first=IS_NOT_FIRST, is_left=IS_NOT_LEFT, parent=node, depth=record.depth + 1, parent_record=&parent_record, res=&split_node_right, ) if rc == -1: break # Add nodes to queue _add_to_frontier(split_node_left, frontier) _add_to_frontier(split_node_right, frontier) if record.depth > max_depth_seen: max_depth_seen = record.depth if rc >= 0: rc = tree._resize_c(tree.node_count) if rc >= 0: tree.max_depth = max_depth_seen if rc == -1: raise MemoryError() cdef inline int _add_split_node( self, Splitter splitter, Tree tree, intp_t start, intp_t end, bint is_first, bint is_left, Node* parent, intp_t depth, ParentInfo* parent_record, FrontierRecord* res ) except -1 nogil: """Adds node w/ partition ``[start, end)`` to the frontier. """ cdef SplitRecord split cdef intp_t node_id cdef intp_t n_node_samples cdef float64_t min_impurity_decrease = self.min_impurity_decrease cdef float64_t weighted_n_node_samples cdef bint is_leaf splitter.node_reset(start, end, &weighted_n_node_samples) # reset n_constant_features for this specific split before beginning split search parent_record.n_constant_features = 0 if is_first: parent_record.impurity = splitter.node_impurity() n_node_samples = end - start is_leaf = (depth >= self.max_depth or n_node_samples < self.min_samples_split or n_node_samples < 2 * self.min_samples_leaf or weighted_n_node_samples < 2 * self.min_weight_leaf or parent_record.impurity <= EPSILON # impurity == 0 with tolerance ) if not is_leaf: splitter.node_split( parent_record, &split, ) # If EPSILON=0 in the below comparison, float precision issues stop # splitting early, producing trees that are dissimilar to v0.18 is_leaf = (is_leaf or split.pos >= end or split.improvement + EPSILON < min_impurity_decrease) node_id = tree._add_node(parent - tree.nodes if parent != NULL else _TREE_UNDEFINED, is_left, is_leaf, split.feature, split.threshold, parent_record.impurity, n_node_samples, weighted_n_node_samples, split.missing_go_to_left) if node_id == INTPTR_MAX: return -1 # compute values also for split nodes (might become leafs later). splitter.node_value(tree.value + node_id * tree.value_stride) if splitter.with_monotonic_cst: splitter.clip_node_value(tree.value + node_id * tree.value_stride, parent_record.lower_bound, parent_record.upper_bound) res.node_id = node_id res.start = start res.end = end res.depth = depth res.impurity = parent_record.impurity res.lower_bound = parent_record.lower_bound res.upper_bound = parent_record.upper_bound res.middle_value = splitter.criterion.middle_value() if not is_leaf: # is split node res.pos = split.pos res.is_leaf = 0 res.improvement = split.improvement res.impurity_left = split.impurity_left res.impurity_right = split.impurity_right else: # is leaf => 0 improvement res.pos = end res.is_leaf = 1 res.improvement = 0.0 res.impurity_left = parent_record.impurity res.impurity_right = parent_record.impurity return 0 # ============================================================================= # Tree # ============================================================================= cdef class Tree: """Array-based representation of a binary decision tree. The binary tree is represented as a number of parallel arrays. The i-th element of each array holds information about the node `i`. Node 0 is the tree's root. You can find a detailed description of all arrays in `_tree.pxd`. NOTE: Some of the arrays only apply to either leaves or split nodes, resp. In this case the values of nodes of the other type are arbitrary! Attributes ---------- node_count : intp_t The number of nodes (internal nodes + leaves) in the tree. capacity : intp_t The current capacity (i.e., size) of the arrays, which is at least as great as `node_count`. max_depth : intp_t The depth of the tree, i.e. the maximum depth of its leaves. children_left : array of intp_t, shape [node_count] children_left[i] holds the node id of the left child of node i. For leaves, children_left[i] == TREE_LEAF. Otherwise, children_left[i] > i. This child handles the case where X[:, feature[i]] <= threshold[i]. children_right : array of intp_t, shape [node_count] children_right[i] holds the node id of the right child of node i. For leaves, children_right[i] == TREE_LEAF. Otherwise, children_right[i] > i. This child handles the case where X[:, feature[i]] > threshold[i]. n_leaves : intp_t Number of leaves in the tree. feature : array of intp_t, shape [node_count] feature[i] holds the feature to split on, for the internal node i. threshold : array of float64_t, shape [node_count] threshold[i] holds the threshold for the internal node i. value : array of float64_t, shape [node_count, n_outputs, max_n_classes] Contains the constant prediction value of each node. impurity : array of float64_t, shape [node_count] impurity[i] holds the impurity (i.e., the value of the splitting criterion) at node i. n_node_samples : array of intp_t, shape [node_count] n_node_samples[i] holds the number of training samples reaching node i. weighted_n_node_samples : array of float64_t, shape [node_count] weighted_n_node_samples[i] holds the weighted number of training samples reaching node i. missing_go_to_left : array of bool, shape [node_count] missing_go_to_left[i] holds a bool indicating whether or not there were missing values at node i. """ # Wrap for outside world. # WARNING: these reference the current `nodes` and `value` buffers, which # must not be freed by a subsequent memory allocation. # (i.e. through `_resize` or `__setstate__`) @property def n_classes(self): return sizet_ptr_to_ndarray(self.n_classes, self.n_outputs) @property def children_left(self): return self._get_node_ndarray()['left_child'][:self.node_count] @property def children_right(self): return self._get_node_ndarray()['right_child'][:self.node_count] @property def n_leaves(self): return np.sum(np.logical_and( self.children_left == -1, self.children_right == -1)) @property def feature(self): return self._get_node_ndarray()['feature'][:self.node_count] @property def threshold(self): return self._get_node_ndarray()['threshold'][:self.node_count] @property def impurity(self): return self._get_node_ndarray()['impurity'][:self.node_count] @property def n_node_samples(self): return self._get_node_ndarray()['n_node_samples'][:self.node_count] @property def weighted_n_node_samples(self): return self._get_node_ndarray()['weighted_n_node_samples'][:self.node_count] @property def missing_go_to_left(self): return self._get_node_ndarray()['missing_go_to_left'][:self.node_count] @property def value(self): return self._get_value_ndarray()[:self.node_count] # TODO: Convert n_classes to cython.integral memory view once # https://github.com/cython/cython/issues/5243 is fixed def __cinit__(self, intp_t n_features, cnp.ndarray n_classes, intp_t n_outputs): """Constructor.""" cdef intp_t dummy = 0 size_t_dtype = np.array(dummy).dtype n_classes = _check_n_classes(n_classes, size_t_dtype) # Input/Output layout self.n_features = n_features self.n_outputs = n_outputs self.n_classes = NULL safe_realloc(&self.n_classes, n_outputs) self.max_n_classes = np.max(n_classes) self.value_stride = n_outputs * self.max_n_classes cdef intp_t k for k in range(n_outputs): self.n_classes[k] = n_classes[k] # Inner structures self.max_depth = 0 self.node_count = 0 self.capacity = 0 self.value = NULL self.nodes = NULL def __dealloc__(self): """Destructor.""" # Free all inner structures free(self.n_classes) free(self.value) free(self.nodes) def __reduce__(self): """Reduce re-implementation, for pickling.""" return (Tree, (self.n_features, sizet_ptr_to_ndarray(self.n_classes, self.n_outputs), self.n_outputs), self.__getstate__()) def __getstate__(self): """Getstate re-implementation, for pickling.""" d = {} # capacity is inferred during the __setstate__ using nodes d["max_depth"] = self.max_depth d["node_count"] = self.node_count d["nodes"] = self._get_node_ndarray() d["values"] = self._get_value_ndarray() return d def __setstate__(self, d): """Setstate re-implementation, for unpickling.""" self.max_depth = d["max_depth"] self.node_count = d["node_count"] if 'nodes' not in d: raise ValueError('You have loaded Tree version which ' 'cannot be imported') node_ndarray = d['nodes'] value_ndarray = d['values'] value_shape = (node_ndarray.shape[0], self.n_outputs, self.max_n_classes) node_ndarray = _check_node_ndarray(node_ndarray, expected_dtype=NODE_DTYPE) value_ndarray = _check_value_ndarray( value_ndarray, expected_dtype=np.dtype(np.float64), expected_shape=value_shape ) self.capacity = node_ndarray.shape[0] if self._resize_c(self.capacity) != 0: raise MemoryError("resizing tree to %d" % self.capacity) memcpy(self.nodes, cnp.PyArray_DATA(node_ndarray), self.capacity * sizeof(Node)) memcpy(self.value, cnp.PyArray_DATA(value_ndarray), self.capacity * self.value_stride * sizeof(float64_t)) cdef int _resize(self, intp_t capacity) except -1 nogil: """Resize all inner arrays to `capacity`, if `capacity` == -1, then double the size of the inner arrays. Returns -1 in case of failure to allocate memory (and raise MemoryError) or 0 otherwise. """ if self._resize_c(capacity) != 0: # Acquire gil only if we need to raise with gil: raise MemoryError() cdef int _resize_c(self, intp_t capacity=INTPTR_MAX) except -1 nogil: """Guts of _resize Returns -1 in case of failure to allocate memory (and raise MemoryError) or 0 otherwise. """ if capacity == self.capacity and self.nodes != NULL: return 0 if capacity == INTPTR_MAX: if self.capacity == 0: capacity = 3 # default initial value else: capacity = 2 * self.capacity safe_realloc(&self.nodes, capacity) safe_realloc(&self.value, capacity * self.value_stride) if capacity > self.capacity: # value memory is initialised to 0 to enable classifier argmax memset((self.value + self.capacity * self.value_stride), 0, (capacity - self.capacity) * self.value_stride * sizeof(float64_t)) # node memory is initialised to 0 to ensure deterministic pickle (padding in Node struct) memset((self.nodes + self.capacity), 0, (capacity - self.capacity) * sizeof(Node)) # if capacity smaller than node_count, adjust the counter if capacity < self.node_count: self.node_count = capacity self.capacity = capacity return 0 cdef intp_t _add_node(self, intp_t parent, bint is_left, bint is_leaf, intp_t feature, float64_t threshold, float64_t impurity, intp_t n_node_samples, float64_t weighted_n_node_samples, unsigned char missing_go_to_left) except -1 nogil: """Add a node to the tree. The new node registers itself as the child of its parent. Returns (size_t)(-1) on error. """ cdef intp_t node_id = self.node_count if node_id >= self.capacity: if self._resize_c() != 0: return INTPTR_MAX cdef Node* node = &self.nodes[node_id] node.impurity = impurity node.n_node_samples = n_node_samples node.weighted_n_node_samples = weighted_n_node_samples if parent != _TREE_UNDEFINED: if is_left: self.nodes[parent].left_child = node_id else: self.nodes[parent].right_child = node_id if is_leaf: node.left_child = _TREE_LEAF node.right_child = _TREE_LEAF node.feature = _TREE_UNDEFINED node.threshold = _TREE_UNDEFINED else: # left_child and right_child will be set later node.feature = feature node.threshold = threshold node.missing_go_to_left = missing_go_to_left self.node_count += 1 return node_id cpdef cnp.ndarray predict(self, object X): """Predict target for X.""" out = self._get_value_ndarray().take(self.apply(X), axis=0, mode='clip') if self.n_outputs == 1: out = out.reshape(X.shape[0], self.max_n_classes) return out cpdef cnp.ndarray apply(self, object X): """Finds the terminal region (=leaf node) for each sample in X.""" if issparse(X): return self._apply_sparse_csr(X) else: return self._apply_dense(X) cdef inline cnp.ndarray _apply_dense(self, object X): """Finds the terminal region (=leaf node) for each sample in X.""" # Check input if not isinstance(X, np.ndarray): raise ValueError("X should be in np.ndarray format, got %s" % type(X)) if X.dtype != DTYPE: raise ValueError("X.dtype should be np.float32, got %s" % X.dtype) # Extract input cdef const float32_t[:, :] X_ndarray = X cdef intp_t n_samples = X.shape[0] cdef float32_t X_i_node_feature # Initialize output cdef intp_t[:] out = np.zeros(n_samples, dtype=np.intp) # Initialize auxiliary data-structure cdef Node* node = NULL cdef intp_t i = 0 with nogil: for i in range(n_samples): node = self.nodes # While node not a leaf while node.left_child != _TREE_LEAF: X_i_node_feature = X_ndarray[i, node.feature] # ... and node.right_child != _TREE_LEAF: if isnan(X_i_node_feature): if node.missing_go_to_left: node = &self.nodes[node.left_child] else: node = &self.nodes[node.right_child] elif X_i_node_feature <= node.threshold: node = &self.nodes[node.left_child] else: node = &self.nodes[node.right_child] out[i] = (node - self.nodes) # node offset return np.asarray(out) cdef inline cnp.ndarray _apply_sparse_csr(self, object X): """Finds the terminal region (=leaf node) for each sample in sparse X. """ # Check input if not (issparse(X) and X.format == 'csr'): raise ValueError("X should be in csr_matrix format, got %s" % type(X)) if X.dtype != DTYPE: raise ValueError("X.dtype should be np.float32, got %s" % X.dtype) # Extract input cdef const float32_t[:] X_data = X.data cdef const int32_t[:] X_indices = X.indices cdef const int32_t[:] X_indptr = X.indptr cdef intp_t n_samples = X.shape[0] cdef intp_t n_features = X.shape[1] # Initialize output cdef intp_t[:] out = np.zeros(n_samples, dtype=np.intp) # Initialize auxiliary data-structure cdef float32_t feature_value = 0. cdef Node* node = NULL cdef float32_t* X_sample = NULL cdef intp_t i = 0 cdef int32_t k = 0 # feature_to_sample as a data structure records the last seen sample # for each feature; functionally, it is an efficient way to identify # which features are nonzero in the present sample. cdef intp_t* feature_to_sample = NULL safe_realloc(&X_sample, n_features) safe_realloc(&feature_to_sample, n_features) with nogil: memset(feature_to_sample, -1, n_features * sizeof(intp_t)) for i in range(n_samples): node = self.nodes for k in range(X_indptr[i], X_indptr[i + 1]): feature_to_sample[X_indices[k]] = i X_sample[X_indices[k]] = X_data[k] # While node not a leaf while node.left_child != _TREE_LEAF: # ... and node.right_child != _TREE_LEAF: if feature_to_sample[node.feature] == i: feature_value = X_sample[node.feature] else: feature_value = 0. if feature_value <= node.threshold: node = &self.nodes[node.left_child] else: node = &self.nodes[node.right_child] out[i] = (node - self.nodes) # node offset # Free auxiliary arrays free(X_sample) free(feature_to_sample) return np.asarray(out) cpdef object decision_path(self, object X): """Finds the decision path (=node) for each sample in X.""" if issparse(X): return self._decision_path_sparse_csr(X) else: return self._decision_path_dense(X) cdef inline object _decision_path_dense(self, object X): """Finds the decision path (=node) for each sample in X.""" # Check input if not isinstance(X, np.ndarray): raise ValueError("X should be in np.ndarray format, got %s" % type(X)) if X.dtype != DTYPE: raise ValueError("X.dtype should be np.float32, got %s" % X.dtype) # Extract input cdef const float32_t[:, :] X_ndarray = X cdef intp_t n_samples = X.shape[0] # Initialize output cdef intp_t[:] indptr = np.zeros(n_samples + 1, dtype=np.intp) cdef intp_t[:] indices = np.zeros( n_samples * (1 + self.max_depth), dtype=np.intp ) # Initialize auxiliary data-structure cdef Node* node = NULL cdef intp_t i = 0 with nogil: for i in range(n_samples): node = self.nodes indptr[i + 1] = indptr[i] # Add all external nodes while node.left_child != _TREE_LEAF: # ... and node.right_child != _TREE_LEAF: indices[indptr[i + 1]] = (node - self.nodes) indptr[i + 1] += 1 if X_ndarray[i, node.feature] <= node.threshold: node = &self.nodes[node.left_child] else: node = &self.nodes[node.right_child] # Add the leave node indices[indptr[i + 1]] = (node - self.nodes) indptr[i + 1] += 1 indices = indices[:indptr[n_samples]] cdef intp_t[:] data = np.ones(shape=len(indices), dtype=np.intp) out = csr_matrix((data, indices, indptr), shape=(n_samples, self.node_count)) return out cdef inline object _decision_path_sparse_csr(self, object X): """Finds the decision path (=node) for each sample in X.""" # Check input if not (issparse(X) and X.format == "csr"): raise ValueError("X should be in csr_matrix format, got %s" % type(X)) if X.dtype != DTYPE: raise ValueError("X.dtype should be np.float32, got %s" % X.dtype) # Extract input cdef const float32_t[:] X_data = X.data cdef const int32_t[:] X_indices = X.indices cdef const int32_t[:] X_indptr = X.indptr cdef intp_t n_samples = X.shape[0] cdef intp_t n_features = X.shape[1] # Initialize output cdef intp_t[:] indptr = np.zeros(n_samples + 1, dtype=np.intp) cdef intp_t[:] indices = np.zeros( n_samples * (1 + self.max_depth), dtype=np.intp ) # Initialize auxiliary data-structure cdef float32_t feature_value = 0. cdef Node* node = NULL cdef float32_t* X_sample = NULL cdef intp_t i = 0 cdef int32_t k = 0 # feature_to_sample as a data structure records the last seen sample # for each feature; functionally, it is an efficient way to identify # which features are nonzero in the present sample. cdef intp_t* feature_to_sample = NULL safe_realloc(&X_sample, n_features) safe_realloc(&feature_to_sample, n_features) with nogil: memset(feature_to_sample, -1, n_features * sizeof(intp_t)) for i in range(n_samples): node = self.nodes indptr[i + 1] = indptr[i] for k in range(X_indptr[i], X_indptr[i + 1]): feature_to_sample[X_indices[k]] = i X_sample[X_indices[k]] = X_data[k] # While node not a leaf while node.left_child != _TREE_LEAF: # ... and node.right_child != _TREE_LEAF: indices[indptr[i + 1]] = (node - self.nodes) indptr[i + 1] += 1 if feature_to_sample[node.feature] == i: feature_value = X_sample[node.feature] else: feature_value = 0. if feature_value <= node.threshold: node = &self.nodes[node.left_child] else: node = &self.nodes[node.right_child] # Add the leave node indices[indptr[i + 1]] = (node - self.nodes) indptr[i + 1] += 1 # Free auxiliary arrays free(X_sample) free(feature_to_sample) indices = indices[:indptr[n_samples]] cdef intp_t[:] data = np.ones(shape=len(indices), dtype=np.intp) out = csr_matrix((data, indices, indptr), shape=(n_samples, self.node_count)) return out cpdef compute_node_depths(self): """Compute the depth of each node in a tree. .. versionadded:: 1.3 Returns ------- depths : ndarray of shape (self.node_count,), dtype=np.int64 The depth of each node in the tree. """ cdef: cnp.int64_t[::1] depths = np.empty(self.node_count, dtype=np.int64) cnp.npy_intp[:] children_left = self.children_left cnp.npy_intp[:] children_right = self.children_right cnp.npy_intp node_id cnp.npy_intp node_count = self.node_count cnp.int64_t depth depths[0] = 1 # init root node for node_id in range(node_count): if children_left[node_id] != _TREE_LEAF: depth = depths[node_id] + 1 depths[children_left[node_id]] = depth depths[children_right[node_id]] = depth return depths.base cpdef compute_feature_importances(self, normalize=True): """Computes the importance of each feature (aka variable).""" cdef Node* left cdef Node* right cdef Node* nodes = self.nodes cdef Node* node = nodes cdef Node* end_node = node + self.node_count cdef float64_t normalizer = 0. cdef cnp.float64_t[:] importances = np.zeros(self.n_features) with nogil: while node != end_node: if node.left_child != _TREE_LEAF: # ... and node.right_child != _TREE_LEAF: left = &nodes[node.left_child] right = &nodes[node.right_child] importances[node.feature] += ( node.weighted_n_node_samples * node.impurity - left.weighted_n_node_samples * left.impurity - right.weighted_n_node_samples * right.impurity) node += 1 for i in range(self.n_features): importances[i] /= nodes[0].weighted_n_node_samples if normalize: normalizer = np.sum(importances) if normalizer > 0.0: # Avoid dividing by zero (e.g., when root is pure) for i in range(self.n_features): importances[i] /= normalizer return np.asarray(importances) cdef cnp.ndarray _get_value_ndarray(self): """Wraps value as a 3-d NumPy array. The array keeps a reference to this Tree, which manages the underlying memory. """ cdef cnp.npy_intp shape[3] shape[0] = self.node_count shape[1] = self.n_outputs shape[2] = self.max_n_classes cdef cnp.ndarray arr arr = cnp.PyArray_SimpleNewFromData(3, shape, cnp.NPY_DOUBLE, self.value) Py_INCREF(self) if PyArray_SetBaseObject(arr, self) < 0: raise ValueError("Can't initialize array.") return arr cdef cnp.ndarray _get_node_ndarray(self): """Wraps nodes as a NumPy struct array. The array keeps a reference to this Tree, which manages the underlying memory. Individual fields are publicly accessible as properties of the Tree. """ cdef cnp.npy_intp shape[1] shape[0] = self.node_count cdef cnp.npy_intp strides[1] strides[0] = sizeof(Node) cdef cnp.ndarray arr Py_INCREF(NODE_DTYPE) arr = PyArray_NewFromDescr( cnp.ndarray, NODE_DTYPE, 1, shape, strides, self.nodes, cnp.NPY_ARRAY_DEFAULT, None) Py_INCREF(self) if PyArray_SetBaseObject(arr, self) < 0: raise ValueError("Can't initialize array.") return arr def compute_partial_dependence(self, float32_t[:, ::1] X, const intp_t[::1] target_features, float64_t[::1] out): """Partial dependence of the response on the ``target_feature`` set. For each sample in ``X`` a tree traversal is performed. Each traversal starts from the root with weight 1.0. At each non-leaf node that splits on a target feature, either the left child or the right child is visited based on the feature value of the current sample, and the weight is not modified. At each non-leaf node that splits on a complementary feature, both children are visited and the weight is multiplied by the fraction of training samples which went to each child. At each leaf, the value of the node is multiplied by the current weight (weights sum to 1 for all visited terminal nodes). Parameters ---------- X : view on 2d ndarray, shape (n_samples, n_target_features) The grid points on which the partial dependence should be evaluated. target_features : view on 1d ndarray, shape (n_target_features) The set of target features for which the partial dependence should be evaluated. out : view on 1d ndarray, shape (n_samples) The value of the partial dependence function on each grid point. """ cdef: float64_t[::1] weight_stack = np.zeros(self.node_count, dtype=np.float64) intp_t[::1] node_idx_stack = np.zeros(self.node_count, dtype=np.intp) intp_t sample_idx intp_t feature_idx intp_t stack_size float64_t left_sample_frac float64_t current_weight float64_t total_weight # used for sanity check only Node *current_node # use a pointer to avoid copying attributes intp_t current_node_idx bint is_target_feature intp_t _TREE_LEAF = TREE_LEAF # to avoid python interactions for sample_idx in range(X.shape[0]): # init stacks for current sample stack_size = 1 node_idx_stack[0] = 0 # root node weight_stack[0] = 1 # all the samples are in the root node total_weight = 0 while stack_size > 0: # pop the stack stack_size -= 1 current_node_idx = node_idx_stack[stack_size] current_node = &self.nodes[current_node_idx] if current_node.left_child == _TREE_LEAF: # leaf node out[sample_idx] += (weight_stack[stack_size] * self.value[current_node_idx]) total_weight += weight_stack[stack_size] else: # non-leaf node # determine if the split feature is a target feature is_target_feature = False for feature_idx in range(target_features.shape[0]): if target_features[feature_idx] == current_node.feature: is_target_feature = True break if is_target_feature: # In this case, we push left or right child on stack if X[sample_idx, feature_idx] <= current_node.threshold: node_idx_stack[stack_size] = current_node.left_child else: node_idx_stack[stack_size] = current_node.right_child stack_size += 1 else: # In this case, we push both children onto the stack, # and give a weight proportional to the number of # samples going through each branch. # push left child node_idx_stack[stack_size] = current_node.left_child left_sample_frac = ( self.nodes[current_node.left_child].weighted_n_node_samples / current_node.weighted_n_node_samples) current_weight = weight_stack[stack_size] weight_stack[stack_size] = current_weight * left_sample_frac stack_size += 1 # push right child node_idx_stack[stack_size] = current_node.right_child weight_stack[stack_size] = ( current_weight * (1 - left_sample_frac)) stack_size += 1 # Sanity check. Should never happen. if not (0.999 < total_weight < 1.001): raise ValueError("Total weight should be 1.0 but was %.9f" % total_weight) def _check_n_classes(n_classes, expected_dtype): if n_classes.ndim != 1: raise ValueError( f"Wrong dimensions for n_classes from the pickle: " f"expected 1, got {n_classes.ndim}" ) if n_classes.dtype == expected_dtype: return n_classes # Handles both different endianness and different bitness if n_classes.dtype.kind == "i" and n_classes.dtype.itemsize in [4, 8]: return n_classes.astype(expected_dtype, casting="same_kind") raise ValueError( "n_classes from the pickle has an incompatible dtype:\n" f"- expected: {expected_dtype}\n" f"- got: {n_classes.dtype}" ) def _check_value_ndarray(value_ndarray, expected_dtype, expected_shape): if value_ndarray.shape != expected_shape: raise ValueError( "Wrong shape for value array from the pickle: " f"expected {expected_shape}, got {value_ndarray.shape}" ) if not value_ndarray.flags.c_contiguous: raise ValueError( "value array from the pickle should be a C-contiguous array" ) if value_ndarray.dtype == expected_dtype: return value_ndarray # Handles different endianness if value_ndarray.dtype.str.endswith('f8'): return value_ndarray.astype(expected_dtype, casting='equiv') raise ValueError( "value array from the pickle has an incompatible dtype:\n" f"- expected: {expected_dtype}\n" f"- got: {value_ndarray.dtype}" ) def _dtype_to_dict(dtype): return {name: dt.str for name, (dt, *rest) in dtype.fields.items()} def _dtype_dict_with_modified_bitness(dtype_dict): # field names in Node struct with intp_t types (see sklearn/tree/_tree.pxd) indexing_field_names = ["left_child", "right_child", "feature", "n_node_samples"] expected_dtype_size = str(struct.calcsize("P")) allowed_dtype_size = "8" if expected_dtype_size == "4" else "4" allowed_dtype_dict = dtype_dict.copy() for name in indexing_field_names: allowed_dtype_dict[name] = allowed_dtype_dict[name].replace( expected_dtype_size, allowed_dtype_size ) return allowed_dtype_dict def _all_compatible_dtype_dicts(dtype): # The Cython code for decision trees uses platform-specific intp_t # typed indexing fields that correspond to either i4 or i8 dtypes for # the matching fields in the numpy array depending on the bitness of # the platform (32 bit or 64 bit respectively). # # We need to cast the indexing fields of the NODE_DTYPE-dtyped array at # pickle load time to enable cross-bitness deployment scenarios. We # typically want to make it possible to run the expensive fit method of # a tree estimator on a 64 bit server platform, pickle the estimator # for deployment and run the predict method of a low power 32 bit edge # platform. # # A similar thing happens for endianness, the machine where the pickle was # saved can have a different endianness than the machine where the pickle # is loaded dtype_dict = _dtype_to_dict(dtype) dtype_dict_with_modified_bitness = _dtype_dict_with_modified_bitness(dtype_dict) dtype_dict_with_modified_endianness = _dtype_to_dict(dtype.newbyteorder()) dtype_dict_with_modified_bitness_and_endianness = _dtype_dict_with_modified_bitness( dtype_dict_with_modified_endianness ) return [ dtype_dict, dtype_dict_with_modified_bitness, dtype_dict_with_modified_endianness, dtype_dict_with_modified_bitness_and_endianness, ] def _check_node_ndarray(node_ndarray, expected_dtype): if node_ndarray.ndim != 1: raise ValueError( "Wrong dimensions for node array from the pickle: " f"expected 1, got {node_ndarray.ndim}" ) if not node_ndarray.flags.c_contiguous: raise ValueError( "node array from the pickle should be a C-contiguous array" ) node_ndarray_dtype = node_ndarray.dtype if node_ndarray_dtype == expected_dtype: return node_ndarray node_ndarray_dtype_dict = _dtype_to_dict(node_ndarray_dtype) all_compatible_dtype_dicts = _all_compatible_dtype_dicts(expected_dtype) if node_ndarray_dtype_dict not in all_compatible_dtype_dicts: raise ValueError( "node array from the pickle has an incompatible dtype:\n" f"- expected: {expected_dtype}\n" f"- got : {node_ndarray_dtype}" ) return node_ndarray.astype(expected_dtype, casting="same_kind") # ============================================================================= # Build Pruned Tree # ============================================================================= cdef class _CCPPruneController: """Base class used by build_pruned_tree_ccp and ccp_pruning_path to control pruning. """ cdef bint stop_pruning(self, float64_t effective_alpha) noexcept nogil: """Return 1 to stop pruning and 0 to continue pruning""" return 0 cdef void save_metrics(self, float64_t effective_alpha, float64_t subtree_impurities) noexcept nogil: """Save metrics when pruning""" pass cdef void after_pruning(self, unsigned char[:] in_subtree) noexcept nogil: """Called after pruning""" pass cdef class _AlphaPruner(_CCPPruneController): """Use alpha to control when to stop pruning.""" cdef float64_t ccp_alpha cdef intp_t capacity def __cinit__(self, float64_t ccp_alpha): self.ccp_alpha = ccp_alpha self.capacity = 0 cdef bint stop_pruning(self, float64_t effective_alpha) noexcept nogil: # The subtree on the previous iteration has the greatest ccp_alpha # less than or equal to self.ccp_alpha return self.ccp_alpha < effective_alpha cdef void after_pruning(self, unsigned char[:] in_subtree) noexcept nogil: """Updates the number of leaves in subtree""" for i in range(in_subtree.shape[0]): if in_subtree[i]: self.capacity += 1 cdef class _PathFinder(_CCPPruneController): """Record metrics used to return the cost complexity path.""" cdef float64_t[:] ccp_alphas cdef float64_t[:] impurities cdef uint32_t count def __cinit__(self, intp_t node_count): self.ccp_alphas = np.zeros(shape=(node_count), dtype=np.float64) self.impurities = np.zeros(shape=(node_count), dtype=np.float64) self.count = 0 cdef void save_metrics(self, float64_t effective_alpha, float64_t subtree_impurities) noexcept nogil: self.ccp_alphas[self.count] = effective_alpha self.impurities[self.count] = subtree_impurities self.count += 1 cdef struct CostComplexityPruningRecord: intp_t node_idx intp_t parent cdef _cost_complexity_prune(unsigned char[:] leaves_in_subtree, # OUT Tree orig_tree, _CCPPruneController controller): """Perform cost complexity pruning. This function takes an already grown tree, `orig_tree` and outputs a boolean mask `leaves_in_subtree` which are the leaves in the pruned tree. During the pruning process, the controller is passed the effective alpha and the subtree impurities. Furthermore, the controller signals when to stop pruning. Parameters ---------- leaves_in_subtree : unsigned char[:] Output for leaves of subtree orig_tree : Tree Original tree ccp_controller : _CCPPruneController Cost complexity controller """ cdef: intp_t i intp_t n_nodes = orig_tree.node_count # prior probability using weighted samples float64_t[:] weighted_n_node_samples = orig_tree.weighted_n_node_samples float64_t total_sum_weights = weighted_n_node_samples[0] float64_t[:] impurity = orig_tree.impurity # weighted impurity of each node float64_t[:] r_node = np.empty(shape=n_nodes, dtype=np.float64) intp_t[:] child_l = orig_tree.children_left intp_t[:] child_r = orig_tree.children_right intp_t[:] parent = np.zeros(shape=n_nodes, dtype=np.intp) stack[CostComplexityPruningRecord] ccp_stack CostComplexityPruningRecord stack_record intp_t node_idx stack[intp_t] node_indices_stack intp_t[:] n_leaves = np.zeros(shape=n_nodes, dtype=np.intp) float64_t[:] r_branch = np.zeros(shape=n_nodes, dtype=np.float64) float64_t current_r intp_t leaf_idx intp_t parent_idx # candidate nodes that can be pruned unsigned char[:] candidate_nodes = np.zeros(shape=n_nodes, dtype=np.uint8) # nodes in subtree unsigned char[:] in_subtree = np.ones(shape=n_nodes, dtype=np.uint8) intp_t pruned_branch_node_idx float64_t subtree_alpha float64_t effective_alpha intp_t n_pruned_leaves float64_t r_diff float64_t max_float64 = np.finfo(np.float64).max # find parent node ids and leaves with nogil: for i in range(r_node.shape[0]): r_node[i] = ( weighted_n_node_samples[i] * impurity[i] / total_sum_weights) # Push the root node ccp_stack.push({"node_idx": 0, "parent": _TREE_UNDEFINED}) while not ccp_stack.empty(): stack_record = ccp_stack.top() ccp_stack.pop() node_idx = stack_record.node_idx parent[node_idx] = stack_record.parent if child_l[node_idx] == _TREE_LEAF: # ... and child_r[node_idx] == _TREE_LEAF: leaves_in_subtree[node_idx] = 1 else: ccp_stack.push({"node_idx": child_l[node_idx], "parent": node_idx}) ccp_stack.push({"node_idx": child_r[node_idx], "parent": node_idx}) # computes number of leaves in all branches and the overall impurity of # the branch. The overall impurity is the sum of r_node in its leaves. for leaf_idx in range(leaves_in_subtree.shape[0]): if not leaves_in_subtree[leaf_idx]: continue r_branch[leaf_idx] = r_node[leaf_idx] # bubble up values to ancestor nodes current_r = r_node[leaf_idx] while leaf_idx != 0: parent_idx = parent[leaf_idx] r_branch[parent_idx] += current_r n_leaves[parent_idx] += 1 leaf_idx = parent_idx for i in range(leaves_in_subtree.shape[0]): candidate_nodes[i] = not leaves_in_subtree[i] # save metrics before pruning controller.save_metrics(0.0, r_branch[0]) # while root node is not a leaf while candidate_nodes[0]: # computes ccp_alpha for subtrees and finds the minimal alpha effective_alpha = max_float64 for i in range(n_nodes): if not candidate_nodes[i]: continue subtree_alpha = (r_node[i] - r_branch[i]) / (n_leaves[i] - 1) if subtree_alpha < effective_alpha: effective_alpha = subtree_alpha pruned_branch_node_idx = i if controller.stop_pruning(effective_alpha): break node_indices_stack.push(pruned_branch_node_idx) # descendants of branch are not in subtree while not node_indices_stack.empty(): node_idx = node_indices_stack.top() node_indices_stack.pop() if not in_subtree[node_idx]: continue # branch has already been marked for pruning candidate_nodes[node_idx] = 0 leaves_in_subtree[node_idx] = 0 in_subtree[node_idx] = 0 if child_l[node_idx] != _TREE_LEAF: # ... and child_r[node_idx] != _TREE_LEAF: node_indices_stack.push(child_l[node_idx]) node_indices_stack.push(child_r[node_idx]) leaves_in_subtree[pruned_branch_node_idx] = 1 in_subtree[pruned_branch_node_idx] = 1 # updates number of leaves n_pruned_leaves = n_leaves[pruned_branch_node_idx] - 1 n_leaves[pruned_branch_node_idx] = 0 # computes the increase in r_branch to bubble up r_diff = r_node[pruned_branch_node_idx] - r_branch[pruned_branch_node_idx] r_branch[pruned_branch_node_idx] = r_node[pruned_branch_node_idx] # bubble up values to ancestors node_idx = parent[pruned_branch_node_idx] while node_idx != _TREE_UNDEFINED: n_leaves[node_idx] -= n_pruned_leaves r_branch[node_idx] += r_diff node_idx = parent[node_idx] controller.save_metrics(effective_alpha, r_branch[0]) controller.after_pruning(in_subtree) def _build_pruned_tree_ccp( Tree tree, # OUT Tree orig_tree, float64_t ccp_alpha ): """Build a pruned tree from the original tree using cost complexity pruning. The values and nodes from the original tree are copied into the pruned tree. Parameters ---------- tree : Tree Location to place the pruned tree orig_tree : Tree Original tree ccp_alpha : positive float64_t Complexity parameter. The subtree with the largest cost complexity that is smaller than ``ccp_alpha`` will be chosen. By default, no pruning is performed. """ cdef: intp_t n_nodes = orig_tree.node_count unsigned char[:] leaves_in_subtree = np.zeros( shape=n_nodes, dtype=np.uint8) pruning_controller = _AlphaPruner(ccp_alpha=ccp_alpha) _cost_complexity_prune(leaves_in_subtree, orig_tree, pruning_controller) _build_pruned_tree(tree, orig_tree, leaves_in_subtree, pruning_controller.capacity) def ccp_pruning_path(Tree orig_tree): """Computes the cost complexity pruning path. Parameters ---------- tree : Tree Original tree. Returns ------- path_info : dict Information about pruning path with attributes: ccp_alphas : ndarray Effective alphas of subtree during pruning. impurities : ndarray Sum of the impurities of the subtree leaves for the corresponding alpha value in ``ccp_alphas``. """ cdef: unsigned char[:] leaves_in_subtree = np.zeros( shape=orig_tree.node_count, dtype=np.uint8) path_finder = _PathFinder(orig_tree.node_count) _cost_complexity_prune(leaves_in_subtree, orig_tree, path_finder) cdef: uint32_t total_items = path_finder.count float64_t[:] ccp_alphas = np.empty(shape=total_items, dtype=np.float64) float64_t[:] impurities = np.empty(shape=total_items, dtype=np.float64) uint32_t count = 0 while count < total_items: ccp_alphas[count] = path_finder.ccp_alphas[count] impurities[count] = path_finder.impurities[count] count += 1 return { 'ccp_alphas': np.asarray(ccp_alphas), 'impurities': np.asarray(impurities), } cdef struct BuildPrunedRecord: intp_t start intp_t depth intp_t parent bint is_left cdef _build_pruned_tree( Tree tree, # OUT Tree orig_tree, const unsigned char[:] leaves_in_subtree, intp_t capacity ): """Build a pruned tree. Build a pruned tree from the original tree by transforming the nodes in ``leaves_in_subtree`` into leaves. Parameters ---------- tree : Tree Location to place the pruned tree orig_tree : Tree Original tree leaves_in_subtree : unsigned char memoryview, shape=(node_count, ) Boolean mask for leaves to include in subtree capacity : intp_t Number of nodes to initially allocate in pruned tree """ tree._resize(capacity) cdef: intp_t orig_node_id intp_t new_node_id intp_t depth intp_t parent bint is_left bint is_leaf # value_stride for original tree and new tree are the same intp_t value_stride = orig_tree.value_stride intp_t max_depth_seen = -1 int rc = 0 Node* node float64_t* orig_value_ptr float64_t* new_value_ptr stack[BuildPrunedRecord] prune_stack BuildPrunedRecord stack_record with nogil: # push root node onto stack prune_stack.push({"start": 0, "depth": 0, "parent": _TREE_UNDEFINED, "is_left": 0}) while not prune_stack.empty(): stack_record = prune_stack.top() prune_stack.pop() orig_node_id = stack_record.start depth = stack_record.depth parent = stack_record.parent is_left = stack_record.is_left is_leaf = leaves_in_subtree[orig_node_id] node = &orig_tree.nodes[orig_node_id] new_node_id = tree._add_node( parent, is_left, is_leaf, node.feature, node.threshold, node.impurity, node.n_node_samples, node.weighted_n_node_samples, node.missing_go_to_left) if new_node_id == INTPTR_MAX: rc = -1 break # copy value from original tree to new tree orig_value_ptr = orig_tree.value + value_stride * orig_node_id new_value_ptr = tree.value + value_stride * new_node_id memcpy(new_value_ptr, orig_value_ptr, sizeof(float64_t) * value_stride) if not is_leaf: # Push right child on stack prune_stack.push({"start": node.right_child, "depth": depth + 1, "parent": new_node_id, "is_left": 0}) # push left child on stack prune_stack.push({"start": node.left_child, "depth": depth + 1, "parent": new_node_id, "is_left": 1}) if depth > max_depth_seen: max_depth_seen = depth if rc >= 0: tree.max_depth = max_depth_seen if rc == -1: raise MemoryError("pruning tree")