h2o Distributed Random Forest maximum features parameter - python

I am hyperparameter tuning a random forest and I would like to tune the parameter regarding the maximum features of each tree. By sklearn's documentation it is:
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 percentage and int(max_features * n_features) features are considered at each split.
If “auto”, then max_features=sqrt(n_features).
If “sqrt”, then max_features=sqrt(n_features) (same as “auto”).
If “log2”, then max_features=log2(n_features).
If None, then max_features=n_features.
I tried looking through the h2o documentation to no avail.
Does this parameter or any of the different ways you can adjust that parameter (e.g. log of features) exist in h2o?

The name for this parameter in H2O Random Forest is mtries.

Related

Accuracy with TF-IDF and non-TF-IDF features

I run a Random Forest algorithm with TF-IDF and non-TF-IDF features.
In total the features are around 130k in number (after a feature selection conducted on the TF-IDF features) and the observations of the training set are around 120k in number.
Around 500 of them are the non-TF-IDF features.
The issue is that the accuracy of the Random Forest on the same test set etc with
- only the non-TF-IDF features is 87%
- the TF-IDF and non-TF-IDF features is 76%
This significant aggravation of the accuracy raises some questions in my mind.
The relevant piece of code of mine with the training of the models is the following:
drop_columns = ['labels', 'complete_text_1', 'complete_text_2']
# Split to predictors and targets
X_train = df.drop(columns=drop_columns).values
y_train = df['labels'].values
# Instantiate, train and transform with tf-idf models
vectorizer_1 = TfidfVectorizer(analyzer="word", ngram_range=(1,2), vocabulary=tf_idf_feature_names_selected)
X_train_tf_idf_1 = vectorizer_1.fit_transform(df['complete_text_1'])
vectorizer_2 = TfidfVectorizer(analyzer="word", ngram_range=(1,2), vocabulary=tf_idf_feature_names_selected)
X_train_tf_idf_2 = vectorizer_2.fit_transform(df['complete_text_2'])
# Covert the general features to sparse array
X_train = np.array(X_train, dtype=float)
X_train = csr_matrix(X_train)
# Concatenate the general features and tf-idf features array
X_train_all = hstack([X_train, X_train_tf_idf_1, X_train_tf_idf_2])
# Instantiate and train the model
rf_classifier = RandomForestClassifier(n_estimators=150, random_state=0, class_weight='balanced', n_jobs=os.cpu_count()-1)
rf_classifier.fit(X_train_all, y_train)
Personally, I have not seen any bug in my code (this piece above and in general).
The hypothesis which I have formulated to explain this decrease in accuracy is the following.
The number of non-TF-IDF features is only 500 (out of the 130k features in total)
This gives some chances that the non-TF-IDF features are not picked that much at each split by the trees of the random forest (eg because of max_features etc)
So if the non-TF-IDF features do actually matter then this will create problems because they are not taken enough into account.
Related to this, when I check the features' importances of the random forest after training it I see the importances of the non-TF-IDF features being very very low (although I am not sure how reliable indicator are the feature importances especially with TF-IDF features included).
Can you explain differently the decrease in accuracy at my classifier?
In any case, what would you suggest doing?
Some other ideas of combining the TF-IDF and non-TF-IDF features are the following.
One option would be to have two separate (random forest) models - one for the TF-IDF features and one for the non-TF-IDF features.
Then the results of these two models will be combined either by (weighted) voting or meta-classification.
Your view that 130K of features is way too much for the Random forest sounds right. You didn't mention how many examples you have in your dataset and that would be cruccial to the choice of the possible next steps. Here are a few ideas on top of my head.
If number of datapoints is large enough you myabe want to train some transformation for the TF-IDF features - e.g. you might want to train a small-dimensional embeddings of these TF-IDF features into, say 64-dimensional space and then e.g. a small NN on top of that (even a linear model maybe). After you have embeddings you could use them as transforms to generate 64 additional features for each example to replace TF-IDF features for RandomForest training. Or alternatively just replace the whole random forest with a NN of such architecture that e.g. TF-IDFs are all combined into a few neurons via fully-connected layers and later concatened with other features (pretty much same as embeddings but as a part of NN).
If you don't have enough data to train a large NN maybe you can try to train GBDT ensemble instead of random forest. It probably should do much better job at picking the good features compared to random forest which definitely likely to be affected a lot by a lot of noisy useless features. Also you can first train some crude version and then do a feature selection based on that (again, I would expect it should do a more reasonable job compared to random forest).
My guess is that your hypothesis is partly correct.
When using the full dataset (in the 130K feature model), each split in the tree uses only a small fraction of the 500 non-TF-IDF features. So if the non-TF-IDF features are important, then each split misses out on a lot of useful data. The data that is ignored for one split will probably be used for a different split in the tree, but the result isn't as good as it would be when more of the data is used at every split.
I would argue that there are some very important TF-IDF features, too. The fact that we have so many features means that a small fraction of those features is considered at each split.
In other words: the problem isn't that we're weakening the non-TF-IDF features. The problem is that we're weakening all of the useful features (both non-TF-IDF and TF-IDF). This is along the lines of Alexander's answer.
In light of this, your proposed solutions won't solve the problem very well. If you make two random forest models, one with 500 non-TF-IDF features and the other with 125K TF-IDF features, the second model will perform poorly, and negatively influence the results. If you pass the results of the 500 model as an additional feature to the 125K model, you're still underperforming.
If we want to stick with random forests, a better solution would be to increase the max_features and/or the number of trees. This will increase the odds that useful features are considered at each split, leading to a more accurate model.

Force the random forest classifier to use all the input features?

To perform a binary prediction, I have 5 features which I want to use for my random forest classifier and two are them are not being utilized at all. I understand that this is the whole point of Machine Learning to select the useful features only, but the other three features might have biased data and I want to make sure that all my features are being used at equal weightage to run my classifier. I can't find a straight forward answer to this question. I use sklearn in python for this work. Any comments/suggestions would be greatly appreciated.
You can request for all features being considered in every split in a Random Forest classifier by setting max_features = None.
From the docs:
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 and int(max_features * n_features) features are considered at each split.
If “auto”, then max_features=sqrt(n_features).
If “sqrt”, then max_features=sqrt(n_features) (same as “auto”).
If “log2”, then max_features=log2(n_features).
If None, then max_features=n_features.
The answer in Why is Random Forest with a single tree much better than a Decision Tree classifier? might help in explaining and providing some context.
What it can help you is setting the parameter max_feature = 1, so each node will take a (uniform distributed) random feature, and it will be forced to use it. Nevertheless, you need to set the depth of the tree too, because it will be infinitely adding nods till receiving one of the main features.

xgboost: Sample Weights for Imbalanced Data?

I have a highly unbalanced dataset of 3 classes. To address this, I applied the sample_weight array in the XGBClassifier, but I'm not noticing any changes in the modelling results? All of the metrics in the classification report (confusion matrix) are the same. Is there an issue with the implementation?
The class ratios:
military: 1171
government: 34852
other: 20869
Example:
pipeline = Pipeline([
('bow', CountVectorizer(analyzer=process_text)), # convert strings to integer counts
('tfidf', TfidfTransformer()), # convert integer counts to weighted TF-IDF scores
('classifier', XGBClassifier(sample_weight=compute_sample_weight(class_weight='balanced', y=y_train))) # train on TF-IDF vectors w/ Naive Bayes classifier
])
Sample of Dataset:
data = pd.DataFrame({'entity_name': ['UNICEF', 'US Military', 'Ryan Miller'],
'class': ['government', 'military', 'other']})
Classification Report
First, most important: use a multiclass eval_metric. eval_metric=merror or mlogloss, then post us the results. You showed us ['precision','recall','f1-score','support'], but that's suboptimal, or outright broken unless you computed them in a multi-class-aware, imbalanced-aware way.
Second, you need weights. Your class ratio is military: government: other 1:30:18, or as percentages 2:61:37%.
You can manually set per-class weights with xgb.DMatrix..., weights)
Look inside your pipeline (use print or verbose settings, dump values), don't just blindly rely on boilerplate like sklearn.utils.class_weight.compute_sample_weight('balanced', ...) to give you optimal weights.
Experiment with manually setting per-class weights, starting with 1 : 1/30 : 1/18 and try more extreme values. Reciprocals so the rarer class gets higher weight.
Also try setting min_child_weight much higher, so it requires a few exemplars (of the minority classes). Start with min_child_weight >= 2(* weight of rarest class) and try going higher. Beware of overfitting to the very rare minority class (this is why people use StratifiedKFold crossvalidation, for some protection, but your code isn't using CV).
We can't see your other parameters for xgboost classifier (how many estimators? early stopping on or off? what was learning_rate/eta? etc etc.). Seems like you used the defaults - they'll be terrible. Or else you're not showing your code. Distrust xgboost's defaults, esp. for multiclass, don't expect xgboost to give good out-of-the-box results. Read the doc and experiment with values.
Do all that experimentation, post your results, check before concluding "it doesn't work". Don't expect optimal results from out-of-the-box. Distrust or double-check the sklearn util functions, try manual alternatives. (Often, just because sklearn has a function to do something, doesn't mean it's good or best or suitable for all use-cases, like imbalanced multiclass)

Random Forest in-bag and node dimensions

I have to do a random forest classifier for an exercise and the exercise specifically says for the parameters, and I quote from my language
in-bag percentage: 25% 50% 85%
Number of dimensions in one node: 10%, 50%, 80%
I use scikit-learn for the classifier and I don't know which are the parameters from the class to set the in-bag percentage and the number of dimensions.
You can define the number of dimension using max_features parameter. Something like:
rf = RandomForestClassifier(max_features=.1)
Unfortunately, RandomForestClassifier doesn't yet support subsampling (i.e. in-bag percentage). However this feature has been added in current development branch of sklearn, so will be available in future.
A good workaround for now is to use BaggingClassifier: it have a max_samples parameter for subsampling, and it can be turned into RandomForestClassifier using DecisionTreeClassifier as base.
base = DecisionTreeClassifier(max_features=.1)
rf = BaggingClassifier(base_estimator=base, max_samples=.25)
Note that BaggingClassifier also have a max_features parameter, but that works differently than Random Forest does.

Classification results depend on random_state?

I want to implement a AdaBoost model using scikit-learn (sklearn). My question is similar to another question but it is not totally the same. As far as I understand, the random_state variable described in the documentation is for randomly splitting the training and testing sets, according to the previous link. So if I understand correctly, my classification results should not be dependent on the seeds, is it correct? Should I be worried if my classification results turn out to be dependent on the random_state variable?
Your classification scores will depend on random_state. As #Ujjwal rightly said, it is used for splitting the data into training and test test. Not just that, a lot of algorithms in scikit-learn use the random_state to select the subset of features, subsets of samples, and determine the initial weights etc.
For eg.
Tree based estimators will use the random_state for random selections of features and samples (like DecisionTreeClassifier, RandomForestClassifier).
In clustering estimators like Kmeans, random_state is used to initialize centers of clusters.
SVMs use it for initial probability estimation
Some feature selection algorithms also use it for initial selection
And many more...
Its mentioned in the documentation that:
If your code relies on a random number generator, it should never use functions like numpy.random.random or numpy.random.normal. This approach can lead to repeatability issues in tests. Instead, a numpy.random.RandomState object should be used, which is built from a random_state argument passed to the class or function.
Do read the following questions and answers for better understanding:
Choosing random_state for sklearn algorithms
confused about random_state in decision tree of scikit learn
It does matter. When your training set differs then your trained state also changes. For a different subset of data you can end up with a classifier which is little different from the one trained with some other subset.
Hence, you should use a constant seed like 0 or another integer, so that your results are reproducible.

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