Selected features in random forest subsampling - machine-learning

I am trying to figure it out which features are being considered in each subsampling in my classification problem, for this, I am assuming that there is a random subset of features of length max_features that is considered when building every tree.
I am interested in this because I am using two different types of features for my problem so I want to make sure that in every tree both types of features are being used for every node split. So one way to at least make each tree to consider all features is by setting the max_features parameter to None. So one question here would be:
Does that mean that both types of features are being considered for every node split?
Another one derived from the previous question is:
Since Random Forest make a subsampling for every tree, is this subsampling among cases (rows) or among columns (features) as well? Besides, can this subsampling be done by group of rows instead of randomly?
Besides, it does not seem to be a good assumption to use all the features in the max_features parameter neither on Decision Trees nor on random forest since it is opposite to the whole point and definition of random forest in terms of correlation among trees (I am not completely sure about this statement).
Does anyone know if this is something that can be modified in the source code or if at least it can be approached differently?
Any suggestion or comment is very welcomed.
Feel free to correct any assumption.
In the source code I have been reading about this but could not find where this might be defined.
Source code inspected so far:
splitter.py code from decision tree
forest.py code from random forest

Does that mean that both types of features are being considered for every node split?
Given that you have correctly pointed out above that setting max_features to None will indeed force the algorithm to consider all features in every split, it is unclear what exactly you are asking here: all means all and, from the point of view of the algorithm, there are not different "types" of features.
Since Random Forest make a subsampling for every tree, is this subsampling among cases (rows) or among columns (features) as well?
Both. But, regarding the rows, it is not exactly subsampling, it is actually bootstrap sampling, i.e. sampling with replacement, which means that, in each sample, some rows will be missing while others will be present multiple times.
Random forest is in fact the combination of two independent ideas: bagging, and random selection of features. The latter corresponds essentially to "column subsampling", while the former includes the bootstrap sampling I have just described.
Besides, can this subsampling be done by group of rows instead of randomly?
AFAIK no, at least in the standard implementations (including scikit-learn).
Does anyone know if this is something that can be modified in the source code or if at least it can be approached differently?
Everything can be modified in the source code, literally; now, if it is really necessary (or even a good idea) to do so is a different story...
Besides, it does not seem to be a good assumption to use all the features in the max_features parameter
It does not indeed, as this is the very characteristic that discriminates RF from the simpler bagging approach (short for bootstrap aggregating). Experiments have indeed shown that adding this random selection of features at each step boosts performance related to simple bagging.
Although your question (and issue) sounds rather vague, my advice would be to "sit back and relax", letting the (powerful enough) RF algorithm do its job with your data...

Related

Cut points from which to choose the best split in Decision Tree regressor with continious feature?

I understand, that in the Decision Tree algorithm, when the splitting is decided, we choose the best split based on some criterion. And when you're looking for the best split, you have to iterate through some list of values. But it seems very computationally expensive to consider every value of the feature as the possible threshold (or, so called, cut point). Thus, there is a necessity for some heuristic for choosing these thresholds. For example, if we have continuous feature and categorical target (i.e, we are dealing with classification problem), we can do the following: sort dataset by given feature and consider for splitting only values, where target variable is changing it's value.
But what do you do if you have regression task, i.e. both feature and target are continuous variables? I realize, that I have to calculate, for example, the mean variance or mean median deviation in both branches for each split. But how do you decide from which values you're choosing you best split? People surely have came up with some optimal solution in order to avoid iterating over every value of the feature in the training set.
I've done some research, but most sources only focuses on different criteria and questions of how you determine whether your split is suitable. Which is not really answering my question.
I've found this question, but Predictor only suggests, that it can be done using the percentiles. And I think, that there is no guarantee, that this is how it really done in real life.
I've also found this question, but for me geledek's answer is not very clear (obviously, dude just copy-pasted his answer from presentation, that he is referring to). I'm pretty much fine with the Method 1, but I would really appreciate if someone could explain Method 2 in more details. Or, perhaps, provide some different source or explanation of your own.
UPD: I've also looked up to the scikit-learn repo at GitHub, and found this line. I can't quite understand the overall code, but it seems that this particular line implies that thresholds are chosen as the averages of the neighboring feature values (which corresponds with the aforementioned Method 1 from the question above). Is that correct? I also don't understand this comment: # sum of halves is used to avoid infinite value. How exactly does dividing by two prevent from getting infinite values? Don't you get infinity only when you are dividing by zero? Is dividing by two necessary, because this way we are getting average value (and not because we don't want to get infinitely)?

How to derive the top contributing factors in a binary classification problem

I have a binary classification problem with about 30 features and an ultimate pass/fail label. I first trained a classifier to be able to predict if new instances will pass or fail but now I want to get a deeper understanding.
How can I derive some analysis about why these items pass or fail based on their features? I would ideally like to be able to show the top contributing factors with a weight associated with each one. Complicating this is that my features are not necessarily statistically independent of each other. What sorts of methods should I look into, what keywords will point me in the right direction?
Some initial thoughts: Use a decision tree classifier (ID3 or CART) and look at the top of the tree for top factors. I am not sure how robust this approach would be and it isn't immediately clear to me how one can assign the importance of each factor (one would just get an ordered list).
If I understand your objectives correctly, you might want to consider a Random Forest model. Random forests have the advantage of naturally providing an importance to the features by virtue of how the algorithm works.
In Python's scikit-learn, check out sklearn.ensemble.RandomForestClassifier(). feature_importances_ would return the "weights" I believe you're looking for. Check out the example in the documentation.
Alternatively, you can use R's randomForest package. After constructing the model, you can use importance() to extract the feature importance values.

How to evaluate word2vec build on a specific context files

Using gensim word2vec, built a CBOW model with a bunch of litigation files for representation of word as vector in a Named-Entity-recognition problem, but I want to known how to evaluate my representation of words. If I use any other datasets like wordsim353(NLTK) or other online datasets of google, it doesn't work because I built the model specific to my domain dataset of files. How do I evaluate my word2vec's representation of word vectors .I want words belonging to similar context to be closer in vector space.How do I ensure that the build model is doing it ?
I started by using a techniques called odd one out. Eg:
model.wv.doesnt_match("breakfast cereal dinner lunch".split()) --> 'cereal'
I created my own dataset(for validating) using the words in the training of word2vec .Started evaluating with taking three words of similar context and an odd word out of context.But the accuracy of my model is only 30 % .
Will the above method really helps in evaluating my w2v model ? Or Is there a better way ?
I want to go with word_similarity measure but I need a reference score(Human assessed) to evaluate my model or is there any techniques to do it? Please ,do suggest any ideas or techniques .
Ultimately this depends on the purpose you intend for the word-vectors – your evaluation should mimic the final use as much as possible.
The "odd one out" approach may be reasonable. It's often done with just 2 words that are somehow, via external knowledge/categorization, known to be related (in the aspects that are important for your end use), then a 3rd word picked at random.
If you think your hand-crafted evaluation set is of high-quality for your purposes, but your word-vectors aren't doing well, it may just be that there are other problems with your training: too little data, errors in preprocessing, poorly-chosen metaparameters, etc.
You'd have to look at individual failure cases in more detail to pick what to improve next. For example, even when it fails at one of your odd-one-out tests, do the lists of most-similar words, for each of the words included, still make superficial sense in an eyeball-test? Does using more data or more training iterations significantly improve the evaluation scoring?
A common mistake during both training and evaluation/deployment is to retain too many rare words, on the (mistaken) intuition that "more info must be better". In fact, words with only a few occurrences can't get very high-quality vectors. (Compared to more-frequent words, their end vectors are more heavily influenced by the random original initialization, and by the idiosyncracies of their few occurrences available rather than their most-general meaning.) And further, their presence tends to interfere with the improvement of other nearby more-frequent words. Then, if you include the 'long tail' of weaker vectors in your evaluations, they tend to somewhat arbitrarily intrude in rankings ahead of common words with strong vectors, hiding the 'right' answers to your evaluation questions.
Also, note that the absolute value of an evaluation score may not be that important, because you're just looking for something that points your other optimizations in the right direction for your true end-goal. Word-vectors that are just slightly-better at precise evaluation questions might still work well-enough in other fuzzier information-retrieval contexts.

Decision tree entropy calculation target

I found several examples of two types.
Single feature
Given a data with only two items classes. For example only blue and yellow balls. I.e. we have only one feature in this case is color. This is clear example to show "divide and conquer" rule applicable to entropy. But this is senselessly for any prediction or classification problems because if we have an object with only one feature and the value is known we don't need a tree to decide that "this ball is yellow".
Multiple features
Given a data with multiple features and a feature to predict (known for training data). We can calculate a predicate based on minimum average entropy for each feature. Closer to life, isn't it? It was clear to me until I haven't tried to implement the algorithm.
And now I have a collision in my mind.
If we calculate entropy relatively to a known features (one per node) we will have meaningful results at classification with a tree only if unknown feature is strictly dependent from every known feature. Otherwise a single unbound known feature could break all prediction driving a decision in a wrong way. But if we calculate entropy relatively to a values of the feature which we want to predict at classification we are returned to the first senseless example. In this way there is no difference which of a known feature to use for a node...
And a question about a tree building process.
Should I calculate entropy only for known features and just believe that all the known features are bound to an unknown? Or maybe I should calculate entropy for unknown feature (known for training data) TOO to determine which feature more affects result?
I had the same problem (in maybe a similar programing task) some years ago: Do I calculate the entropy against the complete set of features, the relevant features for a branch or the relevant features for a level?
Turned out like this: In a decision tree it comes down to comparing entropies between different branches to determine the optimal branch. Comparison requires equal base sets, i.e. whenever you want to compare two entropie values, they must be based on the same feature set.
For your problem you can go with the features relevant to the set of branches you want to compare, as long as you are aware that with this solution you cannot compare entropies between different branch sets.
Otherwise go with the whole feature set.
(Disclaimer: Above solution is a mind protocol from a problem that lead to about an hour of thinking some years ago. Hopefully I got everything right.)
PS: Beware of the car dataset! ;)

The options for the first step of document clustering

I checked several document clustering algorithms, such as LSA, pLSA, LDA, etc. It seems they all require to represent the documents to be clustered as a document-word matrix, where the rows stand for document and the columns stand for words appearing in the document. And the matrix is often very sparse.
I am wondering, is there any other options to represent documents besides using the document-word matrix? Because I believe the way we express a problem has a significant influence on how well we can solve it.
As #ffriend pointed out, you cannot really avoid using the term-document-matrix (TDM) paradigm. Clustering methods operates on points in a vector space, and this is exactly what the TDM encodes. However, within that conceptual framework there are many things you can do to improve the quality of the TDM:
feature selection and re-weighting attempt to remove or weight down features (words) that do not contribute useful information (in the sense that your chosen algorithm does just as well or better without these features, or if their counts are decremented). You might want to read more about Mutual Information (and its many variants) and TF-IDF.
dimensionality reduction is about encoding the information as accurately as possible in the TDM using less columns. Singular Value Decomposition (the basis of LSA) and Non-Negative Tensor Factorisation are popular in the NLP community. A desirable side effect is that the TDM becomes considerably less sparse.
feature engineering attempts to build a TDM where the choice of columns is motivated by linguistic knowledge. For instance, you may want to use bigrams instead of words, or only use nouns (requires a part-of-speech tagger), or only use nouns with their associated adjectival modifier (e.g. big cat, requires a dependency parser). This is a very empirical line of work and involves a lot of experimentation, but often yield improved results.
the distributional hypothesis makes if possible to get a vector representing the meaning of each word in a document. There has been work on trying to build up a representation of an entire document from the representations of the words it contains (composition). Here is a shameless link to my own post describing the idea.
There is a massive body of work on formal and logical semantics that I am not intimately familiar with. A document can be encoded as a set of predicates instead of a set of words, i.e. the columns of the TDM can be predicates. In that framework you can do inference and composition, but lexical semantics (the meaning if individual words) is hard to deal with.
For a really detailed overview, I recommend Turney and Pantel's "From Frequency to Meaning : Vector Space Models of Semantics".
You question says you want document clustering, not term clustering or dimensionality reduction. Therefore I'd suggest you steer clear of the LSA family of methods, since they're a preprocessing step.
Define a feature-based representation of your documents (which can be, or include, term counts but needn't be), and then apply a standard clustering method. I'd suggest starting with k-means as it's extremely easy and there are many, many implementations of it.
OK, this is quite a very general question, and many answers are possible, none is definitive
because it's an ongoing research area. So far, the answers I have read mainly concern so-called "Vector-Space models", and your question is termed in a way that suggests such "statistical" approaches. Yet, if you want to avoid manipulating explicit term-document matrices, you might want to have a closer look at the Bayesian paradigm, which relies on
the same distributional hypothesis, but exploits a different theoretical framework: you don't manipulate any more raw distances, but rather probability distributions and, which is the most important, you can do inference based on them.
You mentioned LDA, I guess you mean Latent Dirichlet Allocation, which is the most well-known such Bayesian model to do document clustering. It is an alternative paradigm to vector space models, and a winning one: it has been proven to give very good results, which justifies its current success. Of course, one can argue that you still use kinds of term-document matrices through the multinomial parameters, but it's clearly not the most important aspect, and Bayesian researchers do rarely (if ever) use this term.
Because of its success, there are many software that implements LDA on the net. Here is one, but there are many others:
http://jgibblda.sourceforge.net/

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