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#' Classification and Regression using the Ensemble of ODT-based Boosting Trees
#'
#' We use ODT as the basic tree model (base learner). To improve the performance of a boosting tree, we apply the feature bagging in this process, in the same
#' way as the random forest. Our final estimator is called the ensemble of ODT-based boosting trees, denoted by \code{ODBT}, is the average of many boosting trees.
#'
#' @param formula Object of class \code{formula} with a response describing the model to fit. If this is a data frame, it is taken as the model frame. (see \code{\link{model.frame}})
#' @param data Training data of class \code{data.frame} containing variables named in the formula. If \code{data} is missing it is obtained from the current environment by \code{formula}.
#' @param X An n by d numeric matrix (preferable) or data frame.
#' @param y A response vector of length n.
#' @param Xnew An n by d numeric matrix (preferable) or data frame containing predictors for the new data.
#' @param type Use \code{ODBT} for classification ("class") or regression ("reg").'auto' (default): If the response in \code{data} or \code{y} is a factor, "class" is used, otherwise regression is assumed.
#' @param model The basic tree model for boosting. We offer three options: "ODT" (default), "rpart" and "rpart.cpp" (improved "rpart").
#' @param TreeRotate If or not to rotate the training data with the rotation matrix estimated by logistic regression before building the tree (default TRUE).
#' @param max.terms The maximum number of iterations for boosting trees.
#' @param NodeRotateFun Name of the function of class \code{character} that implements a linear combination of predictors in the split node.
#' including \itemize{
#' \item{"RotMatPPO": projection pursuit optimization model (\code{\link{PPO}}), see \code{\link{RotMatPPO}} (default, model="PPR").}
#' \item{"RotMatRF": single feature similar to Random Forest, see \code{\link{RotMatRF}}.}
#' \item{"RotMatRand": random rotation, see \code{\link{RotMatRand}}.}
#' \item{"RotMatMake": users can define this function, for details see \code{\link{RotMatMake}}.}
#' }
#' @param FunDir The path to the \code{function} of the user-defined \code{NodeRotateFun} (default current working directory).
#' @param paramList List of parameters used by the functions \code{NodeRotateFun}. If left unchanged, default values will be used, for details see \code{\link{defaults}}.
#' @param ntrees The number of trees in the forest (default 100).
#' @param storeOOB If TRUE then the samples omitted during the creation of a tree are stored as part of the tree (default TRUE).
#' @param replacement if TRUE then n samples are chosen, with replacement, from training data (default TRUE).
#' @param stratify If TRUE then class sample proportions are maintained during the random sampling. Ignored if replacement = FALSE (default TRUE).
#' @param ratOOB Ratio of 'out-of-bag' (default 1/3).
#' @param parallel Parallel computing or not (default TRUE).
#' @param numCores Number of cores to be used for parallel computing (default \code{Inf}).
#' @param MaxDepth The maximum depth of the tree (default \code{Inf}).
#' @param numNode Number of nodes that can be used by the tree (default \code{Inf}).
#' @param MinLeaf Minimal node size (Default 5).
#' @param subset An index vector indicating which rows should be used. (NOTE: If given, this argument must be named.)
#' @param weights Vector of non-negative observational weights; fractional weights are allowed (default NULL).
#' @param na.action A function to specify the action to be taken if NAs are found. (NOTE: If given, this argument must be named.)
#' @param catLabel A category labels of class \code{list} in predictors. (default NULL, for details see Examples)
#' @param Xcat A class \code{vector} is used to indicate which predictor is the categorical variable, the default \code{Xcat}=0 means that no special treatment is given to category variables.
#' When Xcat=NULL, the predictor x that satisfies the condition (length(unique(x))<10) & (n>20) is judged to be a category variable.
#' @param Xscale Predictor standardization methods. " Min-max" (default), "Quantile", "No" denote Min-max transformation, Quantile transformation and No transformation respectively.
#' @param ... Optional parameters to be passed to the low level function.
#'
#' @return An object of class ODBT Containing a list components:
#' \itemize{
#' \item{\code{call}: The original call to ODBT.}
#' \item{\code{terms}: An object of class \code{c("terms", "formula")} (see \code{\link{terms.object}}) summarizing the formula. Used by various methods, but typically not of direct relevance to users.}
#' \item{\code{ppTrees}: Each tree used to build the forest. \itemize{
#' \item{\code{oobErr}: 'out-of-bag' error for tree, misclassification rate (MR) for classification or mean square error (MSE) for regression.}
#' \item{\code{oobIndex}: Which training data to use as 'out-of-bag'.}
#' \item{\code{oobPred}: Predicted value for 'out-of-bag'.}
#' \item{\code{other}: For other tree related values \code{\link{ODT}}.}
#' }}
#' \item{\code{oobErr}: 'out-of-bag' error for forest, misclassification rate (MR) for classification or mean square error (MSE) for regression.}
#' \item{\code{oobConfusionMat}: 'out-of-bag' confusion matrix for forest.}
#' \item{\code{split}, \code{Levels} and \code{NodeRotateFun} are important parameters for building the tree.}
#' \item{\code{paramList}: Parameters in a named list to be used by \code{NodeRotateFun}.}
#' \item{\code{data}: The list of data related parameters used to build the forest.}
#' \item{\code{tree}: The list of tree related parameters used to build the tree.}
#' \item{\code{forest}: The list of forest related parameters used to build the forest.}
#' \item{\code{results}: The prediction results for new data \code{Xnew} using \code{ODBT}.}
#' }
#'
#' @seealso \code{\link{ODT}} \code{\link{best.cut.node}}
#'
#' @author Yu Liu and Yingcun Xia
#' @references Zhan, H., Liu, Y., & Xia, Y. (2024). Consistency of Oblique Decision Tree and its Boosting and Random Forest. arXiv preprint arXiv:2211.12653.
#' @references Tomita, T. M., Browne, J., Shen, C., Chung, J., Patsolic, J. L., Falk, B., ... & Vogelstein, J. T. (2020). Sparse projection oblique randomer forests. Journal of machine learning research, 21(104).
#' @keywords forest
#'
#' @examples
#' # Classification with Oblique Decision Tree.
#' data(seeds)
#' set.seed(221212)
#' train <- sample(1:209, 100)
#' train_data <- data.frame(seeds[train, ])
#' test_data <- data.frame(seeds[-train, ])
#' \donttest{
#' forest <- ODBT(varieties_of_wheat ~ ., train_data, test_data[, -8],
#' model = "rpart",
#' type = "class", parallel = FALSE, NodeRotateFun = "RotMatRF"
#' )
#' pred <- forest$results$prediction
#' # classification error
#' (mean(pred != test_data[, 8]))
#' forest <- ODBT(varieties_of_wheat ~ ., train_data, test_data[, -8],
#' model = "rpart.cpp",
#' type = "class", parallel = FALSE, NodeRotateFun = "RotMatRF"
#' )
#' pred <- forest$results$prediction
#' # classification error
#' (mean(pred != test_data[, 8]))
#' }
#'
#' # Regression with Oblique Decision Randome Forest.
#' data(body_fat)
#' set.seed(221212)
#' train <- sample(1:252, 80)
#' train_data <- data.frame(body_fat[train, ])
#' test_data <- data.frame(body_fat[-train, ])
#' # To use ODT as the basic tree model for boosting, you need to set
#' # the parameters model = "ODT" and NodeRotateFun = "RotMatPPO".
#' \donttest{
#' forest <- ODBT(Density ~ ., train_data, test_data[, -1],
#' type = "reg", parallel = FALSE, model = "ODT",
#' NodeRotateFun = "RotMatPPO"
#' )
#' pred <- forest$results$prediction
#' # estimation error
#' mean((pred - test_data[, 1])^2)
#' forest <- ODBT(Density ~ ., train_data, test_data[, -1],
#' type = "reg", parallel = FALSE, model = "rpart.cpp",
#' NodeRotateFun = "RotMatRF"
#' )
#' pred <- forest$results$prediction
#' # estimation error
#' mean((pred - test_data[, 1])^2)
#' }
#'
# @importFrom RcppArmadillo fastLm
# @import fastmatrix ols.fit
#' @import Rcpp
#' @import doParallel
#' @import foreach
#' @import nnet
#' @importFrom parallel detectCores makeCluster clusterSplit stopCluster
#' @importFrom stats model.frame model.extract model.matrix na.fail
#' @importFrom rpart rpart rpart.control
#' @export
ODBT <- function(X, ...) {
UseMethod("ODBT")
}
#' @rdname ODBT
#' @method ODBT formula
#' @aliases ODBT.formula
#' @export
ODBT.formula <- function(formula, data = NULL, Xnew = NULL, type = "auto", model = c("ODT", "rpart", "rpart.cpp")[1], TreeRotate = TRUE, max.terms = 30, NodeRotateFun = "RotMatRF", FunDir = getwd(), paramList = NULL, # = list(numProj=ceiling(ifelse(is.null(data),ncol(eval(formula[[3]])),nrow(data))/2)),
ntrees = 100, storeOOB = TRUE, replacement = TRUE, stratify = TRUE, ratOOB = 0.368, parallel = TRUE,
numCores = Inf, MaxDepth = Inf, numNode = Inf, MinLeaf = ceiling(sqrt(ifelse(replacement, 1, 1 - ratOOB) * ifelse(is.null(data), length(eval(formula[[2]])), nrow(data))) / 3),
subset = NULL, weights = NULL, na.action = na.fail, catLabel = NULL, Xcat = 0, Xscale = "No", ...) {
Call <- match.call()
indx <- match(c("formula", "data", "subset", "na.action"), names(Call), nomatch = 0L) # , "weights"
# formula=X
if (indx[[1]] == 0) {
stop("A 'formula' or 'X', 'y' argument is required")
} else if (indx[[2]] == 0) {
# stop("a 'data' argument is required")
# data <- environment(formula)
X <- eval(formula[[3]])
y <- eval(formula[[2]])
if (sum(match(class(X), c("data.frame", "matrix"), nomatch = 0L)) == 0) {
stop("argument 'X' can only be the classes 'data.frame' or 'matrix'")
}
if (ncol(X) == 1) {
stop("argument 'X' dimension must exceed 1")
}
if (is.null(colnames(X))) {
colnames(X) <- paste0("X", seq_len(ncol(X)))
}
data <- data.frame(y, X)
# varName <- colnames(X)
yname <- ls(envir = .GlobalEnv)
colnames(data) <- c(as.character(formula)[2], colnames(X))
formula <- as.formula(paste0(as.character(formula)[2], "~."))
Call$formula <- formula
Call$data <- quote(data)
} else {
if (sum(match(class(data), c("data.frame"), nomatch = 0L)) == 0) {
stop("argument 'data' can only be the classe 'data.frame'")
}
if (ncol(data) == 2) {
stop("The predictor dimension of argument 'data' must exceed 1.")
}
# varName <- setdiff(colnames(data), as.character(formula)[2])
# X <- data[, varName]
# y <- data[, as.character(formula)[2]]
# Call$data <- quote(data)
yname <- colnames(data)
data <- model.frame(formula, data, drop.unused.levels = TRUE)
y <- data[, 1]
X <- data[, -1]
Call$data <- quote(data)
}
varName <- colnames(X)
yname <- names(unlist(sapply(yname, function(x) grep(x, as.character(formula)[2]))))
yname <- yname[which.max(nchar(yname))]
if (yname != as.character(formula)[2]) {
varName <- c(yname, varName)
}
forest <- ODBT_compute(
formula, Call, varName, X, y, Xnew, type, model, TreeRotate,
max.terms, NodeRotateFun, FunDir, paramList,
ntrees, storeOOB, replacement, stratify, ratOOB, parallel,
numCores, MaxDepth, numNode, MinLeaf, subset, weights,
na.action, catLabel, Xcat, Xscale
)
# class(forest) = append(class(forest),"ODBT.formula")
return(forest)
}
#' @rdname ODBT
#' @method ODBT default
#' @aliases ODBT.default
#' @export
ODBT.default <- function(X, y, Xnew = NULL,
type = "auto", model = c("ODT", "rpart", "rpart.cpp")[1], TreeRotate = TRUE, max.terms = 30, NodeRotateFun = "RotMatRF", FunDir = getwd(), paramList = NULL,
# = list(numProj=ceiling(ifelse(is.null(data),ncol(eval(formula[[3]])),nrow(data))/2)),
ntrees = 100, storeOOB = TRUE, replacement = TRUE, stratify = TRUE, ratOOB = 0.368, parallel = TRUE,
numCores = Inf, MaxDepth = Inf, numNode = Inf, MinLeaf = ceiling(sqrt(ifelse(replacement, 1, 1 - ratOOB) * length(y)) / 3),
subset = NULL, weights = NULL, na.action = na.fail, catLabel = NULL, Xcat = 0, Xscale = "No", ...) {
Call <- match.call()
indx <- match(c("X", "y", "subset", "na.action"), names(Call), nomatch = 0L) # , "weights"
if (indx[[1]] == 0 || indx[[2]] == 0) {
stop("A 'formula' or 'X', 'y' argument is required")
} else {
if (sum(match(class(X), c("data.frame", "matrix"), nomatch = 0L)) == 0) {
stop("argument 'X' can only be the classes 'data.frame' or 'matrix'")
}
if (ncol(X) == 1) {
stop("argument 'X' dimension must exceed 1")
}
if (is.null(colnames(X))) {
colnames(X) <- paste0("X", seq_len(ncol(X)))
}
data <- data.frame(y = y, X)
varName <- colnames(X)
formula <- y~.
Call$formula <- formula
Call$data <- quote(data)
Call$X <- NULL
Call$y <- NULL
}
ODBT_compute(
formula, Call, varName, X, y, Xnew, type, model, TreeRotate,
max.terms, NodeRotateFun, FunDir, paramList,
ntrees, storeOOB, replacement, stratify, ratOOB, parallel,
numCores, MaxDepth, numNode, MinLeaf, subset, weights,
na.action, catLabel, Xcat, Xscale
)
}
#' @keywords internal
#' @noRd
ODBT_compute <- function(formula, Call, varName, X, y, Xnew, type, model, TreeRotate,
max.terms, NodeRotateFun, FunDir, paramList,
ntrees, storeOOB, replacement, stratify, ratOOB, parallel,
numCores, MaxDepth, numNode, MinLeaf, subset, weights,
na.action, catLabel, Xcat, Xscale) {
# if (ntrees == 1) {
# stop("argument 'ntrees' must exceed 1")
# }
if (is.factor(y) && (type == "auto")) {
type <- "class"
warning("You are creating a forest for classification")
}
if (is.numeric(y) && (type == "auto")) {
type <- "reg"
warning("You are creating a forest for regression")
}
if (is.factor(y) && (type == "reg")) {
stop(paste0("When ", formula[[2]], " is a factor type, 'type' cannot take 'regression'."))
}
# if (MinLeaf == 5) {
# MinLeaf <- ifelse(type == "mse", 5, 1)
# }
if ((ratOOB <= 0) || !storeOOB) {
stop("out-of-bag indices for each tree are not stored. ODRF must be called with storeOOB = TRUE.")
}
n <- length(y)
p <- ncol(X)
yname <- NULL
if (length(varName) > p) {
yname <- varName[1]
varName <- varName[-1]
}
if (is.null(Xcat)) {
Xcat <- which(apply(X, 2, function(x) {
(length(table(x)) < 10) & (n > 20)
}))
}
numCat <- 0
if ((sum(Xcat) > 0) && (is.null(catLabel))) {
warning(paste0("The categorical variable ", paste(Xcat, collapse = ", "), " has been transformed into an one-of-K encode variables!"))
numCat <- apply(X[, Xcat, drop = FALSE], 2, function(x) length(unique(x)))
X1 <- matrix(0, nrow = n, ncol = sum(numCat)) # initialize training data matrix X
catLabel <- vector("list", length(Xcat))
names(catLabel) <- colnames(X)[Xcat]
col.idx <- 0L
# one-of-K encode each categorical feature and store in X
for (j in seq_along(Xcat)) {
catMap <- (col.idx + 1L):(col.idx + numCat[j])
# convert categorical feature to K dummy variables
catLabel[[j]] <- levels(as.factor(X[, Xcat[j]]))
X1[, catMap] <- (matrix(X[, Xcat[j]], n, numCat[j]) == matrix(catLabel[[j]], n, numCat[j], byrow = TRUE)) + 0
col.idx <- col.idx + numCat[j]
}
X <- cbind(X1, X[, -Xcat])
varName <- c(paste(rep(seq_along(numCat), numCat), unlist(catLabel), sep = "."), varName[-Xcat])
rm(X1)
p <- ncol(X)
}
if (!is.numeric(X)) {
X <- apply(X, 2, as.numeric)
}
X <- as.matrix(X)
colnames(X) <- varName
if (any(apply(X, 2, is.character)) && (sum(Xcat) > 0)) {
stop("The training data 'data' contains categorical variables, so that 'Xcal=NULL' can be automatically transformed into an one-of-K encode variables.")
}
# address na values.
data <- data.frame(y, X)
if (any(is.na(as.list(data)))) {
warning("NA values exist in data frame")
}
Call0 <- Call
colnames(data) <- c(as.character(formula)[2], varName)
if (!is.null(yname)) {
colnames(data)[1] <- yname
temp <- model.frame(formula, data, drop.unused.levels = TRUE)
Terms <- attr(temp, "terms")
colnames(data)[1] <- "y" # as.character(formula)[2]
formula[[2]] <- quote(y)
Call0$formula <- formula
}
indx <- match(c("formula", "data", "subset", "na.action"), names(Call0), nomatch = 0L)
temp <- Call0[c(1L, indx)]
temp[[1L]] <- quote(stats::model.frame)
temp$drop.unused.levels <- TRUE
temp <- eval(temp) # , parent.frame())
Terms0 <- attr(temp, "terms")
if (is.null(yname)) {
Terms <- Terms0
Call <- Call0
}
# data=model.frame(formula, data, drop.unused.levels = TRUE)
# y <- data[,1]
# X <- data[,-1]
y <- c(model.extract(temp, "response"))
X <- model.matrix(Terms0, temp)
int <- match("(Intercept)", dimnames(X)[[2]], nomatch = 0)
if (int > 0) {
X <- X[, -int, drop = FALSE]
}
n <- length(y)
p <- ncol(X)
rm(data)
Levels <- NULL
numClass <- 1
# if (type %in% c("gini","entropy")) {
if (type == "class") {
y <- as.factor(y)
Levels <- levels(y)
y <- as.integer(y)
if (length(Levels) == 1) {
stop("the number of factor levels of response variable must be greater than one")
}
numClass <- length(Levels)
classCt <- cumsum(table(y))
if (stratify) {
Cindex <- vector("list", numClass)
for (m in 1L:numClass) {
Cindex[[m]] <- which(y == m)
}
}
}
# weights=c(weights,paramList$weights)
if (!is.null(subset)) {
weights <- weights[subset]
}
# if (!is.null(weights)) {
# X <- X * matrix(weights, n, p)
# }
# Variable scaling.
minCol <- NULL
maxminCol <- NULL
if (Xscale != "No") {
indp <- (sum(numCat) + 1):p
if (Xscale == "Min-max") {
minCol <- apply(X[, indp], 2, min)
maxminCol <- apply(X[, indp], 2, function(x) {
max(x) - min(x)
})
}
if (Xscale == "Quantile") {
minCol <- apply(X[, indp], 2, quantile, 0.05)
maxminCol <- apply(X[, indp], 2, function(x) {
quantile(x, 0.95) - quantile(x, 0.05)
})
}
X[, indp] <- (X[, indp] - matrix(minCol, n, length(indp), byrow = T)) / matrix(maxminCol, n, length(indp), byrow = T)
}
numCat <- 0
n1 <- nrow(Xnew)
if (sum(Xcat) > 0) {
xj <- 1
Xnew1 <- matrix(0, nrow = n1, ncol = length(unlist(catLabel))) # initialize training data matrix X
# one-of-K encode each categorical feature and store in X
for (j in seq_along(Xcat)) {
catMap <- which(catLabel[[j]] %in% unique(Xnew[, Xcat[j]]))
indC <- catLabel[[j]][catMap]
Xnewj <- (matrix(Xnew[, Xcat[j]], n1, length(indC)) == matrix(indC, n1, length(indC), byrow = TRUE)) + 0
if (length(indC) > length(catLabel[[j]])) {
Xnewj <- Xnewj[, seq_along(catLabel[[j]])]
}
xj1 <- xj + length(catLabel[[j]])
Xnew1[, (xj:(xj1 - 1))[catMap]] <- Xnewj
xj <- xj1
}
Xnew <- cbind(Xnew1, Xnew[, -Xcat])
# p <- ncol(Xnew)
numCat <- length(unlist(catLabel))
rm(Xnew1)
rm(Xnewj)
}
if (!is.numeric(Xnew)) {
Xnew <- apply(Xnew, 2, as.numeric)
}
# Variable scaling.
if (Xscale != "No") {
indp <- (sum(numCat) + 1):p
Xnew[, indp] <- (Xnew[, indp] - matrix(minCol, n1, length(indp), byrow = T)) /
matrix(maxminCol, n1, length(indp), byrow = T)
}
if (is.null(paramList$numProj)) {
paramList$numProj <- ceiling(p / 2)
}
# paramList <- defaults(paramList, split="mse", p, weights, catLabel)
ppForest <- list(
call = Call, terms = Terms, type = type, Levels = Levels, NodeRotateFun = FALSE,
predicted = NULL, paramList = paramList, oobErr = NULL, oobConfusionMat = NULL
)
ppForest$data <- list(
subset = subset, weights = weights, na.action = na.action, n = n, p = p, varName = varName,
Xscale = Xscale, minCol = minCol, maxminCol = maxminCol, Xcat = Xcat, catLabel = catLabel,
TreeRotate = TreeRotate
)
ppForest$tree <- list(lambda = 0, FunDir = FunDir, MaxDepth = MaxDepth, MinLeaf = MinLeaf, numNode = numNode)
ppForest$forest <- list(
ntrees = ntrees, ratOOB = ratOOB, storeOOB = storeOOB, replacement = replacement, stratify = stratify,
parallel = parallel, numCores = numCores
)
seqn <- seq(n)
index <- function(...) {
TDindx <- seqn
if (replacement) {
go <- TRUE
while (go) {
# make sure each class is represented in proportion to classes in initial dataset
if (stratify && (type == "class")) {
if (classCt[1L] != 0L) {
TDindx[1:classCt[1L]] <- sample(Cindex[[1L]], classCt[1L], replace = TRUE)
}
for (z in 2:numClass) {
if (classCt[z - 1L] != classCt[z]) {
TDindx[(classCt[z - 1L] + 1L):classCt[z]] <- sample(Cindex[[z]], classCt[z] - classCt[z - 1L], replace = TRUE)
}
}
} else {
TDindx <- sample(seqn, n, replace = TRUE)
}
go <- all(seqn %in% TDindx)
}
} else {
TDindx <- sample(seqn, ceiling(n * (1 - ratOOB)), replace = FALSE)
}
return(TDindx)
}
if ("type" %in% names(Call0)) {
Call0 <- Call0[-which("type" == names(Call0))]
}
# if("type"%in%names(Call0)){names(Call0)["type"==names(Call0)]="split"}
# mtry=ifelse(is.null(paramList$numProj),ceiling(p/2),paramList$numProj)
mtry <- ifelse(ntrees == 1, p, paramList$numProj)
if (TreeRotate) varName <- c(varName, "XB")
runTree <- function(itree, ...) {
# set.seed(seed + itree)
# options (warn = -1)
# ow <- options("warn")
# options(warn = -1)
# warnings('off')
AIC <- Inf
nterm <- 1
nterm.fails <- 0
if (type == "class" && (length(Levels) > 2)) {
# nn=length(TDindx)
# Y=(matrix(y, n, numClass) == matrix(seq(numClass), n, numClass, byrow = TRUE)) + 0
YRes <- Y
# Ftk=matrix(table(y[TDindx])/nn, nn, numClass, byrow = TRUE)
# PFtk=matrix(0, length(NTD), numClass)
COEF <- matrix(0, max.terms + 1, numClass)
RES <- matrix(0, n, numClass)
fitted <- rep(list(matrix(0, n, max.terms)), numClass) # vector("list", numClass)
pred <- rep(list(matrix(0, n1, max.terms)), numClass) # vector("list", numClass)
for (t in seq(max.terms)) {
if (ntrees == 1) {
TDindx <- seqn
J <- 1:p
} else {
TDindx <- index()
J <- sample(1:p, mtry)
}
NTD <- setdiff(seqn, TDindx)
XB <- X
XBtest <- Xnew
if (model == "rpart") {
XB <- X[, J]
XBtest <- Xnew[, J]
}
if (TreeRotate) {
B <- nnet(XB[TDindx, ], YRes[TDindx, ], size = 1, trace = FALSE)$wts[2:(1 + ncol(XB))] # linout = TRUE,MaxNWts= p+5
XB <- data.frame(XB, XB = XB %*% B)
XBtest <- data.frame(XBtest, XB = XBtest %*% B)
}
XB <- data.frame(XB)
XBtest <- data.frame(XBtest)
# XB = data.frame(X,y=YRes[,k])[TDindx,J]
# XB = data.frame(cbind(X[, J], X[, I]%*%B))
# X1B = data.frame(cbind(X1[, I], X1[, I]%*%B))
# sse=sse.oob=0
# ppForestT[[t]]=vector("list", numClass)
# prSum=rowSums(exp(Ftk))
for (k in seq(numClass)) {
# pr=exp(Ftk[,k])/prSum
if (model == "ODT") {
Tree <- ODT_compute(formula, Call0, varName,
X = XB[TDindx, ], y = YRes[TDindx, k], split = "mse", lambda = 0, NodeRotateFun = NodeRotateFun, FunDir = FunDir, paramList = paramList, MaxDepth = MaxDepth, numNode = numNode,
MinLeaf = MinLeaf, Levels = Levels, subset = NULL, weights = weights[TDindx], na.action = NULL, catLabel = catLabel, Xcat = 0L, Xscale = "No", TreeRandRotate = FALSE
)
}
if (model == "rpart") {
Tree <- rpart(y ~ ., data.frame(XB, y = YRes[, k])[TDindx, ], control = rpart.control(minbucket = MinLeaf))
}
fitted[[k]][, nterm] <- predict(Tree, XB)
pred[[k]][, nterm] <- predict(Tree, XBtest)
# Tree[["predicted"]])
LM <- lm(y ~ ., data.frame(y = Y[, k], fitted[[k]][, seq(nterm)]))
# LM = fastLm(y~.,data.frame(y=Y[,k], fitted[[k]]))
# LM <- ols.fit(x = cbind(1,fitted[[k]]), y = Y[,k])
RES[, k] <- LM$residuals
# sse = sse + sum(LM$residuals^2)
# sse.oob = sse.oob + sum(LM$residuals[NTD]^2)
LM$coefficients[is.na(LM$coefficients)] <- 0.0
COEF[seq(nterm + 1), k] <- LM$coefficients
}
# J = setdiff(1:n, J)
aic <- log((sum(RES^2) + sum(RES[NTD, ]^2)) / ((n + length(NTD)) * numClass)) + log(p) * nterm * log(n) / n
if (aic < AIC) {
YRes <- RES
# pred = cbind(pred,predict(Tree, Xnew))
# pred[,count.terms] = predict(fit.B, data.frame(cbind(X1[,I], X1[,I]%*%B)))
# pred[,count.terms] = predict(fit.B, list(Xk = cbind(X1[,I], X1[,I]%*%B)))
AIC <- aic # AIC(A, k = log(n))
# nterm=t
COEF0 <- COEF[seq(1 + nterm), ]
nterm <- nterm + 1
# count.terms0 = count.terms
# ppForestT[[t]]=c(list(rotdims=Tree[["data"]][["rotdims"]],rotmat=Tree[["data"]][["rotmat"]]),Tree$structure)
# count.terms = min(count.terms + 1,max.terms)
nterm.fails <- 0
} else {
nterm.fails <- nterm.fails + 1
if (nterm.fails > 5) {
break
}
}
}
# predictions=matrix(0,n1,numClass)
# for (k in seq(numClass)) {
# nterm=min(nterm,max.terms)
nterm <- nterm - 1
# COEF0=COEF0*(1-is.na(COEF0))
pred <- vapply(seq(numClass), function(k) {
cbind(1, pred[[k]][, seq(nterm)]) %*% COEF0[, k]
}, rep(0, n1))
predictions <- c(pred)
fitted <- vapply(seq(numClass), function(k) {
cbind(1, fitted[[k]][, seq(nterm)]) %*% COEF0[, k]
}, rep(0, n))
sse <- mean((fitted - Y)^2)
predictions <- c(predictions, sse)
# predictions=Levels[max.col(predictions)]
} else {
# if((type=="regression")||(length(Levels)==2)){
if (length(Levels) == 2) {
yy <- y - 1
} else {
yy <- y
}
yres <- yy
fitted <- matrix(0, n, max.terms)
pred <- matrix(0, n1, max.terms)
for (t in seq(max.terms)) {
if (ntrees == 1) {
TDindx <- seqn
J <- 1:p
} else {
TDindx <- index()
J <- sample(1:p, mtry)
}
NTD <- setdiff(seqn, TDindx)
XB <- X
XBtest <- Xnew
if (model == "rpart") {
XB <- X[, J]
XBtest <- Xnew[, J]
}
if (TreeRotate) {
B <- nnet(XB[TDindx, ], yres[TDindx], size = 1, trace = FALSE)$wts[2:(1 + ncol(XB))] # linout = TRUE,MaxNWts= p+5
XB <- data.frame(XB, XB = XB %*% B)
XBtest <- data.frame(XBtest, XB = XBtest %*% B)
}
XB <- data.frame(XB)
XBtest <- data.frame(XBtest)
if (model == "ODT") {
Tree <- ODT_compute(formula, Call0, varName,
X = XB[TDindx, ], y = yres[TDindx], split = "mse", lambda = 0, NodeRotateFun = NodeRotateFun, FunDir = FunDir, paramList = paramList, MaxDepth = MaxDepth, numNode = numNode,
MinLeaf = MinLeaf, Levels = Levels, subset = NULL, weights = weights[TDindx], na.action = NULL, catLabel = catLabel, Xcat = 0L, Xscale = "No", TreeRandRotate = FALSE
)
}
if (model == "rpart") {
Tree <- rpart(y ~ ., data.frame(XB, y = yres)[TDindx, ], control = rpart.control(minbucket = MinLeaf))
}
fitted[, nterm] <- predict(Tree, XB)
pred[, nterm] <- predict(Tree, XBtest)
LM <- lm(y ~ ., data.frame(y = yy, fitted[, seq(nterm)]))
# LM = fastLm(y~.,data.frame(y=yy, fitted))#,silent = TRUE)
# LM <- ols.fit(x = cbind(1,fitted), y = yy)
res.t <- LM$residuals
# J = setdiff(1:n, J)
aic <- log((sum(res.t^2) + sum(res.t[NTD]^2)) / (n + length(NTD))) + log(p) * nterm * log(n) / n
if (aic < AIC) {
yres <- res.t
# pred[,count.terms] = predict(fit.B, data.frame(cbind(X1[,I], X1[,I]%*%B)))
# pred[,count.terms] = predict(fit.B, list(Xk = cbind(X1[,I], X1[,I]%*%B)))
coef <- LM$coefficients
AIC <- aic # AIC(A, k = log(n))
# nterm=t
# count.terms0 = count.terms
# ppForestT[[t]]=c(list(rotdims=Tree[["data"]][["rotdims"]],rotmat=Tree[["data"]][["rotmat"]]),Tree$structure)
nterm <- nterm + 1
nterm.fails <- 0
} else {
nterm.fails <- nterm.fails + 1
if (nterm.fails > 5) {
break
}
}
}
nterm <- nterm - 1
coef[is.na(coef)] <- 0.0
predictions <- cbind(1, pred[, seq(nterm)]) %*% coef # predict(LM0, data.frame(pred))
sse <- mean((cbind(1, fitted[, seq(nterm)]) %*% coef - yy)^2)
predictions <- c(predictions, sse)
# if(length(Levels)==2){
# predictions = Levels[(predictions>0.5)+1]
# }
# coef = LM0$coefficients
}
# }
# options(ow)
# warnings('on')
# options (warn = 0)
return(predictions)
# return(c(ppForestT, list(oobErr = oobErr0, oobIndex = NTD, oobPred = pred, ts=nterms)))
}
# op=options(nwarnings)
# op=options(nwarnings = 1)
# VALUE <- rep(ifelse(type == "classification","0",0), n1)
# VALUE <- rep(ifelse(type=="classification"&&(length(Levels)>2),"0",0), n1)
VALUE <- rep(0, ifelse(type == "class" && (length(Levels) > 2), n1 * numClass, n1) + 1)
if (type == "class" && (length(Levels) > 2)) {
Y <- (matrix(y, n, numClass) == matrix(seq(numClass), n, numClass, byrow = TRUE)) + 0
} else {
Y <- y
}
Y <- as.matrix(Y)
# nnet=nnet::nnet.default;rpart=rpart::rpart;
# control=rpart::rpart.control;predict=rpart:::predict.rpart
if (parallel && (ntrees > 1)) {
# RNGkind("L'Ecuyer-CMRG")
if (is.infinite(numCores)) {
# Use all but 1 core if numCores=0.
numCores <- parallel::detectCores() - 1L # logical = FALSE
}
numCores <- min(numCores, ntrees)
gc()
# cl <- parallel::makePSOCKcluster(num.cores)
# library("ODBT1")
# library(foreach)
# foreach::registerDoSEQ()
cl <- parallel::makeCluster(numCores, type = ifelse(.Platform$OS.type == "windows", "PSOCK", "FORK"))
chunks <- parallel::clusterSplit(cl, seq_len(ntrees))
doParallel::registerDoParallel(cl, numCores)
# set.seed(seed)
icore <- NULL
Votes <- foreach::foreach(
icore = seq_along(chunks), .combine = "cbind", .export = c("ODT.compute"),
.packages = c("ODRF", "nnet", "rpart"), .noexport = "ppForest"
) %dopar% {
# lapply(chunks[[icore]], runTree)
vapply(chunks[[icore]], function(t) {
if (model == "rpart.cpp") {
# GBDTCpp(X,y,Xnew,Y,#nnet,rpart,control,predict,
# numClass, maxTerms=max.terms, ntrees, mtry, MinLeaf,replacement,ratOOB)
.Call("_ODRF_GBDT", PACKAGE = "ODRF", X, y, Xnew, Y, numClass, maxTerms = max.terms, ntrees, mtry, MinLeaf, replacement, ratOOB)
} else {
runTree()
}
}, VALUE)
}
doParallel::stopImplicitCluster()
parallel::stopCluster(cl)
# do.call(rbind.fill,list1)
# Votes <- t(do.call("c", ppForestT))
# ppForest$structure=NULL
# for (i in 1:numCores) {
# ppForest$structure=c(ppForest$structure,ppForestT[[i]])
# }
} else {
# Use just one core.
# Votes <- vapply(1:ntrees, runTree, VALUE)
# Votes <- vapply(1:ntrees, function(t){
# GBDTCpp(X,as.numeric(y),Xnew,Y,nnet,rpart,control,predict,
# numClass, maxTerms=max.terms, ntrees, mtry, ratOOB, MinLeaf)}
# , VALUE)
# if(model=="rpart.cpp"){
# Votes <- ODBTCpp(X,y,Xnew,numClass, maxTerms=max.terms, ntrees, mtry, MinLeaf,replacement,ratOOB)
# }else{
# Votes <- vapply(1:ntrees, runTree, VALUE)
# }
# Votes <- ODBTCpp(X,y,Xnew,numClass, maxTerms=max.terms, ntrees, mtry, ratOOB, MinLeaf)
Votes <- vapply(1:ntrees, function(t) {
if (model == "rpart.cpp") {
BODTCpp(X, y, Xnew, Y, # nnet,rpart,control,predict,
numClass,
maxTerms = max.terms, ntrees, mtry, MinLeaf, replacement, ratOOB
)
} else {
runTree()
}
}, VALUE)
}
# options(op)
##############################################################################
Votes <- as.matrix(Votes)
# weights <- rep(1, ntrees)
weights <- 1 / (Votes[length(VALUE), ] + 1)
weights <- weights / sum(weights)
Votes <- Votes[-length(VALUE), , drop = FALSE]
# if(ntrees==1){
# prob=1
# pred=Votes
# }else{
if (type == "class" && (length(Levels) > 2)) {
if (1 == 2) {
weights <- rep(weights, n1)
Votes <- factor(c(Votes), levels = Levels)
Votes <- as.integer(Votes) + numClass * rep(0:(n1 - 1), rep(ntrees, n1))
Votes <- aggregate(c(rep(0, n1 * numClass), weights), by = list(c(1:(n1 * numClass), Votes)), sum)[, 2]
prob <- matrix(Votes, n1, numClass, byrow = TRUE)
}
prob <- Votes %*% weights
prob <- matrix(prob, n1, numClass)
# prob <- prob / matrix(rowSums(prob), n1, numClass)
prob <- exp(prob) / rowSums(exp(prob))
colnames(prob) <- Levels
# pred=apply(prob,1,which.max);
pred <- max.col(prob) ## "random"
pred <- Levels[pred]
} else {
prob <- weights # / sum(weights)
pred <- Votes %*% prob
if (length(Levels) == 2) {
pred <- Levels[(pred > 0.5) + 1]
# prob <- cbind(1-prob,prob)
# prob <- prob / matrix(rowSums(prob), n1, numClass)
# colnames(prob) <- Levels
# pred <- Levels[max.col(prob)]
}
# pred=colMeans(Votes);
# prob=NULL
}
# }
ppForest$results <- list(probability = prob, prediction = c(pred))
class(ppForest) <- append(class(ppForest), "ODBT")
# class(ppForest) <- "ODBT"
return(ppForest)
}
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