sklearn.ensemble.ExtraTreesRegressor

A sklearn.ensemble.ExtraTreesRegressor is an Extremely Randomized Trees Regression System within sklearn.ensemble module.

• AKA: ExtraTreesRegressor.
• Context
  • Usage:

1) Import Extremely Randomized Trees Regression System from scikit-learn : from sklearn.ensemble import ExtraTreesRegressor

2) Create design matrix X and response vector Y

3) Create Extra-Trees Regressor object: clf=ExtraTreesRegressor([n_estimators=10, criterion=’mse’, max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0,...])

4) Choose method(s):

• apply(X), applies trees in the forest to X, return leaf indices.
• decision_path(X), returns the decision path in the forest
• fit(X, y[, sample_weight]), builds a forest of trees from the training set (X, y).
• get_params([deep]), retrieves parameters for this estimator.
• predict(X), predicts regression target for X.
• score(X, y[, sample_weight]), returns the coefficient of determination R^2 of the prediction.
• set_params(**params), sets the parameters of this estimator.

• Example(s):
  • Face completion with a multi-output estimators.
  • …
• Counter-Example(s):
  • sklearn.ensemble.ExtraTreesClassifier.
  • sklearn.ensemble.AdaBoostClassifier.
  • sklearn.ensemble.AdaBoostRegressor.
  • sklearn.ensemble.BaggingClassifier.
  • sklearn.ensemble.BaggingRegressor.
  • sklearn.ensemble.GradientBoostingClassifier.
  • sklearn.ensemble.GradientBoostingRegressor.
  • sklearn.ensemble.IsolationForest.
  • sklearn.ensemble.RandomForestClassifier.
  • sklearn.ensemble.RandomForestRegressor.
  • sklearn.ensemble.RandomTreesEmbedding.
  • sklearn.ensemble.VotingClassifier.
• See: Decision Tree, Decision Tree Ensemble Learning System, Regression System, Regularization Task, Ridge Regression Task, Random Forests System, Regression Algorithm.

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References

2017a

• (Scikit Learn, 2017A) ⇒ http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.ExtraTreesRegressor.html
  • QUOTE: class sklearn.ensemble.ExtraTreesRegressor(n_estimators=10, criterion=’mse’, max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features=’auto’, max_leaf_nodes=None, min_impurity_decrease=0.0, min_impurity_split=None, bootstrap=False, oob_score=False, n_jobs=1, random_state=None, verbose=0, warm_start=False)

    An extra-trees regressor.

    This class implements a meta estimator that fits a number of randomized decision trees (a.k.a. extra-trees) on various sub-samples of the dataset and use averaging to improve the predictive accuracy and control over-fitting.

2017b

• (Scikit Learn, 2017B) ⇒ http://scikit-learn.org/stable/modules/ensemble.html#extremely-randomized-trees
  • QUOTE: In extremely randomized trees (see ExtraTreesClassifier and ExtraTreesRegressor classes), randomness goes one step further in the way splits are computed. As in random forests, a random subset of candidate features is used, but instead of looking for the most discriminative thresholds, thresholds are drawn at random for each candidate feature and the best of these randomly-generated thresholds is picked as the splitting rule. This usually allows to reduce the variance of the model a bit more, at the expense of a slightly greater increase in bias (...)

2006

• (Geurts et al., 2006) ⇒ Geurts, P., Ernst, D., & Wehenkel, L. (2006). Extremely randomized trees. Machine learning, 63(1), 3-42. https://doi.org/10.1007/s10994-006-6226-1
  • ABSTRACT: This paper proposes a new tree-based ensemble method for supervised classification and regression problems. It essentially consists of randomizing strongly both attribute and cut-point choice while splitting a tree node. In the extreme case, it builds totally randomized trees whose structures are independent of the output values of the learning sample. The strength of the randomization can be tuned to problem specifics by the appropriate choice of a parameter. We evaluate the robustness of the default choice of this parameter, and we also provide insight on how to adjust it in particular situations. Besides accuracy, the main strength of the resulting algorithm is computational efficiency. A bias/variance analysis of the Extra-Trees algorithm is also provided as well as a geometrical and a kernel characterization of the models induced.

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