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| 1 | +# coding:UTF-8 |
| 2 | +''' |
| 3 | +Date:20161030 |
| 4 | +@author: zhaozhiyong |
| 5 | +''' |
| 6 | +import numpy as np |
| 7 | +import cPickle as pickle |
| 8 | + |
| 9 | +class node: |
| 10 | + '''树的节点的类 |
| 11 | + ''' |
| 12 | + def __init__(self, fea=-1, value=None, results=None, right=None, left=None): |
| 13 | + self.fea = fea # 用于切分数据集的属性的列索引值 |
| 14 | + self.value = value # 设置划分的值 |
| 15 | + self.results = results # 存储叶节点的值 |
| 16 | + self.right = right # 右子树 |
| 17 | + self.left = left # 左子树 |
| 18 | + |
| 19 | +def load_data(data_file): |
| 20 | + '''导入训练数据 |
| 21 | + input: data_file(string):保存训练数据的文件 |
| 22 | + output: data(list):训练数据 |
| 23 | + ''' |
| 24 | + data = [] |
| 25 | + f = open(data_file) |
| 26 | + for line in f.readlines(): |
| 27 | + sample = [] |
| 28 | + lines = line.strip().split("\t") |
| 29 | + for x in lines: |
| 30 | + sample.append(float(x)) # 转换成float格式 |
| 31 | + data.append(sample) |
| 32 | + f.close() |
| 33 | + |
| 34 | + return data |
| 35 | + |
| 36 | +def split_tree(data, fea, value): |
| 37 | + '''根据特征fea中的值value将数据集data划分成左右子树 |
| 38 | + input: data(list):训练样本 |
| 39 | + fea(float):需要划分的特征index |
| 40 | + value(float):指定的划分的值 |
| 41 | + output: (set_1, set_2)(tuple):左右子树的聚合 |
| 42 | + ''' |
| 43 | + set_1 = [] # 右子树的集合 |
| 44 | + set_2 = [] # 左子树的集合 |
| 45 | + for x in data: |
| 46 | + if x[fea] >= value: |
| 47 | + set_1.append(x) |
| 48 | + else: |
| 49 | + set_2.append(x) |
| 50 | + return (set_1, set_2) |
| 51 | + |
| 52 | +def leaf(dataSet): |
| 53 | + '''计算叶节点的值 |
| 54 | + input: dataSet(list):训练样本 |
| 55 | + output: np.mean(data[:, -1])(float):均值 |
| 56 | + ''' |
| 57 | + data = np.mat(dataSet) |
| 58 | + return np.mean(data[:, -1]) |
| 59 | + |
| 60 | +def err_cnt(dataSet): |
| 61 | + '''回归树的划分指标 |
| 62 | + input: dataSet(list):训练数据 |
| 63 | + output: m*s^2(float):总方差 |
| 64 | + ''' |
| 65 | + data = np.mat(dataSet) |
| 66 | + return np.var(data[:, -1]) * np.shape(data)[0] |
| 67 | + |
| 68 | + |
| 69 | +def build_tree(data, min_sample, min_err): |
| 70 | + '''构建树 |
| 71 | + input: data(list):训练样本 |
| 72 | + min_sample(int):叶子节点中最少的样本数 |
| 73 | + min_err(float):最小的error |
| 74 | + output: node:树的根结点 |
| 75 | + ''' |
| 76 | + # 构建决策树,函数返回该决策树的根节点 |
| 77 | + if len(data) <= min_sample: |
| 78 | + return node(results=leaf(data)) |
| 79 | + |
| 80 | + # 1、初始化 |
| 81 | + best_err = err_cnt(data) |
| 82 | + bestCriteria = None # 存储最佳切分属性以及最佳切分点 |
| 83 | + bestSets = None # 存储切分后的两个数据集 |
| 84 | + |
| 85 | + # 2、开始构建CART回归树 |
| 86 | + feature_num = len(data[0]) - 1 |
| 87 | + for fea in range(0, feature_num): |
| 88 | + feature_values = {} |
| 89 | + for sample in data: |
| 90 | + feature_values[sample[fea]] = 1 |
| 91 | + |
| 92 | + for value in feature_values.keys(): |
| 93 | + # 2.1、尝试划分 |
| 94 | + (set_1, set_2) = split_tree(data, fea, value) |
| 95 | + if len(set_1) < 2 or len(set_2) < 2: |
| 96 | + continue |
| 97 | + # 2.2、计算划分后的error值 |
| 98 | + now_err = err_cnt(set_1) + err_cnt(set_2) |
| 99 | + # 2.3、更新最优划分 |
| 100 | + if now_err < best_err and len(set_1) > 0 and len(set_2) > 0: |
| 101 | + best_err = now_err |
| 102 | + bestCriteria = (fea, value) |
| 103 | + bestSets = (set_1, set_2) |
| 104 | + |
| 105 | + # 3、判断划分是否结束 |
| 106 | + if best_err > min_err: |
| 107 | + right = build_tree(bestSets[0], min_sample, min_err) |
| 108 | + left = build_tree(bestSets[1], min_sample, min_err) |
| 109 | + return node(fea=bestCriteria[0], value=bestCriteria[1], \ |
| 110 | + right=right, left=left) |
| 111 | + else: |
| 112 | + return node(results=leaf(data)) # 返回当前的类别标签作为最终的类别标签 |
| 113 | + |
| 114 | +def predict(sample, tree): |
| 115 | + '''对每一个样本sample进行预测 |
| 116 | + input: sample(list):样本 |
| 117 | + tree:训练好的CART回归树模型 |
| 118 | + output: results(float):预测值 |
| 119 | + ''' |
| 120 | + # 1、只是树根 |
| 121 | + if tree.results != None: |
| 122 | + return tree.results |
| 123 | + else: |
| 124 | + # 2、有左右子树 |
| 125 | + val_sample = sample[tree.fea] # fea处的值 |
| 126 | + branch = None |
| 127 | + # 2.1、选择右子树 |
| 128 | + if val_sample >= tree.value: |
| 129 | + branch = tree.right |
| 130 | + # 2.2、选择左子树 |
| 131 | + else: |
| 132 | + branch = tree.left |
| 133 | + return predict(sample, branch) |
| 134 | + |
| 135 | +def cal_error(data, tree): |
| 136 | + ''' 评估CART回归树模型 |
| 137 | + input: data(list): |
| 138 | + tree:训练好的CART回归树模型 |
| 139 | + output: err/m(float):均方误差 |
| 140 | + ''' |
| 141 | + m = len(data) # 样本的个数 |
| 142 | + n = len(data[0]) - 1 # 样本中特征的个数 |
| 143 | + err = 0.0 |
| 144 | + for i in xrange(m): |
| 145 | + tmp = [] |
| 146 | + for j in xrange(n): |
| 147 | + tmp.append(data[i][j]) |
| 148 | + pre = predict(tmp, tree) # 对样本计算其预测值 |
| 149 | + # 计算残差 |
| 150 | + err += (data[i][-1] - pre) * (data[i][-1] - pre) |
| 151 | + return err / m |
| 152 | + |
| 153 | +def save_model(regression_tree, result_file): |
| 154 | + '''将训练好的CART回归树模型保存到本地 |
| 155 | + input: regression_tree:回归树模型 |
| 156 | + result_file(string):文件名 |
| 157 | + ''' |
| 158 | + with open(result_file, 'w') as f: |
| 159 | + pickle.dump(regression_tree, f) |
| 160 | + |
| 161 | +if __name__ == "__main__": |
| 162 | + # 1、导入训练数据 |
| 163 | + print "----------- 1、load data -------------" |
| 164 | + data = load_data("sine.txt") |
| 165 | + # 2、构建CART树 |
| 166 | + print "----------- 2、build CART ------------" |
| 167 | + regression_tree = build_tree(data, 30, 0.3) |
| 168 | + # 3、评估CART树 |
| 169 | + print "----------- 3、cal err -------------" |
| 170 | + err = cal_error(data, regression_tree) |
| 171 | + print "\t--------- err : ", err |
| 172 | + # 4、保存最终的CART模型 |
| 173 | + print "----------- 4、save result -----------" |
| 174 | + save_model(regression_tree, "regression_tree") |
| 175 | + |
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