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Tree-based featurization #3812
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17248d3
Implement transformer
wschin a2f1d6c
Initial draft of porting tree-based featurization
wschin 33d0ee0
Internalize something
wschin 9658991
Add Tweedie and Ranking cases
wschin f529f1d
Some small docs
wschin 9c4d801
Customize output column names
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Fix save and load
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Optional output columns
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Fix a test and add some XML docs
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Add samples
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Add a sample
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API docs
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Fix one line
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Add MC test
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Extend a test further
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Address some comments
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Address some comments
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Address comments
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Comment
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Add cache points
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Update test/Microsoft.ML.Tests/TrainerEstimators/TreeEnsembleFeaturiz…
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Address comment
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Merge branch 'tree-feat' of github.com:wschin/machinelearning into tr…
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Add Justin's test
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Merge branch 'tree-feat' of github.com:wschin/machinelearning into tr…
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...es/Dynamic/Transforms/TreeFeaturization/PretrainedTreeEnsembleFeaturizationWithOptions.cs
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using System; | ||
using System.Collections.Generic; | ||
using System.Linq; | ||
using Microsoft.ML; | ||
using Microsoft.ML.Data; | ||
using Microsoft.ML.Trainers.FastTree; | ||
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namespace Samples.Dynamic.Transforms.TreeFeaturization | ||
{ | ||
public static class PretrainedTreeEnsembleFeaturizationWithOptions | ||
{ | ||
public static void Example() | ||
{ | ||
// Create data set | ||
int dataPointCount = 200; | ||
// Create a new context for ML.NET operations. It can be used for exception tracking and logging, | ||
// as a catalog of available operations and as the source of randomness. | ||
// Setting the seed to a fixed number in this example to make outputs deterministic. | ||
var mlContext = new MLContext(seed: 0); | ||
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// Create a list of training data points. | ||
var dataPoints = GenerateRandomDataPoints(dataPointCount).ToList(); | ||
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// Convert the list of data points to an IDataView object, which is consumable by ML.NET API. | ||
var dataView = mlContext.Data.LoadFromEnumerable(dataPoints); | ||
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// Define input and output columns of tree-based featurizer. | ||
string labelColumnName = nameof(DataPoint.Label); | ||
string featureColumnName = nameof(DataPoint.Features); | ||
string treesColumnName = nameof(TransformedDataPoint.Trees); | ||
string leavesColumnName = nameof(TransformedDataPoint.Leaves); | ||
string pathsColumnName = nameof(TransformedDataPoint.Paths); | ||
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// Define a tree model whose trees will be extracted to construct a tree featurizer. | ||
var trainer = mlContext.BinaryClassification.Trainers.FastTree( | ||
new FastTreeBinaryTrainer.Options | ||
{ | ||
NumberOfThreads = 1, | ||
NumberOfTrees = 1, | ||
NumberOfLeaves = 4, | ||
MinimumExampleCountPerLeaf = 1, | ||
FeatureColumnName = featureColumnName, | ||
LabelColumnName = labelColumnName | ||
}); | ||
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// Train the defined tree model. | ||
var model = trainer.Fit(dataView); | ||
var predicted = model.Transform(dataView); | ||
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// Define the configuration of tree-based featurizer. | ||
var options = new PretrainedTreeFeaturizationEstimator.Options() | ||
{ | ||
InputColumnName = featureColumnName, | ||
ModelParameters = model.Model.SubModel, // Pretrained tree model. | ||
TreesColumnName = treesColumnName, | ||
LeavesColumnName = leavesColumnName, | ||
PathsColumnName = pathsColumnName | ||
}; | ||
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// Fit the created featurizer. It doesn't perform actual training because a pretrained model is provided. | ||
var treeFeaturizer = mlContext.Transforms.FeaturizeByPretrainTreeEnsemble(options).Fit(dataView); | ||
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// Apply TreeEnsembleFeaturizer to the input data. | ||
var transformed = treeFeaturizer.Transform(dataView); | ||
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// Convert IDataView object to a list. Each element in the resulted list corresponds to a row in the IDataView. | ||
var transformedDataPoints = mlContext.Data.CreateEnumerable<TransformedDataPoint>(transformed, false).ToList(); | ||
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// Print out the transformation of the first 3 data points. | ||
for (int i = 0; i < 3; ++i) | ||
{ | ||
var dataPoint = dataPoints[i]; | ||
var transformedDataPoint = transformedDataPoints[i]; | ||
Console.WriteLine($"The original feature vector [{String.Join(",", dataPoint.Features)}] is transformed to three different tree-based feature vectors:"); | ||
Console.WriteLine($" Trees' output values: [{String.Join(",", transformedDataPoint.Trees)}]."); | ||
Console.WriteLine($" Leave IDs' 0-1 representation: [{String.Join(",", transformedDataPoint.Leaves)}]."); | ||
Console.WriteLine($" Paths IDs' 0-1 representation: [{String.Join(",", transformedDataPoint.Paths)}]."); | ||
} | ||
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// Expected output: | ||
// The original feature vector[0.8173254, 0.7680227, 0.5581612] is transformed to three different tree - based feature vectors: | ||
// Trees' output values: [0.4172185]. | ||
// Leave IDs' 0-1 representation: [1,0,0,0]. | ||
// Paths IDs' 0-1 representation: [1,1,1]. | ||
// The original feature vector[0.7588848, 1.106027, 0.6421779] is transformed to three different tree - based feature vectors: | ||
// Trees' output values: [-1]. | ||
// Leave IDs' 0-1 representation: [0,0,1,0]. | ||
// Paths IDs' 0-1 representation: [1,1,0]. | ||
// The original feature vector[0.2737045, 0.2919063, 0.4673147] is transformed to three different tree - based feature vectors: | ||
// Trees' output values: [0.4172185]. | ||
// Leave IDs' 0-1 representation: [1,0,0,0]. | ||
// Paths IDs' 0-1 representation: [1,1,1]. | ||
} | ||
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private static IEnumerable<DataPoint> GenerateRandomDataPoints(int count, int seed=0) | ||
{ | ||
var random = new Random(seed); | ||
float randomFloat() => (float)random.NextDouble(); | ||
for (int i = 0; i < count; i++) | ||
{ | ||
var label = randomFloat() > 0.5; | ||
yield return new DataPoint | ||
{ | ||
Label = label, | ||
// Create random features that are correlated with the label. | ||
// For data points with false label, the feature values are slightly increased by adding a constant. | ||
Features = Enumerable.Repeat(label, 3).Select(x => x ? randomFloat() : randomFloat() + 0.2f).ToArray() | ||
}; | ||
} | ||
} | ||
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// Example with label and 3 feature values. A data set is a collection of such examples. | ||
private class DataPoint | ||
{ | ||
public bool Label { get; set; } | ||
[VectorType(3)] | ||
public float[] Features { get; set; } | ||
} | ||
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// Class used to capture the output of tree-base featurization. | ||
private class TransformedDataPoint : DataPoint | ||
{ | ||
// The i-th value is the output value of the i-th decision tree. | ||
public float[] Trees { get; set; } | ||
// The 0-1 encoding of leaves the input feature vector falls into. | ||
public float[] Leaves { get; set; } | ||
// The 0-1 encoding of paths the input feature vector reaches the leaves. | ||
public float[] Paths { get; set; } | ||
} | ||
} | ||
} |
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May want to note in its name that FastTreeTweedie is regression: (the naming of the others list their task types)
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Yes if the model name doesn't tell the task. Given that
Tweedie
somehow implies a regression case, we don't haveRegression
appended to any of publicTweedie
modules. This pattern can be seen inFastTreeTweedieTrainer
andFastTreeTweedieModelParameters
. #Resolved