From 9acae3983960a70e0156474e5079138a48692a2c Mon Sep 17 00:00:00 2001 From: reidjohnson Date: Thu, 29 Aug 2024 04:53:57 +0000 Subject: [PATCH] deploy: 9fccd854200d7a5dd3958dafa2fb2ba2271fe48d --- .../gallery/plot_huggingface_model.rst.txt | 8 +-- _sources/user_guide/fit_predict.rst.txt | 56 +++++++++--------- _sources/user_guide/proximities.rst.txt | 10 ++-- _sources/user_guide/quantile_ranks.rst.txt | 8 +-- _static/_image_hashes.json | 2 +- searchindex.js | 2 +- user_guide/fit_predict.html | 57 +++++++++---------- user_guide/proximities.html | 10 ++-- user_guide/quantile_ranks.html | 8 +-- 9 files changed, 80 insertions(+), 81 deletions(-) diff --git a/_sources/gallery/plot_huggingface_model.rst.txt b/_sources/gallery/plot_huggingface_model.rst.txt index 08aa639..cb13b85 100644 --- a/_sources/gallery/plot_huggingface_model.rst.txt +++ b/_sources/gallery/plot_huggingface_model.rst.txt @@ -114,8 +114,8 @@ of each sample. The model used is available on Hugging Face Hub Click to expand ```python - import pickle - with open(qrf_pkl_filename, 'rb') as file: + import pickle + with open(qrf_pkl_filename, 'rb') as file: qrf = pickle.load(file) ``` @@ -332,8 +332,8 @@ of each sample. The model used is available on Hugging Face Hub Click to expand ```python - import pickle - with open(qrf_pkl_filename, 'rb') as file: + import pickle + with open(qrf_pkl_filename, 'rb') as file: qrf = pickle.load(file) ``` diff --git a/_sources/user_guide/fit_predict.rst.txt b/_sources/user_guide/fit_predict.rst.txt index c8e4440..72546c7 100644 --- a/_sources/user_guide/fit_predict.rst.txt +++ b/_sources/user_guide/fit_predict.rst.txt @@ -15,35 +15,35 @@ Let's fit a quantile forest on a simple regression dataset:: >>> from quantile_forest import RandomForestQuantileRegressor >>> X, y = datasets.load_diabetes(return_X_y=True) >>> X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25) - >>> reg = RandomForestQuantileRegressor() - >>> reg.fit(X_train, y_train) + >>> qrf = RandomForestQuantileRegressor() + >>> qrf.fit(X_train, y_train) RandomForestQuantileRegressor(...) -During model initialization, the parameter `max_samples_leaf` can be specified, which determines the maximum number of samples per leaf node to retain. If `max_samples_leaf` is smaller than the number of samples in a given leaf node, then a subset of values are randomly selected. By default, the model retains one randomly selected sample per leaf node (`max_samples_leaf = 1`), which enables the use of optimizations at prediction time that are not available when a variable number of samples may be retained per leaf. All samples can be retained by specifying `max_samples_leaf = None`. Note that the number of retained samples can materially impact the size of the model object. +During model initialization, the parameter `max_samples_leaf` can be specified, which determines the maximum number of samples per leaf node to retain. If `max_samples_leaf` is smaller than the number of samples in a given leaf node, then a subset of values are randomly selected. By default, the model retains one randomly selected sample per leaf node (`max_samples_leaf=1`), which enables the use of optimizations at prediction time that are not available when a variable number of samples may be retained per leaf. All samples can be retained by specifying `max_samples_leaf=None`. Note that the number of retained samples can materially impact the size of the model object. Making Predictions ~~~~~~~~~~~~~~~~~~ A notable advantage of quantile forests is that they can be fit once, while arbitrary quantiles can be estimated at prediction time. Accordingly, since the quantiles can be specified at prediction time, the model accepts an optional parameter during the call to the `predict` method, which can be a float or list of floats that specify the empirical quantiles to return:: - >>> y_pred = reg.predict(X_test, quantiles=[0.25, 0.5, 0.75]) + >>> y_pred = qrf.predict(X_test, quantiles=[0.25, 0.5, 0.75]) >>> y_pred.shape[1] 3 -If the `predict` method is called without quantiles, the prediction defaults to the empirical median (`quantiles = 0.5`):: +If the `predict` method is called without quantiles, the prediction defaults to the empirical median (`quantiles=0.5`):: - >>> y_pred = reg.predict(X_test) # returns empirical median prediction + >>> y_pred = qrf.predict(X_test) # returns empirical median prediction -If the `predict` method is explicitly called with `quantiles = "mean"`, the prediction returns the empirical mean:: +If the `predict` method is explicitly called with `quantiles="mean"`, the prediction returns the empirical mean:: - >>> y_pred = reg.predict(X_test, quantiles="mean") # returns mean prediction + >>> y_pred = qrf.predict(X_test, quantiles="mean") # returns mean prediction Default quantiles can be specified at model initialization using the `default_quantiles` parameter: - >>> reg = RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75]) - >>> reg.fit(X_train, y_train) + >>> qrf = RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75]) + >>> qrf.fit(X_train, y_train) RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75]) - >>> y_pred = reg.predict(X_test) # predicts using the default quantiles + >>> y_pred = qrf.predict(X_test) # predicts using the default quantiles >>> y_pred.ndim == 2 True >>> y_pred.shape[1] == 3 @@ -51,16 +51,16 @@ Default quantiles can be specified at model initialization using the `default_qu The default quantiles can be overwritten at prediction time by specifying a value for `quantiles`: - >>> reg = RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75]) - >>> reg.fit(X_train, y_train) + >>> qrf = RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75]) + >>> qrf.fit(X_train, y_train) RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75]) - >>> y_pred = reg.predict(X_test, quantiles=0.5) # uses override quantiles + >>> y_pred = qrf.predict(X_test, quantiles=0.5) # uses override quantiles >>> y_pred.ndim == 1 True The output of the `predict` method is an array with one column for each specified quantile or a single column if no quantiles are specified. The order of the output columns corresponds to the order of the quantiles, which can be specified in any order (i.e., they do not need to be monotonically ordered):: - >>> y_pred = reg.predict(X_test, quantiles=[0.5, 0.25, 0.75]) + >>> y_pred = qrf.predict(X_test, quantiles=[0.5, 0.25, 0.75]) >>> bool((y_pred[:, 0] >= y_pred[:, 1]).all()) True @@ -71,39 +71,39 @@ Multi-target quantile regression is also supported. If the target values are mul >>> X, y = datasets.make_regression(n_samples=100, n_targets=2, random_state=0) >>> y.shape (100, 2) - >>> reg_multi = RandomForestQuantileRegressor() - >>> reg_multi.fit(X, y) + >>> qrf_multi = RandomForestQuantileRegressor() + >>> qrf_multi.fit(X, y) RandomForestQuantileRegressor() >>> quantiles = [0.25, 0.5, 0.75] - >>> y_pred = reg_multi.predict(X, quantiles=quantiles) + >>> y_pred = qrf_multi.predict(X, quantiles=quantiles) >>> y_pred.ndim == 3 True >>> y_pred.shape[0] == len(X) True - >>> y_pred.shape[-1] == len(quantiles) + >>> y_pred.shape[2] == len(quantiles) True - >>> y_pred.shape[1] == y.shape[1] + >>> y_pred.shape[1] == y.shape[1] # number of targets True Quantile Weighting ~~~~~~~~~~~~~~~~~~ -By default, the predict method calculates quantiles using a weighted quantile method (`weighted_quantile = True`), which assigns a weight to each sample in the training set based on the number of times that it co-occurs in the same leaves as the test sample. When the number of samples in the training set is larger than the expected size of this list (i.e., :math:`n_{train} \gg n_{trees} \cdot n_{leaves} \cdot n_{leafsamples}`), it can be more efficient to calculate an unweighted quantile (`weighted_quantile = False`), which aggregates the list of training `y` values for each leaf node to which the test sample belongs across all trees. For a given input, both methods can return the same output values:: +By default, the predict method calculates quantiles using a weighted quantile method (`weighted_quantile=True`), which assigns a weight to each sample in the training set based on the number of times that it co-occurs in the same leaves as the test sample. When the number of samples in the training set is larger than the expected number of co-occurring samples across all trees, it can be more efficient to calculate an unweighted quantile (`weighted_quantile=False`), which aggregates a list of training `y` values for each leaf node to which the test sample belongs across all trees. For a given input, both methods can return the same output values:: >>> import numpy as np - >>> y_pred_weighted = reg.predict(X_test, weighted_quantile=True) - >>> y_pred_unweighted = reg.predict(X_test, weighted_quantile=False) + >>> y_pred_weighted = qrf.predict(X_test, weighted_quantile=True) + >>> y_pred_unweighted = qrf.predict(X_test, weighted_quantile=False) >>> np.allclose(y_pred_weighted, y_pred_unweighted) True -By default, the predict method calculates quantiles by giving each sample in a leaf (including repeated bootstrap samples) equal weight (`weighted_leaves = False`). If `weighted_leaves = True`, each sample will be weighted inversely according to the size of its leaf node. Note that this leaf-based weighting can only be used with weighted quantiles. +By default, the predict method calculates quantiles by giving each sample in a leaf (including repeated bootstrap samples) equal weight (`weighted_leaves=False`). If `weighted_leaves=True`, each sample will be weighted inversely according to the size of its leaf node. Note that this leaf-based weighting can only be used with weighted quantiles. Out-of-Bag Estimation ~~~~~~~~~~~~~~~~~~~~~ -Out-of-bag (OOB) predictions can be returned by specifying `oob_score = True`:: +Out-of-bag (OOB) predictions can be returned by specifying `oob_score=True`:: - >>> y_pred_oob = reg.predict(X_train, quantiles=[0.5], oob_score=True) + >>> y_pred_oob = qrf.predict(X_train, quantiles=0.5, oob_score=True) By default, when the `predict` method is called with the OOB flag set to True, it assumes that the input samples are the training samples, arranged in the same order as during model fitting. It accepts an optional parameter that can be used to specify the training index of each input sample, with -1 used to specify non-training samples that can in effect be scored in-bag (IB) during the same call:: @@ -111,7 +111,7 @@ By default, when the `predict` method is called with the OOB flag set to True, i >>> X_mixed = np.concatenate([X_train, X_test]) >>> indices = np.concatenate([np.arange(len(X_train)), np.full(len(X_test), -1)]) >>> kwargs = {"oob_score": True, "indices": indices} - >>> y_pred_mix = reg.predict(X_mixed, quantiles=[0.25, 0.5, 0.75], **kwargs) + >>> y_pred_mix = qrf.predict(X_mixed, quantiles=[0.25, 0.5, 0.75], **kwargs) >>> y_pred_train_oob = y_pred_mix[:len(X_train)] # training predictions are OOB >>> y_pred_test = y_pred_mix[-len(X_test):] # new test data predictions are IB @@ -120,7 +120,7 @@ This allows all samples, both from the training and test sets, to be scored with Random Forest Predictions ~~~~~~~~~~~~~~~~~~~~~~~~~ -The predictions of a standard random forest can also be recovered from a quantile forest without retraining by passing `quantiles = "mean"` and `aggregate_leaves_first = False`, the latter which specifies a Boolean flag to average the leaf values before aggregating the leaves across trees. This configuration essentially replicates the prediction process used by a standard random forest regressor, which is an averaging of mean leaf values across trees:: +The predictions of a standard random forest can also be recovered from a quantile forest without retraining when initialized with `max_samples_leaf=None`. This can be accomplished at inference time by passing `quantiles="mean"` (or `quantiles=0.5` if the model was specifically fitted with `criterion="absolute_error"`) and `aggregate_leaves_first=False`, the latter which specifies a Boolean flag to average the leaf values before aggregating the leaves across trees. This configuration essentially replicates the prediction process used by a standard random forest regressor, which is an averaging of mean (or median) leaf values across trees:: >>> import numpy as np >>> from sklearn import datasets diff --git a/_sources/user_guide/proximities.rst.txt b/_sources/user_guide/proximities.rst.txt index 731fbe2..a08c18b 100644 --- a/_sources/user_guide/proximities.rst.txt +++ b/_sources/user_guide/proximities.rst.txt @@ -10,17 +10,17 @@ Proximity counts are counts of the number of times that two samples share a leaf >>> from quantile_forest import RandomForestQuantileRegressor >>> X, y = datasets.load_diabetes(return_X_y=True) >>> X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25) - >>> reg = RandomForestQuantileRegressor().fit(X_train, y_train) - >>> proximities = reg.proximity_counts(X_test) # proximity counts for X_test + >>> qrf = RandomForestQuantileRegressor().fit(X_train, y_train) + >>> proximities = qrf.proximity_counts(X_test) # proximity counts for test data For each test sample, the method outputs a list of tuples of the training index and proximity count, listed in descending order by proximity count. For example, a test sample with an output of [(1, 5), (0, 3), (3, 1)], means that the test sample shared 5, 3, and 1 leaf nodes with the training samples that were (zero-)indexed as 1, 0, and 3 during model fitting, respectively. The maximum number of proximity counts output per test sample can be limited by specifying `max_proximities`:: - >>> proximities = reg.proximity_counts(X_test, max_proximities=10) + >>> proximities = qrf.proximity_counts(X_test, max_proximities=10) >>> all([len(prox) <= 10 for prox in proximities]) True -Out-of-bag (OOB) proximity counts can be returned by specifying `oob_score = True`:: +Out-of-bag (OOB) proximity counts can be returned by specifying `oob_score=True`:: - >>> proximities = reg.proximity_counts(X_train, oob_score=True) + >>> proximities = qrf.proximity_counts(X_train, oob_score=True) diff --git a/_sources/user_guide/quantile_ranks.rst.txt b/_sources/user_guide/quantile_ranks.rst.txt index 60b76bb..0c6d2a5 100644 --- a/_sources/user_guide/quantile_ranks.rst.txt +++ b/_sources/user_guide/quantile_ranks.rst.txt @@ -10,9 +10,9 @@ The quantile rank is the fraction of scores in a frequency distribution that are >>> from quantile_forest import RandomForestQuantileRegressor >>> X, y = datasets.load_diabetes(return_X_y=True) >>> X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25) - >>> reg = RandomForestQuantileRegressor().fit(X_train, y_train) - >>> y_ranks = reg.quantile_ranks(X_test, y_test) # quantile ranks of y_test + >>> qrf = RandomForestQuantileRegressor().fit(X_train, y_train) + >>> y_ranks = qrf.quantile_ranks(X_test, y_test) # quantile ranks for test data -Out-of-bag (OOB) quantile ranks can be returned by specifying `oob_score = True`:: +Out-of-bag (OOB) quantile ranks can be returned by specifying `oob_score=True`:: - >>> y_ranks_oob = reg.quantile_ranks(X_train, y_train, oob_score=True) + >>> y_ranks_oob = qrf.quantile_ranks(X_train, y_train, oob_score=True) diff --git a/_static/_image_hashes.json b/_static/_image_hashes.json index 3126f05..59f940d 100644 --- a/_static/_image_hashes.json +++ b/_static/_image_hashes.json @@ -1 +1 @@ -{"plot_quantile_interpolation.png": "64403bde568aefd4126ce9afd13bdf18", 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[14, 15, 18], "z": [7, 13], "zero": [2, 4, 7, 13, 14, 15, 22, 23], "zeros_lik": [6, 7], "zillow": 20, "zip": [10, 12, 13]}, "titles": ["API Reference", "General Examples", "Using a Trained QRF Model via Hugging Face Hub", "Computing User-Specified Functions with QRFs", "Using Proximity Counts to Identify Similar Samples", "QRFs for Conformalized Quantile Regression", "Predicting with Quantile Regression Forests", "Extrapolation with Quantile Regression Forests", "Comparing Quantile Interpolation Methods", "Quantile Regression Forests Prediction Intervals", "Multi-target Quantile Regression with QRFs", "Using Quantile Ranks to Identify Potential Outliers", "Quantile Regression Forests vs. Random Forests", "Tree SHAP with Quantile Regression Forests", "ExtraTreesQuantileRegressor", "RandomForestQuantileRegressor", "Developer\u2019s Guide", "Getting Started", "quantile-forest", "References", "Release Notes", "Fitting and Predicting", "Introduction", "Proximity Counts", "Quantile Ranks"], 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"prerequisit": 17, "proxim": [4, 23], "qrf": [2, 3, 5, 10], "quantil": [0, 5, 6, 7, 8, 9, 10, 11, 12, 13, 18, 21, 22, 24], "random": [12, 21], "randomforestquantileregressor": 15, "rank": [11, 24], "refer": [0, 19], "regress": [5, 6, 7, 9, 10, 12, 13, 22], "releas": 20, "sampl": 4, "shap": 13, "similar": 4, "specifi": [3, 21], "start": 17, "target": 10, "test": 16, "train": 2, "tree": 13, "troubleshoot": 16, "us": [2, 4, 11], "user": [3, 21], "v": 12, "version": 20, "via": 2, "weight": 21}}) \ No newline at end of file diff --git a/user_guide/fit_predict.html b/user_guide/fit_predict.html index 0dccb0d..feaf802 100644 --- a/user_guide/fit_predict.html +++ b/user_guide/fit_predict.html @@ -47,7 +47,6 @@ - @@ -440,34 +439,34 @@

Fitting a Model>>> from quantile_forest import RandomForestQuantileRegressor >>> X, y = datasets.load_diabetes(return_X_y=True) >>> X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25) ->>> reg = RandomForestQuantileRegressor() ->>> reg.fit(X_train, y_train) +>>> qrf = RandomForestQuantileRegressor() +>>> qrf.fit(X_train, y_train) RandomForestQuantileRegressor(...) -

During model initialization, the parameter max_samples_leaf can be specified, which determines the maximum number of samples per leaf node to retain. If max_samples_leaf is smaller than the number of samples in a given leaf node, then a subset of values are randomly selected. By default, the model retains one randomly selected sample per leaf node (max_samples_leaf = 1), which enables the use of optimizations at prediction time that are not available when a variable number of samples may be retained per leaf. All samples can be retained by specifying max_samples_leaf = None. Note that the number of retained samples can materially impact the size of the model object.

+

During model initialization, the parameter max_samples_leaf can be specified, which determines the maximum number of samples per leaf node to retain. If max_samples_leaf is smaller than the number of samples in a given leaf node, then a subset of values are randomly selected. By default, the model retains one randomly selected sample per leaf node (max_samples_leaf=1), which enables the use of optimizations at prediction time that are not available when a variable number of samples may be retained per leaf. All samples can be retained by specifying max_samples_leaf=None. Note that the number of retained samples can materially impact the size of the model object.

Making Predictions#

A notable advantage of quantile forests is that they can be fit once, while arbitrary quantiles can be estimated at prediction time. Accordingly, since the quantiles can be specified at prediction time, the model accepts an optional parameter during the call to the predict method, which can be a float or list of floats that specify the empirical quantiles to return:

-
>>> y_pred = reg.predict(X_test, quantiles=[0.25, 0.5, 0.75])
+
>>> y_pred = qrf.predict(X_test, quantiles=[0.25, 0.5, 0.75])
 >>> y_pred.shape[1]
 3
 

 

-
If the predict method is called without quantiles, the prediction defaults to the empirical median (quantiles = 0.5):

-
>>> y_pred = reg.predict(X_test)  # returns empirical median prediction
+
If the predict method is called without quantiles, the prediction defaults to the empirical median (quantiles=0.5):

+
>>> y_pred = qrf.predict(X_test)  # returns empirical median prediction
 

 

-
If the predict method is explicitly called with quantiles = "mean", the prediction returns the empirical mean:

-
>>> y_pred = reg.predict(X_test, quantiles="mean")  # returns mean prediction
+
If the predict method is explicitly called with quantiles="mean", the prediction returns the empirical mean:

+
>>> y_pred = qrf.predict(X_test, quantiles="mean")  # returns mean prediction
 

 

 
Default quantiles can be specified at model initialization using the default_quantiles parameter:

-
>>> reg = RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75])
->>> reg.fit(X_train, y_train)
+
>>> qrf = RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75])
+>>> qrf.fit(X_train, y_train)
 RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75])
->>> y_pred = reg.predict(X_test)  # predicts using the default quantiles
+>>> y_pred = qrf.predict(X_test)  # predicts using the default quantiles
 >>> y_pred.ndim == 2
 True
 >>> y_pred.shape[1] == 3
@@ -475,16 +474,16 @@ 
Making Predictionsquantiles:

-
>>> reg = RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75])
->>> reg.fit(X_train, y_train)
+
>>> qrf = RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75])
+>>> qrf.fit(X_train, y_train)
 RandomForestQuantileRegressor(default_quantiles=[0.25, 0.5, 0.75])
->>> y_pred = reg.predict(X_test, quantiles=0.5)  # uses override quantiles
+>>> y_pred = qrf.predict(X_test, quantiles=0.5)  # uses override quantiles
 >>> y_pred.ndim == 1
 True
 

 

 
The output of the predict method is an array with one column for each specified quantile or a single column if no quantiles are specified. The order of the output columns corresponds to the order of the quantiles, which can be specified in any order (i.e., they do not need to be monotonically ordered):

-
>>> y_pred = reg.predict(X_test, quantiles=[0.5, 0.25, 0.75])
+
>>> y_pred = qrf.predict(X_test, quantiles=[0.5, 0.25, 0.75])
 >>> bool((y_pred[:, 0] >= y_pred[:, 1]).all())
 True
 

@@ -495,38 +494,38 @@ 
Making Predictions>>> X, y = datasets.make_regression(n_samples=100, n_targets=2, random_state=0)
 >>> y.shape
 (100, 2)
->>> reg_multi = RandomForestQuantileRegressor()
->>> reg_multi.fit(X, y)
+>>> qrf_multi = RandomForestQuantileRegressor()
+>>> qrf_multi.fit(X, y)
 RandomForestQuantileRegressor()
 >>> quantiles = [0.25, 0.5, 0.75]
->>> y_pred = reg_multi.predict(X, quantiles=quantiles)
+>>> y_pred = qrf_multi.predict(X, quantiles=quantiles)
 >>> y_pred.ndim == 3
 True
 >>> y_pred.shape[0] == len(X)
 True
->>> y_pred.shape[-1] == len(quantiles)
+>>> y_pred.shape[2] == len(quantiles)
 True
->>> y_pred.shape[1] == y.shape[1]
+>>> y_pred.shape[1] == y.shape[1]  # number of targets
 True

Quantile Weighting#

-

By default, the predict method calculates quantiles using a weighted quantile method (weighted_quantile = True), which assigns a weight to each sample in the training set based on the number of times that it co-occurs in the same leaves as the test sample. When the number of samples in the training set is larger than the expected size of this list (i.e., \(n_{train} \gg n_{trees} \cdot n_{leaves} \cdot n_{leafsamples}\)), it can be more efficient to calculate an unweighted quantile (weighted_quantile = False), which aggregates the list of training y values for each leaf node to which the test sample belongs across all trees. For a given input, both methods can return the same output values:

+

By default, the predict method calculates quantiles using a weighted quantile method (weighted_quantile=True), which assigns a weight to each sample in the training set based on the number of times that it co-occurs in the same leaves as the test sample. When the number of samples in the training set is larger than the expected number of co-occurring samples across all trees, it can be more efficient to calculate an unweighted quantile (weighted_quantile=False), which aggregates a list of training y values for each leaf node to which the test sample belongs across all trees. For a given input, both methods can return the same output values:

>>> import numpy as np
->>> y_pred_weighted = reg.predict(X_test, weighted_quantile=True)
->>> y_pred_unweighted = reg.predict(X_test, weighted_quantile=False)
+>>> y_pred_weighted = qrf.predict(X_test, weighted_quantile=True)
+>>> y_pred_unweighted = qrf.predict(X_test, weighted_quantile=False)
 >>> np.allclose(y_pred_weighted, y_pred_unweighted)
 True
-

By default, the predict method calculates quantiles by giving each sample in a leaf (including repeated bootstrap samples) equal weight (weighted_leaves = False). If weighted_leaves = True, each sample will be weighted inversely according to the size of its leaf node. Note that this leaf-based weighting can only be used with weighted quantiles.

+

By default, the predict method calculates quantiles by giving each sample in a leaf (including repeated bootstrap samples) equal weight (weighted_leaves=False). If weighted_leaves=True, each sample will be weighted inversely according to the size of its leaf node. Note that this leaf-based weighting can only be used with weighted quantiles.

Out-of-Bag Estimation#

-

Out-of-bag (OOB) predictions can be returned by specifying oob_score = True:

-
>>> y_pred_oob = reg.predict(X_train, quantiles=[0.5], oob_score=True)
+
Out-of-bag (OOB) predictions can be returned by specifying oob_score=True:

+
>>> y_pred_oob = qrf.predict(X_train, quantiles=0.5, oob_score=True)
 

 

 
By default, when the predict method is called with the OOB flag set to True, it assumes that the input samples are the training samples, arranged in the same order as during model fitting. It accepts an optional parameter that can be used to specify the training index of each input sample, with -1 used to specify non-training samples that can in effect be scored in-bag (IB) during the same call:

@@ -534,7 +533,7 @@ 
Out-of-Bag Estimation>>> X_mixed = np.concatenate([X_train, X_test])
 >>> indices = np.concatenate([np.arange(len(X_train)), np.full(len(X_test), -1)])
 >>> kwargs = {"oob_score": True, "indices": indices}
->>> y_pred_mix = reg.predict(X_mixed, quantiles=[0.25, 0.5, 0.75], **kwargs)
+>>> y_pred_mix = qrf.predict(X_mixed, quantiles=[0.25, 0.5, 0.75], **kwargs)
 >>> y_pred_train_oob = y_pred_mix[:len(X_train)]  # training predictions are OOB
 >>> y_pred_test = y_pred_mix[-len(X_test):]  # new test data predictions are IB
@@ -543,7 +542,7 @@

Out-of-Bag Estimation

Random Forest Predictions#

-

The predictions of a standard random forest can also be recovered from a quantile forest without retraining by passing quantiles = "mean" and aggregate_leaves_first = False, the latter which specifies a Boolean flag to average the leaf values before aggregating the leaves across trees. This configuration essentially replicates the prediction process used by a standard random forest regressor, which is an averaging of mean leaf values across trees:

+

The predictions of a standard random forest can also be recovered from a quantile forest without retraining when initialized with max_samples_leaf=None. This can be accomplished at inference time by passing quantiles="mean" (or quantiles=0.5 if the model was specifically fitted with criterion="absolute_error") and aggregate_leaves_first=False, the latter which specifies a Boolean flag to average the leaf values before aggregating the leaves across trees. This configuration essentially replicates the prediction process used by a standard random forest regressor, which is an averaging of mean (or median) leaf values across trees:

>>> import numpy as np
 >>> from sklearn import datasets
 >>> from sklearn.ensemble import RandomForestRegressor
diff --git a/user_guide/proximities.html b/user_guide/proximities.html
index afd5e3b..c62cf73 100644
--- a/user_guide/proximities.html
+++ b/user_guide/proximities.html
@@ -436,19 +436,19 @@
 >>> from quantile_forest import RandomForestQuantileRegressor
 >>> X, y = datasets.load_diabetes(return_X_y=True)
 >>> X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25)
->>> reg = RandomForestQuantileRegressor().fit(X_train, y_train)
->>> proximities = reg.proximity_counts(X_test)  # proximity counts for X_test
+>>> qrf = RandomForestQuantileRegressor().fit(X_train, y_train)
+>>> proximities = qrf.proximity_counts(X_test)  # proximity counts for test data

For each test sample, the method outputs a list of tuples of the training index and proximity count, listed in descending order by proximity count. For example, a test sample with an output of [(1, 5), (0, 3), (3, 1)], means that the test sample shared 5, 3, and 1 leaf nodes with the training samples that were (zero-)indexed as 1, 0, and 3 during model fitting, respectively.

The maximum number of proximity counts output per test sample can be limited by specifying max_proximities:

-
>>> proximities = reg.proximity_counts(X_test, max_proximities=10)
+
>>> proximities = qrf.proximity_counts(X_test, max_proximities=10)
 >>> all([len(prox) <= 10 for prox in proximities])
 True
 

 

-
Out-of-bag (OOB) proximity counts can be returned by specifying oob_score = True:

-
>>> proximities = reg.proximity_counts(X_train, oob_score=True)
+
Out-of-bag (OOB) proximity counts can be returned by specifying oob_score=True:

+
>>> proximities = qrf.proximity_counts(X_train, oob_score=True)
diff --git a/user_guide/quantile_ranks.html b/user_guide/quantile_ranks.html index 2e4df41..fbe8774 100644 --- a/user_guide/quantile_ranks.html +++ b/user_guide/quantile_ranks.html @@ -436,12 +436,12 @@ >>> from quantile_forest import RandomForestQuantileRegressor >>> X, y = datasets.load_diabetes(return_X_y=True) >>> X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25) ->>> reg = RandomForestQuantileRegressor().fit(X_train, y_train) ->>> y_ranks = reg.quantile_ranks(X_test, y_test) # quantile ranks of y_test +>>> qrf = RandomForestQuantileRegressor().fit(X_train, y_train) +>>> y_ranks = qrf.quantile_ranks(X_test, y_test) # quantile ranks for test data

-

Out-of-bag (OOB) quantile ranks can be returned by specifying oob_score = True:

-
>>> y_ranks_oob = reg.quantile_ranks(X_train, y_train, oob_score=True)
+
Out-of-bag (OOB) quantile ranks can be returned by specifying oob_score=True:

+
>>> y_ranks_oob = qrf.quantile_ranks(X_train, y_train, oob_score=True)