随机森林是由多棵树组成的分类或回归方法。主要思想来源于Bagging算法,Bagging技术思想主要是给定一弱分类器及训练集,让该学习算法训练多轮,每轮的训练集由原始训练集中有放回的随机抽取,大小一般跟原始训练集相当,这样依次训练多个弱分类器,最终的分类由这些弱分类器组合,对于分类问题一般采用多数投票法,对于回归问题一般采用简单平均法。随机森林在bagging的基础上,每个弱分类器都是决策树,决策树的生成过程中中,在属性的选择上增加了依一定概率选择属性,在这些属性中选择最佳属性及分割点,传统做法一般是全部属性中去选择最佳属性,这样随机森林有了样本选择的随机性,属性选择的随机性,这样一来增加了每个分类器的差异性、不稳定性及一定程度上避免每个分类器的过拟合(一般决策树有过拟合现象),由此组合分类器增加了最终的泛化能力。下面是代码的简单实现
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/** * 随机森林 回归问题 * @author ysh 1208706282 * */ public class RandomForest { List<Sample> mSamples; List<Cart> mCarts; double mFeatureRate; int mMaxDepth; int mMinLeaf; Random mRandom; /** * 加载数据 回归树 * @param path * @param regex * @throws Exception */ public void loadData(String path,String regex) throws Exception{ mSamples = new ArrayList<Sample>(); BufferedReader reader = new BufferedReader( new FileReader(path)); String line = null ; String splits[] = null ; Sample sample = null ; while ( null != (line=reader.readLine())){ splits = line.split(regex); sample = new Sample(); sample.label = Double.valueOf(splits[ 0 ]); sample.feature = new ArrayList<Double>(splits.length- 1 ); for ( int i= 0 ;i<splits.length- 1 ;i++){ sample.feature.add( new Double(splits[i+ 1 ])); } mSamples.add(sample); } reader.close(); } public void train( int iters){ mCarts = new ArrayList<Cart>(iters); Cart cart = null ; for ( int iter= 0 ;iter<iters;iter++){ cart = new Cart(); cart.mFeatureRate = mFeatureRate; cart.mMaxDepth = mMaxDepth; cart.mMinLeaf = mMinLeaf; cart.mRandom = mRandom; List<Sample> s = new ArrayList<Sample>(mSamples.size()); for ( int i= 0 ;i<mSamples.size();i++){ s.add(mSamples.get(cart.mRandom.nextInt(mSamples.size()))); } cart.setData(s); cart.train(); mCarts.add(cart); System.out.println( "iter: " +iter); s = null ; } } /** * 回归问题简单平均法 分类问题多数投票法 * @param sample * @return */ public double classify(Sample sample){ double val = 0 ; for (Cart cart:mCarts){ val += cart.classify(sample); } return val/mCarts.size(); } /** * @param args * @throws Exception */ public static void main(String[] args) throws Exception { // TODO Auto-generated method stub RandomForest forest = new RandomForest(); forest.loadData( "F:/2016-contest/20161001/train_data_1.csv" , "," ); forest.mFeatureRate = 0.8 ; forest.mMaxDepth = 3 ; forest.mMinLeaf = 1 ; forest.mRandom = new Random(); forest.mRandom.setSeed( 100 ); forest.train( 100 ); List<Sample> samples = Cart.loadTestData( "F:/2016-contest/20161001/valid_data_1.csv" , true , "," ); double sum = 0 ; for (Sample s:samples){ double val = forest.classify(s); sum += (val-s.label)*(val-s.label); System.out.println(val+ " " +s.label); } System.out.println(sum/samples.size()+ " " +sum); System.out.println(System.currentTimeMillis()); } } |
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原文链接:http://blog.csdn.net/ysh126/article/details/53125858