|
| 1 | +import numpy as np |
| 2 | +from sklearn.datasets import load_iris |
| 3 | +from sklearn.metrics import accuracy_score |
| 4 | +from sklearn.model_selection import train_test_split |
| 5 | +from sklearn.tree import DecisionTreeRegressor |
| 6 | + |
| 7 | + |
| 8 | +class GradientBoostingClassifier: |
| 9 | + def __init__(self, n_estimators: int = 100, learning_rate: float = 0.1) -> None: |
| 10 | + """ |
| 11 | + Initialize a GradientBoostingClassifier. |
| 12 | +
|
| 13 | + Parameters: |
| 14 | + - n_estimators (int): The number of weak learners to train. |
| 15 | + - learning_rate (float): The learning rate for updating the model. |
| 16 | +
|
| 17 | + Attributes: |
| 18 | + - n_estimators (int): The number of weak learners. |
| 19 | + - learning_rate (float): The learning rate. |
| 20 | + - models (list): A list to store the trained weak learners. |
| 21 | + """ |
| 22 | + self.n_estimators = n_estimators |
| 23 | + self.learning_rate = learning_rate |
| 24 | + self.models: list[tuple[DecisionTreeRegressor, float]] = [] |
| 25 | + |
| 26 | + def fit(self, features: np.ndarray, target: np.ndarray) -> None: |
| 27 | + """ |
| 28 | + Fit the GradientBoostingClassifier to the training data. |
| 29 | +
|
| 30 | + Parameters: |
| 31 | + - features (np.ndarray): The training features. |
| 32 | + - target (np.ndarray): The target values. |
| 33 | +
|
| 34 | + Returns: |
| 35 | + None |
| 36 | +
|
| 37 | + >>> import numpy as np |
| 38 | + >>> from sklearn.datasets import load_iris |
| 39 | + >>> clf = GradientBoostingClassifier(n_estimators=100, learning_rate=0.1) |
| 40 | + >>> iris = load_iris() |
| 41 | + >>> X, y = iris.data, iris.target |
| 42 | + >>> clf.fit(X, y) |
| 43 | + >>> # Check if the model is trained |
| 44 | + >>> len(clf.models) == 100 |
| 45 | + True |
| 46 | + """ |
| 47 | + for _ in range(self.n_estimators): |
| 48 | + # Calculate the pseudo-residuals |
| 49 | + residuals = -self.gradient(target, self.predict(features)) |
| 50 | + # Fit a weak learner (e.g., decision tree) to the residuals |
| 51 | + model = DecisionTreeRegressor(max_depth=1) |
| 52 | + model.fit(features, residuals) |
| 53 | + # Update the model by adding the weak learner with a learning rate |
| 54 | + self.models.append((model, self.learning_rate)) |
| 55 | + |
| 56 | + def predict(self, features: np.ndarray) -> np.ndarray: |
| 57 | + """ |
| 58 | + Make predictions on input data. |
| 59 | +
|
| 60 | + Parameters: |
| 61 | + - features (np.ndarray): The input data for making predictions. |
| 62 | +
|
| 63 | + Returns: |
| 64 | + - np.ndarray: An array of binary predictions (-1 or 1). |
| 65 | +
|
| 66 | + >>> import numpy as np |
| 67 | + >>> from sklearn.datasets import load_iris |
| 68 | + >>> clf = GradientBoostingClassifier(n_estimators=100, learning_rate=0.1) |
| 69 | + >>> iris = load_iris() |
| 70 | + >>> X, y = iris.data, iris.target |
| 71 | + >>> clf.fit(X, y) |
| 72 | + >>> y_pred = clf.predict(X) |
| 73 | + >>> # Check if the predictions have the correct shape |
| 74 | + >>> y_pred.shape == y.shape |
| 75 | + True |
| 76 | + """ |
| 77 | + # Initialize predictions with zeros |
| 78 | + predictions = np.zeros(features.shape[0]) |
| 79 | + for model, learning_rate in self.models: |
| 80 | + predictions += learning_rate * model.predict(features) |
| 81 | + return np.sign(predictions) # Convert to binary predictions (-1 or 1) |
| 82 | + |
| 83 | + def gradient(self, target: np.ndarray, y_pred: np.ndarray) -> np.ndarray: |
| 84 | + """ |
| 85 | + Calculate the negative gradient (pseudo-residuals) for logistic loss. |
| 86 | +
|
| 87 | + Parameters: |
| 88 | + - target (np.ndarray): The target values. |
| 89 | + - y_pred (np.ndarray): The predicted values. |
| 90 | +
|
| 91 | + Returns: |
| 92 | + - np.ndarray: An array of pseudo-residuals. |
| 93 | +
|
| 94 | + >>> import numpy as np |
| 95 | + >>> clf = GradientBoostingClassifier(n_estimators=100, learning_rate=0.1) |
| 96 | + >>> target = np.array([0, 1, 0, 1]) |
| 97 | + >>> y_pred = np.array([0.2, 0.8, 0.3, 0.7]) |
| 98 | + >>> residuals = clf.gradient(target, y_pred) |
| 99 | + >>> # Check if residuals have the correct shape |
| 100 | + >>> residuals.shape == target.shape |
| 101 | + True |
| 102 | + """ |
| 103 | + return -target / (1 + np.exp(target * y_pred)) |
| 104 | + |
| 105 | + |
| 106 | +if __name__ == "__main__": |
| 107 | + iris = load_iris() |
| 108 | + X, y = iris.data, iris.target |
| 109 | + X_train, X_test, y_train, y_test = train_test_split( |
| 110 | + X, y, test_size=0.2, random_state=42 |
| 111 | + ) |
| 112 | + |
| 113 | + clf = GradientBoostingClassifier(n_estimators=100, learning_rate=0.1) |
| 114 | + clf.fit(X_train, y_train) |
| 115 | + |
| 116 | + y_pred = clf.predict(X_test) |
| 117 | + accuracy = accuracy_score(y_test, y_pred) |
| 118 | + print(f"Accuracy: {accuracy:.2f}") |
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