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![boston = datasets.load_boston() print(boston.data.shape, boston.target.shape) print(boston.feature_names) (506, 13) (506,) ['CRIM' 'ZN' 'INDUS' 'CHAS' 'NOX' 'RM' 'AGE' 'DIS' 'RAD' 'TAX' 'PTRATIO' 'B' 'LSTAT'] data = pd.DataFrame(boston.data,columns=boston.feature_names) data = pd.concat([data,pd.Series(boston.target,name='MEDV')],axis=1) data.head() CRIM ZN INDUS CHAS NOX RM AGE DIS RAD TAX PTRATIO B LSTAT MEDV 0 0.00632 18.0 2.31 0.0 0.538 6.575 65.2 4.0900 1.0 296.0 15.3 396.90 4.98 24.0 1 0.02731 0.0 7.07 0.0 0.469 6.421 78.9 4.9671 2.0 242.0 17.8 396.90 9.14 21.6 2 0.02729 0.0 7.07 0.0 0.469 7.185 61.1 4.9671 2.0 242.0 17.8 392.83 4.03 34.7 3 0.03237 0.0 2.18 0.0 0.458 6.998 45.8 6.0622 3.0 222.0 18.7 394.63 2.94 33.4 4 0.06905 0.0 2.18 0.0 0.458 7.147 54.2 6.0622 3.0 222.0 18.7 396.90 5.33 36.2 Select the predictor and target variables X = data.iloc[:,:-1] y = data.iloc[:,-1] Train test split : x_training_set, x_test_set, y_training_set, y_test_set = train_test_split(X,y,test_size=0.10, random_state=42, shuffle=True) Training/model fitting: Fit the model to selected supervised data n_estimators=100 # Fit regression model # Estimate the score on the entire dataset, with no missing values model = RandomForestRegressor(random_state=0, n_estimators=n_estimators) model.fit(x_training_set, y_training_set) Model parameters study : The coefficient R^2 is defined as (1 – u/v), where u is the residual sum of squares ((y_true – y_pred) ** 2).sum() and v is the total sum of squares ((y_true – y_true.mean()) ** 2).sum(). from sklearn.m etrics import mean_squared_error, r2_score model_score = model.score(x_training_set,y_training_set) # Have a look at R sq to give an idea of the fit , # Explained variance score: 1 is perfect prediction print(“ coefficient of determination R^2 of the prediction.: ',model_score) y_predicted = model.predict(x_test_set) # The mean squared error print("Mean squared error: %.2f"% mean_squared_error(y_test_set, y_predicted)) # Explained variance score: 1 is perfect prediction print('Test Variance score: %.2f' % r2_score(y_test_set, y_predicted)) Coefficient of determination R^2 of the prediction : 0.982022598521334 Mean squared error: 7.73 Test Variance score: 0.88 Accuracy report with test data : Let’s visualize the goodness of the fit with the predictions being visualized by a line # So let's run the model against the test data](https://image.slidesharecdn.com/randomforestalgorithmforregressionabeginnersguide-181009110530/75/Random-forest-algorithm-for-regression-a-beginner-s-guide-4-2048.jpg)
![This site uses Akismet to reduce spam. Learn how your comment data is processed. << Using Gradient Boosting for Regression Problems Linear Regression >> Edit Post from sklearn.model_selection import cross_val_predict fig, ax = plt.subplots() ax.scatter(y_test_set, y_predicted, edgecolors=(0, 0, 0)) ax.plot([y_test_set.min(), y_test_set.max()], [y_test_set.min(), y_test_set.max()], 'k--', lw=4) ax.set_xlabel('Actual') ax.set_ylabel('Predicted') ax.set_title("Ground Truth vs Predicted") plt.show() Conclusion: We can see that our R2 score and MSE are both very good. This means that we have found a well-fitting model to predict the median price value of a house. There can be a further improvement to the metric by doing some preprocessing before fitting the data. Series Navigation Related Random Forest July 12, 2018 In "Data Science and Artificial Intelligence" Introduction to Machine Learning Using Spark January 2, 2017 In "Big Data Hadoop & Spark" Data Science Glossary- Machine Learning Tools and Terminologies May 3, 2018 In "All Categories"](https://image.slidesharecdn.com/randomforestalgorithmforregressionabeginnersguide-181009110530/75/Random-forest-algorithm-for-regression-a-beginner-s-guide-5-2048.jpg)
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Random forest algorithm for regression a beginner's guide
The document discusses using the random forest algorithm for regression problems. It begins by introducing random forest and ensemble methods, which combine predictions from multiple models. For regression problems, random forest uses bagging to train decision trees on random subsets of data and averages their predictions. The document then applies random forest to the Boston housing dataset, evaluating performance on test data and concluding it is a well-fitting model for predicting house prices.
Random forest algorithm for regression a beginner's guide
- 1. Random Forest Algorithmfor Regression Abhay Kumar • September 17, 2018 0 536 Data Science and Artificial Intelligence This entry is part 7 of 17 in the series Machine Learning Algorithms Introduction to Random Forest Algorithm: The goal of the blog post is to equip beginners with the basics of the Random Forest algorithm so that they can build their first model easily. Ensemble methods are supervised learning models which combine the predictions of multiple smaller models to improve predictive power and generalization. The smaller models that combine to make the ensemble model are referred to as base models. Ensemble methods often result in considerably higher performance than any of the individual base models. Free Step-by-step Guide To Become A Data Scientist Subscribe and get this detailed guide absolutely FREE Name Email Phone Download Now! Click to Refer Refer your Friends for Data Science Course and earn INR 10,000 / $200 per referral ×
- 2. Two popular familiesof ensemble methods BAGGING Several estimators are built independently on subsets of the data and their predictions are averaged. Typically, the combined estimator is usually better than any of the single base estimator. Bagging can reduce variance with little to no effect on bias. ex: Random Forests BOOSTING Base estimators are built sequentially. Each subsequent estimator focuses on the weaknesses of the previous estimators. In essence, several weak models “team up” to produce a powerful ensemble model. Boosting can reduce bias without incurring higher variance. ex: Gradient Boosted Trees, AdaBoost Bagging The ensemble method we will be using today is called bagging, which is short for bootstrap aggregating. Bagging builds multiple base models with resampled training data with replacement. We train k base classifiers on k different samples of training data. Using random subsets of the data to train base models promotes more differences between the base models. We can use the BaggingRegressor class to form an ensemble of regressors. One such Bagging algorithms are random forest regressor. A random forest regressor is a meta estimator that fits a number of classifying decision trees on various sub-samples of the dataset and uses averaging to improve the predictive accuracy and control over-fitting. The sub-sample size is always the same as the original input sample size but the samples are drawn with replacement if bootstrap=True (default). Random Forest Regressors uses some kind of splitting criterion to measure the quality of a split. Supported criteria are “MSE” for the mean squared error, which is equal to variance reduction as feature selection criterion, and “Mean Absolute Error” for the mean absolute error. Problem Statement: To predict the median prices of homes located in the Boston area given other attributes of the house. Data details Boston House Prices dataset
- 3. =========================== Notes ------ Data Set Characteristics: :Numberof Instances: 506 :Number of Attributes: 13 numeric/categorical predictive :Median Value (attribute 14) is usually the target :Attribute Information (in order): - CRIM per capita crime rate by town - ZN proportion of residential land zoned for lots over 25,000 sq.ft. - INDUS proportion of non-retail business acres per town - CHAS Charles River dummy variable (= 1 if tract bounds river; 0 otherwise) - NOX nitric oxides concentration (parts per 10 million) - RM average number of rooms per dwelling - AGE proportion of owner-occupied units built prior to 1940 - DIS weighted distances to five Boston employment centres - RAD index of accessibility to radial highways - TAX full-value property-tax rate per $10,000 - PTRATIO pupil-teacher ratio by town - B 1000(Bk - 0.63)^2 where Bk is the proportion of blacks by town - LSTAT % lower status of the population - MEDV Median value of owner-occupied homes in $1000's :Missing Attribute Values: None :Creator: Harrison, D. and Rubinfeld, D.L. This is a copy of UCI ML housing dataset. http://archive.ics.uci.edu/ml/datasets/Housing This dataset was taken from the StatLib library which is maintained at Carnegie Mellon University. The Boston house-price data of Harrison, D. and Rubinfeld, D.L. 'Hedonic prices and the demand for clean air', J. Environ. Economics & Management, vol.5, 81-102, 1978. Used in Belsley, Kuh & Welsch, 'Regression diagnostics ...', Wiley, 1980. N.B. Various transformations are used in the table on pages 244-261 of the latter. The Boston house-price data has been used in many machine learning papers that address regression problems. Tools used: Pandas Numpy Matplotlib scikit-learn Import necessary libraries Import the necessary modules from specific libraries. import numpy as np import pandas as pd %matplotlib inline import matplotlib.pyplot as plt from sklearn.model_selection import train_test_split from sklearn import datasets from sklearn.metrics import mean_squared_error from sklearn.ensemble import RandomForestRegressor Load the data set Use the pandas module to read the taxi data from the file system. Check few records of the dataset. # ############################################################################# # Load data
- 4. boston = datasets.load_boston() print(boston.data.shape,boston.target.shape) print(boston.feature_names) (506, 13) (506,) ['CRIM' 'ZN' 'INDUS' 'CHAS' 'NOX' 'RM' 'AGE' 'DIS' 'RAD' 'TAX' 'PTRATIO' 'B' 'LSTAT'] data = pd.DataFrame(boston.data,columns=boston.feature_names) data = pd.concat([data,pd.Series(boston.target,name='MEDV')],axis=1) data.head() CRIM ZN INDUS CHAS NOX RM AGE DIS RAD TAX PTRATIO B LSTAT MEDV 0 0.00632 18.0 2.31 0.0 0.538 6.575 65.2 4.0900 1.0 296.0 15.3 396.90 4.98 24.0 1 0.02731 0.0 7.07 0.0 0.469 6.421 78.9 4.9671 2.0 242.0 17.8 396.90 9.14 21.6 2 0.02729 0.0 7.07 0.0 0.469 7.185 61.1 4.9671 2.0 242.0 17.8 392.83 4.03 34.7 3 0.03237 0.0 2.18 0.0 0.458 6.998 45.8 6.0622 3.0 222.0 18.7 394.63 2.94 33.4 4 0.06905 0.0 2.18 0.0 0.458 7.147 54.2 6.0622 3.0 222.0 18.7 396.90 5.33 36.2 Select the predictor and target variables X = data.iloc[:,:-1] y = data.iloc[:,-1] Train test split : x_training_set, x_test_set, y_training_set, y_test_set = train_test_split(X,y,test_size=0.10, random_state=42, shuffle=True) Training/model fitting: Fit the model to selected supervised data n_estimators=100 # Fit regression model # Estimate the score on the entire dataset, with no missing values model = RandomForestRegressor(random_state=0, n_estimators=n_estimators) model.fit(x_training_set, y_training_set) Model parameters study : The coefficient R^2 is defined as (1 – u/v), where u is the residual sum of squares ((y_true – y_pred) ** 2).sum() and v is the total sum of squares ((y_true – y_true.mean()) ** 2).sum(). from sklearn.m etrics import mean_squared_error, r2_score model_score = model.score(x_training_set,y_training_set) # Have a look at R sq to give an idea of the fit , # Explained variance score: 1 is perfect prediction print(“ coefficient of determination R^2 of the prediction.: ',model_score) y_predicted = model.predict(x_test_set) # The mean squared error print("Mean squared error: %.2f"% mean_squared_error(y_test_set, y_predicted)) # Explained variance score: 1 is perfect prediction print('Test Variance score: %.2f' % r2_score(y_test_set, y_predicted)) Coefficient of determination R^2 of the prediction : 0.982022598521334 Mean squared error: 7.73 Test Variance score: 0.88 Accuracy report with test data : Let’s visualize the goodness of the fit with the predictions being visualized by a line # So let's run the model against the test data
- 5. This site usesAkismet to reduce spam. Learn how your comment data is processed. << Using Gradient Boosting for Regression Problems Linear Regression >> Edit Post from sklearn.model_selection import cross_val_predict fig, ax = plt.subplots() ax.scatter(y_test_set, y_predicted, edgecolors=(0, 0, 0)) ax.plot([y_test_set.min(), y_test_set.max()], [y_test_set.min(), y_test_set.max()], 'k--', lw=4) ax.set_xlabel('Actual') ax.set_ylabel('Predicted') ax.set_title("Ground Truth vs Predicted") plt.show() Conclusion: We can see that our R2 score and MSE are both very good. This means that we have found a well-fitting model to predict the median price value of a house. There can be a further improvement to the metric by doing some preprocessing before fitting the data. Series Navigation Related Random Forest July 12, 2018 In "Data Science and Artificial Intelligence" Introduction to Machine Learning Using Spark January 2, 2017 In "Big Data Hadoop & Spark" Data Science Glossary- Machine Learning Tools and Terminologies May 3, 2018 In "All Categories"