Using the predict_proba() function of RandomForestClassifier in the safe and right way

A RandomForestClassifier is a collection of DecisionTreeClassifier‘s. No matter how big your training set, a decision tree simply returns: a decision. One class has probability 1, the other classes have probability 0. The RandomForest simply votes among the results. predict_proba() returns the number of votes for each class (each tree in the forest makes its … Read more

How do you access tree depth in Python’s scikit-learn?

Each instance of RandomForestClassifier has an estimators_ attribute, which is a list of DecisionTreeClassifier instances. The documentation shows that an instance of DecisionTreeClassifier has a tree_ attribute, which is an instance of the (undocumented, I believe) Tree class. Some exploration in the interpreter shows that each Tree instance has a max_depth parameter which appears to … Read more

Unbalanced classification using RandomForestClassifier in sklearn

You can pass sample weights argument to Random Forest fit method sample_weight : array-like, shape = [n_samples] or None Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. In the case of classification, … Read more

Plot trees for a Random Forest in Python with Scikit-Learn

Assuming your Random Forest model is already fitted, first you should first import the export_graphviz function: from sklearn.tree import export_graphviz In your for cycle you could do the following to generate the dot file export_graphviz(tree_in_forest, feature_names=X.columns, filled=True, rounded=True) The next line generates a png file os.system(‘dot -Tpng tree.dot -o tree.png’)

Understanding max_features parameter in RandomForestRegressor

Straight from the documentation: [max_features] is the size of the random subsets of features to consider when splitting a node. So max_features is what you call m. When max_features=”auto”, m = p and no feature subset selection is performed in the trees, so the “random forest” is actually a bagged ensemble of ordinary regression trees. … Read more

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