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