NeuroTreeModels

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Models ​

NeuroTreeRegressor ​

NeuroTreeModels.NeuroTreeRegressor Type

NeuroTreeRegressor(; kwargs...)

A model type for constructing a NeuroTreeRegressor, based on NeuroTreeModels.jl, and implementing both an internal API and the MLJ model interface.

Hyper-parameters

  • loss=:mse: Loss to be be minimized during training. One of:

    • :mse

    • :mae

    • :logloss

    • :gaussian_mle

  • metric=nothing: evaluation metric tracked on deval. Can be one of:

    • :mse

    • :mae

    • :logloss

    • :gaussian_mle

  • nrounds=100: Max number of rounds (epochs).

  • lr=1.0f-2: Learning rate. Must be > 0. A lower eta results in slower learning, typically requiring a higher nrounds.

  • wd=0.f0: Weight decay applied to the gradients by the optimizer.

  • batchsize=2048: Batch size.

  • actA=:tanh: Activation function applied to each of input variable for determination of split node weight. Can be one of:

    • :tanh

    • :identity

  • depth=6: Depth of a tree. Must be >= 1. A tree of depth 1 has 2 prediction leaf nodes. A complete tree of depth N contains 2^N terminal leaves and 2^N - 1 split nodes. Compute cost is proportional to 2^depth. Typical optimal values are in the 3 to 5 range.

  • ntrees=64: Number of trees (per stack).

  • hidden_size=16: Size of hidden layers. Applicable only when stack_size > 1.

  • stack_size=1: Number of stacked NeuroTree blocks.

  • init_scale=1.0: Scaling factor applied to the predictions weights. Values in the ]0, 1] short result in best performance.

  • MLE_tree_split=false: Whether independent models are buillt for each of the 2 parameters (mu, sigma) of the the gaussian_mle loss.

  • rng=123: Either an integer used as a seed to the random number generator or an actual random number generator (::Random.AbstractRNG).

  • device=:cpu: Device on which to perform the computation, either :cpu or :gpu

  • gpuID=0: GPU device to use, only relveant if device = :gpu

Internal API

Do config = NeuroTreeRegressor() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in NeuroTreeRegressor(loss=:logloss, depth=5, ...).

Training model

A model is trained using fit:

julia
m = fit(config, dtrain; feature_names, target_name, kwargs...)

Inference

Models act as a functor. returning predictions when called as a function with features as argument:

julia
m(data)

MLJ Interface

From MLJ, the type can be imported using:

julia
NeuroTreeRegressor = @load NeuroTreeRegressor pkg=NeuroTreeModels

Do model = NeuroTreeRegressor() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in NeuroTreeRegressor(loss=...).

Training model

In MLJ or MLJBase, bind an instance model to data with mach = machine(model, X, y) where

  • X: any table of input features (eg, a DataFrame) whose columns each have one of the following element scitypes: Continuous, Count, or <:OrderedFactor; check column scitypes with schema(X)

  • y: is the target, which can be any AbstractVector whose element scitype is <:Continuous; check the scitype with scitype(y)

Train the machine using fit!(mach, rows=...).

Operations

  • predict(mach, Xnew): return predictions of the target given features Xnew having the same scitype as X above.

Fitted parameters

The fields of fitted_params(mach) are:

  • :fitresult: The NeuroTreeModel object.

Report

The fields of report(mach) are:

  • :features: The names of the features encountered in training.

Examples

Internal API

julia
using NeuroTreeModels, DataFrames
config = NeuroTreeRegressor(depth=5, nrounds=10)
nobs, nfeats = 1_000, 5
dtrain = DataFrame(randn(nobs, nfeats), :auto)
dtrain.y = rand(nobs)
feature_names, target_name = names(dtrain, r"x"), "y"
m = fit(config, dtrain; feature_names, target_name)
p = m(dtrain)

MLJ Interface

julia
using MLJBase, NeuroTreeModels
m = NeuroTreeRegressor(depth=5, nrounds=10)
X, y = @load_boston
mach = machine(m, X, y) |> fit!
p = predict(mach, X)

source

NeuroTreeClassifier ​

NeuroTreeModels.NeuroTreeClassifier Type
julia
NeuroTreeClassifier(; kwargs...)

A model type for constructing a NeuroTreeClassifier, based on NeuroTreeModels.jl, and implementing both an internal API and the MLJ model interface.

Hyper-parameters

  • nrounds=100: Max number of rounds (epochs).

  • lr=1.0f-2: Learning rate. Must be > 0. A lower eta results in slower learning, typically requiring a higher nrounds.

  • wd=0.f0: Weight decay applied to the gradients by the optimizer.

  • batchsize=2048: Batch size.

  • actA=:tanh: Activation function applied to each of input variable for determination of split node weight. Can be one of:

    • :tanh

    • :identity

  • depth=6: Depth of a tree. Must be >= 1. A tree of depth 1 has 2 prediction leaf nodes. A complete tree of depth N contains 2^N terminal leaves and 2^N - 1 split nodes. Compute cost is proportional to 2^depth. Typical optimal values are in the 3 to 5 range.

  • ntrees=64: Number of trees (per stack).

  • hidden_size=16: Size of hidden layers. Applicable only when stack_size > 1.

  • stack_size=1: Number of stacked NeuroTree blocks.

  • init_scale=1.0: Scaling factor applied to the predictions weights. Values in the ]0, 1] short result in best performance.

  • MLE_tree_split=false: Whether independent models are buillt for each of the 2 parameters (mu, sigma) of the the gaussian_mle loss.

  • rng=123: Either an integer used as a seed to the random number generator or an actual random number generator (::Random.AbstractRNG).

  • device=:cpu: Device on which to perform the computation, either :cpu or :gpu

  • gpuID=0: GPU device to use, only relveant if device = :gpu

Internal API

Do config = NeuroTreeClassifier() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in NeuroTreeClassifier(depth=5, ...).

Training model

A model is trained using fit:

julia
m = fit(config, dtrain; feature_names, target_name, kwargs...)

Inference

Models act as a functor. returning predictions when called as a function with features as argument:

julia
m(data)

MLJ Interface

From MLJ, the type can be imported using:

julia
NeuroTreeClassifier = @load NeuroTreeClassifier pkg=NeuroTreeModels

Do model = NeuroTreeClassifier() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in NeuroTreeClassifier(loss=...).

Training model

In MLJ or MLJBase, bind an instance model to data with mach = machine(model, X, y) where

  • X: any table of input features (eg, a DataFrame) whose columns each have one of the following element scitypes: Continuous, Count, or <:OrderedFactor; check column scitypes with schema(X)

  • y: is the target, which can be any AbstractVector whose element scitype is <:Finite; check the scitype with scitype(y)

Train the machine using fit!(mach, rows=...).

Operations

  • predict(mach, Xnew): return predictions of the target given features Xnew having the same scitype as X above.

Fitted parameters

The fields of fitted_params(mach) are:

  • :fitresult: The NeuroTreeModel object.

Report

The fields of report(mach) are:

  • :features: The names of the features encountered in training.

Examples

Internal API

julia
using NeuroTreeModels, DataFrames, CategoricalArrays, Random 
config = NeuroTreeClassifier(depth=5, nrounds=10)
nobs, nfeats = 1_000, 5
dtrain = DataFrame(randn(nobs, nfeats), :auto)
dtrain.y = categorical(rand(1:2, nobs))
feature_names, target_name = names(dtrain, r"x"), "y"
m = fit(config, dtrain; feature_names, target_name)
p = m(dtrain)

MLJ Interface

julia
using MLJBase, NeuroTreeModels
m = NeuroTreeClassifier(depth=5, nrounds=10)
X, y = @load_crabs
mach = machine(m, X, y) |> fit!
p = predict(mach, X)

source

NeuroTreeModel ​

NeuroTreeModels.NeuroTreeModel Type
julia
NeuroTreeModel

A NeuroTreeModel is made of a collection of Tree, either regular NeuroTree or StackTree. Prediction is the sum of all the trees composing a NeuroTreeModel.

source