from sklearn import tree from sklearn import ensemble from sklearn.grid_search import GridSearchCV import numpy as np def gmean(a, axis=0, dtype=None): if not isinstance(a, np.ndarray): # if not an ndarray object attempt to convert it log_a = np.log(np.array(a, dtype=dtype)) elif dtype: # Must change the default dtype allowing array type if isinstance(a,np.ma.MaskedArray): log_a = np.log(np.ma.asarray(a, dtype=dtype)) else: log_a = np.log(np.asarray(a, dtype=dtype)) else: log_a = np.log(a) return np.exp(log_a.mean(axis=axis)) def nrmse(y_ground, y): N = y.size rmsd = np.sqrt(np.sum((y_ground - y)**2)/N) return rmsd/(np.max(y_ground) - np.min(y_ground)) def train_model(X, Y, profiles, perf, metric): p = np.random.permutation(X.shape[0]) X = X[p,:] Y = Y[p,:] Y = np.array([perf(xx, yy) for xx, yy in zip(X, Y)]) Y[np.isinf(Y)] = 0 #Train the model cut = int(0.9*X.shape[0]) XTr, YTr = X[:cut,:], Y[:cut,:] XCv, YCv = X[cut:,:], Y[cut:,:] nrmses = {} for N in range(1,20): for depth in range(1,20): clf = ensemble.RandomForestRegressor(N, max_depth=depth).fit(XTr, YTr) t = np.argmax(clf.predict(XCv), axis = 1) y = np.array([YCv[i,t[i]] for i in range(t.size)]) ground = np.max(YCv[:,:], axis=1) nrmses[clf] = nrmse(ground, y) clf = min(nrmses, key=nrmses.get) print 'The optimal classifer has NRMSE = %.2g (%d estimators and the max depth is %d'%(nrmses[clf], clf.n_estimators, clf.max_depth) return clf