# -*- coding: utf-8 -*-
import numpy as np
import sklearn
from sklearn.ensemble import RandomForestClassifier, ExtraTreesClassifier, RandomForestRegressor, ExtraTreesRegressor
from sklearn.tree import DecisionTreeRegressor, DecisionTreeClassifier, _tree
from distutils.version import LooseVersion
if LooseVersion(sklearn.__version__) < LooseVersion("0.17"):
raise Exception("treeinterpreter requires scikit-learn 0.17 or later")
def _get_tree_paths(tree, node_id, depth=0):
"""
Returns all paths through the tree as list of node_ids
"""
if node_id == _tree.TREE_LEAF:
raise ValueError("Invalid node_id %s" % _tree.TREE_LEAF)
left_child = tree.children_left[node_id]
right_child = tree.children_right[node_id]
if left_child != _tree.TREE_LEAF:
left_paths = _get_tree_paths(tree, left_child, depth=depth + 1)
right_paths = _get_tree_paths(tree, right_child, depth=depth + 1)
for path in left_paths:
path.append(node_id)
for path in right_paths:
path.append(node_id)
paths = left_paths + right_paths
else:
paths = [[node_id]]
return paths
def _predict_tree(model, X, joint_contribution=False):
"""
For a given DecisionTreeRegressor, DecisionTreeClassifier,
ExtraTreeRegressor, or ExtraTreeClassifier,
returns a triple of [prediction, bias and feature_contributions], such
that prediction ≈ bias + feature_contributions.
"""
leaves = model.apply(X)
paths = _get_tree_paths(model.tree_, 0)
for path in paths:
path.reverse()
leaf_to_path = {}
#map leaves to paths
for path in paths:
leaf_to_path[path[-1]] = path
# remove the single-dimensional inner arrays
values = model.tree_.value.squeeze(axis=1)
# reshape if squeezed into a single float
if len(values.shape) == 0:
values = np.array([values])
if isinstance(model, DecisionTreeRegressor):
biases = np.full(X.shape[0], values[paths[0][0]])
line_shape = X.shape[1]
elif isinstance(model, DecisionTreeClassifier):
# scikit stores category counts, we turn them into probabilities
normalizer = values.sum(axis=1)[:, np.newaxis]
normalizer[normalizer == 0.0] = 1.0
values /= normalizer
biases = np.tile(values[paths[0][0]], (X.shape[0], 1))
line_shape = (X.shape[1], model.n_classes_)
direct_prediction = values[leaves]
#make into python list, accessing values will be faster
values_list = list(values)
feature_index = list(model.tree_.feature)
contributions = []
if joint_contribution:
for row, leaf in enumerate(leaves):
path = leaf_to_path[leaf]
path_features = set()
contributions.append({})
for i in range(len(path) - 1):
path_features.add(feature_index[path[i]])
contrib = values_list[path[i+1]] - \
values_list[path[i]]
#path_features.sort()
contributions[row][tuple(sorted(path_features))] = \
contributions[row].get(tuple(sorted(path_features)), 0) + contrib
return direct_prediction, biases, contributions
else:
unique_leaves = np.unique(leaves)
unique_contributions = {}
for row, leaf in enumerate(unique_leaves):
for path in paths:
if leaf == path[-1]:
break
contribs = np.zeros(line_shape)
for i in range(len(path) - 1):
contrib = values_list[path[i+1]] - \
values_list[path[i]]
contribs[feature_index[path[i]]] += contrib
unique_contributions[leaf] = contribs
for row, leaf in enumerate(leaves):
contributions.append(unique_contributions[leaf])
return direct_prediction, biases, np.array(contributions)
def _iterative_mean(iter, current_mean, x):
"""
Iteratively calculates mean using
http://www.heikohoffmann.de/htmlthesis/node134.html
:param iter: non-negative integer, iteration
:param current_mean: numpy array, current value of mean
:param x: numpy array, new value to be added to mean
:return: numpy array, updated mean
"""
return current_mean + ((x - current_mean) / (iter + 1))
def _predict_forest(model, X, joint_contribution=False):
"""
For a given RandomForestRegressor, RandomForestClassifier,
ExtraTreesRegressor, or ExtraTreesClassifier returns a triple of
[prediction, bias and feature_contributions], such that prediction ≈ bias +
feature_contributions.
"""
if joint_contribution:
biases = []
contributions = []
predictions = []
for tree in model.estimators_:
pred, bias, contribution = _predict_tree(tree, X, joint_contribution=joint_contribution)
biases.append(bias)
contributions.append(contribution)
predictions.append(pred)
total_contributions = []
for i in range(len(X)):
contr = {}
for j, dct in enumerate(contributions):
for k in set(dct[i]).union(set(contr.keys())):
contr[k] = (contr.get(k, 0)*j + dct[i].get(k,0) ) / (j+1)
total_contributions.append(contr)
for i, item in enumerate(contribution):
total_contributions[i]
sm = sum([v for v in contribution[i].values()])
return (np.mean(predictions, axis=0), np.mean(biases, axis=0),
total_contributions)
else:
mean_pred = None
mean_bias = None
mean_contribution = None
for i, tree in enumerate(model.estimators_):
pred, bias, contribution = _predict_tree(tree, X)
if i < 1: # first iteration
mean_bias = bias
mean_contribution = contribution
mean_pred = pred
else:
mean_bias = _iterative_mean(i, mean_bias, bias)
mean_contribution = _iterative_mean(i, mean_contribution, contribution)
mean_pred = _iterative_mean(i, mean_pred, pred)
return mean_pred, mean_bias, mean_contribution
def predict(model, X, joint_contribution=False):
""" Returns a triple (prediction, bias, feature_contributions), such
that prediction ≈ bias + feature_contributions.
Parameters
----------
model : DecisionTreeRegressor, DecisionTreeClassifier,
ExtraTreeRegressor, ExtraTreeClassifier,
RandomForestRegressor, RandomForestClassifier,
ExtraTreesRegressor, ExtraTreesClassifier
Scikit-learn model on which the prediction should be decomposed.
X : array-like, shape = (n_samples, n_features)
Test samples.
joint_contribution : boolean
Specifies if contributions are given individually from each feature,
or jointly over them
Returns
-------
decomposed prediction : triple of
* prediction, shape = (n_samples) for regression and (n_samples, n_classes)
for classification
* bias, shape = (n_samples) for regression and (n_samples, n_classes) for
classification
* contributions, If joint_contribution is False then returns and array of
shape = (n_samples, n_features) for regression or
shape = (n_samples, n_features, n_classes) for classification, denoting
contribution from each feature.
If joint_contribution is True, then shape is array of size n_samples,
where each array element is a dict from a tuple of feature indices to
to a value denoting the contribution from that feature tuple.
"""
# Only single out response variable supported,
if model.n_outputs_ > 1:
raise ValueError("Multilabel classification trees not supported")
if (isinstance(model, DecisionTreeClassifier) or
isinstance(model, DecisionTreeRegressor)):
return _predict_tree(model, X, joint_contribution=joint_contribution)
elif (isinstance(model, RandomForestClassifier) or
isinstance(model, ExtraTreesClassifier) or
isinstance(model, RandomForestRegressor) or
isinstance(model, ExtraTreesRegressor)):
return _predict_forest(model, X, joint_contribution=joint_contribution)
else:
raise ValueError("Wrong model type. Base learner needs to be a "
"DecisionTreeClassifier or DecisionTreeRegressor.")
