Machine Learning Workshop
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This document provides an overview of decision trees and random forests machine learning algorithms. It discusses how decision trees partition data to make predictions and how random forests address overfitting by creating an ensemble of decorrelated trees formed by bootstrap sampling and randomly selecting attributes at each split. The document demonstrates implementing decision trees and random forests in R on a wine dataset and compares their performance, with random forests achieving higher accuracy. It also discusses tuning random forests via grid search.
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Machine Learning Workshop
- 1. Hands on Classification: Decision Trees and Random Forests Predictive Analytics Meetup Group Machine Learning Workshop December 2, 2012 Daniel Gerlanc, Managing Director Enplus Advisors, Inc. www.enplusadvisors.com dgerlanc@enplusadvisors.com
- 2. © Daniel Gerlanc, 2012. All rights reserved. If you‟d like to use this material for any purpose, please contact dgerlanc@enplusadvisors.com
- 3. What You‟ll Learn • Intuition behind decision trees and random forests • Implementation in R • Assessing the results
- 4. Dataset • Chemical Analysis of Italian Wines • http://www.parvus.unige.it/ • 178 records, 14 attributes
- 5. Follow along > library(mlclass) > data(wine) > str(wine) 'data.frame': 178 obs. of 14 variables: $ Type : Factor w/ 2 levels "Grig","No": 2 2 2 2 2 2 2 2 2 2 ... $ Alcohol : num 14.2 13.2 13.2 14.4 13.2 ... $ Malic : num 1.71 1.78 2.36 1.95 2.59 1.76 1.87 2.15 1.64 1.35 ... $ Ash : num 2.43 2.14 2.67 2.5 2.87 2.45 2.45 2.61 2.17 2.27 ... $ Alcalinity : num 15.6 11.2 18.6 16.8 21 15.2 14.6 17.6 14 16 ...
- 6. What are Decision Trees? • Model for partitioning an input space
- 8. Create the 1 st split. Not G G See rf-1.R
- 9. Create the 2 nd Split Not G G G See rf-1.R
- 10. Create more splits… Not G G Not G G I drew this one in.
- 11. Another view of partitioning See rf-2.R
- 12. Use R to do the partitioning. tree.1 <- rpart(Type ~ ., data=wine) prp(tree.1, type=4, extra=2) • See the „rpart‟ and „rpart.plot‟ R packages. • Many parameters available to control the fit. See rf-2.R
- 13. Make predictions on a test dataset predict(tree.1, data=wine, type=“vector”)
- 14. How‟d it do? Guessing: 60.11% CART: 94.38% Accuracy • Precision: 92.95% (66 / 71) • Sensitivity/Recall: 92.95% (66 / 71) Actual Predicted Grig no Grig (1) 66 (3) 5 No (2) 5 (4) 102
- 15. Decision Tree Problems • Overfitting the data • May not use all relevant features • Perpendicular decision boundaries
- 16. Random Forests One Decision Tree Many Decision Trees (Ensemble)
- 17. Random Forest Fixes • Overfitting the data • May not use all relevant features • Perpendicular decision boundaries
- 18. Building RF For each tree: Sample from the data At each split, sample from the available variables
- 20. Sample Attributes at each split
- 21. Motivations for RF • Create uncorrelated trees • Variance reduction • Subspace exploration
- 22. Random Forests rffit.1 <- randomForest(Type ~ ., data=wine) See rf-3.R
- 23. RF Parameters in R Most important parameters are: Variable Description Default ntree Number of Trees 500 mtry Number of variables to randomly • square root of # predictors for select at each node classification • # predictors / 3 for regression nodesize Minimum number of records in a • 1 for classification terminal node • 5 for regression sampsize Number of records to select in each • 63.2% bootstrap sample
- 24. How‟d it do? Guessing Accuracy: 60.11% Random Forest: 98.31% Accuracy • Precision: 95.77% (68 / 71) • Sensitivity/Recall: 100% (68 / 68) Actual Predicted Grig No Grig (1) 68 (3) 3 No (2) 0 (4) 107
- 25. Tuning RF: Grid Search This is the default. See rf-4.R
- 27. Benefits of RF • Good performance with default settings • Relatively easy to make parallel • Many implementations • R, Weka, RapidMiner, Mahout
- 28. References • A. Liaw and M. Wiener (2002). Classification and Regression by randomForest. R News 2(3), 18--22. • Breiman, Leo. Classification and Regression Trees. Belmont, Calif: Wadsworth International Group, 1984. Print. • Brieman, Leo and Adele Cutler. Random forests. http://www.stat.berkeley.edu/~breiman/RandomForests/cc_contact.ht m
Hinweis der Redaktion
- John, Dave, and I have spoken a bit about the motivations for using Machine Learning techniques.
- John, Dave, and I have spoken a bit about the motivations for using Machine Learning techniques.