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ML4T/crypto_eval/AbstractTreeLearner.py

78 lines
2.6 KiB
Python

import numpy as np
class AbstractTreeLearner:
LEAF = -1
NA = -1
def author(self):
return 'felixm' # replace tb34 with your Georgia Tech username
def create_node(self, factor, split_value, left, right):
return np.array([(factor, split_value, left, right), ],
dtype='|i4, f4, i4, i4')
def query_point(self, point):
node_index = 0
while self.rel_tree[node_index][0] != self.LEAF:
node = self.rel_tree[node_index]
split_factor = node[0]
split_value = node[1]
if point[split_factor] <= split_value:
# Recurse into left sub-tree.
node_index += node[2]
else:
node_index += node[3]
v = self.rel_tree[node_index][1]
return v
def query(self, points):
"""
@summary: Estimate a set of test points given the model we built.
@param points: should be a numpy array with each row corresponding to a specific query.
@returns the estimated values according to the saved model.
"""
query_point = lambda p: self.query_point(p)
r = np.apply_along_axis(query_point, 1, points)
return r
def build_tree(self, xs, y):
"""
@summary: Build a decision tree from the training data.
@param dataX: X values of data to add
@param dataY: the Y training values
"""
assert(xs.shape[0] == y.shape[0])
assert(xs.shape[0] > 0) # If this is 0 something went wrong.
if xs.shape[0] <= self.leaf_size:
value = np.mean(y)
if value < -0.2:
value = -1
elif value > 0.2:
value = 1
else:
value = 0
return self.create_node(self.LEAF, value, self.NA, self.NA)
if np.all(y[0] == y):
return self.create_node(self.LEAF, y[0], self.NA, self.NA)
i, split_value = self.get_i_and_split_value(xs, y)
select_l = xs[:, i] <= split_value
select_r = xs[:, i] > split_value
lt = self.build_tree(xs[select_l], y[select_l])
rt = self.build_tree(xs[select_r], y[select_r])
root = self.create_node(i, split_value, 1, lt.shape[0] + 1)
root = np.concatenate([root, lt, rt])
return root
def addEvidence(self, data_x, data_y):
"""
@summary: Add training data to learner
@param dataX: X values of data to add
@param dataY: the Y training values
"""
self.rel_tree = self.build_tree(data_x, data_y)