Class AdaBoost

java.lang.Object
smile.classification.AbstractClassifier<Tuple>
smile.classification.AdaBoost
All Implemented Interfaces:
Serializable, ToDoubleFunction<Tuple>, ToIntFunction<Tuple>, Classifier<Tuple>, DataFrameClassifier, SHAP<Tuple>, TreeSHAP
public class AdaBoost extends AbstractClassifier<Tuple> implements DataFrameClassifier, TreeSHAP
AdaBoost (Adaptive Boosting) classifier with decision trees. In principle, AdaBoost is a meta-algorithm, and can be used in conjunction with many other learning algorithms to improve their performance. In practice, AdaBoost with decision trees is probably the most popular combination. AdaBoost is adaptive in the sense that subsequent classifiers built are tweaked in favor of those instances misclassified by previous classifiers. AdaBoost is sensitive to noisy data and outliers. However, in some problems it can be less susceptible to the over-fitting problem than most learning algorithms.

AdaBoost calls a weak classifier repeatedly in a series of rounds from total T classifiers. For each call a distribution of weights is updated that indicates the importance of examples in the data set for the classification. On each round, the weights of each incorrectly classified example are increased (or alternatively, the weights of each correctly classified example are decreased), so that the new classifier focuses more on those examples.

The basic AdaBoost algorithm is only for binary classification problem. For multi-class classification, a common approach is reducing the multi-class classification problem to multiple two-class problems. This implementation is a multi-class AdaBoost without such reductions.

References

  1. Yoav Freund, Robert E. Schapire. A Decision-Theoretic Generalization of on-Line Learning and an Application to Boosting, 1995.
  2. Ji Zhu, Hui Zhou, Saharon Rosset and Trevor Hastie. Multi-class Adaboost, 2009.
See Also:

  • Constructor Details

    • AdaBoost

      public AdaBoost(Formula formula, int k, DecisionTree[] trees, double[] alpha, double[] error, double[] importance)
      Constructor.
      Parameters:
      formula - a symbolic description of the model to be fitted.
      k - the number of classes.
      trees - forest of decision trees.
      alpha - the weight of each decision tree.
      error - the weighted error of each decision tree during training.
      importance - variable importance

    • AdaBoost

      public AdaBoost(Formula formula, int k, DecisionTree[] trees, double[] alpha, double[] error, double[] importance, IntSet labels)
      Constructor.
      Parameters:
      formula - a symbolic description of the model to be fitted.
      k - the number of classes.
      trees - forest of decision trees.
      alpha - the weight of each decision tree.
      error - the weighted error of each decision tree during training.
      importance - variable importance
      labels - the class label encoder.

  • Method Details

    • fit

      public static AdaBoost fit(Formula formula, DataFrame data)
      Fits a AdaBoost model.
      Parameters:
      formula - a symbolic description of the model to be fitted.
      data - the data frame of the explanatory and response variables.
      Returns:
      the model.

    • fit

      public static AdaBoost fit(Formula formula, DataFrame data, AdaBoost.Options options)
      Fits a AdaBoost model.
      Parameters:
      formula - a symbolic description of the model to be fitted.
      data - the data frame of the explanatory and response variables.
      options - the hyperparameters.
      Returns:
      the model.

    • formula

      public Formula formula()
      Description copied from interface: DataFrameClassifier
      Returns the formula associated with the model.
      Specified by:
      formula in interface DataFrameClassifier
      Specified by:
      formula in interface TreeSHAP
      Returns:
      the formula associated with the model.

    • schema

      public StructType schema()
      Description copied from interface: DataFrameClassifier
      Returns the predictor schema.
      Specified by:
      schema in interface DataFrameClassifier
      Returns:
      the predictor schema.

    • importance

      public double[] importance()
      Returns the variable importance. Every time a split of a node is made on variable the (GINI, information gain, etc.) impurity criterion for the two descendent nodes is less than the parent node. Adding up the decreases for each individual variable over all trees in the forest gives a simple measure of variable importance.
      Returns:
      the variable importance

    • size

      public int size()
      Returns the number of trees in the model.
      Returns:
      the number of trees in the model

    • trees

      public DecisionTree[] trees()
      Returns the decision trees.
      Specified by:
      trees in interface TreeSHAP
      Returns:
      the decision trees.

    • trim

      public void trim(int ntrees)
      Trims the tree model set to a smaller size in case of over-fitting. Or if extra decision trees in the model don't improve the performance, we may remove them to reduce the model size and also improve the speed of prediction.
      Parameters:
      ntrees - the new (smaller) size of tree model set.

    • soft

      public boolean soft()
      Description copied from interface: Classifier
      Returns true if this is a soft classifier that can estimate the posteriori probabilities of classification.
      Specified by:
      soft in interface Classifier<Tuple>
      Returns:
      true if soft classifier.

    • predict

      public int predict(Tuple x)
      Description copied from interface: Classifier
      Predicts the class label of an instance.
      Specified by:
      predict in interface Classifier<Tuple>
      Parameters:
      x - the instance to be classified.
      Returns:
      the predicted class label.

    • predict

      public int predict(Tuple x, double[] posteriori)
      Predicts the class label of an instance and also calculate a posteriori probabilities.
      Specified by:
      predict in interface Classifier<Tuple>
      Parameters:
      x - an instance to be classified.
      posteriori - a posteriori probabilities on output.
      Returns:
      the predicted class label

    • test

      public int[][] test(DataFrame data)
      Test the model on a validation dataset.
      Parameters:
      data - the validation data.
      Returns:
      the predictions with first 1, 2, ..., decision trees.