RandomForest::getFeatureImportances() method (#47)

* RandomForest::getFeatureImportances() method

* CsvDataset update for column names

src/Phpml/Classification/DecisionTree.php

@@ -56,6 +56,17 @@ class DecisionTree implements Classifier
      */
     private $numUsableFeatures = 0;
 
+    /**
+     * @var array
+     */
+    private $featureImportances = null;
+
+    /**
+     *
+     * @var array
+     */
+    private $columnNames = null;
+
     /**
      * @param int $maxDepth
      */
@@ -76,6 +87,21 @@ class DecisionTree implements Classifier
         $this->columnTypes = $this->getColumnTypes($this->samples);
         $this->labels = array_keys(array_count_values($this->targets));
         $this->tree = $this->getSplitLeaf(range(0, count($this->samples) - 1));
+
+        // Each time the tree is trained, feature importances are reset so that
+        // we will have to compute it again depending on the new data
+        $this->featureImportances = null;
+
+        // If column names are given or computed before, then there is no
+        // need to init it and accidentally remove the previous given names
+        if ($this->columnNames === null) {
+            $this->columnNames = range(0, $this->featureCount - 1);
+        } elseif (count($this->columnNames) > $this->featureCount) {
+            $this->columnNames = array_slice($this->columnNames, 0, $this->featureCount);
+        } elseif (count($this->columnNames) < $this->featureCount) {
+            $this->columnNames = array_merge($this->columnNames,
+                range(count($this->columnNames), $this->featureCount - 1));
+        }
     }
 
     protected function getColumnTypes(array $samples)
@@ -164,6 +190,7 @@ class DecisionTree implements Classifier
                 $split->value = $baseValue;
                 $split->giniIndex = $gini;
                 $split->columnIndex = $i;
+                $split->isContinuous = $this->columnTypes[$i] == self::CONTINUOS;
                 $split->records = $records;
                 $bestSplit = $split;
                 $bestGiniVal = $gini;
@@ -292,6 +319,25 @@ class DecisionTree implements Classifier
         }
 
         $this->numUsableFeatures = $numFeatures;
+
+        return $this;
+    }
+
+    /**
+     * A string array to represent columns. Useful when HTML output or
+     * column importances are desired to be inspected.
+     *
+     * @param array $names
+     * @return $this
+     */
+    public function setColumnNames(array $names)
+    {
+        if ($this->featureCount != 0 && count($names) != $this->featureCount) {
+            throw new \Exception("Length of the given array should be equal to feature count ($this->featureCount)");
+        }
+
+        $this->columnNames = $names;
+
         return $this;
     }
 
@@ -300,7 +346,80 @@ class DecisionTree implements Classifier
      */
     public function getHtml()
     {
-        return $this->tree->__toString();
+        return $this->tree->getHTML($this->columnNames);
+    }
+
+    /**
+     * This will return an array including an importance value for
+     * each column in the given dataset. The importance values are
+     * normalized and their total makes 1.<br/>
+     *
+     * @param array $labels
+     * @return array
+     */
+    public function getFeatureImportances()
+    {
+        if ($this->featureImportances !== null) {
+            return $this->featureImportances;
+        }
+
+        $sampleCount = count($this->samples);
+        $this->featureImportances = [];
+        foreach ($this->columnNames as $column => $columnName) {
+            $nodes = $this->getSplitNodesByColumn($column, $this->tree);
+
+            $importance = 0;
+            foreach ($nodes as $node) {
+                $importance += $node->getNodeImpurityDecrease($sampleCount);
+            }
+
+            $this->featureImportances[$columnName] = $importance;
+        }
+
+        // Normalize & sort the importances
+        $total = array_sum($this->featureImportances);
+        if ($total > 0) {
+            foreach ($this->featureImportances as &$importance) {
+                $importance /= $total;
+            }
+            arsort($this->featureImportances);
+        }
+
+        return $this->featureImportances;
+    }
+
+    /**
+     * Collects and returns an array of internal nodes that use the given
+     * column as a split criteron
+     *
+     * @param int $column
+     * @param DecisionTreeLeaf
+     * @param array $collected
+     *
+     * @return array
+     */
+    protected function getSplitNodesByColumn($column, DecisionTreeLeaf $node)
+    {
+        if (!$node || $node->isTerminal) {
+            return [];
+        }
+
+        $nodes = [];
+        if ($node->columnIndex == $column) {
+            $nodes[] = $node;
+        }
+
+        $lNodes = [];
+        $rNodes = [];
+        if ($node->leftLeaf) {
+            $lNodes = $this->getSplitNodesByColumn($column, $node->leftLeaf);
+        }
+        if ($node->rightLeaf) {
+            $rNodes = $this->getSplitNodesByColumn($column, $node->rightLeaf);
+        }
+        $nodes = array_merge($nodes, $lNodes, $rNodes);
+
+        return $nodes;
     }
 
     /**

src/Phpml/Classification/DecisionTree/DecisionTreeLeaf.php

@@ -6,7 +6,6 @@ namespace Phpml\Classification\DecisionTree;
 
 class DecisionTreeLeaf
 {
-    const OPERATOR_EQ = '=';
     /**
      * @var string
      */
@@ -45,6 +44,11 @@ class DecisionTreeLeaf
      */
     public $isTerminal = false;
 
+    /**
+     * @var bool
+     */
+    public $isContinuous = false;
+
     /**
      * @var float
      */
@@ -62,7 +66,7 @@ class DecisionTreeLeaf
     public function evaluate($record)
     {
         $recordField = $record[$this->columnIndex];
-        if (is_string($this->value) && preg_match("/^([<>=]{1,2})\s*(.*)/", $this->value, $matches)) {
+        if ($this->isContinuous && preg_match("/^([<>=]{1,2})\s*(.*)/", strval($this->value), $matches)) {
             $op = $matches[1];
             $value= floatval($matches[2]);
             $recordField = strval($recordField);
@@ -72,13 +76,51 @@ class DecisionTreeLeaf
         return $recordField == $this->value;
     }
 
-    public function __toString()
+    /**
+     * Returns Mean Decrease Impurity (MDI) in the node.
+     * For terminal nodes, this value is equal to 0
+     *
+     * @return float
+     */
+    public function getNodeImpurityDecrease(int $parentRecordCount)
+    {
+        if ($this->isTerminal) {
+            return 0.0;
+        }
+
+        $nodeSampleCount = (float)count($this->records);
+        $iT = $this->giniIndex;
+
+        if ($this->leftLeaf) {
+            $pL = count($this->leftLeaf->records)/$nodeSampleCount;
+            $iT -= $pL * $this->leftLeaf->giniIndex;
+        }
+
+        if ($this->rightLeaf) {
+            $pR = count($this->rightLeaf->records)/$nodeSampleCount;
+            $iT -= $pR * $this->rightLeaf->giniIndex;
+        }
+
+        return $iT * $nodeSampleCount / $parentRecordCount;
+    }
+
+    /**
+     * Returns HTML representation of the node including children nodes
+     *
+     * @param $columnNames
+     * @return string
+     */
+    public function getHTML($columnNames = null)
     {
         if ($this->isTerminal) {
             $value = "<b>$this->classValue</b>";
         } else {
             $value = $this->value;
-            $col = "col_$this->columnIndex";
+            if ($columnNames !== null) {
+                $col = $columnNames[$this->columnIndex];
+            } else {
+                $col = "col_$this->columnIndex";
+            }
             if (! preg_match("/^[<>=]{1,2}/", $value)) {
                 $value = "=$value";
             }
@@ -89,13 +131,13 @@ class DecisionTreeLeaf
         if ($this->leftLeaf || $this->rightLeaf) {
             $str .='<tr>';
             if ($this->leftLeaf) {
-                $str .="<td valign=top><b>| Yes</b><br>$this->leftLeaf</td>";
+                $str .="<td valign=top><b>| Yes</b><br>" . $this->leftLeaf->getHTML($columnNames) . "</td>";
             } else {
                 $str .='<td></td>';
             }
             $str .='<td>&nbsp;</td>';
             if ($this->rightLeaf) {
-                $str .="<td valign=top align=right><b>No |</b><br>$this->rightLeaf</td>";
+                $str .="<td valign=top align=right><b>No |</b><br>" . $this->rightLeaf->getHTML($columnNames) . "</td>";
             } else {
                 $str .='<td></td>';
             }
@@ -104,4 +146,14 @@ class DecisionTreeLeaf
         $str .= '</table>';
         return $str;
     }
+
+    /**
+     * HTML representation of the tree without column names
+     *
+     * @return string
+     */
+    public function __toString()
+    {
+        return $this->getHTML();
+    }
 }

src/Phpml/Classification/Ensemble/Bagging.php

@@ -53,7 +53,7 @@ class Bagging implements Classifier
     /**
      * @var float
      */
-    protected $subsetRatio = 0.5;
+    protected $subsetRatio = 0.7;
 
     /**
      * @var array
@@ -120,7 +120,7 @@ class Bagging implements Classifier
         $this->featureCount = count($samples[0]);
         $this->numSamples = count($this->samples);
 
-        // Init classifiers and train them with random sub-samples
+        // Init classifiers and train them with bootstrap samples
         $this->classifiers = $this->initClassifiers();
         $index = 0;
         foreach ($this->classifiers as $classifier) {
@@ -134,16 +134,14 @@ class Bagging implements Classifier
      * @param int $index
      * @return array
      */
-    protected function getRandomSubset($index)
+    protected function getRandomSubset(int $index)
     {
-        $subsetLength = (int)ceil(sqrt($this->numSamples));
-        $denom = $this->subsetRatio / 2;
-        $subsetLength = $this->numSamples / (1 / $denom);
-        $index = $index * $subsetLength % $this->numSamples;
         $samples = [];
         $targets = [];
-        for ($i=0; $i<$subsetLength * 2; $i++) {
-            $rand = rand($index, $this->numSamples - 1);
+        srand($index);
+        $bootstrapSize = $this->subsetRatio * $this->numSamples;
+        for ($i=0; $i < $bootstrapSize; $i++) {
+            $rand = rand(0, $this->numSamples - 1);
             $samples[] = $this->samples[$rand];
             $targets[] = $this->targets[$rand];
         }

src/Phpml/Classification/Ensemble/RandomForest.php

@@ -16,6 +16,18 @@ class RandomForest extends Bagging
      */
     protected $featureSubsetRatio = 'log';
 
+    /**
+     * @var array
+     */
+    protected $columnNames = null;
+
+    /**
+     * Initializes RandomForest with the given number of trees. More trees
+     * may increase the prediction performance while it will also substantially
+     * increase the processing time and the required memory
+     *
+     * @param type $numClassifier
+     */
     public function __construct($numClassifier = 50)
     {
         parent::__construct($numClassifier);
@@ -24,14 +36,13 @@ class RandomForest extends Bagging
     }
 
     /**
-     * This method is used to determine how much of the original columns (features)
+     * This method is used to determine how many of the original columns (features)
      * will be used to construct subsets to train base classifiers.<br>
      *
      * Allowed values: 'sqrt', 'log' or any float number between 0.1 and 1.0 <br>
      *
-     * If there are many features that diminishes classification performance, then
-     * small values should be preferred, otherwise, with low number of features,
-     * default value (0.7) will result in satisfactory performance.
+     * Default value for the ratio is 'log' which results in log(numFeatures, 2) + 1
+     * features to be taken into consideration while selecting subspace of features
      *
      * @param mixed $ratio string or float should be given
      * @return $this
@@ -65,6 +76,55 @@ class RandomForest extends Bagging
         return parent::setClassifer($classifier, $classifierOptions);
     }
 
+    /**
+     * This will return an array including an importance value for
+     * each column in the given dataset. Importance values for a column
+     * is the average importance of that column in all trees in the forest
+     *
+     * @return array
+     */
+    public function getFeatureImportances()
+    {
+        // Traverse each tree and sum importance of the columns
+        $sum = [];
+        foreach ($this->classifiers as $tree) {
+            /* @var $tree DecisionTree */
+            $importances = $tree->getFeatureImportances();
+
+            foreach ($importances as $column => $importance) {
+                if (array_key_exists($column, $sum)) {
+                    $sum[$column] += $importance;
+                } else {
+                    $sum[$column] = $importance;
+                }
+            }
+        }
+
+        // Normalize & sort the importance values
+        $total = array_sum($sum);
+        foreach ($sum as &$importance) {
+            $importance /= $total;
+        }
+
+        arsort($sum);
+
+        return $sum;
+    }
+
+    /**
+     * A string array to represent the columns is given. They are useful
+     * when trying to print some information about the trees such as feature importances
+     *
+     * @param array $names
+     * @return $this
+     */
+    public function setColumnNames(array $names)
+    {
+        $this->columnNames = $names;
+
+        return $this;
+    }
+
     /**
      * @param DecisionTree $classifier
      * @param int $index
@@ -84,6 +144,12 @@ class RandomForest extends Bagging
             $featureCount = $this->featureCount;
         }
 
-        return $classifier->setNumFeatures($featureCount);
+        if ($this->columnNames === null) {
+            $this->columnNames = range(0, $this->featureCount - 1);
+        }
+
+        return $classifier
+                ->setColumnNames($this->columnNames)
+                ->setNumFeatures($featureCount);
     }
 }

src/Phpml/Dataset/CsvDataset.php

@@ -8,6 +8,11 @@ use Phpml\Exception\FileException;
 
 class CsvDataset extends ArrayDataset
 {
+    /**
+     * @var array
+     */
+    protected $columnNames;
+
     /**
      * @param string $filepath
      * @param int    $features
@@ -26,7 +31,10 @@ class CsvDataset extends ArrayDataset
         }
 
         if ($headingRow) {
-            fgets($handle);
+            $data = fgetcsv($handle, 1000, ',');
+            $this->columnNames = array_slice($data, 0, $features);
+        } else {
+            $this->columnNames = range(0, $features - 1);
         }
 
         while (($data = fgetcsv($handle, 1000, ',')) !== false) {
@@ -35,4 +43,12 @@ class CsvDataset extends ArrayDataset
         }
         fclose($handle);
     }
+
+    /**
+     * @return array
+     */
+    public function getColumnNames()
+    {
+        return $this->columnNames;
+    }
 }