cl-random-forest

* cl-random-forest

[[http://quickdocs.org/cl-random-forest/][http://quickdocs.org/badge/cl-random-forest.svg]]
[[https://github.com/masatoi/cl-random-forest/actions?query=workflow%3ACI][https://github.com/masatoi/cl-random-forest/workflows/CI/badge.svg]]


Cl-random-forest is a implementation of Random Forest for multiclass classification and univariate regression written in Common Lisp. It also includes a implementation of Global Refinement of Random Forest (Ren, Cao, Wei and Sun. "Global Refinement of Random Forest" CVPR2015). This refinement makes faster and more accurate than standard Random Forest.

** Features and Limitations

- Faster and more accurate than other major implementations such as scikit-learn (Python/Cython) or ranger (R/C++)

|         | scikit-learn     | ranger           | cl-random-forest |
| MNIST   | 96.95%, 41.72sec | 97.17%, 69.34sec | *98.29%*, *12.68sec* |
| letter  | 96.38%, 2.569sec | 96.42%, *1.828sec* | *97.32%*, 3.497sec |
| covtype | 94.89%, 263.7sec | 83.95%, 139.0sec | *96.01%*, *103.9sec* |
| usps    | 93,47%, 3.583sec | 93.57%, 11.70sec | *94.96%*, *0.686sec* |

- Supporting parallelization of training and prediction (tested on SBCL, CCL)

- It also includes Global Pruning algorithm of Random Forest which can make the model extremely compact

- Currently, multivariate regression is not implemented

** Installation

In quicklisp’s local-projects directory,

#+BEGIN_SRC
git clone https://github.com/masatoi/cl-online-learning.git
git clone https://github.com/masatoi/cl-random-forest.git
#+END_SRC

In Lisp,

#+BEGIN_SRC lisp
(ql:quickload :cl-random-forest)
#+END_SRC

When using Roswell,

#+BEGIN_SRC 
ros install masatoi/cl-online-learning masatoi/cl-random-forest
#+END_SRC

** Usage
*** Classification
**** Prepare training dataset
A dataset consists of a target vector and a input data matrix.
For classification, the target vector should be a fixnum simple-vector and the data matrix should be a 2-dimensional single-float array whose row corresponds one datum.
Note that the target is a integer starting from 0.
For example, the following dataset is valid for 4-class classification with 2-dimensional input.

#+BEGIN_SRC lisp
(defparameter *target*
  (make-array 11 :element-type 'fixnum
                 :initial-contents '(0 0 1 1 2 2 2 3 3 3 3)))

(defparameter *datamatrix*
  (make-array '(11 2)
              :element-type 'single-float
              :initial-contents '((-1.0 -2.0)
                                  (-2.0 -1.5)
                                  (1.0 -2.0)
                                  (3.0 -1.5)
                                  (-2.0 2.0)
                                  (-3.0 1.0)
                                  (-2.0 1.0)
                                  (3.0 2.0)
                                  (2.0 2.0)
                                  (1.0 2.0)
                                  (1.0 1.0))))
#+END_SRC

[[./docs/img/clrf-example-simple.png]]

**** Make Decision Tree

To construct a decision tree, MAKE-DTREE function is available. This function receives the number of classes, the data matrix and the target vector and then returns a decision tree object. This function also receives optionally the max depth of the tree and the minimum number of samples in the region the tree divides and the number of trials of splits.

#+BEGIN_SRC lisp
(defparameter *n-class* 4)

(defparameter *dtree*
  (make-dtree *n-class* *datamatrix* *target*
              :max-depth 5 :min-region-samples 1 :n-trial 10))
#+END_SRC

Next, make a prediction from the constructed decision tree with PREDICT-DTREE function. For example, to predict the first datum in the data matrix with this decision tree, do as follows.

#+BEGIN_SRC lisp
(predict-dtree *dtree* *datamatrix* 0)
;; => 0 (correct class id)
#+END_SRC

To make predictions for the entire dataset and calculate the accuracy, use TEST-DTREE function.

#+BEGIN_SRC lisp
(test-dtree *dtree* *datamatrix* *target*)
;; Accuracy: 100.0%, Correct: 11, Total: 11
#+END_SRC

**** Make Random Forest

To construct a random forest, MAKE-FOREST function is available. In addition to the MAKE-DTREE function arguments, this function receives optionally the number of decision trees and the bagging ratio that is used for sampling from training data to construct each sub decision trees.

#+BEGIN_SRC lisp
(defparameter *forest*
  (make-forest *n-class* *datamatrix* *target*
               :n-tree 10 :bagging-ratio 1.0
               :max-depth 5 :min-region-samples 1 :n-trial 10))
#+END_SRC

Prediction and test of random forest are done in the almost same way as decision trees. PREDICT-FOREST function and TEST-FOREST function are available for each purpose.

#+BEGIN_SRC lisp
(predict-forest *forest* *datamatrix* 0)
;; => 0 (correct class id)

(test-forest *forest* *datamatrix* *target*)
;; Accuracy: 100.0%, Correct: 11, Total: 11
#+END_SRC

**** Global Refinement of Random Forest

Cl-random-forest has a way to improve pre-trained random forest using global information between each decision trees.
For this purpose, we make an another dataset from original dataset and pre-trained random forest. 
When an original datum input into the random forest, the datum enters into a region which corresponds one leaf node for each decision trees.
The datum of the new dataset represents which position of leaf node the original datum entered for each decision tree.
Then we train a linear classifier (AROW) using this new dataset and the original target.

#+BEGIN_SRC lisp
;; Make refine learner
(defparameter *forest-learner* (make-refine-learner *forest*))

;; Make refine dataset
(defparameter *forest-refine-dataset* (make-refine-dataset *forest* *datamatrix*))

;; Train refine learner
(train-refine-learner *forest-learner* *forest-refine-dataset* *target*)

;; Test refine learner
(test-refine-learner  *forest-learner* *forest-refine-dataset* *target*)
#+END_SRC

This TRAIN-REFINE-LEARNER function can be used to learn the dataset collectively, but it may be necessary to call this function several times until learning converges. TRAIN-REFINE-LEARNER-PROCESS function is used for training until converged.

#+BEGIN_SRC lisp
(train-refine-learner-process *forest-learner* *forest-refine-dataset* *target*
                              *forest-refine-dev-dataset* *dev-target*)
#+END_SRC

**** Global Pruning of Random Forest

***** Pruning
Global pruning is a method for compactization of the model size of the random forest using information of the global-refinement learner. A leaf node in a decision tree is no longer necessary when its corresponding element of the weight vector of the global-refinement learner has a small value norm.

To prune a forest destructively, after training the global-refinement learner, run PRUNING! function.

#+BEGIN_SRC lisp
;; Prune *forest*
(pruning! *forest* *forest-learner* 0.1)
#+END_SRC

The third argument is pruning rate. In this case, 10% leaf nodes are deleted.

***** Re-learning

After pruning, it is required to re-learn the global-refinement learner.

#+BEGIN_SRC lisp
;; Re-learning of refine-learner
(setf *forest-refine-dataset* (make-refine-dataset *forest* *datamatrix*))
(setf *forest-learner* (make-refine-learner *forest*))
(train-refine-learner *forest-learner* *forest-refine-dataset* *target*)
(test-refine-learner  *forest-learner* *forest-refine-dataset* *target*)
#+END_SRC

The following figure shows the accuracy for test dataset and the number of leaf nodes when repeating pruning and re-learning on the MNIST dataset. We can see that the performance hardly changes even if the number of leaf nodes decreases to about 1/10.

[[./docs/img/clrf-mnist-pruning.png]]

**** Parallelization
The following several functions can be parallelized with [[https://lparallel.org/][lparallel]].

- MAKE-FOREST
- MAKE-REGRESSION-FOREST
- MAKE-REFINE-DATASET
- TRAIN-REFINE-LEARNER

To enable/disable parallelization, set lparallel's kernel object. For example, to enable parallelization with 4 threads,

#+BEGIN_SRC lisp
;; Enable parallelization
(setf lparallel:*kernel* (lparallel:make-kernel 4))

;; Disable parallelization
(setf lparallel:*kernel* nil)
#+END_SRC

*** Regression
**** Prepare training dataset
In case of classification, the target is a vector of integer values, whereas in regression is a vector of continuous values.

#+BEGIN_SRC lisp
(defparameter *n* 100)

(defparameter *datamatrix*
  (let ((arr (make-array (list *n* 1) :element-type 'single-float)))
    (loop for i from 0 below *n* do
      (setf (aref arr i 0) (random-uniform (- pi) pi)))
    arr))

(defparameter *target*
  (let ((arr (make-array *n* :element-type 'single-float)))
    (loop for i from 0 below *n* do
      (setf (aref arr i) (+ (sin (aref *datamatrix* i 0))
                            (random-normal :sd 0.1))))
    arr))

(defparameter *test*
  (let ((arr (make-array (list *n* 1) :element-type 'single-float)))
    (loop for i from 0 below *n*
          for x from (- pi) to pi by (/ (* 2 pi) *n*)
          do (setf (aref arr i 0) x))
    arr))

(defparameter *test-target*
  (let ((arr (make-array *n* :element-type 'single-float)))
    (loop for i from 0 below *n* do
      (setf (aref arr i) (sin (aref *test* i 0))))
    arr))
#+END_SRC

**** Make Regression Tree

#+BEGIN_SRC lisp
;; Make regression tree
(defparameter *rtree*
  (make-rtree *datamatrix* *target* :max-depth 5 :min-region-samples 5 :n-trial 10))

;; Testing
(test-rtree *rtree* *test* *test-target*)
; RMSE: 0.09220732459820888

;; Make a prediction for first data point of test dataset
(predict-rtree *rtree* *test* 0)
; => -0.08374452528780077
#+END_SRC

**** Make Random Forest for Regression

#+BEGIN_SRC lisp
;; Make regression tree forest
(defparameter *rforest*
  (make-regression-forest *datamatrix* *target*
                          :n-tree 100 :bagging-ratio 0.6
                          :max-depth 5 :min-region-samples 5 :n-trial 10))

;; Testing
(test-regression-forest *rforest* *test* *test-target*)
; RMSE: 0.05006872795207973

;; Make a prediction for first data point of test dataset
(predict-regression-forest *rforest* *test* 0)
; => -0.16540771296145781
#+END_SRC

[[./docs/img/clrf-regression.png]]

** Author
Satoshi Imai (satoshi.imai@gmail.com)

** Licence
This software is released under the MIT License, see LICENSE.txt.


alexandria

cl-libsvm-format

cl-online-learning

cl-random-forest/cl-random-forest

lparallel

cl-random-forest/src/utils

cl-random-forest/example/classification/mnist

cl-random-forest/src/random-forest

cl-random-forest/src/reconstruction

cl-random-forest/example/reconstruction/mnist

cl-random-forest/example/regression/abalone

cl-random-forest/example/regression/cpusmall

cl-random-forest/example/regression/rastrigin

cl-random-forest/example/regression/simple-regression

cl-random-forest/src/feature-importance

prove-asdf

prove

trivial-garbage

uiop

cl-random-forest-test

cl-random-forest

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cl-random-forest

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cl-random-forest/example/regression/simple-regression

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cl-random-forest/src/random-forest

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