This repository provides an implementation of random forests designed for conditional density estimation (https://arxiv.org/abs/1804.05753). R and python packages are available. For installation details and package-specific documentation see the subdirectories r and python. Both languages use a common C++ library which can be found in the cpp subdirectory.
We apply RFCDE to photometric redshift estimation for the LSST DESC DC-1. For members of the LSST DESC, you can find information on obtaining the data here.
import numpy as np
import pandas as pd
import rfcde
# Read in data
def process_data(feature_file, has_z=False):
"""Processes buzzard data"""
df = pd.read_table(feature_file, sep=" ")
df["ug"] = df["u"] - df["g"]
df.assign(ug = df.u - df.g,
gr = df.g - df.r,
ri = df.r - df.i,
iz = df.i - df.z,
zy = df.z - df.y,
ug_err = np.sqrt(df['u.err'] ** 2 + df['g.err'] ** 2),
gr_err = np.sqrt(df['g.err'] ** 2 + df['r.err'] ** 2),
ri_err = np.sqrt(df['r.err'] ** 2 + df['i.err'] ** 2),
iz_err = np.sqrt(df['i.err'] ** 2 + df['z.err'] ** 2),
zy_err = np.sqrt(df['z.err'] ** 2 + df['y.err'] ** 2))
if has_z:
z = df.redshift.as_matrix()
df.drop('redshift', axis=1, inplace=True)
else:
z = None
return df.as_matrix(), z
x_train, z_train = process_data('buzzard_spec_witherrors_mass.txt', has_z=True)
x_test, _ = process_data('buzzard_phot_witherrors_mass.txt', has_z=False)
# Fit the model
n_trees = 1000
mtry = 4
node_size = 20
n_basis = 31
forest = rfcde.RFCDE(n_trees=n_trees, mtry=mtry, node_size=node_size, n_basis=n_basis)
forest.train(x_train, z_train)
# Make predictions
bandwidth = 0.005
n_grid = 200
z_grid = np.linspace(0, 2, n_grid)
density = forest.predict(x_test, z_grid, bandwidth)Functional RFCDE (fRFCDE) is a variant of RFCDE which can efficiently handle functional input (https://arxiv.org/abs/1906.07177). In this variant, functional covariates are grouped together according to a Poisson process with parameter λ. It is included within the r and python package and the parameter λ can be set as follows:
import numpy as np
import rfcde
# Parameters
n_trees = 1000 # Number of trees in the forest
mtry = 4 # Number of variables to potentially split at in each node
node_size = 20 # Smallest node size
n_basis = 15 # Number of basis functions
bandwidth = 0.2 # Kernel bandwith - used for prediction only
lambda_param = 10 # Poisson Process parameter
# Fit the model
functional_forest = rfcde.RFCDE(n_trees=n_trees, mtry=mtry, node_size=node_size,
n_basis=n_basis)
functional_forest.train(x_train, y_train, flamba=lambda_param)
# ... Same as RFCDE for prediction ...library(RFCDE)
# Parameters
n_trees <- 1000 # Number of trees in the forest
mtry <- 4 # Number of variables to potentially split at in each node
node_size <- 20 # Smallest node size
n_basis <- 15 # Number of basis functions
bandwidth <- 0.2 # Kernel bandwith - used for prediction only
lambda_param <- 10 # Poisson Process parameter
# Fit the model
functional_forest <- RFCDE::RFCDE(x_train, y_train, n_trees = n_trees, mtry = mtry,
node_size = node_size, n_basis = n_basis,
flambda = lambda_param)
# ... Same as RFCDE for prediction ...@article{pospisil2018rfcde,
title={RFCDE: Random Forests for Conditional Density Estimation},
author={Pospisil, Taylor and Lee, Ann B},
journal={arXiv preprint arXiv:1804.05753},
year={2018}
}
@article{pospisil2019(f)rfcde,
title={(f)RFCDE: Random Forests for Conditional Density Estimation and Functional Data},
author={Pospisil, Taylor and Lee, Ann B},
journal={arXiv preprint arXiv:1906.07177},
year={2019}
}
- Make sure that
statsmodelsis updated at the latest version - there an issue with version0.8.0in whichdatetoolsis not correctly imported; - There might be issues installing on Mac OS Mojave, as there are known issues with XCode 10.X (this Stack Overflow article gives a more in-depth explanations).
If the pip installation does not work, try
- Set the global variable
export MACOSX_DEPLOYMENT_TARGET=10.X(where 10.X is the OS version - for Mojave is 10.14), and then re-run the installation - Include
CFLAGS='-stdlib=libstdc++'before pip install command, soCFLAGS='-stdlib=libstdc++' pip install rfcde
- Set the global variable
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