decision_forest.h

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// Author: AI Werkstatt (TM)
// (C) Copyright 2019, AI Werkstatt (TM) www.aiwerkstatt.com. All rights reserved.

#ifndef KOHO_DECISION_FOREST_H
#define KOHO_DECISION_FOREST_H

#include "decision_tree.h"

namespace koho {

// =============================================================================
// Decision Forest Classifier
// =============================================================================

    class DecisionForestClassifier {

    protected:
        std::vector<std::string>  classes;
        ClassesIdx_t              n_classes;
        std::vector<std::string>  features;
        FeaturesIdx_t             n_features;

        // Hyperparameters
        unsigned long             n_estimators;
        bool                      bootstrap;
        bool                      oob_score;
        std::string               class_balance;
        TreeDepthIdx_t            max_depth;
        FeaturesIdx_t             max_features;
        unsigned long             max_thresholds;
        std::string               missing_values;

        // Random Number Generator
        RandomState               random_state;

        // Model
        std::vector<DecisionTreeClassifier> dtc_; // underlying sub-estimators

        // Performance Characteristics
        double                    oob_score_; // Out_Of-Bag estimate

    public:

        DecisionForestClassifier(std::vector<std::string>   classes,
                                 ClassesIdx_t               n_classes,
                                 std::vector<std::string>   features,
                                 FeaturesIdx_t              n_features,
                                 unsigned long              n_estimators = 100,
                                 bool                       bootstrap = false,
                                 bool                       oob_score = false,
                                 std::string const&         class_balance = "balanced",
                                 TreeDepthIdx_t             max_depth = 3,
                                 FeaturesIdx_t              max_features = 0,
                                 unsigned long              max_thresholds = 0,
                                 std::string const&         missing_values = "None",
                                 long                       random_state_seed = 0);


        void fit(Features_t*   X,
                 Classes_t*    y,
                 SamplesIdx_t  n_samples);


        void predict_proba(Features_t *X,
                           SamplesIdx_t n_samples,
                           double *y_prob);


        void predict(Features_t *X,
                     SamplesIdx_t n_samples,
                     Classes_t *y);


        double score(Features_t*   X,
                     Classes_t*    y,
                     SamplesIdx_t  n_samples);


        void  calculate_feature_importances(double*  importances);


        void  export_graphviz(std::string const& filename, bool rotate=false);


        void export_graphviz(std::string const& filename, unsigned long e, bool rotate);


        std::string  export_text(unsigned long e);


        void  export_serialize(std::string const& filename);


        static  DecisionForestClassifier  import_deserialize(std::string const& filename);

        void  serialize(std::ofstream& fout);
        static  DecisionForestClassifier  deserialize(std::ifstream& fin);
    };

} // namespace koho

#endif