3.2.4.3.5. sklearn.ensemble.GradientBoostingClassifier — scikit-learn 0.20.4 documentation (original) (raw)

Parameters:

loss : {‘deviance’, ‘exponential’}, optional (default=’deviance’)

loss function to be optimized. ‘deviance’ refers to deviance (= logistic regression) for classification with probabilistic outputs. For loss ‘exponential’ gradient boosting recovers the AdaBoost algorithm.

learning_rate : float, optional (default=0.1)

learning rate shrinks the contribution of each tree by learning_rate. There is a trade-off between learning_rate and n_estimators.

n_estimators : int (default=100)

The number of boosting stages to perform. Gradient boosting is fairly robust to over-fitting so a large number usually results in better performance.

subsample : float, optional (default=1.0)

The fraction of samples to be used for fitting the individual base learners. If smaller than 1.0 this results in Stochastic Gradient Boosting. subsample interacts with the parameter n_estimators. Choosing subsample < 1.0 leads to a reduction of variance and an increase in bias.

criterion : string, optional (default=”friedman_mse”)

The function to measure the quality of a split. Supported criteria are “friedman_mse” for the mean squared error with improvement score by Friedman, “mse” for mean squared error, and “mae” for the mean absolute error. The default value of “friedman_mse” is generally the best as it can provide a better approximation in some cases.

New in version 0.18.

min_samples_split : int, float, optional (default=2)

The minimum number of samples required to split an internal node:

• If int, then consider min_samples_split as the minimum number.
• If float, then min_samples_split is a fraction andceil(min_samples_split * n_samples) are the minimum number of samples for each split.

Changed in version 0.18: Added float values for fractions.

min_samples_leaf : int, float, optional (default=1)

The minimum number of samples required to be at a leaf node. A split point at any depth will only be considered if it leaves at least min_samples_leaf training samples in each of the left and right branches. This may have the effect of smoothing the model, especially in regression.

• If int, then consider min_samples_leaf as the minimum number.
• If float, then min_samples_leaf is a fraction andceil(min_samples_leaf * n_samples) are the minimum number of samples for each node.

Changed in version 0.18: Added float values for fractions.

min_weight_fraction_leaf : float, optional (default=0.)

The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Samples have equal weight when sample_weight is not provided.

max_depth : integer, optional (default=3)

maximum depth of the individual regression estimators. The maximum depth limits the number of nodes in the tree. Tune this parameter for best performance; the best value depends on the interaction of the input variables.

min_impurity_decrease : float, optional (default=0.)

A node will be split if this split induces a decrease of the impurity greater than or equal to this value.

The weighted impurity decrease equation is the following:

N_t / N * (impurity - N_t_R / N_t * right_impurity - N_t_L / N_t * left_impurity)

where N is the total number of samples, N_t is the number of samples at the current node, N_t_L is the number of samples in the left child, and N_t_R is the number of samples in the right child.

N, N_t, N_t_R and N_t_L all refer to the weighted sum, if sample_weight is passed.

New in version 0.19.

min_impurity_split : float, (default=1e-7)

Threshold for early stopping in tree growth. A node will split if its impurity is above the threshold, otherwise it is a leaf.

Deprecated since version 0.19: min_impurity_split has been deprecated in favor ofmin_impurity_decrease in 0.19. The default value ofmin_impurity_split will change from 1e-7 to 0 in 0.23 and it will be removed in 0.25. Use min_impurity_decrease instead.

init : estimator, optional

An estimator object that is used to compute the initial predictions. init has to provide fit and predict. If None it uses loss.init_estimator.

random_state : int, RandomState instance or None, optional (default=None)

If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.

max_features : int, float, string or None, optional (default=None)

The number of features to consider when looking for the best split:

• If int, then consider max_features features at each split.
• If float, then max_features is a fraction andint(max_features * n_features) features are considered at each split.
• If “auto”, then max_features=sqrt(n_features).
• If “sqrt”, then max_features=sqrt(n_features).
• If “log2”, then max_features=log2(n_features).
• If None, then max_features=n_features.

Choosing max_features < n_features leads to a reduction of variance and an increase in bias.

Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than max_features features.

verbose : int, default: 0

Enable verbose output. If 1 then it prints progress and performance once in a while (the more trees the lower the frequency). If greater than 1 then it prints progress and performance for every tree.

max_leaf_nodes : int or None, optional (default=None)

Grow trees with max_leaf_nodes in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes.

warm_start : bool, default: False

When set to True, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just erase the previous solution. See the Glossary.

presort : bool or ‘auto’, optional (default=’auto’)

Whether to presort the data to speed up the finding of best splits in fitting. Auto mode by default will use presorting on dense data and default to normal sorting on sparse data. Setting presort to true on sparse data will raise an error.

New in version 0.17: presort parameter.

validation_fraction : float, optional, default 0.1

The proportion of training data to set aside as validation set for early stopping. Must be between 0 and 1. Only used if n_iter_no_change is set to an integer.

New in version 0.20.

n_iter_no_change : int, default None

n_iter_no_change is used to decide if early stopping will be used to terminate training when validation score is not improving. By default it is set to None to disable early stopping. If set to a number, it will set aside validation_fraction size of the training data as validation and terminate training when validation score is not improving in all of the previous n_iter_no_change numbers of iterations.

New in version 0.20.

tol : float, optional, default 1e-4

Tolerance for the early stopping. When the loss is not improving by at least tol for n_iter_no_change iterations (if set to a number), the training stops.

New in version 0.20.

Attributes:

n_estimators_ : int

The number of estimators as selected by early stopping (ifn_iter_no_change is specified). Otherwise it is set ton_estimators.

New in version 0.20.

feature_importances_ : array, shape (n_features,)

Return the feature importances (the higher, the more important the feature).

oob_improvement_ : array, shape (n_estimators,)

The improvement in loss (= deviance) on the out-of-bag samples relative to the previous iteration.oob_improvement_[0] is the improvement in loss of the first stage over the init estimator.

train_score_ : array, shape (n_estimators,)

The i-th score train_score_[i] is the deviance (= loss) of the model at iteration i on the in-bag sample. If subsample == 1 this is the deviance on the training data.

loss_ : LossFunction

The concrete LossFunction object.

init_ : estimator

The estimator that provides the initial predictions. Set via the init argument or loss.init_estimator.

estimators_ : ndarray of DecisionTreeRegressor,shape (n_estimators, loss_.K)

The collection of fitted sub-estimators. loss_.K is 1 for binary classification, otherwise n_classes.