/*----------------------------------------------------------------------*/
void regForest(double *x, double *ypred, int *mdim, int *n,
int *ntree, int *lDaughter, int *rDaughter,
SMALL_INT *nodestatus, int *nrnodes, double *xsplit,
double *avnodes, int *mbest, int *treeSize, int *cat,
int maxcat, int *keepPred, double *allpred, int doProx,
double *proxMat, int *nodes, int *nodex) {
int i, j, idx1, idx2, *junk;
double *ytree;
junk = NULL;
ytree = (double *) calloc(*n, sizeof(double));
if (*nodes) {
zeroInt(nodex, *n * *ntree);
} else {
zeroInt(nodex, *n);
}
if (doProx) zeroDouble(proxMat, *n * *n);
if (*keepPred) zeroDouble(allpred, *n * *ntree);
idx1 = 0;
idx2 = 0;
for (i = 0; i < *ntree; ++i) {
zeroDouble(ytree, *n);
predictRegTree(x, *n, *mdim, lDaughter + idx1, rDaughter + idx1,
nodestatus + idx1, ytree, xsplit + idx1,
avnodes + idx1, mbest + idx1, treeSize[i], cat, maxcat,
nodex + idx2);
for (j = 0; j < *n; ++j) ypred[j] += ytree[j];
if (*keepPred) {
for (j = 0; j < *n; ++j) allpred[j + i * *n] = ytree[j];
}
/* if desired, do proximities for this round */
if (doProx) computeProximity(proxMat, 0, nodex + idx2, junk,
junk, *n);
idx1 += *nrnodes; /* increment the offset */
if (*nodes) idx2 += *n;
}
for (i = 0; i < *n; ++i) ypred[i] /= *ntree;
if (doProx) {
for (i = 0; i < *n; ++i) {
for (j = i + 1; j < *n; ++j) {
proxMat[i + j * *n] /= *ntree;
proxMat[j + i * *n] = proxMat[i + j * *n];
}
proxMat[i + i * *n] = 1.0;
}
}
free(ytree);
}
void oldunpack(int l, int npack, int *icat) {
/*
* npack is a long integer. The sub. returns icat, an integer of zeroes and
* ones corresponding to the coefficients in the binary expansion of npack.
*/
int i;
zeroInt(icat, 32);
icat[0] = npack % 2;
for (i = 1; i < l; ++i) {
npack = (npack - icat[i-1]) / 2;
icat[i] = npack % 2;
}
}
/*
* Modified by A. Liaw 1/10/2003 (Deal with cutoff)
* Re-written in C by A. Liaw 3/08/2004
*/
void oob(int nsample, int nclass, int *jin, int *cl, int *jtr, int *jerr,
int *counttr, int *out, double *errtr, int *jest,
double *cutoff) {
int j, n, noob, *noobcl, ntie;
double qq, smax, smaxtr;
noobcl = (int *) S_alloc_alt(nclass, sizeof(int));
zeroInt(jerr, nsample);
zeroDouble(errtr, nclass+1);
noob = 0;
for (n = 0; n < nsample; ++n) {
if (out[n]) {
noob++;
noobcl[cl[n]-1]++;
smax = 0.0;
smaxtr = 0.0;
ntie = 1;
for (j = 0; j < nclass; ++j) {
qq = (((double) counttr[j + n*nclass]) / out[n]) / cutoff[j];
if (j+1 != cl[n]) smax = (qq > smax) ? qq : smax;
/* if vote / cutoff is larger than current max, re-set max and
* change predicted class to the current class */
if (qq > smaxtr) {
smaxtr = qq;
jest[n] = j+1;
}
/* break tie at random */
if (qq == smaxtr) {
ntie++;
if (unif_rand() > 1.0 / ntie) {
smaxtr = qq;
jest[n] = j+1;
}
}
}
if (jest[n] != cl[n]) {
errtr[cl[n]] += 1.0;
errtr[0] += 1.0;
jerr[n] = 1;
}
}
}
errtr[0] /= noob;
for (n = 1; n <= nclass; ++n) errtr[n] /= noobcl[n-1];
free(noobcl);
}
/*====================================================================*/
void predictRegTree(double *x, int nsample, int mdim,
int *lDaughter, int *rDaughter, SMALL_INT *nodestatus,
double *ypred, double *split, double *nodepred,
int *splitVar, int treeSize, int *cat, int maxcat,
int *nodex) {
int i, j, k, m, *cbestsplit = NULL;
unsigned int npack;
/* decode the categorical splits */
if (maxcat > 1) {
cbestsplit = (int *) calloc(maxcat * treeSize, sizeof(int));
zeroInt(cbestsplit, maxcat * treeSize);
for (i = 0; i < treeSize; ++i) {
if (nodestatus[i] != NODE_TERMINAL && cat[splitVar[i] - 1] > 1) {
npack = (unsigned int) split[i];
/* unpack `npack' into bits */
for (j = 0; npack; npack >>= 1, ++j) {
cbestsplit[j + i*maxcat] = npack & 1;
}
}
}
void classRF(double *x, int *dimx, int *cl, int *ncl, int *cat, int *maxcat,
int *sampsize, int *strata, int *Options, int *ntree, int *nvar,
int *ipi, double *classwt, double *cut, int *nodesize,
int *outcl, int *counttr, double *prox,
double *imprt, double *impsd, double *impmat, int *nrnodes,
int *ndbigtree, int *nodestatus, int *bestvar, int *treemap,
int *nodeclass, double *xbestsplit, double *errtr,
int *testdat, double *xts, int *clts, int *nts, double *countts,
int *outclts, int labelts, double *proxts, double *errts,
int *inbag) {
/******************************************************************
* C wrapper for random forests: get input from R and drive
* the Fortran routines.
*
* Input:
*
* x: matrix of predictors (transposed!)
* dimx: two integers: number of variables and number of cases
* cl: class labels of the data
* ncl: number of classes in the responsema
* cat: integer vector of number of classes in the predictor;
* 1=continuous
* maxcat: maximum of cat
* Options: 7 integers: (0=no, 1=yes)
* add a second class (for unsupervised RF)?
* 1: sampling from product of marginals
* 2: sampling from product of uniforms
* assess variable importance?
* calculate proximity?
* calculate proximity based on OOB predictions?
* calculate outlying measure?
* how often to print output?
* keep the forest for future prediction?
* ntree: number of trees
* nvar: number of predictors to use for each split
* ipi: 0=use class proportion as prob.; 1=use supplied priors
* pi: double vector of class priors
* nodesize: minimum node size: no node with fewer than ndsize
* cases will be split
*
* Output:
*
* outcl: class predicted by RF
* counttr: matrix of votes (transposed!)
* imprt: matrix of variable importance measures
* impmat: matrix of local variable importance measures
* prox: matrix of proximity (if iprox=1)
******************************************************************/
int nsample0, mdim, nclass, addClass, mtry, ntest, nsample, ndsize,
mimp, nimp, near, nuse, noutall, nrightall, nrightimpall,
keepInbag, nstrata;
int jb, j, n, m, k, idxByNnode, idxByNsample, imp, localImp, iprox,
oobprox, keepf, replace, stratify, trace, *nright,
*nrightimp, *nout, *nclts, Ntree;
int *out, *bestsplitnext, *bestsplit, *nodepop, *jin, *nodex,
*nodexts, *nodestart, *ta, *ncase, *jerr, *varUsed,
*jtr, *classFreq, *idmove, *jvr,
*at, *a, *b, *mind, *nind, *jts, *oobpair;
int **strata_idx, *strata_size, last, ktmp, anyEmpty, ntry;
double av=0.0;
double *tgini, *tx, *wl, *classpop, *tclasscat, *tclasspop, *win,
*tp, *wr;
//Do initialization for COKUS's Random generator
seedMT(2*rand()+1); //works well with odd number so why don't use that
addClass = Options[0];
imp = Options[1];
localImp = Options[2];
iprox = Options[3];
oobprox = Options[4];
trace = Options[5];
keepf = Options[6];
replace = Options[7];
stratify = Options[8];
keepInbag = Options[9];
mdim = dimx[0];
nsample0 = dimx[1];
nclass = (*ncl==1) ? 2 : *ncl;
ndsize = *nodesize;
Ntree = *ntree;
mtry = *nvar;
ntest = *nts;
nsample = addClass ? (nsample0 + nsample0) : nsample0;
mimp = imp ? mdim : 1;
nimp = imp ? nsample : 1;
near = iprox ? nsample0 : 1;
if (trace == 0) trace = Ntree + 1;
/*printf("\nmdim %d, nclass %d, nrnodes %d, nsample %d, ntest %d\n", mdim, nclass, *nrnodes, nsample, ntest);
printf("\noobprox %d, mdim %d, nsample0 %d, Ntree %d, mtry %d, mimp %d", oobprox, mdim, nsample0, Ntree, mtry, mimp);
printf("\nstratify %d, replace %d",stratify,replace);
printf("\n");*/
tgini = (double *) S_alloc_alt(mdim, sizeof(double));
wl = (double *) S_alloc_alt(nclass, sizeof(double));
wr = (double *) S_alloc_alt(nclass, sizeof(double));
classpop = (double *) S_alloc_alt(nclass* *nrnodes, sizeof(double));
tclasscat = (double *) S_alloc_alt(nclass*32, sizeof(double));
tclasspop = (double *) S_alloc_alt(nclass, sizeof(double));
tx = (double *) S_alloc_alt(nsample, sizeof(double));
win = (double *) S_alloc_alt(nsample, sizeof(double));
tp = (double *) S_alloc_alt(nsample, sizeof(double));
out = (int *) S_alloc_alt(nsample, sizeof(int));
bestsplitnext = (int *) S_alloc_alt(*nrnodes, sizeof(int));
bestsplit = (int *) S_alloc_alt(*nrnodes, sizeof(int));
nodepop = (int *) S_alloc_alt(*nrnodes, sizeof(int));
nodestart = (int *) S_alloc_alt(*nrnodes, sizeof(int));
jin = (int *) S_alloc_alt(nsample, sizeof(int));
nodex = (int *) S_alloc_alt(nsample, sizeof(int));
nodexts = (int *) S_alloc_alt(ntest, sizeof(int));
ta = (int *) S_alloc_alt(nsample, sizeof(int));
ncase = (int *) S_alloc_alt(nsample, sizeof(int));
jerr = (int *) S_alloc_alt(nsample, sizeof(int));
varUsed = (int *) S_alloc_alt(mdim, sizeof(int));
jtr = (int *) S_alloc_alt(nsample, sizeof(int));
jvr = (int *) S_alloc_alt(nsample, sizeof(int));
classFreq = (int *) S_alloc_alt(nclass, sizeof(int));
jts = (int *) S_alloc_alt(ntest, sizeof(int));
idmove = (int *) S_alloc_alt(nsample, sizeof(int));
at = (int *) S_alloc_alt(mdim*nsample, sizeof(int));
a = (int *) S_alloc_alt(mdim*nsample, sizeof(int));
b = (int *) S_alloc_alt(mdim*nsample, sizeof(int));
mind = (int *) S_alloc_alt(mdim, sizeof(int));
nright = (int *) S_alloc_alt(nclass, sizeof(int));
nrightimp = (int *) S_alloc_alt(nclass, sizeof(int));
nout = (int *) S_alloc_alt(nclass, sizeof(int));
if (oobprox) {
oobpair = (int *) S_alloc_alt(near*near, sizeof(int));
}
//printf("nsample=%d\n", nsample);
/* Count number of cases in each class. */
zeroInt(classFreq, nclass);
for (n = 0; n < nsample; ++n) classFreq[cl[n] - 1] ++;
/* Normalize class weights. */
//Rprintf("ipi %d ",*ipi);
//for(n=0;n<nclass;n++) Rprintf("%d: %d, %f,",n,classFreq[n],classwt[n]);
normClassWt(cl, nsample, nclass, *ipi, classwt, classFreq);
//for(n=0;n<nclass;n++) Rprintf("%d: %d, %f,",n,classFreq[n],classwt[n]);
if (stratify) {
/* Count number of strata and frequency of each stratum. */
nstrata = 0;
for (n = 0; n < nsample0; ++n)
if (strata[n] > nstrata) nstrata = strata[n];
/* Create the array of pointers, each pointing to a vector
* of indices of where data of each stratum is. */
strata_size = (int *) S_alloc_alt(nstrata, sizeof(int));
for (n = 0; n < nsample0; ++n) {
strata_size[strata[n] - 1] ++;
}
strata_idx = (int **) S_alloc_alt(nstrata, sizeof(int *));
for (n = 0; n < nstrata; ++n) {
strata_idx[n] = (int *) S_alloc_alt(strata_size[n], sizeof(int));
}
zeroInt(strata_size, nstrata);
for (n = 0; n < nsample0; ++n) {
strata_size[strata[n] - 1] ++;
strata_idx[strata[n] - 1][strata_size[strata[n] - 1] - 1] = n;
}
} else {
nind = replace ? NULL : (int *) S_alloc_alt(nsample, sizeof(int));
}
/* INITIALIZE FOR RUN */
if (*testdat) zeroDouble(countts, ntest * nclass);
zeroInt(counttr, nclass * nsample);
zeroInt(out, nsample);
zeroDouble(tgini, mdim);
zeroDouble(errtr, (nclass + 1) * Ntree);
if (labelts) {
nclts = (int *) S_alloc_alt(nclass, sizeof(int));
for (n = 0; n < ntest; ++n) nclts[clts[n]-1]++;
zeroDouble(errts, (nclass + 1) * Ntree);
}
//printf("labelts %d\n",labelts);fflush(stdout);
if (imp) {
zeroDouble(imprt, (nclass+2) * mdim);
zeroDouble(impsd, (nclass+1) * mdim);
if (localImp) zeroDouble(impmat, nsample * mdim);
}
if (iprox) {
zeroDouble(prox, nsample0 * nsample0);
if (*testdat) zeroDouble(proxts, ntest * (ntest + nsample0));
}
makeA(x, mdim, nsample, cat, at, b);
//R_CheckUserInterrupt();
/* Starting the main loop over number of trees. */
GetRNGstate();
if (trace <= Ntree) {
/* Print header for running output. */
Rprintf("ntree OOB");
for (n = 1; n <= nclass; ++n) Rprintf("%7i", n);
if (labelts) {
Rprintf("| Test");
for (n = 1; n <= nclass; ++n) Rprintf("%7i", n);
}
Rprintf("\n");
}
idxByNnode = 0;
idxByNsample = 0;
//Rprintf("addclass %d, ntree %d, cl[300]=%d", addClass,Ntree,cl[299]);
for(jb = 0; jb < Ntree; jb++) {
//Rprintf("addclass %d, ntree %d, cl[300]=%d", addClass,Ntree,cl[299]);
//printf("jb=%d,\n",jb);
/* Do we need to simulate data for the second class? */
if (addClass) createClass(x, nsample0, nsample, mdim);
do {
zeroInt(nodestatus + idxByNnode, *nrnodes);
zeroInt(treemap + 2*idxByNnode, 2 * *nrnodes);
zeroDouble(xbestsplit + idxByNnode, *nrnodes);
zeroInt(nodeclass + idxByNnode, *nrnodes);
zeroInt(varUsed, mdim);
/* TODO: Put all sampling code into a function. */
/* drawSample(sampsize, nsample, ); */
if (stratify) { /* stratified sampling */
zeroInt(jin, nsample);
zeroDouble(tclasspop, nclass);
zeroDouble(win, nsample);
if (replace) { /* with replacement */
for (n = 0; n < nstrata; ++n) {
for (j = 0; j < sampsize[n]; ++j) {
ktmp = (int) (unif_rand() * strata_size[n]);
k = strata_idx[n][ktmp];
tclasspop[cl[k] - 1] += classwt[cl[k] - 1];
win[k] += classwt[cl[k] - 1];
jin[k] = 1;
}
}
} else { /* stratified sampling w/o replacement */
/* re-initialize the index array */
zeroInt(strata_size, nstrata);
for (j = 0; j < nsample; ++j) {
strata_size[strata[j] - 1] ++;
strata_idx[strata[j] - 1][strata_size[strata[j] - 1] - 1] = j;
}
/* sampling without replacement */
for (n = 0; n < nstrata; ++n) {
last = strata_size[n] - 1;
for (j = 0; j < sampsize[n]; ++j) {
ktmp = (int) (unif_rand() * (last+1));
k = strata_idx[n][ktmp];
swapInt(strata_idx[n][last], strata_idx[n][ktmp]);
last--;
tclasspop[cl[k] - 1] += classwt[cl[k]-1];
win[k] += classwt[cl[k]-1];
jin[k] = 1;
}
}
}
} else { /* unstratified sampling */
anyEmpty = 0;
ntry = 0;
do {
zeroInt(jin, nsample);
zeroDouble(tclasspop, nclass);
zeroDouble(win, nsample);
if (replace) {
for (n = 0; n < *sampsize; ++n) {
k = unif_rand() * nsample;
tclasspop[cl[k] - 1] += classwt[cl[k]-1];
win[k] += classwt[cl[k]-1];
jin[k] = 1;
}
} else {
for (n = 0; n < nsample; ++n) nind[n] = n;
last = nsample - 1;
for (n = 0; n < *sampsize; ++n) {
ktmp = (int) (unif_rand() * (last+1));
k = nind[ktmp];
swapInt(nind[ktmp], nind[last]);
last--;
tclasspop[cl[k] - 1] += classwt[cl[k]-1];
win[k] += classwt[cl[k]-1];
jin[k] = 1;
}
}
/* check if any class is missing in the sample */
for (n = 0; n < nclass; ++n) {
if (tclasspop[n] == 0) anyEmpty = 1;
}
ntry++;
} while (anyEmpty && ntry <= 10);
}
/* If need to keep indices of inbag data, do that here. */
if (keepInbag) {
for (n = 0; n < nsample0; ++n) {
inbag[n + idxByNsample] = jin[n];
}
}
/* Copy the original a matrix back. */
memcpy(a, at, sizeof(int) * mdim * nsample);
modA(a, &nuse, nsample, mdim, cat, *maxcat, ncase, jin);
#ifdef WIN64
F77_CALL(_buildtree)
#endif
#ifndef WIN64
F77_CALL(buildtree)
#endif
(a, b, cl, cat, maxcat, &mdim, &nsample,
&nclass,
treemap + 2*idxByNnode, bestvar + idxByNnode,
bestsplit, bestsplitnext, tgini,
nodestatus + idxByNnode, nodepop,
nodestart, classpop, tclasspop, tclasscat,
ta, nrnodes, idmove, &ndsize, ncase,
&mtry, varUsed, nodeclass + idxByNnode,
ndbigtree + jb, win, wr, wl, &mdim,
&nuse, mind);
/* if the "tree" has only the root node, start over */
} while (ndbigtree[jb] == 1);
Xtranslate(x, mdim, *nrnodes, nsample, bestvar + idxByNnode,
bestsplit, bestsplitnext, xbestsplit + idxByNnode,
nodestatus + idxByNnode, cat, ndbigtree[jb]);
/* Get test set error */
if (*testdat) {
predictClassTree(xts, ntest, mdim, treemap + 2*idxByNnode,
nodestatus + idxByNnode, xbestsplit + idxByNnode,
bestvar + idxByNnode,
nodeclass + idxByNnode, ndbigtree[jb],
cat, nclass, jts, nodexts, *maxcat);
TestSetError(countts, jts, clts, outclts, ntest, nclass, jb+1,
errts + jb*(nclass+1), labelts, nclts, cut);
}
/* Get out-of-bag predictions and errors. */
predictClassTree(x, nsample, mdim, treemap + 2*idxByNnode,
nodestatus + idxByNnode, xbestsplit + idxByNnode,
bestvar + idxByNnode,
nodeclass + idxByNnode, ndbigtree[jb],
cat, nclass, jtr, nodex, *maxcat);
zeroInt(nout, nclass);
noutall = 0;
for (n = 0; n < nsample; ++n) {
if (jin[n] == 0) {
/* increment the OOB votes */
counttr[n*nclass + jtr[n] - 1] ++;
/* count number of times a case is OOB */
out[n]++;
/* count number of OOB cases in the current iteration.
* nout[n] is the number of OOB cases for the n-th class.
* noutall is the number of OOB cases overall. */
nout[cl[n] - 1]++;
noutall++;
}
}
/* Compute out-of-bag error rate. */
oob(nsample, nclass, jin, cl, jtr, jerr, counttr, out,
errtr + jb*(nclass+1), outcl, cut);
if ((jb+1) % trace == 0) {
Rprintf("%5i: %6.2f%%", jb+1, 100.0*errtr[jb * (nclass+1)]);
for (n = 1; n <= nclass; ++n) {
Rprintf("%6.2f%%", 100.0 * errtr[n + jb * (nclass+1)]);
}
if (labelts) {
Rprintf("| ");
for (n = 0; n <= nclass; ++n) {
Rprintf("%6.2f%%", 100.0 * errts[n + jb * (nclass+1)]);
}
}
Rprintf("\n");
//R_CheckUserInterrupt();
}
/* DO VARIABLE IMPORTANCE */
if (imp) {
nrightall = 0;
/* Count the number of correct prediction by the current tree
* among the OOB samples, by class. */
zeroInt(nright, nclass);
for (n = 0; n < nsample; ++n) {
/* out-of-bag and predicted correctly: */
if (jin[n] == 0 && jtr[n] == cl[n]) {
nright[cl[n] - 1]++;
nrightall++;
}
}
for (m = 0; m < mdim; ++m) {
if (varUsed[m]) {
nrightimpall = 0;
zeroInt(nrightimp, nclass);
for (n = 0; n < nsample; ++n) tx[n] = x[m + n*mdim];
/* Permute the m-th variable. */
permuteOOB(m, x, jin, nsample, mdim);
/* Predict the modified data using the current tree. */
predictClassTree(x, nsample, mdim, treemap + 2*idxByNnode,
nodestatus + idxByNnode,
xbestsplit + idxByNnode,
bestvar + idxByNnode,
nodeclass + idxByNnode, ndbigtree[jb],
cat, nclass, jvr, nodex, *maxcat);
/* Count how often correct predictions are made with
* the modified data. */
for (n = 0; n < nsample; n++) {
if (jin[n] == 0) {
if (jvr[n] == cl[n]) {
nrightimp[cl[n] - 1]++;
nrightimpall++;
}
if (localImp && jvr[n] != jtr[n]) {
if (cl[n] == jvr[n]) {
impmat[m + n*mdim] -= 1.0;
} else {
impmat[m + n*mdim] += 1.0;
}
}
}
/* Restore the original data for that variable. */
x[m + n*mdim] = tx[n];
}
/* Accumulate decrease in proportions of correct
* predictions. */
for (n = 0; n < nclass; ++n) {
if (nout[n] > 0) {
imprt[m + n*mdim] +=
((double) (nright[n] - nrightimp[n])) /
nout[n];
impsd[m + n*mdim] +=
((double) (nright[n] - nrightimp[n]) *
(nright[n] - nrightimp[n])) / nout[n];
}
}
if (noutall > 0) {
imprt[m + nclass*mdim] +=
((double)(nrightall - nrightimpall)) / noutall;
impsd[m + nclass*mdim] +=
((double) (nrightall - nrightimpall) *
(nrightall - nrightimpall)) / noutall;
}
}
}
}
/* DO PROXIMITIES */
if (iprox) {
computeProximity(prox, oobprox, nodex, jin, oobpair, near);
/* proximity for test data */
if (*testdat) {
computeProximity(proxts, 0, nodexts, jin, oobpair, ntest);
/* Compute proximity between testset and training set. */
for (n = 0; n < ntest; ++n) {
for (k = 0; k < near; ++k) {
if (nodexts[n] == nodex[k])
proxts[n + ntest * (k+ntest)] += 1.0;
}
}
}
}
if (keepf) idxByNnode += *nrnodes;
if (keepInbag) idxByNsample += nsample0;
}
PutRNGstate();
/* Final processing of variable importance. */
for (m = 0; m < mdim; m++) tgini[m] /= Ntree;
if (imp) {
for (m = 0; m < mdim; ++m) {
if (localImp) { /* casewise measures */
for (n = 0; n < nsample; ++n) impmat[m + n*mdim] /= out[n];
}
/* class-specific measures */
for (k = 0; k < nclass; ++k) {
av = imprt[m + k*mdim] / Ntree;
impsd[m + k*mdim] =
sqrt(((impsd[m + k*mdim] / Ntree) - av*av) / Ntree);
imprt[m + k*mdim] = av;
/* imprt[m + k*mdim] = (se <= 0.0) ? -1000.0 - av : av / se; */
}
/* overall measures */
av = imprt[m + nclass*mdim] / Ntree;
impsd[m + nclass*mdim] =
sqrt(((impsd[m + nclass*mdim] / Ntree) - av*av) / Ntree);
imprt[m + nclass*mdim] = av;
imprt[m + (nclass+1)*mdim] = tgini[m];
}
} else {
for (m = 0; m < mdim; ++m) imprt[m] = tgini[m];
}
/* PROXIMITY DATA ++++++++++++++++++++++++++++++++*/
if (iprox) {
for (n = 0; n < near; ++n) {
for (k = n + 1; k < near; ++k) {
prox[near*k + n] /= oobprox ?
(oobpair[near*k + n] > 0 ? oobpair[near*k + n] : 1) :
Ntree;
prox[near*n + k] = prox[near*k + n];
}
prox[near*n + n] = 1.0;
}
if (*testdat) {
for (n = 0; n < ntest; ++n)
for (k = 0; k < ntest + nsample; ++k)
proxts[ntest*k + n] /= Ntree;
}
}
if (trace <= Ntree){
printf("\nmdim %d, nclass %d, nrnodes %d, nsample %d, ntest %d\n", mdim, nclass, *nrnodes, nsample, ntest);
printf("\noobprox %d, mdim %d, nsample0 %d, Ntree %d, mtry %d, mimp %d", oobprox, mdim, nsample0, Ntree, mtry, mimp);
printf("\nstratify %d, replace %d",stratify,replace);
printf("\n");
}
//frees up the memory
free(tgini);free(wl);free(wr);free(classpop);free(tclasscat);
free(tclasspop);free(tx);free(win);free(tp);free(out);
free(bestsplitnext);free(bestsplit);free(nodepop);free(nodestart);free(jin);
free(nodex);free(nodexts);free(ta);free(ncase);free(jerr);
free(varUsed);free(jtr);free(jvr);free(classFreq);free(jts);
free(idmove);free(at);free(a);free(b);free(mind);
free(nright);free(nrightimp);free(nout);
if (oobprox) {
free(oobpair);
}
if (stratify) {
free(strata_size);
for (n = 0; n < nstrata; ++n) {
free(strata_idx[n]);
}
free(strata_idx);
} else {
if (replace)
free(nind);
}
//printf("labelts %d\n",labelts);fflush(stdout);
if (labelts) {
free(nclts);
}
//printf("stratify %d",stratify);fflush(stdout);
}
void regRF(double *x, double *y, int *xdim, int *sampsize,
int *nthsize, int *nrnodes, int *nTree, int *mtry, int *imp,
int *cat, int *maxcat, int *jprint, int *doProx, int *oobprox,
int *biasCorr, double *yptr, double *errimp, double *impmat,
double *impSD, double *prox, int *treeSize, int *nodestatus,
int *lDaughter, int *rDaughter, double *avnode, int *mbest,
double *upper, double *mse, int *keepf, int *replace,
int *testdat, double *xts, int *nts, double *yts, int *labelts,
double *yTestPred, double *proxts, double *msets, double *coef,
int *nout, int *inbag) {
/*************************************************************************
Input:
mdim=number of variables in data set
nsample=number of cases
nthsize=number of cases in a node below which the tree will not split,
setting nthsize=5 generally gives good results.
nTree=number of trees in run. 200-500 gives pretty good results
mtry=number of variables to pick to split on at each node. mdim/3
seems to give genrally good performance, but it can be
altered up or down
imp=1 turns on variable importance. This is computed for the
mth variable as the percent rise in the test set mean sum-of-
squared errors when the mth variable is randomly permuted.
*************************************************************************/
double errts = 0.0, averrb, meanY, meanYts, varY, varYts, r, xrand,
errb = 0.0, resid=0.0, ooberr, ooberrperm, delta, *resOOB;
double *yb, *xtmp, *xb, *ytr, *ytree, *tgini, *coeffs;
int k, m, mr, n, nOOB, j, jout, idx, ntest, last, ktmp, nPerm,
nsample, mdim, keepF, keepInbag;
int *oobpair, varImp, localImp, *varUsed;
int *in, *nind, *nodex, *nodexts, *probs;
nsample = xdim[0];
mdim = xdim[1];
ntest = *nts;
varImp = imp[0];
localImp = imp[1];
nPerm = imp[2];
keepF = keepf[0];
keepInbag = keepf[1];
if (*jprint == 0) *jprint = *nTree + 1;
yb = (double *) S_alloc(*sampsize, sizeof(double));
xb = (double *) S_alloc(mdim * *sampsize, sizeof(double));
ytr = (double *) S_alloc(nsample, sizeof(double));
xtmp = (double *) S_alloc(nsample, sizeof(double));
resOOB = (double *) S_alloc(nsample, sizeof(double));
coeffs = (double *) S_alloc(*sampsize, sizeof(double));
probs = (int *) S_alloc(*sampsize, sizeof(int));
in = (int *) S_alloc(nsample, sizeof(int));
nodex = (int *) S_alloc(nsample, sizeof(int));
varUsed = (int *) S_alloc(mdim, sizeof(int));
nind = *replace ? NULL : (int *) S_alloc(nsample, sizeof(int));
if (*testdat) {
ytree = (double *) S_alloc(ntest, sizeof(double));
nodexts = (int *) S_alloc(ntest, sizeof(int));
}
oobpair = (*doProx && *oobprox) ?
(int *) S_alloc(nsample * nsample, sizeof(int)) : NULL;
/* If variable importance is requested, tgini points to the second
"column" of errimp, otherwise it's just the same as errimp. */
tgini = varImp ? errimp + mdim : errimp;
averrb = 0.0;
meanY = 0.0;
varY = 0.0;
zeroDouble(yptr, nsample);
zeroInt(nout, nsample);
for (n = 0; n < nsample; ++n) {
varY += n * (y[n] - meanY)*(y[n] - meanY) / (n + 1);
meanY = (n * meanY + y[n]) / (n + 1);
}
varY /= nsample;
varYts = 0.0;
meanYts = 0.0;
if (*testdat) {
for (n = 0; n < ntest; ++n) {
varYts += n * (yts[n] - meanYts)*(yts[n] - meanYts) / (n + 1);
meanYts = (n * meanYts + yts[n]) / (n + 1);
}
varYts /= ntest;
}
if (*doProx) {
zeroDouble(prox, nsample * nsample);
if (*testdat) zeroDouble(proxts, ntest * (nsample + ntest));
}
if (varImp) {
zeroDouble(errimp, mdim * 2);
if (localImp) zeroDouble(impmat, nsample * mdim);
} else {
zeroDouble(errimp, mdim);
}
if (*labelts) zeroDouble(yTestPred, ntest);
/* print header for running output */
if (*jprint <= *nTree) {
Rprintf(" | Out-of-bag ");
if (*testdat) Rprintf("| Test set ");
Rprintf("|\n");
Rprintf("Tree | MSE %%Var(y) ");
if (*testdat) Rprintf("| MSE %%Var(y) ");
Rprintf("|\n");
}
GetRNGstate();
/*************************************
* Start the loop over trees.
*************************************/
for (j = 0; j < *nTree; ++j) {
/* multinomial */
/*unsigned int coeffs[*sampsize];*/
/* for loop implementation */
/*double probs[*sampsize];*/
for (k = 0; k < *sampsize; ++k) {
probs[k] = 1/(*sampsize);
}
ran_multinomial(*sampsize,100,probs,coeffs);
idx = keepF ? j * *nrnodes : 0;
zeroInt(in, nsample);
zeroInt(varUsed, mdim);
/* Draw a random sample for growing a tree. */
if (*replace) { /* sampling with replacement */
for (n = 0; n < *sampsize; ++n) {
xrand = unif_rand();
k = xrand * nsample;
in[k] = 1;
yb[n] = y[k];
for(m = 0; m < mdim; ++m) {
xb[m + n * mdim] = x[m + k * mdim];
}
}
} else { /* sampling w/o replacement */
for (n = 0; n < nsample; ++n) nind[n] = n;
last = nsample - 1;
for (n = 0; n < *sampsize; ++n) {
ktmp = (int) (unif_rand() * (last+1));
k = nind[ktmp];
swapInt(nind[ktmp], nind[last]);
last--;
in[k] = 1;
yb[n] = y[k];
for(m = 0; m < mdim; ++m) {
xb[m + n * mdim] = x[m + k * mdim];
}
}
}
if (keepInbag) {
for (n = 0; n < nsample; ++n) inbag[n + j * nsample] = in[n];
}
/* grow the regression tree */
regTree(xb, yb, mdim, *sampsize, lDaughter + idx, rDaughter + idx,
upper + idx, avnode + idx, nodestatus + idx, *nrnodes,
treeSize + j, *nthsize, *mtry, mbest + idx, cat, tgini,
varUsed, coeffs);
/* predict the OOB data with the current tree */
/* ytr is the prediction on OOB data by the current tree */
predictRegTree(x, nsample, mdim, lDaughter + idx,
rDaughter + idx, nodestatus + idx, ytr, upper + idx,
avnode + idx, mbest + idx, treeSize[j], cat, *maxcat,
nodex);
/* yptr is the aggregated prediction by all trees grown so far */
errb = 0.0;
ooberr = 0.0;
jout = 0; /* jout is the number of cases that has been OOB so far */
nOOB = 0; /* nOOB is the number of OOB samples for this tree */
for (n = 0; n < nsample; ++n) {
if (in[n] == 0) {
nout[n]++;
nOOB++;
yptr[n] = ((nout[n]-1) * yptr[n] + ytr[n]) / nout[n];
resOOB[n] = ytr[n] - y[n];
ooberr += resOOB[n] * resOOB[n];
}
if (nout[n]) {
jout++;
errb += (y[n] - yptr[n]) * (y[n] - yptr[n]);
}
}
errb /= jout;
/* Do simple linear regression of y on yhat for bias correction. */
if (*biasCorr) simpleLinReg(nsample, yptr, y, coef, &errb, nout);
/* predict testset data with the current tree */
if (*testdat) {
predictRegTree(xts, ntest, mdim, lDaughter + idx,
rDaughter + idx, nodestatus + idx, ytree,
upper + idx, avnode + idx,
mbest + idx, treeSize[j], cat, *maxcat, nodexts);
/* ytree is the prediction for test data by the current tree */
/* yTestPred is the average prediction by all trees grown so far */
errts = 0.0;
for (n = 0; n < ntest; ++n) {
yTestPred[n] = (j * yTestPred[n] + ytree[n]) / (j + 1);
}
/* compute testset MSE */
if (*labelts) {
for (n = 0; n < ntest; ++n) {
resid = *biasCorr ?
yts[n] - (coef[0] + coef[1]*yTestPred[n]) :
yts[n] - yTestPred[n];
errts += resid * resid;
}
errts /= ntest;
}
}
/* Print running output. */
if ((j + 1) % *jprint == 0) {
Rprintf("%4d |", j + 1);
Rprintf(" %8.4g %8.2f ", errb, 100 * errb / varY);
if(*labelts == 1) Rprintf("| %8.4g %8.2f ",
errts, 100.0 * errts / varYts);
Rprintf("|\n");
}
mse[j] = errb;
if (*labelts) msets[j] = errts;
/* DO PROXIMITIES */
if (*doProx) {
computeProximity(prox, *oobprox, nodex, in, oobpair, nsample);
/* proximity for test data */
if (*testdat) {
/* In the next call, in and oobpair are not used. */
computeProximity(proxts, 0, nodexts, in, oobpair, ntest);
for (n = 0; n < ntest; ++n) {
for (k = 0; k < nsample; ++k) {
if (nodexts[n] == nodex[k]) {
proxts[n + ntest * (k+ntest)] += 1.0;
}
}
}
}
}
/* Variable importance */
if (varImp) {
for (mr = 0; mr < mdim; ++mr) {
if (varUsed[mr]) { /* Go ahead if the variable is used */
/* make a copy of the m-th variable into xtmp */
for (n = 0; n < nsample; ++n)
xtmp[n] = x[mr + n * mdim];
ooberrperm = 0.0;
for (k = 0; k < nPerm; ++k) {
permuteOOB(mr, x, in, nsample, mdim);
predictRegTree(x, nsample, mdim, lDaughter + idx,
rDaughter + idx, nodestatus + idx, ytr,
upper + idx, avnode + idx, mbest + idx,
treeSize[j], cat, *maxcat, nodex);
for (n = 0; n < nsample; ++n) {
if (in[n] == 0) {
r = ytr[n] - y[n];
ooberrperm += r * r;
if (localImp) {
impmat[mr + n * mdim] +=
(r*r - resOOB[n]*resOOB[n]) / nPerm;
}
}
}
}
delta = (ooberrperm / nPerm - ooberr) / nOOB;
errimp[mr] += delta;
impSD[mr] += delta * delta;
/* copy original data back */
for (n = 0; n < nsample; ++n)
x[mr + n * mdim] = xtmp[n];
}
}
}
}
PutRNGstate();
/* end of tree iterations=======================================*/
if (*biasCorr) { /* bias correction for predicted values */
for (n = 0; n < nsample; ++n) {
if (nout[n]) yptr[n] = coef[0] + coef[1] * yptr[n];
}
if (*testdat) {
for (n = 0; n < ntest; ++n) {
yTestPred[n] = coef[0] + coef[1] * yTestPred[n];
}
}
}
if (*doProx) {
for (n = 0; n < nsample; ++n) {
for (k = n + 1; k < nsample; ++k) {
prox[nsample*k + n] /= *oobprox ?
(oobpair[nsample*k + n] > 0 ? oobpair[nsample*k + n] : 1) :
*nTree;
prox[nsample * n + k] = prox[nsample * k + n];
}
prox[nsample * n + n] = 1.0;
}
if (*testdat) {
for (n = 0; n < ntest; ++n)
for (k = 0; k < ntest + nsample; ++k)
proxts[ntest*k + n] /= *nTree;
}
}
if (varImp) {
for (m = 0; m < mdim; ++m) {
errimp[m] = errimp[m] / *nTree;
impSD[m] = sqrt( ((impSD[m] / *nTree) -
(errimp[m] * errimp[m])) / *nTree );
if (localImp) {
for (n = 0; n < nsample; ++n) {
impmat[m + n * mdim] /= nout[n];
}
}
}
}
for (m = 0; m < mdim; ++m) tgini[m] /= *nTree;
}
void findBestSplit(double *x, int *jdex, double *y, int mdim, int nsample,
int ndstart, int ndend, int *msplit, double *decsplit,
double *ubest, int *ndendl, int *jstat, int mtry,
double sumnode, int nodecnt, int *cat) {
int last, ncat[32], icat[32], lc, nl, nr, npopl, npopr;
int i, j, kv, l;
static int *mind, *ncase;
static double *xt, *ut, *v, *yl;
double sumcat[32], avcat[32], tavcat[32], ubestt;
double crit, critmax, critvar, suml, sumr, d, critParent;
if (in_findBestSplit==-99){
free(ncase);
free(mind); //had to remove this so that it wont crash for when mdim=0, strangely happened for replace=0
free(v);
free(yl);
free(xt);
free(ut);
// PRINTF("giving up mem in findBestSplit\n");
return;
}
if (in_findBestSplit==0){
in_findBestSplit=1;
ut = (double *) calloc(nsample, sizeof(double));
xt = (double *) calloc(nsample, sizeof(double));
v = (double *) calloc(nsample, sizeof(double));
yl = (double *) calloc(nsample, sizeof(double));
mind = (int *) calloc(mdim+1, sizeof(int)); //seems that the sometimes i am asking for kv[10] and that causes problesmms
//so allocate 1 more. helps with not crashing in windows
ncase = (int *) calloc(nsample, sizeof(int));
}
zeroDouble(ut, nsample);
zeroDouble(xt, nsample);
zeroDouble(v, nsample);
zeroDouble(yl, nsample);
zeroInt(mind, mdim);
zeroInt(ncase, nsample);
zeroDouble(avcat, 32);
zeroDouble(tavcat, 32);
/* START BIG LOOP */
*msplit = -1;
*decsplit = 0.0;
critmax = 0.0;
ubestt = 0.0;
for (i=0; i < mdim; ++i) mind[i] = i;
last = mdim - 1;
for (i = 0; i < mtry; ++i) {
critvar = 0.0;
j = (int) (unif_rand() * (last+1));
//PRINTF("j=%d, last=%d mind[j]=%d\n", j, last, mind[j]);fflush(stdout);
kv = mind[j];
//if(kv>100){
// 1;
// getchar();
//}
swapInt(mind[j], mind[last]);
/* mind[j] = mind[last];
* mind[last] = kv; */
last--;
lc = cat[kv];
if (lc == 1) {
/* numeric variable */
for (j = ndstart; j <= ndend; ++j) {
xt[j] = x[kv + (jdex[j] - 1) * mdim];
yl[j] = y[jdex[j] - 1];
}
} else {
/* categorical variable */
zeroInt(ncat, 32);
zeroDouble(sumcat, 32);
for (j = ndstart; j <= ndend; ++j) {
l = (int) x[kv + (jdex[j] - 1) * mdim];
sumcat[l - 1] += y[jdex[j] - 1];
ncat[l - 1] ++;
}
/* Compute means of Y by category. */
for (j = 0; j < lc; ++j) {
avcat[j] = ncat[j] ? sumcat[j] / ncat[j] : 0.0;
}
/* Make the category mean the `pseudo' X data. */
for (j = 0; j < nsample; ++j) {
xt[j] = avcat[(int) x[kv + (jdex[j] - 1) * mdim] - 1];
yl[j] = y[jdex[j] - 1];
}
}
/* copy the x data in this node. */
for (j = ndstart; j <= ndend; ++j) v[j] = xt[j];
for (j = 1; j <= nsample; ++j) ncase[j - 1] = j;
R_qsort_I(v, ncase, ndstart + 1, ndend + 1);
if (v[ndstart] >= v[ndend]) continue;
/* ncase(n)=case number of v nth from bottom */
/* Start from the right and search to the left. */
critParent = sumnode * sumnode / nodecnt;
suml = 0.0;
sumr = sumnode;
npopl = 0;
npopr = nodecnt;
crit = 0.0;
/* Search through the "gaps" in the x-variable. */
for (j = ndstart; j <= ndend - 1; ++j) {
d = yl[ncase[j] - 1];
suml += d;
sumr -= d;
npopl++;
npopr--;
if (v[j] < v[j+1]) {
crit = (suml * suml / npopl) + (sumr * sumr / npopr) -
critParent;
if (crit > critvar) {
ubestt = (v[j] + v[j+1]) / 2.0;
critvar = crit;
}
}
}
if (critvar > critmax) {
*ubest = ubestt;
*msplit = kv + 1;
critmax = critvar;
for (j = ndstart; j <= ndend; ++j) {
ut[j] = xt[j];
}
if (cat[kv] > 1) {
for (j = 0; j < cat[kv]; ++j) tavcat[j] = avcat[j];
}
}
}
*decsplit = critmax;
/* If best split can not be found, set to terminal node and return. */
if (*msplit != -1) {
nl = ndstart;
for (j = ndstart; j <= ndend; ++j) {
if (ut[j] <= *ubest) {
nl++;
ncase[nl-1] = jdex[j];
}
}
*ndendl = imax2(nl - 1, ndstart);
nr = *ndendl + 1;
for (j = ndstart; j <= ndend; ++j) {
if (ut[j] > *ubest) {
if (nr >= nsample) break;
nr++;
ncase[nr - 1] = jdex[j];
}
}
if (*ndendl >= ndend) *ndendl = ndend - 1;
for (j = ndstart; j <= ndend; ++j) jdex[j] = ncase[j];
lc = cat[*msplit - 1];
if (lc > 1) {
for (j = 0; j < lc; ++j) {
icat[j] = (tavcat[j] < *ubest) ? 1 : 0;
}
*ubest = pack(lc, icat);
}
} else *jstat = 1;
}
void regTree(double *x, double *y, int mdim, int nsample, int *lDaughter,
int *rDaughter,
double *upper, double *avnode, SMALL_INT *nodestatus, int nrnodes,
int *treeSize, int nthsize, int mtry, int *mbest, int *cat,
double *tgini, int *varUsed) {
int i, j, k, m, ncur;
static int *jdex, *nodestart, *nodepop;
int ndstart, ndend, ndendl, nodecnt, jstat, msplit;
double d, ss, av, decsplit, ubest, sumnode;
if (in_regTree==-99){
free(nodestart);
free(jdex);
free(nodepop);
// PRINTF("giving up mem in in_regTree\n");
return;
}
if (in_regTree==0){
in_regTree=1;
nodestart = (int *) calloc(nrnodes, sizeof(int));
nodepop = (int *) calloc(nrnodes, sizeof(int));
jdex = (int *) calloc(nsample, sizeof(int));
}
/* initialize some arrays for the tree */
zeroSMALLInt(nodestatus, nrnodes);
zeroInt(nodestart, nrnodes);
zeroInt(nodepop, nrnodes);
zeroDouble(avnode, nrnodes);
for (i = 1; i <= nsample; ++i) jdex[i-1] = i;
ncur = 0;
nodestart[0] = 0;
nodepop[0] = nsample;
nodestatus[0] = NODE_TOSPLIT;
/* compute mean and sum of squares for Y */
av = 0.0;
ss = 0.0;
for (i = 0; i < nsample; ++i) {
d = y[jdex[i] - 1];
ss += i * (av - d) * (av - d) / (i + 1);
av = (i * av + d) / (i + 1);
}
avnode[0] = av;
/* start main loop */
for (k = 0; k < nrnodes - 2; ++k) {
if (k > ncur || ncur >= nrnodes - 2) break;
/* skip if the node is not to be split */
if (nodestatus[k] != NODE_TOSPLIT) continue;
/* initialize for next call to findbestsplit */
ndstart = nodestart[k];
ndend = ndstart + nodepop[k] - 1;
nodecnt = nodepop[k];
sumnode = nodecnt * avnode[k];
jstat = 0;
decsplit = 0.0;
findBestSplit(x, jdex, y, mdim, nsample, ndstart, ndend, &msplit,
&decsplit, &ubest, &ndendl, &jstat, mtry, sumnode,
nodecnt, cat);
if (jstat == 1) {
/* Node is terminal: Mark it as such and move on to the next. */
nodestatus[k] = NODE_TERMINAL;
continue;
}
/* Found the best split. */
mbest[k] = msplit;
varUsed[msplit - 1] = 1;
upper[k] = ubest;
tgini[msplit - 1] += decsplit;
nodestatus[k] = NODE_INTERIOR;
/* leftnode no.= ncur+1, rightnode no. = ncur+2. */
nodepop[ncur + 1] = ndendl - ndstart + 1;
nodepop[ncur + 2] = ndend - ndendl;
nodestart[ncur + 1] = ndstart;
nodestart[ncur + 2] = ndendl + 1;
/* compute mean and sum of squares for the left daughter node */
av = 0.0;
ss = 0.0;
for (j = ndstart; j <= ndendl; ++j) {
d = y[jdex[j]-1];
m = j - ndstart;
ss += m * (av - d) * (av - d) / (m + 1);
av = (m * av + d) / (m+1);
}
avnode[ncur+1] = av;
nodestatus[ncur+1] = NODE_TOSPLIT;
if (nodepop[ncur + 1] <= nthsize) {
nodestatus[ncur + 1] = NODE_TERMINAL;
}
/* compute mean and sum of squares for the right daughter node */
av = 0.0;
ss = 0.0;
for (j = ndendl + 1; j <= ndend; ++j) {
d = y[jdex[j]-1];
m = j - (ndendl + 1);
ss += m * (av - d) * (av - d) / (m + 1);
av = (m * av + d) / (m + 1);
}
avnode[ncur + 2] = av;
nodestatus[ncur + 2] = NODE_TOSPLIT;
if (nodepop[ncur + 2] <= nthsize) {
nodestatus[ncur + 2] = NODE_TERMINAL;
}
/* map the daughter nodes */
lDaughter[k] = ncur + 1 + 1;
rDaughter[k] = ncur + 2 + 1;
/* Augment the tree by two nodes. */
ncur += 2;
}
*treeSize = nrnodes;
for (k = nrnodes - 1; k >= 0; --k) {
if (nodestatus[k] == 0) (*treeSize)--;
if (nodestatus[k] == NODE_TOSPLIT) {
nodestatus[k] = NODE_TERMINAL;
}
}
}
void regRF(double *x, double *y, int *xdim, int *sampsize,
int *nthsize, int *nrnodes, int *nTree, int *mtry, int *imp,
int *cat, int maxcat, int *jprint, int doProx, int oobprox,
int biasCorr, double *yptr, double *errimp, double *impmat,
double *impSD, double *prox, int *treeSize, SMALL_INT *nodestatus,
int *lDaughter, int *rDaughter, double *avnode, int *mbest,
double *upper, double *mse, const int *keepf, int *replace,
int testdat, double *xts, int *nts, double *yts, int labelts,
double *yTestPred, double *proxts, double *msets, double *coef,
int *nout, int *inbag) {
/*************************************************************************
* Input:
* mdim=number of variables in data set
* nsample=number of cases
*
* nthsize=number of cases in a node below which the tree will not split,
* setting nthsize=5 generally gives good results.
*
* nTree=number of trees in run. 200-500 gives pretty good results
*
* mtry=number of variables to pick to split on at each node. mdim/3
* seems to give genrally good performance, but it can be
* altered up or down
*
* imp=1 turns on variable importance. This is computed for the
* mth variable as the percent rise in the test set mean sum-of-
* squared errors when the mth variable is randomly permuted.
*
*************************************************************************/
//PRINTF( "*jprint: %d\n", *jprint );
//mexEvalString( "pause(0.0001)" );
double errts = 0.0, averrb, meanY, meanYts, varY, varYts, r, xrand,
errb = 0.0, resid=0.0, ooberr, ooberrperm, delta, *resOOB;
double *yb, *xtmp, *xb, *ytr, *ytree = NULL, *tgini;
int k, m, mr, n, nOOB, j, jout, idx, ntest, last, ktmp, nPerm,
nsample, mdim, keepF, keepInbag;
int *oobpair, varImp, localImp, *varUsed;
int *in, *nind, *nodex, *nodexts = NULL;
//Abhi:temp variable
double tmp_d = 0;
int tmp_i;
SMALL_INT tmp_c;
//Do initialization for COKUS's Random generator
seedMT(2*rand()+1); //works well with odd number so why don't use that
nsample = xdim[0];
mdim = xdim[1];
ntest = *nts;
varImp = imp[0];
localImp = imp[1];
nPerm = imp[2]; //PRINTF("nPerm %d\n",nPerm);
keepF = keepf[0];
keepInbag = keepf[1];
if (*jprint == 0) *jprint = *nTree + 1;
yb = (double *) calloc(*sampsize, sizeof(double));
xb = (double *) calloc(mdim * *sampsize, sizeof(double));
ytr = (double *) calloc(nsample, sizeof(double));
xtmp = (double *) calloc(nsample, sizeof(double));
resOOB = (double *) calloc(nsample, sizeof(double));
in = (int *) calloc(nsample, sizeof(int));
nodex = (int *) calloc(nsample, sizeof(int));
varUsed = (int *) calloc(mdim, sizeof(int));
nind = *replace ? NULL : (int *) calloc(nsample, sizeof(int));
if (testdat) {
ytree = (double *) calloc(ntest, sizeof(double));
nodexts = (int *) calloc(ntest, sizeof(int));
}
oobpair = (doProx && oobprox) ?
(int *) calloc(nsample * nsample, sizeof(int)) : NULL;
/* If variable importance is requested, tgini points to the second
"column" of errimp, otherwise it's just the same as errimp. */
tgini = varImp ? errimp + mdim : errimp;
averrb = 0.0;
meanY = 0.0;
varY = 0.0;
zeroDouble(yptr, nsample);
zeroInt(nout, nsample);
for (n = 0; n < nsample; ++n) {
varY += n * (y[n] - meanY)*(y[n] - meanY) / (n + 1);
meanY = (n * meanY + y[n]) / (n + 1);
}
varY /= nsample;
varYts = 0.0;
meanYts = 0.0;
if (testdat) {
for (n = 0; n < ntest; ++n) {
varYts += n * (yts[n] - meanYts)*(yts[n] - meanYts) / (n + 1);
meanYts = (n * meanYts + yts[n]) / (n + 1);
}
varYts /= ntest;
}
if (doProx) {
zeroDouble(prox, nsample * nsample);
if (testdat) zeroDouble(proxts, ntest * (nsample + ntest));
}
if (varImp) {
zeroDouble(errimp, mdim * 2);
if (localImp) zeroDouble(impmat, nsample * mdim);
} else {
zeroDouble(errimp, mdim);
}
if (labelts) zeroDouble(yTestPred, ntest);
/* print header for running output */
if (*jprint <= *nTree) {
PRINTF(" | Out-of-bag ");
if (testdat) PRINTF("| Test set ");
PRINTF("|\n");
PRINTF("Tree | MSE %%Var(y) ");
if (testdat) PRINTF("| MSE %%Var(y) ");
PRINTF("|\n");
// mexEvalString( "pause(0.001)" );
}
GetRNGstate();
/*************************************
* Start the loop over trees.
*************************************/
for (j = 0; j < *nTree; ++j) {
//PRINTF("tree num %d\n",j);fflush(stdout);
//PRINTF("1. maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d\n", *maxcat, *jprint, doProx, oobprox, biasCorr);
idx = keepF ? j * *nrnodes : 0;
zeroInt(in, nsample);
zeroInt(varUsed, mdim);
/* Draw a random sample for growing a tree. */
// PRINTF("1.8. maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d testdat %d\n", maxcat, *jprint, doProx, oobprox, biasCorr,testdat);
if (*replace) { /* sampling with replacement */
for (n = 0; n < *sampsize; ++n) {
xrand = unif_rand();
k = (int)(xrand * nsample);
in[k] = 1;
yb[n] = y[k];
for(m = 0; m < mdim; ++m) {
xb[m + n * mdim] = x[m + k * mdim];
}
}
} else { /* sampling w/o replacement */
for (n = 0; n < nsample; ++n) nind[n] = n;
last = nsample - 1;
for (n = 0; n < *sampsize; ++n) {
ktmp = (int) (unif_rand() * (last+1));
k = nind[ktmp];
swapInt(nind[ktmp], nind[last]);
last--;
in[k] = 1;
yb[n] = y[k];
for(m = 0; m < mdim; ++m) {
xb[m + n * mdim] = x[m + k * mdim];
}
}
}
if (keepInbag) {
for (n = 0; n < nsample; ++n) inbag[n + j * nsample] = in[n];
}
// PRINTF("1.9. maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d testdat %d\n", maxcat, *jprint, doProx, oobprox, biasCorr,testdat);
/* grow the regression tree */
regTree(xb, yb, mdim, *sampsize, lDaughter + idx, rDaughter + idx,
upper + idx, avnode + idx, nodestatus + idx, *nrnodes,
treeSize + j, *nthsize, *mtry, mbest + idx, cat, tgini,
varUsed);
/* predict the OOB data with the current tree */
/* ytr is the prediction on OOB data by the current tree */
// PRINTF("2. maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d testdat %d\n", maxcat, *jprint, doProx, oobprox, biasCorr,testdat);
predictRegTree(x, nsample, mdim, lDaughter + idx,
rDaughter + idx, nodestatus + idx, ytr, upper + idx,
avnode + idx, mbest + idx, treeSize[j], cat, maxcat,
nodex);
/* yptr is the aggregated prediction by all trees grown so far */
errb = 0.0;
ooberr = 0.0;
jout = 0; /* jout is the number of cases that has been OOB so far */
nOOB = 0; /* nOOB is the number of OOB samples for this tree */
for (n = 0; n < nsample; ++n) {
if (in[n] == 0) {
nout[n]++;
nOOB++;
yptr[n] = ((nout[n]-1) * yptr[n] + ytr[n]) / nout[n];
resOOB[n] = ytr[n] - y[n];
ooberr += resOOB[n] * resOOB[n];
}
if (nout[n]) {
jout++;
errb += (y[n] - yptr[n]) * (y[n] - yptr[n]);
}
}
errb /= jout;
/* Do simple linear regression of y on yhat for bias correction. */
if (biasCorr) simpleLinReg(nsample, yptr, y, coef, &errb, nout);
//PRINTF("2.5.maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d\n", maxcat, *jprint, doProx, oobprox, biasCorr);
/* predict testset data with the current tree */
if (testdat) {
predictRegTree(xts, ntest, mdim, lDaughter + idx,
rDaughter + idx, nodestatus + idx, ytree,
upper + idx, avnode + idx,
mbest + idx, treeSize[j], cat, maxcat, nodexts);
/* ytree is the prediction for test data by the current tree */
/* yTestPred is the average prediction by all trees grown so far */
errts = 0.0;
for (n = 0; n < ntest; ++n) {
yTestPred[n] = (j * yTestPred[n] + ytree[n]) / (j + 1);
}
/* compute testset MSE */
if (labelts) {
for (n = 0; n < ntest; ++n) {
resid = biasCorr ?
yts[n] - (coef[0] + coef[1]*yTestPred[n]) :
yts[n] - yTestPred[n];
errts += resid * resid;
}
errts /= ntest;
}
}
//PRINTF("2.6.maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d, testdat %d\n", maxcat, *jprint, doProx, oobprox, biasCorr,testdat);
/* Print running output. */
if ((j + 1) % *jprint == 0) {
PRINTF("%4d |", j + 1);
PRINTF(" %8.4g %8.2f ", errb, 100 * errb / varY);
if(labelts == 1) PRINTF("| %8.4g %8.2f ",
errts, 100.0 * errts / varYts);
PRINTF("|\n");
fflush(stdout);
// mexEvalString("pause(.001);"); // to dump string.
}
//PRINTF("2.7.maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d, testdat %d\n", maxcat, *jprint, doProx, oobprox, biasCorr,testdat);
mse[j] = errb;
if (labelts) msets[j] = errts;
//PRINTF("2.701 j %d, nTree %d, errts %f errb %f \n", j, *nTree, errts,errb);
//PRINTF("2.71.maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d, testdat %d\n", maxcat, *jprint, doProx, oobprox, biasCorr,testdat);
/* DO PROXIMITIES */
if (doProx) {
computeProximity(prox, oobprox, nodex, in, oobpair, nsample);
/* proximity for test data */
if (testdat) {
/* In the next call, in and oobpair are not used. */
computeProximity(proxts, 0, nodexts, in, oobpair, ntest);
for (n = 0; n < ntest; ++n) {
for (k = 0; k < nsample; ++k) {
if (nodexts[n] == nodex[k]) {
proxts[n + ntest * (k+ntest)] += 1.0;
}
}
}
}
}
//PRINTF("2.8.maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d, testdat %d\n", maxcat, *jprint, doProx, oobprox, biasCorr,testdat);
/* Variable importance */
if (varImp) {
for (mr = 0; mr < mdim; ++mr) {
if (varUsed[mr]) { /* Go ahead if the variable is used */
/* make a copy of the m-th variable into xtmp */
for (n = 0; n < nsample; ++n)
xtmp[n] = x[mr + n * mdim];
ooberrperm = 0.0;
for (k = 0; k < nPerm; ++k) {
permuteOOB(mr, x, in, nsample, mdim);
predictRegTree(x, nsample, mdim, lDaughter + idx,
rDaughter + idx, nodestatus + idx, ytr,
upper + idx, avnode + idx, mbest + idx,
treeSize[j], cat, maxcat, nodex);
for (n = 0; n < nsample; ++n) {
if (in[n] == 0) {
r = ytr[n] - y[n];
ooberrperm += r * r;
if (localImp) {
impmat[mr + n * mdim] +=
(r*r - resOOB[n]*resOOB[n]) / nPerm;
}
}
}
}
delta = (ooberrperm / nPerm - ooberr) / nOOB;
errimp[mr] += delta;
impSD[mr] += delta * delta;
/* copy original data back */
for (n = 0; n < nsample; ++n)
x[mr + n * mdim] = xtmp[n];
}
}
}
// PRINTF("3. maxcat %d, jprint %d, doProx %d, oobProx %d, biasCorr %d testdat %d\n", maxcat, *jprint, doProx, oobprox, biasCorr,testdat);
}
PutRNGstate();
/* end of tree iterations=======================================*/
if (biasCorr) { /* bias correction for predicted values */
for (n = 0; n < nsample; ++n) {
if (nout[n]) yptr[n] = coef[0] + coef[1] * yptr[n];
}
if (testdat) {
for (n = 0; n < ntest; ++n) {
yTestPred[n] = coef[0] + coef[1] * yTestPred[n];
}
}
}
if (doProx) {
for (n = 0; n < nsample; ++n) {
for (k = n + 1; k < nsample; ++k) {
prox[nsample*k + n] /= oobprox ?
(oobpair[nsample*k + n] > 0 ? oobpair[nsample*k + n] : 1) :
*nTree;
prox[nsample * n + k] = prox[nsample * k + n];
}
prox[nsample * n + n] = 1.0;
}
if (testdat) {
for (n = 0; n < ntest; ++n)
for (k = 0; k < ntest + nsample; ++k)
proxts[ntest*k + n] /= *nTree;
}
}
if (varImp) {
for (m = 0; m < mdim; ++m) {
errimp[m] = errimp[m] / *nTree;
impSD[m] = sqrt( ((impSD[m] / *nTree) -
(errimp[m] * errimp[m])) / *nTree );
if (localImp) {
for (n = 0; n < nsample; ++n) {
impmat[m + n * mdim] /= nout[n];
}
}
}
}
for (m = 0; m < mdim; ++m) tgini[m] /= *nTree;
//addition by abhi
//in order to release the space stored by the variable in findBestSplit
// call by setting
in_findBestSplit=-99;
findBestSplit(&tmp_d, &tmp_i, &tmp_d, tmp_i, tmp_i,
tmp_i, tmp_i, &tmp_i, &tmp_d,
&tmp_d, &tmp_i, &tmp_i, tmp_i,
tmp_d, tmp_i, &tmp_i);
//do the same freeing of space by calling with -99
in_regTree=-99;
regTree(&tmp_d, &tmp_d, tmp_i, tmp_i, &tmp_i,
&tmp_i,
&tmp_d, &tmp_d, &tmp_c, tmp_i,
&tmp_i, tmp_i, tmp_i, &tmp_i, &tmp_i,
&tmp_d, &tmp_i);
free(yb);
free(xb);
free(ytr);
free(xtmp);
free(resOOB);
free(in);
free(nodex);
free(varUsed);
if (!(*replace) )
free(nind);
if (testdat) {
free(ytree);
free(nodexts);
}
if (doProx && oobprox)
free(oobpair) ;
}