Add functionality to train a random

forest in serial.

src/main/java/ca/joeltherrien/randomforest/Bootstrapper.java

@@ -0,0 +1,30 @@
+package ca.joeltherrien.randomforest;
+
+import lombok.RequiredArgsConstructor;
+
+import java.util.ArrayList;
+import java.util.List;
+import java.util.Random;
+
+@RequiredArgsConstructor
+public class Bootstrapper<T> {
+
+    final private List<T> originalData;
+    final private Random random = new Random();
+
+    public List<T> bootstrap(){
+        final int n = originalData.size();
+
+        final List<T> newList = new ArrayList<>(n);
+
+        for(int i=0; i<n; i++){
+            final int index = random.nextInt(n);
+
+            newList.add(originalData.get(index));
+        }
+
+        return newList;
+
+    }
+
+}

src/main/java/ca/joeltherrien/randomforest/tree/Forest.java

@@ -0,0 +1,21 @@
+package ca.joeltherrien.randomforest.tree;
+
+import ca.joeltherrien.randomforest.CovariateRow;
+import ca.joeltherrien.randomforest.ResponseCombiner;
+import lombok.Builder;
+
+import java.util.List;
+
+@Builder
+public class Forest<Y> {
+
+    private final List<Node<Y>> trees;
+    private final ResponseCombiner<Y, ?> treeResponseCombiner;
+
+    public Y evaluate(CovariateRow row){
+        return trees.parallelStream()
+                .map(node -> node.evaluate(row))
+                .collect(treeResponseCombiner);
+    }
+
+}

src/main/java/ca/joeltherrien/randomforest/tree/ForestTrainer.java

@@ -0,0 +1,62 @@
+package ca.joeltherrien.randomforest.tree;
+
+import ca.joeltherrien.randomforest.Bootstrapper;
+import ca.joeltherrien.randomforest.ResponseCombiner;
+import ca.joeltherrien.randomforest.Row;
+import lombok.Builder;
+
+import java.util.ArrayList;
+import java.util.Collections;
+import java.util.List;
+
+@Builder
+public class ForestTrainer<Y> {
+
+    private final TreeTrainer<Y> treeTrainer;
+    private final Bootstrapper<Row<Y>> bootstrapper;
+    private final List<String> covariatesToTry;
+    private final ResponseCombiner<Y, ?> treeResponseCombiner;
+
+    // number of covariates to randomly try
+    private final int mtry;
+
+    // number of trees to try
+    private final int ntree;
+
+    private final boolean displayProgress;
+
+    public Forest<Y> trainSerial(){
+
+        final List<Node<Y>> trees = new ArrayList<>(ntree);
+
+        for(int j=0; j<ntree; j++){
+            final List<String> treeCovariates = new ArrayList<>(covariatesToTry);
+            Collections.shuffle(treeCovariates);
+
+            for(int treeIndex = covariatesToTry.size()-1; treeIndex >= mtry; treeIndex--){
+                treeCovariates.remove(treeIndex);
+            }
+
+            final List<Row<Y>> bootstrappedData = bootstrapper.bootstrap();
+
+            trees.add(treeTrainer.growTree(bootstrappedData, treeCovariates));
+
+            if(displayProgress){
+                if(j==0) {
+                    System.out.println();
+                }
+                System.out.print("\rFinished tree " + (j+1) + "/" + ntree);
+                if(j==ntree-1){
+                    System.out.println();
+                }
+            }
+        }
+
+        return Forest.<Y>builder()
+                .treeResponseCombiner(treeResponseCombiner)
+                .trees(trees)
+                .build();
+
+    }
+
+}

src/main/java/ca/joeltherrien/randomforest/tree/TreeTrainer.java

@@ -6,8 +6,7 @@ import ca.joeltherrien.randomforest.Split;
 import ca.joeltherrien.randomforest.SplitRule;
 import lombok.Builder;
 
-import java.util.Collections;
+import java.util.*;
-import java.util.List;
 import java.util.stream.Collectors;
 
 @Builder
@@ -24,6 +23,8 @@ public class TreeTrainer<Y> {
     private final int nodeSize;
     private final int maxNodeDepth;
 
+    private final Random random = new Random();
+
 
     public Node<Y> growTree(List<Row<Y>> data, List<String> covariatesToTry){
         return growNode(data, covariatesToTry, 0);
@@ -60,11 +61,30 @@ public class TreeTrainer<Y> {
         boolean first = true;
 
         for(final String covariate : covariatesToTry){
-            Collections.shuffle(data);
+
+            final List<Row<Y>> shuffledData;
+            if(numberOfSplits == 0 || numberOfSplits > data.size()){
+                shuffledData = new ArrayList<>(data);
+                Collections.shuffle(shuffledData);
+            }
+            else{ // only need the top numberOfSplits entries
+                shuffledData = new ArrayList<>(numberOfSplits);
+                final Set<Integer> indexesToUse = new HashSet<>();
+
+                while(indexesToUse.size() < numberOfSplits){
+                    final int index = random.nextInt(data.size());
+
+                    if(indexesToUse.add(index)){
+                        shuffledData.add(data.get(index));
+                    }
+                }
+
+            }
+
 
             int tries = 0;
-            while(tries <= numberOfSplits || (numberOfSplits == 0 && tries < data.size())){
+            while(tries < shuffledData.size()){
-                final SplitRule possibleRule = data.get(tries).getCovariate(covariate).generateSplitRule(covariate);
+                final SplitRule possibleRule = shuffledData.get(tries).getCovariate(covariate).generateSplitRule(covariate);
                 final Split<Y> possibleSplit = possibleRule.applyRule(data);
 
                 final Double score = groupDifferentiator.differentiate(

src/main/java/ca/joeltherrien/randomforest/workshop/TrainForest.java

@@ -0,0 +1,90 @@
+package ca.joeltherrien.randomforest.workshop;
+
+import ca.joeltherrien.randomforest.*;
+import ca.joeltherrien.randomforest.regression.MeanResponseCombiner;
+import ca.joeltherrien.randomforest.regression.WeightedVarianceGroupDifferentiator;
+import ca.joeltherrien.randomforest.tree.Forest;
+import ca.joeltherrien.randomforest.tree.ForestTrainer;
+import ca.joeltherrien.randomforest.tree.TreeTrainer;
+
+import java.util.*;
+import java.util.stream.Collectors;
+import java.util.stream.IntStream;
+
+public class TrainForest {
+
+    public static void main(String[] args){
+        // test creating a regression tree on a problem and see if the results are sensible.
+
+        final int n = 10000;
+        final int p =5;
+
+        final Random random = new Random();
+
+        final List<Row<Double>> data = new ArrayList<>(n);
+
+        double minY = 1000.0;
+
+        for(int i=0; i<n; i++){
+            double y = 0.0;
+            final Map<String, Value> map = new HashMap<>();
+
+            for(int j=0; j<p; j++){
+                final double x = random.nextDouble();
+                y+=x;
+
+                map.put("x"+j, new NumericValue(x));
+            }
+
+            data.add(i, new Row<>(map, i, y));
+
+            if(y < minY){
+                minY = y;
+            }
+
+        }
+
+        final List<String> covariateNames = IntStream.range(0, p).mapToObj(j -> "x"+j).collect(Collectors.toList());
+
+
+        TreeTrainer<Double> treeTrainer = TreeTrainer.<Double>builder()
+                .numberOfSplits(10)
+                .nodeSize(5)
+                .maxNodeDepth(100000000)
+                .groupDifferentiator(new WeightedVarianceGroupDifferentiator())
+                .responseCombiner(new MeanResponseCombiner())
+                .build();
+
+        final ForestTrainer<Double> forestTrainer = ForestTrainer.<Double>builder()
+                .treeTrainer(treeTrainer)
+                .bootstrapper(new Bootstrapper<>(data))
+                .covariatesToTry(covariateNames)
+                .mtry(4)
+                .ntree(100)
+                .treeResponseCombiner(new MeanResponseCombiner())
+                .displayProgress(true)
+                .build();
+
+        final long startTime = System.currentTimeMillis();
+        final Forest<Double> forest = forestTrainer.trainSerial();
+        final long endTime  = System.currentTimeMillis();
+
+        System.out.println("Took " + (double)(endTime - startTime)/1000.0 + " seconds.");
+
+
+        final Value zeroValue = new NumericValue(0.1);
+        final Value point5Value = new NumericValue(0.5);
+
+        // test row
+        final CovariateRow testRow1 = new CovariateRow(Map.of("x0", zeroValue, "x1",zeroValue,"x2",zeroValue,"x3",zeroValue,"x4",zeroValue), 0);
+        final CovariateRow testRow2 = new CovariateRow(Map.of("x0", point5Value, "x1",point5Value,"x2",point5Value,"x3",point5Value,"x4",point5Value), 2);
+
+
+        System.out.println(forest.evaluate(testRow1));
+        System.out.println(forest.evaluate(testRow2));
+
+        System.out.println("MinY = " + minY);
+
+    }
+
+}

src/main/java/ca/joeltherrien/randomforest/workshop/TrainSingleTree.java

@@ -1,6 +1,10 @@
-package ca.joeltherrien.randomforest;
+package ca.joeltherrien.randomforest.workshop;
 
 
+import ca.joeltherrien.randomforest.CovariateRow;
+import ca.joeltherrien.randomforest.NumericValue;
+import ca.joeltherrien.randomforest.Row;
+import ca.joeltherrien.randomforest.Value;
 import ca.joeltherrien.randomforest.regression.MeanGroupDifferentiator;
 import ca.joeltherrien.randomforest.regression.MeanResponseCombiner;
 import ca.joeltherrien.randomforest.regression.WeightedVarianceGroupDifferentiator;
@@ -11,7 +15,7 @@ import java.util.*;
 import java.util.stream.Collectors;
 import java.util.stream.DoubleStream;
 
-public class Main {
+public class TrainSingleTree {
 
 	public static void main(String[] args) {
 		System.out.println("Hello world!");