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3 /* Copyright 2008-2009 by Ullrich Koethe and Rahul Nair */
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7 /* http://hci.iwr.uni-heidelberg.de/vigra/ */
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34 /************************************************************************/
35 #ifndef RF_VISITORS_HXX
36 #define RF_VISITORS_HXX
37
38 #ifdef HasHDF5
39 # include "vigra/hdf5impex.hxx"
40 #endif // HasHDF5
41 #include <vigra/windows.h>
42 #include <iostream>
43 #include <iomanip>
44
45 #include <vigra/multi_pointoperators.hxx>
46 #include <vigra/timing.hxx>
47
48 namespace vigra
49 {
50 namespace rf
51 {
52 /** \addtogroup MachineLearning Machine Learning
53 **/
54 //@{
55
56 /**
57 This namespace contains all classes and methods related to extracting information during
58 learning of the random forest. All Visitors share the same interface defined in
59 visitors::VisitorBase. The member methods are invoked at certain points of the main code in
60 the order they were supplied.
61
62 For the Random Forest the Visitor concept is implemented as a statically linked list
63 (Using templates). Each Visitor object is encapsulated in a detail::VisitorNode object. The
64 VisitorNode object calls the Next Visitor after one of its visit() methods have terminated.
65
66 To simplify usage create_visitor() factory methods are supplied.
67 Use the create_visitor() method to supply visitor objects to the RandomForest::learn() method.
68 It is possible to supply more than one visitor. They will then be invoked in serial order.
69
70 The calculated information are stored as public data members of the class. - see documentation
71 of the individual visitors
72
73 While creating a new visitor the new class should therefore publicly inherit from this class
74 (i.e.: see visitors::OOB_Error).
75
76 \code
77
78 typedef xxx feature_t \\ replace xxx with whichever type
79 typedef yyy label_t \\ meme chose.
80 MultiArrayView<2, feature_t> f = get_some_features();
81 MultiArrayView<2, label_t> l = get_some_labels();
82 RandomForest<> rf()
83
84 //calculate OOB Error
85 visitors::OOB_Error oob_v;
86 //calculate Variable Importance
87 visitors::VariableImportanceVisitor varimp_v;
88
89 double oob_error = rf.learn(f, l, visitors::create_visitor(oob_v, varimp_v);
90 //the data can be found in the attributes of oob_v and varimp_v now
91
92 \endcode
93 */
94 namespace visitors
95 {
96
97
98 /** Base Class from which all Visitors derive. Can be used as a template to create new
99 * Visitors.
100 */
101 class VisitorBase
102 {
103 public:
104 bool active_;
105 bool is_active()
106 {
107 return active_;
108 }
109
110 bool has_value()
111 {
112 return false;
113 }
114
115 VisitorBase()
116 : active_(true)
117 {}
118
119 void deactivate()
120 {
121 active_ = false;
122 }
123 void activate()
124 {
125 active_ = true;
126 }
127
128 /** do something after the the Split has decided how to process the Region
129 * (Stack entry)
130 *
131 * \param tree reference to the tree that is currently being learned
132 * \param split reference to the split object
133 * \param parent current stack entry which was used to decide the split
134 * \param leftChild left stack entry that will be pushed
135 * \param rightChild
136 * right stack entry that will be pushed.
137 * \param features features matrix
138 * \param labels label matrix
139 * \sa RF_Traits::StackEntry_t
140 */
141 template<class Tree, class Split, class Region, class Feature_t, class Label_t>
142 void visit_after_split( Tree & tree,
143 Split & split,
144 Region & parent,
145 Region & leftChild,
146 Region & rightChild,
147 Feature_t & features,
148 Label_t & labels)
149 {}
150
151 /** do something after each tree has been learned
152 *
153 * \param rf reference to the random forest object that called this
154 * visitor
155 * \param pr reference to the preprocessor that processed the input
156 * \param sm reference to the sampler object
157 * \param st reference to the first stack entry
158 * \param index index of current tree
159 */
160 template<class RF, class PR, class SM, class ST>
161 void visit_after_tree(RF & rf, PR & pr, SM & sm, ST & st, int index)
162 {}
163
164 /** do something after all trees have been learned
165 *
166 * \param rf reference to the random forest object that called this
167 * visitor
168 * \param pr reference to the preprocessor that processed the input
169 */
170 template<class RF, class PR>
171 void visit_at_end(RF const & rf, PR const & pr)
172 {}
173
174 /** do something before learning starts
175 *
176 * \param rf reference to the random forest object that called this
177 * visitor
178 * \param pr reference to the Processor class used.
179 */
180 template<class RF, class PR>
181 void visit_at_beginning(RF const & rf, PR const & pr)
182 {}
183 /** do some thing while traversing tree after it has been learned
184 * (external nodes)
185 *
186 * \param tr reference to the tree object that called this visitor
187 * \param index index in the topology_ array we currently are at
188 * \param node_t type of node we have (will be e_.... - )
189 * \param features feature matrix
190 * \sa NodeTags;
191 *
192 * you can create the node by using a switch on node_tag and using the
193 * corresponding Node objects. Or - if you do not care about the type
194 * use the NodeBase class.
195 */
196 template<class TR, class IntT, class TopT,class Feat>
197 void visit_external_node(TR & tr, IntT index, TopT node_t, Feat & features)
198 {}
199
200 /** do something when visiting a internal node after it has been learned
201 *
202 * \sa visit_external_node
203 */
204 template<class TR, class IntT, class TopT,class Feat>
205 void visit_internal_node(TR & /* tr */, IntT /* index */, TopT /* node_t */, Feat & /* features */)
206 {}
207
208 /** return a double value. The value of the first
209 * visitor encountered that has a return value is returned with the
210 * RandomForest::learn() method - or -1.0 if no return value visitor
211 * existed. This functionality basically only exists so that the
212 * OOB - visitor can return the oob error rate like in the old version
213 * of the random forest.
214 */
215 double return_val()
216 {
217 return -1.0;
218 }
219 };
220
221
222 /** Last Visitor that should be called to stop the recursion.
223 */
224 class StopVisiting: public VisitorBase
225 {
226 public:
227 bool has_value()
228 {
229 return true;
230 }
231 double return_val()
232 {
233 return -1.0;
234 }
235 };
236 namespace detail
237 {
238 /** Container elements of the statically linked Visitor list.
239 *
240 * use the create_visitor() factory functions to create visitors up to size 10;
241 *
242 */
243 template <class Visitor, class Next = StopVisiting>
244 class VisitorNode
245 {
246 public:
247
248 StopVisiting stop_;
249 Next next_;
250 Visitor & visitor_;
251 VisitorNode(Visitor & visitor, Next & next)
252 :
253 next_(next), visitor_(visitor)
254 {}
255
256 VisitorNode(Visitor & visitor)
257 :
258 next_(stop_), visitor_(visitor)
259 {}
260
261 template<class Tree, class Split, class Region, class Feature_t, class Label_t>
262 void visit_after_split( Tree & tree,
263 Split & split,
264 Region & parent,
265 Region & leftChild,
266 Region & rightChild,
267 Feature_t & features,
268 Label_t & labels)
269 {
270 if(visitor_.is_active())
271 visitor_.visit_after_split(tree, split,
272 parent, leftChild, rightChild,
273 features, labels);
274 next_.visit_after_split(tree, split, parent, leftChild, rightChild,
275 features, labels);
276 }
277
278 template<class RF, class PR, class SM, class ST>
279 void visit_after_tree(RF& rf, PR & pr, SM & sm, ST & st, int index)
280 {
281 if(visitor_.is_active())
282 visitor_.visit_after_tree(rf, pr, sm, st, index);
283 next_.visit_after_tree(rf, pr, sm, st, index);
284 }
285
286 template<class RF, class PR>
287 void visit_at_beginning(RF & rf, PR & pr)
288 {
289 if(visitor_.is_active())
290 visitor_.visit_at_beginning(rf, pr);
291 next_.visit_at_beginning(rf, pr);
292 }
293 template<class RF, class PR>
294 void visit_at_end(RF & rf, PR & pr)
295 {
296 if(visitor_.is_active())
297 visitor_.visit_at_end(rf, pr);
298 next_.visit_at_end(rf, pr);
299 }
300
301 template<class TR, class IntT, class TopT,class Feat>
302 void visit_external_node(TR & tr, IntT & index, TopT & node_t,Feat & features)
303 {
304 if(visitor_.is_active())
305 visitor_.visit_external_node(tr, index, node_t,features);
306 next_.visit_external_node(tr, index, node_t,features);
307 }
308 template<class TR, class IntT, class TopT,class Feat>
309 void visit_internal_node(TR & tr, IntT & index, TopT & node_t,Feat & features)
310 {
311 if(visitor_.is_active())
312 visitor_.visit_internal_node(tr, index, node_t,features);
313 next_.visit_internal_node(tr, index, node_t,features);
314 }
315
316 double return_val()
317 {
318 if(visitor_.is_active() && visitor_.has_value())
319 return visitor_.return_val();
320 return next_.return_val();
321 }
322 };
323
324 } //namespace detail
325
326 //////////////////////////////////////////////////////////////////////////////
327 // Visitor Factory function up to 10 visitors //
328 //////////////////////////////////////////////////////////////////////////////
329
330 /** factory method to to be used with RandomForest::learn()
331 */
332 template<class A>
333 detail::VisitorNode<A>
334 create_visitor(A & a)
335 {
336 typedef detail::VisitorNode<A> _0_t;
337 _0_t _0(a);
338 return _0;
339 }
340
341
342 /** factory method to to be used with RandomForest::learn()
343 */
344 template<class A, class B>
345 detail::VisitorNode<A, detail::VisitorNode<B> >
346 create_visitor(A & a, B & b)
347 {
348 typedef detail::VisitorNode<B> _1_t;
349 _1_t _1(b);
350 typedef detail::VisitorNode<A, _1_t> _0_t;
351 _0_t _0(a, _1);
352 return _0;
353 }
354
355
356 /** factory method to to be used with RandomForest::learn()
357 */
358 template<class A, class B, class C>
359 detail::VisitorNode<A, detail::VisitorNode<B, detail::VisitorNode<C> > >
360 create_visitor(A & a, B & b, C & c)
361 {
362 typedef detail::VisitorNode<C> _2_t;
363 _2_t _2(c);
364 typedef detail::VisitorNode<B, _2_t> _1_t;
365 _1_t _1(b, _2);
366 typedef detail::VisitorNode<A, _1_t> _0_t;
367 _0_t _0(a, _1);
368 return _0;
369 }
370
371
372 /** factory method to to be used with RandomForest::learn()
373 */
374 template<class A, class B, class C, class D>
375 detail::VisitorNode<A, detail::VisitorNode<B, detail::VisitorNode<C,
376 detail::VisitorNode<D> > > >
377 create_visitor(A & a, B & b, C & c, D & d)
378 {
379 typedef detail::VisitorNode<D> _3_t;
380 _3_t _3(d);
381 typedef detail::VisitorNode<C, _3_t> _2_t;
382 _2_t _2(c, _3);
383 typedef detail::VisitorNode<B, _2_t> _1_t;
384 _1_t _1(b, _2);
385 typedef detail::VisitorNode<A, _1_t> _0_t;
386 _0_t _0(a, _1);
387 return _0;
388 }
389
390
391 /** factory method to to be used with RandomForest::learn()
392 */
393 template<class A, class B, class C, class D, class E>
394 detail::VisitorNode<A, detail::VisitorNode<B, detail::VisitorNode<C,
395 detail::VisitorNode<D, detail::VisitorNode<E> > > > >
396 create_visitor(A & a, B & b, C & c,
397 D & d, E & e)
398 {
399 typedef detail::VisitorNode<E> _4_t;
400 _4_t _4(e);
401 typedef detail::VisitorNode<D, _4_t> _3_t;
402 _3_t _3(d, _4);
403 typedef detail::VisitorNode<C, _3_t> _2_t;
404 _2_t _2(c, _3);
405 typedef detail::VisitorNode<B, _2_t> _1_t;
406 _1_t _1(b, _2);
407 typedef detail::VisitorNode<A, _1_t> _0_t;
408 _0_t _0(a, _1);
409 return _0;
410 }
411
412
413 /** factory method to to be used with RandomForest::learn()
414 */
415 template<class A, class B, class C, class D, class E,
416 class F>
417 detail::VisitorNode<A, detail::VisitorNode<B, detail::VisitorNode<C,
418 detail::VisitorNode<D, detail::VisitorNode<E, detail::VisitorNode<F> > > > > >
419 create_visitor(A & a, B & b, C & c,
420 D & d, E & e, F & f)
421 {
422 typedef detail::VisitorNode<F> _5_t;
423 _5_t _5(f);
424 typedef detail::VisitorNode<E, _5_t> _4_t;
425 _4_t _4(e, _5);
426 typedef detail::VisitorNode<D, _4_t> _3_t;
427 _3_t _3(d, _4);
428 typedef detail::VisitorNode<C, _3_t> _2_t;
429 _2_t _2(c, _3);
430 typedef detail::VisitorNode<B, _2_t> _1_t;
431 _1_t _1(b, _2);
432 typedef detail::VisitorNode<A, _1_t> _0_t;
433 _0_t _0(a, _1);
434 return _0;
435 }
436
437
438 /** factory method to to be used with RandomForest::learn()
439 */
440 template<class A, class B, class C, class D, class E,
441 class F, class G>
442 detail::VisitorNode<A, detail::VisitorNode<B, detail::VisitorNode<C,
443 detail::VisitorNode<D, detail::VisitorNode<E, detail::VisitorNode<F,
444 detail::VisitorNode<G> > > > > > >
445 create_visitor(A & a, B & b, C & c,
446 D & d, E & e, F & f, G & g)
447 {
448 typedef detail::VisitorNode<G> _6_t;
449 _6_t _6(g);
450 typedef detail::VisitorNode<F, _6_t> _5_t;
451 _5_t _5(f, _6);
452 typedef detail::VisitorNode<E, _5_t> _4_t;
453 _4_t _4(e, _5);
454 typedef detail::VisitorNode<D, _4_t> _3_t;
455 _3_t _3(d, _4);
456 typedef detail::VisitorNode<C, _3_t> _2_t;
457 _2_t _2(c, _3);
458 typedef detail::VisitorNode<B, _2_t> _1_t;
459 _1_t _1(b, _2);
460 typedef detail::VisitorNode<A, _1_t> _0_t;
461 _0_t _0(a, _1);
462 return _0;
463 }
464
465
466 /** factory method to to be used with RandomForest::learn()
467 */
468 template<class A, class B, class C, class D, class E,
469 class F, class G, class H>
470 detail::VisitorNode<A, detail::VisitorNode<B, detail::VisitorNode<C,
471 detail::VisitorNode<D, detail::VisitorNode<E, detail::VisitorNode<F,
472 detail::VisitorNode<G, detail::VisitorNode<H> > > > > > > >
473 create_visitor(A & a, B & b, C & c,
474 D & d, E & e, F & f,
475 G & g, H & h)
476 {
477 typedef detail::VisitorNode<H> _7_t;
478 _7_t _7(h);
479 typedef detail::VisitorNode<G, _7_t> _6_t;
480 _6_t _6(g, _7);
481 typedef detail::VisitorNode<F, _6_t> _5_t;
482 _5_t _5(f, _6);
483 typedef detail::VisitorNode<E, _5_t> _4_t;
484 _4_t _4(e, _5);
485 typedef detail::VisitorNode<D, _4_t> _3_t;
486 _3_t _3(d, _4);
487 typedef detail::VisitorNode<C, _3_t> _2_t;
488 _2_t _2(c, _3);
489 typedef detail::VisitorNode<B, _2_t> _1_t;
490 _1_t _1(b, _2);
491 typedef detail::VisitorNode<A, _1_t> _0_t;
492 _0_t _0(a, _1);
493 return _0;
494 }
495
496
497 /** factory method to to be used with RandomForest::learn()
498 */
499 template<class A, class B, class C, class D, class E,
500 class F, class G, class H, class I>
501 detail::VisitorNode<A, detail::VisitorNode<B, detail::VisitorNode<C,
502 detail::VisitorNode<D, detail::VisitorNode<E, detail::VisitorNode<F,
503 detail::VisitorNode<G, detail::VisitorNode<H, detail::VisitorNode<I> > > > > > > > >
504 create_visitor(A & a, B & b, C & c,
505 D & d, E & e, F & f,
506 G & g, H & h, I & i)
507 {
508 typedef detail::VisitorNode<I> _8_t;
509 _8_t _8(i);
510 typedef detail::VisitorNode<H, _8_t> _7_t;
511 _7_t _7(h, _8);
512 typedef detail::VisitorNode<G, _7_t> _6_t;
513 _6_t _6(g, _7);
514 typedef detail::VisitorNode<F, _6_t> _5_t;
515 _5_t _5(f, _6);
516 typedef detail::VisitorNode<E, _5_t> _4_t;
517 _4_t _4(e, _5);
518 typedef detail::VisitorNode<D, _4_t> _3_t;
519 _3_t _3(d, _4);
520 typedef detail::VisitorNode<C, _3_t> _2_t;
521 _2_t _2(c, _3);
522 typedef detail::VisitorNode<B, _2_t> _1_t;
523 _1_t _1(b, _2);
524 typedef detail::VisitorNode<A, _1_t> _0_t;
525 _0_t _0(a, _1);
526 return _0;
527 }
528
529 /** factory method to to be used with RandomForest::learn()
530 */
531 template<class A, class B, class C, class D, class E,
532 class F, class G, class H, class I, class J>
533 detail::VisitorNode<A, detail::VisitorNode<B, detail::VisitorNode<C,
534 detail::VisitorNode<D, detail::VisitorNode<E, detail::VisitorNode<F,
535 detail::VisitorNode<G, detail::VisitorNode<H, detail::VisitorNode<I,
536 detail::VisitorNode<J> > > > > > > > > >
537 create_visitor(A & a, B & b, C & c,
538 D & d, E & e, F & f,
539 G & g, H & h, I & i,
540 J & j)
541 {
542 typedef detail::VisitorNode<J> _9_t;
543 _9_t _9(j);
544 typedef detail::VisitorNode<I, _9_t> _8_t;
545 _8_t _8(i, _9);
546 typedef detail::VisitorNode<H, _8_t> _7_t;
547 _7_t _7(h, _8);
548 typedef detail::VisitorNode<G, _7_t> _6_t;
549 _6_t _6(g, _7);
550 typedef detail::VisitorNode<F, _6_t> _5_t;
551 _5_t _5(f, _6);
552 typedef detail::VisitorNode<E, _5_t> _4_t;
553 _4_t _4(e, _5);
554 typedef detail::VisitorNode<D, _4_t> _3_t;
555 _3_t _3(d, _4);
556 typedef detail::VisitorNode<C, _3_t> _2_t;
557 _2_t _2(c, _3);
558 typedef detail::VisitorNode<B, _2_t> _1_t;
559 _1_t _1(b, _2);
560 typedef detail::VisitorNode<A, _1_t> _0_t;
561 _0_t _0(a, _1);
562 return _0;
563 }
564
565 //////////////////////////////////////////////////////////////////////////////
566 // Visitors of communal interest. //
567 //////////////////////////////////////////////////////////////////////////////
568
569
570 /** Visitor to gain information, later needed for online learning.
571 */
572
573 class OnlineLearnVisitor: public VisitorBase
574 {
575 public:
576 //Set if we adjust thresholds
577 bool adjust_thresholds;
578 //Current tree id
579 int tree_id;
580 //Last node id for finding parent
581 int last_node_id;
582 //Need to now the label for interior node visiting
583 vigra::Int32 current_label;
584 //marginal distribution for interior nodes
585 //
586 OnlineLearnVisitor():
587 adjust_thresholds(false), tree_id(0), last_node_id(0), current_label(0)
588 {}
589 struct MarginalDistribution
590 {
591 ArrayVector<Int32> leftCounts;
592 Int32 leftTotalCounts;
593 ArrayVector<Int32> rightCounts;
594 Int32 rightTotalCounts;
595 double gap_left;
596 double gap_right;
597 };
598 typedef ArrayVector<vigra::Int32> IndexList;
599
600 //All information for one tree
601 struct TreeOnlineInformation
602 {
603 std::vector<MarginalDistribution> mag_distributions;
604 std::vector<IndexList> index_lists;
605 //map for linear index of mag_distributions
606 std::map<int,int> interior_to_index;
607 //map for linear index of index_lists
608 std::map<int,int> exterior_to_index;
609 };
610
611 //All trees
612 std::vector<TreeOnlineInformation> trees_online_information;
613
614 /** Initialize, set the number of trees
615 */
616 template<class RF,class PR>
617 void visit_at_beginning(RF & rf,const PR & /* pr */)
618 {
619 tree_id=0;
620 trees_online_information.resize(rf.options_.tree_count_);
621 }
622
623 /** Reset a tree
624 */
625 void reset_tree(int tree_id)
626 {
627 trees_online_information[tree_id].mag_distributions.clear();
628 trees_online_information[tree_id].index_lists.clear();
629 trees_online_information[tree_id].interior_to_index.clear();
630 trees_online_information[tree_id].exterior_to_index.clear();
631 }
632
633 /** simply increase the tree count
634 */
635 template<class RF, class PR, class SM, class ST>
636 void visit_after_tree(RF & /* rf */, PR & /* pr */, SM & /* sm */, ST & /* st */, int /* index */)
637 {
638 tree_id++;
639 }
640
641 template<class Tree, class Split, class Region, class Feature_t, class Label_t>
642 void visit_after_split( Tree & tree,
643 Split & split,
644 Region & parent,
645 Region & leftChild,
646 Region & rightChild,
647 Feature_t & features,
648 Label_t & /* labels */)
649 {
650 int linear_index;
651 int addr=tree.topology_.size();
652 if(split.createNode().typeID() == i_ThresholdNode)
653 {
654 if(adjust_thresholds)
655 {
656 //Store marginal distribution
657 linear_index=trees_online_information[tree_id].mag_distributions.size();
658 trees_online_information[tree_id].interior_to_index[addr]=linear_index;
659 trees_online_information[tree_id].mag_distributions.push_back(MarginalDistribution());
660
661 trees_online_information[tree_id].mag_distributions.back().leftCounts=leftChild.classCounts_;
662 trees_online_information[tree_id].mag_distributions.back().rightCounts=rightChild.classCounts_;
663
664 trees_online_information[tree_id].mag_distributions.back().leftTotalCounts=leftChild.size_;
665 trees_online_information[tree_id].mag_distributions.back().rightTotalCounts=rightChild.size_;
666 //Store the gap
667 double gap_left,gap_right;
668 int i;
669 gap_left=features(leftChild[0],split.bestSplitColumn());
670 for(i=1;i<leftChild.size();++i)
671 if(features(leftChild[i],split.bestSplitColumn())>gap_left)
672 gap_left=features(leftChild[i],split.bestSplitColumn());
673 gap_right=features(rightChild[0],split.bestSplitColumn());
674 for(i=1;i<rightChild.size();++i)
675 if(features(rightChild[i],split.bestSplitColumn())<gap_right)
676 gap_right=features(rightChild[i],split.bestSplitColumn());
677 trees_online_information[tree_id].mag_distributions.back().gap_left=gap_left;
678 trees_online_information[tree_id].mag_distributions.back().gap_right=gap_right;
679 }
680 }
681 else
682 {
683 //Store index list
684 linear_index=trees_online_information[tree_id].index_lists.size();
685 trees_online_information[tree_id].exterior_to_index[addr]=linear_index;
686
687 trees_online_information[tree_id].index_lists.push_back(IndexList());
688
689 trees_online_information[tree_id].index_lists.back().resize(parent.size_,0);
690 std::copy(parent.begin_,parent.end_,trees_online_information[tree_id].index_lists.back().begin());
691 }
692 }
693 void add_to_index_list(int tree,int node,int index)
694 {
695 if(!this->active_)
696 return;
697 TreeOnlineInformation &ti=trees_online_information[tree];
698 ti.index_lists[ti.exterior_to_index[node]].push_back(index);
699 }
700 void move_exterior_node(int src_tree,int src_index,int dst_tree,int dst_index)
701 {
702 if(!this->active_)
703 return;
704 trees_online_information[dst_tree].exterior_to_index[dst_index]=trees_online_information[src_tree].exterior_to_index[src_index];
705 trees_online_information[src_tree].exterior_to_index.erase(src_index);
706 }
707 /** do something when visiting a internal node during getToLeaf
708 *
709 * remember as last node id, for finding the parent of the last external node
710 * also: adjust class counts and borders
711 */
712 template<class TR, class IntT, class TopT,class Feat>
713 void visit_internal_node(TR & tr, IntT index, TopT node_t,Feat & features)
714 {
715 last_node_id=index;
716 if(adjust_thresholds)
717 {
718 vigra_assert(node_t==i_ThresholdNode,"We can only visit threshold nodes");
719 //Check if we are in the gap
720 double value=features(0, Node<i_ThresholdNode>(tr.topology_,tr.parameters_,index).column());
721 TreeOnlineInformation &ti=trees_online_information[tree_id];
722 MarginalDistribution &m=ti.mag_distributions[ti.interior_to_index[index]];
723 if(value>m.gap_left && value<m.gap_right)
724 {
725 //Check which site we want to go
726 if(m.leftCounts[current_label]/double(m.leftTotalCounts)>m.rightCounts[current_label]/double(m.rightTotalCounts))
727 {
728 //We want to go left
729 m.gap_left=value;
730 }
731 else
732 {
733 //We want to go right
734 m.gap_right=value;
735 }
736 Node<i_ThresholdNode>(tr.topology_,tr.parameters_,index).threshold()=(m.gap_right+m.gap_left)/2.0;
737 }
738 //Adjust class counts
739 if(value>Node<i_ThresholdNode>(tr.topology_,tr.parameters_,index).threshold())
740 {
741 ++m.rightTotalCounts;
742 ++m.rightCounts[current_label];
743 }
744 else
745 {
746 ++m.leftTotalCounts;
747 ++m.rightCounts[current_label];
748 }
749 }
750 }
751 /** do something when visiting a extern node during getToLeaf
752 *
753 * Store the new index!
754 */
755 };
756
757 //////////////////////////////////////////////////////////////////////////////
758 // Out of Bag Error estimates //
759 //////////////////////////////////////////////////////////////////////////////
760
761
762 /** Visitor that calculates the oob error of each individual randomized
763 * decision tree.
764 *
765 * After training a tree, all those samples that are OOB for this particular tree
766 * are put down the tree and the error estimated.
767 * the per tree oob error is the average of the individual error estimates.
768 * (oobError = average error of one randomized tree)
769 * Note: This is Not the OOB - Error estimate suggested by Breiman (See OOB_Error
770 * visitor)
771 */
772 class OOB_PerTreeError:public VisitorBase
773 {
774 public:
775 /** Average error of one randomized decision tree
776 */
777 double oobError;
778
779 int totalOobCount;
780 ArrayVector<int> oobCount,oobErrorCount;
781
782 OOB_PerTreeError()
783 : oobError(0.0),
784 totalOobCount(0)
785 {}
786
787
788 bool has_value()
789 {
790 return true;
791 }
792
793
794 /** does the basic calculation per tree*/
795 template<class RF, class PR, class SM, class ST>
796 void visit_after_tree(RF & rf, PR & pr, SM & sm, ST & st, int index)
797 {
798 //do the first time called.
799 if(int(oobCount.size()) != rf.ext_param_.row_count_)
800 {
801 oobCount.resize(rf.ext_param_.row_count_, 0);
802 oobErrorCount.resize(rf.ext_param_.row_count_, 0);
803 }
804 // go through the samples
805 for(int l = 0; l < rf.ext_param_.row_count_; ++l)
806 {
807 // if the lth sample is oob...
808 if(!sm.is_used()[l])
809 {
810 ++oobCount[l];
811 if( rf.tree(index)
812 .predictLabel(rowVector(pr.features(), l))
813 != pr.response()(l,0))
814 {
815 ++oobErrorCount[l];
816 }
817 }
818
819 }
820 }
821
822 /** Does the normalisation
823 */
824 template<class RF, class PR>
825 void visit_at_end(RF & rf, PR & pr)
826 {
827 // do some normalisation
828 for(int l=0; l < static_cast<int>(rf.ext_param_.row_count_); ++l)
829 {
830 if(oobCount[l])
831 {
832 oobError += double(oobErrorCount[l]) / oobCount[l];
833 ++totalOobCount;
834 }
835 }
836 oobError/=totalOobCount;
837 }
838
839 };
840
841 /** Visitor that calculates the oob error of the ensemble
842 * This rate should be used to estimate the crossvalidation
843 * error rate.
844 * Here each sample is put down those trees, for which this sample
845 * is OOB i.e. if sample #1 is OOB for trees 1, 3 and 5 we calculate
846 * the output using the ensemble consisting only of trees 1 3 and 5.
847 *
848 * Using normal bagged sampling each sample is OOB for approx. 33% of trees
849 * The error rate obtained as such therefore corresponds to crossvalidation
850 * rate obtained using a ensemble containing 33% of the trees.
851 */
852 class OOB_Error : public VisitorBase
853 {
854 typedef MultiArrayShape<2>::type Shp;
855 int class_count;
856 bool is_weighted;
857 MultiArray<2,double> tmp_prob;
858 public:
859
860 MultiArray<2, double> prob_oob;
861 /** Ensemble oob error rate
862 */
863 double oob_breiman;
864
865 MultiArray<2, double> oobCount;
866 ArrayVector< int> indices;
867 OOB_Error() : VisitorBase(), oob_breiman(0.0) {}
868 #ifdef HasHDF5
869 void save(std::string filen, std::string pathn)
870 {
871 if(*(pathn.end()-1) != '/')
872 pathn += "/";
873 const char* filename = filen.c_str();
874 MultiArray<2, double> temp(Shp(1,1), 0.0);
875 temp[0] = oob_breiman;
876 writeHDF5(filename, (pathn + "breiman_error").c_str(), temp);
877 }
878 #endif
879 // negative value if sample was ib, number indicates how often.
880 // value >=0 if sample was oob, 0 means fail 1, correct
881
882 template<class RF, class PR>
883 void visit_at_beginning(RF & rf, PR & pr)
884 {
885 class_count = rf.class_count();
886 tmp_prob.reshape(Shp(1, class_count), 0);
887 prob_oob.reshape(Shp(rf.ext_param().row_count_,class_count), 0);
888 is_weighted = rf.options().predict_weighted_;
889 indices.resize(rf.ext_param().row_count_);
890 if(int(oobCount.size()) != rf.ext_param_.row_count_)
891 {
892 oobCount.reshape(Shp(rf.ext_param_.row_count_, 1), 0);
893 }
894 for(int ii = 0; ii < rf.ext_param().row_count_; ++ii)
895 {
896 indices[ii] = ii;
897 }
898 }
899
900 template<class RF, class PR, class SM, class ST>
901 void visit_after_tree(RF& rf, PR & pr, SM & sm, ST & st, int index)
902 {
903 // go through the samples
904 int total_oob =0;
905 // FIXME: magic number 10000: invoke special treatment when when msample << sample_count
906 // (i.e. the OOB sample ist very large)
907 // 40000: use at most 40000 OOB samples per class for OOB error estimate
908 if(rf.ext_param_.actual_msample_ < pr.features().shape(0) - 10000)
909 {
910 ArrayVector<int> oob_indices;
911 ArrayVector<int> cts(class_count, 0);
912 std::random_shuffle(indices.begin(), indices.end());
913 for(int ii = 0; ii < rf.ext_param_.row_count_; ++ii)
914 {
915 if(!sm.is_used()[indices[ii]] && cts[pr.response()(indices[ii], 0)] < 40000)
916 {
917 oob_indices.push_back(indices[ii]);
918 ++cts[pr.response()(indices[ii], 0)];
919 }
920 }
921 for(unsigned int ll = 0; ll < oob_indices.size(); ++ll)
922 {
923 // update number of trees in which current sample is oob
924 ++oobCount[oob_indices[ll]];
925
926 // update number of oob samples in this tree.
927 ++total_oob;
928 // get the predicted votes ---> tmp_prob;
929 int pos = rf.tree(index).getToLeaf(rowVector(pr.features(),oob_indices[ll]));
930 Node<e_ConstProbNode> node ( rf.tree(index).topology_,
931 rf.tree(index).parameters_,
932 pos);
933 tmp_prob.init(0);
934 for(int ii = 0; ii < class_count; ++ii)
935 {
936 tmp_prob[ii] = node.prob_begin()[ii];
937 }
938 if(is_weighted)
939 {
940 for(int ii = 0; ii < class_count; ++ii)
941 tmp_prob[ii] = tmp_prob[ii] * (*(node.prob_begin()-1));
942 }
943 rowVector(prob_oob, oob_indices[ll]) += tmp_prob;
944
945 }
946 }else
947 {
948 for(int ll = 0; ll < rf.ext_param_.row_count_; ++ll)
949 {
950 // if the lth sample is oob...
951 if(!sm.is_used()[ll])
952 {
953 // update number of trees in which current sample is oob
954 ++oobCount[ll];
955
956 // update number of oob samples in this tree.
957 ++total_oob;
958 // get the predicted votes ---> tmp_prob;
959 int pos = rf.tree(index).getToLeaf(rowVector(pr.features(),ll));
960 Node<e_ConstProbNode> node ( rf.tree(index).topology_,
961 rf.tree(index).parameters_,
962 pos);
963 tmp_prob.init(0);
964 for(int ii = 0; ii < class_count; ++ii)
965 {
966 tmp_prob[ii] = node.prob_begin()[ii];
967 }
968 if(is_weighted)
969 {
970 for(int ii = 0; ii < class_count; ++ii)
971 tmp_prob[ii] = tmp_prob[ii] * (*(node.prob_begin()-1));
972 }
973 rowVector(prob_oob, ll) += tmp_prob;
974 }
975 }
976 }
977 // go through the ib samples;
978 }
979
980 /** Normalise variable importance after the number of trees is known.
981 */
982 template<class RF, class PR>
983 void visit_at_end(RF & rf, PR & pr)
984 {
985 // ullis original metric and breiman style stuff
986 int totalOobCount =0;
987 int breimanstyle = 0;
988 for(int ll=0; ll < static_cast<int>(rf.ext_param_.row_count_); ++ll)
989 {
990 if(oobCount[ll])
991 {
992 if(argMax(rowVector(prob_oob, ll)) != pr.response()(ll, 0))
993 ++breimanstyle;
994 ++totalOobCount;
995 }
996 }
997 oob_breiman = double(breimanstyle)/totalOobCount;
998 }
999 };
1000
1001
1002 /** Visitor that calculates different OOB error statistics
1003 */
1004 class CompleteOOBInfo : public VisitorBase
1005 {
1006 typedef MultiArrayShape<2>::type Shp;
1007 int class_count;
1008 bool is_weighted;
1009 MultiArray<2,double> tmp_prob;
1010 public:
1011
1012 /** OOB Error rate of each individual tree
1013 */
1014 MultiArray<2, double> oob_per_tree;
1015 /** Mean of oob_per_tree
1016 */
1017 double oob_mean;
1018 /**Standard deviation of oob_per_tree
1019 */
1020 double oob_std;
1021
1022 MultiArray<2, double> prob_oob;
1023 /** Ensemble OOB error
1024 *
1025 * \sa OOB_Error
1026 */
1027 double oob_breiman;
1028
1029 MultiArray<2, double> oobCount;
1030 MultiArray<2, double> oobErrorCount;
1031 /** Per Tree OOB error calculated as in OOB_PerTreeError
1032 * (Ulli's version)
1033 */
1034 double oob_per_tree2;
1035
1036 /**Column containing the development of the Ensemble
1037 * error rate with increasing number of trees
1038 */
1039 MultiArray<2, double> breiman_per_tree;
1040 /** 4 dimensional array containing the development of confusion matrices
1041 * with number of trees - can be used to estimate ROC curves etc.
1042 *
1043 * oobroc_per_tree(ii,jj,kk,ll)
1044 * corresponds true label = ii
1045 * predicted label = jj
1046 * confusion matrix after ll trees
1047 *
1048 * explanation of third index:
1049 *
1050 * Two class case:
1051 * kk = 0 - (treeCount-1)
1052 * Threshold is on Probability for class 0 is kk/(treeCount-1);
1053 * More classes:
1054 * kk = 0. Threshold on probability set by argMax of the probability array.
1055 */
1056 MultiArray<4, double> oobroc_per_tree;
1057
1058 CompleteOOBInfo() : VisitorBase(), oob_mean(0), oob_std(0), oob_per_tree2(0) {}
1059
1060 #ifdef HasHDF5
1061 /** save to HDF5 file
1062 */
1063 void save(std::string filen, std::string pathn)
1064 {
1065 if(*(pathn.end()-1) != '/')
1066 pathn += "/";
1067 const char* filename = filen.c_str();
1068 MultiArray<2, double> temp(Shp(1,1), 0.0);
1069 writeHDF5(filename, (pathn + "oob_per_tree").c_str(), oob_per_tree);
1070 writeHDF5(filename, (pathn + "oobroc_per_tree").c_str(), oobroc_per_tree);
1071 writeHDF5(filename, (pathn + "breiman_per_tree").c_str(), breiman_per_tree);
1072 temp[0] = oob_mean;
1073 writeHDF5(filename, (pathn + "per_tree_error").c_str(), temp);
1074 temp[0] = oob_std;
1075 writeHDF5(filename, (pathn + "per_tree_error_std").c_str(), temp);
1076 temp[0] = oob_breiman;
1077 writeHDF5(filename, (pathn + "breiman_error").c_str(), temp);
1078 temp[0] = oob_per_tree2;
1079 writeHDF5(filename, (pathn + "ulli_error").c_str(), temp);
1080 }
1081 #endif
1082 // negative value if sample was ib, number indicates how often.
1083 // value >=0 if sample was oob, 0 means fail 1, correct
1084
1085 template<class RF, class PR>
1086 void visit_at_beginning(RF & rf, PR & pr)
1087 {
1088 class_count = rf.class_count();
1089 if(class_count == 2)
1090 oobroc_per_tree.reshape(MultiArrayShape<4>::type(2,2,rf.tree_count(), rf.tree_count()));
1091 else
1092 oobroc_per_tree.reshape(MultiArrayShape<4>::type(rf.class_count(),rf.class_count(),1, rf.tree_count()));
1093 tmp_prob.reshape(Shp(1, class_count), 0);
1094 prob_oob.reshape(Shp(rf.ext_param().row_count_,class_count), 0);
1095 is_weighted = rf.options().predict_weighted_;
1096 oob_per_tree.reshape(Shp(1, rf.tree_count()), 0);
1097 breiman_per_tree.reshape(Shp(1, rf.tree_count()), 0);
1098 //do the first time called.
1099 if(int(oobCount.size()) != rf.ext_param_.row_count_)
1100 {
1101 oobCount.reshape(Shp(rf.ext_param_.row_count_, 1), 0);
1102 oobErrorCount.reshape(Shp(rf.ext_param_.row_count_,1), 0);
1103 }
1104 }
1105
1106 template<class RF, class PR, class SM, class ST>
1107 void visit_after_tree(RF& rf, PR & pr, SM & sm, ST & st, int index)
1108 {
1109 // go through the samples
1110 int total_oob =0;
1111 int wrong_oob =0;
1112 for(int ll = 0; ll < rf.ext_param_.row_count_; ++ll)
1113 {
1114 // if the lth sample is oob...
1115 if(!sm.is_used()[ll])
1116 {
1117 // update number of trees in which current sample is oob
1118 ++oobCount[ll];
1119
1120 // update number of oob samples in this tree.
1121 ++total_oob;
1122 // get the predicted votes ---> tmp_prob;
1123 int pos = rf.tree(index).getToLeaf(rowVector(pr.features(),ll));
1124 Node<e_ConstProbNode> node ( rf.tree(index).topology_,
1125 rf.tree(index).parameters_,
1126 pos);
1127 tmp_prob.init(0);
1128 for(int ii = 0; ii < class_count; ++ii)
1129 {
1130 tmp_prob[ii] = node.prob_begin()[ii];
1131 }
1132 if(is_weighted)
1133 {
1134 for(int ii = 0; ii < class_count; ++ii)
1135 tmp_prob[ii] = tmp_prob[ii] * (*(node.prob_begin()-1));
1136 }
1137 rowVector(prob_oob, ll) += tmp_prob;
1138 int label = argMax(tmp_prob);
1139
1140 if(label != pr.response()(ll, 0))
1141 {
1142 // update number of wrong oob samples in this tree.
1143 ++wrong_oob;
1144 // update number of trees in which current sample is wrong oob
1145 ++oobErrorCount[ll];
1146 }
1147 }
1148 }
1149 int breimanstyle = 0;
1150 int totalOobCount = 0;
1151 for(int ll=0; ll < static_cast<int>(rf.ext_param_.row_count_); ++ll)
1152 {
1153 if(oobCount[ll])
1154 {
1155 if(argMax(rowVector(prob_oob, ll)) != pr.response()(ll, 0))
1156 ++breimanstyle;
1157 ++totalOobCount;
1158 if(oobroc_per_tree.shape(2) == 1)
1159 {
1160 oobroc_per_tree(pr.response()(ll,0), argMax(rowVector(prob_oob, ll)),0 ,index)++;
1161 }
1162 }
1163 }
1164 if(oobroc_per_tree.shape(2) == 1)
1165 oobroc_per_tree.bindOuter(index)/=totalOobCount;
1166 if(oobroc_per_tree.shape(2) > 1)
1167 {
1168 MultiArrayView<3, double> current_roc
1169 = oobroc_per_tree.bindOuter(index);
1170 for(int gg = 0; gg < current_roc.shape(2); ++gg)
1171 {
1172 for(int ll=0; ll < static_cast<int>(rf.ext_param_.row_count_); ++ll)
1173 {
1174 if(oobCount[ll])
1175 {
1176 int pred = prob_oob(ll, 1) > (double(gg)/double(current_roc.shape(2)))?
1177 1 : 0;
1178 current_roc(pr.response()(ll, 0), pred, gg)+= 1;
1179 }
1180 }
1181 current_roc.bindOuter(gg)/= totalOobCount;
1182 }
1183 }
1184 breiman_per_tree[index] = double(breimanstyle)/double(totalOobCount);
1185 oob_per_tree[index] = double(wrong_oob)/double(total_oob);
1186 // go through the ib samples;
1187 }
1188
1189 /** Normalise variable importance after the number of trees is known.
1190 */
1191 template<class RF, class PR>
1192 void visit_at_end(RF & rf, PR & pr)
1193 {
1194 // ullis original metric and breiman style stuff
1195 oob_per_tree2 = 0;
1196 int totalOobCount =0;
1197 int breimanstyle = 0;
1198 for(int ll=0; ll < static_cast<int>(rf.ext_param_.row_count_); ++ll)
1199 {
1200 if(oobCount[ll])
1201 {
1202 if(argMax(rowVector(prob_oob, ll)) != pr.response()(ll, 0))
1203 ++breimanstyle;
1204 oob_per_tree2 += double(oobErrorCount[ll]) / oobCount[ll];
1205 ++totalOobCount;
1206 }
1207 }
1208 oob_per_tree2 /= totalOobCount;
1209 oob_breiman = double(breimanstyle)/totalOobCount;
1210 // mean error of each tree
1211 MultiArrayView<2, double> mean(Shp(1,1), &oob_mean);
1212 MultiArrayView<2, double> stdDev(Shp(1,1), &oob_std);
1213 rowStatistics(oob_per_tree, mean, stdDev);
1214 }
1215 };
1216
1217 /** calculate variable importance while learning.
1218 */
1219 class VariableImportanceVisitor : public VisitorBase
1220 {
1221 public:
1222
1223 /** This Array has the same entries as the R - random forest variable
1224 * importance.
1225 * Matrix is featureCount by (classCount +2)
1226 * variable_importance_(ii,jj) is the variable importance measure of
1227 * the ii-th variable according to:
1228 * jj = 0 - (classCount-1)
1229 * classwise permutation importance
1230 * jj = rowCount(variable_importance_) -2
1231 * permutation importance
1232 * jj = rowCount(variable_importance_) -1
1233 * gini decrease importance.
1234 *
1235 * permutation importance:
1236 * The difference between the fraction of OOB samples classified correctly
1237 * before and after permuting (randomizing) the ii-th column is calculated.
1238 * The ii-th column is permuted rep_cnt times.
1239 *
1240 * class wise permutation importance:
1241 * same as permutation importance. We only look at those OOB samples whose
1242 * response corresponds to class jj.
1243 *
1244 * gini decrease importance:
1245 * row ii corresponds to the sum of all gini decreases induced by variable ii
1246 * in each node of the random forest.
1247 */
1248 MultiArray<2, double> variable_importance_;
1249 int repetition_count_;
1250 bool in_place_;
1251
1252 #ifdef HasHDF5
1253 void save(std::string filename, std::string prefix)
1254 {
1255 prefix = "variable_importance_" + prefix;
1256 writeHDF5(filename.c_str(),
1257 prefix.c_str(),
1258 variable_importance_);
1259 }
1260 #endif
1261
1262 /* Constructor
1263 * \param rep_cnt (defautl: 10) how often should
1264 * the permutation take place. Set to 1 to make calculation faster (but
1265 * possibly more instable)
1266 */
1267 VariableImportanceVisitor(int rep_cnt = 10)
1268 : repetition_count_(rep_cnt)
1269
1270 {}
1271
1272 /** calculates impurity decrease based variable importance after every
1273 * split.
1274 */
1275 template<class Tree, class Split, class Region, class Feature_t, class Label_t>
1276 void visit_after_split( Tree & tree,
1277 Split & split,
1278 Region & /* parent */,
1279 Region & /* leftChild */,
1280 Region & /* rightChild */,
1281 Feature_t & /* features */,
1282 Label_t & /* labels */)
1283 {
1284 //resize to right size when called the first time
1285
1286 Int32 const class_count = tree.ext_param_.class_count_;
1287 Int32 const column_count = tree.ext_param_.column_count_;
1288 if(variable_importance_.size() == 0)
1289 {
1290
1291 variable_importance_
1292 .reshape(MultiArrayShape<2>::type(column_count,
1293 class_count+2));
1294 }
1295
1296 if(split.createNode().typeID() == i_ThresholdNode)
1297 {
1298 Node<i_ThresholdNode> node(split.createNode());
1299 variable_importance_(node.column(),class_count+1)
1300 += split.region_gini_ - split.minGini();
1301 }
1302 }
1303
1304 /**compute permutation based var imp.
1305 * (Only an Array of size oob_sample_count x 1 is created.
1306 * - apposed to oob_sample_count x feature_count in the other method.
1307 *
1308 * \sa FieldProxy
1309 */
1310 template<class RF, class PR, class SM, class ST>
1311 void after_tree_ip_impl(RF& rf, PR & pr, SM & sm, ST & /* st */, int index)
1312 {
1313 typedef MultiArrayShape<2>::type Shp_t;
1314 Int32 column_count = rf.ext_param_.column_count_;
1315 Int32 class_count = rf.ext_param_.class_count_;
1316
1317 /* This solution saves memory uptake but not multithreading
1318 * compatible
1319 */
1320 // remove the const cast on the features (yep , I know what I am
1321 // doing here.) data is not destroyed.
1322 //typename PR::Feature_t & features
1323 // = const_cast<typename PR::Feature_t &>(pr.features());
1324
1325 typedef typename PR::FeatureWithMemory_t FeatureArray;
1326 typedef typename FeatureArray::value_type FeatureValue;
1327
1328 FeatureArray features = pr.features();
1329
1330 //find the oob indices of current tree.
1331 ArrayVector<Int32> oob_indices;
1332 ArrayVector<Int32>::iterator
1333 iter;
1334 for(int ii = 0; ii < rf.ext_param_.row_count_; ++ii)
1335 if(!sm.is_used()[ii])
1336 oob_indices.push_back(ii);
1337
1338 //create space to back up a column
1339 ArrayVector<FeatureValue> backup_column;
1340
1341 // Random foo
1342 #ifdef CLASSIFIER_TEST
1343 RandomMT19937 random(1);
1344 #else
1345 RandomMT19937 random(RandomSeed);
1346 #endif
1347 UniformIntRandomFunctor<RandomMT19937>
1348 randint(random);
1349
1350
1351 //make some space for the results
1352 MultiArray<2, double>
1353 oob_right(Shp_t(1, class_count + 1));
1354 MultiArray<2, double>
1355 perm_oob_right (Shp_t(1, class_count + 1));
1356
1357
1358 // get the oob success rate with the original samples
1359 for(iter = oob_indices.begin();
1360 iter != oob_indices.end();
1361 ++iter)
1362 {
1363 if(rf.tree(index)
1364 .predictLabel(rowVector(features, *iter))
1365 == pr.response()(*iter, 0))
1366 {
1367 //per class
1368 ++oob_right[pr.response()(*iter,0)];
1369 //total
1370 ++oob_right[class_count];
1371 }
1372 }
1373 //get the oob rate after permuting the ii'th dimension.
1374 for(int ii = 0; ii < column_count; ++ii)
1375 {
1376 perm_oob_right.init(0.0);
1377 //make backup of original column
1378 backup_column.clear();
1379 for(iter = oob_indices.begin();
1380 iter != oob_indices.end();
1381 ++iter)
1382 {
1383 backup_column.push_back(features(*iter,ii));
1384 }
1385
1386 //get the oob rate after permuting the ii'th dimension.
1387 for(int rr = 0; rr < repetition_count_; ++rr)
1388 {
1389 //permute dimension.
1390 int n = oob_indices.size();
1391 for(int jj = n-1; jj >= 1; --jj)
1392 std::swap(features(oob_indices[jj], ii),
1393 features(oob_indices[randint(jj+1)], ii));
1394
1395 //get the oob success rate after permuting
1396 for(iter = oob_indices.begin();
1397 iter != oob_indices.end();
1398 ++iter)
1399 {
1400 if(rf.tree(index)
1401 .predictLabel(rowVector(features, *iter))
1402 == pr.response()(*iter, 0))
1403 {
1404 //per class
1405 ++perm_oob_right[pr.response()(*iter, 0)];
1406 //total
1407 ++perm_oob_right[class_count];
1408 }
1409 }
1410 }
1411
1412
1413 //normalise and add to the variable_importance array.
1414 perm_oob_right /= repetition_count_;
1415 perm_oob_right -=oob_right;
1416 perm_oob_right *= -1;
1417 perm_oob_right /= oob_indices.size();
1418 variable_importance_
1419 .subarray(Shp_t(ii,0),
1420 Shp_t(ii+1,class_count+1)) += perm_oob_right;
1421 //copy back permuted dimension
1422 for(int jj = 0; jj < int(oob_indices.size()); ++jj)
1423 features(oob_indices[jj], ii) = backup_column[jj];
1424 }
1425 }
1426
1427 /** calculate permutation based impurity after every tree has been
1428 * learned default behaviour is that this happens out of place.
1429 * If you have very big data sets and want to avoid copying of data
1430 * set the in_place_ flag to true.
1431 */
1432 template<class RF, class PR, class SM, class ST>
1433 void visit_after_tree(RF& rf, PR & pr, SM & sm, ST & st, int index)
1434 {
1435 after_tree_ip_impl(rf, pr, sm, st, index);
1436 }
1437
1438 /** Normalise variable importance after the number of trees is known.
1439 */
1440 template<class RF, class PR>
1441 void visit_at_end(RF & rf, PR & /* pr */)
1442 {
1443 variable_importance_ /= rf.trees_.size();
1444 }
1445 };
1446
1447 /** Verbose output
1448 */
1449 class RandomForestProgressVisitor : public VisitorBase {
1450 public:
1451 RandomForestProgressVisitor() : VisitorBase() {}
1452
1453 template<class RF, class PR, class SM, class ST>
1454 void visit_after_tree(RF& rf, PR & pr, SM & sm, ST & st, int index){
1455 if(index != rf.options().tree_count_-1) {
1456 std::cout << "\r[" << std::setw(10) << (index+1)/static_cast<double>(rf.options().tree_count_)*100 << "%]"
1457 << " (" << index+1 << " of " << rf.options().tree_count_ << ") done" << std::flush;
1458 }
1459 else {
1460 std::cout << "\r[" << std::setw(10) << 100.0 << "%]" << std::endl;
1461 }
1462 }
1463
1464 template<class RF, class PR>
1465 void visit_at_end(RF const & rf, PR const & pr) {
1466 std::string a = TOCS;
1467 std::cout << "all " << rf.options().tree_count_ << " trees have been learned in " << a << std::endl;
1468 }
1469
1470 template<class RF, class PR>
1471 void visit_at_beginning(RF const & rf, PR const & pr) {
1472 TIC;
1473 std::cout << "growing random forest, which will have " << rf.options().tree_count_ << " trees" << std::endl;
1474 }
1475
1476 private:
1477 USETICTOC;
1478 };
1479
1480
1481 /** Computes Correlation/Similarity Matrix of features while learning
1482 * random forest.
1483 */
1484 class CorrelationVisitor : public VisitorBase
1485 {
1486 public:
1487 /** gini_missc(ii, jj) describes how well variable jj can describe a partition
1488 * created on variable ii(when variable ii was chosen)
1489 */
1490 MultiArray<2, double> gini_missc;
1491 MultiArray<2, int> tmp_labels;
1492 /** additional noise features.
1493 */
1494 MultiArray<2, double> noise;
1495 MultiArray<2, double> noise_l;
1496 /** how well can a noise column describe a partition created on variable ii.
1497 */
1498 MultiArray<2, double> corr_noise;
1499 MultiArray<2, double> corr_l;
1500
1501 /** Similarity Matrix
1502 *
1503 * (numberOfFeatures + 1) by (number Of Features + 1) Matrix
1504 * gini_missc
1505 * - row normalized by the number of times the column was chosen
1506 * - mean of corr_noise subtracted
1507 * - and symmetrised.
1508 *
1509 */
1510 MultiArray<2, double> similarity;
1511 /** Distance Matrix 1-similarity
1512 */
1513 MultiArray<2, double> distance;
1514 ArrayVector<int> tmp_cc;
1515
1516 /** How often was variable ii chosen
1517 */
1518 ArrayVector<int> numChoices;
1519 typedef BestGiniOfColumn<GiniCriterion> ColumnDecisionFunctor;
1520 BestGiniOfColumn<GiniCriterion> bgfunc;
1521 void save(std::string file, std::string prefix)
1522 {
1523 /*
1524 std::string tmp;
1525 #define VAR_WRITE(NAME) \
1526 tmp = #NAME;\
1527 tmp += "_";\
1528 tmp += prefix;\
1529 vigra::writeToHDF5File(file.c_str(), tmp.c_str(), NAME);
1530 VAR_WRITE(gini_missc);
1531 VAR_WRITE(corr_noise);
1532 VAR_WRITE(distance);
1533 VAR_WRITE(similarity);
1534 vigra::writeToHDF5File(file.c_str(), "nChoices", MultiArrayView<2, int>(MultiArrayShape<2>::type(numChoices.size(),1), numChoices.data()));
1535 #undef VAR_WRITE
1536 */
1537 }
1538
1539 template<class RF, class PR>
1540 void visit_at_beginning(RF const & rf, PR & pr)
1541 {
1542 typedef MultiArrayShape<2>::type Shp;
1543 int n = rf.ext_param_.column_count_;
1544 gini_missc.reshape(Shp(n +1,n+ 1));
1545 corr_noise.reshape(Shp(n + 1, 10));
1546 corr_l.reshape(Shp(n +1, 10));
1547
1548 noise.reshape(Shp(pr.features().shape(0), 10));
1549 noise_l.reshape(Shp(pr.features().shape(0), 10));
1550 RandomMT19937 random(RandomSeed);
1551 for(int ii = 0; ii < noise.size(); ++ii)
1552 {
1553 noise[ii] = random.uniform53();
1554 noise_l[ii] = random.uniform53() > 0.5;
1555 }
1556 bgfunc = ColumnDecisionFunctor( rf.ext_param_);
1557 tmp_labels.reshape(pr.response().shape());
1558 tmp_cc.resize(2);
1559 numChoices.resize(n+1);
1560 // look at all axes
1561 }
1562 template<class RF, class PR>
1563 void visit_at_end(RF const & rf, PR const & pr)
1564 {
1565 typedef MultiArrayShape<2>::type Shp;
1566 similarity.reshape(gini_missc.shape());
1567 similarity = gini_missc;;
1568 MultiArray<2, double> mean_noise(Shp(corr_noise.shape(0), 1));
1569 rowStatistics(corr_noise, mean_noise);
1570 mean_noise/= MultiArrayView<2, int>(mean_noise.shape(), numChoices.data());
1571 int rC = similarity.shape(0);
1572 for(int jj = 0; jj < rC-1; ++jj)
1573 {
1574 rowVector(similarity, jj) /= numChoices[jj];
1575 rowVector(similarity, jj) -= mean_noise(jj, 0);
1576 }
1577 for(int jj = 0; jj < rC; ++jj)
1578 {
1579 similarity(rC -1, jj) /= numChoices[jj];
1580 }
1581 rowVector(similarity, rC - 1) -= mean_noise(rC-1, 0);
1582 similarity = abs(similarity);
1583 FindMinMax<double> minmax;
1584 inspectMultiArray(srcMultiArrayRange(similarity), minmax);
1585
1586 for(int jj = 0; jj < rC; ++jj)
1587 similarity(jj, jj) = minmax.max;
1588
1589 similarity.subarray(Shp(0,0), Shp(rC-1, rC-1))
1590 += similarity.subarray(Shp(0,0), Shp(rC-1, rC-1)).transpose();
1591 similarity.subarray(Shp(0,0), Shp(rC-1, rC-1))/= 2;
1592 columnVector(similarity, rC-1) = rowVector(similarity, rC-1).transpose();
1593 for(int jj = 0; jj < rC; ++jj)
1594 similarity(jj, jj) = 0;
1595
1596 FindMinMax<double> minmax2;
1597 inspectMultiArray(srcMultiArrayRange(similarity), minmax2);
1598 for(int jj = 0; jj < rC; ++jj)
1599 similarity(jj, jj) = minmax2.max;
1600 distance.reshape(gini_missc.shape(), minmax2.max);
1601 distance -= similarity;
1602 }
1603
1604 template<class Tree, class Split, class Region, class Feature_t, class Label_t>
1605 void visit_after_split( Tree & tree,
1606 Split & split,
1607 Region & parent,
1608 Region & leftChild,
1609 Region & rightChild,
1610 Feature_t & features,
1611 Label_t & labels)
1612 {
1613 if(split.createNode().typeID() == i_ThresholdNode)
1614 {
1615 double wgini;
1616 tmp_cc.init(0);
1617 for(int ii = 0; ii < parent.size(); ++ii)
1618 {
1619 tmp_labels[parent[ii]]
1620 = (features(parent[ii], split.bestSplitColumn()) < split.bestSplitThreshold());
1621 ++tmp_cc[tmp_labels[parent[ii]]];
1622 }
1623 double region_gini = bgfunc.loss_of_region(tmp_labels,
1624 parent.begin(),
1625 parent.end(),
1626 tmp_cc);
1627
1628 int n = split.bestSplitColumn();
1629 ++numChoices[n];
1630 ++(*(numChoices.end()-1));
1631 //this functor does all the work
1632 for(int k = 0; k < features.shape(1); ++k)
1633 {
1634 bgfunc(columnVector(features, k),
1635 tmp_labels,
1636 parent.begin(), parent.end(),
1637 tmp_cc);
1638 wgini = (region_gini - bgfunc.min_gini_);
1639 gini_missc(n, k)
1640 += wgini;
1641 }
1642 for(int k = 0; k < 10; ++k)
1643 {
1644 bgfunc(columnVector(noise, k),
1645 tmp_labels,
1646 parent.begin(), parent.end(),
1647 tmp_cc);
1648 wgini = (region_gini - bgfunc.min_gini_);
1649 corr_noise(n, k)
1650 += wgini;
1651 }
1652
1653 for(int k = 0; k < 10; ++k)
1654 {
1655 bgfunc(columnVector(noise_l, k),
1656 tmp_labels,
1657 parent.begin(), parent.end(),
1658 tmp_cc);
1659 wgini = (region_gini - bgfunc.min_gini_);
1660 corr_l(n, k)
1661 += wgini;
1662 }
1663 bgfunc(labels, tmp_labels, parent.begin(), parent.end(),tmp_cc);
1664 wgini = (region_gini - bgfunc.min_gini_);
1665 gini_missc(n, columnCount(gini_missc)-1)
1666 += wgini;
1667
1668 region_gini = split.region_gini_;
1669 #if 1
1670 Node<i_ThresholdNode> node(split.createNode());
1671 gini_missc(rowCount(gini_missc)-1,
1672 node.column())
1673 +=split.region_gini_ - split.minGini();
1674 #endif
1675 for(int k = 0; k < 10; ++k)
1676 {
1677 split.bgfunc(columnVector(noise, k),
1678 labels,
1679 parent.begin(), parent.end(),
1680 parent.classCounts());
1681 corr_noise(rowCount(gini_missc)-1,
1682 k)
1683 += wgini;
1684 }
1685 #if 0
1686 for(int k = 0; k < tree.ext_param_.actual_mtry_; ++k)
1687 {
1688 wgini = region_gini - split.min_gini_[k];
1689
1690 gini_missc(rowCount(gini_missc)-1,
1691 split.splitColumns[k])
1692 += wgini;
1693 }
1694
1695 for(int k=tree.ext_param_.actual_mtry_; k<features.shape(1); ++k)
1696 {
1697 split.bgfunc(columnVector(features, split.splitColumns[k]),
1698 labels,
1699 parent.begin(), parent.end(),
1700 parent.classCounts());
1701 wgini = region_gini - split.bgfunc.min_gini_;
1702 gini_missc(rowCount(gini_missc)-1,
1703 split.splitColumns[k]) += wgini;
1704 }
1705 #endif
1706 // remember to partition the data according to the best.
1707 gini_missc(rowCount(gini_missc)-1,
1708 columnCount(gini_missc)-1)
1709 += region_gini;
1710 SortSamplesByDimensions<Feature_t>
1711 sorter(features, split.bestSplitColumn(), split.bestSplitThreshold());
1712 std::partition(parent.begin(), parent.end(), sorter);
1713 }
1714 }
1715 };
1716
1717
1718 } // namespace visitors
1719 } // namespace rf
1720 } // namespace vigra
1721
1722 //@}
1723 #endif // RF_VISITORS_HXX
TIC
#define TIC
Definition: timing.hxx:322
vigra::rf::visitors::OnlineLearnVisitor::visit_internal_node
void visit_internal_node(TR &tr, IntT index, TopT node_t, Feat &features)
Definition: rf_visitors.hxx:713
USETICTOC
#define USETICTOC
Definition: timing.hxx:321
vigra::Node< e_ConstProbNode >
Definition: rf_nodeproxy.hxx:626
vigra::linalg::columnVector
MultiArrayView< 2, T, C > columnVector(MultiArrayView< 2, T, C > const &m, MultiArrayIndex d)
Definition: matrix.hxx:725
vigra::rf::visitors::CompleteOOBInfo::breiman_per_tree
MultiArray< 2, double > breiman_per_tree
Definition: rf_visitors.hxx:1039
vigra::rf::visitors::CorrelationVisitor::gini_missc
MultiArray< 2, double > gini_missc
Definition: rf_visitors.hxx:1490
vigra::linalg::rowCount
MultiArrayIndex rowCount(const MultiArrayView< 2, T, C > &x)
Definition: matrix.hxx:669
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Definition: rf_split.hxx:201
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void visit_at_end(RF const &rf, PR const &pr)
Definition: rf_visitors.hxx:171
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MultiArrayView< N-M, T, StrideTag > bindOuter(const TinyVector< Index, M > &d) const
Definition: multi_array.hxx:2132
vigra::rf::visitors::VisitorBase::visit_after_tree
void visit_after_tree(RF &rf, PR &pr, SM &sm, ST &st, int index)
Definition: rf_visitors.hxx:161
vigra::rf::visitors::VariableImportanceVisitor::visit_after_split
void visit_after_split(Tree &tree, Split &split, Region &, Region &, Region &, Feature_t &, Label_t &)
Definition: rf_visitors.hxx:1276
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double oobError
Definition: rf_visitors.hxx:777
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iterator begin()
Definition: multi_array.hxx:1869
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vigra::rf::visitors::CorrelationVisitor::similarity
MultiArray< 2, double > similarity
Definition: rf_visitors.hxx:1510
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void reshape(const difference_type &shape)
Definition: multi_array.hxx:2809
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Definition: rf_visitors.hxx:852
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void visit_at_end(RF &rf, PR &)
Definition: rf_visitors.hxx:1441
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MultiArrayView subarray(difference_type p, difference_type q) const
Definition: multi_array.hxx:1476
vigra::MultiArrayView::size
difference_type_1 size() const
Definition: multi_array.hxx:1589
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ArrayVector< int > numChoices
Definition: rf_visitors.hxx:1518
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Definition: rf_visitors.hxx:1484
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double uniform53() const
Definition: random.hxx:515
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MultiArrayView< N, T, StridedArrayTag > transpose() const
Definition: multi_array.hxx:1515
vigra::rf::visitors::VariableImportanceVisitor
Definition: rf_visitors.hxx:1219
vigra
Definition: accessor.hxx:43
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double oob_per_tree2
Definition: rf_visitors.hxx:1034
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detail::VisitorNode< A > create_visitor(A &a)
Definition: rf_visitors.hxx:334
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void reset_tree(int tree_id)
Definition: rf_visitors.hxx:625
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Definition: random.hxx:669
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MultiArray< 4, double > oobroc_per_tree
Definition: rf_visitors.hxx:1056
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vigra::MultiArrayShape
Definition: multi_fwd.hxx:63
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double return_val()
Definition: rf_visitors.hxx:215
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void visit_at_end(RF &rf, PR &pr)
Definition: rf_visitors.hxx:825
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const difference_type & shape() const
Definition: multi_array.hxx:1596
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Definition: rf_visitors.hxx:244
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detail::SelectIntegerType< 32, detail::SignedIntTypes >::type Int32
32-bit signed int
Definition: sized_int.hxx:175
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MultiArray< 2, double > noise
Definition: rf_visitors.hxx:1494
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void init(U const &initial)
Definition: array_vector.hxx:146
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Definition: rf_split.hxx:831
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MultiArray & init(const U &init)
Definition: multi_array.hxx:2799
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Iterator argMax(Iterator first, Iterator last)
Find the maximum element in a sequence.
Definition: algorithm.hxx:96
vigra::rf::visitors::OnlineLearnVisitor::visit_after_tree
void visit_after_tree(RF &, PR &, SM &, ST &, int)
Definition: rf_visitors.hxx:636
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Find the minimum and maximum pixel value in an image or ROI.
Definition: inspectimage.hxx:1001
timing.hxx
vigra::ArrayVectorView::data
const_pointer data() const
Definition: array_vector.hxx:209
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Definition: rf_visitors.hxx:1004
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Definition: rf_visitors.hxx:573
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void visit_internal_node(TR &, IntT, TopT, Feat &)
Definition: rf_visitors.hxx:205
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MultiArray< 2, double > oob_per_tree
Definition: rf_visitors.hxx:1014
TOCS
#define TOCS
Definition: timing.hxx:325
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Class for fixed size vectors.This class contains an array of size SIZE of the specified VALUETYPE...
Definition: accessor.hxx:940
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void writeHDF5(...)
Store array data in an HDF5 file.
vigra::rf::visitors::RandomForestProgressVisitor
Definition: rf_visitors.hxx:1449
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MultiArray< 2, double > distance
Definition: rf_visitors.hxx:1513
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MultiArrayView< 2, T, C > rowVector(MultiArrayView< 2, T, C > const &m, MultiArrayIndex d)
Definition: matrix.hxx:695
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const_iterator begin() const
Definition: array_vector.hxx:223
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double oob_std
Definition: rf_visitors.hxx:1020
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Definition: rf_visitors.hxx:101
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void visit_at_beginning(RF &rf, const PR &)
Definition: rf_visitors.hxx:617
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MultiArrayIndex columnCount(const MultiArrayView< 2, T, C > &x)
Definition: matrix.hxx:682
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FFTWComplex< R >::NormType abs(const FFTWComplex< R > &a)
absolute value (= magnitude)
Definition: fftw3.hxx:1002
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Definition: random.hxx:336
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MultiArray< 2, double > variable_importance_
Definition: rf_visitors.hxx:1248
vigra::MultiArrayView
Base class for, and view to, vigra::MultiArray.
Definition: multi_array.hxx:652
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double oob_breiman
Definition: rf_visitors.hxx:863
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VALUETYPE max
Definition: inspectimage.hxx:1084
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void visit_at_beginning(RF const &rf, PR const &pr)
Definition: rf_visitors.hxx:181
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size_type size() const
Definition: array_vector.hxx:358
vigra::rf::visitors::VariableImportanceVisitor::after_tree_ip_impl
void after_tree_ip_impl(RF &rf, PR &pr, SM &sm, ST &, int index)
Definition: rf_visitors.hxx:1311
vigra::inspectMultiArray
void inspectMultiArray(...)
Call an analyzing functor at every element of a multi-dimensional array.
vigra::ArrayVectorView::end
const_iterator end() const
Definition: array_vector.hxx:237
vigra::rf::visitors::VisitorBase::visit_external_node
void visit_external_node(TR &tr, IntT index, TopT node_t, Feat &features)
Definition: rf_visitors.hxx:197
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Definition: rf_visitors.hxx:772
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void rowStatistics(...)
vigra::rf::visitors::StopVisiting
Definition: rf_visitors.hxx:224
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void visit_after_split(Tree &tree, Split &split, Region &parent, Region &leftChild, Region &rightChild, Feature_t &features, Label_t &labels)
Definition: rf_visitors.hxx:142
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double oob_mean
Definition: rf_visitors.hxx:1017
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MultiArray< 2, double > corr_noise
Definition: rf_visitors.hxx:1498

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