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Deprecating quantile-per-tree and removing three previously deprecate…
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…d Random Forest parameters (#3667)

This PR marks `quantile-per-tree` parameter of Random Forest for deprecation. Enabling quantile computation per tree has significant performance impact without much accuracy gain. Similar levels of accuracy can be achieved with higher number of bins for global quantiles. Therefore this feature would be removed from subsequent release.

This PR also removes three previously deprecated RF parameters:
    `seed` was deprecated in 0.16 and was planed to be removed in 0.17
    `min_rows_per_node` was deprecated in 0.17 and was planed to be removed in 0.18
    `rows_sample` was deprecated in 0.17 and was planed to be removed 0.18

Also minor correction in documentation.

Authors:
  - Vinay Deshpande (@vinaydes)

Approvers:
  - Thejaswi. N. S (@teju85)
  - John Zedlewski (@JohnZed)

URL: #3667
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vinaydes authored Mar 30, 2021
1 parent aeda29b commit 3df57f3
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Showing 6 changed files with 86 additions and 113 deletions.
2 changes: 1 addition & 1 deletion docs/source/estimator_intro.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -94,7 +94,7 @@
"\n",
"model = cuRF( max_depth = max_depth, \n",
" n_estimators = n_estimators,\n",
" seed = 0 )\n",
" random_state = 0 )\n",
"\n",
"trained_RF = model.fit ( X_train, y_train )\n",
"\n",
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2 changes: 1 addition & 1 deletion notebooks/random_forest_demo.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -176,7 +176,7 @@
"cuml_model = curfc(n_estimators=40,\n",
" max_depth=16,\n",
" max_features=1.0,\n",
" seed=10)\n",
" random_state=10)\n",
"\n",
"cuml_model.fit(X_cudf_train, y_cudf_train)"
]
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57 changes: 16 additions & 41 deletions python/cuml/ensemble/randomforest_common.pyx
Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
#
# Copyright (c) 2020, NVIDIA CORPORATION.
# Copyright (c) 2020-2021, NVIDIA CORPORATION.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
Expand Down Expand Up @@ -55,22 +55,17 @@ class BaseRandomForestModel(Base):

classes_ = CumlArrayDescriptor()

def __init__(self, *, split_criterion, seed=None,
n_streams=8, n_estimators=100,
max_depth=16, handle=None, max_features='auto',
n_bins=8, split_algo=1, bootstrap=True,
bootstrap_features=False,
verbose=False, min_rows_per_node=None,
min_samples_leaf=1, min_samples_split=2,
rows_sample=None, max_samples=1.0, max_leaves=-1,
accuracy_metric=None, dtype=None,
output_type=None,
min_weight_fraction_leaf=None, n_jobs=None,
max_leaf_nodes=None, min_impurity_decrease=0.0,
min_impurity_split=None, oob_score=None,
random_state=None, warm_start=None, class_weight=None,
quantile_per_tree=False, criterion=None,
use_experimental_backend=False, max_batch_size=128):
def __init__(self, *, split_criterion, n_streams=8, n_estimators=100,
max_depth=16, handle=None, max_features='auto', n_bins=8,
split_algo=1, bootstrap=True, bootstrap_features=False,
verbose=False, min_samples_leaf=1, min_samples_split=2,
max_samples=1.0, max_leaves=-1, accuracy_metric=None,
dtype=None, output_type=None, min_weight_fraction_leaf=None,
n_jobs=None, max_leaf_nodes=None, min_impurity_decrease=0.0,
min_impurity_split=None, oob_score=None, random_state=None,
warm_start=None, class_weight=None, quantile_per_tree=False,
criterion=None, use_experimental_backend=False,
max_batch_size=128):

sklearn_params = {"criterion": criterion,
"min_weight_fraction_leaf": min_weight_fraction_leaf,
Expand All @@ -89,37 +84,17 @@ class BaseRandomForestModel(Base):
"(https://docs.rapids.ai/api/cuml/nightly/"
"api.html#random-forest) for more information")

if seed is not None:
if random_state is None:
warnings.warn("Parameter 'seed' is deprecated and will be"
" removed in 0.17. Please use 'random_state'"
" instead. Setting 'random_state' as the"
" curent 'seed' value",
DeprecationWarning)
random_state = seed
else:
warnings.warn("Both 'seed' and 'random_state' parameters were"
" set. Using 'random_state' since 'seed' is"
" deprecated and will be removed in 0.17.",
DeprecationWarning)

if ((random_state is not None) and (n_streams != 1)):
warnings.warn("For reproducible results in Random Forest"
" Classifier or for almost reproducible results"
" in Random Forest Regressor, n_streams==1 is "
"recommended. If n_streams is > 1, results may vary "
"due to stream/thread timing differences, even when "
"random_state is set")
if min_rows_per_node is not None:
warnings.warn("The 'min_rows_per_node' parameter is deprecated "
"and will be removed in 0.18. Please use "
"'min_samples_leaf' parameter instead.")
min_samples_leaf = min_rows_per_node
if rows_sample is not None:
warnings.warn("The 'rows_sample' parameter is deprecated and will "
"be removed in 0.18. Please use 'max_samples' "
"parameter instead.")
max_samples = rows_sample
if quantile_per_tree:
warnings.warn("The 'quantile_per_tree' parameter is deprecated "
"and will be removed in 0.20 release. Instead use "
"higher number of global quantile bins.")
if handle is None:
handle = Handle(n_streams)

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81 changes: 41 additions & 40 deletions python/cuml/ensemble/randomforestclassifier.pyx
Original file line number Diff line number Diff line change
Expand Up @@ -129,40 +129,40 @@ class RandomForestClassifier(BaseRandomForestModel,
Implements a Random Forest classifier model which fits multiple decision
tree classifiers in an ensemble.
Note that the underlying algorithm for tree node splits differs from that
used in scikit-learn. By default, the cuML Random Forest uses a
histogram-based algorithms to determine splits, rather than an exact
count. You can tune the size of the histograms with the n_bins parameter.
.. note:: This is an early release of the cuML
Random Forest code. It contains a few known limitations:
* GPU-based inference is only supported if the model was trained
with 32-bit (float32) datatypes. CPU-based inference may be used
in this case as a slower fallback.
* Very deep / very wide models may exhaust available GPU memory.
Future versions of cuML will provide an alternative algorithm to
reduce memory consumption.
* While training the model for multi class classification problems,
using deep trees or `max_features=1.0` provides better performance.
.. note:: Note that the underlying algorithm for tree node splits differs
from that used in scikit-learn. By default, the cuML Random Forest uses a
histogram-based algorithm to determine splits, rather than an exact
count. You can tune the size of the histograms with the n_bins parameter.
**Known Limitations**: This is an early release of the cuML
Random Forest code. It contains a few known limitations:
* GPU-based inference is only supported if the model was trained
with 32-bit (float32) datatypes. CPU-based inference may be used
in this case as a slower fallback.
* Very deep / very wide models may exhaust available GPU memory.
Future versions of cuML will provide an alternative algorithm to
reduce memory consumption.
* While training the model for multi class classification problems,
using deep trees or `max_features=1.0` provides better performance.
Examples
--------
.. code-block:: python
import numpy as np
from cuml.ensemble import RandomForestClassifier as cuRFC
import numpy as np
from cuml.ensemble import RandomForestClassifier as cuRFC
X = np.random.normal(size=(10,4)).astype(np.float32)
y = np.asarray([0,1]*5, dtype=np.int32)
X = np.random.normal(size=(10,4)).astype(np.float32)
y = np.asarray([0,1]*5, dtype=np.int32)
cuml_model = cuRFC(max_features=1.0,
n_bins=8,
n_estimators=40)
cuml_model.fit(X,y)
cuml_predict = cuml_model.predict(X)
cuml_model = cuRFC(max_features=1.0,
n_bins=8,
n_estimators=40)
cuml_model.fit(X,y)
cuml_predict = cuml_model.predict(X)
print("Predicted labels : ", cuml_predict)
print("Predicted labels : ", cuml_predict)
Output:
Expand All @@ -180,7 +180,7 @@ class RandomForestClassifier(BaseRandomForestModel,
(default = 0)
split_algo : int (default = 1)
The algorithm to determine how nodes are split in the tree.
0 for HIST and 1 for GLOBAL_QUANTILE. HIST curently uses a slower
0 for HIST and 1 for GLOBAL_QUANTILE. HIST currently uses a slower
tree-building algorithm so GLOBAL_QUANTILE is recommended for most
cases.
bootstrap : boolean (default = True)
Expand Down Expand Up @@ -226,24 +226,25 @@ class RandomForestClassifier(BaseRandomForestModel,
Minimum decrease in impurity requried for
node to be spilt.
quantile_per_tree : boolean (default = False)
Whether quantile is computed for individal trees in RF.
Only relevant for GLOBAL_QUANTILE split_algo.
Whether quantile is computed for individual trees in RF.
Only relevant when `split_algo = GLOBAL_QUANTILE`.
.. deprecated:: 0.19
Parameter 'quantile_per_tree' is deprecated and will be removed in
subsequent release.
use_experimental_backend : boolean (default = False)
If set to true and following conditions are also met, experimental
decision tree training implementation would be used:
split_algo = 1 (GLOBAL_QUANTILE)
quantile_per_tree = false (No per tree quantile computation)
decision tree training implementation would be used only if
`split_algo = 1` (GLOBAL_QUANTILE) and `quantile_per_tree = False`
(No per tree quantile computation).
max_batch_size: int (default = 128)
Maximum number of nodes that can be processed in a given batch. This is
used only when 'use_experimental_backend' is true.
used only when 'use_experimental_backend' is true. Does not currently
fully guarantee the exact same results.
random_state : int (default = None)
Seed for the random number generator. Unseeded by default.
seed : int (default = None)
Seed for the random number generator. Unseeded by default.
.. deprecated:: 0.16
Parameter `seed` is deprecated and will be removed in 0.17. Please
use `random_state` instead
Seed for the random number generator. Unseeded by default. Does not
currently fully guarantee the exact same results. **Note: Parameter
`seed` is removed since release 0.19.**
handle : cuml.Handle
Specifies the cuml.handle that holds internal CUDA state for
Expand Down
49 changes: 23 additions & 26 deletions python/cuml/ensemble/randomforestregressor.pyx
Original file line number Diff line number Diff line change
Expand Up @@ -112,21 +112,20 @@ class RandomForestRegressor(BaseRandomForestModel,
Implements a Random Forest regressor model which fits multiple decision
trees in an ensemble.
.. note:: that the underlying algorithm for tree node splits differs from
that used in scikit-learn. By default, the cuML Random Forest uses a
histogram-based algorithm to determine splits, rather than an exact
count. You can tune the size of the histograms with the n_bins
parameter.
.. note:: Note that the underlying algorithm for tree node splits differs
from that used in scikit-learn. By default, the cuML Random Forest uses a
histogram-based algorithm to determine splits, rather than an exact
count. You can tune the size of the histograms with the n_bins parameter.
**Known Limitations**: This is an early release of the cuML
Random Forest code. It contains a few known limitations:
* GPU-based inference is only supported if the model was trained
with 32-bit (float32) datatypes. CPU-based inference may be used
in this case as a slower fallback.
* Very deep / very wide models may exhaust available GPU memory.
Future versions of cuML will provide an alternative algorithm to
reduce memory consumption.
* GPU-based inference is only supported if the model was trained
with 32-bit (float32) datatypes. CPU-based inference may be used
in this case as a slower fallback.
* Very deep / very wide models may exhaust available GPU memory.
Future versions of cuML will provide an alternative algorithm to
reduce memory consumption.
Examples
--------
Expand All @@ -149,7 +148,7 @@ class RandomForestRegressor(BaseRandomForestModel,
Output:
.. code-block:: python
.. code-block:: none
MSE score of cuml : 0.1123437201231765
Expand All @@ -159,7 +158,7 @@ class RandomForestRegressor(BaseRandomForestModel,
Number of trees in the forest. (Default changed to 100 in cuML 0.11)
split_algo : int (default = 1)
The algorithm to determine how nodes are split in the tree.
0 for HIST and 1 for GLOBAL_QUANTILE. HIST curently uses a slower
0 for HIST and 1 for GLOBAL_QUANTILE. HIST currently uses a slower
tree-building algorithm so GLOBAL_QUANTILE is recommended for most
cases.
split_criterion : int (default = 2)
Expand Down Expand Up @@ -218,26 +217,24 @@ class RandomForestRegressor(BaseRandomForestModel,
for mean of abs error : 'mean_ae'
for mean square error' : 'mse'
quantile_per_tree : boolean (default = False)
Whether quantile is computed for individal trees in RF.
Only relevant for GLOBAL_QUANTILE split_algo.
Whether quantile is computed for individual trees in RF.
Only relevant when `split_algo = GLOBAL_QUANTILE`.
.. deprecated:: 0.19
Parameter 'quantile_per_tree' is deprecated and will be removed in
subsequent release.
use_experimental_backend : boolean (default = False)
If set to true and following conditions are also met, experimental
decision tree training implementation would be used:
split_algo = 1 (GLOBAL_QUANTILE)
quantile_per_tree = false (No per tree quantile computation)
decision tree training implementation would be used only if
`split_algo = 1` (GLOBAL_QUANTILE) and `quantile_per_tree = False`
(No per tree quantile computation).
max_batch_size: int (default = 128)
Maximum number of nodes that can be processed in a given batch. This is
used only when 'use_experimental_backend' is true.
random_state : int (default = None)
Seed for the random number generator. Unseeded by default. Does not
currently fully guarantee the exact same results.
seed : int (default = None)
Seed for the random number generator. Unseeded by default. Does not
currently fully guarantee the exact same results.
.. deprecated:: 0.16
Parameter `seed` is deprecated and will be removed in 0.17. Please
use `random_state` instead
currently fully guarantee the exact same results. **Note: Parameter
`seed` is removed since release 0.19.**
handle : cuml.Handle
Specifies the cuml.handle that holds internal CUDA state for
Expand Down
8 changes: 4 additions & 4 deletions python/cuml/test/test_random_forest.py
Original file line number Diff line number Diff line change
Expand Up @@ -781,14 +781,14 @@ def test_rf_get_json(estimator_type, max_depth, n_estimators):
if estimator_type == 'classification':
cuml_model = curfc(max_features=1.0, max_samples=1.0,
n_bins=16, split_algo=0, split_criterion=0,
min_samples_leaf=2, seed=23707, n_streams=1,
min_samples_leaf=2, random_state=23707, n_streams=1,
n_estimators=n_estimators, max_leaves=-1,
max_depth=max_depth)
y = y.astype(np.int32)
elif estimator_type == 'regression':
cuml_model = curfr(max_features=1.0, max_samples=1.0,
n_bins=16, split_algo=0,
min_samples_leaf=2, seed=23707, n_streams=1,
min_samples_leaf=2, random_state=23707, n_streams=1,
n_estimators=n_estimators, max_leaves=-1,
max_depth=max_depth)
y = y.astype(np.float32)
Expand Down Expand Up @@ -862,7 +862,7 @@ def test_rf_instance_count(max_depth, n_estimators, use_experimental_backend):
X = X.astype(np.float32)
cuml_model = curfc(max_features=1.0, max_samples=1.0,
n_bins=16, split_algo=1, split_criterion=0,
min_samples_leaf=2, seed=23707, n_streams=1,
min_samples_leaf=2, random_state=23707, n_streams=1,
n_estimators=n_estimators, max_leaves=-1,
max_depth=max_depth,
use_experimental_backend=use_experimental_backend)
Expand Down Expand Up @@ -1031,7 +1031,7 @@ def test_rf_regression_with_identical_labels(split_criterion,
# Degenerate case: all labels are identical.
# RF Regressor must not create any split. It must yield an empty tree
# with only the root node.
clf = curfr(max_features=1.0, rows_sample=1.0, n_bins=5, split_algo=1,
clf = curfr(max_features=1.0, max_samples=1.0, n_bins=5, split_algo=1,
bootstrap=False, split_criterion=split_criterion,
min_samples_leaf=1, min_samples_split=2, random_state=0,
n_streams=1, n_estimators=1, max_depth=1,
Expand Down

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