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• RandomForestRegression.java

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com.actelion.research.calc.regression.randomforest.RandomForestRegression Maven / Gradle / Ivy

package com.actelion.research.calc.regression.randomforest;

import com.actelion.research.calc.Matrix;
import com.actelion.research.calc.regression.ARegressionMethod;
import com.actelion.research.util.datamodel.ModelXYIndex;
import smile.regression.RandomForest;

/**
 * RandomForestRegression
 * 
Modest v. Korff
 * 

 * Created by korffmo1 on 14.01.19.
 */
public class RandomForestRegression extends ARegressionMethod implements Comparable {

    public static final int MIN_NUM_VAR_SPLIT = 3;

    private RandomForest forest;


    public RandomForestRegression() {
        setParameterRegressionMethod(new ParameterRandomForest());
        // To prevent multi-core execution on Random Forest level
        // On the grid permission is denied.
        try {
            System.setProperty("smile.threads", "1");
        } catch (Exception e) {
            e.printStackTrace();
        }
    }

    public RandomForestRegression(ParameterRandomForest parameterRandomForest) {
        setParameterRegressionMethod(parameterRandomForest);
    }

    @Override
    public Matrix createModel(ModelXYIndex modelXYIndexTrain) {

        Matrix YHat = null;
        try {
            ParameterRandomForest parameterRandomForest = getParameter();

            int mTry = (int)(modelXYIndexTrain.X.cols() * parameterRandomForest.getFractionMTry()+0.5);

            if(mTry