从 GradientBoostingClassifier 中提取决策规则

Question

我已经完成了以下问题：

How to extract the decision rules from scikit-learn decision-tree?

然而以上两个并没有解决我的目的。以下是我的查询：

我需要在 Python 中使用 gradientboostingclassifer 构建模型并在 SAS 平台中实现该模型。为此，我需要从 gradientboostingclassifer 中提取决策规则。

以下是我目前尝试过的方法：

在 IRIS 数据上构建模型：

# import the most common dataset
from sklearn.datasets import load_iris
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.tree import export_graphviz
from sklearn.externals.six import StringIO  
from IPython.display import Image

X, y = load_iris(return_X_y=True)
# there are 150 observations and 4 features
print(X.shape) # (150, 4)
# let's build a small model = 5 trees with depth no more than 2
model = GradientBoostingClassifier(n_estimators=5, max_depth=3, learning_rate=1.0)
model.fit(X, y==2) # predict 2nd class vs rest, for simplicity
# we can access individual trees
trees = model.estimators_.ravel()

def plot_tree(clf):
    dot_data = StringIO()
    export_graphviz(clf, out_file=dot_data, node_ids=True,
                    filled=True, rounded=True, 
                    special_characters=True)
    graph = pydotplus.graph_from_dot_data([enter image description here][3]dot_data.getvalue())  
    return Image(graph.create_png())

# now we can plot the first tree
plot_tree(trees[0])

绘制图表后，我检查了第一棵树的图表源代码，并使用以下代码写入文本文件：

with open("C:\Users\XXXX\Desktop\Python\input_tree.txt", "w") as wrt:
    wrt.write(export_graphviz(trees[0], out_file=None, node_ids=True,
                filled=True, rounded=True, 
                special_characters=True))

下面是输出文件：

digraph Tree {
node [shape=box, style="filled, rounded", color="black", fontname=helvetica] ;
edge [fontname=helvetica] ;
0 [label=<node &#35;0<br/>X<SUB>3</SUB> &le; 1.75<br/>friedman_mse = 0.222<br/>samples = 150<br/>value = 0.0>, fillcolor="#e5813955"] ;
1 [label=<node &#35;1<br/>X<SUB>2</SUB> &le; 4.95<br/>friedman_mse = 0.046<br/>samples = 104<br/>value = -0.285>, fillcolor="#e5813945"] ;
0 -> 1 [labeldistance=2.5, labelangle=45, headlabel="True"] ;
2 [label=<node &#35;2<br/>X<SUB>3</SUB> &le; 1.65<br/>friedman_mse = 0.01<br/>samples = 98<br/>value = -0.323>, fillcolor="#e5813943"] ;
1 -> 2 ;
3 [label=<node &#35;3<br/>friedman_mse = 0.0<br/>samples = 97<br/>value = -1.5>, fillcolor="#e5813900"] ;
2 -> 3 ;
4 [label=<node &#35;4<br/>friedman_mse = -0.0<br/>samples = 1<br/>value = 3.0>, fillcolor="#e58139ff"] ;
2 -> 4 ;
5 [label=<node &#35;5<br/>X<SUB>3</SUB> &le; 1.55<br/>friedman_mse = 0.222<br/>samples = 6<br/>value = 0.333>, fillcolor="#e5813968"] ;
1 -> 5 ;
6 [label=<node &#35;6<br/>friedman_mse = 0.0<br/>samples = 3<br/>value = 3.0>, fillcolor="#e58139ff"] ;
5 -> 6 ;
7 [label=<node &#35;7<br/>friedman_mse = 0.222<br/>samples = 3<br/>value = 0.0>, fillcolor="#e5813955"] ;
5 -> 7 ;
8 [label=<node &#35;8<br/>X<SUB>2</SUB> &le; 4.85<br/>friedman_mse = 0.021<br/>samples = 46<br/>value = 0.645>, fillcolor="#e581397a"] ;
0 -> 8 [labeldistance=2.5, labelangle=-45, headlabel="False"] ;
9 [label=<node &#35;9<br/>X<SUB>1</SUB> &le; 3.1<br/>friedman_mse = 0.222<br/>samples = 3<br/>value = 0.333>, fillcolor="#e5813968"] ;
8 -> 9 ;
10 [label=<node &#35;10<br/>friedman_mse = 0.0<br/>samples = 2<br/>value = 3.0>, fillcolor="#e58139ff"] ;
9 -> 10 ;
11 [label=<node &#35;11<br/>friedman_mse = -0.0<br/>samples = 1<br/>value = -1.5>, fillcolor="#e5813900"] ;
9 -> 11 ;
12 [label=<node &#35;12<br/>friedman_mse = -0.0<br/>samples = 43<br/>value = 3.0>, fillcolor="#e58139ff"] ;
8 -> 12 ;
}

为了从输出文件中提取决策规则，我尝试了以下 python RegEX 代码以转换为 SAS 代码：

 import re
with open("C:\Users\XXXX\Desktop\Python\input_tree.txt") as f:
    with open("C:\Users\XXXX\Desktop\Python\output.txt", "w") as f1:
        result0 = 'value = 0;'
        f1.write(result0)
        for line in f:
            result1 = re.sub(r'^(\d+)\s+.*<br\/>([A-Z]+)<SUB>(\d+)<\/SUB>\s+(.+?)([-\d.]+)<br\/>friedman_mse.*;$',r"if    then do;",line)
            result2 = re.sub(r'^(\d+).*(?!SUB).*(value\s+=)\s([-\d.]+).*;$',r" value + ; end;",result1)
            result3 = re.sub(r'^(\d+\s+->\s+\d+\s+);$',r'',result2)
            result4 = re.sub(r'^digraph.+|^node.+|^edge.+','',result3)
            result5 = re.sub(r'&(\w{2});',r'',result4)
            result6 = re.sub(r'}','end;',result5)
            f1.write(result6)

下面是上述代码的输出 SAS:

value = 0;
if X3 le  1.75 then do;
if X2 le  4.95 then do;
0 -> 1 [labeldistance=2.5, labelangle=45, headlabel="True"] ;
if X3 le  1.65 then do;
1 -> 2 
value = value + -1.5; end;
2 -> 3 
value = value + 3.0; end;
2 -> 4 
if X3 le  1.55 then do;
1 -> 5 
value = value + 3.0; end;
5 -> 6 
value = value + 0.0; end;
5 -> 7 
if X2 le  4.85 then do;
0 -> 8 [labeldistance=2.5, labelangle=-45, headlabel="False"] ;
if X1 le  3.1 then do;
8 -> 9 
value = value + 3.0; end;
9 -> 10 
value = value + -1.5; end;
9 -> 11 
value = value + 3.0; end;
8 -> 12 
end;

如您所见，输出文件中缺少一块，即我无法正确 open/close do-end 块。为此，我需要使用节点号，但我没有这样做，因为我无法在此处找到任何模式。

你们谁能帮我解决这个问题。

除此之外，像decisiontreeclassifier我可以不提取上面第2个link中提到的children_left、children_right、threshold value。我已经成功提取了GBM的每一棵树

trees = model.estimators_.ravel()

但是我没有找到任何有用的函数来提取每棵树的值和规则。如果我可以以类似 DecisionTreeclassifier 的方式使用 grapviz 对象，请提供帮助。

或

帮我看看有没有其他方法可以解决我的问题。

Answer 1

无需使用 graphviz 导出来访问决策树数据。 model.estimators_ 包含模型所包含的所有单个分类器。对于 GradientBoostingClassifier，这是一个具有形状 (n_estimators, n_classes) 的二维 numpy 数组，每个项目都是一个 DecisionTreeRegressor。

每个决策树都有一个属性 _tree 并且 Understanding the decision tree structure 展示了如何从该对象中取出节点、阈值和子节点。


import numpy
import pandas
from sklearn.ensemble import GradientBoostingClassifier

est = GradientBoostingClassifier(n_estimators=4)
numpy.random.seed(1)
est.fit(numpy.random.random((100, 3)), numpy.random.choice([0, 1, 2], size=(100,)))
print('s', est.estimators_.shape)

n_classes, n_estimators = est.estimators_.shape
for c in range(n_classes):
    for t in range(n_estimators):
        dtree = est.estimators_[c, t]
        print("class={}, tree={}: {}".format(c, t, dtree.tree_))

        rules = pandas.DataFrame({
            'child_left': dtree.tree_.children_left,
            'child_right': dtree.tree_.children_right,
            'feature': dtree.tree_.feature,
            'threshold': dtree.tree_.threshold,
        })
        print(rules)

为每棵树输出如下内容：

class=0, tree=0: <sklearn.tree._tree.Tree object at 0x7f18a697f370>
   child_left  child_right  feature  threshold
0           1            2        0   0.020702
1          -1           -1       -2  -2.000000
2           3            6        1   0.879058
3           4            5        1   0.543716
4          -1           -1       -2  -2.000000
5          -1           -1       -2  -2.000000
6           7            8        0   0.292586
7          -1           -1       -2  -2.000000
8          -1           -1       -2  -2.000000

从 GradientBoostingClassifier 中提取决策规则

Extracting decision rules from GradientBoostingClassifier

python

sas

graphviz

scikit-learn