ComposableTimeSeriesForestClassifier

class ComposableTimeSeriesForestClassifier(estimator=None, n_estimators=100, max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features=None, max_leaf_nodes=None, min_impurity_decrease=0.0, bootstrap=False, oob_score=False, n_jobs=None, random_state=None, verbose=0, warm_start=False, class_weight=None, max_samples=None, criterion='gini')[source]

Time Series Forest Classifier as described in [1].

A time series forest is an adaptation of the random forest for time-series data. It that fits a number of decision tree classifiers on various sub-samples of a transformed dataset and uses averaging to improve the predictive accuracy and control over-fitting. The sub-sample size is always the same as the original input sample size but the samples are drawn with replacement if bootstrap=True (default).

Parameters:

estimatorPipeline

A pipeline consisting of series-to-tabular transformations and a decision tree classifier as final estimator.

n_estimatorsinteger, optional (default=200)

The number of trees in the forest.

max_depthinteger or None, optional (default=None)

The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples.

min_samples_splitint, float, optional (default=2)

The minimum number of samples required to split an internal node:

If int, then consider min_samples_split as the minimum number.
If float, then min_samples_split is a fraction and ceil(min_samples_split * n_samples) are the minimum number of samples for each split.

min_samples_leafint, float, optional (default=1)

The minimum number of samples required to be at a leaf node. A split point at any depth will only be considered if it leaves at least min_samples_leaf training samples in each of the left and right branches. This may have the effect of smoothing the model, especially in regression.

If int, then consider min_samples_leaf as the minimum number.
If float, then min_samples_leaf is a fraction and ceil(min_samples_leaf * n_samples) are the minimum number of samples for each node.

min_weight_fraction_leaffloat, optional (default=0.)

The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Samples have equal weight when sample_weight is not provided.

max_featuresint, float, string or None, optional (default=None)

The number of features to consider when looking for the best split:

If int, then consider max_features features at each split.
If float, then max_features is a fraction and int(max_features * n_features) features are considered at each split.
If “auto”, then max_features=sqrt(n_features).
If “sqrt”, then max_features=sqrt(n_features) (same as “auto”).
If “log2”, then max_features=log2(n_features).
If None, then max_features=n_features.

Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than max_features features.

max_leaf_nodesint or None, optional (default=None)

Grow trees with max_leaf_nodes in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes.

min_impurity_decreasefloat, optional (default=0.)

A node will be split if this split induces a decrease of the impurity greater than or equal to this value. The weighted impurity decrease equation is the following:

N_t / N * (impurity - N_t_R / N_t * right_impurity
                    - N_t_L / N_t * left_impurity)

where N is the total number of samples, N_t is the number of samples at the current node, N_t_L is the number of samples in the left child, and N_t_R is the number of samples in the right child. N, N_t, N_t_R and N_t_L all refer to the weighted sum, if sample_weight is passed.

bootstrapboolean, optional (default=False)

Whether bootstrap samples are used when building trees.

oob_scorebool (default=False)

Whether to use out-of-bag samples to estimate the generalization accuracy.

n_jobsint or None, optional (default=None)

The number of jobs to run in parallel for both fit and predict. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors.

random_stateint, RandomState instance or None, optional (default=None)

If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.

verboseint, optional (default=0)

Controls the verbosity when fitting and predicting.

warm_startbool, optional (default=False)

When set to True, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest.

class_weightdict, list of dicts, “balanced”, “balanced_subsample” or None, optional (default=None)

Weights associated with classes in the form {class_label: weight}. If not given, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. Note that for multioutput (including multilabel) weights should be defined for each class of every column in its own dict. For example, for four-class multilabel classification weights should be [{0: 1, 1: 1}, {0: 1, 1: 5}, {0: 1, 1: 1}, {0: 1, 1: 1}] instead of [{1:1}, {2:5}, {3:1}, {4:1}]. The “balanced” mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as n_samples / (n_classes * np.bincount(y)) The “balanced_subsample” mode is the same as “balanced” except that weights are computed based on the bootstrap sample for every tree grown. For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified.

max_samplesint or float, default=None

If bootstrap is True, the number of samples to draw from X to train each base estimator.

If None (default), then draw X.shape[0] samples.
If int, then draw max_samples samples.
If float, then draw max_samples * X.shape[0] samples. Thus, max_samples should be in the interval (0, 1).

Attributes:

estimators_list of DecisionTreeClassifier: The collection of fitted sub-estimators.
classes_array of shape = [n_classes] or a list of such arrays: The classes labels (single output problem), or a list of arrays of class labels (multi-output problem).
n_classes_int or list: The number of classes (single output problem), or a list containing the number of classes for each output (multi-output problem).
n_columnsint: The number of features when fit is performed.
n_outputs_int: The number of outputs when fit is performed.
feature_importances_data frame of shape = [n_timepoints, n_features]: Compute feature importances for time series forest.
oob_score_float: Score of the training dataset obtained using an out-of-bag estimate.
oob_decision_function_array of shape = [n_samples, n_classes]: Decision function computed with out-of-bag estimate on the training set. If n_estimators is small it might be possible that a data point was never left out during the bootstrap. In this case, oob_decision_function_ might contain NaN.
criterion{“gini”, “entropy”, “log_loss”}, default=”gini”: The function to measure the quality of a split. Supported criteria are “gini” for the Gini impurity and “log_loss” and “entropy” both for the Shannon information gain, see Mathematical formulation. Note: This parameter is tree-specific.

References

[1]

Deng et. al, A time series forest for classification and feature extraction,

Information Sciences, 239:2013.

Examples

>>> from sktime.classification.ensemble import ComposableTimeSeriesForestClassifier
>>> from sktime.classification.kernel_based import RocketClassifier
>>> from sktime.datasets import load_unit_test
>>> X_train, y_train = load_unit_test(split="train")
>>> X_test, y_test = load_unit_test(split="test")
>>> clf = ComposableTimeSeriesForestClassifier(
...     RocketClassifier(num_kernels=100),
...     n_estimators=10,
... )
>>> clf.fit(X_train, y_train)
ComposableTimeSeriesForestClassifier(...)
>>> y_pred = clf.predict(X_test)

Methods

`apply`(X)	Abstract method that is implemented by concrete estimators.
`check_is_fitted`([method_name])	Check if the estimator has been fitted.
`clone`()	Obtain a clone of the object with same hyper-parameters and config.
`clone_tags`(estimator[, tag_names])	Clone tags from another object as dynamic override.
`create_test_instance`([parameter_set])	Construct an instance of the class, using first test parameter set.
`create_test_instances_and_names`([parameter_set])	Create list of all test instances and a list of names for them.
`decision_path`(X)	Decision path of decision tree.
`fit`(X, y, **kwargs)	Wrap fit to call BaseClassifier.fit.
`fit_predict`(X, y[, cv, change_state])	Fit and predict labels for sequences in X.
`fit_predict_proba`(X, y[, cv, change_state])	Fit and predict labels probabilities for sequences in X.
`get_class_tag`(tag_name[, tag_value_default])	Get class tag value from class, with tag level inheritance from parents.
`get_class_tags`()	Get class tags from class, with tag level inheritance from parent classes.
`get_config`()	Get config flags for self.
`get_fitted_params`([deep])	Get fitted parameters.
`get_metadata_routing`()	Get metadata routing of this object.
`get_param_defaults`()	Get object's parameter defaults.
`get_param_names`([sort])	Get object's parameter names.
`get_params`([deep])	Get parameters for this estimator.
`get_tag`(tag_name[, tag_value_default, ...])	Get tag value from instance, with tag level inheritance and overrides.
`get_tags`()	Get tags from instance, with tag level inheritance and overrides.
`get_test_params`([parameter_set])	Return testing parameter settings for the estimator.
`is_composite`()	Check if the object is composed of other BaseObjects.
`load_from_path`(serial)	Load object from file location.
`load_from_serial`(serial)	Load object from serialized memory container.
`predict`(X, **kwargs)	Wrap predict to call BaseClassifier.predict.
`predict_log_proba`(X)	Predict class log-probabilities for X.
`predict_proba`(X, **kwargs)	Wrap predict_proba to call BaseClassifier.predict_proba.
`reset`()	Reset the object to a clean post-init state.
`save`([path, serialization_format])	Save serialized self to bytes-like object or to (.zip) file.
`score`(X, y)	Scores predicted labels against ground truth labels on X.
`set_config`(**config_dict)	Set config flags to given values.
`set_fit_request`(*[, sample_weight])	Configure whether metadata should be requested to be passed to the `fit` method.
`set_params`(**params)	Set the parameters of this estimator.
`set_random_state`([random_state, deep, ...])	Set random_state pseudo-random seed parameters for self.
`set_tags`(**tag_dict)	Set instance level tag overrides to given values.