TimeSeriesForestClassifier

class TimeSeriesForestClassifier(min_interval=3, n_estimators=200, n_jobs=1, random_state=None)

Time series forest classifier.

A time series forest is an ensemble of decision trees built on random intervals. Overview: Input n series length m. For each tree

• sample sqrt(m) intervals,

• find mean, std and slope for each interval, concatenate to form new

data set, - build decision tree on new data set.

Ensemble the trees with averaged probability estimates.

This implementation deviates from the original in minor ways. It samples intervals with replacement and does not use the splitting criteria tiny refinement described in [1].

This is an intentionally stripped down, non configurable version for use as a hive-cote component. For a configurable tree based ensemble, see sktime.classifiers.ensemble.TimeSeriesForestClassifier

Parameters

n_estimatorsint, default=200

Number of estimators to build for the ensemble.

min_intervalint, default=3

Minimum length of an interval.

n_jobsint, default=1

The number of jobs to run in parallel for both fit and predict. -1 means using all processors.

random_stateint or None, default=None

Seed for random number generation.

Attributes

n_classes_int

The number of classes.

classes_list

The classes labels.

Notes

For the Java version, see `TSML <https://github.com/uea-machine-learning/tsml/blob/master/src/main/

java/tsml/classifiers/interval_based/TSF.java>`_.

References

1

H.Deng, G.Runger, E.Tuv and M.Vladimir, “A time series forest for classification and feature extraction”,Information Sciences, 239, 2013

Examples

>>> from sktime.classification.interval_based import TimeSeriesForestClassifier
>>> from sktime.datasets import load_unit_test
>>> X_train, y_train = load_unit_test(split="train", return_X_y=True)
>>> X_test, y_test = load_unit_test(split="test", return_X_y=True)
>>> clf = TimeSeriesForestClassifier(n_estimators=5)
>>> clf.fit(X_train, y_train)
TimeSeriesForestClassifier(...)
>>> y_pred = clf.predict(X_test)

Methods

apply(X)	Apply trees in the forest to X, return leaf indices.
check_is_fitted()	Check if the estimator has been fitted.
clone()	Obtain a clone of the object with same hyper-parameters.
clone_tags(estimator[, tag_names])	Clone tags from another estimator as dynamic override.
create_test_instance([parameter_set])	Construct Estimator instance if possible.
create_test_instances_and_names([parameter_set])	Create list of all test instances and a list of names for them.
decision_path(X)	Return the decision path in the forest.
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 a class tag’s value.
get_class_tags()	Get class tags from the class and all its parent classes.
get_config()	Get config flags for self.
get_fitted_params([deep])	Get fitted parameters.
get_param_defaults()	Get object’s parameter defaults.
get_param_names()	Get object’s parameter names.
get_params([deep])	Get a dict of parameters values for this object.
get_tag(tag_name[, tag_value_default, …])	Get tag value from estimator class and dynamic tag overrides.
get_tags()	Get tags from estimator class and dynamic tag 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])	Save serialized self to bytes-like object or to (.zip) file.
score(X, y[, sample_weight])	Return the mean accuracy on the given test data and labels.
set_config(**config_dict)	Set config flags to given values.
set_params(**params)	Set the parameters of this object.
set_tags(**tag_dict)	Set dynamic tags to given values.

fit(X, y, **kwargs)

Wrap fit to call BaseClassifier.fit.

This is a fix to get around the problem with multiple inheritance. The problem is that if we just override _fit, this class inherits the fit from the sklearn class BaseTimeSeriesForest. This is the simplest solution, albeit a little hacky.

predict(X, **kwargs) → numpy.ndarray

Wrap predict to call BaseClassifier.predict.

predict_proba(X, **kwargs) → numpy.ndarray

Wrap predict_proba to call BaseClassifier.predict_proba.

classmethod get_test_params(parameter_set='default')

Return testing parameter settings for the estimator.

Parameters

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set. For classifiers, a “default” set of parameters should be provided for general testing, and a “results_comparison” set for comparing against previously recorded results if the general set does not produce suitable probabilities to compare against.

Returns

paramsdict or list of dict, default={}

Parameters to create testing instances of the class. Each dict are parameters to construct an “interesting” test instance, i.e., MyClass(**params) or MyClass(**params[i]) creates a valid test instance. create_test_instance uses the first (or only) dictionary in params.

apply(X)

Apply trees in the forest to X, return leaf indices.

Parameters

X{array-like, sparse matrix} of shape (n_samples, n_features)

The input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csr_matrix.

Returns

X_leavesndarray of shape (n_samples, n_estimators)

For each datapoint x in X and for each tree in the forest, return the index of the leaf x ends up in.

property base_estimator_

Estimator used to grow the ensemble.

check_is_fitted()

Check if the estimator has been fitted.

Raises

NotFittedError

If the estimator has not been fitted yet.

clone()

Obtain a clone of the object with same hyper-parameters.

A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self.

Notes

Also equal in value to type(self)(**self.get_params(deep=False)).

clone_tags(estimator, tag_names=None)

Clone tags from another estimator as dynamic override.

Parameters

estimatorestimator inheriting from :class:BaseEstimator

tag_namesstr or list of str, default = None

Names of tags to clone. If None then all tags in estimator are used as tag_names.

Returns

Self

Reference to self.

Notes

Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.

classmethod create_test_instance(parameter_set='default')

Construct Estimator instance if possible.

Parameters

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns

instanceinstance of the class with default parameters

Notes

get_test_params can return dict or list of dict. This function takes first or single dict that get_test_params returns, and constructs the object with that.

classmethod create_test_instances_and_names(parameter_set='default')

Create list of all test instances and a list of names for them.

Parameters

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns

objslist of instances of cls

i-th instance is cls(**cls.get_test_params()[i])

nameslist of str, same length as objs

i-th element is name of i-th instance of obj in tests convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

decision_path(X)

Return the decision path in the forest.

New in version 0.18.

Parameters

X{array-like, sparse matrix} of shape (n_samples, n_features)

The input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csr_matrix.

Returns

indicatorsparse matrix of shape (n_samples, n_nodes)

Return a node indicator matrix where non zero elements indicates that the samples goes through the nodes. The matrix is of CSR format.

n_nodes_ptrndarray of shape (n_estimators + 1,)

The columns from indicator[n_nodes_ptr[i]:n_nodes_ptr[i+1]] gives the indicator value for the i-th estimator.

property feature_importances_

The impurity-based feature importances.

The higher, the more important the feature. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance.

Warning: impurity-based feature importances can be misleading for high cardinality features (many unique values). See sklearn.inspection.permutation_importance as an alternative.

Returns

feature_importances_ndarray of shape (n_features,)

The values of this array sum to 1, unless all trees are single node trees consisting of only the root node, in which case it will be an array of zeros.

fit_predict(X, y, cv=None, change_state=True) → numpy.ndarray

Fit and predict labels for sequences in X.

Convenience method to produce in-sample predictions and cross-validated out-of-sample predictions.

Writes to self, if change_state=True:

Sets self.is_fitted to True. Sets fitted model attributes ending in “_”.

Does not update state if change_state=False.

Parameters

X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

y1D np.array of int, of shape [n_instances] - class labels for fitting

indices correspond to instance indices in X

cvNone, int, or sklearn cross-validation object, optional, default=None

None : predictions are in-sample, equivalent to fit(X, y).predict(X) cv : predictions are equivalent to fit(X_train, y_train).predict(X_test)

where multiple X_train, y_train, X_test are obtained from cv folds returned y is union over all test fold predictions cv test folds must be non-intersecting

intequivalent to cv=KFold(cv, shuffle=True, random_state=x),

i.e., k-fold cross-validation predictions out-of-sample random_state x is taken from self if exists, otherwise x=None

change_statebool, optional (default=True)

if False, will not change the state of the classifier,

i.e., fit/predict sequence is run with a copy, self does not change

if True, will fit self to the full X and y,

end state will be equivalent to running fit(X, y)

Returns

y1D np.array of int, of shape [n_instances] - predicted class labels

indices correspond to instance indices in X if cv is passed, -1 indicates entries not seen in union of test sets

fit_predict_proba(X, y, cv=None, change_state=True) → numpy.ndarray

Fit and predict labels probabilities for sequences in X.

Convenience method to produce in-sample predictions and cross-validated out-of-sample predictions.

Parameters

X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

y1D np.array of int, of shape [n_instances] - class labels for fitting

indices correspond to instance indices in X

cvNone, int, or sklearn cross-validation object, optional, default=None

None : predictions are in-sample, equivalent to fit(X, y).predict(X) cv : predictions are equivalent to fit(X_train, y_train).predict(X_test)

where multiple X_train, y_train, X_test are obtained from cv folds returned y is union over all test fold predictions cv test folds must be non-intersecting

int : equivalent to cv=Kfold(int), i.e., k-fold cross-validation predictions

change_statebool, optional (default=True)

if False, will not change the state of the classifier,

i.e., fit/predict sequence is run with a copy, self does not change

if True, will fit self to the full X and y,

end state will be equivalent to running fit(X, y)

Returns

y2D array of shape [n_instances, n_classes] - predicted class probabilities

1st dimension indices correspond to instance indices in X 2nd dimension indices correspond to possible labels (integers) (i, j)-th entry is predictive probability that i-th instance is of class j

classmethod get_class_tag(tag_name, tag_value_default=None)

Get a class tag’s value.

Does not return information from dynamic tags (set via set_tags or clone_tags) that are defined on instances.

Parameters

tag_namestr

Name of tag value.

tag_value_defaultany

Default/fallback value if tag is not found.

Returns

tag_value

Value of the tag_name tag in self. If not found, returns tag_value_default.

classmethod get_class_tags()

Get class tags from the class and all its parent classes.

Retrieves tag: value pairs from _tags class attribute. Does not return information from dynamic tags (set via set_tags or clone_tags) that are defined on instances.

Returns

collected_tagsdict

Dictionary of class tag name: tag value pairs. Collected from _tags class attribute via nested inheritance.

get_config()

Get config flags for self.

Returns

config_dictdict

Dictionary of config name : config value pairs. Collected from _config class attribute via nested inheritance and then any overrides and new tags from _onfig_dynamic object attribute.

get_fitted_params(deep=True)

Get fitted parameters.

State required:

Requires state to be “fitted”.

Parameters

deepbool, default=True

Whether to return fitted parameters of components.

• If True, will return a dict of parameter name : value for this object, including fitted parameters of fittable components (= BaseEstimator-valued parameters).

• If False, will return a dict of parameter name : value for this object, but not include fitted parameters of components.

Returns

fitted_paramsdict with str-valued keys

Dictionary of fitted parameters, paramname : paramvalue keys-value pairs include:

• always: all fitted parameters of this object, as via get_param_names values are fitted parameter value for that key, of this object

• if deep=True, also contains keys/value pairs of component parameters parameters of components are indexed as [componentname]__[paramname] all parameters of componentname appear as paramname with its value

• if deep=True, also contains arbitrary levels of component recursion, e.g., [componentname]__[componentcomponentname]__[paramname], etc

classmethod get_param_defaults()

Get object’s parameter defaults.

Returns

default_dict: dict[str, Any]

Keys are all parameters of cls that have a default defined in __init__ values are the defaults, as defined in __init__.

classmethod get_param_names()

Get object’s parameter names.

Returns

param_names: list[str]

Alphabetically sorted list of parameter names of cls.

get_params(deep=True)

Get a dict of parameters values for this object.

Parameters

deepbool, default=True

Whether to return parameters of components.

• If True, will return a dict of parameter name : value for this object, including parameters of components (= BaseObject-valued parameters).

• If False, will return a dict of parameter name : value for this object, but not include parameters of components.

Returns

paramsdict with str-valued keys

Dictionary of parameters, paramname : paramvalue keys-value pairs include:

• always: all parameters of this object, as via get_param_names values are parameter value for that key, of this object values are always identical to values passed at construction

• if deep=True, also contains keys/value pairs of component parameters parameters of components are indexed as [componentname]__[paramname] all parameters of componentname appear as paramname with its value

• if deep=True, also contains arbitrary levels of component recursion, e.g., [componentname]__[componentcomponentname]__[paramname], etc

get_tag(tag_name, tag_value_default=None, raise_error=True)

Get tag value from estimator class and dynamic tag overrides.

Parameters

tag_namestr

Name of tag to be retrieved

tag_value_defaultany type, optional; default=None

Default/fallback value if tag is not found

raise_errorbool

whether a ValueError is raised when the tag is not found

Returns

tag_valueAny

Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises

ValueError if raise_error is True i.e. if tag_name is not in

self.get_tags().keys()

get_tags()

Get tags from estimator class and dynamic tag overrides.

Returns

collected_tagsdict

Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance and then any overrides and new tags from _tags_dynamic object attribute.

is_composite()

Check if the object is composed of other BaseObjects.

A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.

Returns

composite: bool

Whether an object has any parameters whose values are BaseObjects.

property is_fitted

Whether fit has been called.

classmethod load_from_path(serial)

Load object from file location.

Parameters

serialresult of ZipFile(path).open(“object)

Returns

deserialized self resulting in output at path, of cls.save(path)

classmethod load_from_serial(serial)

Load object from serialized memory container.

Parameters

serial1st element of output of cls.save(None)

Returns

deserialized self resulting in output serial, of cls.save(None)

predict_log_proba(X)

Predict class log-probabilities for X.

The predicted class log-probabilities of an input sample is computed as the log of the mean predicted class probabilities of the trees in the forest.

Parameters

X{array-like, sparse matrix} of shape (n_samples, n_features)

The input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csr_matrix.

Returns

pndarray of shape (n_samples, n_classes), or a list of such arrays

The class probabilities of the input samples. The order of the classes corresponds to that in the attribute classes_.

reset()

Reset the object to a clean post-init state.

Using reset, runs __init__ with current values of hyper-parameters (result of get_params). This Removes any object attributes, except:

• hyper-parameters = arguments of __init__

• object attributes containing double-underscores, i.e., the string “__”

Class and object methods, and class attributes are also unaffected.

Returns

self

Instance of class reset to a clean post-init state but retaining the current hyper-parameter values.

Notes

Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))

save(path=None)

Save serialized self to bytes-like object or to (.zip) file.

Behaviour: if path is None, returns an in-memory serialized self if path is a file location, stores self at that location as a zip file

saved files are zip files with following contents: _metadata - contains class of self, i.e., type(self) _obj - serialized self. This class uses the default serialization (pickle).

Parameters

pathNone or file location (str or Path)

if None, self is saved to an in-memory object if file location, self is saved to that file location. If:

path=”estimator” then a zip file estimator.zip will be made at cwd. path=”/home/stored/estimator” then a zip file estimator.zip will be stored in /home/stored/.

Returns

if path is None - in-memory serialized self

if path is file location - ZipFile with reference to the file

score(X, y, sample_weight=None)

Return the mean accuracy on the given test data and labels.

In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.

Parameters

Xarray-like of shape (n_samples, n_features)

Test samples.

yarray-like of shape (n_samples,) or (n_samples, n_outputs)

True labels for X.

sample_weightarray-like of shape (n_samples,), default=None

Sample weights.

Returns

scorefloat

Mean accuracy of self.predict(X) w.r.t. y.

set_config(**config_dict)

Set config flags to given values.

Parameters

config_dictdict

Dictionary of config name : config value pairs.

Returns

selfreference to self.

Notes

Changes object state, copies configs in config_dict to self._config_dynamic.

set_params(**params)

Set the parameters of this object.

The method works on simple estimators as well as on nested objects. The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters

**paramsdict

BaseObject parameters.

Returns

self

Reference to self (after parameters have been set).

set_tags(**tag_dict)

Set dynamic tags to given values.

Parameters

**tag_dictdict

Dictionary of tag name: tag value pairs.

Returns

Self

Reference to self.

Notes

Changes object state by settting tag values in tag_dict as dynamic tags in self.