cvdt 0.6.0

Cross-Validated Decision Tree — scikit-learn-compatible estimators backed by a Rust core

CVDT for Python (scikit-learn compatible)

cvdt ships two estimators that follow the scikit-learn API and are backed by the zero-dependency Rust core:

• cvdt.CVDTClassifier — ClassifierMixin, predict / predict_proba / predict_log_proba
• cvdt.CVDTRegressor — RegressorMixin, predict

Both are full BaseEstimators: they work with Pipeline, cross_val_score, GridSearchCV, clone, and get_params / set_params.

How the binding is layered

scikit-learn API  ──  python/cvdt/_estimator.py   (validation, tags, classes_, label encoding)
                          │  numpy arrays
native extension  ──  cvdt._cvdt  (src/python.rs, PyO3)   (numpy → flat Columns → tree)
                          │
Rust core         ──  DecisionTree<Task>  (zero-dependency crate)

All sklearn semantics live in Python; the Rust side stays a thin, fast core. The core crate remains zero-dependency — PyO3 and the numpy crate are pulled in only under the python cargo feature. A plain cargo build / cargo test still compiles nothing but std.

Building

Requires a Rust toolchain and maturin.

pip install maturin numpy scikit-learn
# dev build into the current environment:
maturin develop --release --features python
# or build a wheel:
maturin build --release --features python
pip install target/wheels/cvdt-*.whl

Wheels are built with PyO3's abi3-py38, so a single wheel works across CPython 3.8+.

Quickstart

import numpy as np
from cvdt import CVDTClassifier, CVDTRegressor

clf = CVDTClassifier(criterion="gini", cv_folds=5, max_depth=6)
clf.fit(X_train, y_train)
clf.predict(X_test)
clf.predict_proba(X_test)
clf.score(X_test, y_test)

reg = CVDTRegressor(criterion="mse", mode="fast", n_bins=32)
reg.fit(X_train, y_train)

Everything composes with sklearn:

from sklearn.model_selection import GridSearchCV
grid = GridSearchCV(
    CVDTClassifier(),
    {"max_depth": [4, 8], "aggregator": ["mean", "mean_minus_lambda_std"], "mode": ["strict", "fast"]},
    cv=5,
).fit(X, y)

See examples/sklearn_usage.py.

Parameters

Common to both estimators:

Parameter	Default	Meaning
max_depth	8	Max split levels; None for unlimited.
min_samples_split	2	Min samples for a node to be splittable.
min_samples_leaf	1	Min samples each child must receive.
min_impurity_decrease	0.0	Min aggregated gain to accept a split.
n_bins	8	Quantile bins for continuous features.
cv_folds	5	K in the K-fold split evaluation.
cv_seed	42	Fold-shuffle seed (determinism).
cv_shuffle	True	Shuffle before folding.
mode	"strict"	"strict" (per-fold edges) or "fast" (histogram path).
aggregator	"mean"	mean, median, trimmed_mean, signal_to_noise, mean_minus_lambda_std.
agg_frac	0.1	Trim fraction for trimmed_mean.
agg_eps	1e-12	Stabiliser for signal_to_noise.
agg_lambda	1.0	Std penalty for mean_minus_lambda_std.
parallel	False	Evaluate features in parallel.
n_threads	1	Worker threads when parallel.
parallel_min_samples	512	Only parallelise nodes at least this large.
categorical_features	None	Column indices to treat as categorical.

Estimator-specific:

• CVDTClassifier.criterion: "gini" (default) or "entropy".
• CVDTRegressor.criterion: "mse" (default), "variance", or "mae".

Objective-driven classification

Instead of an impurity proxy, CVDTClassifier can select splits to directly optimise a target metric on the held-out folds:

Parameter	Default	Meaning
objective	None	None (use criterion), or precision/recall/f1/fbeta/accuracy.
average	"binary"	binary, micro, macro, or weighted.
pos_label	1	Positive class (index into sorted classes_) when average="binary".
beta	1.0	β for objective="fbeta".

# Optimise recall of the positive class on an imbalanced problem:
clf = CVDTClassifier(objective="recall", average="binary", pos_label=1).fit(X, y)

# Macro-F1 for multiclass:
clf = CVDTClassifier(objective="f1", average="macro").fit(X, y)

When objective is set, criterion is ignored. Splits are accepted only when they improve the metric over making the node a leaf, so objective-mode trees are usually shallower and tuned to the metric; set min_impurity_decrease below 0 to allow non-improving splits.

Notes and caveats

• Interpretability: a fitted CVDTClassifier/CVDTRegressor is a single tree, so est.get_depth() and est.get_n_leaves() (sklearn-style accessors) report its size; total nodes of the binary tree is 2 * get_n_leaves() - 1. The tree can be inspected and visualised:

  • est.export_text(feature_names=..., class_names=...) — readable rule dump.
  • est.export_graphviz(...) — Graphviz DOT string (render with graphviz, pydot, or dtreeviz).
  • est.get_tree() — the tree as a dict of parallel arrays for custom plots.

  Note CVDT splits are membership tests, so continuous branches read as intervals (lo <= x[f] < hi) rather than single thresholds, and the "true" branch is the one that matches (missing values route to "false").

• categorical_features columns are read as integer category ids. Feed already-integer-encoded values (e.g. from OrdinalEncoder); values are rounded to the nearest non-negative integer, and negatives / non-finite are treated as an unknown category (routed to the "not-in-state" child).

• Missing values: NaN / non-finite continuous values are accepted and routed right, so allow_nan is set in the estimator tags.

• mode="fast" + criterion="mae" is unsupported (the median has no additive sufficient statistic for the histogram path) and raises on fit. Use mode="strict" for MAE.

• mode="fast" relaxes the leakage guard slightly: bins are fit once per node instead of per training fold, so bin edges see validation feature values — but impurity is still measured on held-out labels. It is much faster; use "strict" when the stronger guard matters.

Tests

tests/test_sklearn.py covers learning, predict_proba, clone / get_params, fast vs. strict, NaN and categorical handling, pipelines, and a full sklearn.utils.estimator_checks.check_estimator sweep. Build the extension first, then run pytest.