Installation

pip install -U forest-gis

conda install -c conda-forge forest-gis

pip install cython
pip install numpy
pip install --verbose .

brew install libomp

export CC=/usr/bin/clang
export CXX=/usr/bin/clang++
export CPPFLAGS="$CPPFLAGS -Xpreprocessor -fopenmp"
export CFLAGS="$CFLAGS -I/usr/local/opt/libomp/include"
export CXXFLAGS="$CXXFLAGS -I/usr/local/opt/libomp/include"
export LDFLAGS="$LDFLAGS -Wl,-rpath,/usr/local/opt/libomp/lib -L/usr/local/opt/libomp/lib -lomp"

pip install --verbose .

User Guide

Compute local variable importance based on the impurity metric

# use Boston house-price datasets as an example
from sklearn.datasets import load_boston
train_x, train_y = load_boston(return_X_y=True)
# partition_feature could a column from train_x
partition_feature = train_x[:, 1]
from sklearn.ensemble import RandomForestRegressor, ExtraTreesRegressor
from forest.ensemble import impurity_LVIG_RFRegressor
from forest.ensemble import impurity_LVIG_EXTRegressor
rf = RandomForestRegressor(500, max_features=0.3)
rf.fit(train_x, train_y)
## using random forest model to compute local variable importance
var_names = ["var_" + str(i) for i in range(train_x.shape[1])]
lvig_handler = impurity_LVIG_RFRegressor(rf, var_names)
local_variable_importance = lvig_handler.lvig(train_x, train_y, partition_feature = partition_feature)

# use extra-trees to compute local variable importance
model = ExtraTreesRegressor(500, max_features=0.3)
model.fit(train_x, train_y)
lvig_handler = impurity_LVIG_EXTRegressor(rf, var_names)
local_variable_importance = lvig_handler.lvig(train_x, train_y, partition_feature = partition_feature)

or compute local variable importance based on the accuracy metric

from forest.ensemble import accuracy_LVIG
model = RandomForestRegressor(500, max_features=0.3)
model.fit(train_x, train_y)
lvig_handler = accuracy_LVIG(model)
## compute local variable importance
##
local_variable_importance = lvig_handler.compute_feature_importance(train_x, train_y, partition_feature = partition_feature)
## as the accuracy-based LVIG is a model-agnostic method, using other model like xgboost and gradient booting decission tree is applicable
from sklearn.ensemble import GradientBoostingRegressor
import xgboost as xgb
## based on gradient boosting decission tree
model = GradientBoostingRegressor(n_estimators = 500, max_depth = 15, learning_rate=0.05, subsample=0.5, max_features=5)
model.fit(train_x, train_y)
lvig_handler = lvig(model)
data = lvig_handler.compute_feature_importance(train_x, train_y, partition_feature)

## based on xgboost
model = xgb.XGBRegressor(n_estimators = 500, max_depth = 15, subsample = 0.5, eval_metric = "rmse", objective = "reg:linear", n_jobs=20, eta = 0.05, colsample_bynode = 0.33334)
model.fit(train_x, train_y)
lvig_handler = lvig(model)
data = lvig_handler.compute_feature_importance(train_x, train_y, partition_feature)