参考的原文地址，原文还有对CART的分析。
这个代码用的是误差平方和最小，对连续值进行了二分，可以处理0,1离散值，不能‘好，不好’这种字符串表示特征。
#!/usr/bin/env python2
# -*- coding: utf-8 -*-
import numpy as np
import pickle
# =============================================================================
# 创建CART树(回归树或模型树)
# 输入：数据集data，叶子节点形式leafType：regressLeaf（回归树）、modelLeaf（模型树）
# 损失函数errType:误差平方和也分为regressLeaf和modelLeaf
# 用户自定义阈值参数：误差减少的阈值,子样本集应包含的最少样本个数
# =============================================================================
def CreateCart(data,leafType=regressLeaf,errType=regressErr,threshold=(1,4)):
#寻找最优特征与最优切分点
feature,value = ChooseBest(data,leafType,errType,threshold)
#停止条件：当结点的样本个数小于阈值，或基尼指数小于阈值,或者没有更多特征时停止
if feature == None:
return value
returnTree = {}
returnTree['bestSplitFeature'] = feature
returnTree['bestSplitValue'] = value
leftSet,rightSet = binarySplit(data,feature,value)
returnTree['left'] = leftSet
returnTree['right'] = rightSet
return returnTree
def ChooseBest(data,leafType,errType,threshold):
thresholdErr, thresholdSamples = threshold[0],threshold[1]
#数据中输出相同，不需要继续划分树，输出平均值
#需要将np array转换成list再做set
if len(set(data[:,-1].T.tolist()[0])) == 1:
#回归树返回叶子平均值，模型树返回系数
return None,leafType(data)
m,n = data.shape()
#分别处理回归树、模型树的err计算方法
Err = errType(data)
bestErr, bestFindex, bestFval = np.Inf,0,0
#对于每个特征，根据每个取值将data划分成两个子集，计算两个子集的err
#取所有可能划分点中，err最小的特征和结点，作为划分点
#同时，保证划分的子集中样本个数大于阈值thresholdSamples
#这种划分方式适用于连续型数据，标称型数据如果不能比大小则要用id3的方式划分
for findex in range(n-1):
for fval in data[:,findex]:
left,right = binarySplit(data,findex,fval)
#阈值判断
if (left.shape()[0]<thresholdSamples) or (right.shape()[0]<thresholdSamples):
continue
temerr = errType(left) + errType(right)
#更新最小误差
if temerr < bestErr:
bestErr, bestFindex, bestFval = temerr,findex,fval
#检验所选最优划分点的误差，与未划分时的差值是否小于阈值thresholdErr
if Err - bestErr < thresholdErr:
return None, leafType(data)
return bestFindex,bestFval
def binarySplit(data,findex, fval):
#np.nonzero选取符合条件的非零值所在的每一纬度的下标
left = data[np.nonzero(data[:,findex] <= fval)[0],:]
right = data[np.nonzero(data[:,findex] > fval)[0],:]
return left, right
# =============================================================================
# 回归树、模型树对应的不同处理函数
# =============================================================================
#输出叶结点平均值
def regressLeaf(data):
#数据集输出列即最后一列的平均值
return np.mean(data[:,-1])
#输出系数
def modelLeaf(data):
w,x,y = linearSolve(data)
return w
#y=kx+b写成矩阵形式
def linearSolve(data):
m,n = np.shape(data)
#mat转换成矩阵，方便后面计算
x,y = np.mat(np.ones((m,n))),np.mat(np.ones((m,1)))
x[:,1:n] = data[:,0:(n-1)]
y = data[:,-1]
xTx = x.T*x
#计算行列式,判断是否能够取逆
if np.linalg.det(xTx) == 0:
#抛出异常
raise NameError('matrix cannot do inverse,try increasing the second value of threshold')
else:
w = xTx.I*(x.T*y)
return w,x,y
#划分后左右数据集的总误差平方和
def regressErr(data):
#回归树的叶子节点取的是均值
#计算误差相当于（每个输出－均值）^2
#就是方差
#np.var的方差分母是(n-1)
return np.var(data[:,-1])*(np.shape(data)[0]-1)
#模型树误差
def modelErr(data):
w,x,y = linearSolve(data)
y_pie = x * w
return sum(np.power(y-y_pie,2))
# =============================================================================
# 剪枝
# =============================================================================
#从叶子向上，比较剪掉和不剪的误差
def prune(tree,test):
#数据集没有数据
if test.shape()[0] == 0: return getMean(tree)
#向下递归到叶子
if isTree(tree['left']) or isTree(tree['right']):
testleft,testright = binarySplit(test,tree['bestSplitFeature'],tree['bestSplitFeatValue'])
if isTree(tree['left']):
tree['left'] = prune(tree['left'],testleft)
if isTree(tree['right']):
tree['right'] = prune(tree['right'],testright)
#找到叶子之后计算误差
if not isTree(tree['left']) and not isTree(tree['right']):
leftmean,rightmean = binarySplit(test,tree['bestSplitFeature'],tree['bestSplitFeatValue'])
errno = sum(np.power(leftmean[:,-1]-tree['left'],2))+sum(np.power(rightmean[:,-1]-tree['right'],2))
errMerge = sum(np.power(test[:,-1]-getMean(tree),2))
if errMerge < errno:
print 'merge'
return getMean(tree)
else:
return tree
else:
return tree
def getMean(tree):
#tree['left']保存左子树数据集，如果是叶子节点保存平均值
if isTree(tree['left']):tree['left'] = getMean(tree['left'])
if isTree(tree['right']):tree['right'] = getMean(tree['right'])
return (tree['left']+tree['right'])/2.
#判断是否存在叶结点
def isTree(obj):
#type(obj)返回的是obj的类型关键字
#__name__将类型关键字转化为str
return (type(obj).__name__=='dict')
# =============================================================================
# 预测
# =============================================================================
def createForeCast(tree,test,modelEval=regressEvaluation):
m = len(test)
y = np.mat(np.zeros((m,1)))
for i in range(m):
y = treeForeCast(tree,test[i],modelEval)
return y
def treeForeCast(tree,test,modelEval=regressEvaluation):
#到了叶子节点输出结果
if not isTree(tree): return modelEval(tree,test)
#向左子树递归
if test[tree['bestSplitFeature']] <= tree['bestSplitFeature']:
if isTree(tree['left']):
return treeForeCast(tree['left'],test,modelEval)
else:
return modelEval(tree['left'],test)
#向右子树递归
else:
if isTree(tree['right']):
return treeForeCast(tree['right'],test,modelEval)
else:
return modelEval(tree['right'],test)
def regressEvaluation(tree,test):
return float(tree)
# =============================================================================
# 数据加载
# =============================================================================
def regressData(filename):
fr = open(filename)
#持久化
return pickle.load(fr)
if __name__ == '__main__':
trainfilename = 'e:\\python\\ml\\trainDataset.txt'
testfilename = 'e:\\python\\ml\\testDataset.txt'
trainDataset = regressData(trainfilename)
testDataset = regressData(testfilename)
cartTree = CreateCart(trainDataset,threshold=(1,4))
pruneTree = prune(cartTree,testDataset)
y = createForeCast(cartTree,np.mat([0.3]),modelEval=regressEvaluation)
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