sklearn_quantile.RandomForestMaximumRegressor

class sklearn_quantile.RandomForestMaximumRegressor(n_estimators=100, *, criterion='squared_error', max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features=1.0, max_leaf_nodes=None, min_impurity_decrease=0.0, bootstrap=True, oob_score=False, n_jobs=None, random_state=None, verbose=0, warm_start=False, ccp_alpha=0.0, max_samples=None, monotonic_cst=None)

A random forest regressor predicting conditional maxima

Implementation is equivalent to Random Forest Quantile Regressor, but calculation is much faster. For other quantiles revert to the original predictor.

__init__(n_estimators=100, *, criterion='squared_error', max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features=1.0, max_leaf_nodes=None, min_impurity_decrease=0.0, bootstrap=True, oob_score=False, n_jobs=None, random_state=None, verbose=0, warm_start=False, ccp_alpha=0.0, max_samples=None, monotonic_cst=None)

Methods

__init__([n_estimators, criterion, ...])

apply(X)

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

decision_path(X)

Return the decision path in the forest.

fit(X, y[, sample_weight])

Build a forest from the training set (X, y).

get_metadata_routing()

Get metadata routing of this object.

get_params([deep])

Get parameters for this estimator.

predict(X)

predition, based on the predict function of ForestRegressor

score(X, y)

Mean pinball loss for the quantile regressors.

set_fit_request(*[, sample_weight])

Request metadata passed to the fit method.

set_params(**params)

Set the parameters of this estimator.

set_score_request(*[, sample_weight])

Request metadata passed to the score method.

validate_quantiles()

Validate the quantiles inserted in the quantile regressor

Attributes

estimators_samples_

The subset of drawn samples for each base estimator.

feature_importances_

The impurity-based feature importances.