None .. note:: This tutorial was generated from an IPython notebook that can be downloaded `here <../../../source/notebooks/example_usage.ipynb>`_. .. _example_usage: Example usage ============= In this example we are predicting the 5th and 95th percentile and median of a toy dataset with a Random Forest Quantile Regressor, and the approximation regressor and comparing it to a general Random Forest Regressor. .. code:: python import numpy as np from sklearn.ensemble import RandomForestRegressor from sklearn.model_selection import train_test_split import matplotlib.pyplot as plt from sklearn_quantile import ( RandomForestQuantileRegressor, SampleRandomForestQuantileRegressor, ) The base function ‘generating’ the observations .. code:: python def f(x): """The function to predict.""" return x * np.sin(x) Observations data are generated .. code:: python rng = np.random.RandomState(42) X = np.atleast_2d(rng.uniform(0, 10.0, size=1000)).T expected_y = f(X).ravel() sigma = 0.5 + X.ravel() / 10 noise = rng.lognormal(sigma=sigma) - np.exp(sigma ** 2 / 2) y = expected_y + noise X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) Models are initaliased, with the same common parameters to make the estimates comparable .. code:: python common_params = dict( max_depth=3, min_samples_leaf=4, min_samples_split=4, ) qrf = RandomForestQuantileRegressor(**common_params, q=[0.05, 0.5, 0.95]) qrf.fit(X_train, y_train) sqrf = SampleRandomForestQuantileRegressor(**common_params, q=[0.05, 0.5, 0.95]) sqrf.fit(X_train, y_train) rf = RandomForestRegressor(**common_params) rf.fit(X_train, y_train) .. parsed-literal:: Sampling trees .. raw:: html 
RandomForestRegressor(max_depth=3, min_samples_leaf=4, min_samples_split=4)
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Prediction are done all at once. The quantile models return the different quantiles on the first axes if more than one is given (i.e. shape=(n_quantiles, n_samples)). Afterwards they are splitted for plotting purposes. .. code:: python xx = np.atleast_2d(np.linspace(0, 10, 1000)).T predictions = qrf.predict(xx) s_predictions = sqrf.predict(xx) y_pred = rf.predict(xx) y_lower = predictions[0] y_med = predictions[1] y_upper = predictions[2] y_s_lower = s_predictions[0] y_s_med = s_predictions[1] y_s_upper = s_predictions[2] Plotting the results: .. code:: python fig = plt.figure(figsize=(10, 10)) plt.plot(xx, f(xx), 'g', linewidth=3, label=r'$f(x) = x\,\sin(x)$') plt.plot(X_test, y_test, 'b.', markersize=10, label='Test observations') plt.plot(xx, y_med, 'r-', label='Predicted median', color="orange") plt.plot(xx, y_s_med, 'r-', label='Aproximation predicted median', color="orange", linestyle="--") plt.plot(xx, y_pred, 'r-', label='Predicted mean') plt.plot(xx, y_upper, 'g', label='Predicted 95th percentile') plt.plot(xx, y_s_upper, 'g--', alpha=0.8, label='Approximated 95th percentile') plt.plot(xx, y_lower, 'grey', label='Predicted 5th percentile') plt.plot(xx, y_s_lower, 'grey', linestyle='--', alpha=0.8, label='Approximated 5th percentile') plt.xlabel('$x$') plt.ylabel('$f(x)$') plt.ylim(-10, 25) plt.legend(loc='upper left') plt.savefig("example.png", dpi=300, bbox_inches='tight') plt.show() .. parsed-literal:: /tmp/ipykernel_789/2061403229.py:5: UserWarning: color is redundantly defined by the 'color' keyword argument and the fmt string "r-" (-> color='r'). The keyword argument will take precedence. plt.plot(xx, y_med, 'r-', label='Predicted median', color="orange") /tmp/ipykernel_789/2061403229.py:6: UserWarning: linestyle is redundantly defined by the 'linestyle' keyword argument and the fmt string "r-" (-> linestyle='-'). The keyword argument will take precedence. plt.plot(xx, y_s_med, 'r-', label='Aproximation predicted median', color="orange", linestyle="--") /tmp/ipykernel_789/2061403229.py:6: UserWarning: color is redundantly defined by the 'color' keyword argument and the fmt string "r-" (-> color='r'). The keyword argument will take precedence. plt.plot(xx, y_s_med, 'r-', label='Aproximation predicted median', color="orange", linestyle="--") .. image:: example_usage_files/example_usage_12_1.png This shows that the median is very close to the mean, as could be expected with the normally distributed random noise. The quantiles indeed following the expected trend (with the sample approximation model coming very close to the original quantile model), although their accuracy could be higher. The optimisation process can be seen in the second example notebook. Note that although the models are capable of predicting the three quantilesa at once, the optimal Random Forest parameters are not necessarily the same. The lower quantiles in this case are much better behaved than the higher ones. In the second notebook the quantiles are optimised separately, leading to much higher accuracy.