TimeSeriesForestClassifier#

class TimeSeriesForestClassifier(min_interval=3, n_estimators=200, n_jobs=1, random_state=None)[source]#

Time series forest classifier.

A time series forest is an ensemble of decision trees built on random intervals. Overview: Input n series length m. For each tree

  • sample sqrt(m) intervals,

  • find mean, std and slope for each interval, concatenate to form new

data set, - build decision tree on new data set.

Ensemble the trees with averaged probability estimates.

This implementation deviates from the original in minor ways. It samples intervals with replacement and does not use the splitting criteria tiny refinement described in [1].

This is an intentionally stripped down, non configurable version for use as a hive-cote component. For a configurable tree based ensemble, see sktime.classifiers.ensemble.TimeSeriesForestClassifier

Parameters
n_estimatorsint, default=200

Number of estimators to build for the ensemble.

min_intervalint, default=3

Minimum length of an interval.

n_jobsint, default=1

The number of jobs to run in parallel for both fit and predict. -1 means using all processors.

random_stateint or None, default=None

Seed for random number generation.

Attributes
n_classes_int

The number of classes.

classes_list

The classes labels.

Notes

For the Java version, see `TSML <https://github.com/uea-machine-learning/tsml/blob/master/src/main/

java/tsml/classifiers/interval_based/TSF.java>`_.

References

1

H.Deng, G.Runger, E.Tuv and M.Vladimir, “A time series forest for classification and feature extraction”,Information Sciences, 239, 2013

Examples

>>> from sktime.classification.interval_based import TimeSeriesForestClassifier
>>> from sktime.datasets import load_unit_test
>>> X_train, y_train = load_unit_test(split="train", return_X_y=True)
>>> X_test, y_test = load_unit_test(split="test", return_X_y=True)
>>> clf = TimeSeriesForestClassifier(n_estimators=5)
>>> clf.fit(X_train, y_train)
TimeSeriesForestClassifier(...)
>>> y_pred = clf.predict(X_test)

Methods

apply(X)

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

check_is_fitted()

Check if the estimator has been fitted.

clone()

Obtain a clone of the object with same hyper-parameters.

clone_tags(estimator[, tag_names])

clone/mirror tags from another estimator as dynamic override.

create_test_instance([parameter_set])

Construct Estimator instance if possible.

create_test_instances_and_names([parameter_set])

Create list of all test instances and a list of names for them.

decision_path(X)

Return the decision path in the forest.

fit(X, y, **kwargs)

Wrap fit to call BaseClassifier.fit.

fit_predict(X, y[, cv, change_state])

Fit and predict labels for sequences in X.

fit_predict_proba(X, y[, cv, change_state])

Fit and predict labels probabilities for sequences in X.

get_class_tag(tag_name[, tag_value_default])

Get tag value from estimator class (only class tags).

get_class_tags()

Get class tags from estimator class and all its parent classes.

get_fitted_params()

Get fitted parameters.

get_param_defaults()

Get parameter defaults for the object.

get_param_names()

Get parameter names for the object.

get_params([deep])

Get parameters for this estimator.

get_tag(tag_name[, tag_value_default, …])

Get tag value from estimator class and dynamic tag overrides.

get_tags()

Get tags from estimator class and dynamic tag overrides.

get_test_params([parameter_set])

Return testing parameter settings for the estimator.

is_composite()

Check if the object is composite.

load_from_path(serial)

Load object from file location.

load_from_serial(serial)

Load object from serialized memory container.

predict(X, **kwargs)

Wrap predict to call BaseClassifier.predict.

predict_log_proba(X)

Predict class log-probabilities for X.

predict_proba(X, **kwargs)

Wrap predict_proba to call BaseClassifier.predict_proba.

reset()

Reset the object to a clean post-init state.

save([path])

Save serialized self to bytes-like object or to (.zip) file.

score(X, y[, sample_weight])

Return the mean accuracy on the given test data and labels.

set_params(**params)

Set the parameters of this object.

set_tags(**tag_dict)

Set dynamic tags to given values.

fit(X, y, **kwargs)[source]#

Wrap fit to call BaseClassifier.fit.

This is a fix to get around the problem with multiple inheritance. The problem is that if we just override _fit, this class inherits the fit from the sklearn class BaseTimeSeriesForest. This is the simplest solution, albeit a little hacky.

predict(X, **kwargs) numpy.ndarray[source]#

Wrap predict to call BaseClassifier.predict.

predict_proba(X, **kwargs) numpy.ndarray[source]#

Wrap predict_proba to call BaseClassifier.predict_proba.

classmethod get_test_params(parameter_set='default')[source]#

Return testing parameter settings for the estimator.

Parameters
parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set. For classifiers, a “default” set of parameters should be provided for general testing, and a “results_comparison” set for comparing against previously recorded results if the general set does not produce suitable probabilities to compare against.

Returns
paramsdict or list of dict, default={}

Parameters to create testing instances of the class. Each dict are parameters to construct an “interesting” test instance, i.e., MyClass(**params) or MyClass(**params[i]) creates a valid test instance. create_test_instance uses the first (or only) dictionary in params.

apply(X)[source]#

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

Parameters
X{array-like, sparse matrix} of shape (n_samples, n_features)

The input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csr_matrix.

Returns
X_leavesndarray of shape (n_samples, n_estimators)

For each datapoint x in X and for each tree in the forest, return the index of the leaf x ends up in.

check_is_fitted()[source]#

Check if the estimator has been fitted.

Raises
NotFittedError

If the estimator has not been fitted yet.

clone()[source]#

Obtain a clone of the object with same hyper-parameters.

A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self. Equal in value to type(self)(**self.get_params(deep=False)).

Returns
instance of type(self), clone of self (see above)
clone_tags(estimator, tag_names=None)[source]#

clone/mirror tags from another estimator as dynamic override.

Parameters
estimatorestimator inheriting from :class:BaseEstimator
tag_namesstr or list of str, default = None

Names of tags to clone. If None then all tags in estimator are used as tag_names.

Returns
Self

Reference to self.

Notes

Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.

classmethod create_test_instance(parameter_set='default')[source]#

Construct Estimator instance if possible.

Parameters
parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns
instanceinstance of the class with default parameters

Notes

get_test_params can return dict or list of dict. This function takes first or single dict that get_test_params returns, and constructs the object with that.

classmethod create_test_instances_and_names(parameter_set='default')[source]#

Create list of all test instances and a list of names for them.

Parameters
parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns
objslist of instances of cls

i-th instance is cls(**cls.get_test_params()[i])

nameslist of str, same length as objs

i-th element is name of i-th instance of obj in tests convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

decision_path(X)[source]#

Return the decision path in the forest.

New in version 0.18.

Parameters
X{array-like, sparse matrix} of shape (n_samples, n_features)

The input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csr_matrix.

Returns
indicatorsparse matrix of shape (n_samples, n_nodes)

Return a node indicator matrix where non zero elements indicates that the samples goes through the nodes. The matrix is of CSR format.

n_nodes_ptrndarray of shape (n_estimators + 1,)

The columns from indicator[n_nodes_ptr[i]:n_nodes_ptr[i+1]] gives the indicator value for the i-th estimator.

property feature_importances_[source]#

The impurity-based feature importances.

The higher, the more important the feature. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance.

Warning: impurity-based feature importances can be misleading for high cardinality features (many unique values). See sklearn.inspection.permutation_importance as an alternative.

Returns
feature_importances_ndarray of shape (n_features,)

The values of this array sum to 1, unless all trees are single node trees consisting of only the root node, in which case it will be an array of zeros.

fit_predict(X, y, cv=None, change_state=True) numpy.ndarray[source]#

Fit and predict labels for sequences in X.

Convenience method to produce in-sample predictions and cross-validated out-of-sample predictions.

Writes to self, if change_state=True:

Sets self.is_fitted to True. Sets fitted model attributes ending in “_”.

Does not update state if change_state=False.

Parameters
X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

y1D np.array of int, of shape [n_instances] - class labels for fitting

indices correspond to instance indices in X

cvNone, int, or sklearn cross-validation object, optional, default=None

None : predictions are in-sample, equivalent to fit(X, y).predict(X) cv : predictions are equivalent to fit(X_train, y_train).predict(X_test)

where multiple X_train, y_train, X_test are obtained from cv folds returned y is union over all test fold predictions cv test folds must be non-intersecting

intequivalent to cv=KFold(cv, shuffle=True, random_state=x),

i.e., k-fold cross-validation predictions out-of-sample random_state x is taken from self if exists, otherwise x=None

change_statebool, optional (default=True)
if False, will not change the state of the classifier,

i.e., fit/predict sequence is run with a copy, self does not change

if True, will fit self to the full X and y,

end state will be equivalent to running fit(X, y)

Returns
y1D np.array of int, of shape [n_instances] - predicted class labels

indices correspond to instance indices in X if cv is passed, -1 indicates entries not seen in union of test sets

fit_predict_proba(X, y, cv=None, change_state=True) numpy.ndarray[source]#

Fit and predict labels probabilities for sequences in X.

Convenience method to produce in-sample predictions and cross-validated out-of-sample predictions.

Parameters
X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

y1D np.array of int, of shape [n_instances] - class labels for fitting

indices correspond to instance indices in X

cvNone, int, or sklearn cross-validation object, optional, default=None

None : predictions are in-sample, equivalent to fit(X, y).predict(X) cv : predictions are equivalent to fit(X_train, y_train).predict(X_test)

where multiple X_train, y_train, X_test are obtained from cv folds returned y is union over all test fold predictions cv test folds must be non-intersecting

int : equivalent to cv=Kfold(int), i.e., k-fold cross-validation predictions

change_statebool, optional (default=True)
if False, will not change the state of the classifier,

i.e., fit/predict sequence is run with a copy, self does not change

if True, will fit self to the full X and y,

end state will be equivalent to running fit(X, y)

Returns
y2D array of shape [n_instances, n_classes] - predicted class probabilities

1st dimension indices correspond to instance indices in X 2nd dimension indices correspond to possible labels (integers) (i, j)-th entry is predictive probability that i-th instance is of class j

classmethod get_class_tag(tag_name, tag_value_default=None)[source]#

Get tag value from estimator class (only class tags).

Parameters
tag_namestr

Name of tag value.

tag_value_defaultany type

Default/fallback value if tag is not found.

Returns
tag_value

Value of the tag_name tag in self. If not found, returns tag_value_default.

classmethod get_class_tags()[source]#

Get class tags from estimator class and all its parent classes.

Returns
collected_tagsdict

Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance. NOT overridden by dynamic tags set by set_tags or mirror_tags.

get_fitted_params()[source]#

Get fitted parameters.

State required:

Requires state to be “fitted”.

Returns
fitted_paramsdict of fitted parameters, keys are str names of parameters

parameters of components are indexed as [componentname]__[paramname]

classmethod get_param_defaults()[source]#

Get parameter defaults for the object.

Returns
default_dict: dict with str keys

keys are all parameters of cls that have a default defined in __init__ values are the defaults, as defined in __init__

classmethod get_param_names()[source]#

Get parameter names for the object.

Returns
param_names: list of str, alphabetically sorted list of parameter names of cls
get_params(deep=True)[source]#

Get parameters for this estimator.

Parameters
deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns
paramsdict

Parameter names mapped to their values.

get_tag(tag_name, tag_value_default=None, raise_error=True)[source]#

Get tag value from estimator class and dynamic tag overrides.

Parameters
tag_namestr

Name of tag to be retrieved

tag_value_defaultany type, optional; default=None

Default/fallback value if tag is not found

raise_errorbool

whether a ValueError is raised when the tag is not found

Returns
tag_value

Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises
ValueError if raise_error is True i.e. if tag_name is not in self.get_tags(
).keys()
get_tags()[source]#

Get tags from estimator class and dynamic tag overrides.

Returns
collected_tagsdict

Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance and then any overrides and new tags from _tags_dynamic object attribute.

is_composite()[source]#

Check if the object is composite.

A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.

Returns
composite: bool, whether self contains a parameter which is BaseObject
property is_fitted[source]#

Whether fit has been called.

classmethod load_from_path(serial)[source]#

Load object from file location.

Parameters
serialresult of ZipFile(path).open(“object)
Returns
deserialized self resulting in output at path, of cls.save(path)
classmethod load_from_serial(serial)[source]#

Load object from serialized memory container.

Parameters
serial1st element of output of cls.save(None)
Returns
deserialized self resulting in output serial, of cls.save(None)
property n_features_[source]#

DEPRECATED: Attribute n_features_ was deprecated in version 1.0 and will be removed in 1.2. Use n_features_in_ instead.

Number of features when fitting the estimator.

predict_log_proba(X)[source]#

Predict class log-probabilities for X.

The predicted class log-probabilities of an input sample is computed as the log of the mean predicted class probabilities of the trees in the forest.

Parameters
X{array-like, sparse matrix} of shape (n_samples, n_features)

The input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csr_matrix.

Returns
pndarray of shape (n_samples, n_classes), or a list of such arrays

The class probabilities of the input samples. The order of the classes corresponds to that in the attribute classes_.

reset()[source]#

Reset the object to a clean post-init state.

Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))

Detail behaviour: removes any object attributes, except:

hyper-parameters = arguments of __init__ object attributes containing double-underscores, i.e., the string “__”

runs __init__ with current values of hyper-parameters (result of get_params)

Not affected by the reset are: object attributes containing double-underscores class and object methods, class attributes

save(path=None)[source]#

Save serialized self to bytes-like object or to (.zip) file.

Behaviour: if path is None, returns an in-memory serialized self if path is a file location, stores self at that location as a zip file

saved files are zip files with following contents: _metadata - contains class of self, i.e., type(self) _obj - serialized self. This class uses the default serialization (pickle).

Parameters
pathNone or file location (str or Path)

if None, self is saved to an in-memory object if file location, self is saved to that file location. If:

path=”estimator” then a zip file estimator.zip will be made at cwd. path=”/home/stored/estimator” then a zip file estimator.zip will be stored in /home/stored/.

Returns
if path is None - in-memory serialized self
if path is file location - ZipFile with reference to the file
score(X, y, sample_weight=None)[source]#

Return the mean accuracy on the given test data and labels.

In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.

Parameters
Xarray-like of shape (n_samples, n_features)

Test samples.

yarray-like of shape (n_samples,) or (n_samples, n_outputs)

True labels for X.

sample_weightarray-like of shape (n_samples,), default=None

Sample weights.

Returns
scorefloat

Mean accuracy of self.predict(X) wrt. y.

set_params(**params)[source]#

Set the parameters of this object.

The method works on simple estimators as well as on nested objects. The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters
**paramsdict

BaseObject parameters

Returns
selfreference to self (after parameters have been set)
set_tags(**tag_dict)[source]#

Set dynamic tags to given values.

Parameters
tag_dictdict

Dictionary of tag name : tag value pairs.

Returns
Self

Reference to self.

Notes

Changes object state by settting tag values in tag_dict as dynamic tags in self.