决策树与随机森林的R语言实现

1.用party包构建决策树
以iris数据集为例。
用ctree()建立决策树，用predict()对新数据进行预测。
训练集与测试集划分：
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    > str(iris)  
    'data.frame':   150 obs. of  5 variables:  
     $ Sepal.Length: num  5.1 4.9 4.7 4.6 5 5.4 4.6 5 4.4 4.9 ...  
     $ Sepal.Width : num  3.5 3 3.2 3.1 3.6 3.9 3.4 3.4 2.9 3.1 ...  
     $ Petal.Length: num  1.4 1.4 1.3 1.5 1.4 1.7 1.4 1.5 1.4 1.5 ...  
     $ Petal.Width : num  0.2 0.2 0.2 0.2 0.2 0.4 0.3 0.2 0.2 0.1 ...  
     $ Species     : Factor w/ 3 levels "setosa","versicolor",..: 1 1 1 1 1 1 1 1 1 1 ...  
    > set.seed(1234)  
    > ind <- sample(2, nrow(iris), replace=TRUE, prob=c(0.7, 0.3))  
    > trainData <- iris[ind==1,]  
    > testData <- iris[ind==2,]  

用默认参数来建立决策树：

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    > library(party)  
    > myFormula <- Species ~ Sepal.Length Sepal.Width Petal.Length Petal.Width  
    > iris_ctree <- ctree(myFormula, data=trainData)  
    > # check the prediction  
    > table(predict(iris_ctree), trainData$Species)  
                  
                 setosa versicolor virginica  
      setosa         40          0         0  
      versicolor      0         37         3  
      virginica       0          1        31  

输出规则并绘制已构建好的决策树以便查看。

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    > print(iris_ctree)  
      
         Conditional inference tree with 4 terminal nodes  
      
    Response:  Species   
    Inputs:  Sepal.Length, Sepal.Width, Petal.Length, Petal.Width   
    Number of observations:  112   
      
    1) Petal.Length <= 1.9; criterion = 1, statistic = 104.643  
      2)*  weights = 40   
    1) Petal.Length > 1.9  
      3) Petal.Width <= 1.7; criterion = 1, statistic = 48.939  
        4) Petal.Length <= 4.4; criterion = 0.974, statistic = 7.397  
          5)*  weights = 21   
        4) Petal.Length > 4.4  
          6)*  weights = 19   
      3) Petal.Width > 1.7  
        7)*  weights = 32   
    > plot(iris_ctree)  
    > # 图略  

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    > plot(iris_ctree, type="simple")  

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    > #图略  

用测试集对构建好的决策树进行测试：

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    > # predict on test data  
    > testPred <- predict(iris_ctree, newdata = testData)  
    > table(testPred, testData$Species)  
                  
    testPred     setosa versicolor virginica  
      setosa         10          0         0  
      versicolor      0         12         2  
      virginica       0          0        14  
几点值得注意的地方：
ctree()不能很好地处理缺失值，含有缺失值的观测有时被划分到左子树，有时划到右子树，这是由缺失值的替代规则决定的。
训练集和测试集需出自同一个数据集，即它们的表结构、含有的变量要一致，无论决策树最终是否用到了全部的变量。
如果训练集和测试集的分类变量的水平值不一致，对测试集的预测会识别。解决此问题的方法是根据测试集中的分类变量的水平值显式地设置训练数据。
2.用rpar包构建决策树
以bodyfat数据集为例。用rpart()构建决策树，允许选择具有最小预测误差的决策树，再使用predict()对新数据进行预测。
首先查看数据：
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    > data("bodyfat", package = "TH.data")  
    > dim(bodyfat)  
    [1] 71 10  
    > attributes(bodyfat)  
    $names  
     [1] "age"          "DEXfat"       "waistcirc"    "hipcirc"      "elbowbreadth"  
     [6] "kneebreadth"  "anthro3a"     "anthro3b"     "anthro3c"     "anthro4"       
      
    $row.names  
     [1] "47"  "48"  "49"  "50"  "51"  "52"  "53"  "54"  "55"  "56"  "57"  "58"  "59"  "60"   
    [15] "61"  "62"  "63"  "64"  "65"  "66"  "67"  "68"  "69"  "70"  "71"  "72"  "73"  "74"   
    [29] "75"  "76"  "77"  "78"  "79"  "80"  "81"  "82"  "83"  "84"  "85"  "86"  "87"  "88"   
    [43] "89"  "90"  "91"  "92"  "93"  "94"  "95"  "96"  "97"  "98"  "99"  "100" "101" "102"  
    [57] "103" "104" "105" "106" "107" "108" "109" "110" "111" "112" "113" "114" "115" "116"  
    [71] "117"  
      
    $class  
    [1] "data.frame"  
      
    > bodyfat[1:5,]  
       age DEXfat waistcirc hipcirc elbowbreadth kneebreadth anthro3a anthro3b anthro3c  
    47  57  41.68     100.0   112.0          7.1         9.4     4.42     4.95     4.50  
    48  65  43.29      99.5   116.5          6.5         8.9     4.63     5.01     4.48  
    49  59  35.41      96.0   108.5          6.2         8.9     4.12     4.74     4.60  
    50  58  22.79      72.0    96.5          6.1         9.2     4.03     4.48     3.91  
    51  60  36.42      89.5   100.5          7.1        10.0     4.24     4.68     4.15  
       anthro4  
    47    6.13  
    48    6.37  
    49    5.82  
    50    5.66  
    51    5.91  

训练集与测试集划分，和模型训练：

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    > set.seed(1234)  
    > ind <- sample(2, nrow(bodyfat), replace=TRUE, prob=c(0.7, 0.3))  
    > bodyfat.train <- bodyfat[ind==1,]  
    > bodyfat.test <- bodyfat[ind==2,]  
    > # train a decision tree  
    > library(rpart)  
    > myFormula <- DEXfat ~ age waistcirc hipcirc elbowbreadth kneebreadth  
    > bodyfat_rpart <- rpart(myFormula, data = bodyfat.train,  
    control = rpart.control(minsplit = 10))  
    > attributes(bodyfat_rpart)  
    $names  
     [1] "frame"               "where"               "call"                 
     [4] "terms"               "cptable"             "method"               
     [7] "parms"               "control"             "functions"            
    [10] "numresp"             "splits"              "variable.importance"  
    [13] "y"                   "ordered"              
      
    $xlevels  
    named list()  
      
    $class  
    [1] "rpart"  
      
    > print(bodyfat_rpart$cptable)  
              CP nsplit  rel error    xerror       xstd  
    1 0.67272638      0 1.00000000 1.0194546 0.18724382  
    2 0.09390665      1 0.32727362 0.4415438 0.10853044  
    3 0.06037503      2 0.23336696 0.4271241 0.09362895  
    4 0.03420446      3 0.17299193 0.3842206 0.09030539  
    5 0.01708278      4 0.13878747 0.3038187 0.07295556  
    6 0.01695763      5 0.12170469 0.2739808 0.06599642  
    7 0.01007079      6 0.10474706 0.2693702 0.06613618  
    8 0.01000000      7 0.09467627 0.2695358 0.06620732  
    > print(bodyfat_rpart)  
    n= 56   
      
    node), split, n, deviance, yval  
          * denotes terminal node  
      
     1) root 56 7265.0290000 30.94589    
       2) waistcirc< 88.4 31  960.5381000 22.55645    
         4) hipcirc< 96.25 14  222.2648000 18.41143    
           8) age< 60.5 9   66.8809600 16.19222 *  
           9) age>=60.5 5   31.2769200 22.40600 *  
         5) hipcirc>=96.25 17  299.6470000 25.97000    
          10) waistcirc< 77.75 6   30.7345500 22.32500 *  
          11) waistcirc>=77.75 11  145.7148000 27.95818    
            22) hipcirc< 99.5 3    0.2568667 23.74667 *  
            23) hipcirc>=99.5 8   72.2933500 29.53750 *  
       3) waistcirc>=88.4 25 1417.1140000 41.34880    
         6) waistcirc< 104.75 18  330.5792000 38.09111    
          12) hipcirc< 109.9 9   68.9996200 34.37556 *  
          13) hipcirc>=109.9 9   13.0832000 41.80667 *  
         7) waistcirc>=104.75 7  404.3004000 49.72571 *  

绘制决策树图形：

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    > plot(bodyfat_rpart)  
    > text(bodyfat_rpart, use.n=T)  
    > #图略  

选择具有最小预测误差的决策树：

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    > opt <- which.min(bodyfat_rpart$cptable[,"xerror"])  
    > cp <- bodyfat_rpart$cptable[opt, "CP"]  
    > bodyfat_prune <- prune(bodyfat_rpart, cp = cp)  
    > print(bodyfat_prune)  
    n= 56   
      
    node), split, n, deviance, yval  
          * denotes terminal node  
      
     1) root 56 7265.02900 30.94589    
       2) waistcirc< 88.4 31  960.53810 22.55645    
         4) hipcirc< 96.25 14  222.26480 18.41143    
           8) age< 60.5 9   66.88096 16.19222 *  
           9) age>=60.5 5   31.27692 22.40600 *  
         5) hipcirc>=96.25 17  299.64700 25.97000    
          10) waistcirc< 77.75 6   30.73455 22.32500 *  
          11) waistcirc>=77.75 11  145.71480 27.95818 *  
       3) waistcirc>=88.4 25 1417.11400 41.34880    
         6) waistcirc< 104.75 18  330.57920 38.09111    
          12) hipcirc< 109.9 9   68.99962 34.37556 *  
          13) hipcirc>=109.9 9   13.08320 41.80667 *  
         7) waistcirc>=104.75 7  404.30040 49.72571 *  
    > plot(bodyfat_prune)  
    > text(bodyfat_prune, use.n=T)  
    > #图略  

用决策树模型进行预测，并与实际值进行对比。图中abline()绘制了一条对角线。一个好的预测模型，绝大多数的点应该落在对角线上或者越接近对角线越好。

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    > DEXfat_pred <- predict(bodyfat_prune, newdata=bodyfat.test)  
    > xlim <- range(bodyfat$DEXfat)  
    > plot(DEXfat_pred ~ DEXfat, data=bodyfat.test, xlab="Observed",  
    ylab="Predicted", ylim=xlim, xlim=xlim)  
    > abline(a=0, b=1)  

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    > #图略  
3.随机森林
以iris数据集为例。
使用randomForest()存在两个限制：第一个是该函数不能处理带有缺失值的数据，要事先对缺失值进行处理；第二是分类属性的水平划分数量最大值为32，大于32的分类属性需要事先转换。
另一种是使用party包中的cforest()，该函数没有限定分类属性的水平划分数。
训练集和测试集划分：

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    > ind <- sample(2, nrow(iris), replace=TRUE, prob=c(0.7, 0.3))  
    > trainData <- iris[ind==1,]  
    > testData <- iris[ind==2,]  

训练随机森林模型：

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    > library(randomForest)  
    > rf <- randomForest(Species ~ ., data=trainData, ntree=100, proximity=TRUE)  
    > table(predict(rf), trainData$Species)  
                  
                 setosa versicolor virginica  
      setosa         36          0         0  
      versicolor      0         31         1  
      virginica       0          1        35  
    > print(rf)  
      
    Call:  
     randomForest(formula = Species ~ ., data = trainData, ntree = 100,      proximity = TRUE)   
                   Type of random forest: classification  
                         Number of trees: 100  
    No. of variables tried at each split: 2  
      
            OOB estimate of  error rate: 1.92%  
    Confusion matrix:  
               setosa versicolor virginica class.error  
    setosa         36          0         0  0.00000000  
    versicolor      0         31         1  0.03125000  
    virginica       0          1        35  0.02777778  
    > attributes(rf)  
    $names  
     [1] "call"            "type"            "predicted"       "err.rate"         
     [5] "confusion"       "votes"           "oob.times"       "classes"          
     [9] "importance"      "importanceSD"    "localImportance" "proximity"        
    [13] "ntree"           "mtry"            "forest"          "y"                
    [17] "test"            "inbag"           "terms"            
      
    $class  
    [1] "randomForest.formula" "randomForest"     
根据生成的随机森林中不同的树来绘制误差率：
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    > plot(rf)  
    > #图略  
查看变量重要性：
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    > importance(rf)  
                 MeanDecreaseGini  
    Sepal.Length         6.485090  
    Sepal.Width          1.380624  
    Petal.Length        32.498074  
    Petal.Width         28.250058  
    > varImpPlot(rf)  
    > #图略  
最后使用测试集进行测试，用table()和margin()查看结果。图中数据点的边距为正确分类的比例减去被归到其他类别的最大比例。一般来说，边距为正数说明该数据点划分正确。
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    > irisPred <- predict(rf, newdata=testData)  
    > table(irisPred, testData$Species)  
                  
    irisPred     setosa versicolor virginica  
      setosa         14          0         0  
      versicolor      0         17         3  
      virginica       0          1        11  
    > plot(margin(rf, testData$Species))  

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    > #图略