01/12/2018

The random forest algorithm is the combination of tree predictors such that each tree depends on the values of a random vector sampled independently and with the same distribution for all trees in the forest. It can be applied to different machine learning tasks, in particular, classification and regression. Random Forest uses an ensemble of decision trees as a basis and therefore has all advantages of decision trees, such as high accuracy, easy usage, and no necessity of scaling data. Moreover, it also has a very important additional benefit, namely perseverance to overfitting (unlike simple decision tree).

In [1]:

```
# Import libraries
import numpy as np
import pandas as pd
# Upload the dataset
diamonds = pd.read_csv('diamonds.csv')
diamonds.head()
```

Out[1]:

Unnamed: 0 | carat | cut | color | clarity | depth | table | price | x | y | z | |
---|---|---|---|---|---|---|---|---|---|---|---|

0 | 1 | 0.23 | Ideal | E | SI2 | 61.5 | 55.0 | 326 | 3.95 | 3.98 | 2.43 |

1 | 2 | 0.21 | Premium | E | SI1 | 59.8 | 61.0 | 326 | 3.89 | 3.84 | 2.31 |

2 | 3 | 0.23 | Good | E | VS1 | 56.9 | 65.0 | 327 | 4.05 | 4.07 | 2.31 |

3 | 4 | 0.29 | Premium | I | VS2 | 62.4 | 58.0 | 334 | 4.20 | 4.23 | 2.63 |

4 | 5 | 0.31 | Good | J | SI2 | 63.3 | 58.0 | 335 | 4.34 | 4.35 | 2.75 |

In [2]:

```
# Import label encoder
from sklearn.preprocessing import LabelEncoder
diamonds = diamonds.drop(['Unnamed: 0'], axis = 1)
categorical_features = ['cut', 'color', 'clarity']
le = LabelEncoder()
# Convert the variables to numerical
for i in range(3):
new = le.fit_transform(diamonds[categorical_features[i]])
diamonds[categorical_features[i]] = new
diamonds.head()
```

Out[2]:

carat | cut | color | clarity | depth | table | price | x | y | z | |
---|---|---|---|---|---|---|---|---|---|---|

0 | 0.23 | 2 | 1 | 3 | 61.5 | 55.0 | 326 | 3.95 | 3.98 | 2.43 |

1 | 0.21 | 3 | 1 | 2 | 59.8 | 61.0 | 326 | 3.89 | 3.84 | 2.31 |

2 | 0.23 | 1 | 1 | 4 | 56.9 | 65.0 | 327 | 4.05 | 4.07 | 2.31 |

3 | 0.29 | 3 | 5 | 5 | 62.4 | 58.0 | 334 | 4.20 | 4.23 | 2.63 |

4 | 0.31 | 1 | 6 | 3 | 63.3 | 58.0 | 335 | 4.34 | 4.35 | 2.75 |

In [3]:

```
# Create features and target
X = diamonds[['carat', 'depth', 'table', 'x', 'y', 'z', 'clarity', 'cut', 'color']]
y = diamonds[['price']]
```

In [4]:

```
# Make necessary imports
from sklearn.ensemble import RandomForestRegressor
from sklearn.model_selection import train_test_split
# Split data into training and test sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = 0.25, random_state = 101)
# Train the model
regr = RandomForestRegressor(n_estimators = 10, max_depth = 10, random_state = 101)
regr.fit(X_train, y_train.values.ravel())
```

Out[4]:

RandomForestRegressor(bootstrap=True, criterion='mse', max_depth=10, max_features='auto', max_leaf_nodes=None, min_impurity_decrease=0.0, min_impurity_split=None, min_samples_leaf=1, min_samples_split=2, min_weight_fraction_leaf=0.0, n_estimators=10, n_jobs=1, oob_score=False, random_state=101, verbose=0, warm_start=False)

In [5]:

```
import warnings
warnings.filterwarnings('ignore')
# Make prediction
predictions = regr.predict(X_test)
result = X_test
result['price'] = y_test
result['prediction'] = predictions.tolist()
result.head()
```

Out[5]:

carat | depth | table | x | y | z | clarity | cut | color | price | prediction | |
---|---|---|---|---|---|---|---|---|---|---|---|

46519 | 0.51 | 62.7 | 54.0 | 5.10 | 5.08 | 3.19 | 4 | 2 | 3 | 1781 | 1713.028900 |

8639 | 1.06 | 61.9 | 59.0 | 6.52 | 6.50 | 4.03 | 2 | 3 | 5 | 4452 | 4420.934238 |

23029 | 0.33 | 61.3 | 56.0 | 4.51 | 4.46 | 2.75 | 2 | 2 | 3 | 631 | 595.523034 |

51641 | 0.31 | 63.1 | 58.0 | 4.30 | 4.35 | 2.73 | 5 | 1 | 3 | 544 | 703.826267 |

25789 | 2.04 | 58.8 | 60.0 | 8.42 | 8.32 | 4.92 | 2 | 3 | 5 | 14775 | 15691.316331 |

In [7]:

```
# Import library for visualization
import matplotlib.pyplot as plt
# Define x axis
x_axis = X_test.carat
# Build scatterplot
plt.scatter(x_axis, y_test, c = 'b', alpha = 0.5, marker = '.', label = 'Real')
plt.scatter(x_axis, predictions, c = 'r', alpha = 0.5, marker = '.', label = 'Predicted')
plt.xlabel('Carat')
plt.ylabel('Price')
plt.grid(color = '#D3D3D3', linestyle = 'solid')
plt.legend(loc = 'lower right')
plt.show()
```

In [8]:

```
# Import library for metrics
from sklearn.metrics import mean_squared_error, r2_score, mean_absolute_error
# Mean absolute error (MAE)
mae = mean_absolute_error(y_test.values.ravel(), predictions)
# Mean squared error (MSE)
mse = mean_squared_error(y_test.values.ravel(), predictions)
# R-squared scores
r2 = r2_score(y_test.values.ravel(), predictions)
# Print metrics
print('Mean Absolute Error:', round(mae, 2))
print('Mean Squared Error:', round(mse, 2))
print('R-squared scores:', round(r2, 2))
```

Mean Absolute Error: 315.78 Mean Squared Error: 348410.39 R-squared scores: 0.98

In [142]:

```
# Import GridSearchCV
from sklearn.model_selection import GridSearchCV
# Find the best parameters for the model
parameters = {
'max_depth': [70, 80, 90, 100],
'n_estimators': [900, 1000, 1100]
}
gridforest = GridSearchCV(regr, parameters, cv = 3, n_jobs = -1, verbose = 1)
gridforest.fit(X_train, y_train)
gridforest.best_params_
```

Fitting 3 folds for each of 12 candidates, totalling 36 fits

[Parallel(n_jobs=-1)]: Done 36 out of 36 | elapsed: 16.7min finished

Out[142]:

{'max_depth': 70, 'n_estimators': 1100}

In [9]:

```
# Get features list
characteristics = X.columns
```

In [10]:

```
# Get the variables importances, sort them, and print the result
importances = list(regr.feature_importances_)
characteristics_importances = [(characteristic, round(importance, 2)) for characteristic, importance in zip(characteristics, importances)]
characteristics_importances = sorted(characteristics_importances, key = lambda x: x[1], reverse = True)
[print('Variable: {:20} Importance: {}'.format(*pair)) for pair in characteristics_importances];
```

In [11]:

```
# Visualize the variables importances
plt.bar(characteristics, importances, orientation = 'vertical')
plt.xticks(rotation = 'vertical')
plt.ylabel('Importance')
plt.xlabel('Variable')
plt.grid(axis = 'y', color = '#D3D3D3', linestyle = 'solid')
plt.show()
```

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