Break up Random forest classification fit into pieces in python?

Question

I have almost 900,000 rows of information that I want to run through scikit-learn's Random Forest Classifier algorithm. Problem is, when I try to create the model my computer freezes completely, so what I want to try is running the model every 50,000 rows but I'm not sure if this is possible.

So the code I have now is

# This code freezes my computer
rfc.fit(X,Y)

#what I want is
model = rfc.fit(X.ix[0:50000],Y.ix[0:50000])
model = rfc.fit(X.ix[0:100000],Y.ix[0:100000])
model = rfc.fit(X.ix[0:150000],Y.ix[0:150000])
#... and so on

Answer 1

Some algorithms in scikit-learn implement 'partial_fit()' methods, which is what you are looking for. There are random forest algorithms that do this, however, I believe the scikit-learn algorithm is not such an algorithm.

However, this question and answer may have a workaround that would work for you. You can train forests on different subsets, and assemble a really big forest at the end: Combining random forest models in scikit learn

Answer 2

Another method similar to the one linked in Andreus' answer is to grow the trees in the forest individually.

I did this a while back: basically I trained a number of DecisionTreeClassifier's one at a time on different partitions of the training data. I saved each model via pickling, and afterwards I loaded them into a list which was assigned to the estimators_ attribute of a RandomForestClassifier object. You also have to take care to set the rest of the RandomForestClassifier attributes appropriately.

I ran into memory issues when I built all the trees in a single python script. If you use this method and run into that issue, there's a work-around, I posted in the linked question.

Answer 3

Feel free to correct me if I'm wrong, but I assume you're not using the most current version of scikit-learn (0.16.1 as of writing this), that you're on a Windows machine and using n_jobs=-1 (or a combination of all three). So my suggestion would be to first upgrade scikit-learn or set n_jobs=1 and try fitting on the whole dataset.

If that fails, take a look at the warm_start parameter. By setting it to True and gradually incrementing n_estimators you can fit additional trees on subsets of your data:

# First build 100 trees on the first chunk
clf = RandomForestClassifier(n_estimators=100, warm_start=True)
clf.fit(X.ix[0:50000],Y.ix[0:50000])

# add another 100 estimators on chunk 2
clf.set_params(n_estimators=200)
clf.fit(X.ix[0:100000],Y.ix[0:100000])

# and so forth...
clf.set_params(n_estimators=300)
clf.fit(X.ix[0:150000],Y.ix[0:150000])

Another possibility is to fit a new classifier on each chunk and then simply average the predictions from all classifiers or merging the trees into one big random forest like described here.

Answer 4

from sklearn.datasets import load_iris
boston = load_iris()
X, y = boston.data, boston.target

### RandomForestClassifier
from sklearn.ensemble import RandomForestClassifier
rfc = RandomForestClassifier(n_estimators=10, warm_start=True)
rfc.fit(X[:50], y[:50])
print(rfc.score(X, y))
rfc.n_estimators += 10
rfc.fit(X[51:100], y[51:100])
print(rfc.score(X, y))
rfc.n_estimators += 10
rfc.fit(X[101:150], y[101:150])
print(rfc.score(X, y))

Below is differentiation between warm_start and partial_fit.

When fitting an estimator repeatedly on the same dataset, but for multiple parameter values (such as to find the value maximizing performance as in grid search), it may be possible to reuse aspects of the model learnt from the previous parameter value, saving time. When warm_start is true, the existing fitted model attributes an are used to initialise the new model in a subsequent call to fit. Note that this is only applicable for some models and some parameters, and even some orders of parameter values. For example, warm_start may be used when building random forests to add more trees to the forest (increasing n_estimators) but not to reduce their number.

partial_fit also retains the model between calls, but differs: with warm_start the parameters change and the data is (more-or-less) constant across calls to fit; with partial_fit, the mini-batch of data changes and model parameters stay fixed.

There are cases where you want to use warm_start to fit on different, but closely related data. For example, one may initially fit to a subset of the data, then fine-tune the parameter search on the full dataset. For classification, all data in a sequence of warm_start calls to fit must include samples from each class.