--- layout: global title: MLlib - Decision Tree --- * Table of contents {:toc} Decision trees and their ensembles are popular methods for the machine learning tasks of classification and regression. Decision trees are widely used since they are easy to interpret, handle categorical variables, extend to the multiclass classification setting, do not require feature scaling and are able to capture nonlinearities and feature interactions. Tree ensemble algorithms such as decision forest and boosting are among the top performers for classification and regression tasks. ## Basic algorithm The decision tree is a greedy algorithm that performs a recursive binary partitioning of the feature space by choosing a single element from the *best split set* where each element of the set maximizes the information gain at a tree node. In other words, the split chosen at each tree node is chosen from the set `$\underset{s}{\operatorname{argmax}} IG(D,s)$` where `$IG(D,s)$` is the information gain when a split `$s$` is applied to a dataset `$D$`. ### Node impurity and information gain The *node impurity* is a measure of the homogeneity of the labels at the node. The current implementation provides two impurity measures for classification (Gini impurity and entropy) and one impurity measure for regression (variance).
ImpurityTaskFormulaDescription
Gini impurity Classification $\sum_{i=1}^{M} f_i(1-f_i)$$f_i$ is the frequency of label $i$ at a node and $M$ is the number of unique labels.
Entropy Classification $\sum_{i=1}^{M} -f_ilog(f_i)$$f_i$ is the frequency of label $i$ at a node and $M$ is the number of unique labels.
Variance Regression $\frac{1}{n} \sum_{i=1}^{N} (x_i - \mu)^2$$y_i$ is label for an instance, $N$ is the number of instances and $\mu$ is the mean given by $\frac{1}{N} \sum_{i=1}^n x_i$.
The *information gain* is the difference in the parent node impurity and the weighted sum of the two child node impurities. Assuming that a split $s$ partitions the dataset `$D$` of size `$N$` into two datasets `$D_{left}$` and `$D_{right}$` of sizes `$N_{left}$` and `$N_{right}$`, respectively: `$IG(D,s) = Impurity(D) - \frac{N_{left}}{N} Impurity(D_{left}) - \frac{N_{right}}{N} Impurity(D_{right})$` ### Split candidates **Continuous features** For small datasets in single machine implementations, the split candidates for each continuous feature are typically the unique values for the feature. Some implementations sort the feature values and then use the ordered unique values as split candidates for faster tree calculations. Finding ordered unique feature values is computationally intensive for large distributed datasets. One can get an approximate set of split candidates by performing a quantile calculation over a sampled fraction of the data. The ordered splits create "bins" and the maximum number of such bins can be specified using the `maxBins` parameters. Note that the number of bins cannot be greater than the number of instances `$N$` (a rare scenario since the default `maxBins` value is 100). The tree algorithm automatically reduces the number of bins if the condition is not satisfied. **Categorical features** For `$M$` categorical features, one could come up with `$2^M-1$` split candidates. However, for binary classification, the number of split candidates can be reduced to `$M-1$` by ordering the categorical feature values by the proportion of labels falling in one of the two classes (see Section 9.2.4 in [Elements of Statistical Machine Learning](http://statweb.stanford.edu/~tibs/ElemStatLearn/) for details). For example, for a binary classification problem with one categorical feature with three categories A, B and C with corresponding proportion of label 1 as 0.2, 0.6 and 0.4, the categorical features are orded as A followed by C followed B or A, B, C. The two split candidates are A \| C, B and A , B \| C where \| denotes the split. ### Stopping rule The recursive tree construction is stopped at a node when one of the two conditions is met: 1. The node depth is equal to the `maxDepth` training parammeter 2. No split candidate leads to an information gain at the node. ### Practical limitations 1. The tree implementation stores an Array[Double] of size *O(#features \* #splits \* 2^maxDepth)* in memory for aggregating histograms over partitions. The current implementation might not scale to very deep trees since the memory requirement grows exponentially with tree depth. 2. The implemented algorithm reads both sparse and dense data. However, it is not optimized for sparse input. 3. Python is not supported in this release. We are planning to solve these problems in the near future. Please drop us a line if you encounter any issues. ## Examples ### Classification The example below demonstrates how to load a CSV file, parse it as an RDD of `LabeledPoint` and then perform classification using a decision tree using Gini impurity as an impurity measure and a maximum tree depth of 5. The training error is calculated to measure the algorithm accuracy.
{% highlight scala %} import org.apache.spark.SparkContext import org.apache.spark.mllib.tree.DecisionTree import org.apache.spark.mllib.regression.LabeledPoint import org.apache.spark.mllib.linalg.Vectors import org.apache.spark.mllib.tree.configuration.Algo._ import org.apache.spark.mllib.tree.impurity.Gini // Load and parse the data file val data = sc.textFile("mllib/data/sample_tree_data.csv") val parsedData = data.map { line => val parts = line.split(',').map(_.toDouble) LabeledPoint(parts(0), Vectors.dense(parts.tail)) } // Run training algorithm to build the model val maxDepth = 5 val model = DecisionTree.train(parsedData, Classification, Gini, maxDepth) // Evaluate model on training examples and compute training error val labelAndPreds = parsedData.map { point => val prediction = model.predict(point.features) (point.label, prediction) } val trainErr = labelAndPreds.filter(r => r._1 != r._2).count.toDouble / parsedData.count println("Training Error = " + trainErr) {% endhighlight %}
### Regression The example below demonstrates how to load a CSV file, parse it as an RDD of `LabeledPoint` and then perform regression using a decision tree using variance as an impurity measure and a maximum tree depth of 5. The Mean Squared Error (MSE) is computed at the end to evaluate [goodness of fit](http://en.wikipedia.org/wiki/Goodness_of_fit).
{% highlight scala %} import org.apache.spark.SparkContext import org.apache.spark.mllib.tree.DecisionTree import org.apache.spark.mllib.regression.LabeledPoint import org.apache.spark.mllib.linalg.Vectors import org.apache.spark.mllib.tree.configuration.Algo._ import org.apache.spark.mllib.tree.impurity.Variance // Load and parse the data file val data = sc.textFile("mllib/data/sample_tree_data.csv") val parsedData = data.map { line => val parts = line.split(',').map(_.toDouble) LabeledPoint(parts(0), Vectors.dense(parts.tail)) } // Run training algorithm to build the model val maxDepth = 5 val model = DecisionTree.train(parsedData, Regression, Variance, maxDepth) // Evaluate model on training examples and compute training error val valuesAndPreds = parsedData.map { point => val prediction = model.predict(point.features) (point.label, prediction) } val MSE = valuesAndPreds.map{ case(v, p) => math.pow((v - p), 2)}.reduce(_ + _)/valuesAndPreds.count println("training Mean Squared Error = " + MSE) {% endhighlight %}