Matlab遗传算法(GA)优化随机森林(RF)的分类预测，GA-RF分类预测模型，多输入单输出模型,Matlab完整源码和数据

%************************************************************** %* mex interface to Andy Liaw et al.'s C code (used in R package randomForest) %* Added by Abhishek Jaiantilal ( abhishek.jaiantilal@colorado.edu ) %* License: GPLv2 %* Version: 0.02 % % Calls Classification Random Forest % A wrapper matlab file that calls the mex file % This does training given the data and labels % Documentation copied from R-packages pdf % http://cran.r-project.org/web/packages/randomForest/randomForest.pdf % Tutorial on getting this working in tutorial_ClassRF.m %************************************************************** % function model = classRF_train(X,Y,ntree,mtry, extra_options) % % ___Options % requires 2 arguments and the rest 3 are optional % X: data matrix % Y: target values % ntree (optional): number of trees (default is 500). also if set to 0 % will default to 500 % mtry (default is floor(sqrt(size(X,2))) D=number of features in X). also if set to 0 % will default to 500 % % % Note: TRUE = 1 and FALSE = 0 below % extra_options represent a structure containing various misc. options to % control the RF % extra_options.replace = 0 or 1 (default is 1) sampling with or without % replacement % extra_options.classwt = priors of classes. Here the function first gets % the labels in ascending order and assumes the % priors are given in the same order. So if the class % labels are [-1 1 2] and classwt is [0.1 2 3] then % there is a 1-1 correspondence. (ascending order of % class labels). Once this is set the freq of labels in % train data also affects. % extra_options.cutoff (Classification only) = A vector of length equal to number of classes. The ?winning? % class for an observation is the one with the maximum ratio of proportion % of votes to cutoff. Default is 1/k where k is the number of classes (i.e., majority % vote wins). % extra_options.strata = (not yet stable in code) variable that is used for stratified % sampling. I don't yet know how this works. Disabled % by default % extra_options.sampsize = Size(s) of sample to draw. For classification, % if sampsize is a vector of the length the number of strata, then sampling is stratified by strata, % and the elements of sampsize indicate the numbers to be % drawn from the strata. % extra_options.nodesize = Minimum size of terminal nodes. Setting this number larger causes smaller trees % to be grown (and thus take less time). Note that the default values are different % for classification (1) and regression (5). % extra_options.importance = Should importance of predictors be assessed? % extra_options.localImp = Should casewise importance measure be computed? (Setting this to TRUE will % override importance.) % extra_options.proximity = Should proximity measure among the rows be calculated? % extra_options.oob_prox = Should proximity be calculated only on 'out-of-bag' data? % extra_options.do_trace = If set to TRUE, give a more verbose output as randomForest is run. If set to % some integer, then running output is printed for every % do_trace trees. % extra_options.keep_inbag Should an n by ntree matrix be returned that keeps track of which samples are % 'in-bag' in which trees (but not how many times, if sampling with replacement) % % Options eliminated % corr_bias which happens only for regression ommitted % norm_votes - always set to return total votes for each class. % % ___Returns model which has % importance = a matrix with nclass + 2 (for classification) or two (for regression) columns. % For classification, the first nclass columns are the class-specific measures % computed as mean decrease in accuracy. The nclass + 1st column is the % mean decrease in accuracy over all classes. The last column is the mean decrease % in Gini index. For Regression, the first column is the mean decrease in % accuracy and the second the mean decrease in MSE. If importance=FALSE, % the last measure is still returned as a vector. % importanceSD = The ?standard errors? of the permutation-based importance measure. For classification, % a p by nclass + 1 matrix corresponding to the first nclass + 1 % columns of the importance matrix. For regression, a length p vector. % localImp = a p by n matrix containing the casewise importance measures, the [i,j] element % of which is the importance of i-th variable on the j-th case. NULL if % localImp=FALSE. % ntree = number of trees grown. % mtry = number of predictors sampled for spliting at each node. % votes (classification only) a matrix with one row for each input data point and one % column for each class, giving the fraction or number of ?votes? from the random % forest. % oob_times number of times cases are 'out-of-bag' (and thus used in computing OOB error % estimate) % proximity if proximity=TRUE when randomForest is called, a matrix of proximity % measures among the input (based on the frequency that pairs of data points are % in the same terminal nodes). % errtr = first column is OOB Err rate, second is for class 1 and so on function model = classRF_train(p_train, t_train, ntree, mtry, extra_options) DEFAULTS_ON = 0; TRUE = 1; FALSE = 0; DEBUG_ON = 0; orig_labels = sort(unique(t_train)); Y_new = t_train; new_labels = 1 : length(orig_labels); for i = 1:length(orig_labels) Y_new(t_train == orig_labels(i)) = Inf; Y_new(isinf(Y_new)) = new_labels(i); end t_train = Y_new; if exist('extra_options', 'var') if isfield(extra_options, 'DEBUG_ON'); DEBUG_ON = extra_options.DEBUG_ON; end if isfield(extra_options, 'replace'); replace = extra_options.replace; end if isfield(extra_options, 'classwt'); classwt = extra_options.classwt; end if isfield(extra_options, 'cutoff'); cutoff = extra_options.cutoff; end if isfield(extra_options, 'strata'); strata = extra_options.strata; end if isfield(extra_options, 'sampsize'); sampsize = extra_options.sampsize; end if isfield(extra_options, 'nodesize'); nodesize = extra_options.nodesize; end if isfield(extra_options, 'importance'); importance = extra_options.importance; end if isfield(extra_options, 'localImp'); localImp = extra_options.localImp; end if isfield(extra_options, 'nPerm'); nPerm = extra_options.nPerm; end if isfield(extra_options, 'proximity'); proximity = extra_options.proximity; end if isfield(extra_options, 'oob_prox'); oob_prox = extra_options.oob_prox; end % if isfield(extra_options, 'norm_votes'); norm_votes = extra_options.norm_votes; end if isfield(extra_options, 'do_trace'); do_trace = extra_options.do_trace; end % if isfield(extra_options, 'corr_bias'); corr_bias = extra_options.corr_bias; end if isfield(extra_options, 'keep_inbag'); keep_inbag = extra_options.keep_inbag; end end keep_forest = 1; % always save the trees :) % set defaults if not already set if ~exist('DEBUG_ON', 'var'); DEBUG_ON = FALSE; end if ~exist('replace', 'var'); replace = TRUE; end % if ~exist('classwt', 'var'); classwt = []; end % will handle these three later % if ~exist('cutoff', 'var'); cutoff = 1; end