## Saturday 23 February 2019

### Implement Random Forest Algorithm in Python using Scikit Learn Library for Regression Problem

Random Forest is a bagging algorithm based on Ensemble Learning technique. The Random Forest algorithm can be used for both classification and regression problems.

In last article, we had solved a classification problem using Random Forest. In this article, we will solve a regression problem (predicting the petrol consumption in US) using Random Forest. We need to import RandomForestRegressor instead of RandomForestClassifier from sklearn library to implement Random Forest.

To measure the performance of a regression problem, we need to import mean_absolute_error and mean_squared_error metrics instead of confusion_matrix, accuracy_score and classification_report which we used in classification problem.

Step 1: Import the required Python libraries like pandas, numpy and sklearn

import pandas as pd
import numpy as np
from sklearn.preprocessing import StandardScaler
from sklearn.model_selection import train_test_split
from sklearn.ensemble import RandomForestRegressor
from sklearn.metrics import mean_absolute_error, mean_squared_error

Step 2: Load and examine the dataset

names = ['Index', 'One', 'Petrol tax (cents per gallon)', 'Average income (dollars)',
'Paved Highways (miles)', 'Proportion of population with driver licenses',
'Consumption of petrol (millions of gallons)']

dataset.shape
dataset.describe()

Please note that "describe()" is used to display the statistical values of the data like mean and standard deviation.

Step 3: Mention X and Y axis

X = dataset.iloc[:, 2:6].values
y = dataset.iloc[:, 6].values

Please note that first two columns "Index" and "One" are of no use for making any prediction. So excluded these two features. Also excluded the label which is the last column.

X contains the list of attributes
Y contains the list of labels

Step 4: Split the dataset into training and testing dataset

X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = 0.20, random_state=0)

Step 5: Scale the features

standardScaler = StandardScaler()
X_train = standardScaler.fit_transform(X_train)
X_test = standardScaler.transform(X_test)

This step is not must for Random Forest as it is being taken care by Random Forest internally. Feature scaling is not required in tree based algorithms.

Step 6: Create and fit the model

model = RandomForestRegressor(n_estimators=120, random_state=0)
model.fit(X_train, y_train)

"n_estimators" is the number of trees we want to create in a Random Forest. By default, it is 100.

Step 7: Predict from the model

y_pred = model.predict(X_test)

The y_pred is a numpy array that contains all the predicted values for the input values in the X_test.

Lets see the difference between the actual and predicted values.

df=pd.DataFrame({'Actual':y_test, 'Predicted':y_pred})
df

Step 8: Check the accuracy

meanAbsoluteError = mean_absolute_error(y_test, y_pred)
meanSquaredError = mean_squared_error(y_test, y_pred)
rootMeanSquaredError = np.sqrt(meanSquaredError)
print('Mean Absolute Error:', meanAbsoluteError)
print('Mean Squared Error:', meanSquaredError)
print('Root Mean Squared Error:', rootMeanSquaredError)