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Tree criterion benchmark
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from functools import partial | |
import argparse | |
from time import perf_counter | |
import json | |
from statistics import mean, stdev | |
from sklearn.tree import DecisionTreeRegressor, DecisionTreeClassifier | |
from sklearn.datasets import make_classification, make_regression, make_low_rank_matrix | |
from collections import defaultdict | |
import numpy as np | |
parser = argparse.ArgumentParser() | |
parser.add_argument("results", type=argparse.FileType("w")) | |
parser.add_argument("--config") | |
args = parser.parse_args() | |
def make_possion_data(n_samples, n_features, random_state=0): | |
rng = np.random.RandomState(random_state) | |
X = make_low_rank_matrix(n_samples=n_samples, n_features=50, random_state=rng) | |
coef = rng.uniform(low=-2, high=2, size=50) / np.max(X, axis=0) | |
y = rng.poisson(lam=np.exp(X @ coef)) | |
return X, y | |
benchmark_config = [ | |
( | |
DecisionTreeRegressor, | |
"squared_error", | |
partial(make_regression, n_targets=2), | |
[5_000, 10_000, 20_000, 40_000], | |
), | |
( | |
DecisionTreeRegressor, | |
"friedman_mse", | |
partial(make_regression, n_targets=2), | |
[5_000, 10_000, 20_000, 40_000], | |
), | |
( | |
DecisionTreeRegressor, | |
"poisson", | |
make_possion_data, | |
[5_000, 10_000, 20_000, 40_000], | |
), | |
( | |
DecisionTreeRegressor, | |
"absolute_error", | |
partial(make_regression, n_targets=2), | |
[1_000, 2_000, 3_000, 4_000], | |
), | |
( | |
DecisionTreeClassifier, | |
"gini", | |
partial(make_classification, n_informative=10, n_classes=5), | |
[5_000, 10_000, 20_000, 40_000], | |
), | |
( | |
DecisionTreeClassifier, | |
"entropy", | |
partial(make_classification, n_informative=10, n_classes=5), | |
[5_000, 10_000, 20_000, 40_000], | |
), | |
] | |
if args.config: | |
benchmark_config = [ | |
config for config in benchmark_config if config[1] == args.config | |
] | |
N_REPEATS = 30 | |
results = {} | |
for Klass, criterion, make_data, n_samples_list in benchmark_config: | |
klass_results = defaultdict(list) | |
for n_samples in n_samples_list: | |
for n_repeat in range(N_REPEATS): | |
X, y = make_data(n_samples=n_samples, random_state=n_repeat, n_features=50) | |
tree = Klass(random_state=n_repeat, criterion=criterion) | |
start = perf_counter() | |
tree.fit(X, y) | |
duration = perf_counter() - start | |
klass_results[n_samples].append(duration) | |
results_mean, results_stdev = mean(klass_results[n_samples]), stdev( | |
klass_results[n_samples] | |
) | |
print( | |
f"criteron={criterion} n_samples={n_samples} with {results_mean:.3f} +/-" | |
f" {results_stdev:.3f}" | |
) | |
results[criterion] = klass_results | |
json.dump(results, args.results) |
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{"squared_error": {"5000": [0.16619804800211568, 0.17141543699835893, 0.17220754299705732, 0.16891120400032378, 0.17383053700177697, 0.1716759720002301, 0.17649937200258137, 0.1775554040032148, 0.17128830500223557, 0.17167254299783963, 0.1769457419977698, 0.17053273800047464, 0.1755492719967151, 0.17701851300080307, 0.17633079799998086, 0.1698677050007973, 0.17835452999861445, 0.17116589099896373, 0.17028515299898572, 0.17293453700040118, 0.1729951790002815, 0.17489783899873146, 0.17671075600082986, 0.17577469600291806, 0.1711057799984701, 0.18244690500068828, 0.17556295299800695, 0.16627413099922705, 0.15480467299857992, 0.17504886100141448], "10000": [0.32767008999871905, 0.3327580549994309, 0.33889311099846964, 0.328657120000571, 0.3423197230004007, 0.3409906749984657, 0.3402566400000069, 0.33591128999978537, 0.3361765049994574, 0.32685431099889684, 0.32937130500067724, 0.33588505900115706, 0.3393010800027696, 0.34389604599709855, 0.34325585100305034, 0.3340727619979589, 0.33093915700010257, 0.3356114929993055, 0.3391852579989063, 0.352276528999937, 0.33704493299956084, 0.34592290699947625, 0.3400553059982485, 0.3400011040030222, 0.3435790280018409, 0.3445681589982996, 0.3392159979994176, 0.3320400200027507, 0.34484507399974973, 0.34088464199885493], "20000": [0.6965353800005687, 0.6994570400020166, 0.6976113019991317, 0.707668229999399, 0.6931298100025742, 0.7073196530000132, 0.6919302649985184, 0.7057766209982219, 0.7016700160020264, 0.7083040930010611, 0.7041784380016907, 0.7134661599993706, 0.7055500759997813, 0.7068105629987258, 0.7076763100012613, 0.6957386230023985, 0.6991124129999662, 0.7057087799985311, 0.6951753909997933, 0.7142457560003095, 0.6958565950008051, 0.7110841199973947, 0.6938364129964611, 0.7151631559972884, 0.7208678419992793, 0.6904879940011597, 0.6915339549996133, 0.7048289200029103, 0.707138728001155, 0.7131695829993987], "40000": [1.549232777000725, 1.5405462180024188, 1.5444621390015527, 1.536906071996782, 1.548712276002334, 1.5568900860016583, 1.5470179010007996, 1.5498605100001441, 1.5472945759975119, 1.5419579850022274, 1.5329999000023236, 1.5324116769988905, 1.5397623789976933, 1.5366942949985969, 1.5425311059989326, 1.5451253790015471, 1.544112278999819, 1.5337959040007263, 1.5484002159973898, 1.5509840190024988, 1.5424012520015822, 1.5584128329974192, 1.5389659500033304, 1.5455743460006488, 1.5413285779977741, 1.5415946840003016, 1.5358354239979235, 1.5681724440000835, 1.5306737770006293, 1.548639398002706]}, "friedman_mse": {"5000": [0.14680609700008063, 0.16863641800227924, 0.16074323400243884, 0.1461985440000717, 0.14893235999988974, 0.15320612899813568, 0.15457262700147112, 0.15225720799935516, 0.17376326299927314, 0.16178242699970724, 0.15915460100222845, 0.1580714990013803, 0.15403291499751504, 0.156822054002987, 0.16943872399860993, 0.16636171099889907, 0.1524383720025071, 0.15431460099716787, 0.17181691399673582, 0.16220884499853128, 0.17221444200185942, 0.1520133639969572, 0.16630201900261454, 0.14804761200139183, 0.16015901200080407, 0.169093056996644, 0.1493952890014043, 0.1564806159985892, 0.1528140100017481, 0.15062787599890726], "10000": [0.3150629049996496, 0.31228153800111613, 0.3242741659996682, 0.3192512519999582, 0.319511377998424, 0.3217179740022402, 0.31881991299815127, 0.30698585800200817, 0.3136617769996519, 0.32164343100157566, 0.3220523809977749, 0.3038032030017348, 0.30234660300266114, 0.3303787929980899, 0.3169095439989178, 0.31200052200074424, 0.3255224119966442, 0.32795124200129067, 0.3181789000009303, 0.3120918240019819, 0.31095144099890604, 0.3065155389995198, 0.31101159200261463, 0.31761347800056683, 0.326333667999279, 0.30722962399886455, 0.31696559400006663, 0.3061133000010159, 0.3152108880021842, 0.3262829769992095], "20000": [0.6561903600013466, 0.6539191530027892, 0.6676463969997712, 0.6658500599987747, 0.6549401839984057, 0.6700417259999085, 0.6592755739984568, 0.6677029570018931, 0.6741856109983928, 0.6607524729988654, 0.665152425000997, 0.6596034999965923, 0.663572811998165, 0.6604264569978113, 0.666633284999989, 0.6620576109999092, 0.6739281460031634, 0.6551107369996316, 0.6542683300031058, 0.6644539209992217, 0.6564114440006961, 0.6671788170024229, 0.6666603750018112, 0.6613891669985605, 0.658817702998931, 0.6591129890002776, 0.6718688219989417, 0.6649969510035589, 0.6682050579984207, 0.6619073069996375], "40000": [1.462115113001346, 1.4486117540000123, 1.4618587479999405, 1.4550763970000844, 1.4734336369983794, 1.4554691759985872, 1.4570947480024188, 1.4678180489972874, 1.4645356420005555, 1.4570040660000814, 1.450196275000053, 1.4598498749983264, 1.4597516229987377, 1.472861163001653, 1.458092728000338, 1.4584425539978838, 1.4602840730003663, 1.4566967190003197, 1.462243302998104, 1.454014853003173, 1.4623939260018233, 1.4591147569990426, 1.4554397810024966, 1.4641474109994306, 1.4541572550006094, 1.4709573319996707, 1.4584541429976525, 1.468211874998815, 1.4599032220030494, 1.4612741509990883]}, "poisson": {"5000": [0.21605383700079983, 0.2276287959975889, 0.24365595700146514, 0.211677575000067, 0.2058648060010455, 0.21965034100139746, 0.23869158500019694, 0.20954058300048928, 0.222240803999739, 0.2223495569996885, 0.21890065600018715, 0.2580801349977264, 0.2194803470010811, 0.21490998200169997, 0.23176748200057773, 0.21506968600078835, 0.2244294189986249, 0.24734661399998004, 0.23363229000096908, 0.24663461899763206, 0.2120748339984857, 0.24799630699999398, 0.23273617200175067, 0.25051270900075906, 0.21823893300097552, 0.23936154799957876, 0.2268390890021692, 0.23751991099925363, 0.2371190320009191, 0.2167453910005861], "10000": [0.4385656670019671, 0.4495354430000589, 0.45505383699855884, 0.4522167190007167, 0.4271597209990432, 0.46171335599865415, 0.4708238929997606, 0.44703092200143146, 0.46529279999958817, 0.4619463999988511, 0.4681901290023234, 0.49770475900004385, 0.47328757499781204, 0.4432136329996865, 0.4373622309976781, 0.4513443210016703, 0.4685032349989342, 0.46262946400020155, 0.458897116001026, 0.4330590529971232, 0.4634679109985882, 0.4702031509987137, 0.46436401900064084, 0.4633968000016466, 0.48995441800070694, 0.4657054570016044, 0.5014539369985869, 0.4558474439982092, 0.499901265000517, 0.4409648760010896], "20000": [0.9640333390016167, 1.0769609829985711, 0.9282876800025406, 0.9149155330014764, 0.9570206829994277, 0.9115415619999112, 0.9676498029984941, 0.9430740650022926, 0.9584127119996992, 0.9700211310009763, 0.8997816499977489, 0.9521763729972008, 0.941070562999812, 0.9935714679995726, 0.9632362060001469, 0.9738854259994696, 0.9661259859967686, 0.9080959040002199, 0.9545542140003818, 0.9689621170000464, 0.9212254260019108, 1.0183041149975907, 0.9606362089980394, 0.934208064001723, 1.0066877729987027, 0.9837247169998591, 0.9520954899999197, 0.9224352210003417, 1.0003373369982, 1.0367495409991534], "40000": [2.13195910200011, 2.025740302000486, 2.1766262330020254, 1.928184518001217, 2.0961180630001763, 1.9710956829985662, 2.0148920889987494, 2.063729253000929, 2.0076062309999543, 1.9983607680005662, 2.000873953998962, 2.0622699849991477, 1.9858340639984817, 2.0587212209975405, 1.9671220509990235, 2.031986171001 9B9B 3356, 2.092403364000347, 2.1968643519976467, 2.05790325199996, 1.9438686809990031, 1.8626604519995453, 1.9507446290008374, 1.8663412570022047, 2.0727275690005627, 1.937490798001818, 1.8955191290006042, 2.0402138700010255, 1.9926083220016153, 1.9051506489995518, 2.023913970999274]}, "absolute_error": {"1000": [0.39395208899804857, 0.39448519100187696, 0.4010086990019772, 0.3867724600022484, 0.43194064799899934, 0.4287902970027062, 0.437820434999594, 0.43418577299962635, 0.4021299830019416, 0.393767358000332, 0.4155531680007698, 0.3910920359994634, 0.4374532089968852, 0.4113093249980011, 0.39745232300265343, 0.40706871200018213, 0.4038296590006212, 0.40869740400012233, 0.40718084599939175, 0.40237867099858704, 0.4003877219984133, 0.4516752819981775, 0.40449728299790877, 0.4342134990001796, 0.40477086899772985, 0.4383493310015183, 0.4189205380025669, 0.4073762810003245, 0.43341671399684856, 0.40252523699746234], "2000": [1.423994313001458, 1.4703651890013134, 1.3722254399981466, 1.3957877559987537, 1.3964496529988537, 1.4655890689973603, 1.4134285729996918, 1.4112642750005762, 1.4213893369997095, 1.4430813980034145, 1.3780042879989196, 1.4118295769985707, 1.4438674630000605, 1.3797298009994847, 1.4068012779971468, 1.4129207309997582, 1.4367948559993238, 1.4226240489988413, 1.3991587389973574, 1.4411379000011948, 1.4410934940024163, 1.4684774560009828, 1.404295403001015, 1.445056871001725, 1.4141210229972785, 1.4081917389994487, 1.413867224000569, 1.5151136170024984, 1.4598573879993637, 1.3805531340003654], "3000": [2.937756179999269, 2.9949499319991446, 2.968211716000951, 2.9477788050025993, 3.186133482002333, 3.0150262909992307, 2.9527106009991257, 2.93384573000003, 3.0319508249995124, 2.9694797010015463, 3.039760035000654, 2.970123348000925, 3.0585032609997143, 2.9856834710008116, 3.201479349998408, 3.0110356980003417, 3.004163494999375, 2.956286466000165, 3.0026180780005234, 2.985583690999192, 3.0515813029996934, 3.0110971399990376, 2.93255782399865, 3.233276015998854, 2.9841337209982157, 3.0322491680017265, 3.078628471997945, 3.018678152002394, 3.1302738819977094, 2.988072755997564], "4000": [5.1191147019999335, 5.212715585999831, 5.339157655998861, 5.168493771998328, 5.222029358999862, 5.253290795000794, 5.240248517002328, 5.2054669249992, 5.05017362000217, 5.343714432001434, 5.203591168999992, 5.161238163000235, 5.355583872002171, 5.256292059999396, 5.209028285997192, 5.089715572001296, 5.054493353996804, 5.200113301001693, 5.097819274000358, 5.157478302997333, 5.054144233999978, 5.221435966999707, 5.065465961000882, 5.140065049999976, 5.173329320998164, 5.184158273998037, 5.244764602997748, 5.065489316999447, 5.100332788999367, 5.090885012999934]}, "gini": {"5000": [0.18208107000100426, 0.16466394999952172, 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0.37756598299893085, 0.3713602190000529, 0.4060198740007763, 0.38284421900243615, 0.37962539400177775, 0.3802250969965826, 0.3832981080013269, 0.3574817009975959, 0.37669783699675463, 0.3725094330002321], "20000": [0.8971217769976647, 0.9304647259996273, 0.9199443850011448, 0.9078661140010809, 0.8572431499997037, 0.8697283710025658, 0.9410422420005489, 0.902612271001999, 0.9636426270008087, 0.8896941339990008, 0.9409498029999668, 0.8982804090010177, 0.9163263410009677, 0.8779143200008548, 0.8922262489977584, 0.9396822709968546, 0.9328431850008201, 0.8986979110013635, 0.8914574070004164, 0.8993901659996482, 0.8779783370009682, 0.9160871929998393, 0.8810391500010155, 0.9013684279998415, 0.8812761449989921, 0.9121844369983592, 0.8870613330000197, 0.9083794920006767, 0.8704781619999267, 0.8687839480007824], "40000": [2.109195892997377, 2.020993264999561, 1.9854367440020724, 2.0258123289968353, 2.0020900249983242, 2.15403655299815, 2.058632028001739, 2.040887246002967, 2.143249715998536, 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