I've been using sklearn's random forest, and I've tried to compare several models. Then I noticed that random-forest is giving different results even with the same seed. I tried it both ways: random.seed(1234) as well as use random forest built-in random_state = 1234 In both cases, I get non-repeatable results. What have I missed...?
# 1
random.seed(1234)
RandomForestClassifier(max_depth=5, max_features=5, criterion='gini', min_samples_leaf = 10)
# or 2
RandomForestClassifier(max_depth=5, max_features=5, criterion='gini', min_samples_leaf = 10, random_state=1234)
Any ideas? Thanks!!
EDIT: Adding a more complete version of my code
clf = RandomForestClassifier(max_depth=60, max_features=60, \
criterion='entropy', \
min_samples_leaf = 3, random_state=seed)
# As describe, I tried random_state in several ways, still diff results
clf = clf.fit(X_train, y_train)
predicted = clf.predict(X_test)
predicted_prob = clf.predict_proba(X_test)[:, 1]
fpr, tpr, thresholds = metrics.roc_curve(np.array(y_test), predicted_prob)
auc = metrics.auc(fpr,tpr)
print (auc)
EDIT: It's been quite a while, but I think using RandomState might solve the problem. I didn't test it yet myself, but if you're reading it, it's worth a shot. Also, it is generally preferable to use RandomState instead of random.seed().
First make sure that you have the latest versions of the needed modules(e.g. scipy, numpy etc). When you type random.seed(1234)
, you use the numpy
generator.
When you use random_state
parameter inside the RandomForestClassifier
, there are several options: int, RandomState instance or None.
From the docs here :
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used by np.random.
A way to use the same generator in both cases is the following. I use the same (numpy) generator in both cases and I get reproducible results (same results in both cases).
from sklearn.ensemble import RandomForestClassifier
from sklearn.datasets import make_classification
from numpy import *
X, y = make_classification(n_samples=1000, n_features=4,
n_informative=2, n_redundant=0,
random_state=0, shuffle=False)
random.seed(1234)
clf = RandomForestClassifier(max_depth=2)
clf.fit(X, y)
clf2 = RandomForestClassifier(max_depth=2, random_state = random.seed(1234))
clf2.fit(X, y)
Check if the results are the same:
all(clf.predict(X) == clf2.predict(X))
#True
from sklearn.ensemble import RandomForestClassifier
from sklearn.datasets import make_classification
from numpy import *
for i in range(5):
X, y = make_classification(n_samples=1000, n_features=4,
n_informative=2, n_redundant=0,
random_state=0, shuffle=False)
random.seed(1234)
clf = RandomForestClassifier(max_depth=2)
clf.fit(X, y)
clf2 = RandomForestClassifier(max_depth=2, random_state = random.seed(1234))
clf2.fit(X, y)
print(all(clf.predict(X) == clf2.predict(X)))
Results:
True
True
True
True
True