NAF

Prerequisites

It is recommended to use an isolated Python 3.10 environment, like miniconda.

For example:

conda create -n NAF python=3.10

The NAF package can be installed using setup.py:

conda activate NAF

python setup.py develop

Usage

You can find some usage examples in the notebooks directory.

Basically, a NAF model can be instantiated with the following code:

from naf.forests import ForestKind, TaskType
from naf.naf_model import NeuralAttentionForest, NAFParams

params = NAFParams(
    kind=ForestKind.EXTRA,
    task=TaskType.REGRESSION,
    mode='end_to_end',
    n_epochs=100,
    lr=0.01,
    lam=0.0,
    target_loss_weight=1.0,
    hidden_size=16,
    n_layers=1,
    forest=dict(
        n_estimators=100,
        min_samples_leaf=1
    ),
    random_state=12345
)
model = NeuralAttentionForest(params)

Parameter description could be found in the Parameters section.

Make sure, that the input data features are standardized: it is not necessary for classical tree-based models, but improve the neural network performance much.

For training the underlying classical forest run:

# X_train is standardized
model.fit(X_train, y_train)

For neural network weights optimization run:

# X_train is the same as at the previous stage.
model.optimize_weights(X_train, y_train)

Another experimental option is to optimize the neural network on unlabeled data (just reconstruction target):

model.optimize_weights_unlabeled(X_unlabeled)

Predictions can be obrained with the predict method:

preds = model.predict(pt)

Additionally, the need_attention_weights=True can be passed to the predict to obtain reconstructed features and attention weights:

preds, recons, alphas, betas = model.predict(inputs, need_attention_weights=True)

Here:

• inputs is of shape (n_samples, n_features);
• alphas is of shape (n_samples, n_background, n_trees);
• betas is of shape (n_samples, n_trees);
• n_background is a number of samples in the original training data set (X_train in this case).

Sample-to-background attention weights can be calculated by multiplying alphas and betas along tree dimension:

sample_attention_weights = np.einsum('nbt,nt->nb', alphas, betas)

Parameters

• n_epochs – number of epochs for neural network training;
• lr – neural network learning rate;
• lam – reconstruction loss weight (typically $0 \le \lambda \le 1$, $0$ means no reconstruction loss);
• target_loss_weight – target estimation loss weight (typically is $1$);
• hidden_size – size of each neural network layer;
• n_layers – number of neural network layers;
• forest – parameters of an underlying forest.