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| 1 | + |
| 2 | +# Treeffuser |
| 3 | + |
| 4 | +[](https://badge.fury.io/py/treeffuser) |
| 5 | +[](https://opensource.org/licenses/MIT) |
| 6 | +[](https://github.com/blei-lab/treeffuser/stargazers) |
| 7 | +[](https://pypi.org/project/treeffuser/) |
| 8 | +[](https://blei-lab.github.io/treeffuser/) |
| 9 | +[](https://blei-lab.github.io/treeffuser/docs/getting-started.html) |
| 10 | +[](https://arxiv.org/abs/2406.07658) |
| 11 | + |
| 12 | +Treeffuser is an easy-to-use package for **probabilistic prediction on tabular data with tree-based diffusion models**. |
| 13 | +It estimates distributions of the form `p(y|x)` where `x` is a feature vector and `y` is a target vector. |
| 14 | +Treeffuser can model conditional distributions `p(y|x)` that are arbitrarily complex (e.g., multimodal, heteroscedastic, non-Gaussian, heavy-tailed, etc.). |
| 15 | + |
| 16 | +It is designed to adhere closely to the scikit-learn API and require minimal user tuning. |
| 17 | + |
| 18 | +<h3 align="center"> |
| 19 | + <b><a href="https://blei-lab.github.io/treeffuser/">Website</a></b> | |
| 20 | + <b><a href="https://github.com/blei-lab/treeffuser/">GitHub</a></b> | |
| 21 | + <b><a href="https://blei-lab.github.io/treeffuser/docs/getting-started.html">Documentation</a></b> | |
| 22 | + <b><a href="https://arxiv.org/abs/2406.07658">Paper (NeurIPS 2024)</a></b> |
| 23 | +</h3> |
| 24 | + |
| 25 | + |
| 26 | +## Installation |
| 27 | + |
| 28 | +Install Treeffuser from PyPI: |
| 29 | + |
| 30 | +```bash |
| 31 | +pip install treeffuser |
| 32 | +``` |
| 33 | + |
| 34 | +Install the development version: |
| 35 | + |
| 36 | +```bash |
| 37 | +pip install git+https://github.com/blei-lab/treeffuser.git@main |
| 38 | +``` |
| 39 | + |
| 40 | +The GitHub repository is located at: https://github.com/blei-lab/treeffuser |
| 41 | + |
| 42 | + |
| 43 | +## Usage Example |
| 44 | + |
| 45 | +Here's a simple example demonstrating how to use Treeffuser. |
| 46 | + |
| 47 | +We generate a heteroscedastic response with two sinusoidal components and heavy tails. |
| 48 | + |
| 49 | +```python |
| 50 | +import matplotlib.pyplot as plt |
| 51 | +import numpy as np |
| 52 | +from treeffuser import Treeffuser, Samples |
| 53 | + |
| 54 | +# Generate data |
| 55 | +seed = 0 |
| 56 | +rng = np.random.default_rng(seed=seed) |
| 57 | +n = 5000 |
| 58 | +x = rng.uniform(0, 2 * np.pi, size=n) |
| 59 | +z = rng.integers(0, 2, size=n) |
| 60 | +y = z * np.sin(x - np.pi / 2) + (1 - z) * np.cos(x) + rng.laplace(scale=x / 30, size=n) |
| 61 | +``` |
| 62 | + |
| 63 | +We fit Treeffuser and generate samples. We then plot the samples against the raw data. |
| 64 | + |
| 65 | +```python |
| 66 | +# Fit the model |
| 67 | +model = Treeffuser(seed=seed) |
| 68 | +model.fit(x, y) |
| 69 | + |
| 70 | +# Generate and plot samples |
| 71 | +y_samples = model.sample(x, n_samples=1, seed=seed, verbose=True) |
| 72 | +plt.scatter(x, y, s=1, label="observed data") |
| 73 | +plt.scatter(x, y_samples[0, :], s=1, alpha=0.7, label="Treeffuser samples") |
| 74 | +``` |
| 75 | + |
| 76 | + |
| 77 | + |
| 78 | +Treeffuser accurately learns the target conditional densities and can generate samples from them. |
| 79 | + |
| 80 | +These samples can be used to compute any downstream estimates of interest: |
| 81 | + |
| 82 | +```python |
| 83 | +y_samples = model.sample(x, n_samples=100, verbose=True) # y_samples.shape[0] is 100 |
| 84 | + |
| 85 | +# Estimate downstream quantities of interest |
| 86 | +y_mean = y_samples.mean(axis=0) # conditional mean |
| 87 | +y_std = y_samples.std(axis=0) # conditional std |
| 88 | +``` |
| 89 | + |
| 90 | +You can also use the `Samples` helper class: |
| 91 | + |
| 92 | +```python |
| 93 | +y_samples = Samples(y_samples) |
| 94 | +y_mean = y_samples.sample_mean() |
| 95 | +y_std = y_samples.sample_std() |
| 96 | +y_quantiles = y_samples.sample_quantile(q=[0.05, 0.95]) |
| 97 | +``` |
| 98 | + |
| 99 | +See the documentation for more information on available methods and parameters. |
| 100 | + |
| 101 | +--- |
| 102 | + |
| 103 | +## Citing Treeffuser |
| 104 | + |
| 105 | +If you use Treeffuser in your work, please cite: |
| 106 | + |
| 107 | +```bibtex |
| 108 | +@article{beltranvelez2024treeffuser, |
| 109 | + title={Treeffuser: Probabilistic Predictions via Conditional Diffusions with Gradient-Boosted Trees}, |
| 110 | + author={Nicolas Beltran-Velez and Alessandro Antonio Grande and Achille Nazaret and Alp Kucukelbir and David Blei}, |
| 111 | + year={2024}, |
| 112 | + eprint={2406.07658}, |
| 113 | + archivePrefix={arXiv}, |
| 114 | + primaryClass={cs.LG}, |
| 115 | + url={https://arxiv.org/abs/2406.07658}, |
| 116 | +} |
| 117 | +``` |
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