Combining random forest models in scikit learn

Question

I have two RandomForestClassifier models, and I would like to combine them into one meta model. They were both trained using similar, but different, data. How can I do this?

Answer 1

I believe this is possible by modifying the estimators_ and n_estimators attributes on the RandomForestClassifier object. Each tree in the forest is stored as a DecisionTreeClassifier object, and the list of these trees is stored in the estimators_ attribute. To make sure there is no discontinuity, it also makes sense to change the number of estimators in n_estimators.

The advantage of this method is that you could build a bunch of small forests in parallel across multiple machines and combine them.

Here's an example using the iris data set:

from sklearn.ensemble import RandomForestClassifier
from sklearn.cross_validation import train_test_split
from sklearn.datasets import load_iris

def generate_rf(X_train, y_train, X_test, y_test):
    rf = RandomForestClassifier(n_estimators=5, min_samples_leaf=3)
    rf.fit(X_train, y_train)
    print "rf score ", rf.score(X_test, y_test)
    return rf

def combine_rfs(rf_a, rf_b):
    rf_a.estimators_ += rf_b.estimators_
    rf_a.n_estimators = len(rf_a.estimators_)
    return rf_a

iris = load_iris()
X, y = iris.data[:, [0,1,2]], iris.target
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=.33)
# in the line below, we create 10 random forest classifier models
rfs = [generate_rf(X_train, y_train, X_test, y_test) for i in xrange(10)]
# in this step below, we combine the list of random forest models into one giant model
rf_combined = reduce(combine_rfs, rfs)
# the combined model scores better than *most* of the component models
print "rf combined score", rf_combined.score(X_test, y_test)

Answer 2

In addition to @mgoldwasser solution, an alternative is to make use of warm_start when training your forest. In Scikit-Learn 0.16-dev, you can now do the following:

# First build 100 trees on X1, y1
clf = RandomForestClassifier(n_estimators=100, warm_start=True)
clf.fit(X1, y1)

# Build 100 additional trees on X2, y2
clf.set_params(n_estimators=200)
clf.fit(X2, y2)