Spark MLlib - Decision Tree源码分析

问题导读

1.org.apache.spark.mllib.tree.RandomForest.scala中RandomForest里面的train做了什么？
2.DecisionTree.findSplitsBins做了什么？

以决策树作为开始，因为简单，而且也比较容易用到，当前的boosting或random forest也是常以其为基础的

决策树算法本身参考之前的blog，其实就是贪婪算法，每次切分使得数据变得最为有序

那么如何来定义有序或无序？

无序，node impurity

对于分类问题，我们可以用熵entropy或Gini来表示信息的无序程度
对于回归问题，我们用方差Variance来表示无序程度，方差越大，说明数据间差异越大

information gain

用于表示，由父节点划分后得到子节点，所带来的impurity的下降，即有序性的增益

MLib决策树的例子

下面直接看个regression的例子，分类的case，差不多，

import org.apache.spark.mllib.tree.DecisionTree
import org.apache.spark.mllib.util.MLUtils

// Load and parse the data file.
// Cache the data since we will use it again to compute training error.
val data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_libsvm_data.txt").cache()

// Train a DecisionTree model.
// Empty categoricalFeaturesInfo indicates all features are continuous.
val categoricalFeaturesInfo = Map[Int, Int]()
val impurity = "variance"
val maxDepth = 5
val maxBins = 100

val model = DecisionTree.trainRegressor(data, categoricalFeaturesInfo, impurity,
  maxDepth, maxBins)

// Evaluate model on training instances and compute training error
val labelsAndPredictions = data.map { point =>
  val prediction = model.predict(point.features)
  (point.label, prediction)
}
val trainMSE = labelsAndPredictions.map{ case(v, p) => math.pow((v - p), 2)}.mean()
println("Training Mean Squared Error = " + trainMSE)
println("Learned regression tree model:\n" + model)
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还是比较简单的，

由于是回归，所以impurity的定义为variance
maxDepth，最大树深，设为5
maxBins，最大的划分数
先理解什么是bin，决策树的算法就是对feature的取值不断的进行划分
对于离散的feature，比较简单，如果有m个值，最多 个划分，如果值是有序的，那么就最多m-1个划分
比如年龄feature，有老，中，少3个值，如果无序有个，即3种划分，老|中，少；老，中|少；老，少|中
但如果是有序的，即按老，中，少的序，那么只有m-1个，即2种划分，老|中，少；老，中|少

对于连续的feature，其实就是进行范围划分，而划分的点就是split，划分出的区间就是bin
对于连续feature，理论上划分点是无数的，但是出于效率我们总要选取合适的划分点
有个比较常用的方法是取出训练集中该feature出现过的值作为划分点，
但对于分布式数据，取出所有的值进行排序也比较费资源，所以可以采取sample的方式

源码分析

首先调用，DecisionTree.trainRegressor，类似调用静态函数（object DecisionTree）

org.apache.spark.mllib.tree.DecisionTree.scala

/**
   * Method to train a decision tree model for regression.
   *
   * @param input Training dataset: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]].
   *              Labels are real numbers.
   * @param categoricalFeaturesInfo Map storing arity of categorical features.
   *                                E.g., an entry (n -> k) indicates that feature n is categorical
   *                                with k categories indexed from 0: {0, 1, ..., k-1}.
   * @param impurity Criterion used for information gain calculation.
   *                 Supported values: "variance".
   * @param maxDepth Maximum depth of the tree.
   *                 E.g., depth 0 means 1 leaf node; depth 1 means 1 internal node + 2 leaf nodes.
   *                  (suggested value: 5)
   * @param maxBins maximum number of bins used for splitting features
   *                 (suggested value: 32)
   * @return DecisionTreeModel that can be used for prediction
   */
  def trainRegressor(
      input: RDD[LabeledPoint],
      categoricalFeaturesInfo: Map[Int, Int],
      impurity: String,
      maxDepth: Int,
      maxBins: Int): DecisionTreeModel = {
    val impurityType = Impurities.fromString(impurity)
    train(input, Regression, impurityType, maxDepth, 0, maxBins, Sort, categoricalFeaturesInfo)
  }
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调用静态函数train

 def train(
      input: RDD[LabeledPoint],
      algo: Algo,
      impurity: Impurity,
      maxDepth: Int,
      numClassesForClassification: Int,
      maxBins: Int,
      quantileCalculationStrategy: QuantileStrategy,
      categoricalFeaturesInfo: Map[Int,Int]): DecisionTreeModel = {
    val strategy = new Strategy(algo, impurity, maxDepth, numClassesForClassification, maxBins,
      quantileCalculationStrategy, categoricalFeaturesInfo)
    new DecisionTree(strategy).train(input)
  }
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可以看到将所有参数封装到Strategy类，然后初始化DecisionTree类对象，继续调用成员函数train

/**
 * :: Experimental ::
 * A class which implements a decision tree learning algorithm for classification and regression.
 * It supports both continuous and categorical features.
 * @param strategy The configuration parameters for the tree algorithm which specify the type
 *                 of algorithm (classification, regression, etc.), feature type (continuous,
 *                 categorical), depth of the tree, quantile calculation strategy, etc.
 */
@Experimental
class DecisionTree (private val strategy: Strategy) extends Serializable with Logging {

  strategy.assertValid()

  /**
   * Method to train a decision tree model over an RDD
   * @param input Training data: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]]
   * @return DecisionTreeModel that can be used for prediction
   */
  def train(input: RDD[LabeledPoint]): DecisionTreeModel = {
    // Note: random seed will not be used since numTrees = 1.
    val rf = new RandomForest(strategy, numTrees = 1, featureSubsetStrategy = "all", seed = 0)
    val rfModel = rf.train(input)
    rfModel.trees(0)
  }

}
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可以看到，这里DecisionTree的设计是基于RandomForest的特例，即单颗树的RandomForest
所以调用RandomForest.train()，最终因为只有一棵树，所以取trees(0)

org.apache.spark.mllib.tree.RandomForest.scala

重点看下，RandomForest里面的train做了什么？

/**
   * Method to train a decision tree model over an RDD
   * @param input Training data: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]]
   * @return RandomForestModel that can be used for prediction
   */
  def train(input: RDD[LabeledPoint]): RandomForestModel = {
   //1. metadata
    val retaggedInput = input.retag(classOf[LabeledPoint])
    val metadata =
      DecisionTreeMetadata.buildMetadata(retaggedInput, strategy, numTrees, featureSubsetStrategy)

    // 2. Find the splits and the corresponding bins (interval between the splits) using a sample
    // of the input data.
    val (splits, bins) = DecisionTree.findSplitsBins(retaggedInput, metadata)

    // 3. Bin feature values (TreePoint representation).
    // Cache input RDD for speedup during multiple passes.
    val treeInput = TreePoint.convertToTreeRDD(retaggedInput, bins, metadata)
    val baggedInput = if (numTrees > 1) {
      BaggedPoint.convertToBaggedRDD(treeInput, numTrees, seed)
    } else {
      BaggedPoint.convertToBaggedRDDWithoutSampling(treeInput)
    }.persist(StorageLevel.MEMORY_AND_DISK)

    // set maxDepth and compute memory usage 
    // depth of the decision tree
    // Max memory usage for aggregates
    // TODO: Calculate memory usage more precisely.
    //........

    /*
     * The main idea here is to perform group-wise training of the decision tree nodes thus
     * reducing the passes over the data from (# nodes) to (# nodes / maxNumberOfNodesPerGroup).
     * Each data sample is handled by a particular node (or it reaches a leaf and is not used
     * in lower levels).
     */

    // FIFO queue of nodes to train: (treeIndex, node)
    val nodeQueue = new mutable.Queue[(Int, Node)]()
    val rng = new scala.util.Random()
    rng.setSeed(seed)

    // Allocate and queue root nodes.
    val topNodes: Array[Node] = Array.fill[Node](numTrees)(Node.emptyNode(nodeIndex = 1))
    Range(0, numTrees).foreach(treeIndex => nodeQueue.enqueue((treeIndex, topNodes(treeIndex))))

    while (nodeQueue.nonEmpty) {
      // Collect some nodes to split, and choose features for each node (if subsampling).
      // Each group of nodes may come from one or multiple trees, and at multiple levels.
      val (nodesForGroup, treeToNodeToIndexInfo) =
        RandomForest.selectNodesToSplit(nodeQueue, maxMemoryUsage, metadata, rng) // 对decision tree没有意义，nodeQueue只有一个node，不需要选

      // 4. Choose node splits, and enqueue new nodes as needed.
      DecisionTree.findBestSplits(baggedInput, metadata, topNodes, nodesForGroup,
        treeToNodeToIndexInfo, splits, bins, nodeQueue, timer)
    }
    val trees = topNodes.map(topNode => new DecisionTreeModel(topNode, strategy.algo))
    RandomForestModel.build(trees)
  }
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1. DecisionTreeMetadata.buildMetadata

org.apache.spark.mllib.tree.impl.DecisionTreeMetadata.scala

这里生成一些后面需要用到的metadata
最关键的是计算每个feature的bins和splits的数目，

计算bins的数目

  //bins数目最大不能超过训练集中样本的size
    val maxPossibleBins = math.min(strategy.maxBins, numExamples).toInt
    //设置默认值
    val numBins = Array.fill[Int](numFeatures)(maxPossibleBins)
    if (numClasses > 2) {
      // Multiclass classification
      val maxCategoriesForUnorderedFeature =
        ((math.log(maxPossibleBins / 2 + 1) / math.log(2.0)) + 1).floor.toInt
      strategy.categoricalFeaturesInfo.foreach { case (featureIndex, numCategories) =>
        // Decide if some categorical features should be treated as unordered features,
        //  which require 2 * ((1 << numCategories - 1) - 1) bins.
        // We do this check with log values to prevent overflows in case numCategories is large.
        // The next check is equivalent to: 2 * ((1 << numCategories - 1) - 1) <= maxBins
        if (numCategories <= maxCategoriesForUnorderedFeature) {
          unorderedFeatures.add(featureIndex)
          numBins(featureIndex) = numUnorderedBins(numCategories)
        } else {
          numBins(featureIndex) = numCategories
        }
      }
    } else {
      // Binary classification or regression
      strategy.categoricalFeaturesInfo.foreach { case (featureIndex, numCategories) =>
        numBins(featureIndex) = numCategories
      }
    }
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其他case，bins数目等于feature的numCategories
对于unordered情况，比较特殊，

/**
   * Given the arity of a categorical feature (arity = number of categories),
   * return the number of bins for the feature if it is to be treated as an unordered feature.
   * There is 1 split for every partitioning of categories into 2 disjoint, non-empty sets;
   * there are math.pow(2, arity - 1) - 1 such splits.
   * Each split has 2 corresponding bins.
   */
  def numUnorderedBins(arity: Int): Int = 2 * ((1 << arity - 1) - 1)
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根据bins数目，计算splits

/**
   * Number of splits for the given feature.
   * For unordered features, there are 2 bins per split.
   * For ordered features, there is 1 more bin than split.
   */
  def numSplits(featureIndex: Int): Int = if (isUnordered(featureIndex)) {
    numBins(featureIndex) >> 1
  } else {
    numBins(featureIndex) - 1
  }
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2. DecisionTree.findSplitsBins

首先找出每个feature上可能出现的splits和相应的bins，这是后续算法的基础
这里的注释解释了上面如何计算splits和bins数目的算法

a，对于连续数据，对于一个feature，splits = numBins - 1；上面也说了对于连续值，其实splits可以无限的，如何找到numBins - 1个splits，很简单，这里用sample
b，对于离散数据，两个case
    b.1, 无序的feature，用于low-arity（参数较少）的multiclass分类，这种case下划分的可能性比较多，，所以用subsets of categories来作为划分
    b.2, 有序的feature，用于regression，二元分类，或high-arity的多元分类，这种case下划分的可能比较少，m-1，所以用每个category作为划分

/**
   * Returns splits and bins for decision tree calculation.
   * Continuous and categorical features are handled differently.
   *
   * Continuous features:
   *   For each feature, there are numBins - 1 possible splits representing the possible binary
   *   decisions at each node in the tree.
   *   This finds locations (feature values) for splits using a subsample of the data.
   *
   * Categorical features:
   *   For each feature, there is 1 bin per split.
   *   Splits and bins are handled in 2 ways:
   *   (a) "unordered features"
   *       For multiclass classification with a low-arity feature
   *       (i.e., if isMulticlass && isSpaceSufficientForAllCategoricalSplits),
   *       the feature is split based on subsets of categories.
   *   (b) "ordered features"
   *       For regression and binary classification,
   *       and for multiclass classification with a high-arity feature,
   *       there is one bin per category.
   *
   * @param input Training data: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]]
   * @param metadata Learning and dataset metadata
   * @return A tuple of (splits, bins).
   *         Splits is an Array of [[org.apache.spark.mllib.tree.model.Split]]
   *          of size (numFeatures, numSplits).
   *         Bins is an Array of [[org.apache.spark.mllib.tree.model.Bin]]
   *          of size (numFeatures, numBins).
   */
  protected[tree] def findSplitsBins(
      input: RDD[LabeledPoint],
      metadata: DecisionTreeMetadata): (Array[Array[Split]], Array[Array[Bin]]) = {
    val numFeatures = metadata.numFeatures

    // Sample the input only if there are continuous features.
    val hasContinuousFeatures = Range(0, numFeatures).exists(metadata.isContinuous)
    val sampledInput = if (hasContinuousFeatures) {  // 对于连续特征，取值会比较多，需要做抽样
      // Calculate the number of samples for approximate quantile calculation.
      val requiredSamples = math.max(metadata.maxBins * metadata.maxBins, 10000) // 抽样数要远大于桶数
      val fraction = if (requiredSamples < metadata.numExamples) { // 设置抽样比例
        requiredSamples.toDouble / metadata.numExamples
      } else {
        1.0
      }
      input.sample(withReplacement = false, fraction, new XORShiftRandom().nextInt()).collect()
    } else {
      new Array[LabeledPoint](0)
    }

    metadata.quantileStrategy match {
      case Sort =>
        val splits = new Array[Array[Split]](numFeatures) // 初始化splits和bins 
        val bins = new Array[Array[Bin]](numFeatures)

        // Find all splits.
        // Iterate over all features.
        var featureIndex = 0
        while (featureIndex < numFeatures) { // 遍历所有的feature
          val numSplits = metadata.numSplits(featureIndex) // 取出前面算出的splits和bins的数目
          val numBins = metadata.numBins(featureIndex)
          if (metadata.isContinuous(featureIndex)) { // 对于连续的feature
            val numSamples = sampledInput.length
            splits(featureIndex) = new Array[Split](numSplits)
            bins(featureIndex) = new Array[Bin](numBins)
            val featureSamples = sampledInput.map(lp => lp.features(featureIndex)).sorted // 从sampledInput里面取出该feature的所有取值，排序
            val stride: Double = numSamples.toDouble / metadata.numBins(featureIndex) // 取样数/桶数，决定split(划分)的步长
            logDebug("stride = " + stride)
            for (splitIndex <- 0 until numSplits) { // 开始划分
              val sampleIndex = splitIndex * stride.toInt // 划分数×步长，得到划分所用的sample的index
              // Set threshold halfway in between 2 samples.
              val threshold = (featureSamples(sampleIndex) + featureSamples(sampleIndex + 1)) / 2.0 // 划分点选取在前后两个sample的均值
              splits(featureIndex)(splitIndex) =
                new Split(featureIndex, threshold, Continuous, List()) // 创建Split对象
            }
            bins(featureIndex)(0) = new Bin(new DummyLowSplit(featureIndex, Continuous), // 初始化第一个split，DummyLowSplit，取值是Double.MinValue
              splits(featureIndex)(0), Continuous, Double.MinValue)
            for (splitIndex <- 1 until numSplits) { // 创建所有的bins 
              bins(featureIndex)(splitIndex) = 
                new Bin(splits(featureIndex)(splitIndex - 1), splits(featureIndex)(splitIndex),
                  Continuous, Double.MinValue)
            }
            bins(featureIndex)(numSplits) = new Bin(splits(featureIndex)(numSplits - 1), // 初始化最后一个split，DummyHighSplit，取值是Double.MaxValue
              new DummyHighSplit(featureIndex, Continuous), Continuous, Double.MinValue)
          } else { // 对于分类的feature 
            // Categorical feature
            val featureArity = metadata.featureArity(featureIndex) // 离散特征中的取值个数
            if (metadata.isUnordered(featureIndex)) { // 无序的离散特征
              // TODO: The second half of the bins are unused.  Actually, we could just use
              //       splits and not build bins for unordered features.  That should be part of
              //       a later PR since it will require changing other code (using splits instead
              //       of bins in a few places).
              // Unordered features
              //   2^(maxFeatureValue - 1) - 1 combinations
              splits(featureIndex) = new Array[Split](numSplits)
              bins(featureIndex) = new Array[Bin](numBins)
              var splitIndex = 0
              while (splitIndex < numSplits) {
                val categories: List[Double] =
                  extractMultiClassCategories(splitIndex + 1, featureArity)
                splits(featureIndex)(splitIndex) =
                  new Split(featureIndex, Double.MinValue, Categorical, categories)
                bins(featureIndex)(splitIndex) = {
                  if (splitIndex == 0) {
                    new Bin(
                      new DummyCategoricalSplit(featureIndex, Categorical),
                      splits(featureIndex)(0),
                      Categorical,
                      Double.MinValue)
                  } else {
                    new Bin(
                      splits(featureIndex)(splitIndex - 1),
                      splits(featureIndex)(splitIndex),
                      Categorical,
                      Double.MinValue)
                  }
                }
                splitIndex += 1
              }
            } else { // 有序的离散特征，不需要事先算，因为splits就等于featureArity 
              // Ordered features
              //   Bins correspond to feature values, so we do not need to compute splits or bins
              //   beforehand.  Splits are constructed as needed during training.
              splits(featureIndex) = new Array[Split](0)
              bins(featureIndex) = new Array[Bin](0)
            }
          }
          featureIndex += 1
        }
        (splits, bins)
      case MinMax =>
        throw new UnsupportedOperationException("minmax not supported yet.")
      case ApproxHist =>
        throw new UnsupportedOperationException("approximate histogram not supported yet.")
    }
  }
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3. TreePoint和BaggedPoint

TreePoint是LabeledPoint的内部数据结构，这里需要做转换，

private def labeledPointToTreePoint(
      labeledPoint: LabeledPoint,
      bins: Array[Array[Bin]],
      featureArity: Array[Int],
      isUnordered: Array[Boolean]): TreePoint = {
    val numFeatures = labeledPoint.features.size
    val arr = new Array[Int](numFeatures)
    var featureIndex = 0
    while (featureIndex < numFeatures) {
      arr(featureIndex) = findBin(featureIndex, labeledPoint, featureArity(featureIndex),
        isUnordered(featureIndex), bins)
      featureIndex += 1
    }
    new TreePoint(labeledPoint.label, arr)  //只是将labeledPoint中的value替换成arr
  }
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arr是findBin的结果，

这里主要是针对连续特征做处理，将连续的值通过二分查找转换为相应bin的index
对于离散数据，bin等同于featureValue.toInt

BaggedPoint，由于random forest是比较典型的bagging算法，所以需要对训练集做bootstrap sample
而对于decision tree是特殊的单根random forest，所以不需要做抽样
BaggedPoint.convertToBaggedRDDWithoutSampling(treeInput)
其实只是做简单的封装

4. DecisionTree.findBestSplits

这段代码写的有点复杂，尤其和randomForest混杂一起

总之，关键在

// find best split for each node
          val (split: Split, stats: InformationGainStats, predict: Predict) =
            binsToBestSplit(aggStats, splits, featuresForNode, nodes(nodeIndex))
          (nodeIndex, (split, stats, predict))
        }.collectAsMap()
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看看binsToBestSplit的实现，为了清晰一点，我们只看continuous feature

四个参数，

binAggregates: DTStatsAggregator， 就是ImpurityAggregator，给出如果算出impurity的逻辑
splits: Array[Array[Split]], feature对应的splits
featuresForNode: Option[Array[Int]], tree node对应的feature  
node: Node， 哪个tree node

返回值，

(Split, InformationGainStats, Predict)，
Split，最优的split对象（包含featureindex和splitindex）
InformationGainStats，该split产生的Gain对象，表明产生多少增益，多大程度降低impurity
Predict，该节点的预测值，对于连续feature就是平均值，看后面的分析

private def binsToBestSplit(
      binAggregates: DTStatsAggregator,
      splits: Array[Array[Split]],
      featuresForNode: Option[Array[Int]],
      node: Node): (Split, InformationGainStats, Predict) = {
    // For each (feature, split), calculate the gain, and select the best (feature, split).
    val (bestSplit, bestSplitStats) =
      Range(0, binAggregates.metadata.numFeaturesPerNode).map { featureIndexIdx =>  //遍历每个feature
       //......取出feature对应的splits   
        // Find best split.
        val (bestFeatureSplitIndex, bestFeatureGainStats) =
          Range(0, numSplits).map { case splitIdx =>    //遍历每个splits
            val leftChildStats = binAggregates.getImpurityCalculator(nodeFeatureOffset, splitIdx)
            val rightChildStats = binAggregates.getImpurityCalculator(nodeFeatureOffset, numSplits)
            rightChildStats.subtract(leftChildStats)
            predictWithImpurity = Some(predictWithImpurity.getOrElse(
              calculatePredictImpurity(leftChildStats, rightChildStats)))
            val gainStats = calculateGainForSplit(leftChildStats,    //算出gain，InformationGainStats对象
              rightChildStats, binAggregates.metadata, predictWithImpurity.get._2)
            (splitIdx, gainStats)
          }.maxBy(_._2.gain)    //找到gain最大的split的index 
        (splits(featureIndex)(bestFeatureSplitIndex), bestFeatureGainStats)
      }
      //......省略离散特征的case
    }.maxBy(_._2.gain) //找到gain最大的feature的split 

    (bestSplit, bestSplitStats, predictWithImpurity.get._1)
  }
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Predict，这个需要分析一下
predictWithImpurity.get._1，predictWithImpurity元组的第一个元素
calculatePredictImpurity的返回值中的predict

private def calculatePredictImpurity(
      leftImpurityCalculator: ImpurityCalculator,
      rightImpurityCalculator: ImpurityCalculator): (Predict, Double) =  {
    val parentNodeAgg = leftImpurityCalculator.copy
    parentNodeAgg.add(rightImpurityCalculator)
    val predict = calculatePredict(parentNodeAgg)
    val impurity = parentNodeAgg.calculate()

    (predict, impurity)
  }
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private def calculatePredict(impurityCalculator: ImpurityCalculator): Predict = {

   val predict = impurityCalculator.predict

    val prob = impurityCalculator.prob(predict)

    new Predict(predict, prob)

  }
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这里predict和impurity有什么不同，可以看出

impurity = ImpurityCalculator.calculate()
predict = ImpurityCalculator.predict

对于连续feature，我们就看Variance的实现，

/**
   * Calculate the impurity from the stored sufficient statistics.
   */
  def calculate(): Double = Variance.calculate(stats(0), stats(1), stats(2))
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@DeveloperApi
  override def calculate(count: Double, sum: Double, sumSquares: Double): Double = {
    if (count == 0) {
      return 0
    }
    val squaredLoss = sumSquares - (sum * sum) / count
    squaredLoss / count
  }
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从calculate的实现可以看到，impurity求的就是均方差

/**
   * Prediction which should be made based on the sufficient statistics.
   */
  def predict: Double = if (count == 0) {
    0
  } else {
    stats(1) / count
  }
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而predict求的就是平均值