naive_splitter.py

from collections import namedtuple

Example = namedtuple('Example', ['features', 'label'])

def loss(pairs):
    """
    L^2 loss - sum of squared divergence of label from average
    """
    if not pairs:
        return 0.0
    average_label = sum(l for _, l in pairs) / len(pairs)
    return sum((l - average_label) ** 2 for _, l in pairs)

def get_best_split(examples, features):
    best_feature, best_value, best_loss_reduction = \
        0, 0.0, 0.0
    for feature in features:
        pairs = sorted(
            [(e.features[feature], e.label) for e in examples])
        for index, (value, label) in enumerate(pairs):
            left, right = pairs[:index], pairs[index:]
            current_loss_reduction = \
                loss(left) + loss(right) - loss(pairs)
            if current_loss_reduction < best_loss_reduction:
                best_feature = feature
                best_value = value
                best_loss_reduction = current_loss_reduction

    return (best_feature, best_value, best_loss_reduction)

"""
Dummy dataset where label == features[5] > 2.0
"""
print get_best_split(
    examples=[
        Example(features={5: 1.0, 6: 2.0}, label=False),
        Example(features={5: 1.5, 6: 2.0}, label=False),
        Example(features={5: 2.0, 6: 2.0}, label=True),
        Example(features={5: 3.0, 6: 2.0}, label=True),
    ],
    features=[5,6])
"""
>>> (5, 2.0, -2.0)
"""