peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/ensemble
/_bagging.py
"""Bagging meta-estimator.""" | |
# Author: Gilles Louppe <[email protected]> | |
# License: BSD 3 clause | |
import itertools | |
import numbers | |
from abc import ABCMeta, abstractmethod | |
from functools import partial | |
from numbers import Integral | |
from warnings import warn | |
import numpy as np | |
from ..base import ClassifierMixin, RegressorMixin, _fit_context | |
from ..metrics import accuracy_score, r2_score | |
from ..tree import DecisionTreeClassifier, DecisionTreeRegressor | |
from ..utils import check_random_state, column_or_1d, indices_to_mask | |
from ..utils._param_validation import HasMethods, Interval, RealNotInt | |
from ..utils._tags import _safe_tags | |
from ..utils.metadata_routing import ( | |
_raise_for_unsupported_routing, | |
_RoutingNotSupportedMixin, | |
) | |
from ..utils.metaestimators import available_if | |
from ..utils.multiclass import check_classification_targets | |
from ..utils.parallel import Parallel, delayed | |
from ..utils.random import sample_without_replacement | |
from ..utils.validation import _check_sample_weight, check_is_fitted, has_fit_parameter | |
from ._base import BaseEnsemble, _partition_estimators | |
__all__ = ["BaggingClassifier", "BaggingRegressor"] | |
MAX_INT = np.iinfo(np.int32).max | |
def _generate_indices(random_state, bootstrap, n_population, n_samples): | |
"""Draw randomly sampled indices.""" | |
# Draw sample indices | |
if bootstrap: | |
indices = random_state.randint(0, n_population, n_samples) | |
else: | |
indices = sample_without_replacement( | |
n_population, n_samples, random_state=random_state | |
) | |
return indices | |
def _generate_bagging_indices( | |
random_state, | |
bootstrap_features, | |
bootstrap_samples, | |
n_features, | |
n_samples, | |
max_features, | |
max_samples, | |
): | |
"""Randomly draw feature and sample indices.""" | |
# Get valid random state | |
random_state = check_random_state(random_state) | |
# Draw indices | |
feature_indices = _generate_indices( | |
random_state, bootstrap_features, n_features, max_features | |
) | |
sample_indices = _generate_indices( | |
random_state, bootstrap_samples, n_samples, max_samples | |
) | |
return feature_indices, sample_indices | |
def _parallel_build_estimators( | |
n_estimators, | |
ensemble, | |
X, | |
y, | |
sample_weight, | |
seeds, | |
total_n_estimators, | |
verbose, | |
check_input, | |
): | |
"""Private function used to build a batch of estimators within a job.""" | |
# Retrieve settings | |
n_samples, n_features = X.shape | |
max_features = ensemble._max_features | |
max_samples = ensemble._max_samples | |
bootstrap = ensemble.bootstrap | |
bootstrap_features = ensemble.bootstrap_features | |
support_sample_weight = has_fit_parameter(ensemble.estimator_, "sample_weight") | |
has_check_input = has_fit_parameter(ensemble.estimator_, "check_input") | |
requires_feature_indexing = bootstrap_features or max_features != n_features | |
if not support_sample_weight and sample_weight is not None: | |
raise ValueError("The base estimator doesn't support sample weight") | |
# Build estimators | |
estimators = [] | |
estimators_features = [] | |
for i in range(n_estimators): | |
if verbose > 1: | |
print( | |
"Building estimator %d of %d for this parallel run (total %d)..." | |
% (i + 1, n_estimators, total_n_estimators) | |
) | |
random_state = seeds[i] | |
estimator = ensemble._make_estimator(append=False, random_state=random_state) | |
if has_check_input: | |
estimator_fit = partial(estimator.fit, check_input=check_input) | |
else: | |
estimator_fit = estimator.fit | |
# Draw random feature, sample indices | |
features, indices = _generate_bagging_indices( | |
random_state, | |
bootstrap_features, | |
bootstrap, | |
n_features, | |
n_samples, | |
max_features, | |
max_samples, | |
) | |
# Draw samples, using sample weights, and then fit | |
if support_sample_weight: | |
if sample_weight is None: | |
curr_sample_weight = np.ones((n_samples,)) | |
else: | |
curr_sample_weight = sample_weight.copy() | |
if bootstrap: | |
sample_counts = np.bincount(indices, minlength=n_samples) | |
curr_sample_weight *= sample_counts | |
else: | |
not_indices_mask = ~indices_to_mask(indices, n_samples) | |
curr_sample_weight[not_indices_mask] = 0 | |
X_ = X[:, features] if requires_feature_indexing else X | |
estimator_fit(X_, y, sample_weight=curr_sample_weight) | |
else: | |
X_ = X[indices][:, features] if requires_feature_indexing else X[indices] | |
estimator_fit(X_, y[indices]) | |
estimators.append(estimator) | |
estimators_features.append(features) | |
return estimators, estimators_features | |
def _parallel_predict_proba(estimators, estimators_features, X, n_classes): | |
"""Private function used to compute (proba-)predictions within a job.""" | |
n_samples = X.shape[0] | |
proba = np.zeros((n_samples, n_classes)) | |
for estimator, features in zip(estimators, estimators_features): | |
if hasattr(estimator, "predict_proba"): | |
proba_estimator = estimator.predict_proba(X[:, features]) | |
if n_classes == len(estimator.classes_): | |
proba += proba_estimator | |
else: | |
proba[:, estimator.classes_] += proba_estimator[ | |
:, range(len(estimator.classes_)) | |
] | |
else: | |
# Resort to voting | |
predictions = estimator.predict(X[:, features]) | |
for i in range(n_samples): | |
proba[i, predictions[i]] += 1 | |
return proba | |
def _parallel_predict_log_proba(estimators, estimators_features, X, n_classes): | |
"""Private function used to compute log probabilities within a job.""" | |
n_samples = X.shape[0] | |
log_proba = np.empty((n_samples, n_classes)) | |
log_proba.fill(-np.inf) | |
all_classes = np.arange(n_classes, dtype=int) | |
for estimator, features in zip(estimators, estimators_features): | |
log_proba_estimator = estimator.predict_log_proba(X[:, features]) | |
if n_classes == len(estimator.classes_): | |
log_proba = np.logaddexp(log_proba, log_proba_estimator) | |
else: | |
log_proba[:, estimator.classes_] = np.logaddexp( | |
log_proba[:, estimator.classes_], | |
log_proba_estimator[:, range(len(estimator.classes_))], | |
) | |
missing = np.setdiff1d(all_classes, estimator.classes_) | |
log_proba[:, missing] = np.logaddexp(log_proba[:, missing], -np.inf) | |
return log_proba | |
def _parallel_decision_function(estimators, estimators_features, X): | |
"""Private function used to compute decisions within a job.""" | |
return sum( | |
estimator.decision_function(X[:, features]) | |
for estimator, features in zip(estimators, estimators_features) | |
) | |
def _parallel_predict_regression(estimators, estimators_features, X): | |
"""Private function used to compute predictions within a job.""" | |
return sum( | |
estimator.predict(X[:, features]) | |
for estimator, features in zip(estimators, estimators_features) | |
) | |
def _estimator_has(attr): | |
"""Check if we can delegate a method to the underlying estimator. | |
First, we check the first fitted estimator if available, otherwise we | |
check the estimator attribute. | |
""" | |
def check(self): | |
if hasattr(self, "estimators_"): | |
return hasattr(self.estimators_[0], attr) | |
else: # self.estimator is not None | |
return hasattr(self.estimator, attr) | |
return check | |
class BaseBagging(BaseEnsemble, metaclass=ABCMeta): | |
"""Base class for Bagging meta-estimator. | |
Warning: This class should not be used directly. Use derived classes | |
instead. | |
""" | |
_parameter_constraints: dict = { | |
"estimator": [HasMethods(["fit", "predict"]), None], | |
"n_estimators": [Interval(Integral, 1, None, closed="left")], | |
"max_samples": [ | |
Interval(Integral, 1, None, closed="left"), | |
Interval(RealNotInt, 0, 1, closed="right"), | |
], | |
"max_features": [ | |
Interval(Integral, 1, None, closed="left"), | |
Interval(RealNotInt, 0, 1, closed="right"), | |
], | |
"bootstrap": ["boolean"], | |
"bootstrap_features": ["boolean"], | |
"oob_score": ["boolean"], | |
"warm_start": ["boolean"], | |
"n_jobs": [None, Integral], | |
"random_state": ["random_state"], | |
"verbose": ["verbose"], | |
} | |
def __init__( | |
self, | |
estimator=None, | |
n_estimators=10, | |
*, | |
max_samples=1.0, | |
max_features=1.0, | |
bootstrap=True, | |
bootstrap_features=False, | |
oob_score=False, | |
warm_start=False, | |
n_jobs=None, | |
random_state=None, | |
verbose=0, | |
): | |
super().__init__( | |
estimator=estimator, | |
n_estimators=n_estimators, | |
) | |
self.max_samples = max_samples | |
self.max_features = max_features | |
self.bootstrap = bootstrap | |
self.bootstrap_features = bootstrap_features | |
self.oob_score = oob_score | |
self.warm_start = warm_start | |
self.n_jobs = n_jobs | |
self.random_state = random_state | |
self.verbose = verbose | |
def fit(self, X, y, sample_weight=None): | |
"""Build a Bagging ensemble of estimators from the training set (X, y). | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
The training input samples. Sparse matrices are accepted only if | |
they are supported by the base estimator. | |
y : array-like of shape (n_samples,) | |
The target values (class labels in classification, real numbers in | |
regression). | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. If None, then samples are equally weighted. | |
Note that this is supported only if the base estimator supports | |
sample weighting. | |
Returns | |
------- | |
self : object | |
Fitted estimator. | |
""" | |
_raise_for_unsupported_routing(self, "fit", sample_weight=sample_weight) | |
# Convert data (X is required to be 2d and indexable) | |
X, y = self._validate_data( | |
X, | |
y, | |
accept_sparse=["csr", "csc"], | |
dtype=None, | |
force_all_finite=False, | |
multi_output=True, | |
) | |
return self._fit(X, y, self.max_samples, sample_weight=sample_weight) | |
def _parallel_args(self): | |
return {} | |
def _fit( | |
self, | |
X, | |
y, | |
max_samples=None, | |
max_depth=None, | |
sample_weight=None, | |
check_input=True, | |
): | |
"""Build a Bagging ensemble of estimators from the training | |
set (X, y). | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
The training input samples. Sparse matrices are accepted only if | |
they are supported by the base estimator. | |
y : array-like of shape (n_samples,) | |
The target values (class labels in classification, real numbers in | |
regression). | |
max_samples : int or float, default=None | |
Argument to use instead of self.max_samples. | |
max_depth : int, default=None | |
Override value used when constructing base estimator. Only | |
supported if the base estimator has a max_depth parameter. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. If None, then samples are equally weighted. | |
Note that this is supported only if the base estimator supports | |
sample weighting. | |
check_input : bool, default=True | |
Override value used when fitting base estimator. Only supported | |
if the base estimator has a check_input parameter for fit function. | |
Returns | |
------- | |
self : object | |
Fitted estimator. | |
""" | |
random_state = check_random_state(self.random_state) | |
if sample_weight is not None: | |
sample_weight = _check_sample_weight(sample_weight, X, dtype=None) | |
# Remap output | |
n_samples = X.shape[0] | |
self._n_samples = n_samples | |
y = self._validate_y(y) | |
# Check parameters | |
self._validate_estimator() | |
if max_depth is not None: | |
self.estimator_.max_depth = max_depth | |
# Validate max_samples | |
if max_samples is None: | |
max_samples = self.max_samples | |
elif not isinstance(max_samples, numbers.Integral): | |
max_samples = int(max_samples * X.shape[0]) | |
if max_samples > X.shape[0]: | |
raise ValueError("max_samples must be <= n_samples") | |
# Store validated integer row sampling value | |
self._max_samples = max_samples | |
# Validate max_features | |
if isinstance(self.max_features, numbers.Integral): | |
max_features = self.max_features | |
elif isinstance(self.max_features, float): | |
max_features = int(self.max_features * self.n_features_in_) | |
if max_features > self.n_features_in_: | |
raise ValueError("max_features must be <= n_features") | |
max_features = max(1, int(max_features)) | |
# Store validated integer feature sampling value | |
self._max_features = max_features | |
# Other checks | |
if not self.bootstrap and self.oob_score: | |
raise ValueError("Out of bag estimation only available if bootstrap=True") | |
if self.warm_start and self.oob_score: | |
raise ValueError("Out of bag estimate only available if warm_start=False") | |
if hasattr(self, "oob_score_") and self.warm_start: | |
del self.oob_score_ | |
if not self.warm_start or not hasattr(self, "estimators_"): | |
# Free allocated memory, if any | |
self.estimators_ = [] | |
self.estimators_features_ = [] | |
n_more_estimators = self.n_estimators - len(self.estimators_) | |
if n_more_estimators < 0: | |
raise ValueError( | |
"n_estimators=%d must be larger or equal to " | |
"len(estimators_)=%d when warm_start==True" | |
% (self.n_estimators, len(self.estimators_)) | |
) | |
elif n_more_estimators == 0: | |
warn( | |
"Warm-start fitting without increasing n_estimators does not " | |
"fit new trees." | |
) | |
return self | |
# Parallel loop | |
n_jobs, n_estimators, starts = _partition_estimators( | |
n_more_estimators, self.n_jobs | |
) | |
total_n_estimators = sum(n_estimators) | |
# Advance random state to state after training | |
# the first n_estimators | |
if self.warm_start and len(self.estimators_) > 0: | |
random_state.randint(MAX_INT, size=len(self.estimators_)) | |
seeds = random_state.randint(MAX_INT, size=n_more_estimators) | |
self._seeds = seeds | |
all_results = Parallel( | |
n_jobs=n_jobs, verbose=self.verbose, **self._parallel_args() | |
)( | |
delayed(_parallel_build_estimators)( | |
n_estimators[i], | |
self, | |
X, | |
y, | |
sample_weight, | |
seeds[starts[i] : starts[i + 1]], | |
total_n_estimators, | |
verbose=self.verbose, | |
check_input=check_input, | |
) | |
for i in range(n_jobs) | |
) | |
# Reduce | |
self.estimators_ += list( | |
itertools.chain.from_iterable(t[0] for t in all_results) | |
) | |
self.estimators_features_ += list( | |
itertools.chain.from_iterable(t[1] for t in all_results) | |
) | |
if self.oob_score: | |
self._set_oob_score(X, y) | |
return self | |
def _set_oob_score(self, X, y): | |
"""Calculate out of bag predictions and score.""" | |
def _validate_y(self, y): | |
if len(y.shape) == 1 or y.shape[1] == 1: | |
return column_or_1d(y, warn=True) | |
return y | |
def _get_estimators_indices(self): | |
# Get drawn indices along both sample and feature axes | |
for seed in self._seeds: | |
# Operations accessing random_state must be performed identically | |
# to those in `_parallel_build_estimators()` | |
feature_indices, sample_indices = _generate_bagging_indices( | |
seed, | |
self.bootstrap_features, | |
self.bootstrap, | |
self.n_features_in_, | |
self._n_samples, | |
self._max_features, | |
self._max_samples, | |
) | |
yield feature_indices, sample_indices | |
def estimators_samples_(self): | |
""" | |
The subset of drawn samples for each base estimator. | |
Returns a dynamically generated list of indices identifying | |
the samples used for fitting each member of the ensemble, i.e., | |
the in-bag samples. | |
Note: the list is re-created at each call to the property in order | |
to reduce the object memory footprint by not storing the sampling | |
data. Thus fetching the property may be slower than expected. | |
""" | |
return [sample_indices for _, sample_indices in self._get_estimators_indices()] | |
class BaggingClassifier(_RoutingNotSupportedMixin, ClassifierMixin, BaseBagging): | |
"""A Bagging classifier. | |
A Bagging classifier is an ensemble meta-estimator that fits base | |
classifiers each on random subsets of the original dataset and then | |
aggregate their individual predictions (either by voting or by averaging) | |
to form a final prediction. Such a meta-estimator can typically be used as | |
a way to reduce the variance of a black-box estimator (e.g., a decision | |
tree), by introducing randomization into its construction procedure and | |
then making an ensemble out of it. | |
This algorithm encompasses several works from the literature. When random | |
subsets of the dataset are drawn as random subsets of the samples, then | |
this algorithm is known as Pasting [1]_. If samples are drawn with | |
replacement, then the method is known as Bagging [2]_. When random subsets | |
of the dataset are drawn as random subsets of the features, then the method | |
is known as Random Subspaces [3]_. Finally, when base estimators are built | |
on subsets of both samples and features, then the method is known as | |
Random Patches [4]_. | |
Read more in the :ref:`User Guide <bagging>`. | |
.. versionadded:: 0.15 | |
Parameters | |
---------- | |
estimator : object, default=None | |
The base estimator to fit on random subsets of the dataset. | |
If None, then the base estimator is a | |
:class:`~sklearn.tree.DecisionTreeClassifier`. | |
.. versionadded:: 1.2 | |
`base_estimator` was renamed to `estimator`. | |
n_estimators : int, default=10 | |
The number of base estimators in the ensemble. | |
max_samples : int or float, default=1.0 | |
The number of samples to draw from X to train each base estimator (with | |
replacement by default, see `bootstrap` for more details). | |
- If int, then draw `max_samples` samples. | |
- If float, then draw `max_samples * X.shape[0]` samples. | |
max_features : int or float, default=1.0 | |
The number of features to draw from X to train each base estimator ( | |
without replacement by default, see `bootstrap_features` for more | |
details). | |
- If int, then draw `max_features` features. | |
- If float, then draw `max(1, int(max_features * n_features_in_))` features. | |
bootstrap : bool, default=True | |
Whether samples are drawn with replacement. If False, sampling | |
without replacement is performed. | |
bootstrap_features : bool, default=False | |
Whether features are drawn with replacement. | |
oob_score : bool, default=False | |
Whether to use out-of-bag samples to estimate | |
the generalization error. Only available if bootstrap=True. | |
warm_start : bool, default=False | |
When set to True, reuse the solution of the previous call to fit | |
and add more estimators to the ensemble, otherwise, just fit | |
a whole new ensemble. See :term:`the Glossary <warm_start>`. | |
.. versionadded:: 0.17 | |
*warm_start* constructor parameter. | |
n_jobs : int, default=None | |
The number of jobs to run in parallel for both :meth:`fit` and | |
:meth:`predict`. ``None`` means 1 unless in a | |
:obj:`joblib.parallel_backend` context. ``-1`` means using all | |
processors. See :term:`Glossary <n_jobs>` for more details. | |
random_state : int, RandomState instance or None, default=None | |
Controls the random resampling of the original dataset | |
(sample wise and feature wise). | |
If the base estimator accepts a `random_state` attribute, a different | |
seed is generated for each instance in the ensemble. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
verbose : int, default=0 | |
Controls the verbosity when fitting and predicting. | |
Attributes | |
---------- | |
estimator_ : estimator | |
The base estimator from which the ensemble is grown. | |
.. versionadded:: 1.2 | |
`base_estimator_` was renamed to `estimator_`. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
estimators_ : list of estimators | |
The collection of fitted base estimators. | |
estimators_samples_ : list of arrays | |
The subset of drawn samples (i.e., the in-bag samples) for each base | |
estimator. Each subset is defined by an array of the indices selected. | |
estimators_features_ : list of arrays | |
The subset of drawn features for each base estimator. | |
classes_ : ndarray of shape (n_classes,) | |
The classes labels. | |
n_classes_ : int or list | |
The number of classes. | |
oob_score_ : float | |
Score of the training dataset obtained using an out-of-bag estimate. | |
This attribute exists only when ``oob_score`` is True. | |
oob_decision_function_ : ndarray of shape (n_samples, n_classes) | |
Decision function computed with out-of-bag estimate on the training | |
set. If n_estimators is small it might be possible that a data point | |
was never left out during the bootstrap. In this case, | |
`oob_decision_function_` might contain NaN. This attribute exists | |
only when ``oob_score`` is True. | |
See Also | |
-------- | |
BaggingRegressor : A Bagging regressor. | |
References | |
---------- | |
.. [1] L. Breiman, "Pasting small votes for classification in large | |
databases and on-line", Machine Learning, 36(1), 85-103, 1999. | |
.. [2] L. Breiman, "Bagging predictors", Machine Learning, 24(2), 123-140, | |
1996. | |
.. [3] T. Ho, "The random subspace method for constructing decision | |
forests", Pattern Analysis and Machine Intelligence, 20(8), 832-844, | |
1998. | |
.. [4] G. Louppe and P. Geurts, "Ensembles on Random Patches", Machine | |
Learning and Knowledge Discovery in Databases, 346-361, 2012. | |
Examples | |
-------- | |
>>> from sklearn.svm import SVC | |
>>> from sklearn.ensemble import BaggingClassifier | |
>>> from sklearn.datasets import make_classification | |
>>> X, y = make_classification(n_samples=100, n_features=4, | |
... n_informative=2, n_redundant=0, | |
... random_state=0, shuffle=False) | |
>>> clf = BaggingClassifier(estimator=SVC(), | |
... n_estimators=10, random_state=0).fit(X, y) | |
>>> clf.predict([[0, 0, 0, 0]]) | |
array([1]) | |
""" | |
def __init__( | |
self, | |
estimator=None, | |
n_estimators=10, | |
*, | |
max_samples=1.0, | |
max_features=1.0, | |
bootstrap=True, | |
bootstrap_features=False, | |
oob_score=False, | |
warm_start=False, | |
n_jobs=None, | |
random_state=None, | |
verbose=0, | |
): | |
super().__init__( | |
estimator=estimator, | |
n_estimators=n_estimators, | |
max_samples=max_samples, | |
max_features=max_features, | |
bootstrap=bootstrap, | |
bootstrap_features=bootstrap_features, | |
oob_score=oob_score, | |
warm_start=warm_start, | |
n_jobs=n_jobs, | |
random_state=random_state, | |
verbose=verbose, | |
) | |
def _validate_estimator(self): | |
"""Check the estimator and set the estimator_ attribute.""" | |
super()._validate_estimator(default=DecisionTreeClassifier()) | |
def _set_oob_score(self, X, y): | |
n_samples = y.shape[0] | |
n_classes_ = self.n_classes_ | |
predictions = np.zeros((n_samples, n_classes_)) | |
for estimator, samples, features in zip( | |
self.estimators_, self.estimators_samples_, self.estimators_features_ | |
): | |
# Create mask for OOB samples | |
mask = ~indices_to_mask(samples, n_samples) | |
if hasattr(estimator, "predict_proba"): | |
predictions[mask, :] += estimator.predict_proba( | |
(X[mask, :])[:, features] | |
) | |
else: | |
p = estimator.predict((X[mask, :])[:, features]) | |
j = 0 | |
for i in range(n_samples): | |
if mask[i]: | |
predictions[i, p[j]] += 1 | |
j += 1 | |
if (predictions.sum(axis=1) == 0).any(): | |
warn( | |
"Some inputs do not have OOB scores. " | |
"This probably means too few estimators were used " | |
"to compute any reliable oob estimates." | |
) | |
oob_decision_function = predictions / predictions.sum(axis=1)[:, np.newaxis] | |
oob_score = accuracy_score(y, np.argmax(predictions, axis=1)) | |
self.oob_decision_function_ = oob_decision_function | |
self.oob_score_ = oob_score | |
def _validate_y(self, y): | |
y = column_or_1d(y, warn=True) | |
check_classification_targets(y) | |
self.classes_, y = np.unique(y, return_inverse=True) | |
self.n_classes_ = len(self.classes_) | |
return y | |
def predict(self, X): | |
"""Predict class for X. | |
The predicted class of an input sample is computed as the class with | |
the highest mean predicted probability. If base estimators do not | |
implement a ``predict_proba`` method, then it resorts to voting. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
The training input samples. Sparse matrices are accepted only if | |
they are supported by the base estimator. | |
Returns | |
------- | |
y : ndarray of shape (n_samples,) | |
The predicted classes. | |
""" | |
predicted_probabilitiy = self.predict_proba(X) | |
return self.classes_.take((np.argmax(predicted_probabilitiy, axis=1)), axis=0) | |
def predict_proba(self, X): | |
"""Predict class probabilities for X. | |
The predicted class probabilities of an input sample is computed as | |
the mean predicted class probabilities of the base estimators in the | |
ensemble. If base estimators do not implement a ``predict_proba`` | |
method, then it resorts to voting and the predicted class probabilities | |
of an input sample represents the proportion of estimators predicting | |
each class. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
The training input samples. Sparse matrices are accepted only if | |
they are supported by the base estimator. | |
Returns | |
------- | |
p : ndarray of shape (n_samples, n_classes) | |
The class probabilities of the input samples. The order of the | |
classes corresponds to that in the attribute :term:`classes_`. | |
""" | |
check_is_fitted(self) | |
# Check data | |
X = self._validate_data( | |
X, | |
accept_sparse=["csr", "csc"], | |
dtype=None, | |
force_all_finite=False, | |
reset=False, | |
) | |
# Parallel loop | |
n_jobs, _, starts = _partition_estimators(self.n_estimators, self.n_jobs) | |
all_proba = Parallel( | |
n_jobs=n_jobs, verbose=self.verbose, **self._parallel_args() | |
)( | |
delayed(_parallel_predict_proba)( | |
self.estimators_[starts[i] : starts[i + 1]], | |
self.estimators_features_[starts[i] : starts[i + 1]], | |
X, | |
self.n_classes_, | |
) | |
for i in range(n_jobs) | |
) | |
# Reduce | |
proba = sum(all_proba) / self.n_estimators | |
return proba | |
def predict_log_proba(self, X): | |
"""Predict class log-probabilities for X. | |
The predicted class log-probabilities of an input sample is computed as | |
the log of the mean predicted class probabilities of the base | |
estimators in the ensemble. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
The training input samples. Sparse matrices are accepted only if | |
they are supported by the base estimator. | |
Returns | |
------- | |
p : ndarray of shape (n_samples, n_classes) | |
The class log-probabilities of the input samples. The order of the | |
classes corresponds to that in the attribute :term:`classes_`. | |
""" | |
check_is_fitted(self) | |
if hasattr(self.estimator_, "predict_log_proba"): | |
# Check data | |
X = self._validate_data( | |
X, | |
accept_sparse=["csr", "csc"], | |
dtype=None, | |
force_all_finite=False, | |
reset=False, | |
) | |
# Parallel loop | |
n_jobs, _, starts = _partition_estimators(self.n_estimators, self.n_jobs) | |
all_log_proba = Parallel(n_jobs=n_jobs, verbose=self.verbose)( | |
delayed(_parallel_predict_log_proba)( | |
self.estimators_[starts[i] : starts[i + 1]], | |
self.estimators_features_[starts[i] : starts[i + 1]], | |
X, | |
self.n_classes_, | |
) | |
for i in range(n_jobs) | |
) | |
# Reduce | |
log_proba = all_log_proba[0] | |
for j in range(1, len(all_log_proba)): | |
log_proba = np.logaddexp(log_proba, all_log_proba[j]) | |
log_proba -= np.log(self.n_estimators) | |
else: | |
log_proba = np.log(self.predict_proba(X)) | |
return log_proba | |
def decision_function(self, X): | |
"""Average of the decision functions of the base classifiers. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
The training input samples. Sparse matrices are accepted only if | |
they are supported by the base estimator. | |
Returns | |
------- | |
score : ndarray of shape (n_samples, k) | |
The decision function of the input samples. The columns correspond | |
to the classes in sorted order, as they appear in the attribute | |
``classes_``. Regression and binary classification are special | |
cases with ``k == 1``, otherwise ``k==n_classes``. | |
""" | |
check_is_fitted(self) | |
# Check data | |
X = self._validate_data( | |
X, | |
accept_sparse=["csr", "csc"], | |
dtype=None, | |
force_all_finite=False, | |
reset=False, | |
) | |
# Parallel loop | |
n_jobs, _, starts = _partition_estimators(self.n_estimators, self.n_jobs) | |
all_decisions = Parallel(n_jobs=n_jobs, verbose=self.verbose)( | |
delayed(_parallel_decision_function)( | |
self.estimators_[starts[i] : starts[i + 1]], | |
self.estimators_features_[starts[i] : starts[i + 1]], | |
X, | |
) | |
for i in range(n_jobs) | |
) | |
# Reduce | |
decisions = sum(all_decisions) / self.n_estimators | |
return decisions | |
def _more_tags(self): | |
if self.estimator is None: | |
estimator = DecisionTreeClassifier() | |
else: | |
estimator = self.estimator | |
return {"allow_nan": _safe_tags(estimator, "allow_nan")} | |
class BaggingRegressor(_RoutingNotSupportedMixin, RegressorMixin, BaseBagging): | |
"""A Bagging regressor. | |
A Bagging regressor is an ensemble meta-estimator that fits base | |
regressors each on random subsets of the original dataset and then | |
aggregate their individual predictions (either by voting or by averaging) | |
to form a final prediction. Such a meta-estimator can typically be used as | |
a way to reduce the variance of a black-box estimator (e.g., a decision | |
tree), by introducing randomization into its construction procedure and | |
then making an ensemble out of it. | |
This algorithm encompasses several works from the literature. When random | |
subsets of the dataset are drawn as random subsets of the samples, then | |
this algorithm is known as Pasting [1]_. If samples are drawn with | |
replacement, then the method is known as Bagging [2]_. When random subsets | |
of the dataset are drawn as random subsets of the features, then the method | |
is known as Random Subspaces [3]_. Finally, when base estimators are built | |
on subsets of both samples and features, then the method is known as | |
Random Patches [4]_. | |
Read more in the :ref:`User Guide <bagging>`. | |
.. versionadded:: 0.15 | |
Parameters | |
---------- | |
estimator : object, default=None | |
The base estimator to fit on random subsets of the dataset. | |
If None, then the base estimator is a | |
:class:`~sklearn.tree.DecisionTreeRegressor`. | |
.. versionadded:: 1.2 | |
`base_estimator` was renamed to `estimator`. | |
n_estimators : int, default=10 | |
The number of base estimators in the ensemble. | |
max_samples : int or float, default=1.0 | |
The number of samples to draw from X to train each base estimator (with | |
replacement by default, see `bootstrap` for more details). | |
- If int, then draw `max_samples` samples. | |
- If float, then draw `max_samples * X.shape[0]` samples. | |
max_features : int or float, default=1.0 | |
The number of features to draw from X to train each base estimator ( | |
without replacement by default, see `bootstrap_features` for more | |
details). | |
- If int, then draw `max_features` features. | |
- If float, then draw `max(1, int(max_features * n_features_in_))` features. | |
bootstrap : bool, default=True | |
Whether samples are drawn with replacement. If False, sampling | |
without replacement is performed. | |
bootstrap_features : bool, default=False | |
Whether features are drawn with replacement. | |
oob_score : bool, default=False | |
Whether to use out-of-bag samples to estimate | |
the generalization error. Only available if bootstrap=True. | |
warm_start : bool, default=False | |
When set to True, reuse the solution of the previous call to fit | |
and add more estimators to the ensemble, otherwise, just fit | |
a whole new ensemble. See :term:`the Glossary <warm_start>`. | |
n_jobs : int, default=None | |
The number of jobs to run in parallel for both :meth:`fit` and | |
:meth:`predict`. ``None`` means 1 unless in a | |
:obj:`joblib.parallel_backend` context. ``-1`` means using all | |
processors. See :term:`Glossary <n_jobs>` for more details. | |
random_state : int, RandomState instance or None, default=None | |
Controls the random resampling of the original dataset | |
(sample wise and feature wise). | |
If the base estimator accepts a `random_state` attribute, a different | |
seed is generated for each instance in the ensemble. | |
Pass an int for reproducible output across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
verbose : int, default=0 | |
Controls the verbosity when fitting and predicting. | |
Attributes | |
---------- | |
estimator_ : estimator | |
The base estimator from which the ensemble is grown. | |
.. versionadded:: 1.2 | |
`base_estimator_` was renamed to `estimator_`. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
estimators_ : list of estimators | |
The collection of fitted sub-estimators. | |
estimators_samples_ : list of arrays | |
The subset of drawn samples (i.e., the in-bag samples) for each base | |
estimator. Each subset is defined by an array of the indices selected. | |
estimators_features_ : list of arrays | |
The subset of drawn features for each base estimator. | |
oob_score_ : float | |
Score of the training dataset obtained using an out-of-bag estimate. | |
This attribute exists only when ``oob_score`` is True. | |
oob_prediction_ : ndarray of shape (n_samples,) | |
Prediction computed with out-of-bag estimate on the training | |
set. If n_estimators is small it might be possible that a data point | |
was never left out during the bootstrap. In this case, | |
`oob_prediction_` might contain NaN. This attribute exists only | |
when ``oob_score`` is True. | |
See Also | |
-------- | |
BaggingClassifier : A Bagging classifier. | |
References | |
---------- | |
.. [1] L. Breiman, "Pasting small votes for classification in large | |
databases and on-line", Machine Learning, 36(1), 85-103, 1999. | |
.. [2] L. Breiman, "Bagging predictors", Machine Learning, 24(2), 123-140, | |
1996. | |
.. [3] T. Ho, "The random subspace method for constructing decision | |
forests", Pattern Analysis and Machine Intelligence, 20(8), 832-844, | |
1998. | |
.. [4] G. Louppe and P. Geurts, "Ensembles on Random Patches", Machine | |
Learning and Knowledge Discovery in Databases, 346-361, 2012. | |
Examples | |
-------- | |
>>> from sklearn.svm import SVR | |
>>> from sklearn.ensemble import BaggingRegressor | |
>>> from sklearn.datasets import make_regression | |
>>> X, y = make_regression(n_samples=100, n_features=4, | |
... n_informative=2, n_targets=1, | |
... random_state=0, shuffle=False) | |
>>> regr = BaggingRegressor(estimator=SVR(), | |
... n_estimators=10, random_state=0).fit(X, y) | |
>>> regr.predict([[0, 0, 0, 0]]) | |
array([-2.8720...]) | |
""" | |
def __init__( | |
self, | |
estimator=None, | |
n_estimators=10, | |
*, | |
max_samples=1.0, | |
max_features=1.0, | |
bootstrap=True, | |
bootstrap_features=False, | |
oob_score=False, | |
warm_start=False, | |
n_jobs=None, | |
random_state=None, | |
verbose=0, | |
): | |
super().__init__( | |
estimator=estimator, | |
n_estimators=n_estimators, | |
max_samples=max_samples, | |
max_features=max_features, | |
bootstrap=bootstrap, | |
bootstrap_features=bootstrap_features, | |
oob_score=oob_score, | |
warm_start=warm_start, | |
n_jobs=n_jobs, | |
random_state=random_state, | |
verbose=verbose, | |
) | |
def predict(self, X): | |
"""Predict regression target for X. | |
The predicted regression target of an input sample is computed as the | |
mean predicted regression targets of the estimators in the ensemble. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
The training input samples. Sparse matrices are accepted only if | |
they are supported by the base estimator. | |
Returns | |
------- | |
y : ndarray of shape (n_samples,) | |
The predicted values. | |
""" | |
check_is_fitted(self) | |
# Check data | |
X = self._validate_data( | |
X, | |
accept_sparse=["csr", "csc"], | |
dtype=None, | |
force_all_finite=False, | |
reset=False, | |
) | |
# Parallel loop | |
n_jobs, _, starts = _partition_estimators(self.n_estimators, self.n_jobs) | |
all_y_hat = Parallel(n_jobs=n_jobs, verbose=self.verbose)( | |
delayed(_parallel_predict_regression)( | |
self.estimators_[starts[i] : starts[i + 1]], | |
self.estimators_features_[starts[i] : starts[i + 1]], | |
X, | |
) | |
for i in range(n_jobs) | |
) | |
# Reduce | |
y_hat = sum(all_y_hat) / self.n_estimators | |
return y_hat | |
def _validate_estimator(self): | |
"""Check the estimator and set the estimator_ attribute.""" | |
super()._validate_estimator(default=DecisionTreeRegressor()) | |
def _set_oob_score(self, X, y): | |
n_samples = y.shape[0] | |
predictions = np.zeros((n_samples,)) | |
n_predictions = np.zeros((n_samples,)) | |
for estimator, samples, features in zip( | |
self.estimators_, self.estimators_samples_, self.estimators_features_ | |
): | |
# Create mask for OOB samples | |
mask = ~indices_to_mask(samples, n_samples) | |
predictions[mask] += estimator.predict((X[mask, :])[:, features]) | |
n_predictions[mask] += 1 | |
if (n_predictions == 0).any(): | |
warn( | |
"Some inputs do not have OOB scores. " | |
"This probably means too few estimators were used " | |
"to compute any reliable oob estimates." | |
) | |
n_predictions[n_predictions == 0] = 1 | |
predictions /= n_predictions | |
self.oob_prediction_ = predictions | |
self.oob_score_ = r2_score(y, predictions) | |
def _more_tags(self): | |
if self.estimator is None: | |
estimator = DecisionTreeRegressor() | |
else: | |
estimator = self.estimator | |
return {"allow_nan": _safe_tags(estimator, "allow_nan")} | |