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- ckpts/universal/global_step40/zero/10.mlp.dense_h_to_4h_swiglu.weight/exp_avg.pt +3 -0
- ckpts/universal/global_step40/zero/10.mlp.dense_h_to_4h_swiglu.weight/exp_avg_sq.pt +3 -0
- ckpts/universal/global_step40/zero/10.mlp.dense_h_to_4h_swiglu.weight/fp32.pt +3 -0
- ckpts/universal/global_step40/zero/22.input_layernorm.weight/exp_avg.pt +3 -0
- ckpts/universal/global_step40/zero/22.input_layernorm.weight/exp_avg_sq.pt +3 -0
- ckpts/universal/global_step40/zero/22.input_layernorm.weight/fp32.pt +3 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/__init__.py +115 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/__init__.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/openmp_helpers.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/pre_build_helpers.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/tempita.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/version.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/openmp_helpers.py +123 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/pre_build_helpers.py +73 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/tempita.py +57 -0
- venv/lib/python3.10/site-packages/sklearn/_build_utils/version.py +14 -0
- venv/lib/python3.10/site-packages/sklearn/compose/__init__.py +20 -0
- venv/lib/python3.10/site-packages/sklearn/compose/_column_transformer.py +1463 -0
- venv/lib/python3.10/site-packages/sklearn/compose/_target.py +342 -0
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- venv/lib/python3.10/site-packages/sklearn/externals/_scipy/__init__.py +0 -0
- venv/lib/python3.10/site-packages/sklearn/externals/_scipy/__pycache__/__init__.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/__init__.py +0 -0
- venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/__pycache__/__init__.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/csgraph/__init__.py +1 -0
- venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/csgraph/__pycache__/__init__.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/csgraph/__pycache__/_laplacian.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/csgraph/_laplacian.py +557 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/__init__.py +88 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/__init__.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_plot.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_search.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_search_successive_halving.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_split.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_validation.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/_plot.py +907 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/_search.py +1918 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/_search_successive_halving.py +1079 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/_split.py +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/_validation.py +2360 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/tests/__init__.py +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/tests/__pycache__/__init__.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/tests/__pycache__/common.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/tests/__pycache__/test_plot.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/tests/__pycache__/test_search.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/tests/__pycache__/test_split.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/tests/__pycache__/test_successive_halving.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/tests/__pycache__/test_validation.cpython-310.pyc +0 -0
- venv/lib/python3.10/site-packages/sklearn/model_selection/tests/common.py +24 -0
ckpts/universal/global_step40/zero/10.mlp.dense_h_to_4h_swiglu.weight/exp_avg.pt
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ckpts/universal/global_step40/zero/10.mlp.dense_h_to_4h_swiglu.weight/exp_avg_sq.pt
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ckpts/universal/global_step40/zero/10.mlp.dense_h_to_4h_swiglu.weight/fp32.pt
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version https://git-lfs.github.com/spec/v1
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ckpts/universal/global_step40/zero/22.input_layernorm.weight/exp_avg.pt
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version https://git-lfs.github.com/spec/v1
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ckpts/universal/global_step40/zero/22.input_layernorm.weight/fp32.pt
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version https://git-lfs.github.com/spec/v1
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size 9293
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venv/lib/python3.10/site-packages/sklearn/_build_utils/__init__.py
ADDED
@@ -0,0 +1,115 @@
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"""
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2 |
+
Utilities useful during the build.
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+
"""
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+
# author: Andy Mueller, Gael Varoquaux
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+
# license: BSD
|
6 |
+
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7 |
+
|
8 |
+
import contextlib
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9 |
+
import os
|
10 |
+
|
11 |
+
import sklearn
|
12 |
+
|
13 |
+
from .._min_dependencies import CYTHON_MIN_VERSION
|
14 |
+
from ..externals._packaging.version import parse
|
15 |
+
from .openmp_helpers import check_openmp_support
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+
from .pre_build_helpers import basic_check_build
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17 |
+
|
18 |
+
DEFAULT_ROOT = "sklearn"
|
19 |
+
|
20 |
+
|
21 |
+
def _check_cython_version():
|
22 |
+
message = (
|
23 |
+
"Please install Cython with a version >= {0} in order "
|
24 |
+
"to build a scikit-learn from source."
|
25 |
+
).format(CYTHON_MIN_VERSION)
|
26 |
+
try:
|
27 |
+
import Cython
|
28 |
+
except ModuleNotFoundError as e:
|
29 |
+
# Re-raise with more informative error message instead:
|
30 |
+
raise ModuleNotFoundError(message) from e
|
31 |
+
|
32 |
+
if parse(Cython.__version__) < parse(CYTHON_MIN_VERSION):
|
33 |
+
message += " The current version of Cython is {} installed in {}.".format(
|
34 |
+
Cython.__version__, Cython.__path__
|
35 |
+
)
|
36 |
+
raise ValueError(message)
|
37 |
+
|
38 |
+
|
39 |
+
def cythonize_extensions(extension):
|
40 |
+
"""Check that a recent Cython is available and cythonize extensions"""
|
41 |
+
_check_cython_version()
|
42 |
+
from Cython.Build import cythonize
|
43 |
+
|
44 |
+
# Fast fail before cythonization if compiler fails compiling basic test
|
45 |
+
# code even without OpenMP
|
46 |
+
basic_check_build()
|
47 |
+
|
48 |
+
# check simple compilation with OpenMP. If it fails scikit-learn will be
|
49 |
+
# built without OpenMP and the test test_openmp_supported in the test suite
|
50 |
+
# will fail.
|
51 |
+
# `check_openmp_support` compiles a small test program to see if the
|
52 |
+
# compilers are properly configured to build with OpenMP. This is expensive
|
53 |
+
# and we only want to call this function once.
|
54 |
+
# The result of this check is cached as a private attribute on the sklearn
|
55 |
+
# module (only at build-time) to be used in the build_ext subclass defined
|
56 |
+
# in the top-level setup.py file to actually build the compiled extensions
|
57 |
+
# with OpenMP flags if needed.
|
58 |
+
sklearn._OPENMP_SUPPORTED = check_openmp_support()
|
59 |
+
|
60 |
+
n_jobs = 1
|
61 |
+
with contextlib.suppress(ImportError):
|
62 |
+
import joblib
|
63 |
+
|
64 |
+
n_jobs = joblib.cpu_count()
|
65 |
+
|
66 |
+
# Additional checks for Cython
|
67 |
+
cython_enable_debug_directives = (
|
68 |
+
os.environ.get("SKLEARN_ENABLE_DEBUG_CYTHON_DIRECTIVES", "0") != "0"
|
69 |
+
)
|
70 |
+
|
71 |
+
compiler_directives = {
|
72 |
+
"language_level": 3,
|
73 |
+
"boundscheck": cython_enable_debug_directives,
|
74 |
+
"wraparound": False,
|
75 |
+
"initializedcheck": False,
|
76 |
+
"nonecheck": False,
|
77 |
+
"cdivision": True,
|
78 |
+
"profile": False,
|
79 |
+
}
|
80 |
+
|
81 |
+
return cythonize(
|
82 |
+
extension,
|
83 |
+
nthreads=n_jobs,
|
84 |
+
compiler_directives=compiler_directives,
|
85 |
+
annotate=False,
|
86 |
+
)
|
87 |
+
|
88 |
+
|
89 |
+
def gen_from_templates(templates):
|
90 |
+
"""Generate cython files from a list of templates"""
|
91 |
+
# Lazy import because cython is not a runtime dependency.
|
92 |
+
from Cython import Tempita
|
93 |
+
|
94 |
+
for template in templates:
|
95 |
+
outfile = template.replace(".tp", "")
|
96 |
+
|
97 |
+
# if the template is not updated, no need to output the cython file
|
98 |
+
if not (
|
99 |
+
os.path.exists(outfile)
|
100 |
+
and os.stat(template).st_mtime < os.stat(outfile).st_mtime
|
101 |
+
):
|
102 |
+
with open(template, "r") as f:
|
103 |
+
tmpl = f.read()
|
104 |
+
|
105 |
+
tmpl_ = Tempita.sub(tmpl)
|
106 |
+
|
107 |
+
warn_msg = (
|
108 |
+
"# WARNING: Do not edit this file directly.\n"
|
109 |
+
f"# It is automatically generated from {template!r}.\n"
|
110 |
+
"# Changes must be made there.\n\n"
|
111 |
+
)
|
112 |
+
|
113 |
+
with open(outfile, "w") as f:
|
114 |
+
f.write(warn_msg)
|
115 |
+
f.write(tmpl_)
|
venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/__init__.cpython-310.pyc
ADDED
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venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/openmp_helpers.cpython-310.pyc
ADDED
Binary file (2.8 kB). View file
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venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/pre_build_helpers.cpython-310.pyc
ADDED
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venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/tempita.cpython-310.pyc
ADDED
Binary file (1.63 kB). View file
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venv/lib/python3.10/site-packages/sklearn/_build_utils/__pycache__/version.cpython-310.pyc
ADDED
Binary file (670 Bytes). View file
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venv/lib/python3.10/site-packages/sklearn/_build_utils/openmp_helpers.py
ADDED
@@ -0,0 +1,123 @@
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|
1 |
+
"""Helpers for OpenMP support during the build."""
|
2 |
+
|
3 |
+
# This code is adapted for a large part from the astropy openmp helpers, which
|
4 |
+
# can be found at: https://github.com/astropy/extension-helpers/blob/master/extension_helpers/_openmp_helpers.py # noqa
|
5 |
+
|
6 |
+
|
7 |
+
import os
|
8 |
+
import sys
|
9 |
+
import textwrap
|
10 |
+
import warnings
|
11 |
+
|
12 |
+
from .pre_build_helpers import compile_test_program
|
13 |
+
|
14 |
+
|
15 |
+
def get_openmp_flag():
|
16 |
+
if sys.platform == "win32":
|
17 |
+
return ["/openmp"]
|
18 |
+
elif sys.platform == "darwin" and "openmp" in os.getenv("CPPFLAGS", ""):
|
19 |
+
# -fopenmp can't be passed as compile flag when using Apple-clang.
|
20 |
+
# OpenMP support has to be enabled during preprocessing.
|
21 |
+
#
|
22 |
+
# For example, our macOS wheel build jobs use the following environment
|
23 |
+
# variables to build with Apple-clang and the brew installed "libomp":
|
24 |
+
#
|
25 |
+
# export CPPFLAGS="$CPPFLAGS -Xpreprocessor -fopenmp"
|
26 |
+
# export CFLAGS="$CFLAGS -I/usr/local/opt/libomp/include"
|
27 |
+
# export CXXFLAGS="$CXXFLAGS -I/usr/local/opt/libomp/include"
|
28 |
+
# export LDFLAGS="$LDFLAGS -Wl,-rpath,/usr/local/opt/libomp/lib
|
29 |
+
# -L/usr/local/opt/libomp/lib -lomp"
|
30 |
+
return []
|
31 |
+
# Default flag for GCC and clang:
|
32 |
+
return ["-fopenmp"]
|
33 |
+
|
34 |
+
|
35 |
+
def check_openmp_support():
|
36 |
+
"""Check whether OpenMP test code can be compiled and run"""
|
37 |
+
if "PYODIDE_PACKAGE_ABI" in os.environ:
|
38 |
+
# Pyodide doesn't support OpenMP
|
39 |
+
return False
|
40 |
+
|
41 |
+
code = textwrap.dedent("""\
|
42 |
+
#include <omp.h>
|
43 |
+
#include <stdio.h>
|
44 |
+
int main(void) {
|
45 |
+
#pragma omp parallel
|
46 |
+
printf("nthreads=%d\\n", omp_get_num_threads());
|
47 |
+
return 0;
|
48 |
+
}
|
49 |
+
""")
|
50 |
+
|
51 |
+
extra_preargs = os.getenv("LDFLAGS", None)
|
52 |
+
if extra_preargs is not None:
|
53 |
+
extra_preargs = extra_preargs.strip().split(" ")
|
54 |
+
# FIXME: temporary fix to link against system libraries on linux
|
55 |
+
# "-Wl,--sysroot=/" should be removed
|
56 |
+
extra_preargs = [
|
57 |
+
flag
|
58 |
+
for flag in extra_preargs
|
59 |
+
if flag.startswith(("-L", "-Wl,-rpath", "-l", "-Wl,--sysroot=/"))
|
60 |
+
]
|
61 |
+
|
62 |
+
extra_postargs = get_openmp_flag()
|
63 |
+
|
64 |
+
openmp_exception = None
|
65 |
+
try:
|
66 |
+
output = compile_test_program(
|
67 |
+
code, extra_preargs=extra_preargs, extra_postargs=extra_postargs
|
68 |
+
)
|
69 |
+
|
70 |
+
if output and "nthreads=" in output[0]:
|
71 |
+
nthreads = int(output[0].strip().split("=")[1])
|
72 |
+
openmp_supported = len(output) == nthreads
|
73 |
+
elif "PYTHON_CROSSENV" in os.environ:
|
74 |
+
# Since we can't run the test program when cross-compiling
|
75 |
+
# assume that openmp is supported if the program can be
|
76 |
+
# compiled.
|
77 |
+
openmp_supported = True
|
78 |
+
else:
|
79 |
+
openmp_supported = False
|
80 |
+
|
81 |
+
except Exception as exception:
|
82 |
+
# We could be more specific and only catch: CompileError, LinkError,
|
83 |
+
# and subprocess.CalledProcessError.
|
84 |
+
# setuptools introduced CompileError and LinkError, but that requires
|
85 |
+
# version 61.1. Even the latest version of Ubuntu (22.04LTS) only
|
86 |
+
# ships with 59.6. So for now we catch all exceptions and reraise a
|
87 |
+
# generic exception with the original error message instead:
|
88 |
+
openmp_supported = False
|
89 |
+
openmp_exception = exception
|
90 |
+
|
91 |
+
if not openmp_supported:
|
92 |
+
if os.getenv("SKLEARN_FAIL_NO_OPENMP"):
|
93 |
+
raise Exception(
|
94 |
+
"Failed to build scikit-learn with OpenMP support"
|
95 |
+
) from openmp_exception
|
96 |
+
else:
|
97 |
+
message = textwrap.dedent("""
|
98 |
+
|
99 |
+
***********
|
100 |
+
* WARNING *
|
101 |
+
***********
|
102 |
+
|
103 |
+
It seems that scikit-learn cannot be built with OpenMP.
|
104 |
+
|
105 |
+
- Make sure you have followed the installation instructions:
|
106 |
+
|
107 |
+
https://scikit-learn.org/dev/developers/advanced_installation.html
|
108 |
+
|
109 |
+
- If your compiler supports OpenMP but you still see this
|
110 |
+
message, please submit a bug report at:
|
111 |
+
|
112 |
+
https://github.com/scikit-learn/scikit-learn/issues
|
113 |
+
|
114 |
+
- The build will continue with OpenMP-based parallelism
|
115 |
+
disabled. Note however that some estimators will run in
|
116 |
+
sequential mode instead of leveraging thread-based
|
117 |
+
parallelism.
|
118 |
+
|
119 |
+
***
|
120 |
+
""")
|
121 |
+
warnings.warn(message)
|
122 |
+
|
123 |
+
return openmp_supported
|
venv/lib/python3.10/site-packages/sklearn/_build_utils/pre_build_helpers.py
ADDED
@@ -0,0 +1,73 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
"""Helpers to check build environment before actual build of scikit-learn"""
|
2 |
+
|
3 |
+
import glob
|
4 |
+
import os
|
5 |
+
import subprocess
|
6 |
+
import sys
|
7 |
+
import tempfile
|
8 |
+
import textwrap
|
9 |
+
|
10 |
+
from setuptools.command.build_ext import customize_compiler, new_compiler
|
11 |
+
|
12 |
+
|
13 |
+
def compile_test_program(code, extra_preargs=None, extra_postargs=None):
|
14 |
+
"""Check that some C code can be compiled and run"""
|
15 |
+
ccompiler = new_compiler()
|
16 |
+
customize_compiler(ccompiler)
|
17 |
+
|
18 |
+
start_dir = os.path.abspath(".")
|
19 |
+
|
20 |
+
with tempfile.TemporaryDirectory() as tmp_dir:
|
21 |
+
try:
|
22 |
+
os.chdir(tmp_dir)
|
23 |
+
|
24 |
+
# Write test program
|
25 |
+
with open("test_program.c", "w") as f:
|
26 |
+
f.write(code)
|
27 |
+
|
28 |
+
os.mkdir("objects")
|
29 |
+
|
30 |
+
# Compile, test program
|
31 |
+
ccompiler.compile(
|
32 |
+
["test_program.c"], output_dir="objects", extra_postargs=extra_postargs
|
33 |
+
)
|
34 |
+
|
35 |
+
# Link test program
|
36 |
+
objects = glob.glob(os.path.join("objects", "*" + ccompiler.obj_extension))
|
37 |
+
ccompiler.link_executable(
|
38 |
+
objects,
|
39 |
+
"test_program",
|
40 |
+
extra_preargs=extra_preargs,
|
41 |
+
extra_postargs=extra_postargs,
|
42 |
+
)
|
43 |
+
|
44 |
+
if "PYTHON_CROSSENV" not in os.environ:
|
45 |
+
# Run test program if not cross compiling
|
46 |
+
# will raise a CalledProcessError if return code was non-zero
|
47 |
+
output = subprocess.check_output("./test_program")
|
48 |
+
output = output.decode(sys.stdout.encoding or "utf-8").splitlines()
|
49 |
+
else:
|
50 |
+
# Return an empty output if we are cross compiling
|
51 |
+
# as we cannot run the test_program
|
52 |
+
output = []
|
53 |
+
except Exception:
|
54 |
+
raise
|
55 |
+
finally:
|
56 |
+
os.chdir(start_dir)
|
57 |
+
|
58 |
+
return output
|
59 |
+
|
60 |
+
|
61 |
+
def basic_check_build():
|
62 |
+
"""Check basic compilation and linking of C code"""
|
63 |
+
if "PYODIDE_PACKAGE_ABI" in os.environ:
|
64 |
+
# The following check won't work in pyodide
|
65 |
+
return
|
66 |
+
|
67 |
+
code = textwrap.dedent("""\
|
68 |
+
#include <stdio.h>
|
69 |
+
int main(void) {
|
70 |
+
return 0;
|
71 |
+
}
|
72 |
+
""")
|
73 |
+
compile_test_program(code)
|
venv/lib/python3.10/site-packages/sklearn/_build_utils/tempita.py
ADDED
@@ -0,0 +1,57 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
import argparse
|
2 |
+
import os
|
3 |
+
|
4 |
+
from Cython import Tempita as tempita
|
5 |
+
|
6 |
+
# XXX: If this import ever fails (does it really?), vendor either
|
7 |
+
# cython.tempita or numpy/npy_tempita.
|
8 |
+
|
9 |
+
|
10 |
+
def process_tempita(fromfile, outfile=None):
|
11 |
+
"""Process tempita templated file and write out the result.
|
12 |
+
|
13 |
+
The template file is expected to end in `.c.tp` or `.pyx.tp`:
|
14 |
+
E.g. processing `template.c.in` generates `template.c`.
|
15 |
+
|
16 |
+
"""
|
17 |
+
with open(fromfile, "r", encoding="utf-8") as f:
|
18 |
+
template_content = f.read()
|
19 |
+
|
20 |
+
template = tempita.Template(template_content)
|
21 |
+
content = template.substitute()
|
22 |
+
|
23 |
+
with open(outfile, "w", encoding="utf-8") as f:
|
24 |
+
f.write(content)
|
25 |
+
|
26 |
+
|
27 |
+
def main():
|
28 |
+
parser = argparse.ArgumentParser()
|
29 |
+
parser.add_argument("infile", type=str, help="Path to the input file")
|
30 |
+
parser.add_argument("-o", "--outdir", type=str, help="Path to the output directory")
|
31 |
+
parser.add_argument(
|
32 |
+
"-i",
|
33 |
+
"--ignore",
|
34 |
+
type=str,
|
35 |
+
help=(
|
36 |
+
"An ignored input - may be useful to add a "
|
37 |
+
"dependency between custom targets"
|
38 |
+
),
|
39 |
+
)
|
40 |
+
args = parser.parse_args()
|
41 |
+
|
42 |
+
if not args.infile.endswith(".tp"):
|
43 |
+
raise ValueError(f"Unexpected extension: {args.infile}")
|
44 |
+
|
45 |
+
if not args.outdir:
|
46 |
+
raise ValueError("Missing `--outdir` argument to tempita.py")
|
47 |
+
|
48 |
+
outdir_abs = os.path.join(os.getcwd(), args.outdir)
|
49 |
+
outfile = os.path.join(
|
50 |
+
outdir_abs, os.path.splitext(os.path.split(args.infile)[1])[0]
|
51 |
+
)
|
52 |
+
|
53 |
+
process_tempita(args.infile, outfile)
|
54 |
+
|
55 |
+
|
56 |
+
if __name__ == "__main__":
|
57 |
+
main()
|
venv/lib/python3.10/site-packages/sklearn/_build_utils/version.py
ADDED
@@ -0,0 +1,14 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
#!/usr/bin/env python
|
2 |
+
""" Extract version number from __init__.py
|
3 |
+
"""
|
4 |
+
|
5 |
+
import os
|
6 |
+
|
7 |
+
sklearn_init = os.path.join(os.path.dirname(__file__), "../__init__.py")
|
8 |
+
|
9 |
+
data = open(sklearn_init).readlines()
|
10 |
+
version_line = next(line for line in data if line.startswith("__version__"))
|
11 |
+
|
12 |
+
version = version_line.strip().split(" = ")[1].replace('"', "").replace("'", "")
|
13 |
+
|
14 |
+
print(version)
|
venv/lib/python3.10/site-packages/sklearn/compose/__init__.py
ADDED
@@ -0,0 +1,20 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
"""Meta-estimators for building composite models with transformers
|
2 |
+
|
3 |
+
In addition to its current contents, this module will eventually be home to
|
4 |
+
refurbished versions of Pipeline and FeatureUnion.
|
5 |
+
|
6 |
+
"""
|
7 |
+
|
8 |
+
from ._column_transformer import (
|
9 |
+
ColumnTransformer,
|
10 |
+
make_column_selector,
|
11 |
+
make_column_transformer,
|
12 |
+
)
|
13 |
+
from ._target import TransformedTargetRegressor
|
14 |
+
|
15 |
+
__all__ = [
|
16 |
+
"ColumnTransformer",
|
17 |
+
"make_column_transformer",
|
18 |
+
"TransformedTargetRegressor",
|
19 |
+
"make_column_selector",
|
20 |
+
]
|
venv/lib/python3.10/site-packages/sklearn/compose/_column_transformer.py
ADDED
@@ -0,0 +1,1463 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
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|
|
|
|
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|
1 |
+
"""
|
2 |
+
The :mod:`sklearn.compose._column_transformer` module implements utilities
|
3 |
+
to work with heterogeneous data and to apply different transformers to
|
4 |
+
different columns.
|
5 |
+
"""
|
6 |
+
|
7 |
+
# Author: Andreas Mueller
|
8 |
+
# Joris Van den Bossche
|
9 |
+
# License: BSD
|
10 |
+
import warnings
|
11 |
+
from collections import Counter
|
12 |
+
from itertools import chain
|
13 |
+
from numbers import Integral, Real
|
14 |
+
|
15 |
+
import numpy as np
|
16 |
+
from scipy import sparse
|
17 |
+
|
18 |
+
from ..base import TransformerMixin, _fit_context, clone
|
19 |
+
from ..pipeline import _fit_transform_one, _name_estimators, _transform_one
|
20 |
+
from ..preprocessing import FunctionTransformer
|
21 |
+
from ..utils import Bunch, _get_column_indices, _safe_indexing
|
22 |
+
from ..utils._estimator_html_repr import _VisualBlock
|
23 |
+
from ..utils._metadata_requests import METHODS
|
24 |
+
from ..utils._param_validation import HasMethods, Hidden, Interval, StrOptions
|
25 |
+
from ..utils._set_output import (
|
26 |
+
_get_container_adapter,
|
27 |
+
_get_output_config,
|
28 |
+
_safe_set_output,
|
29 |
+
)
|
30 |
+
from ..utils.metadata_routing import (
|
31 |
+
MetadataRouter,
|
32 |
+
MethodMapping,
|
33 |
+
_raise_for_params,
|
34 |
+
_routing_enabled,
|
35 |
+
process_routing,
|
36 |
+
)
|
37 |
+
from ..utils.metaestimators import _BaseComposition
|
38 |
+
from ..utils.parallel import Parallel, delayed
|
39 |
+
from ..utils.validation import (
|
40 |
+
_check_feature_names_in,
|
41 |
+
_get_feature_names,
|
42 |
+
_is_pandas_df,
|
43 |
+
_num_samples,
|
44 |
+
check_array,
|
45 |
+
check_is_fitted,
|
46 |
+
)
|
47 |
+
|
48 |
+
__all__ = ["ColumnTransformer", "make_column_transformer", "make_column_selector"]
|
49 |
+
|
50 |
+
|
51 |
+
_ERR_MSG_1DCOLUMN = (
|
52 |
+
"1D data passed to a transformer that expects 2D data. "
|
53 |
+
"Try to specify the column selection as a list of one "
|
54 |
+
"item instead of a scalar."
|
55 |
+
)
|
56 |
+
|
57 |
+
|
58 |
+
class ColumnTransformer(TransformerMixin, _BaseComposition):
|
59 |
+
"""Applies transformers to columns of an array or pandas DataFrame.
|
60 |
+
|
61 |
+
This estimator allows different columns or column subsets of the input
|
62 |
+
to be transformed separately and the features generated by each transformer
|
63 |
+
will be concatenated to form a single feature space.
|
64 |
+
This is useful for heterogeneous or columnar data, to combine several
|
65 |
+
feature extraction mechanisms or transformations into a single transformer.
|
66 |
+
|
67 |
+
Read more in the :ref:`User Guide <column_transformer>`.
|
68 |
+
|
69 |
+
.. versionadded:: 0.20
|
70 |
+
|
71 |
+
Parameters
|
72 |
+
----------
|
73 |
+
transformers : list of tuples
|
74 |
+
List of (name, transformer, columns) tuples specifying the
|
75 |
+
transformer objects to be applied to subsets of the data.
|
76 |
+
|
77 |
+
name : str
|
78 |
+
Like in Pipeline and FeatureUnion, this allows the transformer and
|
79 |
+
its parameters to be set using ``set_params`` and searched in grid
|
80 |
+
search.
|
81 |
+
transformer : {'drop', 'passthrough'} or estimator
|
82 |
+
Estimator must support :term:`fit` and :term:`transform`.
|
83 |
+
Special-cased strings 'drop' and 'passthrough' are accepted as
|
84 |
+
well, to indicate to drop the columns or to pass them through
|
85 |
+
untransformed, respectively.
|
86 |
+
columns : str, array-like of str, int, array-like of int, \
|
87 |
+
array-like of bool, slice or callable
|
88 |
+
Indexes the data on its second axis. Integers are interpreted as
|
89 |
+
positional columns, while strings can reference DataFrame columns
|
90 |
+
by name. A scalar string or int should be used where
|
91 |
+
``transformer`` expects X to be a 1d array-like (vector),
|
92 |
+
otherwise a 2d array will be passed to the transformer.
|
93 |
+
A callable is passed the input data `X` and can return any of the
|
94 |
+
above. To select multiple columns by name or dtype, you can use
|
95 |
+
:obj:`make_column_selector`.
|
96 |
+
|
97 |
+
remainder : {'drop', 'passthrough'} or estimator, default='drop'
|
98 |
+
By default, only the specified columns in `transformers` are
|
99 |
+
transformed and combined in the output, and the non-specified
|
100 |
+
columns are dropped. (default of ``'drop'``).
|
101 |
+
By specifying ``remainder='passthrough'``, all remaining columns that
|
102 |
+
were not specified in `transformers`, but present in the data passed
|
103 |
+
to `fit` will be automatically passed through. This subset of columns
|
104 |
+
is concatenated with the output of the transformers. For dataframes,
|
105 |
+
extra columns not seen during `fit` will be excluded from the output
|
106 |
+
of `transform`.
|
107 |
+
By setting ``remainder`` to be an estimator, the remaining
|
108 |
+
non-specified columns will use the ``remainder`` estimator. The
|
109 |
+
estimator must support :term:`fit` and :term:`transform`.
|
110 |
+
Note that using this feature requires that the DataFrame columns
|
111 |
+
input at :term:`fit` and :term:`transform` have identical order.
|
112 |
+
|
113 |
+
sparse_threshold : float, default=0.3
|
114 |
+
If the output of the different transformers contains sparse matrices,
|
115 |
+
these will be stacked as a sparse matrix if the overall density is
|
116 |
+
lower than this value. Use ``sparse_threshold=0`` to always return
|
117 |
+
dense. When the transformed output consists of all dense data, the
|
118 |
+
stacked result will be dense, and this keyword will be ignored.
|
119 |
+
|
120 |
+
n_jobs : int, default=None
|
121 |
+
Number of jobs to run in parallel.
|
122 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
123 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
124 |
+
for more details.
|
125 |
+
|
126 |
+
transformer_weights : dict, default=None
|
127 |
+
Multiplicative weights for features per transformer. The output of the
|
128 |
+
transformer is multiplied by these weights. Keys are transformer names,
|
129 |
+
values the weights.
|
130 |
+
|
131 |
+
verbose : bool, default=False
|
132 |
+
If True, the time elapsed while fitting each transformer will be
|
133 |
+
printed as it is completed.
|
134 |
+
|
135 |
+
verbose_feature_names_out : bool, default=True
|
136 |
+
If True, :meth:`ColumnTransformer.get_feature_names_out` will prefix
|
137 |
+
all feature names with the name of the transformer that generated that
|
138 |
+
feature.
|
139 |
+
If False, :meth:`ColumnTransformer.get_feature_names_out` will not
|
140 |
+
prefix any feature names and will error if feature names are not
|
141 |
+
unique.
|
142 |
+
|
143 |
+
.. versionadded:: 1.0
|
144 |
+
|
145 |
+
Attributes
|
146 |
+
----------
|
147 |
+
transformers_ : list
|
148 |
+
The collection of fitted transformers as tuples of (name,
|
149 |
+
fitted_transformer, column). `fitted_transformer` can be an estimator,
|
150 |
+
or `'drop'`; `'passthrough'` is replaced with an equivalent
|
151 |
+
:class:`~sklearn.preprocessing.FunctionTransformer`. In case there were
|
152 |
+
no columns selected, this will be the unfitted transformer. If there
|
153 |
+
are remaining columns, the final element is a tuple of the form:
|
154 |
+
('remainder', transformer, remaining_columns) corresponding to the
|
155 |
+
``remainder`` parameter. If there are remaining columns, then
|
156 |
+
``len(transformers_)==len(transformers)+1``, otherwise
|
157 |
+
``len(transformers_)==len(transformers)``.
|
158 |
+
|
159 |
+
named_transformers_ : :class:`~sklearn.utils.Bunch`
|
160 |
+
Read-only attribute to access any transformer by given name.
|
161 |
+
Keys are transformer names and values are the fitted transformer
|
162 |
+
objects.
|
163 |
+
|
164 |
+
sparse_output_ : bool
|
165 |
+
Boolean flag indicating whether the output of ``transform`` is a
|
166 |
+
sparse matrix or a dense numpy array, which depends on the output
|
167 |
+
of the individual transformers and the `sparse_threshold` keyword.
|
168 |
+
|
169 |
+
output_indices_ : dict
|
170 |
+
A dictionary from each transformer name to a slice, where the slice
|
171 |
+
corresponds to indices in the transformed output. This is useful to
|
172 |
+
inspect which transformer is responsible for which transformed
|
173 |
+
feature(s).
|
174 |
+
|
175 |
+
.. versionadded:: 1.0
|
176 |
+
|
177 |
+
n_features_in_ : int
|
178 |
+
Number of features seen during :term:`fit`. Only defined if the
|
179 |
+
underlying transformers expose such an attribute when fit.
|
180 |
+
|
181 |
+
.. versionadded:: 0.24
|
182 |
+
|
183 |
+
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
184 |
+
Names of features seen during :term:`fit`. Defined only when `X`
|
185 |
+
has feature names that are all strings.
|
186 |
+
|
187 |
+
.. versionadded:: 1.0
|
188 |
+
|
189 |
+
See Also
|
190 |
+
--------
|
191 |
+
make_column_transformer : Convenience function for
|
192 |
+
combining the outputs of multiple transformer objects applied to
|
193 |
+
column subsets of the original feature space.
|
194 |
+
make_column_selector : Convenience function for selecting
|
195 |
+
columns based on datatype or the columns name with a regex pattern.
|
196 |
+
|
197 |
+
Notes
|
198 |
+
-----
|
199 |
+
The order of the columns in the transformed feature matrix follows the
|
200 |
+
order of how the columns are specified in the `transformers` list.
|
201 |
+
Columns of the original feature matrix that are not specified are
|
202 |
+
dropped from the resulting transformed feature matrix, unless specified
|
203 |
+
in the `passthrough` keyword. Those columns specified with `passthrough`
|
204 |
+
are added at the right to the output of the transformers.
|
205 |
+
|
206 |
+
Examples
|
207 |
+
--------
|
208 |
+
>>> import numpy as np
|
209 |
+
>>> from sklearn.compose import ColumnTransformer
|
210 |
+
>>> from sklearn.preprocessing import Normalizer
|
211 |
+
>>> ct = ColumnTransformer(
|
212 |
+
... [("norm1", Normalizer(norm='l1'), [0, 1]),
|
213 |
+
... ("norm2", Normalizer(norm='l1'), slice(2, 4))])
|
214 |
+
>>> X = np.array([[0., 1., 2., 2.],
|
215 |
+
... [1., 1., 0., 1.]])
|
216 |
+
>>> # Normalizer scales each row of X to unit norm. A separate scaling
|
217 |
+
>>> # is applied for the two first and two last elements of each
|
218 |
+
>>> # row independently.
|
219 |
+
>>> ct.fit_transform(X)
|
220 |
+
array([[0. , 1. , 0.5, 0.5],
|
221 |
+
[0.5, 0.5, 0. , 1. ]])
|
222 |
+
|
223 |
+
:class:`ColumnTransformer` can be configured with a transformer that requires
|
224 |
+
a 1d array by setting the column to a string:
|
225 |
+
|
226 |
+
>>> from sklearn.feature_extraction.text import CountVectorizer
|
227 |
+
>>> from sklearn.preprocessing import MinMaxScaler
|
228 |
+
>>> import pandas as pd # doctest: +SKIP
|
229 |
+
>>> X = pd.DataFrame({
|
230 |
+
... "documents": ["First item", "second one here", "Is this the last?"],
|
231 |
+
... "width": [3, 4, 5],
|
232 |
+
... }) # doctest: +SKIP
|
233 |
+
>>> # "documents" is a string which configures ColumnTransformer to
|
234 |
+
>>> # pass the documents column as a 1d array to the CountVectorizer
|
235 |
+
>>> ct = ColumnTransformer(
|
236 |
+
... [("text_preprocess", CountVectorizer(), "documents"),
|
237 |
+
... ("num_preprocess", MinMaxScaler(), ["width"])])
|
238 |
+
>>> X_trans = ct.fit_transform(X) # doctest: +SKIP
|
239 |
+
|
240 |
+
For a more detailed example of usage, see
|
241 |
+
:ref:`sphx_glr_auto_examples_compose_plot_column_transformer_mixed_types.py`.
|
242 |
+
"""
|
243 |
+
|
244 |
+
_required_parameters = ["transformers"]
|
245 |
+
|
246 |
+
_parameter_constraints: dict = {
|
247 |
+
"transformers": [list, Hidden(tuple)],
|
248 |
+
"remainder": [
|
249 |
+
StrOptions({"drop", "passthrough"}),
|
250 |
+
HasMethods(["fit", "transform"]),
|
251 |
+
HasMethods(["fit_transform", "transform"]),
|
252 |
+
],
|
253 |
+
"sparse_threshold": [Interval(Real, 0, 1, closed="both")],
|
254 |
+
"n_jobs": [Integral, None],
|
255 |
+
"transformer_weights": [dict, None],
|
256 |
+
"verbose": ["verbose"],
|
257 |
+
"verbose_feature_names_out": ["boolean"],
|
258 |
+
}
|
259 |
+
|
260 |
+
def __init__(
|
261 |
+
self,
|
262 |
+
transformers,
|
263 |
+
*,
|
264 |
+
remainder="drop",
|
265 |
+
sparse_threshold=0.3,
|
266 |
+
n_jobs=None,
|
267 |
+
transformer_weights=None,
|
268 |
+
verbose=False,
|
269 |
+
verbose_feature_names_out=True,
|
270 |
+
):
|
271 |
+
self.transformers = transformers
|
272 |
+
self.remainder = remainder
|
273 |
+
self.sparse_threshold = sparse_threshold
|
274 |
+
self.n_jobs = n_jobs
|
275 |
+
self.transformer_weights = transformer_weights
|
276 |
+
self.verbose = verbose
|
277 |
+
self.verbose_feature_names_out = verbose_feature_names_out
|
278 |
+
|
279 |
+
@property
|
280 |
+
def _transformers(self):
|
281 |
+
"""
|
282 |
+
Internal list of transformer only containing the name and
|
283 |
+
transformers, dropping the columns.
|
284 |
+
|
285 |
+
DO NOT USE: This is for the implementation of get_params via
|
286 |
+
BaseComposition._get_params which expects lists of tuples of len 2.
|
287 |
+
|
288 |
+
To iterate through the transformers, use ``self._iter`` instead.
|
289 |
+
"""
|
290 |
+
try:
|
291 |
+
return [(name, trans) for name, trans, _ in self.transformers]
|
292 |
+
except (TypeError, ValueError):
|
293 |
+
return self.transformers
|
294 |
+
|
295 |
+
@_transformers.setter
|
296 |
+
def _transformers(self, value):
|
297 |
+
"""DO NOT USE: This is for the implementation of set_params via
|
298 |
+
BaseComposition._get_params which gives lists of tuples of len 2.
|
299 |
+
"""
|
300 |
+
try:
|
301 |
+
self.transformers = [
|
302 |
+
(name, trans, col)
|
303 |
+
for ((name, trans), (_, _, col)) in zip(value, self.transformers)
|
304 |
+
]
|
305 |
+
except (TypeError, ValueError):
|
306 |
+
self.transformers = value
|
307 |
+
|
308 |
+
def set_output(self, *, transform=None):
|
309 |
+
"""Set the output container when `"transform"` and `"fit_transform"` are called.
|
310 |
+
|
311 |
+
Calling `set_output` will set the output of all estimators in `transformers`
|
312 |
+
and `transformers_`.
|
313 |
+
|
314 |
+
Parameters
|
315 |
+
----------
|
316 |
+
transform : {"default", "pandas"}, default=None
|
317 |
+
Configure output of `transform` and `fit_transform`.
|
318 |
+
|
319 |
+
- `"default"`: Default output format of a transformer
|
320 |
+
- `"pandas"`: DataFrame output
|
321 |
+
- `"polars"`: Polars output
|
322 |
+
- `None`: Transform configuration is unchanged
|
323 |
+
|
324 |
+
.. versionadded:: 1.4
|
325 |
+
`"polars"` option was added.
|
326 |
+
|
327 |
+
Returns
|
328 |
+
-------
|
329 |
+
self : estimator instance
|
330 |
+
Estimator instance.
|
331 |
+
"""
|
332 |
+
super().set_output(transform=transform)
|
333 |
+
|
334 |
+
transformers = (
|
335 |
+
trans
|
336 |
+
for _, trans, _ in chain(
|
337 |
+
self.transformers, getattr(self, "transformers_", [])
|
338 |
+
)
|
339 |
+
if trans not in {"passthrough", "drop"}
|
340 |
+
)
|
341 |
+
for trans in transformers:
|
342 |
+
_safe_set_output(trans, transform=transform)
|
343 |
+
|
344 |
+
if self.remainder not in {"passthrough", "drop"}:
|
345 |
+
_safe_set_output(self.remainder, transform=transform)
|
346 |
+
|
347 |
+
return self
|
348 |
+
|
349 |
+
def get_params(self, deep=True):
|
350 |
+
"""Get parameters for this estimator.
|
351 |
+
|
352 |
+
Returns the parameters given in the constructor as well as the
|
353 |
+
estimators contained within the `transformers` of the
|
354 |
+
`ColumnTransformer`.
|
355 |
+
|
356 |
+
Parameters
|
357 |
+
----------
|
358 |
+
deep : bool, default=True
|
359 |
+
If True, will return the parameters for this estimator and
|
360 |
+
contained subobjects that are estimators.
|
361 |
+
|
362 |
+
Returns
|
363 |
+
-------
|
364 |
+
params : dict
|
365 |
+
Parameter names mapped to their values.
|
366 |
+
"""
|
367 |
+
return self._get_params("_transformers", deep=deep)
|
368 |
+
|
369 |
+
def set_params(self, **kwargs):
|
370 |
+
"""Set the parameters of this estimator.
|
371 |
+
|
372 |
+
Valid parameter keys can be listed with ``get_params()``. Note that you
|
373 |
+
can directly set the parameters of the estimators contained in
|
374 |
+
`transformers` of `ColumnTransformer`.
|
375 |
+
|
376 |
+
Parameters
|
377 |
+
----------
|
378 |
+
**kwargs : dict
|
379 |
+
Estimator parameters.
|
380 |
+
|
381 |
+
Returns
|
382 |
+
-------
|
383 |
+
self : ColumnTransformer
|
384 |
+
This estimator.
|
385 |
+
"""
|
386 |
+
self._set_params("_transformers", **kwargs)
|
387 |
+
return self
|
388 |
+
|
389 |
+
def _iter(self, fitted, column_as_labels, skip_drop, skip_empty_columns):
|
390 |
+
"""
|
391 |
+
Generate (name, trans, column, weight) tuples.
|
392 |
+
|
393 |
+
|
394 |
+
Parameters
|
395 |
+
----------
|
396 |
+
fitted : bool
|
397 |
+
If True, use the fitted transformers (``self.transformers_``) to
|
398 |
+
iterate through transformers, else use the transformers passed by
|
399 |
+
the user (``self.transformers``).
|
400 |
+
|
401 |
+
column_as_labels : bool
|
402 |
+
If True, columns are returned as string labels. If False, columns
|
403 |
+
are returned as they were given by the user. This can only be True
|
404 |
+
if the ``ColumnTransformer`` is already fitted.
|
405 |
+
|
406 |
+
skip_drop : bool
|
407 |
+
If True, 'drop' transformers are filtered out.
|
408 |
+
|
409 |
+
skip_empty_columns : bool
|
410 |
+
If True, transformers with empty selected columns are filtered out.
|
411 |
+
|
412 |
+
Yields
|
413 |
+
------
|
414 |
+
A generator of tuples containing:
|
415 |
+
- name : the name of the transformer
|
416 |
+
- transformer : the transformer object
|
417 |
+
- columns : the columns for that transformer
|
418 |
+
- weight : the weight of the transformer
|
419 |
+
"""
|
420 |
+
if fitted:
|
421 |
+
transformers = self.transformers_
|
422 |
+
else:
|
423 |
+
# interleave the validated column specifiers
|
424 |
+
transformers = [
|
425 |
+
(name, trans, column)
|
426 |
+
for (name, trans, _), column in zip(self.transformers, self._columns)
|
427 |
+
]
|
428 |
+
# add transformer tuple for remainder
|
429 |
+
if self._remainder[2]:
|
430 |
+
transformers = chain(transformers, [self._remainder])
|
431 |
+
get_weight = (self.transformer_weights or {}).get
|
432 |
+
|
433 |
+
for name, trans, columns in transformers:
|
434 |
+
if skip_drop and trans == "drop":
|
435 |
+
continue
|
436 |
+
if skip_empty_columns and _is_empty_column_selection(columns):
|
437 |
+
continue
|
438 |
+
|
439 |
+
if column_as_labels:
|
440 |
+
# Convert all columns to using their string labels
|
441 |
+
columns_is_scalar = np.isscalar(columns)
|
442 |
+
|
443 |
+
indices = self._transformer_to_input_indices[name]
|
444 |
+
columns = self.feature_names_in_[indices]
|
445 |
+
|
446 |
+
if columns_is_scalar:
|
447 |
+
# selection is done with one dimension
|
448 |
+
columns = columns[0]
|
449 |
+
|
450 |
+
yield (name, trans, columns, get_weight(name))
|
451 |
+
|
452 |
+
def _validate_transformers(self):
|
453 |
+
"""Validate names of transformers and the transformers themselves.
|
454 |
+
|
455 |
+
This checks whether given transformers have the required methods, i.e.
|
456 |
+
`fit` or `fit_transform` and `transform` implemented.
|
457 |
+
"""
|
458 |
+
if not self.transformers:
|
459 |
+
return
|
460 |
+
|
461 |
+
names, transformers, _ = zip(*self.transformers)
|
462 |
+
|
463 |
+
# validate names
|
464 |
+
self._validate_names(names)
|
465 |
+
|
466 |
+
# validate estimators
|
467 |
+
for t in transformers:
|
468 |
+
if t in ("drop", "passthrough"):
|
469 |
+
continue
|
470 |
+
if not (hasattr(t, "fit") or hasattr(t, "fit_transform")) or not hasattr(
|
471 |
+
t, "transform"
|
472 |
+
):
|
473 |
+
# Used to validate the transformers in the `transformers` list
|
474 |
+
raise TypeError(
|
475 |
+
"All estimators should implement fit and "
|
476 |
+
"transform, or can be 'drop' or 'passthrough' "
|
477 |
+
"specifiers. '%s' (type %s) doesn't." % (t, type(t))
|
478 |
+
)
|
479 |
+
|
480 |
+
def _validate_column_callables(self, X):
|
481 |
+
"""
|
482 |
+
Converts callable column specifications.
|
483 |
+
|
484 |
+
This stores a dictionary of the form `{step_name: column_indices}` and
|
485 |
+
calls the `columns` on `X` if `columns` is a callable for a given
|
486 |
+
transformer.
|
487 |
+
|
488 |
+
The results are then stored in `self._transformer_to_input_indices`.
|
489 |
+
"""
|
490 |
+
all_columns = []
|
491 |
+
transformer_to_input_indices = {}
|
492 |
+
for name, _, columns in self.transformers:
|
493 |
+
if callable(columns):
|
494 |
+
columns = columns(X)
|
495 |
+
all_columns.append(columns)
|
496 |
+
transformer_to_input_indices[name] = _get_column_indices(X, columns)
|
497 |
+
|
498 |
+
self._columns = all_columns
|
499 |
+
self._transformer_to_input_indices = transformer_to_input_indices
|
500 |
+
|
501 |
+
def _validate_remainder(self, X):
|
502 |
+
"""
|
503 |
+
Validates ``remainder`` and defines ``_remainder`` targeting
|
504 |
+
the remaining columns.
|
505 |
+
"""
|
506 |
+
cols = set(chain(*self._transformer_to_input_indices.values()))
|
507 |
+
remaining = sorted(set(range(self.n_features_in_)) - cols)
|
508 |
+
self._remainder = ("remainder", self.remainder, remaining)
|
509 |
+
self._transformer_to_input_indices["remainder"] = remaining
|
510 |
+
|
511 |
+
@property
|
512 |
+
def named_transformers_(self):
|
513 |
+
"""Access the fitted transformer by name.
|
514 |
+
|
515 |
+
Read-only attribute to access any transformer by given name.
|
516 |
+
Keys are transformer names and values are the fitted transformer
|
517 |
+
objects.
|
518 |
+
"""
|
519 |
+
# Use Bunch object to improve autocomplete
|
520 |
+
return Bunch(**{name: trans for name, trans, _ in self.transformers_})
|
521 |
+
|
522 |
+
def _get_feature_name_out_for_transformer(self, name, trans, feature_names_in):
|
523 |
+
"""Gets feature names of transformer.
|
524 |
+
|
525 |
+
Used in conjunction with self._iter(fitted=True) in get_feature_names_out.
|
526 |
+
"""
|
527 |
+
column_indices = self._transformer_to_input_indices[name]
|
528 |
+
names = feature_names_in[column_indices]
|
529 |
+
# An actual transformer
|
530 |
+
if not hasattr(trans, "get_feature_names_out"):
|
531 |
+
raise AttributeError(
|
532 |
+
f"Transformer {name} (type {type(trans).__name__}) does "
|
533 |
+
"not provide get_feature_names_out."
|
534 |
+
)
|
535 |
+
return trans.get_feature_names_out(names)
|
536 |
+
|
537 |
+
def get_feature_names_out(self, input_features=None):
|
538 |
+
"""Get output feature names for transformation.
|
539 |
+
|
540 |
+
Parameters
|
541 |
+
----------
|
542 |
+
input_features : array-like of str or None, default=None
|
543 |
+
Input features.
|
544 |
+
|
545 |
+
- If `input_features` is `None`, then `feature_names_in_` is
|
546 |
+
used as feature names in. If `feature_names_in_` is not defined,
|
547 |
+
then the following input feature names are generated:
|
548 |
+
`["x0", "x1", ..., "x(n_features_in_ - 1)"]`.
|
549 |
+
- If `input_features` is an array-like, then `input_features` must
|
550 |
+
match `feature_names_in_` if `feature_names_in_` is defined.
|
551 |
+
|
552 |
+
Returns
|
553 |
+
-------
|
554 |
+
feature_names_out : ndarray of str objects
|
555 |
+
Transformed feature names.
|
556 |
+
"""
|
557 |
+
check_is_fitted(self)
|
558 |
+
input_features = _check_feature_names_in(self, input_features)
|
559 |
+
|
560 |
+
# List of tuples (name, feature_names_out)
|
561 |
+
transformer_with_feature_names_out = []
|
562 |
+
for name, trans, *_ in self._iter(
|
563 |
+
fitted=True,
|
564 |
+
column_as_labels=False,
|
565 |
+
skip_empty_columns=True,
|
566 |
+
skip_drop=True,
|
567 |
+
):
|
568 |
+
feature_names_out = self._get_feature_name_out_for_transformer(
|
569 |
+
name, trans, input_features
|
570 |
+
)
|
571 |
+
if feature_names_out is None:
|
572 |
+
continue
|
573 |
+
transformer_with_feature_names_out.append((name, feature_names_out))
|
574 |
+
|
575 |
+
if not transformer_with_feature_names_out:
|
576 |
+
# No feature names
|
577 |
+
return np.array([], dtype=object)
|
578 |
+
|
579 |
+
return self._add_prefix_for_feature_names_out(
|
580 |
+
transformer_with_feature_names_out
|
581 |
+
)
|
582 |
+
|
583 |
+
def _add_prefix_for_feature_names_out(self, transformer_with_feature_names_out):
|
584 |
+
"""Add prefix for feature names out that includes the transformer names.
|
585 |
+
|
586 |
+
Parameters
|
587 |
+
----------
|
588 |
+
transformer_with_feature_names_out : list of tuples of (str, array-like of str)
|
589 |
+
The tuple consistent of the transformer's name and its feature names out.
|
590 |
+
|
591 |
+
Returns
|
592 |
+
-------
|
593 |
+
feature_names_out : ndarray of shape (n_features,), dtype=str
|
594 |
+
Transformed feature names.
|
595 |
+
"""
|
596 |
+
if self.verbose_feature_names_out:
|
597 |
+
# Prefix the feature names out with the transformers name
|
598 |
+
names = list(
|
599 |
+
chain.from_iterable(
|
600 |
+
(f"{name}__{i}" for i in feature_names_out)
|
601 |
+
for name, feature_names_out in transformer_with_feature_names_out
|
602 |
+
)
|
603 |
+
)
|
604 |
+
return np.asarray(names, dtype=object)
|
605 |
+
|
606 |
+
# verbose_feature_names_out is False
|
607 |
+
# Check that names are all unique without a prefix
|
608 |
+
feature_names_count = Counter(
|
609 |
+
chain.from_iterable(s for _, s in transformer_with_feature_names_out)
|
610 |
+
)
|
611 |
+
top_6_overlap = [
|
612 |
+
name for name, count in feature_names_count.most_common(6) if count > 1
|
613 |
+
]
|
614 |
+
top_6_overlap.sort()
|
615 |
+
if top_6_overlap:
|
616 |
+
if len(top_6_overlap) == 6:
|
617 |
+
# There are more than 5 overlapping names, we only show the 5
|
618 |
+
# of the feature names
|
619 |
+
names_repr = str(top_6_overlap[:5])[:-1] + ", ...]"
|
620 |
+
else:
|
621 |
+
names_repr = str(top_6_overlap)
|
622 |
+
raise ValueError(
|
623 |
+
f"Output feature names: {names_repr} are not unique. Please set "
|
624 |
+
"verbose_feature_names_out=True to add prefixes to feature names"
|
625 |
+
)
|
626 |
+
|
627 |
+
return np.concatenate(
|
628 |
+
[name for _, name in transformer_with_feature_names_out],
|
629 |
+
)
|
630 |
+
|
631 |
+
def _update_fitted_transformers(self, transformers):
|
632 |
+
"""Set self.transformers_ from given transformers.
|
633 |
+
|
634 |
+
Parameters
|
635 |
+
----------
|
636 |
+
transformers : list of estimators
|
637 |
+
The fitted estimators as the output of
|
638 |
+
`self._call_func_on_transformers(func=_fit_transform_one, ...)`.
|
639 |
+
That function doesn't include 'drop' or transformers for which no
|
640 |
+
column is selected. 'drop' is kept as is, and for the no-column
|
641 |
+
transformers the unfitted transformer is put in
|
642 |
+
`self.transformers_`.
|
643 |
+
"""
|
644 |
+
# transformers are fitted; excludes 'drop' cases
|
645 |
+
fitted_transformers = iter(transformers)
|
646 |
+
transformers_ = []
|
647 |
+
|
648 |
+
for name, old, column, _ in self._iter(
|
649 |
+
fitted=False,
|
650 |
+
column_as_labels=False,
|
651 |
+
skip_drop=False,
|
652 |
+
skip_empty_columns=False,
|
653 |
+
):
|
654 |
+
if old == "drop":
|
655 |
+
trans = "drop"
|
656 |
+
elif _is_empty_column_selection(column):
|
657 |
+
trans = old
|
658 |
+
else:
|
659 |
+
trans = next(fitted_transformers)
|
660 |
+
transformers_.append((name, trans, column))
|
661 |
+
|
662 |
+
# sanity check that transformers is exhausted
|
663 |
+
assert not list(fitted_transformers)
|
664 |
+
self.transformers_ = transformers_
|
665 |
+
|
666 |
+
def _validate_output(self, result):
|
667 |
+
"""
|
668 |
+
Ensure that the output of each transformer is 2D. Otherwise
|
669 |
+
hstack can raise an error or produce incorrect results.
|
670 |
+
"""
|
671 |
+
names = [
|
672 |
+
name
|
673 |
+
for name, _, _, _ in self._iter(
|
674 |
+
fitted=True,
|
675 |
+
column_as_labels=False,
|
676 |
+
skip_drop=True,
|
677 |
+
skip_empty_columns=True,
|
678 |
+
)
|
679 |
+
]
|
680 |
+
for Xs, name in zip(result, names):
|
681 |
+
if not getattr(Xs, "ndim", 0) == 2 and not hasattr(Xs, "__dataframe__"):
|
682 |
+
raise ValueError(
|
683 |
+
"The output of the '{0}' transformer should be 2D (numpy array, "
|
684 |
+
"scipy sparse array, dataframe).".format(name)
|
685 |
+
)
|
686 |
+
if _get_output_config("transform", self)["dense"] == "pandas":
|
687 |
+
return
|
688 |
+
try:
|
689 |
+
import pandas as pd
|
690 |
+
except ImportError:
|
691 |
+
return
|
692 |
+
for Xs, name in zip(result, names):
|
693 |
+
if not _is_pandas_df(Xs):
|
694 |
+
continue
|
695 |
+
for col_name, dtype in Xs.dtypes.to_dict().items():
|
696 |
+
if getattr(dtype, "na_value", None) is not pd.NA:
|
697 |
+
continue
|
698 |
+
if pd.NA not in Xs[col_name].values:
|
699 |
+
continue
|
700 |
+
class_name = self.__class__.__name__
|
701 |
+
# TODO(1.6): replace warning with ValueError
|
702 |
+
warnings.warn(
|
703 |
+
(
|
704 |
+
f"The output of the '{name}' transformer for column"
|
705 |
+
f" '{col_name}' has dtype {dtype} and uses pandas.NA to"
|
706 |
+
" represent null values. Storing this output in a numpy array"
|
707 |
+
" can cause errors in downstream scikit-learn estimators, and"
|
708 |
+
" inefficiencies. Starting with scikit-learn version 1.6, this"
|
709 |
+
" will raise a ValueError. To avoid this problem you can (i)"
|
710 |
+
" store the output in a pandas DataFrame by using"
|
711 |
+
f" {class_name}.set_output(transform='pandas') or (ii) modify"
|
712 |
+
f" the input data or the '{name}' transformer to avoid the"
|
713 |
+
" presence of pandas.NA (for example by using"
|
714 |
+
" pandas.DataFrame.astype)."
|
715 |
+
),
|
716 |
+
FutureWarning,
|
717 |
+
)
|
718 |
+
|
719 |
+
def _record_output_indices(self, Xs):
|
720 |
+
"""
|
721 |
+
Record which transformer produced which column.
|
722 |
+
"""
|
723 |
+
idx = 0
|
724 |
+
self.output_indices_ = {}
|
725 |
+
|
726 |
+
for transformer_idx, (name, _, _, _) in enumerate(
|
727 |
+
self._iter(
|
728 |
+
fitted=True,
|
729 |
+
column_as_labels=False,
|
730 |
+
skip_drop=True,
|
731 |
+
skip_empty_columns=True,
|
732 |
+
)
|
733 |
+
):
|
734 |
+
n_columns = Xs[transformer_idx].shape[1]
|
735 |
+
self.output_indices_[name] = slice(idx, idx + n_columns)
|
736 |
+
idx += n_columns
|
737 |
+
|
738 |
+
# `_iter` only generates transformers that have a non empty
|
739 |
+
# selection. Here we set empty slices for transformers that
|
740 |
+
# generate no output, which are safe for indexing
|
741 |
+
all_names = [t[0] for t in self.transformers] + ["remainder"]
|
742 |
+
for name in all_names:
|
743 |
+
if name not in self.output_indices_:
|
744 |
+
self.output_indices_[name] = slice(0, 0)
|
745 |
+
|
746 |
+
def _log_message(self, name, idx, total):
|
747 |
+
if not self.verbose:
|
748 |
+
return None
|
749 |
+
return "(%d of %d) Processing %s" % (idx, total, name)
|
750 |
+
|
751 |
+
def _call_func_on_transformers(self, X, y, func, column_as_labels, routed_params):
|
752 |
+
"""
|
753 |
+
Private function to fit and/or transform on demand.
|
754 |
+
|
755 |
+
Parameters
|
756 |
+
----------
|
757 |
+
X : {array-like, dataframe} of shape (n_samples, n_features)
|
758 |
+
The data to be used in fit and/or transform.
|
759 |
+
|
760 |
+
y : array-like of shape (n_samples,)
|
761 |
+
Targets.
|
762 |
+
|
763 |
+
func : callable
|
764 |
+
Function to call, which can be _fit_transform_one or
|
765 |
+
_transform_one.
|
766 |
+
|
767 |
+
column_as_labels : bool
|
768 |
+
Used to iterate through transformers. If True, columns are returned
|
769 |
+
as strings. If False, columns are returned as they were given by
|
770 |
+
the user. Can be True only if the ``ColumnTransformer`` is already
|
771 |
+
fitted.
|
772 |
+
|
773 |
+
routed_params : dict
|
774 |
+
The routed parameters as the output from ``process_routing``.
|
775 |
+
|
776 |
+
Returns
|
777 |
+
-------
|
778 |
+
Return value (transformers and/or transformed X data) depends
|
779 |
+
on the passed function.
|
780 |
+
"""
|
781 |
+
if func is _fit_transform_one:
|
782 |
+
fitted = False
|
783 |
+
else: # func is _transform_one
|
784 |
+
fitted = True
|
785 |
+
|
786 |
+
transformers = list(
|
787 |
+
self._iter(
|
788 |
+
fitted=fitted,
|
789 |
+
column_as_labels=column_as_labels,
|
790 |
+
skip_drop=True,
|
791 |
+
skip_empty_columns=True,
|
792 |
+
)
|
793 |
+
)
|
794 |
+
try:
|
795 |
+
jobs = []
|
796 |
+
for idx, (name, trans, column, weight) in enumerate(transformers, start=1):
|
797 |
+
if func is _fit_transform_one:
|
798 |
+
if trans == "passthrough":
|
799 |
+
output_config = _get_output_config("transform", self)
|
800 |
+
trans = FunctionTransformer(
|
801 |
+
accept_sparse=True,
|
802 |
+
check_inverse=False,
|
803 |
+
feature_names_out="one-to-one",
|
804 |
+
).set_output(transform=output_config["dense"])
|
805 |
+
|
806 |
+
extra_args = dict(
|
807 |
+
message_clsname="ColumnTransformer",
|
808 |
+
message=self._log_message(name, idx, len(transformers)),
|
809 |
+
)
|
810 |
+
else: # func is _transform_one
|
811 |
+
extra_args = {}
|
812 |
+
jobs.append(
|
813 |
+
delayed(func)(
|
814 |
+
transformer=clone(trans) if not fitted else trans,
|
815 |
+
X=_safe_indexing(X, column, axis=1),
|
816 |
+
y=y,
|
817 |
+
weight=weight,
|
818 |
+
**extra_args,
|
819 |
+
params=routed_params[name],
|
820 |
+
)
|
821 |
+
)
|
822 |
+
|
823 |
+
return Parallel(n_jobs=self.n_jobs)(jobs)
|
824 |
+
|
825 |
+
except ValueError as e:
|
826 |
+
if "Expected 2D array, got 1D array instead" in str(e):
|
827 |
+
raise ValueError(_ERR_MSG_1DCOLUMN) from e
|
828 |
+
else:
|
829 |
+
raise
|
830 |
+
|
831 |
+
def fit(self, X, y=None, **params):
|
832 |
+
"""Fit all transformers using X.
|
833 |
+
|
834 |
+
Parameters
|
835 |
+
----------
|
836 |
+
X : {array-like, dataframe} of shape (n_samples, n_features)
|
837 |
+
Input data, of which specified subsets are used to fit the
|
838 |
+
transformers.
|
839 |
+
|
840 |
+
y : array-like of shape (n_samples,...), default=None
|
841 |
+
Targets for supervised learning.
|
842 |
+
|
843 |
+
**params : dict, default=None
|
844 |
+
Parameters to be passed to the underlying transformers' ``fit`` and
|
845 |
+
``transform`` methods.
|
846 |
+
|
847 |
+
You can only pass this if metadata routing is enabled, which you
|
848 |
+
can enable using ``sklearn.set_config(enable_metadata_routing=True)``.
|
849 |
+
|
850 |
+
.. versionadded:: 1.4
|
851 |
+
|
852 |
+
Returns
|
853 |
+
-------
|
854 |
+
self : ColumnTransformer
|
855 |
+
This estimator.
|
856 |
+
"""
|
857 |
+
_raise_for_params(params, self, "fit")
|
858 |
+
# we use fit_transform to make sure to set sparse_output_ (for which we
|
859 |
+
# need the transformed data) to have consistent output type in predict
|
860 |
+
self.fit_transform(X, y=y, **params)
|
861 |
+
return self
|
862 |
+
|
863 |
+
@_fit_context(
|
864 |
+
# estimators in ColumnTransformer.transformers are not validated yet
|
865 |
+
prefer_skip_nested_validation=False
|
866 |
+
)
|
867 |
+
def fit_transform(self, X, y=None, **params):
|
868 |
+
"""Fit all transformers, transform the data and concatenate results.
|
869 |
+
|
870 |
+
Parameters
|
871 |
+
----------
|
872 |
+
X : {array-like, dataframe} of shape (n_samples, n_features)
|
873 |
+
Input data, of which specified subsets are used to fit the
|
874 |
+
transformers.
|
875 |
+
|
876 |
+
y : array-like of shape (n_samples,), default=None
|
877 |
+
Targets for supervised learning.
|
878 |
+
|
879 |
+
**params : dict, default=None
|
880 |
+
Parameters to be passed to the underlying transformers' ``fit`` and
|
881 |
+
``transform`` methods.
|
882 |
+
|
883 |
+
You can only pass this if metadata routing is enabled, which you
|
884 |
+
can enable using ``sklearn.set_config(enable_metadata_routing=True)``.
|
885 |
+
|
886 |
+
.. versionadded:: 1.4
|
887 |
+
|
888 |
+
Returns
|
889 |
+
-------
|
890 |
+
X_t : {array-like, sparse matrix} of \
|
891 |
+
shape (n_samples, sum_n_components)
|
892 |
+
Horizontally stacked results of transformers. sum_n_components is the
|
893 |
+
sum of n_components (output dimension) over transformers. If
|
894 |
+
any result is a sparse matrix, everything will be converted to
|
895 |
+
sparse matrices.
|
896 |
+
"""
|
897 |
+
_raise_for_params(params, self, "fit_transform")
|
898 |
+
self._check_feature_names(X, reset=True)
|
899 |
+
|
900 |
+
X = _check_X(X)
|
901 |
+
# set n_features_in_ attribute
|
902 |
+
self._check_n_features(X, reset=True)
|
903 |
+
self._validate_transformers()
|
904 |
+
n_samples = _num_samples(X)
|
905 |
+
|
906 |
+
self._validate_column_callables(X)
|
907 |
+
self._validate_remainder(X)
|
908 |
+
|
909 |
+
if _routing_enabled():
|
910 |
+
routed_params = process_routing(self, "fit_transform", **params)
|
911 |
+
else:
|
912 |
+
routed_params = self._get_empty_routing()
|
913 |
+
|
914 |
+
result = self._call_func_on_transformers(
|
915 |
+
X,
|
916 |
+
y,
|
917 |
+
_fit_transform_one,
|
918 |
+
column_as_labels=False,
|
919 |
+
routed_params=routed_params,
|
920 |
+
)
|
921 |
+
|
922 |
+
if not result:
|
923 |
+
self._update_fitted_transformers([])
|
924 |
+
# All transformers are None
|
925 |
+
return np.zeros((n_samples, 0))
|
926 |
+
|
927 |
+
Xs, transformers = zip(*result)
|
928 |
+
|
929 |
+
# determine if concatenated output will be sparse or not
|
930 |
+
if any(sparse.issparse(X) for X in Xs):
|
931 |
+
nnz = sum(X.nnz if sparse.issparse(X) else X.size for X in Xs)
|
932 |
+
total = sum(
|
933 |
+
X.shape[0] * X.shape[1] if sparse.issparse(X) else X.size for X in Xs
|
934 |
+
)
|
935 |
+
density = nnz / total
|
936 |
+
self.sparse_output_ = density < self.sparse_threshold
|
937 |
+
else:
|
938 |
+
self.sparse_output_ = False
|
939 |
+
|
940 |
+
self._update_fitted_transformers(transformers)
|
941 |
+
self._validate_output(Xs)
|
942 |
+
self._record_output_indices(Xs)
|
943 |
+
|
944 |
+
return self._hstack(list(Xs), n_samples=n_samples)
|
945 |
+
|
946 |
+
def transform(self, X, **params):
|
947 |
+
"""Transform X separately by each transformer, concatenate results.
|
948 |
+
|
949 |
+
Parameters
|
950 |
+
----------
|
951 |
+
X : {array-like, dataframe} of shape (n_samples, n_features)
|
952 |
+
The data to be transformed by subset.
|
953 |
+
|
954 |
+
**params : dict, default=None
|
955 |
+
Parameters to be passed to the underlying transformers' ``transform``
|
956 |
+
method.
|
957 |
+
|
958 |
+
You can only pass this if metadata routing is enabled, which you
|
959 |
+
can enable using ``sklearn.set_config(enable_metadata_routing=True)``.
|
960 |
+
|
961 |
+
.. versionadded:: 1.4
|
962 |
+
|
963 |
+
Returns
|
964 |
+
-------
|
965 |
+
X_t : {array-like, sparse matrix} of \
|
966 |
+
shape (n_samples, sum_n_components)
|
967 |
+
Horizontally stacked results of transformers. sum_n_components is the
|
968 |
+
sum of n_components (output dimension) over transformers. If
|
969 |
+
any result is a sparse matrix, everything will be converted to
|
970 |
+
sparse matrices.
|
971 |
+
"""
|
972 |
+
_raise_for_params(params, self, "transform")
|
973 |
+
check_is_fitted(self)
|
974 |
+
X = _check_X(X)
|
975 |
+
|
976 |
+
# If ColumnTransformer is fit using a dataframe, and now a dataframe is
|
977 |
+
# passed to be transformed, we select columns by name instead. This
|
978 |
+
# enables the user to pass X at transform time with extra columns which
|
979 |
+
# were not present in fit time, and the order of the columns doesn't
|
980 |
+
# matter.
|
981 |
+
fit_dataframe_and_transform_dataframe = hasattr(self, "feature_names_in_") and (
|
982 |
+
_is_pandas_df(X) or hasattr(X, "__dataframe__")
|
983 |
+
)
|
984 |
+
|
985 |
+
n_samples = _num_samples(X)
|
986 |
+
column_names = _get_feature_names(X)
|
987 |
+
|
988 |
+
if fit_dataframe_and_transform_dataframe:
|
989 |
+
named_transformers = self.named_transformers_
|
990 |
+
# check that all names seen in fit are in transform, unless
|
991 |
+
# they were dropped
|
992 |
+
non_dropped_indices = [
|
993 |
+
ind
|
994 |
+
for name, ind in self._transformer_to_input_indices.items()
|
995 |
+
if name in named_transformers and named_transformers[name] != "drop"
|
996 |
+
]
|
997 |
+
|
998 |
+
all_indices = set(chain(*non_dropped_indices))
|
999 |
+
all_names = set(self.feature_names_in_[ind] for ind in all_indices)
|
1000 |
+
|
1001 |
+
diff = all_names - set(column_names)
|
1002 |
+
if diff:
|
1003 |
+
raise ValueError(f"columns are missing: {diff}")
|
1004 |
+
else:
|
1005 |
+
# ndarray was used for fitting or transforming, thus we only
|
1006 |
+
# check that n_features_in_ is consistent
|
1007 |
+
self._check_n_features(X, reset=False)
|
1008 |
+
|
1009 |
+
if _routing_enabled():
|
1010 |
+
routed_params = process_routing(self, "transform", **params)
|
1011 |
+
else:
|
1012 |
+
routed_params = self._get_empty_routing()
|
1013 |
+
|
1014 |
+
Xs = self._call_func_on_transformers(
|
1015 |
+
X,
|
1016 |
+
None,
|
1017 |
+
_transform_one,
|
1018 |
+
column_as_labels=fit_dataframe_and_transform_dataframe,
|
1019 |
+
routed_params=routed_params,
|
1020 |
+
)
|
1021 |
+
self._validate_output(Xs)
|
1022 |
+
|
1023 |
+
if not Xs:
|
1024 |
+
# All transformers are None
|
1025 |
+
return np.zeros((n_samples, 0))
|
1026 |
+
|
1027 |
+
return self._hstack(list(Xs), n_samples=n_samples)
|
1028 |
+
|
1029 |
+
def _hstack(self, Xs, *, n_samples):
|
1030 |
+
"""Stacks Xs horizontally.
|
1031 |
+
|
1032 |
+
This allows subclasses to control the stacking behavior, while reusing
|
1033 |
+
everything else from ColumnTransformer.
|
1034 |
+
|
1035 |
+
Parameters
|
1036 |
+
----------
|
1037 |
+
Xs : list of {array-like, sparse matrix, dataframe}
|
1038 |
+
The container to concatenate.
|
1039 |
+
n_samples : int
|
1040 |
+
The number of samples in the input data to checking the transformation
|
1041 |
+
consistency.
|
1042 |
+
"""
|
1043 |
+
if self.sparse_output_:
|
1044 |
+
try:
|
1045 |
+
# since all columns should be numeric before stacking them
|
1046 |
+
# in a sparse matrix, `check_array` is used for the
|
1047 |
+
# dtype conversion if necessary.
|
1048 |
+
converted_Xs = [
|
1049 |
+
check_array(X, accept_sparse=True, force_all_finite=False)
|
1050 |
+
for X in Xs
|
1051 |
+
]
|
1052 |
+
except ValueError as e:
|
1053 |
+
raise ValueError(
|
1054 |
+
"For a sparse output, all columns should "
|
1055 |
+
"be a numeric or convertible to a numeric."
|
1056 |
+
) from e
|
1057 |
+
|
1058 |
+
return sparse.hstack(converted_Xs).tocsr()
|
1059 |
+
else:
|
1060 |
+
Xs = [f.toarray() if sparse.issparse(f) else f for f in Xs]
|
1061 |
+
adapter = _get_container_adapter("transform", self)
|
1062 |
+
if adapter and all(adapter.is_supported_container(X) for X in Xs):
|
1063 |
+
# rename before stacking as it avoids to error on temporary duplicated
|
1064 |
+
# columns
|
1065 |
+
transformer_names = [
|
1066 |
+
t[0]
|
1067 |
+
for t in self._iter(
|
1068 |
+
fitted=True,
|
1069 |
+
column_as_labels=False,
|
1070 |
+
skip_drop=True,
|
1071 |
+
skip_empty_columns=True,
|
1072 |
+
)
|
1073 |
+
]
|
1074 |
+
feature_names_outs = [X.columns for X in Xs if X.shape[1] != 0]
|
1075 |
+
if self.verbose_feature_names_out:
|
1076 |
+
# `_add_prefix_for_feature_names_out` takes care about raising
|
1077 |
+
# an error if there are duplicated columns.
|
1078 |
+
feature_names_outs = self._add_prefix_for_feature_names_out(
|
1079 |
+
list(zip(transformer_names, feature_names_outs))
|
1080 |
+
)
|
1081 |
+
else:
|
1082 |
+
# check for duplicated columns and raise if any
|
1083 |
+
feature_names_outs = list(chain.from_iterable(feature_names_outs))
|
1084 |
+
feature_names_count = Counter(feature_names_outs)
|
1085 |
+
if any(count > 1 for count in feature_names_count.values()):
|
1086 |
+
duplicated_feature_names = sorted(
|
1087 |
+
name
|
1088 |
+
for name, count in feature_names_count.items()
|
1089 |
+
if count > 1
|
1090 |
+
)
|
1091 |
+
err_msg = (
|
1092 |
+
"Duplicated feature names found before concatenating the"
|
1093 |
+
" outputs of the transformers:"
|
1094 |
+
f" {duplicated_feature_names}.\n"
|
1095 |
+
)
|
1096 |
+
for transformer_name, X in zip(transformer_names, Xs):
|
1097 |
+
if X.shape[1] == 0:
|
1098 |
+
continue
|
1099 |
+
dup_cols_in_transformer = sorted(
|
1100 |
+
set(X.columns).intersection(duplicated_feature_names)
|
1101 |
+
)
|
1102 |
+
if len(dup_cols_in_transformer):
|
1103 |
+
err_msg += (
|
1104 |
+
f"Transformer {transformer_name} has conflicting "
|
1105 |
+
f"columns names: {dup_cols_in_transformer}.\n"
|
1106 |
+
)
|
1107 |
+
raise ValueError(
|
1108 |
+
err_msg
|
1109 |
+
+ "Either make sure that the transformers named above "
|
1110 |
+
"do not generate columns with conflicting names or set "
|
1111 |
+
"verbose_feature_names_out=True to automatically "
|
1112 |
+
"prefix to the output feature names with the name "
|
1113 |
+
"of the transformer to prevent any conflicting "
|
1114 |
+
"names."
|
1115 |
+
)
|
1116 |
+
|
1117 |
+
names_idx = 0
|
1118 |
+
for X in Xs:
|
1119 |
+
if X.shape[1] == 0:
|
1120 |
+
continue
|
1121 |
+
names_out = feature_names_outs[names_idx : names_idx + X.shape[1]]
|
1122 |
+
adapter.rename_columns(X, names_out)
|
1123 |
+
names_idx += X.shape[1]
|
1124 |
+
|
1125 |
+
output = adapter.hstack(Xs)
|
1126 |
+
output_samples = output.shape[0]
|
1127 |
+
if output_samples != n_samples:
|
1128 |
+
raise ValueError(
|
1129 |
+
"Concatenating DataFrames from the transformer's output lead to"
|
1130 |
+
" an inconsistent number of samples. The output may have Pandas"
|
1131 |
+
" Indexes that do not match, or that transformers are returning"
|
1132 |
+
" number of samples which are not the same as the number input"
|
1133 |
+
" samples."
|
1134 |
+
)
|
1135 |
+
|
1136 |
+
return output
|
1137 |
+
|
1138 |
+
return np.hstack(Xs)
|
1139 |
+
|
1140 |
+
def _sk_visual_block_(self):
|
1141 |
+
if isinstance(self.remainder, str) and self.remainder == "drop":
|
1142 |
+
transformers = self.transformers
|
1143 |
+
elif hasattr(self, "_remainder"):
|
1144 |
+
remainder_columns = self._remainder[2]
|
1145 |
+
if (
|
1146 |
+
hasattr(self, "feature_names_in_")
|
1147 |
+
and remainder_columns
|
1148 |
+
and not all(isinstance(col, str) for col in remainder_columns)
|
1149 |
+
):
|
1150 |
+
remainder_columns = self.feature_names_in_[remainder_columns].tolist()
|
1151 |
+
transformers = chain(
|
1152 |
+
self.transformers, [("remainder", self.remainder, remainder_columns)]
|
1153 |
+
)
|
1154 |
+
else:
|
1155 |
+
transformers = chain(self.transformers, [("remainder", self.remainder, "")])
|
1156 |
+
|
1157 |
+
names, transformers, name_details = zip(*transformers)
|
1158 |
+
return _VisualBlock(
|
1159 |
+
"parallel", transformers, names=names, name_details=name_details
|
1160 |
+
)
|
1161 |
+
|
1162 |
+
def _get_empty_routing(self):
|
1163 |
+
"""Return empty routing.
|
1164 |
+
|
1165 |
+
Used while routing can be disabled.
|
1166 |
+
|
1167 |
+
TODO: Remove when ``set_config(enable_metadata_routing=False)`` is no
|
1168 |
+
more an option.
|
1169 |
+
"""
|
1170 |
+
return Bunch(
|
1171 |
+
**{
|
1172 |
+
name: Bunch(**{method: {} for method in METHODS})
|
1173 |
+
for name, step, _, _ in self._iter(
|
1174 |
+
fitted=False,
|
1175 |
+
column_as_labels=False,
|
1176 |
+
skip_drop=True,
|
1177 |
+
skip_empty_columns=True,
|
1178 |
+
)
|
1179 |
+
}
|
1180 |
+
)
|
1181 |
+
|
1182 |
+
def get_metadata_routing(self):
|
1183 |
+
"""Get metadata routing of this object.
|
1184 |
+
|
1185 |
+
Please check :ref:`User Guide <metadata_routing>` on how the routing
|
1186 |
+
mechanism works.
|
1187 |
+
|
1188 |
+
.. versionadded:: 1.4
|
1189 |
+
|
1190 |
+
Returns
|
1191 |
+
-------
|
1192 |
+
routing : MetadataRouter
|
1193 |
+
A :class:`~sklearn.utils.metadata_routing.MetadataRouter` encapsulating
|
1194 |
+
routing information.
|
1195 |
+
"""
|
1196 |
+
router = MetadataRouter(owner=self.__class__.__name__)
|
1197 |
+
# Here we don't care about which columns are used for which
|
1198 |
+
# transformers, and whether or not a transformer is used at all, which
|
1199 |
+
# might happen if no columns are selected for that transformer. We
|
1200 |
+
# request all metadata requested by all transformers.
|
1201 |
+
transformers = chain(self.transformers, [("remainder", self.remainder, None)])
|
1202 |
+
for name, step, _ in transformers:
|
1203 |
+
method_mapping = MethodMapping()
|
1204 |
+
if hasattr(step, "fit_transform"):
|
1205 |
+
(
|
1206 |
+
method_mapping.add(caller="fit", callee="fit_transform").add(
|
1207 |
+
caller="fit_transform", callee="fit_transform"
|
1208 |
+
)
|
1209 |
+
)
|
1210 |
+
else:
|
1211 |
+
(
|
1212 |
+
method_mapping.add(caller="fit", callee="fit")
|
1213 |
+
.add(caller="fit", callee="transform")
|
1214 |
+
.add(caller="fit_transform", callee="fit")
|
1215 |
+
.add(caller="fit_transform", callee="transform")
|
1216 |
+
)
|
1217 |
+
method_mapping.add(caller="transform", callee="transform")
|
1218 |
+
router.add(method_mapping=method_mapping, **{name: step})
|
1219 |
+
|
1220 |
+
return router
|
1221 |
+
|
1222 |
+
|
1223 |
+
def _check_X(X):
|
1224 |
+
"""Use check_array only when necessary, e.g. on lists and other non-array-likes."""
|
1225 |
+
if hasattr(X, "__array__") or hasattr(X, "__dataframe__") or sparse.issparse(X):
|
1226 |
+
return X
|
1227 |
+
return check_array(X, force_all_finite="allow-nan", dtype=object)
|
1228 |
+
|
1229 |
+
|
1230 |
+
def _is_empty_column_selection(column):
|
1231 |
+
"""
|
1232 |
+
Return True if the column selection is empty (empty list or all-False
|
1233 |
+
boolean array).
|
1234 |
+
|
1235 |
+
"""
|
1236 |
+
if hasattr(column, "dtype") and np.issubdtype(column.dtype, np.bool_):
|
1237 |
+
return not column.any()
|
1238 |
+
elif hasattr(column, "__len__"):
|
1239 |
+
return (
|
1240 |
+
len(column) == 0
|
1241 |
+
or all(isinstance(col, bool) for col in column)
|
1242 |
+
and not any(column)
|
1243 |
+
)
|
1244 |
+
else:
|
1245 |
+
return False
|
1246 |
+
|
1247 |
+
|
1248 |
+
def _get_transformer_list(estimators):
|
1249 |
+
"""
|
1250 |
+
Construct (name, trans, column) tuples from list
|
1251 |
+
|
1252 |
+
"""
|
1253 |
+
transformers, columns = zip(*estimators)
|
1254 |
+
names, _ = zip(*_name_estimators(transformers))
|
1255 |
+
|
1256 |
+
transformer_list = list(zip(names, transformers, columns))
|
1257 |
+
return transformer_list
|
1258 |
+
|
1259 |
+
|
1260 |
+
# This function is not validated using validate_params because
|
1261 |
+
# it's just a factory for ColumnTransformer.
|
1262 |
+
def make_column_transformer(
|
1263 |
+
*transformers,
|
1264 |
+
remainder="drop",
|
1265 |
+
sparse_threshold=0.3,
|
1266 |
+
n_jobs=None,
|
1267 |
+
verbose=False,
|
1268 |
+
verbose_feature_names_out=True,
|
1269 |
+
):
|
1270 |
+
"""Construct a ColumnTransformer from the given transformers.
|
1271 |
+
|
1272 |
+
This is a shorthand for the ColumnTransformer constructor; it does not
|
1273 |
+
require, and does not permit, naming the transformers. Instead, they will
|
1274 |
+
be given names automatically based on their types. It also does not allow
|
1275 |
+
weighting with ``transformer_weights``.
|
1276 |
+
|
1277 |
+
Read more in the :ref:`User Guide <make_column_transformer>`.
|
1278 |
+
|
1279 |
+
Parameters
|
1280 |
+
----------
|
1281 |
+
*transformers : tuples
|
1282 |
+
Tuples of the form (transformer, columns) specifying the
|
1283 |
+
transformer objects to be applied to subsets of the data.
|
1284 |
+
|
1285 |
+
transformer : {'drop', 'passthrough'} or estimator
|
1286 |
+
Estimator must support :term:`fit` and :term:`transform`.
|
1287 |
+
Special-cased strings 'drop' and 'passthrough' are accepted as
|
1288 |
+
well, to indicate to drop the columns or to pass them through
|
1289 |
+
untransformed, respectively.
|
1290 |
+
columns : str, array-like of str, int, array-like of int, slice, \
|
1291 |
+
array-like of bool or callable
|
1292 |
+
Indexes the data on its second axis. Integers are interpreted as
|
1293 |
+
positional columns, while strings can reference DataFrame columns
|
1294 |
+
by name. A scalar string or int should be used where
|
1295 |
+
``transformer`` expects X to be a 1d array-like (vector),
|
1296 |
+
otherwise a 2d array will be passed to the transformer.
|
1297 |
+
A callable is passed the input data `X` and can return any of the
|
1298 |
+
above. To select multiple columns by name or dtype, you can use
|
1299 |
+
:obj:`make_column_selector`.
|
1300 |
+
|
1301 |
+
remainder : {'drop', 'passthrough'} or estimator, default='drop'
|
1302 |
+
By default, only the specified columns in `transformers` are
|
1303 |
+
transformed and combined in the output, and the non-specified
|
1304 |
+
columns are dropped. (default of ``'drop'``).
|
1305 |
+
By specifying ``remainder='passthrough'``, all remaining columns that
|
1306 |
+
were not specified in `transformers` will be automatically passed
|
1307 |
+
through. This subset of columns is concatenated with the output of
|
1308 |
+
the transformers.
|
1309 |
+
By setting ``remainder`` to be an estimator, the remaining
|
1310 |
+
non-specified columns will use the ``remainder`` estimator. The
|
1311 |
+
estimator must support :term:`fit` and :term:`transform`.
|
1312 |
+
|
1313 |
+
sparse_threshold : float, default=0.3
|
1314 |
+
If the transformed output consists of a mix of sparse and dense data,
|
1315 |
+
it will be stacked as a sparse matrix if the density is lower than this
|
1316 |
+
value. Use ``sparse_threshold=0`` to always return dense.
|
1317 |
+
When the transformed output consists of all sparse or all dense data,
|
1318 |
+
the stacked result will be sparse or dense, respectively, and this
|
1319 |
+
keyword will be ignored.
|
1320 |
+
|
1321 |
+
n_jobs : int, default=None
|
1322 |
+
Number of jobs to run in parallel.
|
1323 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
1324 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
1325 |
+
for more details.
|
1326 |
+
|
1327 |
+
verbose : bool, default=False
|
1328 |
+
If True, the time elapsed while fitting each transformer will be
|
1329 |
+
printed as it is completed.
|
1330 |
+
|
1331 |
+
verbose_feature_names_out : bool, default=True
|
1332 |
+
If True, :meth:`ColumnTransformer.get_feature_names_out` will prefix
|
1333 |
+
all feature names with the name of the transformer that generated that
|
1334 |
+
feature.
|
1335 |
+
If False, :meth:`ColumnTransformer.get_feature_names_out` will not
|
1336 |
+
prefix any feature names and will error if feature names are not
|
1337 |
+
unique.
|
1338 |
+
|
1339 |
+
.. versionadded:: 1.0
|
1340 |
+
|
1341 |
+
Returns
|
1342 |
+
-------
|
1343 |
+
ct : ColumnTransformer
|
1344 |
+
Returns a :class:`ColumnTransformer` object.
|
1345 |
+
|
1346 |
+
See Also
|
1347 |
+
--------
|
1348 |
+
ColumnTransformer : Class that allows combining the
|
1349 |
+
outputs of multiple transformer objects used on column subsets
|
1350 |
+
of the data into a single feature space.
|
1351 |
+
|
1352 |
+
Examples
|
1353 |
+
--------
|
1354 |
+
>>> from sklearn.preprocessing import StandardScaler, OneHotEncoder
|
1355 |
+
>>> from sklearn.compose import make_column_transformer
|
1356 |
+
>>> make_column_transformer(
|
1357 |
+
... (StandardScaler(), ['numerical_column']),
|
1358 |
+
... (OneHotEncoder(), ['categorical_column']))
|
1359 |
+
ColumnTransformer(transformers=[('standardscaler', StandardScaler(...),
|
1360 |
+
['numerical_column']),
|
1361 |
+
('onehotencoder', OneHotEncoder(...),
|
1362 |
+
['categorical_column'])])
|
1363 |
+
"""
|
1364 |
+
# transformer_weights keyword is not passed through because the user
|
1365 |
+
# would need to know the automatically generated names of the transformers
|
1366 |
+
transformer_list = _get_transformer_list(transformers)
|
1367 |
+
return ColumnTransformer(
|
1368 |
+
transformer_list,
|
1369 |
+
n_jobs=n_jobs,
|
1370 |
+
remainder=remainder,
|
1371 |
+
sparse_threshold=sparse_threshold,
|
1372 |
+
verbose=verbose,
|
1373 |
+
verbose_feature_names_out=verbose_feature_names_out,
|
1374 |
+
)
|
1375 |
+
|
1376 |
+
|
1377 |
+
class make_column_selector:
|
1378 |
+
"""Create a callable to select columns to be used with
|
1379 |
+
:class:`ColumnTransformer`.
|
1380 |
+
|
1381 |
+
:func:`make_column_selector` can select columns based on datatype or the
|
1382 |
+
columns name with a regex. When using multiple selection criteria, **all**
|
1383 |
+
criteria must match for a column to be selected.
|
1384 |
+
|
1385 |
+
For an example of how to use :func:`make_column_selector` within a
|
1386 |
+
:class:`ColumnTransformer` to select columns based on data type (i.e.
|
1387 |
+
`dtype`), refer to
|
1388 |
+
:ref:`sphx_glr_auto_examples_compose_plot_column_transformer_mixed_types.py`.
|
1389 |
+
|
1390 |
+
Parameters
|
1391 |
+
----------
|
1392 |
+
pattern : str, default=None
|
1393 |
+
Name of columns containing this regex pattern will be included. If
|
1394 |
+
None, column selection will not be selected based on pattern.
|
1395 |
+
|
1396 |
+
dtype_include : column dtype or list of column dtypes, default=None
|
1397 |
+
A selection of dtypes to include. For more details, see
|
1398 |
+
:meth:`pandas.DataFrame.select_dtypes`.
|
1399 |
+
|
1400 |
+
dtype_exclude : column dtype or list of column dtypes, default=None
|
1401 |
+
A selection of dtypes to exclude. For more details, see
|
1402 |
+
:meth:`pandas.DataFrame.select_dtypes`.
|
1403 |
+
|
1404 |
+
Returns
|
1405 |
+
-------
|
1406 |
+
selector : callable
|
1407 |
+
Callable for column selection to be used by a
|
1408 |
+
:class:`ColumnTransformer`.
|
1409 |
+
|
1410 |
+
See Also
|
1411 |
+
--------
|
1412 |
+
ColumnTransformer : Class that allows combining the
|
1413 |
+
outputs of multiple transformer objects used on column subsets
|
1414 |
+
of the data into a single feature space.
|
1415 |
+
|
1416 |
+
Examples
|
1417 |
+
--------
|
1418 |
+
>>> from sklearn.preprocessing import StandardScaler, OneHotEncoder
|
1419 |
+
>>> from sklearn.compose import make_column_transformer
|
1420 |
+
>>> from sklearn.compose import make_column_selector
|
1421 |
+
>>> import numpy as np
|
1422 |
+
>>> import pandas as pd # doctest: +SKIP
|
1423 |
+
>>> X = pd.DataFrame({'city': ['London', 'London', 'Paris', 'Sallisaw'],
|
1424 |
+
... 'rating': [5, 3, 4, 5]}) # doctest: +SKIP
|
1425 |
+
>>> ct = make_column_transformer(
|
1426 |
+
... (StandardScaler(),
|
1427 |
+
... make_column_selector(dtype_include=np.number)), # rating
|
1428 |
+
... (OneHotEncoder(),
|
1429 |
+
... make_column_selector(dtype_include=object))) # city
|
1430 |
+
>>> ct.fit_transform(X) # doctest: +SKIP
|
1431 |
+
array([[ 0.90453403, 1. , 0. , 0. ],
|
1432 |
+
[-1.50755672, 1. , 0. , 0. ],
|
1433 |
+
[-0.30151134, 0. , 1. , 0. ],
|
1434 |
+
[ 0.90453403, 0. , 0. , 1. ]])
|
1435 |
+
"""
|
1436 |
+
|
1437 |
+
def __init__(self, pattern=None, *, dtype_include=None, dtype_exclude=None):
|
1438 |
+
self.pattern = pattern
|
1439 |
+
self.dtype_include = dtype_include
|
1440 |
+
self.dtype_exclude = dtype_exclude
|
1441 |
+
|
1442 |
+
def __call__(self, df):
|
1443 |
+
"""Callable for column selection to be used by a
|
1444 |
+
:class:`ColumnTransformer`.
|
1445 |
+
|
1446 |
+
Parameters
|
1447 |
+
----------
|
1448 |
+
df : dataframe of shape (n_features, n_samples)
|
1449 |
+
DataFrame to select columns from.
|
1450 |
+
"""
|
1451 |
+
if not hasattr(df, "iloc"):
|
1452 |
+
raise ValueError(
|
1453 |
+
"make_column_selector can only be applied to pandas dataframes"
|
1454 |
+
)
|
1455 |
+
df_row = df.iloc[:1]
|
1456 |
+
if self.dtype_include is not None or self.dtype_exclude is not None:
|
1457 |
+
df_row = df_row.select_dtypes(
|
1458 |
+
include=self.dtype_include, exclude=self.dtype_exclude
|
1459 |
+
)
|
1460 |
+
cols = df_row.columns
|
1461 |
+
if self.pattern is not None:
|
1462 |
+
cols = cols[cols.str.contains(self.pattern, regex=True)]
|
1463 |
+
return cols.tolist()
|
venv/lib/python3.10/site-packages/sklearn/compose/_target.py
ADDED
@@ -0,0 +1,342 @@
|
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|
|
|
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|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
# Authors: Andreas Mueller <[email protected]>
|
2 |
+
# Guillaume Lemaitre <[email protected]>
|
3 |
+
# License: BSD 3 clause
|
4 |
+
|
5 |
+
import warnings
|
6 |
+
|
7 |
+
import numpy as np
|
8 |
+
|
9 |
+
from ..base import BaseEstimator, RegressorMixin, _fit_context, clone
|
10 |
+
from ..exceptions import NotFittedError
|
11 |
+
from ..preprocessing import FunctionTransformer
|
12 |
+
from ..utils import _safe_indexing, check_array
|
13 |
+
from ..utils._param_validation import HasMethods
|
14 |
+
from ..utils._tags import _safe_tags
|
15 |
+
from ..utils.metadata_routing import (
|
16 |
+
_raise_for_unsupported_routing,
|
17 |
+
_RoutingNotSupportedMixin,
|
18 |
+
)
|
19 |
+
from ..utils.validation import check_is_fitted
|
20 |
+
|
21 |
+
__all__ = ["TransformedTargetRegressor"]
|
22 |
+
|
23 |
+
|
24 |
+
class TransformedTargetRegressor(
|
25 |
+
_RoutingNotSupportedMixin, RegressorMixin, BaseEstimator
|
26 |
+
):
|
27 |
+
"""Meta-estimator to regress on a transformed target.
|
28 |
+
|
29 |
+
Useful for applying a non-linear transformation to the target `y` in
|
30 |
+
regression problems. This transformation can be given as a Transformer
|
31 |
+
such as the :class:`~sklearn.preprocessing.QuantileTransformer` or as a
|
32 |
+
function and its inverse such as `np.log` and `np.exp`.
|
33 |
+
|
34 |
+
The computation during :meth:`fit` is::
|
35 |
+
|
36 |
+
regressor.fit(X, func(y))
|
37 |
+
|
38 |
+
or::
|
39 |
+
|
40 |
+
regressor.fit(X, transformer.transform(y))
|
41 |
+
|
42 |
+
The computation during :meth:`predict` is::
|
43 |
+
|
44 |
+
inverse_func(regressor.predict(X))
|
45 |
+
|
46 |
+
or::
|
47 |
+
|
48 |
+
transformer.inverse_transform(regressor.predict(X))
|
49 |
+
|
50 |
+
Read more in the :ref:`User Guide <transformed_target_regressor>`.
|
51 |
+
|
52 |
+
.. versionadded:: 0.20
|
53 |
+
|
54 |
+
Parameters
|
55 |
+
----------
|
56 |
+
regressor : object, default=None
|
57 |
+
Regressor object such as derived from
|
58 |
+
:class:`~sklearn.base.RegressorMixin`. This regressor will
|
59 |
+
automatically be cloned each time prior to fitting. If `regressor is
|
60 |
+
None`, :class:`~sklearn.linear_model.LinearRegression` is created and used.
|
61 |
+
|
62 |
+
transformer : object, default=None
|
63 |
+
Estimator object such as derived from
|
64 |
+
:class:`~sklearn.base.TransformerMixin`. Cannot be set at the same time
|
65 |
+
as `func` and `inverse_func`. If `transformer is None` as well as
|
66 |
+
`func` and `inverse_func`, the transformer will be an identity
|
67 |
+
transformer. Note that the transformer will be cloned during fitting.
|
68 |
+
Also, the transformer is restricting `y` to be a numpy array.
|
69 |
+
|
70 |
+
func : function, default=None
|
71 |
+
Function to apply to `y` before passing to :meth:`fit`. Cannot be set
|
72 |
+
at the same time as `transformer`. The function needs to return a
|
73 |
+
2-dimensional array. If `func is None`, the function used will be the
|
74 |
+
identity function.
|
75 |
+
|
76 |
+
inverse_func : function, default=None
|
77 |
+
Function to apply to the prediction of the regressor. Cannot be set at
|
78 |
+
the same time as `transformer`. The function needs to return a
|
79 |
+
2-dimensional array. The inverse function is used to return
|
80 |
+
predictions to the same space of the original training labels.
|
81 |
+
|
82 |
+
check_inverse : bool, default=True
|
83 |
+
Whether to check that `transform` followed by `inverse_transform`
|
84 |
+
or `func` followed by `inverse_func` leads to the original targets.
|
85 |
+
|
86 |
+
Attributes
|
87 |
+
----------
|
88 |
+
regressor_ : object
|
89 |
+
Fitted regressor.
|
90 |
+
|
91 |
+
transformer_ : object
|
92 |
+
Transformer used in :meth:`fit` and :meth:`predict`.
|
93 |
+
|
94 |
+
n_features_in_ : int
|
95 |
+
Number of features seen during :term:`fit`. Only defined if the
|
96 |
+
underlying regressor exposes such an attribute when fit.
|
97 |
+
|
98 |
+
.. versionadded:: 0.24
|
99 |
+
|
100 |
+
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
101 |
+
Names of features seen during :term:`fit`. Defined only when `X`
|
102 |
+
has feature names that are all strings.
|
103 |
+
|
104 |
+
.. versionadded:: 1.0
|
105 |
+
|
106 |
+
See Also
|
107 |
+
--------
|
108 |
+
sklearn.preprocessing.FunctionTransformer : Construct a transformer from an
|
109 |
+
arbitrary callable.
|
110 |
+
|
111 |
+
Notes
|
112 |
+
-----
|
113 |
+
Internally, the target `y` is always converted into a 2-dimensional array
|
114 |
+
to be used by scikit-learn transformers. At the time of prediction, the
|
115 |
+
output will be reshaped to a have the same number of dimensions as `y`.
|
116 |
+
|
117 |
+
Examples
|
118 |
+
--------
|
119 |
+
>>> import numpy as np
|
120 |
+
>>> from sklearn.linear_model import LinearRegression
|
121 |
+
>>> from sklearn.compose import TransformedTargetRegressor
|
122 |
+
>>> tt = TransformedTargetRegressor(regressor=LinearRegression(),
|
123 |
+
... func=np.log, inverse_func=np.exp)
|
124 |
+
>>> X = np.arange(4).reshape(-1, 1)
|
125 |
+
>>> y = np.exp(2 * X).ravel()
|
126 |
+
>>> tt.fit(X, y)
|
127 |
+
TransformedTargetRegressor(...)
|
128 |
+
>>> tt.score(X, y)
|
129 |
+
1.0
|
130 |
+
>>> tt.regressor_.coef_
|
131 |
+
array([2.])
|
132 |
+
|
133 |
+
For a more detailed example use case refer to
|
134 |
+
:ref:`sphx_glr_auto_examples_compose_plot_transformed_target.py`.
|
135 |
+
"""
|
136 |
+
|
137 |
+
_parameter_constraints: dict = {
|
138 |
+
"regressor": [HasMethods(["fit", "predict"]), None],
|
139 |
+
"transformer": [HasMethods("transform"), None],
|
140 |
+
"func": [callable, None],
|
141 |
+
"inverse_func": [callable, None],
|
142 |
+
"check_inverse": ["boolean"],
|
143 |
+
}
|
144 |
+
|
145 |
+
def __init__(
|
146 |
+
self,
|
147 |
+
regressor=None,
|
148 |
+
*,
|
149 |
+
transformer=None,
|
150 |
+
func=None,
|
151 |
+
inverse_func=None,
|
152 |
+
check_inverse=True,
|
153 |
+
):
|
154 |
+
self.regressor = regressor
|
155 |
+
self.transformer = transformer
|
156 |
+
self.func = func
|
157 |
+
self.inverse_func = inverse_func
|
158 |
+
self.check_inverse = check_inverse
|
159 |
+
|
160 |
+
def _fit_transformer(self, y):
|
161 |
+
"""Check transformer and fit transformer.
|
162 |
+
|
163 |
+
Create the default transformer, fit it and make additional inverse
|
164 |
+
check on a subset (optional).
|
165 |
+
|
166 |
+
"""
|
167 |
+
if self.transformer is not None and (
|
168 |
+
self.func is not None or self.inverse_func is not None
|
169 |
+
):
|
170 |
+
raise ValueError(
|
171 |
+
"'transformer' and functions 'func'/'inverse_func' cannot both be set."
|
172 |
+
)
|
173 |
+
elif self.transformer is not None:
|
174 |
+
self.transformer_ = clone(self.transformer)
|
175 |
+
else:
|
176 |
+
if self.func is not None and self.inverse_func is None:
|
177 |
+
raise ValueError(
|
178 |
+
"When 'func' is provided, 'inverse_func' must also be provided"
|
179 |
+
)
|
180 |
+
self.transformer_ = FunctionTransformer(
|
181 |
+
func=self.func,
|
182 |
+
inverse_func=self.inverse_func,
|
183 |
+
validate=True,
|
184 |
+
check_inverse=self.check_inverse,
|
185 |
+
)
|
186 |
+
# XXX: sample_weight is not currently passed to the
|
187 |
+
# transformer. However, if transformer starts using sample_weight, the
|
188 |
+
# code should be modified accordingly. At the time to consider the
|
189 |
+
# sample_prop feature, it is also a good use case to be considered.
|
190 |
+
self.transformer_.fit(y)
|
191 |
+
if self.check_inverse:
|
192 |
+
idx_selected = slice(None, None, max(1, y.shape[0] // 10))
|
193 |
+
y_sel = _safe_indexing(y, idx_selected)
|
194 |
+
y_sel_t = self.transformer_.transform(y_sel)
|
195 |
+
if not np.allclose(y_sel, self.transformer_.inverse_transform(y_sel_t)):
|
196 |
+
warnings.warn(
|
197 |
+
(
|
198 |
+
"The provided functions or transformer are"
|
199 |
+
" not strictly inverse of each other. If"
|
200 |
+
" you are sure you want to proceed regardless"
|
201 |
+
", set 'check_inverse=False'"
|
202 |
+
),
|
203 |
+
UserWarning,
|
204 |
+
)
|
205 |
+
|
206 |
+
@_fit_context(
|
207 |
+
# TransformedTargetRegressor.regressor/transformer are not validated yet.
|
208 |
+
prefer_skip_nested_validation=False
|
209 |
+
)
|
210 |
+
def fit(self, X, y, **fit_params):
|
211 |
+
"""Fit the model according to the given training data.
|
212 |
+
|
213 |
+
Parameters
|
214 |
+
----------
|
215 |
+
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
216 |
+
Training vector, where `n_samples` is the number of samples and
|
217 |
+
`n_features` is the number of features.
|
218 |
+
|
219 |
+
y : array-like of shape (n_samples,)
|
220 |
+
Target values.
|
221 |
+
|
222 |
+
**fit_params : dict
|
223 |
+
Parameters passed to the `fit` method of the underlying
|
224 |
+
regressor.
|
225 |
+
|
226 |
+
Returns
|
227 |
+
-------
|
228 |
+
self : object
|
229 |
+
Fitted estimator.
|
230 |
+
"""
|
231 |
+
_raise_for_unsupported_routing(self, "fit", **fit_params)
|
232 |
+
if y is None:
|
233 |
+
raise ValueError(
|
234 |
+
f"This {self.__class__.__name__} estimator "
|
235 |
+
"requires y to be passed, but the target y is None."
|
236 |
+
)
|
237 |
+
y = check_array(
|
238 |
+
y,
|
239 |
+
input_name="y",
|
240 |
+
accept_sparse=False,
|
241 |
+
force_all_finite=True,
|
242 |
+
ensure_2d=False,
|
243 |
+
dtype="numeric",
|
244 |
+
allow_nd=True,
|
245 |
+
)
|
246 |
+
|
247 |
+
# store the number of dimension of the target to predict an array of
|
248 |
+
# similar shape at predict
|
249 |
+
self._training_dim = y.ndim
|
250 |
+
|
251 |
+
# transformers are designed to modify X which is 2d dimensional, we
|
252 |
+
# need to modify y accordingly.
|
253 |
+
if y.ndim == 1:
|
254 |
+
y_2d = y.reshape(-1, 1)
|
255 |
+
else:
|
256 |
+
y_2d = y
|
257 |
+
self._fit_transformer(y_2d)
|
258 |
+
|
259 |
+
# transform y and convert back to 1d array if needed
|
260 |
+
y_trans = self.transformer_.transform(y_2d)
|
261 |
+
# FIXME: a FunctionTransformer can return a 1D array even when validate
|
262 |
+
# is set to True. Therefore, we need to check the number of dimension
|
263 |
+
# first.
|
264 |
+
if y_trans.ndim == 2 and y_trans.shape[1] == 1:
|
265 |
+
y_trans = y_trans.squeeze(axis=1)
|
266 |
+
|
267 |
+
if self.regressor is None:
|
268 |
+
from ..linear_model import LinearRegression
|
269 |
+
|
270 |
+
self.regressor_ = LinearRegression()
|
271 |
+
else:
|
272 |
+
self.regressor_ = clone(self.regressor)
|
273 |
+
|
274 |
+
self.regressor_.fit(X, y_trans, **fit_params)
|
275 |
+
|
276 |
+
if hasattr(self.regressor_, "feature_names_in_"):
|
277 |
+
self.feature_names_in_ = self.regressor_.feature_names_in_
|
278 |
+
|
279 |
+
return self
|
280 |
+
|
281 |
+
def predict(self, X, **predict_params):
|
282 |
+
"""Predict using the base regressor, applying inverse.
|
283 |
+
|
284 |
+
The regressor is used to predict and the `inverse_func` or
|
285 |
+
`inverse_transform` is applied before returning the prediction.
|
286 |
+
|
287 |
+
Parameters
|
288 |
+
----------
|
289 |
+
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
290 |
+
Samples.
|
291 |
+
|
292 |
+
**predict_params : dict of str -> object
|
293 |
+
Parameters passed to the `predict` method of the underlying
|
294 |
+
regressor.
|
295 |
+
|
296 |
+
Returns
|
297 |
+
-------
|
298 |
+
y_hat : ndarray of shape (n_samples,)
|
299 |
+
Predicted values.
|
300 |
+
"""
|
301 |
+
check_is_fitted(self)
|
302 |
+
pred = self.regressor_.predict(X, **predict_params)
|
303 |
+
if pred.ndim == 1:
|
304 |
+
pred_trans = self.transformer_.inverse_transform(pred.reshape(-1, 1))
|
305 |
+
else:
|
306 |
+
pred_trans = self.transformer_.inverse_transform(pred)
|
307 |
+
if (
|
308 |
+
self._training_dim == 1
|
309 |
+
and pred_trans.ndim == 2
|
310 |
+
and pred_trans.shape[1] == 1
|
311 |
+
):
|
312 |
+
pred_trans = pred_trans.squeeze(axis=1)
|
313 |
+
|
314 |
+
return pred_trans
|
315 |
+
|
316 |
+
def _more_tags(self):
|
317 |
+
regressor = self.regressor
|
318 |
+
if regressor is None:
|
319 |
+
from ..linear_model import LinearRegression
|
320 |
+
|
321 |
+
regressor = LinearRegression()
|
322 |
+
|
323 |
+
return {
|
324 |
+
"poor_score": True,
|
325 |
+
"multioutput": _safe_tags(regressor, key="multioutput"),
|
326 |
+
}
|
327 |
+
|
328 |
+
@property
|
329 |
+
def n_features_in_(self):
|
330 |
+
"""Number of features seen during :term:`fit`."""
|
331 |
+
# For consistency with other estimators we raise a AttributeError so
|
332 |
+
# that hasattr() returns False the estimator isn't fitted.
|
333 |
+
try:
|
334 |
+
check_is_fitted(self)
|
335 |
+
except NotFittedError as nfe:
|
336 |
+
raise AttributeError(
|
337 |
+
"{} object has no n_features_in_ attribute.".format(
|
338 |
+
self.__class__.__name__
|
339 |
+
)
|
340 |
+
) from nfe
|
341 |
+
|
342 |
+
return self.regressor_.n_features_in_
|
venv/lib/python3.10/site-packages/sklearn/externals/__pycache__/_arff.cpython-310.pyc
ADDED
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|
venv/lib/python3.10/site-packages/sklearn/externals/__pycache__/conftest.cpython-310.pyc
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|
venv/lib/python3.10/site-packages/sklearn/externals/_scipy/__init__.py
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venv/lib/python3.10/site-packages/sklearn/externals/_scipy/__pycache__/__init__.cpython-310.pyc
ADDED
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venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/__init__.py
ADDED
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venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/__pycache__/__init__.cpython-310.pyc
ADDED
Binary file (199 Bytes). View file
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venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/csgraph/__init__.py
ADDED
@@ -0,0 +1 @@
|
|
|
|
|
1 |
+
from ._laplacian import laplacian
|
venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/csgraph/__pycache__/__init__.cpython-310.pyc
ADDED
Binary file (251 Bytes). View file
|
|
venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/csgraph/__pycache__/_laplacian.cpython-310.pyc
ADDED
Binary file (16.7 kB). View file
|
|
venv/lib/python3.10/site-packages/sklearn/externals/_scipy/sparse/csgraph/_laplacian.py
ADDED
@@ -0,0 +1,557 @@
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|
|
|
1 |
+
"""
|
2 |
+
This file is a copy of the scipy.sparse.csgraph._laplacian module from SciPy 1.12
|
3 |
+
|
4 |
+
scipy.sparse.csgraph.laplacian supports sparse arrays only starting from Scipy 1.12,
|
5 |
+
see https://github.com/scipy/scipy/pull/19156. This vendored file can be removed as
|
6 |
+
soon as Scipy 1.12 becomes the minimum supported version.
|
7 |
+
|
8 |
+
Laplacian of a compressed-sparse graph
|
9 |
+
"""
|
10 |
+
|
11 |
+
# License: BSD 3 clause
|
12 |
+
|
13 |
+
import numpy as np
|
14 |
+
from scipy.sparse import issparse
|
15 |
+
from scipy.sparse.linalg import LinearOperator
|
16 |
+
|
17 |
+
|
18 |
+
###############################################################################
|
19 |
+
# Graph laplacian
|
20 |
+
def laplacian(
|
21 |
+
csgraph,
|
22 |
+
normed=False,
|
23 |
+
return_diag=False,
|
24 |
+
use_out_degree=False,
|
25 |
+
*,
|
26 |
+
copy=True,
|
27 |
+
form="array",
|
28 |
+
dtype=None,
|
29 |
+
symmetrized=False,
|
30 |
+
):
|
31 |
+
"""
|
32 |
+
Return the Laplacian of a directed graph.
|
33 |
+
|
34 |
+
Parameters
|
35 |
+
----------
|
36 |
+
csgraph : array_like or sparse matrix, 2 dimensions
|
37 |
+
Compressed-sparse graph, with shape (N, N).
|
38 |
+
normed : bool, optional
|
39 |
+
If True, then compute symmetrically normalized Laplacian.
|
40 |
+
Default: False.
|
41 |
+
return_diag : bool, optional
|
42 |
+
If True, then also return an array related to vertex degrees.
|
43 |
+
Default: False.
|
44 |
+
use_out_degree : bool, optional
|
45 |
+
If True, then use out-degree instead of in-degree.
|
46 |
+
This distinction matters only if the graph is asymmetric.
|
47 |
+
Default: False.
|
48 |
+
copy : bool, optional
|
49 |
+
If False, then change `csgraph` in place if possible,
|
50 |
+
avoiding doubling the memory use.
|
51 |
+
Default: True, for backward compatibility.
|
52 |
+
form : 'array', or 'function', or 'lo'
|
53 |
+
Determines the format of the output Laplacian:
|
54 |
+
|
55 |
+
* 'array' is a numpy array;
|
56 |
+
* 'function' is a pointer to evaluating the Laplacian-vector
|
57 |
+
or Laplacian-matrix product;
|
58 |
+
* 'lo' results in the format of the `LinearOperator`.
|
59 |
+
|
60 |
+
Choosing 'function' or 'lo' always avoids doubling
|
61 |
+
the memory use, ignoring `copy` value.
|
62 |
+
Default: 'array', for backward compatibility.
|
63 |
+
dtype : None or one of numeric numpy dtypes, optional
|
64 |
+
The dtype of the output. If ``dtype=None``, the dtype of the
|
65 |
+
output matches the dtype of the input csgraph, except for
|
66 |
+
the case ``normed=True`` and integer-like csgraph, where
|
67 |
+
the output dtype is 'float' allowing accurate normalization,
|
68 |
+
but dramatically increasing the memory use.
|
69 |
+
Default: None, for backward compatibility.
|
70 |
+
symmetrized : bool, optional
|
71 |
+
If True, then the output Laplacian is symmetric/Hermitian.
|
72 |
+
The symmetrization is done by ``csgraph + csgraph.T.conj``
|
73 |
+
without dividing by 2 to preserve integer dtypes if possible
|
74 |
+
prior to the construction of the Laplacian.
|
75 |
+
The symmetrization will increase the memory footprint of
|
76 |
+
sparse matrices unless the sparsity pattern is symmetric or
|
77 |
+
`form` is 'function' or 'lo'.
|
78 |
+
Default: False, for backward compatibility.
|
79 |
+
|
80 |
+
Returns
|
81 |
+
-------
|
82 |
+
lap : ndarray, or sparse matrix, or `LinearOperator`
|
83 |
+
The N x N Laplacian of csgraph. It will be a NumPy array (dense)
|
84 |
+
if the input was dense, or a sparse matrix otherwise, or
|
85 |
+
the format of a function or `LinearOperator` if
|
86 |
+
`form` equals 'function' or 'lo', respectively.
|
87 |
+
diag : ndarray, optional
|
88 |
+
The length-N main diagonal of the Laplacian matrix.
|
89 |
+
For the normalized Laplacian, this is the array of square roots
|
90 |
+
of vertex degrees or 1 if the degree is zero.
|
91 |
+
|
92 |
+
Notes
|
93 |
+
-----
|
94 |
+
The Laplacian matrix of a graph is sometimes referred to as the
|
95 |
+
"Kirchhoff matrix" or just the "Laplacian", and is useful in many
|
96 |
+
parts of spectral graph theory.
|
97 |
+
In particular, the eigen-decomposition of the Laplacian can give
|
98 |
+
insight into many properties of the graph, e.g.,
|
99 |
+
is commonly used for spectral data embedding and clustering.
|
100 |
+
|
101 |
+
The constructed Laplacian doubles the memory use if ``copy=True`` and
|
102 |
+
``form="array"`` which is the default.
|
103 |
+
Choosing ``copy=False`` has no effect unless ``form="array"``
|
104 |
+
or the matrix is sparse in the ``coo`` format, or dense array, except
|
105 |
+
for the integer input with ``normed=True`` that forces the float output.
|
106 |
+
|
107 |
+
Sparse input is reformatted into ``coo`` if ``form="array"``,
|
108 |
+
which is the default.
|
109 |
+
|
110 |
+
If the input adjacency matrix is not symmetric, the Laplacian is
|
111 |
+
also non-symmetric unless ``symmetrized=True`` is used.
|
112 |
+
|
113 |
+
Diagonal entries of the input adjacency matrix are ignored and
|
114 |
+
replaced with zeros for the purpose of normalization where ``normed=True``.
|
115 |
+
The normalization uses the inverse square roots of row-sums of the input
|
116 |
+
adjacency matrix, and thus may fail if the row-sums contain
|
117 |
+
negative or complex with a non-zero imaginary part values.
|
118 |
+
|
119 |
+
The normalization is symmetric, making the normalized Laplacian also
|
120 |
+
symmetric if the input csgraph was symmetric.
|
121 |
+
|
122 |
+
References
|
123 |
+
----------
|
124 |
+
.. [1] Laplacian matrix. https://en.wikipedia.org/wiki/Laplacian_matrix
|
125 |
+
|
126 |
+
Examples
|
127 |
+
--------
|
128 |
+
>>> import numpy as np
|
129 |
+
>>> from scipy.sparse import csgraph
|
130 |
+
|
131 |
+
Our first illustration is the symmetric graph
|
132 |
+
|
133 |
+
>>> G = np.arange(4) * np.arange(4)[:, np.newaxis]
|
134 |
+
>>> G
|
135 |
+
array([[0, 0, 0, 0],
|
136 |
+
[0, 1, 2, 3],
|
137 |
+
[0, 2, 4, 6],
|
138 |
+
[0, 3, 6, 9]])
|
139 |
+
|
140 |
+
and its symmetric Laplacian matrix
|
141 |
+
|
142 |
+
>>> csgraph.laplacian(G)
|
143 |
+
array([[ 0, 0, 0, 0],
|
144 |
+
[ 0, 5, -2, -3],
|
145 |
+
[ 0, -2, 8, -6],
|
146 |
+
[ 0, -3, -6, 9]])
|
147 |
+
|
148 |
+
The non-symmetric graph
|
149 |
+
|
150 |
+
>>> G = np.arange(9).reshape(3, 3)
|
151 |
+
>>> G
|
152 |
+
array([[0, 1, 2],
|
153 |
+
[3, 4, 5],
|
154 |
+
[6, 7, 8]])
|
155 |
+
|
156 |
+
has different row- and column sums, resulting in two varieties
|
157 |
+
of the Laplacian matrix, using an in-degree, which is the default
|
158 |
+
|
159 |
+
>>> L_in_degree = csgraph.laplacian(G)
|
160 |
+
>>> L_in_degree
|
161 |
+
array([[ 9, -1, -2],
|
162 |
+
[-3, 8, -5],
|
163 |
+
[-6, -7, 7]])
|
164 |
+
|
165 |
+
or alternatively an out-degree
|
166 |
+
|
167 |
+
>>> L_out_degree = csgraph.laplacian(G, use_out_degree=True)
|
168 |
+
>>> L_out_degree
|
169 |
+
array([[ 3, -1, -2],
|
170 |
+
[-3, 8, -5],
|
171 |
+
[-6, -7, 13]])
|
172 |
+
|
173 |
+
Constructing a symmetric Laplacian matrix, one can add the two as
|
174 |
+
|
175 |
+
>>> L_in_degree + L_out_degree.T
|
176 |
+
array([[ 12, -4, -8],
|
177 |
+
[ -4, 16, -12],
|
178 |
+
[ -8, -12, 20]])
|
179 |
+
|
180 |
+
or use the ``symmetrized=True`` option
|
181 |
+
|
182 |
+
>>> csgraph.laplacian(G, symmetrized=True)
|
183 |
+
array([[ 12, -4, -8],
|
184 |
+
[ -4, 16, -12],
|
185 |
+
[ -8, -12, 20]])
|
186 |
+
|
187 |
+
that is equivalent to symmetrizing the original graph
|
188 |
+
|
189 |
+
>>> csgraph.laplacian(G + G.T)
|
190 |
+
array([[ 12, -4, -8],
|
191 |
+
[ -4, 16, -12],
|
192 |
+
[ -8, -12, 20]])
|
193 |
+
|
194 |
+
The goal of normalization is to make the non-zero diagonal entries
|
195 |
+
of the Laplacian matrix to be all unit, also scaling off-diagonal
|
196 |
+
entries correspondingly. The normalization can be done manually, e.g.,
|
197 |
+
|
198 |
+
>>> G = np.array([[0, 1, 1], [1, 0, 1], [1, 1, 0]])
|
199 |
+
>>> L, d = csgraph.laplacian(G, return_diag=True)
|
200 |
+
>>> L
|
201 |
+
array([[ 2, -1, -1],
|
202 |
+
[-1, 2, -1],
|
203 |
+
[-1, -1, 2]])
|
204 |
+
>>> d
|
205 |
+
array([2, 2, 2])
|
206 |
+
>>> scaling = np.sqrt(d)
|
207 |
+
>>> scaling
|
208 |
+
array([1.41421356, 1.41421356, 1.41421356])
|
209 |
+
>>> (1/scaling)*L*(1/scaling)
|
210 |
+
array([[ 1. , -0.5, -0.5],
|
211 |
+
[-0.5, 1. , -0.5],
|
212 |
+
[-0.5, -0.5, 1. ]])
|
213 |
+
|
214 |
+
Or using ``normed=True`` option
|
215 |
+
|
216 |
+
>>> L, d = csgraph.laplacian(G, return_diag=True, normed=True)
|
217 |
+
>>> L
|
218 |
+
array([[ 1. , -0.5, -0.5],
|
219 |
+
[-0.5, 1. , -0.5],
|
220 |
+
[-0.5, -0.5, 1. ]])
|
221 |
+
|
222 |
+
which now instead of the diagonal returns the scaling coefficients
|
223 |
+
|
224 |
+
>>> d
|
225 |
+
array([1.41421356, 1.41421356, 1.41421356])
|
226 |
+
|
227 |
+
Zero scaling coefficients are substituted with 1s, where scaling
|
228 |
+
has thus no effect, e.g.,
|
229 |
+
|
230 |
+
>>> G = np.array([[0, 0, 0], [0, 0, 1], [0, 1, 0]])
|
231 |
+
>>> G
|
232 |
+
array([[0, 0, 0],
|
233 |
+
[0, 0, 1],
|
234 |
+
[0, 1, 0]])
|
235 |
+
>>> L, d = csgraph.laplacian(G, return_diag=True, normed=True)
|
236 |
+
>>> L
|
237 |
+
array([[ 0., -0., -0.],
|
238 |
+
[-0., 1., -1.],
|
239 |
+
[-0., -1., 1.]])
|
240 |
+
>>> d
|
241 |
+
array([1., 1., 1.])
|
242 |
+
|
243 |
+
Only the symmetric normalization is implemented, resulting
|
244 |
+
in a symmetric Laplacian matrix if and only if its graph is symmetric
|
245 |
+
and has all non-negative degrees, like in the examples above.
|
246 |
+
|
247 |
+
The output Laplacian matrix is by default a dense array or a sparse matrix
|
248 |
+
inferring its shape, format, and dtype from the input graph matrix:
|
249 |
+
|
250 |
+
>>> G = np.array([[0, 1, 1], [1, 0, 1], [1, 1, 0]]).astype(np.float32)
|
251 |
+
>>> G
|
252 |
+
array([[0., 1., 1.],
|
253 |
+
[1., 0., 1.],
|
254 |
+
[1., 1., 0.]], dtype=float32)
|
255 |
+
>>> csgraph.laplacian(G)
|
256 |
+
array([[ 2., -1., -1.],
|
257 |
+
[-1., 2., -1.],
|
258 |
+
[-1., -1., 2.]], dtype=float32)
|
259 |
+
|
260 |
+
but can alternatively be generated matrix-free as a LinearOperator:
|
261 |
+
|
262 |
+
>>> L = csgraph.laplacian(G, form="lo")
|
263 |
+
>>> L
|
264 |
+
<3x3 _CustomLinearOperator with dtype=float32>
|
265 |
+
>>> L(np.eye(3))
|
266 |
+
array([[ 2., -1., -1.],
|
267 |
+
[-1., 2., -1.],
|
268 |
+
[-1., -1., 2.]])
|
269 |
+
|
270 |
+
or as a lambda-function:
|
271 |
+
|
272 |
+
>>> L = csgraph.laplacian(G, form="function")
|
273 |
+
>>> L
|
274 |
+
<function _laplace.<locals>.<lambda> at 0x0000012AE6F5A598>
|
275 |
+
>>> L(np.eye(3))
|
276 |
+
array([[ 2., -1., -1.],
|
277 |
+
[-1., 2., -1.],
|
278 |
+
[-1., -1., 2.]])
|
279 |
+
|
280 |
+
The Laplacian matrix is used for
|
281 |
+
spectral data clustering and embedding
|
282 |
+
as well as for spectral graph partitioning.
|
283 |
+
Our final example illustrates the latter
|
284 |
+
for a noisy directed linear graph.
|
285 |
+
|
286 |
+
>>> from scipy.sparse import diags, random
|
287 |
+
>>> from scipy.sparse.linalg import lobpcg
|
288 |
+
|
289 |
+
Create a directed linear graph with ``N=35`` vertices
|
290 |
+
using a sparse adjacency matrix ``G``:
|
291 |
+
|
292 |
+
>>> N = 35
|
293 |
+
>>> G = diags(np.ones(N-1), 1, format="csr")
|
294 |
+
|
295 |
+
Fix a random seed ``rng`` and add a random sparse noise to the graph ``G``:
|
296 |
+
|
297 |
+
>>> rng = np.random.default_rng()
|
298 |
+
>>> G += 1e-2 * random(N, N, density=0.1, random_state=rng)
|
299 |
+
|
300 |
+
Set initial approximations for eigenvectors:
|
301 |
+
|
302 |
+
>>> X = rng.random((N, 2))
|
303 |
+
|
304 |
+
The constant vector of ones is always a trivial eigenvector
|
305 |
+
of the non-normalized Laplacian to be filtered out:
|
306 |
+
|
307 |
+
>>> Y = np.ones((N, 1))
|
308 |
+
|
309 |
+
Alternating (1) the sign of the graph weights allows determining
|
310 |
+
labels for spectral max- and min- cuts in a single loop.
|
311 |
+
Since the graph is undirected, the option ``symmetrized=True``
|
312 |
+
must be used in the construction of the Laplacian.
|
313 |
+
The option ``normed=True`` cannot be used in (2) for the negative weights
|
314 |
+
here as the symmetric normalization evaluates square roots.
|
315 |
+
The option ``form="lo"`` in (2) is matrix-free, i.e., guarantees
|
316 |
+
a fixed memory footprint and read-only access to the graph.
|
317 |
+
Calling the eigenvalue solver ``lobpcg`` (3) computes the Fiedler vector
|
318 |
+
that determines the labels as the signs of its components in (5).
|
319 |
+
Since the sign in an eigenvector is not deterministic and can flip,
|
320 |
+
we fix the sign of the first component to be always +1 in (4).
|
321 |
+
|
322 |
+
>>> for cut in ["max", "min"]:
|
323 |
+
... G = -G # 1.
|
324 |
+
... L = csgraph.laplacian(G, symmetrized=True, form="lo") # 2.
|
325 |
+
... _, eves = lobpcg(L, X, Y=Y, largest=False, tol=1e-3) # 3.
|
326 |
+
... eves *= np.sign(eves[0, 0]) # 4.
|
327 |
+
... print(cut + "-cut labels:\\n", 1 * (eves[:, 0]>0)) # 5.
|
328 |
+
max-cut labels:
|
329 |
+
[1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1]
|
330 |
+
min-cut labels:
|
331 |
+
[1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0]
|
332 |
+
|
333 |
+
As anticipated for a (slightly noisy) linear graph,
|
334 |
+
the max-cut strips all the edges of the graph coloring all
|
335 |
+
odd vertices into one color and all even vertices into another one,
|
336 |
+
while the balanced min-cut partitions the graph
|
337 |
+
in the middle by deleting a single edge.
|
338 |
+
Both determined partitions are optimal.
|
339 |
+
"""
|
340 |
+
if csgraph.ndim != 2 or csgraph.shape[0] != csgraph.shape[1]:
|
341 |
+
raise ValueError("csgraph must be a square matrix or array")
|
342 |
+
|
343 |
+
if normed and (
|
344 |
+
np.issubdtype(csgraph.dtype, np.signedinteger)
|
345 |
+
or np.issubdtype(csgraph.dtype, np.uint)
|
346 |
+
):
|
347 |
+
csgraph = csgraph.astype(np.float64)
|
348 |
+
|
349 |
+
if form == "array":
|
350 |
+
create_lap = _laplacian_sparse if issparse(csgraph) else _laplacian_dense
|
351 |
+
else:
|
352 |
+
create_lap = (
|
353 |
+
_laplacian_sparse_flo if issparse(csgraph) else _laplacian_dense_flo
|
354 |
+
)
|
355 |
+
|
356 |
+
degree_axis = 1 if use_out_degree else 0
|
357 |
+
|
358 |
+
lap, d = create_lap(
|
359 |
+
csgraph,
|
360 |
+
normed=normed,
|
361 |
+
axis=degree_axis,
|
362 |
+
copy=copy,
|
363 |
+
form=form,
|
364 |
+
dtype=dtype,
|
365 |
+
symmetrized=symmetrized,
|
366 |
+
)
|
367 |
+
if return_diag:
|
368 |
+
return lap, d
|
369 |
+
return lap
|
370 |
+
|
371 |
+
|
372 |
+
def _setdiag_dense(m, d):
|
373 |
+
step = len(d) + 1
|
374 |
+
m.flat[::step] = d
|
375 |
+
|
376 |
+
|
377 |
+
def _laplace(m, d):
|
378 |
+
return lambda v: v * d[:, np.newaxis] - m @ v
|
379 |
+
|
380 |
+
|
381 |
+
def _laplace_normed(m, d, nd):
|
382 |
+
laplace = _laplace(m, d)
|
383 |
+
return lambda v: nd[:, np.newaxis] * laplace(v * nd[:, np.newaxis])
|
384 |
+
|
385 |
+
|
386 |
+
def _laplace_sym(m, d):
|
387 |
+
return (
|
388 |
+
lambda v: v * d[:, np.newaxis]
|
389 |
+
- m @ v
|
390 |
+
- np.transpose(np.conjugate(np.transpose(np.conjugate(v)) @ m))
|
391 |
+
)
|
392 |
+
|
393 |
+
|
394 |
+
def _laplace_normed_sym(m, d, nd):
|
395 |
+
laplace_sym = _laplace_sym(m, d)
|
396 |
+
return lambda v: nd[:, np.newaxis] * laplace_sym(v * nd[:, np.newaxis])
|
397 |
+
|
398 |
+
|
399 |
+
def _linearoperator(mv, shape, dtype):
|
400 |
+
return LinearOperator(matvec=mv, matmat=mv, shape=shape, dtype=dtype)
|
401 |
+
|
402 |
+
|
403 |
+
def _laplacian_sparse_flo(graph, normed, axis, copy, form, dtype, symmetrized):
|
404 |
+
# The keyword argument `copy` is unused and has no effect here.
|
405 |
+
del copy
|
406 |
+
|
407 |
+
if dtype is None:
|
408 |
+
dtype = graph.dtype
|
409 |
+
|
410 |
+
graph_sum = np.asarray(graph.sum(axis=axis)).ravel()
|
411 |
+
graph_diagonal = graph.diagonal()
|
412 |
+
diag = graph_sum - graph_diagonal
|
413 |
+
if symmetrized:
|
414 |
+
graph_sum += np.asarray(graph.sum(axis=1 - axis)).ravel()
|
415 |
+
diag = graph_sum - graph_diagonal - graph_diagonal
|
416 |
+
|
417 |
+
if normed:
|
418 |
+
isolated_node_mask = diag == 0
|
419 |
+
w = np.where(isolated_node_mask, 1, np.sqrt(diag))
|
420 |
+
if symmetrized:
|
421 |
+
md = _laplace_normed_sym(graph, graph_sum, 1.0 / w)
|
422 |
+
else:
|
423 |
+
md = _laplace_normed(graph, graph_sum, 1.0 / w)
|
424 |
+
if form == "function":
|
425 |
+
return md, w.astype(dtype, copy=False)
|
426 |
+
elif form == "lo":
|
427 |
+
m = _linearoperator(md, shape=graph.shape, dtype=dtype)
|
428 |
+
return m, w.astype(dtype, copy=False)
|
429 |
+
else:
|
430 |
+
raise ValueError(f"Invalid form: {form!r}")
|
431 |
+
else:
|
432 |
+
if symmetrized:
|
433 |
+
md = _laplace_sym(graph, graph_sum)
|
434 |
+
else:
|
435 |
+
md = _laplace(graph, graph_sum)
|
436 |
+
if form == "function":
|
437 |
+
return md, diag.astype(dtype, copy=False)
|
438 |
+
elif form == "lo":
|
439 |
+
m = _linearoperator(md, shape=graph.shape, dtype=dtype)
|
440 |
+
return m, diag.astype(dtype, copy=False)
|
441 |
+
else:
|
442 |
+
raise ValueError(f"Invalid form: {form!r}")
|
443 |
+
|
444 |
+
|
445 |
+
def _laplacian_sparse(graph, normed, axis, copy, form, dtype, symmetrized):
|
446 |
+
# The keyword argument `form` is unused and has no effect here.
|
447 |
+
del form
|
448 |
+
|
449 |
+
if dtype is None:
|
450 |
+
dtype = graph.dtype
|
451 |
+
|
452 |
+
needs_copy = False
|
453 |
+
if graph.format in ("lil", "dok"):
|
454 |
+
m = graph.tocoo()
|
455 |
+
else:
|
456 |
+
m = graph
|
457 |
+
if copy:
|
458 |
+
needs_copy = True
|
459 |
+
|
460 |
+
if symmetrized:
|
461 |
+
m += m.T.conj()
|
462 |
+
|
463 |
+
w = np.asarray(m.sum(axis=axis)).ravel() - m.diagonal()
|
464 |
+
if normed:
|
465 |
+
m = m.tocoo(copy=needs_copy)
|
466 |
+
isolated_node_mask = w == 0
|
467 |
+
w = np.where(isolated_node_mask, 1, np.sqrt(w))
|
468 |
+
m.data /= w[m.row]
|
469 |
+
m.data /= w[m.col]
|
470 |
+
m.data *= -1
|
471 |
+
m.setdiag(1 - isolated_node_mask)
|
472 |
+
else:
|
473 |
+
if m.format == "dia":
|
474 |
+
m = m.copy()
|
475 |
+
else:
|
476 |
+
m = m.tocoo(copy=needs_copy)
|
477 |
+
m.data *= -1
|
478 |
+
m.setdiag(w)
|
479 |
+
|
480 |
+
return m.astype(dtype, copy=False), w.astype(dtype)
|
481 |
+
|
482 |
+
|
483 |
+
def _laplacian_dense_flo(graph, normed, axis, copy, form, dtype, symmetrized):
|
484 |
+
if copy:
|
485 |
+
m = np.array(graph)
|
486 |
+
else:
|
487 |
+
m = np.asarray(graph)
|
488 |
+
|
489 |
+
if dtype is None:
|
490 |
+
dtype = m.dtype
|
491 |
+
|
492 |
+
graph_sum = m.sum(axis=axis)
|
493 |
+
graph_diagonal = m.diagonal()
|
494 |
+
diag = graph_sum - graph_diagonal
|
495 |
+
if symmetrized:
|
496 |
+
graph_sum += m.sum(axis=1 - axis)
|
497 |
+
diag = graph_sum - graph_diagonal - graph_diagonal
|
498 |
+
|
499 |
+
if normed:
|
500 |
+
isolated_node_mask = diag == 0
|
501 |
+
w = np.where(isolated_node_mask, 1, np.sqrt(diag))
|
502 |
+
if symmetrized:
|
503 |
+
md = _laplace_normed_sym(m, graph_sum, 1.0 / w)
|
504 |
+
else:
|
505 |
+
md = _laplace_normed(m, graph_sum, 1.0 / w)
|
506 |
+
if form == "function":
|
507 |
+
return md, w.astype(dtype, copy=False)
|
508 |
+
elif form == "lo":
|
509 |
+
m = _linearoperator(md, shape=graph.shape, dtype=dtype)
|
510 |
+
return m, w.astype(dtype, copy=False)
|
511 |
+
else:
|
512 |
+
raise ValueError(f"Invalid form: {form!r}")
|
513 |
+
else:
|
514 |
+
if symmetrized:
|
515 |
+
md = _laplace_sym(m, graph_sum)
|
516 |
+
else:
|
517 |
+
md = _laplace(m, graph_sum)
|
518 |
+
if form == "function":
|
519 |
+
return md, diag.astype(dtype, copy=False)
|
520 |
+
elif form == "lo":
|
521 |
+
m = _linearoperator(md, shape=graph.shape, dtype=dtype)
|
522 |
+
return m, diag.astype(dtype, copy=False)
|
523 |
+
else:
|
524 |
+
raise ValueError(f"Invalid form: {form!r}")
|
525 |
+
|
526 |
+
|
527 |
+
def _laplacian_dense(graph, normed, axis, copy, form, dtype, symmetrized):
|
528 |
+
if form != "array":
|
529 |
+
raise ValueError(f'{form!r} must be "array"')
|
530 |
+
|
531 |
+
if dtype is None:
|
532 |
+
dtype = graph.dtype
|
533 |
+
|
534 |
+
if copy:
|
535 |
+
m = np.array(graph)
|
536 |
+
else:
|
537 |
+
m = np.asarray(graph)
|
538 |
+
|
539 |
+
if dtype is None:
|
540 |
+
dtype = m.dtype
|
541 |
+
|
542 |
+
if symmetrized:
|
543 |
+
m += m.T.conj()
|
544 |
+
np.fill_diagonal(m, 0)
|
545 |
+
w = m.sum(axis=axis)
|
546 |
+
if normed:
|
547 |
+
isolated_node_mask = w == 0
|
548 |
+
w = np.where(isolated_node_mask, 1, np.sqrt(w))
|
549 |
+
m /= w
|
550 |
+
m /= w[:, np.newaxis]
|
551 |
+
m *= -1
|
552 |
+
_setdiag_dense(m, 1 - isolated_node_mask)
|
553 |
+
else:
|
554 |
+
m *= -1
|
555 |
+
_setdiag_dense(m, w)
|
556 |
+
|
557 |
+
return m.astype(dtype, copy=False), w.astype(dtype, copy=False)
|
venv/lib/python3.10/site-packages/sklearn/model_selection/__init__.py
ADDED
@@ -0,0 +1,88 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
import typing
|
2 |
+
|
3 |
+
from ._plot import LearningCurveDisplay, ValidationCurveDisplay
|
4 |
+
from ._search import GridSearchCV, ParameterGrid, ParameterSampler, RandomizedSearchCV
|
5 |
+
from ._split import (
|
6 |
+
BaseCrossValidator,
|
7 |
+
BaseShuffleSplit,
|
8 |
+
GroupKFold,
|
9 |
+
GroupShuffleSplit,
|
10 |
+
KFold,
|
11 |
+
LeaveOneGroupOut,
|
12 |
+
LeaveOneOut,
|
13 |
+
LeavePGroupsOut,
|
14 |
+
LeavePOut,
|
15 |
+
PredefinedSplit,
|
16 |
+
RepeatedKFold,
|
17 |
+
RepeatedStratifiedKFold,
|
18 |
+
ShuffleSplit,
|
19 |
+
StratifiedGroupKFold,
|
20 |
+
StratifiedKFold,
|
21 |
+
StratifiedShuffleSplit,
|
22 |
+
TimeSeriesSplit,
|
23 |
+
check_cv,
|
24 |
+
train_test_split,
|
25 |
+
)
|
26 |
+
from ._validation import (
|
27 |
+
cross_val_predict,
|
28 |
+
cross_val_score,
|
29 |
+
cross_validate,
|
30 |
+
learning_curve,
|
31 |
+
permutation_test_score,
|
32 |
+
validation_curve,
|
33 |
+
)
|
34 |
+
|
35 |
+
if typing.TYPE_CHECKING:
|
36 |
+
# Avoid errors in type checkers (e.g. mypy) for experimental estimators.
|
37 |
+
# TODO: remove this check once the estimator is no longer experimental.
|
38 |
+
from ._search_successive_halving import ( # noqa
|
39 |
+
HalvingGridSearchCV,
|
40 |
+
HalvingRandomSearchCV,
|
41 |
+
)
|
42 |
+
|
43 |
+
|
44 |
+
__all__ = [
|
45 |
+
"BaseCrossValidator",
|
46 |
+
"BaseShuffleSplit",
|
47 |
+
"GridSearchCV",
|
48 |
+
"TimeSeriesSplit",
|
49 |
+
"KFold",
|
50 |
+
"GroupKFold",
|
51 |
+
"GroupShuffleSplit",
|
52 |
+
"LeaveOneGroupOut",
|
53 |
+
"LeaveOneOut",
|
54 |
+
"LeavePGroupsOut",
|
55 |
+
"LeavePOut",
|
56 |
+
"RepeatedKFold",
|
57 |
+
"RepeatedStratifiedKFold",
|
58 |
+
"ParameterGrid",
|
59 |
+
"ParameterSampler",
|
60 |
+
"PredefinedSplit",
|
61 |
+
"RandomizedSearchCV",
|
62 |
+
"ShuffleSplit",
|
63 |
+
"StratifiedKFold",
|
64 |
+
"StratifiedGroupKFold",
|
65 |
+
"StratifiedShuffleSplit",
|
66 |
+
"check_cv",
|
67 |
+
"cross_val_predict",
|
68 |
+
"cross_val_score",
|
69 |
+
"cross_validate",
|
70 |
+
"learning_curve",
|
71 |
+
"LearningCurveDisplay",
|
72 |
+
"permutation_test_score",
|
73 |
+
"train_test_split",
|
74 |
+
"validation_curve",
|
75 |
+
"ValidationCurveDisplay",
|
76 |
+
]
|
77 |
+
|
78 |
+
|
79 |
+
# TODO: remove this check once the estimator is no longer experimental.
|
80 |
+
def __getattr__(name):
|
81 |
+
if name in {"HalvingGridSearchCV", "HalvingRandomSearchCV"}:
|
82 |
+
raise ImportError(
|
83 |
+
f"{name} is experimental and the API might change without any "
|
84 |
+
"deprecation cycle. To use it, you need to explicitly import "
|
85 |
+
"enable_halving_search_cv:\n"
|
86 |
+
"from sklearn.experimental import enable_halving_search_cv"
|
87 |
+
)
|
88 |
+
raise AttributeError(f"module {__name__} has no attribute {name}")
|
venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/__init__.cpython-310.pyc
ADDED
Binary file (1.85 kB). View file
|
|
venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_plot.cpython-310.pyc
ADDED
Binary file (30.9 kB). View file
|
|
venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_search.cpython-310.pyc
ADDED
Binary file (64.7 kB). View file
|
|
venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_search_successive_halving.cpython-310.pyc
ADDED
Binary file (37.7 kB). View file
|
|
venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_split.cpython-310.pyc
ADDED
Binary file (84.4 kB). View file
|
|
venv/lib/python3.10/site-packages/sklearn/model_selection/__pycache__/_validation.cpython-310.pyc
ADDED
Binary file (69.4 kB). View file
|
|
venv/lib/python3.10/site-packages/sklearn/model_selection/_plot.py
ADDED
@@ -0,0 +1,907 @@
|
|
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|
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|
1 |
+
import warnings
|
2 |
+
|
3 |
+
import numpy as np
|
4 |
+
|
5 |
+
from ..utils import check_matplotlib_support
|
6 |
+
from ..utils._plotting import _interval_max_min_ratio, _validate_score_name
|
7 |
+
from ._validation import learning_curve, validation_curve
|
8 |
+
|
9 |
+
|
10 |
+
class _BaseCurveDisplay:
|
11 |
+
def _plot_curve(
|
12 |
+
self,
|
13 |
+
x_data,
|
14 |
+
*,
|
15 |
+
ax=None,
|
16 |
+
negate_score=False,
|
17 |
+
score_name=None,
|
18 |
+
score_type="test",
|
19 |
+
log_scale="deprecated",
|
20 |
+
std_display_style="fill_between",
|
21 |
+
line_kw=None,
|
22 |
+
fill_between_kw=None,
|
23 |
+
errorbar_kw=None,
|
24 |
+
):
|
25 |
+
check_matplotlib_support(f"{self.__class__.__name__}.plot")
|
26 |
+
|
27 |
+
import matplotlib.pyplot as plt
|
28 |
+
|
29 |
+
if ax is None:
|
30 |
+
_, ax = plt.subplots()
|
31 |
+
|
32 |
+
if negate_score:
|
33 |
+
train_scores, test_scores = -self.train_scores, -self.test_scores
|
34 |
+
else:
|
35 |
+
train_scores, test_scores = self.train_scores, self.test_scores
|
36 |
+
|
37 |
+
if std_display_style not in ("errorbar", "fill_between", None):
|
38 |
+
raise ValueError(
|
39 |
+
f"Unknown std_display_style: {std_display_style}. Should be one of"
|
40 |
+
" 'errorbar', 'fill_between', or None."
|
41 |
+
)
|
42 |
+
|
43 |
+
if score_type not in ("test", "train", "both"):
|
44 |
+
raise ValueError(
|
45 |
+
f"Unknown score_type: {score_type}. Should be one of 'test', "
|
46 |
+
"'train', or 'both'."
|
47 |
+
)
|
48 |
+
|
49 |
+
if score_type == "train":
|
50 |
+
scores = {"Train": train_scores}
|
51 |
+
elif score_type == "test":
|
52 |
+
scores = {"Test": test_scores}
|
53 |
+
else: # score_type == "both"
|
54 |
+
scores = {"Train": train_scores, "Test": test_scores}
|
55 |
+
|
56 |
+
if std_display_style in ("fill_between", None):
|
57 |
+
# plot the mean score
|
58 |
+
if line_kw is None:
|
59 |
+
line_kw = {}
|
60 |
+
|
61 |
+
self.lines_ = []
|
62 |
+
for line_label, score in scores.items():
|
63 |
+
self.lines_.append(
|
64 |
+
*ax.plot(
|
65 |
+
x_data,
|
66 |
+
score.mean(axis=1),
|
67 |
+
label=line_label,
|
68 |
+
**line_kw,
|
69 |
+
)
|
70 |
+
)
|
71 |
+
self.errorbar_ = None
|
72 |
+
self.fill_between_ = None # overwritten below by fill_between
|
73 |
+
|
74 |
+
if std_display_style == "errorbar":
|
75 |
+
if errorbar_kw is None:
|
76 |
+
errorbar_kw = {}
|
77 |
+
|
78 |
+
self.errorbar_ = []
|
79 |
+
for line_label, score in scores.items():
|
80 |
+
self.errorbar_.append(
|
81 |
+
ax.errorbar(
|
82 |
+
x_data,
|
83 |
+
score.mean(axis=1),
|
84 |
+
score.std(axis=1),
|
85 |
+
label=line_label,
|
86 |
+
**errorbar_kw,
|
87 |
+
)
|
88 |
+
)
|
89 |
+
self.lines_, self.fill_between_ = None, None
|
90 |
+
elif std_display_style == "fill_between":
|
91 |
+
if fill_between_kw is None:
|
92 |
+
fill_between_kw = {}
|
93 |
+
default_fill_between_kw = {"alpha": 0.5}
|
94 |
+
fill_between_kw = {**default_fill_between_kw, **fill_between_kw}
|
95 |
+
|
96 |
+
self.fill_between_ = []
|
97 |
+
for line_label, score in scores.items():
|
98 |
+
self.fill_between_.append(
|
99 |
+
ax.fill_between(
|
100 |
+
x_data,
|
101 |
+
score.mean(axis=1) - score.std(axis=1),
|
102 |
+
score.mean(axis=1) + score.std(axis=1),
|
103 |
+
**fill_between_kw,
|
104 |
+
)
|
105 |
+
)
|
106 |
+
|
107 |
+
score_name = self.score_name if score_name is None else score_name
|
108 |
+
|
109 |
+
ax.legend()
|
110 |
+
|
111 |
+
# TODO(1.5): to be removed
|
112 |
+
if log_scale != "deprecated":
|
113 |
+
warnings.warn(
|
114 |
+
(
|
115 |
+
"The `log_scale` parameter is deprecated as of version 1.3 "
|
116 |
+
"and will be removed in 1.5. You can use display.ax_.set_xscale "
|
117 |
+
"and display.ax_.set_yscale instead."
|
118 |
+
),
|
119 |
+
FutureWarning,
|
120 |
+
)
|
121 |
+
xscale = "log" if log_scale else "linear"
|
122 |
+
else:
|
123 |
+
# We found that a ratio, smaller or bigger than 5, between the largest and
|
124 |
+
# smallest gap of the x values is a good indicator to choose between linear
|
125 |
+
# and log scale.
|
126 |
+
if _interval_max_min_ratio(x_data) > 5:
|
127 |
+
xscale = "symlog" if x_data.min() <= 0 else "log"
|
128 |
+
else:
|
129 |
+
xscale = "linear"
|
130 |
+
ax.set_xscale(xscale)
|
131 |
+
ax.set_ylabel(f"{score_name}")
|
132 |
+
|
133 |
+
self.ax_ = ax
|
134 |
+
self.figure_ = ax.figure
|
135 |
+
|
136 |
+
|
137 |
+
class LearningCurveDisplay(_BaseCurveDisplay):
|
138 |
+
"""Learning Curve visualization.
|
139 |
+
|
140 |
+
It is recommended to use
|
141 |
+
:meth:`~sklearn.model_selection.LearningCurveDisplay.from_estimator` to
|
142 |
+
create a :class:`~sklearn.model_selection.LearningCurveDisplay` instance.
|
143 |
+
All parameters are stored as attributes.
|
144 |
+
|
145 |
+
Read more in the :ref:`User Guide <visualizations>` for general information
|
146 |
+
about the visualization API and
|
147 |
+
:ref:`detailed documentation <learning_curve>` regarding the learning
|
148 |
+
curve visualization.
|
149 |
+
|
150 |
+
.. versionadded:: 1.2
|
151 |
+
|
152 |
+
Parameters
|
153 |
+
----------
|
154 |
+
train_sizes : ndarray of shape (n_unique_ticks,)
|
155 |
+
Numbers of training examples that has been used to generate the
|
156 |
+
learning curve.
|
157 |
+
|
158 |
+
train_scores : ndarray of shape (n_ticks, n_cv_folds)
|
159 |
+
Scores on training sets.
|
160 |
+
|
161 |
+
test_scores : ndarray of shape (n_ticks, n_cv_folds)
|
162 |
+
Scores on test set.
|
163 |
+
|
164 |
+
score_name : str, default=None
|
165 |
+
The name of the score used in `learning_curve`. It will override the name
|
166 |
+
inferred from the `scoring` parameter. If `score` is `None`, we use `"Score"` if
|
167 |
+
`negate_score` is `False` and `"Negative score"` otherwise. If `scoring` is a
|
168 |
+
string or a callable, we infer the name. We replace `_` by spaces and capitalize
|
169 |
+
the first letter. We remove `neg_` and replace it by `"Negative"` if
|
170 |
+
`negate_score` is `False` or just remove it otherwise.
|
171 |
+
|
172 |
+
Attributes
|
173 |
+
----------
|
174 |
+
ax_ : matplotlib Axes
|
175 |
+
Axes with the learning curve.
|
176 |
+
|
177 |
+
figure_ : matplotlib Figure
|
178 |
+
Figure containing the learning curve.
|
179 |
+
|
180 |
+
errorbar_ : list of matplotlib Artist or None
|
181 |
+
When the `std_display_style` is `"errorbar"`, this is a list of
|
182 |
+
`matplotlib.container.ErrorbarContainer` objects. If another style is
|
183 |
+
used, `errorbar_` is `None`.
|
184 |
+
|
185 |
+
lines_ : list of matplotlib Artist or None
|
186 |
+
When the `std_display_style` is `"fill_between"`, this is a list of
|
187 |
+
`matplotlib.lines.Line2D` objects corresponding to the mean train and
|
188 |
+
test scores. If another style is used, `line_` is `None`.
|
189 |
+
|
190 |
+
fill_between_ : list of matplotlib Artist or None
|
191 |
+
When the `std_display_style` is `"fill_between"`, this is a list of
|
192 |
+
`matplotlib.collections.PolyCollection` objects. If another style is
|
193 |
+
used, `fill_between_` is `None`.
|
194 |
+
|
195 |
+
See Also
|
196 |
+
--------
|
197 |
+
sklearn.model_selection.learning_curve : Compute the learning curve.
|
198 |
+
|
199 |
+
Examples
|
200 |
+
--------
|
201 |
+
>>> import matplotlib.pyplot as plt
|
202 |
+
>>> from sklearn.datasets import load_iris
|
203 |
+
>>> from sklearn.model_selection import LearningCurveDisplay, learning_curve
|
204 |
+
>>> from sklearn.tree import DecisionTreeClassifier
|
205 |
+
>>> X, y = load_iris(return_X_y=True)
|
206 |
+
>>> tree = DecisionTreeClassifier(random_state=0)
|
207 |
+
>>> train_sizes, train_scores, test_scores = learning_curve(
|
208 |
+
... tree, X, y)
|
209 |
+
>>> display = LearningCurveDisplay(train_sizes=train_sizes,
|
210 |
+
... train_scores=train_scores, test_scores=test_scores, score_name="Score")
|
211 |
+
>>> display.plot()
|
212 |
+
<...>
|
213 |
+
>>> plt.show()
|
214 |
+
"""
|
215 |
+
|
216 |
+
def __init__(self, *, train_sizes, train_scores, test_scores, score_name=None):
|
217 |
+
self.train_sizes = train_sizes
|
218 |
+
self.train_scores = train_scores
|
219 |
+
self.test_scores = test_scores
|
220 |
+
self.score_name = score_name
|
221 |
+
|
222 |
+
def plot(
|
223 |
+
self,
|
224 |
+
ax=None,
|
225 |
+
*,
|
226 |
+
negate_score=False,
|
227 |
+
score_name=None,
|
228 |
+
score_type="both",
|
229 |
+
log_scale="deprecated",
|
230 |
+
std_display_style="fill_between",
|
231 |
+
line_kw=None,
|
232 |
+
fill_between_kw=None,
|
233 |
+
errorbar_kw=None,
|
234 |
+
):
|
235 |
+
"""Plot visualization.
|
236 |
+
|
237 |
+
Parameters
|
238 |
+
----------
|
239 |
+
ax : matplotlib Axes, default=None
|
240 |
+
Axes object to plot on. If `None`, a new figure and axes is
|
241 |
+
created.
|
242 |
+
|
243 |
+
negate_score : bool, default=False
|
244 |
+
Whether or not to negate the scores obtained through
|
245 |
+
:func:`~sklearn.model_selection.learning_curve`. This is
|
246 |
+
particularly useful when using the error denoted by `neg_*` in
|
247 |
+
`scikit-learn`.
|
248 |
+
|
249 |
+
score_name : str, default=None
|
250 |
+
The name of the score used to decorate the y-axis of the plot. It will
|
251 |
+
override the name inferred from the `scoring` parameter. If `score` is
|
252 |
+
`None`, we use `"Score"` if `negate_score` is `False` and `"Negative score"`
|
253 |
+
otherwise. If `scoring` is a string or a callable, we infer the name. We
|
254 |
+
replace `_` by spaces and capitalize the first letter. We remove `neg_` and
|
255 |
+
replace it by `"Negative"` if `negate_score` is
|
256 |
+
`False` or just remove it otherwise.
|
257 |
+
|
258 |
+
score_type : {"test", "train", "both"}, default="both"
|
259 |
+
The type of score to plot. Can be one of `"test"`, `"train"`, or
|
260 |
+
`"both"`.
|
261 |
+
|
262 |
+
log_scale : bool, default="deprecated"
|
263 |
+
Whether or not to use a logarithmic scale for the x-axis.
|
264 |
+
|
265 |
+
.. deprecated:: 1.3
|
266 |
+
`log_scale` is deprecated in 1.3 and will be removed in 1.5.
|
267 |
+
Use `display.ax_.set_xscale` and `display.ax_.set_yscale` instead.
|
268 |
+
|
269 |
+
std_display_style : {"errorbar", "fill_between"} or None, default="fill_between"
|
270 |
+
The style used to display the score standard deviation around the
|
271 |
+
mean score. If None, no standard deviation representation is
|
272 |
+
displayed.
|
273 |
+
|
274 |
+
line_kw : dict, default=None
|
275 |
+
Additional keyword arguments passed to the `plt.plot` used to draw
|
276 |
+
the mean score.
|
277 |
+
|
278 |
+
fill_between_kw : dict, default=None
|
279 |
+
Additional keyword arguments passed to the `plt.fill_between` used
|
280 |
+
to draw the score standard deviation.
|
281 |
+
|
282 |
+
errorbar_kw : dict, default=None
|
283 |
+
Additional keyword arguments passed to the `plt.errorbar` used to
|
284 |
+
draw mean score and standard deviation score.
|
285 |
+
|
286 |
+
Returns
|
287 |
+
-------
|
288 |
+
display : :class:`~sklearn.model_selection.LearningCurveDisplay`
|
289 |
+
Object that stores computed values.
|
290 |
+
"""
|
291 |
+
self._plot_curve(
|
292 |
+
self.train_sizes,
|
293 |
+
ax=ax,
|
294 |
+
negate_score=negate_score,
|
295 |
+
score_name=score_name,
|
296 |
+
score_type=score_type,
|
297 |
+
log_scale=log_scale,
|
298 |
+
std_display_style=std_display_style,
|
299 |
+
line_kw=line_kw,
|
300 |
+
fill_between_kw=fill_between_kw,
|
301 |
+
errorbar_kw=errorbar_kw,
|
302 |
+
)
|
303 |
+
self.ax_.set_xlabel("Number of samples in the training set")
|
304 |
+
return self
|
305 |
+
|
306 |
+
@classmethod
|
307 |
+
def from_estimator(
|
308 |
+
cls,
|
309 |
+
estimator,
|
310 |
+
X,
|
311 |
+
y,
|
312 |
+
*,
|
313 |
+
groups=None,
|
314 |
+
train_sizes=np.linspace(0.1, 1.0, 5),
|
315 |
+
cv=None,
|
316 |
+
scoring=None,
|
317 |
+
exploit_incremental_learning=False,
|
318 |
+
n_jobs=None,
|
319 |
+
pre_dispatch="all",
|
320 |
+
verbose=0,
|
321 |
+
shuffle=False,
|
322 |
+
random_state=None,
|
323 |
+
error_score=np.nan,
|
324 |
+
fit_params=None,
|
325 |
+
ax=None,
|
326 |
+
negate_score=False,
|
327 |
+
score_name=None,
|
328 |
+
score_type="both",
|
329 |
+
log_scale="deprecated",
|
330 |
+
std_display_style="fill_between",
|
331 |
+
line_kw=None,
|
332 |
+
fill_between_kw=None,
|
333 |
+
errorbar_kw=None,
|
334 |
+
):
|
335 |
+
"""Create a learning curve display from an estimator.
|
336 |
+
|
337 |
+
Read more in the :ref:`User Guide <visualizations>` for general
|
338 |
+
information about the visualization API and :ref:`detailed
|
339 |
+
documentation <learning_curve>` regarding the learning curve
|
340 |
+
visualization.
|
341 |
+
|
342 |
+
Parameters
|
343 |
+
----------
|
344 |
+
estimator : object type that implements the "fit" and "predict" methods
|
345 |
+
An object of that type which is cloned for each validation.
|
346 |
+
|
347 |
+
X : array-like of shape (n_samples, n_features)
|
348 |
+
Training data, where `n_samples` is the number of samples and
|
349 |
+
`n_features` is the number of features.
|
350 |
+
|
351 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs) or None
|
352 |
+
Target relative to X for classification or regression;
|
353 |
+
None for unsupervised learning.
|
354 |
+
|
355 |
+
groups : array-like of shape (n_samples,), default=None
|
356 |
+
Group labels for the samples used while splitting the dataset into
|
357 |
+
train/test set. Only used in conjunction with a "Group" :term:`cv`
|
358 |
+
instance (e.g., :class:`GroupKFold`).
|
359 |
+
|
360 |
+
train_sizes : array-like of shape (n_ticks,), \
|
361 |
+
default=np.linspace(0.1, 1.0, 5)
|
362 |
+
Relative or absolute numbers of training examples that will be used
|
363 |
+
to generate the learning curve. If the dtype is float, it is
|
364 |
+
regarded as a fraction of the maximum size of the training set
|
365 |
+
(that is determined by the selected validation method), i.e. it has
|
366 |
+
to be within (0, 1]. Otherwise it is interpreted as absolute sizes
|
367 |
+
of the training sets. Note that for classification the number of
|
368 |
+
samples usually have to be big enough to contain at least one
|
369 |
+
sample from each class.
|
370 |
+
|
371 |
+
cv : int, cross-validation generator or an iterable, default=None
|
372 |
+
Determines the cross-validation splitting strategy.
|
373 |
+
Possible inputs for cv are:
|
374 |
+
|
375 |
+
- None, to use the default 5-fold cross validation,
|
376 |
+
- int, to specify the number of folds in a `(Stratified)KFold`,
|
377 |
+
- :term:`CV splitter`,
|
378 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
379 |
+
|
380 |
+
For int/None inputs, if the estimator is a classifier and `y` is
|
381 |
+
either binary or multiclass,
|
382 |
+
:class:`~sklearn.model_selection.StratifiedKFold` is used. In all
|
383 |
+
other cases, :class:`~sklearn.model_selection.KFold` is used. These
|
384 |
+
splitters are instantiated with `shuffle=False` so the splits will
|
385 |
+
be the same across calls.
|
386 |
+
|
387 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
388 |
+
cross-validation strategies that can be used here.
|
389 |
+
|
390 |
+
scoring : str or callable, default=None
|
391 |
+
A string (see :ref:`scoring_parameter`) or
|
392 |
+
a scorer callable object / function with signature
|
393 |
+
`scorer(estimator, X, y)` (see :ref:`scoring`).
|
394 |
+
|
395 |
+
exploit_incremental_learning : bool, default=False
|
396 |
+
If the estimator supports incremental learning, this will be
|
397 |
+
used to speed up fitting for different training set sizes.
|
398 |
+
|
399 |
+
n_jobs : int, default=None
|
400 |
+
Number of jobs to run in parallel. Training the estimator and
|
401 |
+
computing the score are parallelized over the different training
|
402 |
+
and test sets. `None` means 1 unless in a
|
403 |
+
:obj:`joblib.parallel_backend` context. `-1` means using all
|
404 |
+
processors. See :term:`Glossary <n_jobs>` for more details.
|
405 |
+
|
406 |
+
pre_dispatch : int or str, default='all'
|
407 |
+
Number of predispatched jobs for parallel execution (default is
|
408 |
+
all). The option can reduce the allocated memory. The str can
|
409 |
+
be an expression like '2*n_jobs'.
|
410 |
+
|
411 |
+
verbose : int, default=0
|
412 |
+
Controls the verbosity: the higher, the more messages.
|
413 |
+
|
414 |
+
shuffle : bool, default=False
|
415 |
+
Whether to shuffle training data before taking prefixes of it
|
416 |
+
based on`train_sizes`.
|
417 |
+
|
418 |
+
random_state : int, RandomState instance or None, default=None
|
419 |
+
Used when `shuffle` is True. Pass an int for reproducible
|
420 |
+
output across multiple function calls.
|
421 |
+
See :term:`Glossary <random_state>`.
|
422 |
+
|
423 |
+
error_score : 'raise' or numeric, default=np.nan
|
424 |
+
Value to assign to the score if an error occurs in estimator
|
425 |
+
fitting. If set to 'raise', the error is raised. If a numeric value
|
426 |
+
is given, FitFailedWarning is raised.
|
427 |
+
|
428 |
+
fit_params : dict, default=None
|
429 |
+
Parameters to pass to the fit method of the estimator.
|
430 |
+
|
431 |
+
ax : matplotlib Axes, default=None
|
432 |
+
Axes object to plot on. If `None`, a new figure and axes is
|
433 |
+
created.
|
434 |
+
|
435 |
+
negate_score : bool, default=False
|
436 |
+
Whether or not to negate the scores obtained through
|
437 |
+
:func:`~sklearn.model_selection.learning_curve`. This is
|
438 |
+
particularly useful when using the error denoted by `neg_*` in
|
439 |
+
`scikit-learn`.
|
440 |
+
|
441 |
+
score_name : str, default=None
|
442 |
+
The name of the score used to decorate the y-axis of the plot. It will
|
443 |
+
override the name inferred from the `scoring` parameter. If `score` is
|
444 |
+
`None`, we use `"Score"` if `negate_score` is `False` and `"Negative score"`
|
445 |
+
otherwise. If `scoring` is a string or a callable, we infer the name. We
|
446 |
+
replace `_` by spaces and capitalize the first letter. We remove `neg_` and
|
447 |
+
replace it by `"Negative"` if `negate_score` is
|
448 |
+
`False` or just remove it otherwise.
|
449 |
+
|
450 |
+
score_type : {"test", "train", "both"}, default="both"
|
451 |
+
The type of score to plot. Can be one of `"test"`, `"train"`, or
|
452 |
+
`"both"`.
|
453 |
+
|
454 |
+
log_scale : bool, default="deprecated"
|
455 |
+
Whether or not to use a logarithmic scale for the x-axis.
|
456 |
+
|
457 |
+
.. deprecated:: 1.3
|
458 |
+
`log_scale` is deprecated in 1.3 and will be removed in 1.5.
|
459 |
+
Use `display.ax_.xscale` and `display.ax_.yscale` instead.
|
460 |
+
|
461 |
+
std_display_style : {"errorbar", "fill_between"} or None, default="fill_between"
|
462 |
+
The style used to display the score standard deviation around the
|
463 |
+
mean score. If `None`, no representation of the standard deviation
|
464 |
+
is displayed.
|
465 |
+
|
466 |
+
line_kw : dict, default=None
|
467 |
+
Additional keyword arguments passed to the `plt.plot` used to draw
|
468 |
+
the mean score.
|
469 |
+
|
470 |
+
fill_between_kw : dict, default=None
|
471 |
+
Additional keyword arguments passed to the `plt.fill_between` used
|
472 |
+
to draw the score standard deviation.
|
473 |
+
|
474 |
+
errorbar_kw : dict, default=None
|
475 |
+
Additional keyword arguments passed to the `plt.errorbar` used to
|
476 |
+
draw mean score and standard deviation score.
|
477 |
+
|
478 |
+
Returns
|
479 |
+
-------
|
480 |
+
display : :class:`~sklearn.model_selection.LearningCurveDisplay`
|
481 |
+
Object that stores computed values.
|
482 |
+
|
483 |
+
Examples
|
484 |
+
--------
|
485 |
+
>>> import matplotlib.pyplot as plt
|
486 |
+
>>> from sklearn.datasets import load_iris
|
487 |
+
>>> from sklearn.model_selection import LearningCurveDisplay
|
488 |
+
>>> from sklearn.tree import DecisionTreeClassifier
|
489 |
+
>>> X, y = load_iris(return_X_y=True)
|
490 |
+
>>> tree = DecisionTreeClassifier(random_state=0)
|
491 |
+
>>> LearningCurveDisplay.from_estimator(tree, X, y)
|
492 |
+
<...>
|
493 |
+
>>> plt.show()
|
494 |
+
"""
|
495 |
+
check_matplotlib_support(f"{cls.__name__}.from_estimator")
|
496 |
+
|
497 |
+
score_name = _validate_score_name(score_name, scoring, negate_score)
|
498 |
+
|
499 |
+
train_sizes, train_scores, test_scores = learning_curve(
|
500 |
+
estimator,
|
501 |
+
X,
|
502 |
+
y,
|
503 |
+
groups=groups,
|
504 |
+
train_sizes=train_sizes,
|
505 |
+
cv=cv,
|
506 |
+
scoring=scoring,
|
507 |
+
exploit_incremental_learning=exploit_incremental_learning,
|
508 |
+
n_jobs=n_jobs,
|
509 |
+
pre_dispatch=pre_dispatch,
|
510 |
+
verbose=verbose,
|
511 |
+
shuffle=shuffle,
|
512 |
+
random_state=random_state,
|
513 |
+
error_score=error_score,
|
514 |
+
return_times=False,
|
515 |
+
fit_params=fit_params,
|
516 |
+
)
|
517 |
+
|
518 |
+
viz = cls(
|
519 |
+
train_sizes=train_sizes,
|
520 |
+
train_scores=train_scores,
|
521 |
+
test_scores=test_scores,
|
522 |
+
score_name=score_name,
|
523 |
+
)
|
524 |
+
return viz.plot(
|
525 |
+
ax=ax,
|
526 |
+
negate_score=negate_score,
|
527 |
+
score_type=score_type,
|
528 |
+
log_scale=log_scale,
|
529 |
+
std_display_style=std_display_style,
|
530 |
+
line_kw=line_kw,
|
531 |
+
fill_between_kw=fill_between_kw,
|
532 |
+
errorbar_kw=errorbar_kw,
|
533 |
+
)
|
534 |
+
|
535 |
+
|
536 |
+
class ValidationCurveDisplay(_BaseCurveDisplay):
|
537 |
+
"""Validation Curve visualization.
|
538 |
+
|
539 |
+
It is recommended to use
|
540 |
+
:meth:`~sklearn.model_selection.ValidationCurveDisplay.from_estimator` to
|
541 |
+
create a :class:`~sklearn.model_selection.ValidationCurveDisplay` instance.
|
542 |
+
All parameters are stored as attributes.
|
543 |
+
|
544 |
+
Read more in the :ref:`User Guide <visualizations>` for general information
|
545 |
+
about the visualization API and :ref:`detailed documentation
|
546 |
+
<validation_curve>` regarding the validation curve visualization.
|
547 |
+
|
548 |
+
.. versionadded:: 1.3
|
549 |
+
|
550 |
+
Parameters
|
551 |
+
----------
|
552 |
+
param_name : str
|
553 |
+
Name of the parameter that has been varied.
|
554 |
+
|
555 |
+
param_range : array-like of shape (n_ticks,)
|
556 |
+
The values of the parameter that have been evaluated.
|
557 |
+
|
558 |
+
train_scores : ndarray of shape (n_ticks, n_cv_folds)
|
559 |
+
Scores on training sets.
|
560 |
+
|
561 |
+
test_scores : ndarray of shape (n_ticks, n_cv_folds)
|
562 |
+
Scores on test set.
|
563 |
+
|
564 |
+
score_name : str, default=None
|
565 |
+
The name of the score used in `validation_curve`. It will override the name
|
566 |
+
inferred from the `scoring` parameter. If `score` is `None`, we use `"Score"` if
|
567 |
+
`negate_score` is `False` and `"Negative score"` otherwise. If `scoring` is a
|
568 |
+
string or a callable, we infer the name. We replace `_` by spaces and capitalize
|
569 |
+
the first letter. We remove `neg_` and replace it by `"Negative"` if
|
570 |
+
`negate_score` is `False` or just remove it otherwise.
|
571 |
+
|
572 |
+
Attributes
|
573 |
+
----------
|
574 |
+
ax_ : matplotlib Axes
|
575 |
+
Axes with the validation curve.
|
576 |
+
|
577 |
+
figure_ : matplotlib Figure
|
578 |
+
Figure containing the validation curve.
|
579 |
+
|
580 |
+
errorbar_ : list of matplotlib Artist or None
|
581 |
+
When the `std_display_style` is `"errorbar"`, this is a list of
|
582 |
+
`matplotlib.container.ErrorbarContainer` objects. If another style is
|
583 |
+
used, `errorbar_` is `None`.
|
584 |
+
|
585 |
+
lines_ : list of matplotlib Artist or None
|
586 |
+
When the `std_display_style` is `"fill_between"`, this is a list of
|
587 |
+
`matplotlib.lines.Line2D` objects corresponding to the mean train and
|
588 |
+
test scores. If another style is used, `line_` is `None`.
|
589 |
+
|
590 |
+
fill_between_ : list of matplotlib Artist or None
|
591 |
+
When the `std_display_style` is `"fill_between"`, this is a list of
|
592 |
+
`matplotlib.collections.PolyCollection` objects. If another style is
|
593 |
+
used, `fill_between_` is `None`.
|
594 |
+
|
595 |
+
See Also
|
596 |
+
--------
|
597 |
+
sklearn.model_selection.validation_curve : Compute the validation curve.
|
598 |
+
|
599 |
+
Examples
|
600 |
+
--------
|
601 |
+
>>> import numpy as np
|
602 |
+
>>> import matplotlib.pyplot as plt
|
603 |
+
>>> from sklearn.datasets import make_classification
|
604 |
+
>>> from sklearn.model_selection import ValidationCurveDisplay, validation_curve
|
605 |
+
>>> from sklearn.linear_model import LogisticRegression
|
606 |
+
>>> X, y = make_classification(n_samples=1_000, random_state=0)
|
607 |
+
>>> logistic_regression = LogisticRegression()
|
608 |
+
>>> param_name, param_range = "C", np.logspace(-8, 3, 10)
|
609 |
+
>>> train_scores, test_scores = validation_curve(
|
610 |
+
... logistic_regression, X, y, param_name=param_name, param_range=param_range
|
611 |
+
... )
|
612 |
+
>>> display = ValidationCurveDisplay(
|
613 |
+
... param_name=param_name, param_range=param_range,
|
614 |
+
... train_scores=train_scores, test_scores=test_scores, score_name="Score"
|
615 |
+
... )
|
616 |
+
>>> display.plot()
|
617 |
+
<...>
|
618 |
+
>>> plt.show()
|
619 |
+
"""
|
620 |
+
|
621 |
+
def __init__(
|
622 |
+
self, *, param_name, param_range, train_scores, test_scores, score_name=None
|
623 |
+
):
|
624 |
+
self.param_name = param_name
|
625 |
+
self.param_range = param_range
|
626 |
+
self.train_scores = train_scores
|
627 |
+
self.test_scores = test_scores
|
628 |
+
self.score_name = score_name
|
629 |
+
|
630 |
+
def plot(
|
631 |
+
self,
|
632 |
+
ax=None,
|
633 |
+
*,
|
634 |
+
negate_score=False,
|
635 |
+
score_name=None,
|
636 |
+
score_type="both",
|
637 |
+
std_display_style="fill_between",
|
638 |
+
line_kw=None,
|
639 |
+
fill_between_kw=None,
|
640 |
+
errorbar_kw=None,
|
641 |
+
):
|
642 |
+
"""Plot visualization.
|
643 |
+
|
644 |
+
Parameters
|
645 |
+
----------
|
646 |
+
ax : matplotlib Axes, default=None
|
647 |
+
Axes object to plot on. If `None`, a new figure and axes is
|
648 |
+
created.
|
649 |
+
|
650 |
+
negate_score : bool, default=False
|
651 |
+
Whether or not to negate the scores obtained through
|
652 |
+
:func:`~sklearn.model_selection.validation_curve`. This is
|
653 |
+
particularly useful when using the error denoted by `neg_*` in
|
654 |
+
`scikit-learn`.
|
655 |
+
|
656 |
+
score_name : str, default=None
|
657 |
+
The name of the score used to decorate the y-axis of the plot. It will
|
658 |
+
override the name inferred from the `scoring` parameter. If `score` is
|
659 |
+
`None`, we use `"Score"` if `negate_score` is `False` and `"Negative score"`
|
660 |
+
otherwise. If `scoring` is a string or a callable, we infer the name. We
|
661 |
+
replace `_` by spaces and capitalize the first letter. We remove `neg_` and
|
662 |
+
replace it by `"Negative"` if `negate_score` is
|
663 |
+
`False` or just remove it otherwise.
|
664 |
+
|
665 |
+
score_type : {"test", "train", "both"}, default="both"
|
666 |
+
The type of score to plot. Can be one of `"test"`, `"train"`, or
|
667 |
+
`"both"`.
|
668 |
+
|
669 |
+
std_display_style : {"errorbar", "fill_between"} or None, default="fill_between"
|
670 |
+
The style used to display the score standard deviation around the
|
671 |
+
mean score. If None, no standard deviation representation is
|
672 |
+
displayed.
|
673 |
+
|
674 |
+
line_kw : dict, default=None
|
675 |
+
Additional keyword arguments passed to the `plt.plot` used to draw
|
676 |
+
the mean score.
|
677 |
+
|
678 |
+
fill_between_kw : dict, default=None
|
679 |
+
Additional keyword arguments passed to the `plt.fill_between` used
|
680 |
+
to draw the score standard deviation.
|
681 |
+
|
682 |
+
errorbar_kw : dict, default=None
|
683 |
+
Additional keyword arguments passed to the `plt.errorbar` used to
|
684 |
+
draw mean score and standard deviation score.
|
685 |
+
|
686 |
+
Returns
|
687 |
+
-------
|
688 |
+
display : :class:`~sklearn.model_selection.ValidationCurveDisplay`
|
689 |
+
Object that stores computed values.
|
690 |
+
"""
|
691 |
+
self._plot_curve(
|
692 |
+
self.param_range,
|
693 |
+
ax=ax,
|
694 |
+
negate_score=negate_score,
|
695 |
+
score_name=score_name,
|
696 |
+
score_type=score_type,
|
697 |
+
log_scale="deprecated",
|
698 |
+
std_display_style=std_display_style,
|
699 |
+
line_kw=line_kw,
|
700 |
+
fill_between_kw=fill_between_kw,
|
701 |
+
errorbar_kw=errorbar_kw,
|
702 |
+
)
|
703 |
+
self.ax_.set_xlabel(f"{self.param_name}")
|
704 |
+
return self
|
705 |
+
|
706 |
+
@classmethod
|
707 |
+
def from_estimator(
|
708 |
+
cls,
|
709 |
+
estimator,
|
710 |
+
X,
|
711 |
+
y,
|
712 |
+
*,
|
713 |
+
param_name,
|
714 |
+
param_range,
|
715 |
+
groups=None,
|
716 |
+
cv=None,
|
717 |
+
scoring=None,
|
718 |
+
n_jobs=None,
|
719 |
+
pre_dispatch="all",
|
720 |
+
verbose=0,
|
721 |
+
error_score=np.nan,
|
722 |
+
fit_params=None,
|
723 |
+
ax=None,
|
724 |
+
negate_score=False,
|
725 |
+
score_name=None,
|
726 |
+
score_type="both",
|
727 |
+
std_display_style="fill_between",
|
728 |
+
line_kw=None,
|
729 |
+
fill_between_kw=None,
|
730 |
+
errorbar_kw=None,
|
731 |
+
):
|
732 |
+
"""Create a validation curve display from an estimator.
|
733 |
+
|
734 |
+
Read more in the :ref:`User Guide <visualizations>` for general
|
735 |
+
information about the visualization API and :ref:`detailed
|
736 |
+
documentation <validation_curve>` regarding the validation curve
|
737 |
+
visualization.
|
738 |
+
|
739 |
+
Parameters
|
740 |
+
----------
|
741 |
+
estimator : object type that implements the "fit" and "predict" methods
|
742 |
+
An object of that type which is cloned for each validation.
|
743 |
+
|
744 |
+
X : array-like of shape (n_samples, n_features)
|
745 |
+
Training data, where `n_samples` is the number of samples and
|
746 |
+
`n_features` is the number of features.
|
747 |
+
|
748 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs) or None
|
749 |
+
Target relative to X for classification or regression;
|
750 |
+
None for unsupervised learning.
|
751 |
+
|
752 |
+
param_name : str
|
753 |
+
Name of the parameter that will be varied.
|
754 |
+
|
755 |
+
param_range : array-like of shape (n_values,)
|
756 |
+
The values of the parameter that will be evaluated.
|
757 |
+
|
758 |
+
groups : array-like of shape (n_samples,), default=None
|
759 |
+
Group labels for the samples used while splitting the dataset into
|
760 |
+
train/test set. Only used in conjunction with a "Group" :term:`cv`
|
761 |
+
instance (e.g., :class:`GroupKFold`).
|
762 |
+
|
763 |
+
cv : int, cross-validation generator or an iterable, default=None
|
764 |
+
Determines the cross-validation splitting strategy.
|
765 |
+
Possible inputs for cv are:
|
766 |
+
|
767 |
+
- None, to use the default 5-fold cross validation,
|
768 |
+
- int, to specify the number of folds in a `(Stratified)KFold`,
|
769 |
+
- :term:`CV splitter`,
|
770 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
771 |
+
|
772 |
+
For int/None inputs, if the estimator is a classifier and `y` is
|
773 |
+
either binary or multiclass,
|
774 |
+
:class:`~sklearn.model_selection.StratifiedKFold` is used. In all
|
775 |
+
other cases, :class:`~sklearn.model_selection.KFold` is used. These
|
776 |
+
splitters are instantiated with `shuffle=False` so the splits will
|
777 |
+
be the same across calls.
|
778 |
+
|
779 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
780 |
+
cross-validation strategies that can be used here.
|
781 |
+
|
782 |
+
scoring : str or callable, default=None
|
783 |
+
A string (see :ref:`scoring_parameter`) or
|
784 |
+
a scorer callable object / function with signature
|
785 |
+
`scorer(estimator, X, y)` (see :ref:`scoring`).
|
786 |
+
|
787 |
+
n_jobs : int, default=None
|
788 |
+
Number of jobs to run in parallel. Training the estimator and
|
789 |
+
computing the score are parallelized over the different training
|
790 |
+
and test sets. `None` means 1 unless in a
|
791 |
+
:obj:`joblib.parallel_backend` context. `-1` means using all
|
792 |
+
processors. See :term:`Glossary <n_jobs>` for more details.
|
793 |
+
|
794 |
+
pre_dispatch : int or str, default='all'
|
795 |
+
Number of predispatched jobs for parallel execution (default is
|
796 |
+
all). The option can reduce the allocated memory. The str can
|
797 |
+
be an expression like '2*n_jobs'.
|
798 |
+
|
799 |
+
verbose : int, default=0
|
800 |
+
Controls the verbosity: the higher, the more messages.
|
801 |
+
|
802 |
+
error_score : 'raise' or numeric, default=np.nan
|
803 |
+
Value to assign to the score if an error occurs in estimator
|
804 |
+
fitting. If set to 'raise', the error is raised. If a numeric value
|
805 |
+
is given, FitFailedWarning is raised.
|
806 |
+
|
807 |
+
fit_params : dict, default=None
|
808 |
+
Parameters to pass to the fit method of the estimator.
|
809 |
+
|
810 |
+
ax : matplotlib Axes, default=None
|
811 |
+
Axes object to plot on. If `None`, a new figure and axes is
|
812 |
+
created.
|
813 |
+
|
814 |
+
negate_score : bool, default=False
|
815 |
+
Whether or not to negate the scores obtained through
|
816 |
+
:func:`~sklearn.model_selection.validation_curve`. This is
|
817 |
+
particularly useful when using the error denoted by `neg_*` in
|
818 |
+
`scikit-learn`.
|
819 |
+
|
820 |
+
score_name : str, default=None
|
821 |
+
The name of the score used to decorate the y-axis of the plot. It will
|
822 |
+
override the name inferred from the `scoring` parameter. If `score` is
|
823 |
+
`None`, we use `"Score"` if `negate_score` is `False` and `"Negative score"`
|
824 |
+
otherwise. If `scoring` is a string or a callable, we infer the name. We
|
825 |
+
replace `_` by spaces and capitalize the first letter. We remove `neg_` and
|
826 |
+
replace it by `"Negative"` if `negate_score` is
|
827 |
+
`False` or just remove it otherwise.
|
828 |
+
|
829 |
+
score_type : {"test", "train", "both"}, default="both"
|
830 |
+
The type of score to plot. Can be one of `"test"`, `"train"`, or
|
831 |
+
`"both"`.
|
832 |
+
|
833 |
+
std_display_style : {"errorbar", "fill_between"} or None, default="fill_between"
|
834 |
+
The style used to display the score standard deviation around the
|
835 |
+
mean score. If `None`, no representation of the standard deviation
|
836 |
+
is displayed.
|
837 |
+
|
838 |
+
line_kw : dict, default=None
|
839 |
+
Additional keyword arguments passed to the `plt.plot` used to draw
|
840 |
+
the mean score.
|
841 |
+
|
842 |
+
fill_between_kw : dict, default=None
|
843 |
+
Additional keyword arguments passed to the `plt.fill_between` used
|
844 |
+
to draw the score standard deviation.
|
845 |
+
|
846 |
+
errorbar_kw : dict, default=None
|
847 |
+
Additional keyword arguments passed to the `plt.errorbar` used to
|
848 |
+
draw mean score and standard deviation score.
|
849 |
+
|
850 |
+
Returns
|
851 |
+
-------
|
852 |
+
display : :class:`~sklearn.model_selection.ValidationCurveDisplay`
|
853 |
+
Object that stores computed values.
|
854 |
+
|
855 |
+
Examples
|
856 |
+
--------
|
857 |
+
>>> import numpy as np
|
858 |
+
>>> import matplotlib.pyplot as plt
|
859 |
+
>>> from sklearn.datasets import make_classification
|
860 |
+
>>> from sklearn.model_selection import ValidationCurveDisplay
|
861 |
+
>>> from sklearn.linear_model import LogisticRegression
|
862 |
+
>>> X, y = make_classification(n_samples=1_000, random_state=0)
|
863 |
+
>>> logistic_regression = LogisticRegression()
|
864 |
+
>>> param_name, param_range = "C", np.logspace(-8, 3, 10)
|
865 |
+
>>> ValidationCurveDisplay.from_estimator(
|
866 |
+
... logistic_regression, X, y, param_name=param_name,
|
867 |
+
... param_range=param_range,
|
868 |
+
... )
|
869 |
+
<...>
|
870 |
+
>>> plt.show()
|
871 |
+
"""
|
872 |
+
check_matplotlib_support(f"{cls.__name__}.from_estimator")
|
873 |
+
|
874 |
+
score_name = _validate_score_name(score_name, scoring, negate_score)
|
875 |
+
|
876 |
+
train_scores, test_scores = validation_curve(
|
877 |
+
estimator,
|
878 |
+
X,
|
879 |
+
y,
|
880 |
+
param_name=param_name,
|
881 |
+
param_range=param_range,
|
882 |
+
groups=groups,
|
883 |
+
cv=cv,
|
884 |
+
scoring=scoring,
|
885 |
+
n_jobs=n_jobs,
|
886 |
+
pre_dispatch=pre_dispatch,
|
887 |
+
verbose=verbose,
|
888 |
+
error_score=error_score,
|
889 |
+
fit_params=fit_params,
|
890 |
+
)
|
891 |
+
|
892 |
+
viz = cls(
|
893 |
+
param_name=param_name,
|
894 |
+
param_range=np.asarray(param_range),
|
895 |
+
train_scores=train_scores,
|
896 |
+
test_scores=test_scores,
|
897 |
+
score_name=score_name,
|
898 |
+
)
|
899 |
+
return viz.plot(
|
900 |
+
ax=ax,
|
901 |
+
negate_score=negate_score,
|
902 |
+
score_type=score_type,
|
903 |
+
std_display_style=std_display_style,
|
904 |
+
line_kw=line_kw,
|
905 |
+
fill_between_kw=fill_between_kw,
|
906 |
+
errorbar_kw=errorbar_kw,
|
907 |
+
)
|
venv/lib/python3.10/site-packages/sklearn/model_selection/_search.py
ADDED
@@ -0,0 +1,1918 @@
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1 |
+
"""
|
2 |
+
The :mod:`sklearn.model_selection._search` includes utilities to fine-tune the
|
3 |
+
parameters of an estimator.
|
4 |
+
"""
|
5 |
+
|
6 |
+
# Author: Alexandre Gramfort <[email protected]>,
|
7 |
+
# Gael Varoquaux <[email protected]>
|
8 |
+
# Andreas Mueller <[email protected]>
|
9 |
+
# Olivier Grisel <[email protected]>
|
10 |
+
# Raghav RV <[email protected]>
|
11 |
+
# License: BSD 3 clause
|
12 |
+
|
13 |
+
import numbers
|
14 |
+
import operator
|
15 |
+
import time
|
16 |
+
import warnings
|
17 |
+
from abc import ABCMeta, abstractmethod
|
18 |
+
from collections import defaultdict
|
19 |
+
from collections.abc import Iterable, Mapping, Sequence
|
20 |
+
from functools import partial, reduce
|
21 |
+
from itertools import product
|
22 |
+
|
23 |
+
import numpy as np
|
24 |
+
from numpy.ma import MaskedArray
|
25 |
+
from scipy.stats import rankdata
|
26 |
+
|
27 |
+
from ..base import BaseEstimator, MetaEstimatorMixin, _fit_context, clone, is_classifier
|
28 |
+
from ..exceptions import NotFittedError
|
29 |
+
from ..metrics import check_scoring
|
30 |
+
from ..metrics._scorer import (
|
31 |
+
_check_multimetric_scoring,
|
32 |
+
_MultimetricScorer,
|
33 |
+
get_scorer_names,
|
34 |
+
)
|
35 |
+
from ..utils import Bunch, check_random_state
|
36 |
+
from ..utils._param_validation import HasMethods, Interval, StrOptions
|
37 |
+
from ..utils._tags import _safe_tags
|
38 |
+
from ..utils.metadata_routing import (
|
39 |
+
MetadataRouter,
|
40 |
+
MethodMapping,
|
41 |
+
_raise_for_params,
|
42 |
+
_routing_enabled,
|
43 |
+
process_routing,
|
44 |
+
)
|
45 |
+
from ..utils.metaestimators import available_if
|
46 |
+
from ..utils.parallel import Parallel, delayed
|
47 |
+
from ..utils.random import sample_without_replacement
|
48 |
+
from ..utils.validation import _check_method_params, check_is_fitted, indexable
|
49 |
+
from ._split import check_cv
|
50 |
+
from ._validation import (
|
51 |
+
_aggregate_score_dicts,
|
52 |
+
_fit_and_score,
|
53 |
+
_insert_error_scores,
|
54 |
+
_normalize_score_results,
|
55 |
+
_warn_or_raise_about_fit_failures,
|
56 |
+
)
|
57 |
+
|
58 |
+
__all__ = ["GridSearchCV", "ParameterGrid", "ParameterSampler", "RandomizedSearchCV"]
|
59 |
+
|
60 |
+
|
61 |
+
class ParameterGrid:
|
62 |
+
"""Grid of parameters with a discrete number of values for each.
|
63 |
+
|
64 |
+
Can be used to iterate over parameter value combinations with the
|
65 |
+
Python built-in function iter.
|
66 |
+
The order of the generated parameter combinations is deterministic.
|
67 |
+
|
68 |
+
Read more in the :ref:`User Guide <grid_search>`.
|
69 |
+
|
70 |
+
Parameters
|
71 |
+
----------
|
72 |
+
param_grid : dict of str to sequence, or sequence of such
|
73 |
+
The parameter grid to explore, as a dictionary mapping estimator
|
74 |
+
parameters to sequences of allowed values.
|
75 |
+
|
76 |
+
An empty dict signifies default parameters.
|
77 |
+
|
78 |
+
A sequence of dicts signifies a sequence of grids to search, and is
|
79 |
+
useful to avoid exploring parameter combinations that make no sense
|
80 |
+
or have no effect. See the examples below.
|
81 |
+
|
82 |
+
Examples
|
83 |
+
--------
|
84 |
+
>>> from sklearn.model_selection import ParameterGrid
|
85 |
+
>>> param_grid = {'a': [1, 2], 'b': [True, False]}
|
86 |
+
>>> list(ParameterGrid(param_grid)) == (
|
87 |
+
... [{'a': 1, 'b': True}, {'a': 1, 'b': False},
|
88 |
+
... {'a': 2, 'b': True}, {'a': 2, 'b': False}])
|
89 |
+
True
|
90 |
+
|
91 |
+
>>> grid = [{'kernel': ['linear']}, {'kernel': ['rbf'], 'gamma': [1, 10]}]
|
92 |
+
>>> list(ParameterGrid(grid)) == [{'kernel': 'linear'},
|
93 |
+
... {'kernel': 'rbf', 'gamma': 1},
|
94 |
+
... {'kernel': 'rbf', 'gamma': 10}]
|
95 |
+
True
|
96 |
+
>>> ParameterGrid(grid)[1] == {'kernel': 'rbf', 'gamma': 1}
|
97 |
+
True
|
98 |
+
|
99 |
+
See Also
|
100 |
+
--------
|
101 |
+
GridSearchCV : Uses :class:`ParameterGrid` to perform a full parallelized
|
102 |
+
parameter search.
|
103 |
+
"""
|
104 |
+
|
105 |
+
def __init__(self, param_grid):
|
106 |
+
if not isinstance(param_grid, (Mapping, Iterable)):
|
107 |
+
raise TypeError(
|
108 |
+
f"Parameter grid should be a dict or a list, got: {param_grid!r} of"
|
109 |
+
f" type {type(param_grid).__name__}"
|
110 |
+
)
|
111 |
+
|
112 |
+
if isinstance(param_grid, Mapping):
|
113 |
+
# wrap dictionary in a singleton list to support either dict
|
114 |
+
# or list of dicts
|
115 |
+
param_grid = [param_grid]
|
116 |
+
|
117 |
+
# check if all entries are dictionaries of lists
|
118 |
+
for grid in param_grid:
|
119 |
+
if not isinstance(grid, dict):
|
120 |
+
raise TypeError(f"Parameter grid is not a dict ({grid!r})")
|
121 |
+
for key, value in grid.items():
|
122 |
+
if isinstance(value, np.ndarray) and value.ndim > 1:
|
123 |
+
raise ValueError(
|
124 |
+
f"Parameter array for {key!r} should be one-dimensional, got:"
|
125 |
+
f" {value!r} with shape {value.shape}"
|
126 |
+
)
|
127 |
+
if isinstance(value, str) or not isinstance(
|
128 |
+
value, (np.ndarray, Sequence)
|
129 |
+
):
|
130 |
+
raise TypeError(
|
131 |
+
f"Parameter grid for parameter {key!r} needs to be a list or a"
|
132 |
+
f" numpy array, but got {value!r} (of type "
|
133 |
+
f"{type(value).__name__}) instead. Single values "
|
134 |
+
"need to be wrapped in a list with one element."
|
135 |
+
)
|
136 |
+
if len(value) == 0:
|
137 |
+
raise ValueError(
|
138 |
+
f"Parameter grid for parameter {key!r} need "
|
139 |
+
f"to be a non-empty sequence, got: {value!r}"
|
140 |
+
)
|
141 |
+
|
142 |
+
self.param_grid = param_grid
|
143 |
+
|
144 |
+
def __iter__(self):
|
145 |
+
"""Iterate over the points in the grid.
|
146 |
+
|
147 |
+
Returns
|
148 |
+
-------
|
149 |
+
params : iterator over dict of str to any
|
150 |
+
Yields dictionaries mapping each estimator parameter to one of its
|
151 |
+
allowed values.
|
152 |
+
"""
|
153 |
+
for p in self.param_grid:
|
154 |
+
# Always sort the keys of a dictionary, for reproducibility
|
155 |
+
items = sorted(p.items())
|
156 |
+
if not items:
|
157 |
+
yield {}
|
158 |
+
else:
|
159 |
+
keys, values = zip(*items)
|
160 |
+
for v in product(*values):
|
161 |
+
params = dict(zip(keys, v))
|
162 |
+
yield params
|
163 |
+
|
164 |
+
def __len__(self):
|
165 |
+
"""Number of points on the grid."""
|
166 |
+
# Product function that can handle iterables (np.prod can't).
|
167 |
+
product = partial(reduce, operator.mul)
|
168 |
+
return sum(
|
169 |
+
product(len(v) for v in p.values()) if p else 1 for p in self.param_grid
|
170 |
+
)
|
171 |
+
|
172 |
+
def __getitem__(self, ind):
|
173 |
+
"""Get the parameters that would be ``ind``th in iteration
|
174 |
+
|
175 |
+
Parameters
|
176 |
+
----------
|
177 |
+
ind : int
|
178 |
+
The iteration index
|
179 |
+
|
180 |
+
Returns
|
181 |
+
-------
|
182 |
+
params : dict of str to any
|
183 |
+
Equal to list(self)[ind]
|
184 |
+
"""
|
185 |
+
# This is used to make discrete sampling without replacement memory
|
186 |
+
# efficient.
|
187 |
+
for sub_grid in self.param_grid:
|
188 |
+
# XXX: could memoize information used here
|
189 |
+
if not sub_grid:
|
190 |
+
if ind == 0:
|
191 |
+
return {}
|
192 |
+
else:
|
193 |
+
ind -= 1
|
194 |
+
continue
|
195 |
+
|
196 |
+
# Reverse so most frequent cycling parameter comes first
|
197 |
+
keys, values_lists = zip(*sorted(sub_grid.items())[::-1])
|
198 |
+
sizes = [len(v_list) for v_list in values_lists]
|
199 |
+
total = np.prod(sizes)
|
200 |
+
|
201 |
+
if ind >= total:
|
202 |
+
# Try the next grid
|
203 |
+
ind -= total
|
204 |
+
else:
|
205 |
+
out = {}
|
206 |
+
for key, v_list, n in zip(keys, values_lists, sizes):
|
207 |
+
ind, offset = divmod(ind, n)
|
208 |
+
out[key] = v_list[offset]
|
209 |
+
return out
|
210 |
+
|
211 |
+
raise IndexError("ParameterGrid index out of range")
|
212 |
+
|
213 |
+
|
214 |
+
class ParameterSampler:
|
215 |
+
"""Generator on parameters sampled from given distributions.
|
216 |
+
|
217 |
+
Non-deterministic iterable over random candidate combinations for hyper-
|
218 |
+
parameter search. If all parameters are presented as a list,
|
219 |
+
sampling without replacement is performed. If at least one parameter
|
220 |
+
is given as a distribution, sampling with replacement is used.
|
221 |
+
It is highly recommended to use continuous distributions for continuous
|
222 |
+
parameters.
|
223 |
+
|
224 |
+
Read more in the :ref:`User Guide <grid_search>`.
|
225 |
+
|
226 |
+
Parameters
|
227 |
+
----------
|
228 |
+
param_distributions : dict
|
229 |
+
Dictionary with parameters names (`str`) as keys and distributions
|
230 |
+
or lists of parameters to try. Distributions must provide a ``rvs``
|
231 |
+
method for sampling (such as those from scipy.stats.distributions).
|
232 |
+
If a list is given, it is sampled uniformly.
|
233 |
+
If a list of dicts is given, first a dict is sampled uniformly, and
|
234 |
+
then a parameter is sampled using that dict as above.
|
235 |
+
|
236 |
+
n_iter : int
|
237 |
+
Number of parameter settings that are produced.
|
238 |
+
|
239 |
+
random_state : int, RandomState instance or None, default=None
|
240 |
+
Pseudo random number generator state used for random uniform sampling
|
241 |
+
from lists of possible values instead of scipy.stats distributions.
|
242 |
+
Pass an int for reproducible output across multiple
|
243 |
+
function calls.
|
244 |
+
See :term:`Glossary <random_state>`.
|
245 |
+
|
246 |
+
Returns
|
247 |
+
-------
|
248 |
+
params : dict of str to any
|
249 |
+
**Yields** dictionaries mapping each estimator parameter to
|
250 |
+
as sampled value.
|
251 |
+
|
252 |
+
Examples
|
253 |
+
--------
|
254 |
+
>>> from sklearn.model_selection import ParameterSampler
|
255 |
+
>>> from scipy.stats.distributions import expon
|
256 |
+
>>> import numpy as np
|
257 |
+
>>> rng = np.random.RandomState(0)
|
258 |
+
>>> param_grid = {'a':[1, 2], 'b': expon()}
|
259 |
+
>>> param_list = list(ParameterSampler(param_grid, n_iter=4,
|
260 |
+
... random_state=rng))
|
261 |
+
>>> rounded_list = [dict((k, round(v, 6)) for (k, v) in d.items())
|
262 |
+
... for d in param_list]
|
263 |
+
>>> rounded_list == [{'b': 0.89856, 'a': 1},
|
264 |
+
... {'b': 0.923223, 'a': 1},
|
265 |
+
... {'b': 1.878964, 'a': 2},
|
266 |
+
... {'b': 1.038159, 'a': 2}]
|
267 |
+
True
|
268 |
+
"""
|
269 |
+
|
270 |
+
def __init__(self, param_distributions, n_iter, *, random_state=None):
|
271 |
+
if not isinstance(param_distributions, (Mapping, Iterable)):
|
272 |
+
raise TypeError(
|
273 |
+
"Parameter distribution is not a dict or a list,"
|
274 |
+
f" got: {param_distributions!r} of type "
|
275 |
+
f"{type(param_distributions).__name__}"
|
276 |
+
)
|
277 |
+
|
278 |
+
if isinstance(param_distributions, Mapping):
|
279 |
+
# wrap dictionary in a singleton list to support either dict
|
280 |
+
# or list of dicts
|
281 |
+
param_distributions = [param_distributions]
|
282 |
+
|
283 |
+
for dist in param_distributions:
|
284 |
+
if not isinstance(dist, dict):
|
285 |
+
raise TypeError(
|
286 |
+
"Parameter distribution is not a dict ({!r})".format(dist)
|
287 |
+
)
|
288 |
+
for key in dist:
|
289 |
+
if not isinstance(dist[key], Iterable) and not hasattr(
|
290 |
+
dist[key], "rvs"
|
291 |
+
):
|
292 |
+
raise TypeError(
|
293 |
+
f"Parameter grid for parameter {key!r} is not iterable "
|
294 |
+
f"or a distribution (value={dist[key]})"
|
295 |
+
)
|
296 |
+
self.n_iter = n_iter
|
297 |
+
self.random_state = random_state
|
298 |
+
self.param_distributions = param_distributions
|
299 |
+
|
300 |
+
def _is_all_lists(self):
|
301 |
+
return all(
|
302 |
+
all(not hasattr(v, "rvs") for v in dist.values())
|
303 |
+
for dist in self.param_distributions
|
304 |
+
)
|
305 |
+
|
306 |
+
def __iter__(self):
|
307 |
+
rng = check_random_state(self.random_state)
|
308 |
+
|
309 |
+
# if all distributions are given as lists, we want to sample without
|
310 |
+
# replacement
|
311 |
+
if self._is_all_lists():
|
312 |
+
# look up sampled parameter settings in parameter grid
|
313 |
+
param_grid = ParameterGrid(self.param_distributions)
|
314 |
+
grid_size = len(param_grid)
|
315 |
+
n_iter = self.n_iter
|
316 |
+
|
317 |
+
if grid_size < n_iter:
|
318 |
+
warnings.warn(
|
319 |
+
"The total space of parameters %d is smaller "
|
320 |
+
"than n_iter=%d. Running %d iterations. For exhaustive "
|
321 |
+
"searches, use GridSearchCV." % (grid_size, self.n_iter, grid_size),
|
322 |
+
UserWarning,
|
323 |
+
)
|
324 |
+
n_iter = grid_size
|
325 |
+
for i in sample_without_replacement(grid_size, n_iter, random_state=rng):
|
326 |
+
yield param_grid[i]
|
327 |
+
|
328 |
+
else:
|
329 |
+
for _ in range(self.n_iter):
|
330 |
+
dist = rng.choice(self.param_distributions)
|
331 |
+
# Always sort the keys of a dictionary, for reproducibility
|
332 |
+
items = sorted(dist.items())
|
333 |
+
params = dict()
|
334 |
+
for k, v in items:
|
335 |
+
if hasattr(v, "rvs"):
|
336 |
+
params[k] = v.rvs(random_state=rng)
|
337 |
+
else:
|
338 |
+
params[k] = v[rng.randint(len(v))]
|
339 |
+
yield params
|
340 |
+
|
341 |
+
def __len__(self):
|
342 |
+
"""Number of points that will be sampled."""
|
343 |
+
if self._is_all_lists():
|
344 |
+
grid_size = len(ParameterGrid(self.param_distributions))
|
345 |
+
return min(self.n_iter, grid_size)
|
346 |
+
else:
|
347 |
+
return self.n_iter
|
348 |
+
|
349 |
+
|
350 |
+
def _check_refit(search_cv, attr):
|
351 |
+
if not search_cv.refit:
|
352 |
+
raise AttributeError(
|
353 |
+
f"This {type(search_cv).__name__} instance was initialized with "
|
354 |
+
f"`refit=False`. {attr} is available only after refitting on the best "
|
355 |
+
"parameters. You can refit an estimator manually using the "
|
356 |
+
"`best_params_` attribute"
|
357 |
+
)
|
358 |
+
|
359 |
+
|
360 |
+
def _estimator_has(attr):
|
361 |
+
"""Check if we can delegate a method to the underlying estimator.
|
362 |
+
|
363 |
+
Calling a prediction method will only be available if `refit=True`. In
|
364 |
+
such case, we check first the fitted best estimator. If it is not
|
365 |
+
fitted, we check the unfitted estimator.
|
366 |
+
|
367 |
+
Checking the unfitted estimator allows to use `hasattr` on the `SearchCV`
|
368 |
+
instance even before calling `fit`.
|
369 |
+
"""
|
370 |
+
|
371 |
+
def check(self):
|
372 |
+
_check_refit(self, attr)
|
373 |
+
if hasattr(self, "best_estimator_"):
|
374 |
+
# raise an AttributeError if `attr` does not exist
|
375 |
+
getattr(self.best_estimator_, attr)
|
376 |
+
return True
|
377 |
+
# raise an AttributeError if `attr` does not exist
|
378 |
+
getattr(self.estimator, attr)
|
379 |
+
return True
|
380 |
+
|
381 |
+
return check
|
382 |
+
|
383 |
+
|
384 |
+
class BaseSearchCV(MetaEstimatorMixin, BaseEstimator, metaclass=ABCMeta):
|
385 |
+
"""Abstract base class for hyper parameter search with cross-validation."""
|
386 |
+
|
387 |
+
_parameter_constraints: dict = {
|
388 |
+
"estimator": [HasMethods(["fit"])],
|
389 |
+
"scoring": [
|
390 |
+
StrOptions(set(get_scorer_names())),
|
391 |
+
callable,
|
392 |
+
list,
|
393 |
+
tuple,
|
394 |
+
dict,
|
395 |
+
None,
|
396 |
+
],
|
397 |
+
"n_jobs": [numbers.Integral, None],
|
398 |
+
"refit": ["boolean", str, callable],
|
399 |
+
"cv": ["cv_object"],
|
400 |
+
"verbose": ["verbose"],
|
401 |
+
"pre_dispatch": [numbers.Integral, str],
|
402 |
+
"error_score": [StrOptions({"raise"}), numbers.Real],
|
403 |
+
"return_train_score": ["boolean"],
|
404 |
+
}
|
405 |
+
|
406 |
+
@abstractmethod
|
407 |
+
def __init__(
|
408 |
+
self,
|
409 |
+
estimator,
|
410 |
+
*,
|
411 |
+
scoring=None,
|
412 |
+
n_jobs=None,
|
413 |
+
refit=True,
|
414 |
+
cv=None,
|
415 |
+
verbose=0,
|
416 |
+
pre_dispatch="2*n_jobs",
|
417 |
+
error_score=np.nan,
|
418 |
+
return_train_score=True,
|
419 |
+
):
|
420 |
+
self.scoring = scoring
|
421 |
+
self.estimator = estimator
|
422 |
+
self.n_jobs = n_jobs
|
423 |
+
self.refit = refit
|
424 |
+
self.cv = cv
|
425 |
+
self.verbose = verbose
|
426 |
+
self.pre_dispatch = pre_dispatch
|
427 |
+
self.error_score = error_score
|
428 |
+
self.return_train_score = return_train_score
|
429 |
+
|
430 |
+
@property
|
431 |
+
def _estimator_type(self):
|
432 |
+
return self.estimator._estimator_type
|
433 |
+
|
434 |
+
def _more_tags(self):
|
435 |
+
# allows cross-validation to see 'precomputed' metrics
|
436 |
+
return {
|
437 |
+
"pairwise": _safe_tags(self.estimator, "pairwise"),
|
438 |
+
"_xfail_checks": {
|
439 |
+
"check_supervised_y_2d": "DataConversionWarning not caught"
|
440 |
+
},
|
441 |
+
}
|
442 |
+
|
443 |
+
def score(self, X, y=None, **params):
|
444 |
+
"""Return the score on the given data, if the estimator has been refit.
|
445 |
+
|
446 |
+
This uses the score defined by ``scoring`` where provided, and the
|
447 |
+
``best_estimator_.score`` method otherwise.
|
448 |
+
|
449 |
+
Parameters
|
450 |
+
----------
|
451 |
+
X : array-like of shape (n_samples, n_features)
|
452 |
+
Input data, where `n_samples` is the number of samples and
|
453 |
+
`n_features` is the number of features.
|
454 |
+
|
455 |
+
y : array-like of shape (n_samples, n_output) \
|
456 |
+
or (n_samples,), default=None
|
457 |
+
Target relative to X for classification or regression;
|
458 |
+
None for unsupervised learning.
|
459 |
+
|
460 |
+
**params : dict
|
461 |
+
Parameters to be passed to the underlying scorer(s).
|
462 |
+
|
463 |
+
..versionadded:: 1.4
|
464 |
+
Only available if `enable_metadata_routing=True`. See
|
465 |
+
:ref:`Metadata Routing User Guide <metadata_routing>` for more
|
466 |
+
details.
|
467 |
+
|
468 |
+
Returns
|
469 |
+
-------
|
470 |
+
score : float
|
471 |
+
The score defined by ``scoring`` if provided, and the
|
472 |
+
``best_estimator_.score`` method otherwise.
|
473 |
+
"""
|
474 |
+
_check_refit(self, "score")
|
475 |
+
check_is_fitted(self)
|
476 |
+
|
477 |
+
_raise_for_params(params, self, "score")
|
478 |
+
|
479 |
+
if _routing_enabled():
|
480 |
+
score_params = process_routing(self, "score", **params).scorer["score"]
|
481 |
+
else:
|
482 |
+
score_params = dict()
|
483 |
+
|
484 |
+
if self.scorer_ is None:
|
485 |
+
raise ValueError(
|
486 |
+
"No score function explicitly defined, "
|
487 |
+
"and the estimator doesn't provide one %s"
|
488 |
+
% self.best_estimator_
|
489 |
+
)
|
490 |
+
if isinstance(self.scorer_, dict):
|
491 |
+
if self.multimetric_:
|
492 |
+
scorer = self.scorer_[self.refit]
|
493 |
+
else:
|
494 |
+
scorer = self.scorer_
|
495 |
+
return scorer(self.best_estimator_, X, y, **score_params)
|
496 |
+
|
497 |
+
# callable
|
498 |
+
score = self.scorer_(self.best_estimator_, X, y, **score_params)
|
499 |
+
if self.multimetric_:
|
500 |
+
score = score[self.refit]
|
501 |
+
return score
|
502 |
+
|
503 |
+
@available_if(_estimator_has("score_samples"))
|
504 |
+
def score_samples(self, X):
|
505 |
+
"""Call score_samples on the estimator with the best found parameters.
|
506 |
+
|
507 |
+
Only available if ``refit=True`` and the underlying estimator supports
|
508 |
+
``score_samples``.
|
509 |
+
|
510 |
+
.. versionadded:: 0.24
|
511 |
+
|
512 |
+
Parameters
|
513 |
+
----------
|
514 |
+
X : iterable
|
515 |
+
Data to predict on. Must fulfill input requirements
|
516 |
+
of the underlying estimator.
|
517 |
+
|
518 |
+
Returns
|
519 |
+
-------
|
520 |
+
y_score : ndarray of shape (n_samples,)
|
521 |
+
The ``best_estimator_.score_samples`` method.
|
522 |
+
"""
|
523 |
+
check_is_fitted(self)
|
524 |
+
return self.best_estimator_.score_samples(X)
|
525 |
+
|
526 |
+
@available_if(_estimator_has("predict"))
|
527 |
+
def predict(self, X):
|
528 |
+
"""Call predict on the estimator with the best found parameters.
|
529 |
+
|
530 |
+
Only available if ``refit=True`` and the underlying estimator supports
|
531 |
+
``predict``.
|
532 |
+
|
533 |
+
Parameters
|
534 |
+
----------
|
535 |
+
X : indexable, length n_samples
|
536 |
+
Must fulfill the input assumptions of the
|
537 |
+
underlying estimator.
|
538 |
+
|
539 |
+
Returns
|
540 |
+
-------
|
541 |
+
y_pred : ndarray of shape (n_samples,)
|
542 |
+
The predicted labels or values for `X` based on the estimator with
|
543 |
+
the best found parameters.
|
544 |
+
"""
|
545 |
+
check_is_fitted(self)
|
546 |
+
return self.best_estimator_.predict(X)
|
547 |
+
|
548 |
+
@available_if(_estimator_has("predict_proba"))
|
549 |
+
def predict_proba(self, X):
|
550 |
+
"""Call predict_proba on the estimator with the best found parameters.
|
551 |
+
|
552 |
+
Only available if ``refit=True`` and the underlying estimator supports
|
553 |
+
``predict_proba``.
|
554 |
+
|
555 |
+
Parameters
|
556 |
+
----------
|
557 |
+
X : indexable, length n_samples
|
558 |
+
Must fulfill the input assumptions of the
|
559 |
+
underlying estimator.
|
560 |
+
|
561 |
+
Returns
|
562 |
+
-------
|
563 |
+
y_pred : ndarray of shape (n_samples,) or (n_samples, n_classes)
|
564 |
+
Predicted class probabilities for `X` based on the estimator with
|
565 |
+
the best found parameters. The order of the classes corresponds
|
566 |
+
to that in the fitted attribute :term:`classes_`.
|
567 |
+
"""
|
568 |
+
check_is_fitted(self)
|
569 |
+
return self.best_estimator_.predict_proba(X)
|
570 |
+
|
571 |
+
@available_if(_estimator_has("predict_log_proba"))
|
572 |
+
def predict_log_proba(self, X):
|
573 |
+
"""Call predict_log_proba on the estimator with the best found parameters.
|
574 |
+
|
575 |
+
Only available if ``refit=True`` and the underlying estimator supports
|
576 |
+
``predict_log_proba``.
|
577 |
+
|
578 |
+
Parameters
|
579 |
+
----------
|
580 |
+
X : indexable, length n_samples
|
581 |
+
Must fulfill the input assumptions of the
|
582 |
+
underlying estimator.
|
583 |
+
|
584 |
+
Returns
|
585 |
+
-------
|
586 |
+
y_pred : ndarray of shape (n_samples,) or (n_samples, n_classes)
|
587 |
+
Predicted class log-probabilities for `X` based on the estimator
|
588 |
+
with the best found parameters. The order of the classes
|
589 |
+
corresponds to that in the fitted attribute :term:`classes_`.
|
590 |
+
"""
|
591 |
+
check_is_fitted(self)
|
592 |
+
return self.best_estimator_.predict_log_proba(X)
|
593 |
+
|
594 |
+
@available_if(_estimator_has("decision_function"))
|
595 |
+
def decision_function(self, X):
|
596 |
+
"""Call decision_function on the estimator with the best found parameters.
|
597 |
+
|
598 |
+
Only available if ``refit=True`` and the underlying estimator supports
|
599 |
+
``decision_function``.
|
600 |
+
|
601 |
+
Parameters
|
602 |
+
----------
|
603 |
+
X : indexable, length n_samples
|
604 |
+
Must fulfill the input assumptions of the
|
605 |
+
underlying estimator.
|
606 |
+
|
607 |
+
Returns
|
608 |
+
-------
|
609 |
+
y_score : ndarray of shape (n_samples,) or (n_samples, n_classes) \
|
610 |
+
or (n_samples, n_classes * (n_classes-1) / 2)
|
611 |
+
Result of the decision function for `X` based on the estimator with
|
612 |
+
the best found parameters.
|
613 |
+
"""
|
614 |
+
check_is_fitted(self)
|
615 |
+
return self.best_estimator_.decision_function(X)
|
616 |
+
|
617 |
+
@available_if(_estimator_has("transform"))
|
618 |
+
def transform(self, X):
|
619 |
+
"""Call transform on the estimator with the best found parameters.
|
620 |
+
|
621 |
+
Only available if the underlying estimator supports ``transform`` and
|
622 |
+
``refit=True``.
|
623 |
+
|
624 |
+
Parameters
|
625 |
+
----------
|
626 |
+
X : indexable, length n_samples
|
627 |
+
Must fulfill the input assumptions of the
|
628 |
+
underlying estimator.
|
629 |
+
|
630 |
+
Returns
|
631 |
+
-------
|
632 |
+
Xt : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
633 |
+
`X` transformed in the new space based on the estimator with
|
634 |
+
the best found parameters.
|
635 |
+
"""
|
636 |
+
check_is_fitted(self)
|
637 |
+
return self.best_estimator_.transform(X)
|
638 |
+
|
639 |
+
@available_if(_estimator_has("inverse_transform"))
|
640 |
+
def inverse_transform(self, Xt):
|
641 |
+
"""Call inverse_transform on the estimator with the best found params.
|
642 |
+
|
643 |
+
Only available if the underlying estimator implements
|
644 |
+
``inverse_transform`` and ``refit=True``.
|
645 |
+
|
646 |
+
Parameters
|
647 |
+
----------
|
648 |
+
Xt : indexable, length n_samples
|
649 |
+
Must fulfill the input assumptions of the
|
650 |
+
underlying estimator.
|
651 |
+
|
652 |
+
Returns
|
653 |
+
-------
|
654 |
+
X : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
655 |
+
Result of the `inverse_transform` function for `Xt` based on the
|
656 |
+
estimator with the best found parameters.
|
657 |
+
"""
|
658 |
+
check_is_fitted(self)
|
659 |
+
return self.best_estimator_.inverse_transform(Xt)
|
660 |
+
|
661 |
+
@property
|
662 |
+
def n_features_in_(self):
|
663 |
+
"""Number of features seen during :term:`fit`.
|
664 |
+
|
665 |
+
Only available when `refit=True`.
|
666 |
+
"""
|
667 |
+
# For consistency with other estimators we raise a AttributeError so
|
668 |
+
# that hasattr() fails if the search estimator isn't fitted.
|
669 |
+
try:
|
670 |
+
check_is_fitted(self)
|
671 |
+
except NotFittedError as nfe:
|
672 |
+
raise AttributeError(
|
673 |
+
"{} object has no n_features_in_ attribute.".format(
|
674 |
+
self.__class__.__name__
|
675 |
+
)
|
676 |
+
) from nfe
|
677 |
+
|
678 |
+
return self.best_estimator_.n_features_in_
|
679 |
+
|
680 |
+
@property
|
681 |
+
def classes_(self):
|
682 |
+
"""Class labels.
|
683 |
+
|
684 |
+
Only available when `refit=True` and the estimator is a classifier.
|
685 |
+
"""
|
686 |
+
_estimator_has("classes_")(self)
|
687 |
+
return self.best_estimator_.classes_
|
688 |
+
|
689 |
+
def _run_search(self, evaluate_candidates):
|
690 |
+
"""Repeatedly calls `evaluate_candidates` to conduct a search.
|
691 |
+
|
692 |
+
This method, implemented in sub-classes, makes it possible to
|
693 |
+
customize the scheduling of evaluations: GridSearchCV and
|
694 |
+
RandomizedSearchCV schedule evaluations for their whole parameter
|
695 |
+
search space at once but other more sequential approaches are also
|
696 |
+
possible: for instance is possible to iteratively schedule evaluations
|
697 |
+
for new regions of the parameter search space based on previously
|
698 |
+
collected evaluation results. This makes it possible to implement
|
699 |
+
Bayesian optimization or more generally sequential model-based
|
700 |
+
optimization by deriving from the BaseSearchCV abstract base class.
|
701 |
+
For example, Successive Halving is implemented by calling
|
702 |
+
`evaluate_candidates` multiples times (once per iteration of the SH
|
703 |
+
process), each time passing a different set of candidates with `X`
|
704 |
+
and `y` of increasing sizes.
|
705 |
+
|
706 |
+
Parameters
|
707 |
+
----------
|
708 |
+
evaluate_candidates : callable
|
709 |
+
This callback accepts:
|
710 |
+
- a list of candidates, where each candidate is a dict of
|
711 |
+
parameter settings.
|
712 |
+
- an optional `cv` parameter which can be used to e.g.
|
713 |
+
evaluate candidates on different dataset splits, or
|
714 |
+
evaluate candidates on subsampled data (as done in the
|
715 |
+
SucessiveHaling estimators). By default, the original `cv`
|
716 |
+
parameter is used, and it is available as a private
|
717 |
+
`_checked_cv_orig` attribute.
|
718 |
+
- an optional `more_results` dict. Each key will be added to
|
719 |
+
the `cv_results_` attribute. Values should be lists of
|
720 |
+
length `n_candidates`
|
721 |
+
|
722 |
+
It returns a dict of all results so far, formatted like
|
723 |
+
``cv_results_``.
|
724 |
+
|
725 |
+
Important note (relevant whether the default cv is used or not):
|
726 |
+
in randomized splitters, and unless the random_state parameter of
|
727 |
+
cv was set to an int, calling cv.split() multiple times will
|
728 |
+
yield different splits. Since cv.split() is called in
|
729 |
+
evaluate_candidates, this means that candidates will be evaluated
|
730 |
+
on different splits each time evaluate_candidates is called. This
|
731 |
+
might be a methodological issue depending on the search strategy
|
732 |
+
that you're implementing. To prevent randomized splitters from
|
733 |
+
being used, you may use _split._yields_constant_splits()
|
734 |
+
|
735 |
+
Examples
|
736 |
+
--------
|
737 |
+
|
738 |
+
::
|
739 |
+
|
740 |
+
def _run_search(self, evaluate_candidates):
|
741 |
+
'Try C=0.1 only if C=1 is better than C=10'
|
742 |
+
all_results = evaluate_candidates([{'C': 1}, {'C': 10}])
|
743 |
+
score = all_results['mean_test_score']
|
744 |
+
if score[0] < score[1]:
|
745 |
+
evaluate_candidates([{'C': 0.1}])
|
746 |
+
"""
|
747 |
+
raise NotImplementedError("_run_search not implemented.")
|
748 |
+
|
749 |
+
def _check_refit_for_multimetric(self, scores):
|
750 |
+
"""Check `refit` is compatible with `scores` is valid"""
|
751 |
+
multimetric_refit_msg = (
|
752 |
+
"For multi-metric scoring, the parameter refit must be set to a "
|
753 |
+
"scorer key or a callable to refit an estimator with the best "
|
754 |
+
"parameter setting on the whole data and make the best_* "
|
755 |
+
"attributes available for that metric. If this is not needed, "
|
756 |
+
f"refit should be set to False explicitly. {self.refit!r} was "
|
757 |
+
"passed."
|
758 |
+
)
|
759 |
+
|
760 |
+
valid_refit_dict = isinstance(self.refit, str) and self.refit in scores
|
761 |
+
|
762 |
+
if (
|
763 |
+
self.refit is not False
|
764 |
+
and not valid_refit_dict
|
765 |
+
and not callable(self.refit)
|
766 |
+
):
|
767 |
+
raise ValueError(multimetric_refit_msg)
|
768 |
+
|
769 |
+
@staticmethod
|
770 |
+
def _select_best_index(refit, refit_metric, results):
|
771 |
+
"""Select index of the best combination of hyperparemeters."""
|
772 |
+
if callable(refit):
|
773 |
+
# If callable, refit is expected to return the index of the best
|
774 |
+
# parameter set.
|
775 |
+
best_index = refit(results)
|
776 |
+
if not isinstance(best_index, numbers.Integral):
|
777 |
+
raise TypeError("best_index_ returned is not an integer")
|
778 |
+
if best_index < 0 or best_index >= len(results["params"]):
|
779 |
+
raise IndexError("best_index_ index out of range")
|
780 |
+
else:
|
781 |
+
best_index = results[f"rank_test_{refit_metric}"].argmin()
|
782 |
+
return best_index
|
783 |
+
|
784 |
+
def _get_scorers(self, convert_multimetric):
|
785 |
+
"""Get the scorer(s) to be used.
|
786 |
+
|
787 |
+
This is used in ``fit`` and ``get_metadata_routing``.
|
788 |
+
|
789 |
+
Parameters
|
790 |
+
----------
|
791 |
+
convert_multimetric : bool
|
792 |
+
Whether to convert a dict of scorers to a _MultimetricScorer. This
|
793 |
+
is used in ``get_metadata_routing`` to include the routing info for
|
794 |
+
multiple scorers.
|
795 |
+
|
796 |
+
Returns
|
797 |
+
-------
|
798 |
+
scorers, refit_metric
|
799 |
+
"""
|
800 |
+
refit_metric = "score"
|
801 |
+
|
802 |
+
if callable(self.scoring):
|
803 |
+
scorers = self.scoring
|
804 |
+
elif self.scoring is None or isinstance(self.scoring, str):
|
805 |
+
scorers = check_scoring(self.estimator, self.scoring)
|
806 |
+
else:
|
807 |
+
scorers = _check_multimetric_scoring(self.estimator, self.scoring)
|
808 |
+
self._check_refit_for_multimetric(scorers)
|
809 |
+
refit_metric = self.refit
|
810 |
+
if convert_multimetric and isinstance(scorers, dict):
|
811 |
+
scorers = _MultimetricScorer(
|
812 |
+
scorers=scorers, raise_exc=(self.error_score == "raise")
|
813 |
+
)
|
814 |
+
|
815 |
+
return scorers, refit_metric
|
816 |
+
|
817 |
+
def _get_routed_params_for_fit(self, params):
|
818 |
+
"""Get the parameters to be used for routing.
|
819 |
+
|
820 |
+
This is a method instead of a snippet in ``fit`` since it's used twice,
|
821 |
+
here in ``fit``, and in ``HalvingRandomSearchCV.fit``.
|
822 |
+
"""
|
823 |
+
if _routing_enabled():
|
824 |
+
routed_params = process_routing(self, "fit", **params)
|
825 |
+
else:
|
826 |
+
params = params.copy()
|
827 |
+
groups = params.pop("groups", None)
|
828 |
+
routed_params = Bunch(
|
829 |
+
estimator=Bunch(fit=params),
|
830 |
+
splitter=Bunch(split={"groups": groups}),
|
831 |
+
scorer=Bunch(score={}),
|
832 |
+
)
|
833 |
+
return routed_params
|
834 |
+
|
835 |
+
@_fit_context(
|
836 |
+
# *SearchCV.estimator is not validated yet
|
837 |
+
prefer_skip_nested_validation=False
|
838 |
+
)
|
839 |
+
def fit(self, X, y=None, **params):
|
840 |
+
"""Run fit with all sets of parameters.
|
841 |
+
|
842 |
+
Parameters
|
843 |
+
----------
|
844 |
+
|
845 |
+
X : array-like of shape (n_samples, n_features)
|
846 |
+
Training vector, where `n_samples` is the number of samples and
|
847 |
+
`n_features` is the number of features.
|
848 |
+
|
849 |
+
y : array-like of shape (n_samples, n_output) \
|
850 |
+
or (n_samples,), default=None
|
851 |
+
Target relative to X for classification or regression;
|
852 |
+
None for unsupervised learning.
|
853 |
+
|
854 |
+
**params : dict of str -> object
|
855 |
+
Parameters passed to the ``fit`` method of the estimator, the scorer,
|
856 |
+
and the CV splitter.
|
857 |
+
|
858 |
+
If a fit parameter is an array-like whose length is equal to
|
859 |
+
`num_samples` then it will be split across CV groups along with `X`
|
860 |
+
and `y`. For example, the :term:`sample_weight` parameter is split
|
861 |
+
because `len(sample_weights) = len(X)`.
|
862 |
+
|
863 |
+
Returns
|
864 |
+
-------
|
865 |
+
self : object
|
866 |
+
Instance of fitted estimator.
|
867 |
+
"""
|
868 |
+
estimator = self.estimator
|
869 |
+
# Here we keep a dict of scorers as is, and only convert to a
|
870 |
+
# _MultimetricScorer at a later stage. Issue:
|
871 |
+
# https://github.com/scikit-learn/scikit-learn/issues/27001
|
872 |
+
scorers, refit_metric = self._get_scorers(convert_multimetric=False)
|
873 |
+
|
874 |
+
X, y = indexable(X, y)
|
875 |
+
params = _check_method_params(X, params=params)
|
876 |
+
|
877 |
+
routed_params = self._get_routed_params_for_fit(params)
|
878 |
+
|
879 |
+
cv_orig = check_cv(self.cv, y, classifier=is_classifier(estimator))
|
880 |
+
n_splits = cv_orig.get_n_splits(X, y, **routed_params.splitter.split)
|
881 |
+
|
882 |
+
base_estimator = clone(self.estimator)
|
883 |
+
|
884 |
+
parallel = Parallel(n_jobs=self.n_jobs, pre_dispatch=self.pre_dispatch)
|
885 |
+
|
886 |
+
fit_and_score_kwargs = dict(
|
887 |
+
scorer=scorers,
|
888 |
+
fit_params=routed_params.estimator.fit,
|
889 |
+
score_params=routed_params.scorer.score,
|
890 |
+
return_train_score=self.return_train_score,
|
891 |
+
return_n_test_samples=True,
|
892 |
+
return_times=True,
|
893 |
+
return_parameters=False,
|
894 |
+
error_score=self.error_score,
|
895 |
+
verbose=self.verbose,
|
896 |
+
)
|
897 |
+
results = {}
|
898 |
+
with parallel:
|
899 |
+
all_candidate_params = []
|
900 |
+
all_out = []
|
901 |
+
all_more_results = defaultdict(list)
|
902 |
+
|
903 |
+
def evaluate_candidates(candidate_params, cv=None, more_results=None):
|
904 |
+
cv = cv or cv_orig
|
905 |
+
candidate_params = list(candidate_params)
|
906 |
+
n_candidates = len(candidate_params)
|
907 |
+
|
908 |
+
if self.verbose > 0:
|
909 |
+
print(
|
910 |
+
"Fitting {0} folds for each of {1} candidates,"
|
911 |
+
" totalling {2} fits".format(
|
912 |
+
n_splits, n_candidates, n_candidates * n_splits
|
913 |
+
)
|
914 |
+
)
|
915 |
+
|
916 |
+
out = parallel(
|
917 |
+
delayed(_fit_and_score)(
|
918 |
+
clone(base_estimator),
|
919 |
+
X,
|
920 |
+
y,
|
921 |
+
train=train,
|
922 |
+
test=test,
|
923 |
+
parameters=parameters,
|
924 |
+
split_progress=(split_idx, n_splits),
|
925 |
+
candidate_progress=(cand_idx, n_candidates),
|
926 |
+
**fit_and_score_kwargs,
|
927 |
+
)
|
928 |
+
for (cand_idx, parameters), (split_idx, (train, test)) in product(
|
929 |
+
enumerate(candidate_params),
|
930 |
+
enumerate(cv.split(X, y, **routed_params.splitter.split)),
|
931 |
+
)
|
932 |
+
)
|
933 |
+
|
934 |
+
if len(out) < 1:
|
935 |
+
raise ValueError(
|
936 |
+
"No fits were performed. "
|
937 |
+
"Was the CV iterator empty? "
|
938 |
+
"Were there no candidates?"
|
939 |
+
)
|
940 |
+
elif len(out) != n_candidates * n_splits:
|
941 |
+
raise ValueError(
|
942 |
+
"cv.split and cv.get_n_splits returned "
|
943 |
+
"inconsistent results. Expected {} "
|
944 |
+
"splits, got {}".format(n_splits, len(out) // n_candidates)
|
945 |
+
)
|
946 |
+
|
947 |
+
_warn_or_raise_about_fit_failures(out, self.error_score)
|
948 |
+
|
949 |
+
# For callable self.scoring, the return type is only know after
|
950 |
+
# calling. If the return type is a dictionary, the error scores
|
951 |
+
# can now be inserted with the correct key. The type checking
|
952 |
+
# of out will be done in `_insert_error_scores`.
|
953 |
+
if callable(self.scoring):
|
954 |
+
_insert_error_scores(out, self.error_score)
|
955 |
+
|
956 |
+
all_candidate_params.extend(candidate_params)
|
957 |
+
all_out.extend(out)
|
958 |
+
|
959 |
+
if more_results is not None:
|
960 |
+
for key, value in more_results.items():
|
961 |
+
all_more_results[key].extend(value)
|
962 |
+
|
963 |
+
nonlocal results
|
964 |
+
results = self._format_results(
|
965 |
+
all_candidate_params, n_splits, all_out, all_more_results
|
966 |
+
)
|
967 |
+
|
968 |
+
return results
|
969 |
+
|
970 |
+
self._run_search(evaluate_candidates)
|
971 |
+
|
972 |
+
# multimetric is determined here because in the case of a callable
|
973 |
+
# self.scoring the return type is only known after calling
|
974 |
+
first_test_score = all_out[0]["test_scores"]
|
975 |
+
self.multimetric_ = isinstance(first_test_score, dict)
|
976 |
+
|
977 |
+
# check refit_metric now for a callabe scorer that is multimetric
|
978 |
+
if callable(self.scoring) and self.multimetric_:
|
979 |
+
self._check_refit_for_multimetric(first_test_score)
|
980 |
+
refit_metric = self.refit
|
981 |
+
|
982 |
+
# For multi-metric evaluation, store the best_index_, best_params_ and
|
983 |
+
# best_score_ iff refit is one of the scorer names
|
984 |
+
# In single metric evaluation, refit_metric is "score"
|
985 |
+
if self.refit or not self.multimetric_:
|
986 |
+
self.best_index_ = self._select_best_index(
|
987 |
+
self.refit, refit_metric, results
|
988 |
+
)
|
989 |
+
if not callable(self.refit):
|
990 |
+
# With a non-custom callable, we can select the best score
|
991 |
+
# based on the best index
|
992 |
+
self.best_score_ = results[f"mean_test_{refit_metric}"][
|
993 |
+
self.best_index_
|
994 |
+
]
|
995 |
+
self.best_params_ = results["params"][self.best_index_]
|
996 |
+
|
997 |
+
if self.refit:
|
998 |
+
# here we clone the estimator as well as the parameters, since
|
999 |
+
# sometimes the parameters themselves might be estimators, e.g.
|
1000 |
+
# when we search over different estimators in a pipeline.
|
1001 |
+
# ref: https://github.com/scikit-learn/scikit-learn/pull/26786
|
1002 |
+
self.best_estimator_ = clone(base_estimator).set_params(
|
1003 |
+
**clone(self.best_params_, safe=False)
|
1004 |
+
)
|
1005 |
+
|
1006 |
+
refit_start_time = time.time()
|
1007 |
+
if y is not None:
|
1008 |
+
self.best_estimator_.fit(X, y, **routed_params.estimator.fit)
|
1009 |
+
else:
|
1010 |
+
self.best_estimator_.fit(X, **routed_params.estimator.fit)
|
1011 |
+
refit_end_time = time.time()
|
1012 |
+
self.refit_time_ = refit_end_time - refit_start_time
|
1013 |
+
|
1014 |
+
if hasattr(self.best_estimator_, "feature_names_in_"):
|
1015 |
+
self.feature_names_in_ = self.best_estimator_.feature_names_in_
|
1016 |
+
|
1017 |
+
# Store the only scorer not as a dict for single metric evaluation
|
1018 |
+
self.scorer_ = scorers
|
1019 |
+
|
1020 |
+
self.cv_results_ = results
|
1021 |
+
self.n_splits_ = n_splits
|
1022 |
+
|
1023 |
+
return self
|
1024 |
+
|
1025 |
+
def _format_results(self, candidate_params, n_splits, out, more_results=None):
|
1026 |
+
n_candidates = len(candidate_params)
|
1027 |
+
out = _aggregate_score_dicts(out)
|
1028 |
+
|
1029 |
+
results = dict(more_results or {})
|
1030 |
+
for key, val in results.items():
|
1031 |
+
# each value is a list (as per evaluate_candidate's convention)
|
1032 |
+
# we convert it to an array for consistency with the other keys
|
1033 |
+
results[key] = np.asarray(val)
|
1034 |
+
|
1035 |
+
def _store(key_name, array, weights=None, splits=False, rank=False):
|
1036 |
+
"""A small helper to store the scores/times to the cv_results_"""
|
1037 |
+
# When iterated first by splits, then by parameters
|
1038 |
+
# We want `array` to have `n_candidates` rows and `n_splits` cols.
|
1039 |
+
array = np.array(array, dtype=np.float64).reshape(n_candidates, n_splits)
|
1040 |
+
if splits:
|
1041 |
+
for split_idx in range(n_splits):
|
1042 |
+
# Uses closure to alter the results
|
1043 |
+
results["split%d_%s" % (split_idx, key_name)] = array[:, split_idx]
|
1044 |
+
|
1045 |
+
array_means = np.average(array, axis=1, weights=weights)
|
1046 |
+
results["mean_%s" % key_name] = array_means
|
1047 |
+
|
1048 |
+
if key_name.startswith(("train_", "test_")) and np.any(
|
1049 |
+
~np.isfinite(array_means)
|
1050 |
+
):
|
1051 |
+
warnings.warn(
|
1052 |
+
(
|
1053 |
+
f"One or more of the {key_name.split('_')[0]} scores "
|
1054 |
+
f"are non-finite: {array_means}"
|
1055 |
+
),
|
1056 |
+
category=UserWarning,
|
1057 |
+
)
|
1058 |
+
|
1059 |
+
# Weighted std is not directly available in numpy
|
1060 |
+
array_stds = np.sqrt(
|
1061 |
+
np.average(
|
1062 |
+
(array - array_means[:, np.newaxis]) ** 2, axis=1, weights=weights
|
1063 |
+
)
|
1064 |
+
)
|
1065 |
+
results["std_%s" % key_name] = array_stds
|
1066 |
+
|
1067 |
+
if rank:
|
1068 |
+
# When the fit/scoring fails `array_means` contains NaNs, we
|
1069 |
+
# will exclude them from the ranking process and consider them
|
1070 |
+
# as tied with the worst performers.
|
1071 |
+
if np.isnan(array_means).all():
|
1072 |
+
# All fit/scoring routines failed.
|
1073 |
+
rank_result = np.ones_like(array_means, dtype=np.int32)
|
1074 |
+
else:
|
1075 |
+
min_array_means = np.nanmin(array_means) - 1
|
1076 |
+
array_means = np.nan_to_num(array_means, nan=min_array_means)
|
1077 |
+
rank_result = rankdata(-array_means, method="min").astype(
|
1078 |
+
np.int32, copy=False
|
1079 |
+
)
|
1080 |
+
results["rank_%s" % key_name] = rank_result
|
1081 |
+
|
1082 |
+
_store("fit_time", out["fit_time"])
|
1083 |
+
_store("score_time", out["score_time"])
|
1084 |
+
# Use one MaskedArray and mask all the places where the param is not
|
1085 |
+
# applicable for that candidate. Use defaultdict as each candidate may
|
1086 |
+
# not contain all the params
|
1087 |
+
param_results = defaultdict(
|
1088 |
+
partial(
|
1089 |
+
MaskedArray,
|
1090 |
+
np.empty(
|
1091 |
+
n_candidates,
|
1092 |
+
),
|
1093 |
+
mask=True,
|
1094 |
+
dtype=object,
|
1095 |
+
)
|
1096 |
+
)
|
1097 |
+
for cand_idx, params in enumerate(candidate_params):
|
1098 |
+
for name, value in params.items():
|
1099 |
+
# An all masked empty array gets created for the key
|
1100 |
+
# `"param_%s" % name` at the first occurrence of `name`.
|
1101 |
+
# Setting the value at an index also unmasks that index
|
1102 |
+
param_results["param_%s" % name][cand_idx] = value
|
1103 |
+
|
1104 |
+
results.update(param_results)
|
1105 |
+
# Store a list of param dicts at the key 'params'
|
1106 |
+
results["params"] = candidate_params
|
1107 |
+
|
1108 |
+
test_scores_dict = _normalize_score_results(out["test_scores"])
|
1109 |
+
if self.return_train_score:
|
1110 |
+
train_scores_dict = _normalize_score_results(out["train_scores"])
|
1111 |
+
|
1112 |
+
for scorer_name in test_scores_dict:
|
1113 |
+
# Computed the (weighted) mean and std for test scores alone
|
1114 |
+
_store(
|
1115 |
+
"test_%s" % scorer_name,
|
1116 |
+
test_scores_dict[scorer_name],
|
1117 |
+
splits=True,
|
1118 |
+
rank=True,
|
1119 |
+
weights=None,
|
1120 |
+
)
|
1121 |
+
if self.return_train_score:
|
1122 |
+
_store(
|
1123 |
+
"train_%s" % scorer_name,
|
1124 |
+
train_scores_dict[scorer_name],
|
1125 |
+
splits=True,
|
1126 |
+
)
|
1127 |
+
|
1128 |
+
return results
|
1129 |
+
|
1130 |
+
def get_metadata_routing(self):
|
1131 |
+
"""Get metadata routing of this object.
|
1132 |
+
|
1133 |
+
Please check :ref:`User Guide <metadata_routing>` on how the routing
|
1134 |
+
mechanism works.
|
1135 |
+
|
1136 |
+
.. versionadded:: 1.4
|
1137 |
+
|
1138 |
+
Returns
|
1139 |
+
-------
|
1140 |
+
routing : MetadataRouter
|
1141 |
+
A :class:`~sklearn.utils.metadata_routing.MetadataRouter` encapsulating
|
1142 |
+
routing information.
|
1143 |
+
"""
|
1144 |
+
router = MetadataRouter(owner=self.__class__.__name__)
|
1145 |
+
router.add(
|
1146 |
+
estimator=self.estimator,
|
1147 |
+
method_mapping=MethodMapping().add(caller="fit", callee="fit"),
|
1148 |
+
)
|
1149 |
+
|
1150 |
+
scorer, _ = self._get_scorers(convert_multimetric=True)
|
1151 |
+
router.add(
|
1152 |
+
scorer=scorer,
|
1153 |
+
method_mapping=MethodMapping()
|
1154 |
+
.add(caller="score", callee="score")
|
1155 |
+
.add(caller="fit", callee="score"),
|
1156 |
+
)
|
1157 |
+
router.add(
|
1158 |
+
splitter=self.cv,
|
1159 |
+
method_mapping=MethodMapping().add(caller="fit", callee="split"),
|
1160 |
+
)
|
1161 |
+
return router
|
1162 |
+
|
1163 |
+
|
1164 |
+
class GridSearchCV(BaseSearchCV):
|
1165 |
+
"""Exhaustive search over specified parameter values for an estimator.
|
1166 |
+
|
1167 |
+
Important members are fit, predict.
|
1168 |
+
|
1169 |
+
GridSearchCV implements a "fit" and a "score" method.
|
1170 |
+
It also implements "score_samples", "predict", "predict_proba",
|
1171 |
+
"decision_function", "transform" and "inverse_transform" if they are
|
1172 |
+
implemented in the estimator used.
|
1173 |
+
|
1174 |
+
The parameters of the estimator used to apply these methods are optimized
|
1175 |
+
by cross-validated grid-search over a parameter grid.
|
1176 |
+
|
1177 |
+
Read more in the :ref:`User Guide <grid_search>`.
|
1178 |
+
|
1179 |
+
Parameters
|
1180 |
+
----------
|
1181 |
+
estimator : estimator object
|
1182 |
+
This is assumed to implement the scikit-learn estimator interface.
|
1183 |
+
Either estimator needs to provide a ``score`` function,
|
1184 |
+
or ``scoring`` must be passed.
|
1185 |
+
|
1186 |
+
param_grid : dict or list of dictionaries
|
1187 |
+
Dictionary with parameters names (`str`) as keys and lists of
|
1188 |
+
parameter settings to try as values, or a list of such
|
1189 |
+
dictionaries, in which case the grids spanned by each dictionary
|
1190 |
+
in the list are explored. This enables searching over any sequence
|
1191 |
+
of parameter settings.
|
1192 |
+
|
1193 |
+
scoring : str, callable, list, tuple or dict, default=None
|
1194 |
+
Strategy to evaluate the performance of the cross-validated model on
|
1195 |
+
the test set.
|
1196 |
+
|
1197 |
+
If `scoring` represents a single score, one can use:
|
1198 |
+
|
1199 |
+
- a single string (see :ref:`scoring_parameter`);
|
1200 |
+
- a callable (see :ref:`scoring`) that returns a single value.
|
1201 |
+
|
1202 |
+
If `scoring` represents multiple scores, one can use:
|
1203 |
+
|
1204 |
+
- a list or tuple of unique strings;
|
1205 |
+
- a callable returning a dictionary where the keys are the metric
|
1206 |
+
names and the values are the metric scores;
|
1207 |
+
- a dictionary with metric names as keys and callables a values.
|
1208 |
+
|
1209 |
+
See :ref:`multimetric_grid_search` for an example.
|
1210 |
+
|
1211 |
+
n_jobs : int, default=None
|
1212 |
+
Number of jobs to run in parallel.
|
1213 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
1214 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
1215 |
+
for more details.
|
1216 |
+
|
1217 |
+
.. versionchanged:: v0.20
|
1218 |
+
`n_jobs` default changed from 1 to None
|
1219 |
+
|
1220 |
+
refit : bool, str, or callable, default=True
|
1221 |
+
Refit an estimator using the best found parameters on the whole
|
1222 |
+
dataset.
|
1223 |
+
|
1224 |
+
For multiple metric evaluation, this needs to be a `str` denoting the
|
1225 |
+
scorer that would be used to find the best parameters for refitting
|
1226 |
+
the estimator at the end.
|
1227 |
+
|
1228 |
+
Where there are considerations other than maximum score in
|
1229 |
+
choosing a best estimator, ``refit`` can be set to a function which
|
1230 |
+
returns the selected ``best_index_`` given ``cv_results_``. In that
|
1231 |
+
case, the ``best_estimator_`` and ``best_params_`` will be set
|
1232 |
+
according to the returned ``best_index_`` while the ``best_score_``
|
1233 |
+
attribute will not be available.
|
1234 |
+
|
1235 |
+
The refitted estimator is made available at the ``best_estimator_``
|
1236 |
+
attribute and permits using ``predict`` directly on this
|
1237 |
+
``GridSearchCV`` instance.
|
1238 |
+
|
1239 |
+
Also for multiple metric evaluation, the attributes ``best_index_``,
|
1240 |
+
``best_score_`` and ``best_params_`` will only be available if
|
1241 |
+
``refit`` is set and all of them will be determined w.r.t this specific
|
1242 |
+
scorer.
|
1243 |
+
|
1244 |
+
See ``scoring`` parameter to know more about multiple metric
|
1245 |
+
evaluation.
|
1246 |
+
|
1247 |
+
See :ref:`sphx_glr_auto_examples_model_selection_plot_grid_search_digits.py`
|
1248 |
+
to see how to design a custom selection strategy using a callable
|
1249 |
+
via `refit`.
|
1250 |
+
|
1251 |
+
.. versionchanged:: 0.20
|
1252 |
+
Support for callable added.
|
1253 |
+
|
1254 |
+
cv : int, cross-validation generator or an iterable, default=None
|
1255 |
+
Determines the cross-validation splitting strategy.
|
1256 |
+
Possible inputs for cv are:
|
1257 |
+
|
1258 |
+
- None, to use the default 5-fold cross validation,
|
1259 |
+
- integer, to specify the number of folds in a `(Stratified)KFold`,
|
1260 |
+
- :term:`CV splitter`,
|
1261 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
1262 |
+
|
1263 |
+
For integer/None inputs, if the estimator is a classifier and ``y`` is
|
1264 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
1265 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
1266 |
+
with `shuffle=False` so the splits will be the same across calls.
|
1267 |
+
|
1268 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
1269 |
+
cross-validation strategies that can be used here.
|
1270 |
+
|
1271 |
+
.. versionchanged:: 0.22
|
1272 |
+
``cv`` default value if None changed from 3-fold to 5-fold.
|
1273 |
+
|
1274 |
+
verbose : int
|
1275 |
+
Controls the verbosity: the higher, the more messages.
|
1276 |
+
|
1277 |
+
- >1 : the computation time for each fold and parameter candidate is
|
1278 |
+
displayed;
|
1279 |
+
- >2 : the score is also displayed;
|
1280 |
+
- >3 : the fold and candidate parameter indexes are also displayed
|
1281 |
+
together with the starting time of the computation.
|
1282 |
+
|
1283 |
+
pre_dispatch : int, or str, default='2*n_jobs'
|
1284 |
+
Controls the number of jobs that get dispatched during parallel
|
1285 |
+
execution. Reducing this number can be useful to avoid an
|
1286 |
+
explosion of memory consumption when more jobs get dispatched
|
1287 |
+
than CPUs can process. This parameter can be:
|
1288 |
+
|
1289 |
+
- None, in which case all the jobs are immediately
|
1290 |
+
created and spawned. Use this for lightweight and
|
1291 |
+
fast-running jobs, to avoid delays due to on-demand
|
1292 |
+
spawning of the jobs
|
1293 |
+
|
1294 |
+
- An int, giving the exact number of total jobs that are
|
1295 |
+
spawned
|
1296 |
+
|
1297 |
+
- A str, giving an expression as a function of n_jobs,
|
1298 |
+
as in '2*n_jobs'
|
1299 |
+
|
1300 |
+
error_score : 'raise' or numeric, default=np.nan
|
1301 |
+
Value to assign to the score if an error occurs in estimator fitting.
|
1302 |
+
If set to 'raise', the error is raised. If a numeric value is given,
|
1303 |
+
FitFailedWarning is raised. This parameter does not affect the refit
|
1304 |
+
step, which will always raise the error.
|
1305 |
+
|
1306 |
+
return_train_score : bool, default=False
|
1307 |
+
If ``False``, the ``cv_results_`` attribute will not include training
|
1308 |
+
scores.
|
1309 |
+
Computing training scores is used to get insights on how different
|
1310 |
+
parameter settings impact the overfitting/underfitting trade-off.
|
1311 |
+
However computing the scores on the training set can be computationally
|
1312 |
+
expensive and is not strictly required to select the parameters that
|
1313 |
+
yield the best generalization performance.
|
1314 |
+
|
1315 |
+
.. versionadded:: 0.19
|
1316 |
+
|
1317 |
+
.. versionchanged:: 0.21
|
1318 |
+
Default value was changed from ``True`` to ``False``
|
1319 |
+
|
1320 |
+
Attributes
|
1321 |
+
----------
|
1322 |
+
cv_results_ : dict of numpy (masked) ndarrays
|
1323 |
+
A dict with keys as column headers and values as columns, that can be
|
1324 |
+
imported into a pandas ``DataFrame``.
|
1325 |
+
|
1326 |
+
For instance the below given table
|
1327 |
+
|
1328 |
+
+------------+-----------+------------+-----------------+---+---------+
|
1329 |
+
|param_kernel|param_gamma|param_degree|split0_test_score|...|rank_t...|
|
1330 |
+
+============+===========+============+=================+===+=========+
|
1331 |
+
| 'poly' | -- | 2 | 0.80 |...| 2 |
|
1332 |
+
+------------+-----------+------------+-----------------+---+---------+
|
1333 |
+
| 'poly' | -- | 3 | 0.70 |...| 4 |
|
1334 |
+
+------------+-----------+------------+-----------------+---+---------+
|
1335 |
+
| 'rbf' | 0.1 | -- | 0.80 |...| 3 |
|
1336 |
+
+------------+-----------+------------+-----------------+---+---------+
|
1337 |
+
| 'rbf' | 0.2 | -- | 0.93 |...| 1 |
|
1338 |
+
+------------+-----------+------------+-----------------+---+---------+
|
1339 |
+
|
1340 |
+
will be represented by a ``cv_results_`` dict of::
|
1341 |
+
|
1342 |
+
{
|
1343 |
+
'param_kernel': masked_array(data = ['poly', 'poly', 'rbf', 'rbf'],
|
1344 |
+
mask = [False False False False]...)
|
1345 |
+
'param_gamma': masked_array(data = [-- -- 0.1 0.2],
|
1346 |
+
mask = [ True True False False]...),
|
1347 |
+
'param_degree': masked_array(data = [2.0 3.0 -- --],
|
1348 |
+
mask = [False False True True]...),
|
1349 |
+
'split0_test_score' : [0.80, 0.70, 0.80, 0.93],
|
1350 |
+
'split1_test_score' : [0.82, 0.50, 0.70, 0.78],
|
1351 |
+
'mean_test_score' : [0.81, 0.60, 0.75, 0.85],
|
1352 |
+
'std_test_score' : [0.01, 0.10, 0.05, 0.08],
|
1353 |
+
'rank_test_score' : [2, 4, 3, 1],
|
1354 |
+
'split0_train_score' : [0.80, 0.92, 0.70, 0.93],
|
1355 |
+
'split1_train_score' : [0.82, 0.55, 0.70, 0.87],
|
1356 |
+
'mean_train_score' : [0.81, 0.74, 0.70, 0.90],
|
1357 |
+
'std_train_score' : [0.01, 0.19, 0.00, 0.03],
|
1358 |
+
'mean_fit_time' : [0.73, 0.63, 0.43, 0.49],
|
1359 |
+
'std_fit_time' : [0.01, 0.02, 0.01, 0.01],
|
1360 |
+
'mean_score_time' : [0.01, 0.06, 0.04, 0.04],
|
1361 |
+
'std_score_time' : [0.00, 0.00, 0.00, 0.01],
|
1362 |
+
'params' : [{'kernel': 'poly', 'degree': 2}, ...],
|
1363 |
+
}
|
1364 |
+
|
1365 |
+
NOTE
|
1366 |
+
|
1367 |
+
The key ``'params'`` is used to store a list of parameter
|
1368 |
+
settings dicts for all the parameter candidates.
|
1369 |
+
|
1370 |
+
The ``mean_fit_time``, ``std_fit_time``, ``mean_score_time`` and
|
1371 |
+
``std_score_time`` are all in seconds.
|
1372 |
+
|
1373 |
+
For multi-metric evaluation, the scores for all the scorers are
|
1374 |
+
available in the ``cv_results_`` dict at the keys ending with that
|
1375 |
+
scorer's name (``'_<scorer_name>'``) instead of ``'_score'`` shown
|
1376 |
+
above. ('split0_test_precision', 'mean_train_precision' etc.)
|
1377 |
+
|
1378 |
+
best_estimator_ : estimator
|
1379 |
+
Estimator that was chosen by the search, i.e. estimator
|
1380 |
+
which gave highest score (or smallest loss if specified)
|
1381 |
+
on the left out data. Not available if ``refit=False``.
|
1382 |
+
|
1383 |
+
See ``refit`` parameter for more information on allowed values.
|
1384 |
+
|
1385 |
+
best_score_ : float
|
1386 |
+
Mean cross-validated score of the best_estimator
|
1387 |
+
|
1388 |
+
For multi-metric evaluation, this is present only if ``refit`` is
|
1389 |
+
specified.
|
1390 |
+
|
1391 |
+
This attribute is not available if ``refit`` is a function.
|
1392 |
+
|
1393 |
+
best_params_ : dict
|
1394 |
+
Parameter setting that gave the best results on the hold out data.
|
1395 |
+
|
1396 |
+
For multi-metric evaluation, this is present only if ``refit`` is
|
1397 |
+
specified.
|
1398 |
+
|
1399 |
+
best_index_ : int
|
1400 |
+
The index (of the ``cv_results_`` arrays) which corresponds to the best
|
1401 |
+
candidate parameter setting.
|
1402 |
+
|
1403 |
+
The dict at ``search.cv_results_['params'][search.best_index_]`` gives
|
1404 |
+
the parameter setting for the best model, that gives the highest
|
1405 |
+
mean score (``search.best_score_``).
|
1406 |
+
|
1407 |
+
For multi-metric evaluation, this is present only if ``refit`` is
|
1408 |
+
specified.
|
1409 |
+
|
1410 |
+
scorer_ : function or a dict
|
1411 |
+
Scorer function used on the held out data to choose the best
|
1412 |
+
parameters for the model.
|
1413 |
+
|
1414 |
+
For multi-metric evaluation, this attribute holds the validated
|
1415 |
+
``scoring`` dict which maps the scorer key to the scorer callable.
|
1416 |
+
|
1417 |
+
n_splits_ : int
|
1418 |
+
The number of cross-validation splits (folds/iterations).
|
1419 |
+
|
1420 |
+
refit_time_ : float
|
1421 |
+
Seconds used for refitting the best model on the whole dataset.
|
1422 |
+
|
1423 |
+
This is present only if ``refit`` is not False.
|
1424 |
+
|
1425 |
+
.. versionadded:: 0.20
|
1426 |
+
|
1427 |
+
multimetric_ : bool
|
1428 |
+
Whether or not the scorers compute several metrics.
|
1429 |
+
|
1430 |
+
classes_ : ndarray of shape (n_classes,)
|
1431 |
+
The classes labels. This is present only if ``refit`` is specified and
|
1432 |
+
the underlying estimator is a classifier.
|
1433 |
+
|
1434 |
+
n_features_in_ : int
|
1435 |
+
Number of features seen during :term:`fit`. Only defined if
|
1436 |
+
`best_estimator_` is defined (see the documentation for the `refit`
|
1437 |
+
parameter for more details) and that `best_estimator_` exposes
|
1438 |
+
`n_features_in_` when fit.
|
1439 |
+
|
1440 |
+
.. versionadded:: 0.24
|
1441 |
+
|
1442 |
+
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
1443 |
+
Names of features seen during :term:`fit`. Only defined if
|
1444 |
+
`best_estimator_` is defined (see the documentation for the `refit`
|
1445 |
+
parameter for more details) and that `best_estimator_` exposes
|
1446 |
+
`feature_names_in_` when fit.
|
1447 |
+
|
1448 |
+
.. versionadded:: 1.0
|
1449 |
+
|
1450 |
+
See Also
|
1451 |
+
--------
|
1452 |
+
ParameterGrid : Generates all the combinations of a hyperparameter grid.
|
1453 |
+
train_test_split : Utility function to split the data into a development
|
1454 |
+
set usable for fitting a GridSearchCV instance and an evaluation set
|
1455 |
+
for its final evaluation.
|
1456 |
+
sklearn.metrics.make_scorer : Make a scorer from a performance metric or
|
1457 |
+
loss function.
|
1458 |
+
|
1459 |
+
Notes
|
1460 |
+
-----
|
1461 |
+
The parameters selected are those that maximize the score of the left out
|
1462 |
+
data, unless an explicit score is passed in which case it is used instead.
|
1463 |
+
|
1464 |
+
If `n_jobs` was set to a value higher than one, the data is copied for each
|
1465 |
+
point in the grid (and not `n_jobs` times). This is done for efficiency
|
1466 |
+
reasons if individual jobs take very little time, but may raise errors if
|
1467 |
+
the dataset is large and not enough memory is available. A workaround in
|
1468 |
+
this case is to set `pre_dispatch`. Then, the memory is copied only
|
1469 |
+
`pre_dispatch` many times. A reasonable value for `pre_dispatch` is `2 *
|
1470 |
+
n_jobs`.
|
1471 |
+
|
1472 |
+
Examples
|
1473 |
+
--------
|
1474 |
+
>>> from sklearn import svm, datasets
|
1475 |
+
>>> from sklearn.model_selection import GridSearchCV
|
1476 |
+
>>> iris = datasets.load_iris()
|
1477 |
+
>>> parameters = {'kernel':('linear', 'rbf'), 'C':[1, 10]}
|
1478 |
+
>>> svc = svm.SVC()
|
1479 |
+
>>> clf = GridSearchCV(svc, parameters)
|
1480 |
+
>>> clf.fit(iris.data, iris.target)
|
1481 |
+
GridSearchCV(estimator=SVC(),
|
1482 |
+
param_grid={'C': [1, 10], 'kernel': ('linear', 'rbf')})
|
1483 |
+
>>> sorted(clf.cv_results_.keys())
|
1484 |
+
['mean_fit_time', 'mean_score_time', 'mean_test_score',...
|
1485 |
+
'param_C', 'param_kernel', 'params',...
|
1486 |
+
'rank_test_score', 'split0_test_score',...
|
1487 |
+
'split2_test_score', ...
|
1488 |
+
'std_fit_time', 'std_score_time', 'std_test_score']
|
1489 |
+
"""
|
1490 |
+
|
1491 |
+
_required_parameters = ["estimator", "param_grid"]
|
1492 |
+
|
1493 |
+
_parameter_constraints: dict = {
|
1494 |
+
**BaseSearchCV._parameter_constraints,
|
1495 |
+
"param_grid": [dict, list],
|
1496 |
+
}
|
1497 |
+
|
1498 |
+
def __init__(
|
1499 |
+
self,
|
1500 |
+
estimator,
|
1501 |
+
param_grid,
|
1502 |
+
*,
|
1503 |
+
scoring=None,
|
1504 |
+
n_jobs=None,
|
1505 |
+
refit=True,
|
1506 |
+
cv=None,
|
1507 |
+
verbose=0,
|
1508 |
+
pre_dispatch="2*n_jobs",
|
1509 |
+
error_score=np.nan,
|
1510 |
+
return_train_score=False,
|
1511 |
+
):
|
1512 |
+
super().__init__(
|
1513 |
+
estimator=estimator,
|
1514 |
+
scoring=scoring,
|
1515 |
+
n_jobs=n_jobs,
|
1516 |
+
refit=refit,
|
1517 |
+
cv=cv,
|
1518 |
+
verbose=verbose,
|
1519 |
+
pre_dispatch=pre_dispatch,
|
1520 |
+
error_score=error_score,
|
1521 |
+
return_train_score=return_train_score,
|
1522 |
+
)
|
1523 |
+
self.param_grid = param_grid
|
1524 |
+
|
1525 |
+
def _run_search(self, evaluate_candidates):
|
1526 |
+
"""Search all candidates in param_grid"""
|
1527 |
+
evaluate_candidates(ParameterGrid(self.param_grid))
|
1528 |
+
|
1529 |
+
|
1530 |
+
class RandomizedSearchCV(BaseSearchCV):
|
1531 |
+
"""Randomized search on hyper parameters.
|
1532 |
+
|
1533 |
+
RandomizedSearchCV implements a "fit" and a "score" method.
|
1534 |
+
It also implements "score_samples", "predict", "predict_proba",
|
1535 |
+
"decision_function", "transform" and "inverse_transform" if they are
|
1536 |
+
implemented in the estimator used.
|
1537 |
+
|
1538 |
+
The parameters of the estimator used to apply these methods are optimized
|
1539 |
+
by cross-validated search over parameter settings.
|
1540 |
+
|
1541 |
+
In contrast to GridSearchCV, not all parameter values are tried out, but
|
1542 |
+
rather a fixed number of parameter settings is sampled from the specified
|
1543 |
+
distributions. The number of parameter settings that are tried is
|
1544 |
+
given by n_iter.
|
1545 |
+
|
1546 |
+
If all parameters are presented as a list,
|
1547 |
+
sampling without replacement is performed. If at least one parameter
|
1548 |
+
is given as a distribution, sampling with replacement is used.
|
1549 |
+
It is highly recommended to use continuous distributions for continuous
|
1550 |
+
parameters.
|
1551 |
+
|
1552 |
+
Read more in the :ref:`User Guide <randomized_parameter_search>`.
|
1553 |
+
|
1554 |
+
.. versionadded:: 0.14
|
1555 |
+
|
1556 |
+
Parameters
|
1557 |
+
----------
|
1558 |
+
estimator : estimator object
|
1559 |
+
An object of that type is instantiated for each grid point.
|
1560 |
+
This is assumed to implement the scikit-learn estimator interface.
|
1561 |
+
Either estimator needs to provide a ``score`` function,
|
1562 |
+
or ``scoring`` must be passed.
|
1563 |
+
|
1564 |
+
param_distributions : dict or list of dicts
|
1565 |
+
Dictionary with parameters names (`str`) as keys and distributions
|
1566 |
+
or lists of parameters to try. Distributions must provide a ``rvs``
|
1567 |
+
method for sampling (such as those from scipy.stats.distributions).
|
1568 |
+
If a list is given, it is sampled uniformly.
|
1569 |
+
If a list of dicts is given, first a dict is sampled uniformly, and
|
1570 |
+
then a parameter is sampled using that dict as above.
|
1571 |
+
|
1572 |
+
n_iter : int, default=10
|
1573 |
+
Number of parameter settings that are sampled. n_iter trades
|
1574 |
+
off runtime vs quality of the solution.
|
1575 |
+
|
1576 |
+
scoring : str, callable, list, tuple or dict, default=None
|
1577 |
+
Strategy to evaluate the performance of the cross-validated model on
|
1578 |
+
the test set.
|
1579 |
+
|
1580 |
+
If `scoring` represents a single score, one can use:
|
1581 |
+
|
1582 |
+
- a single string (see :ref:`scoring_parameter`);
|
1583 |
+
- a callable (see :ref:`scoring`) that returns a single value.
|
1584 |
+
|
1585 |
+
If `scoring` represents multiple scores, one can use:
|
1586 |
+
|
1587 |
+
- a list or tuple of unique strings;
|
1588 |
+
- a callable returning a dictionary where the keys are the metric
|
1589 |
+
names and the values are the metric scores;
|
1590 |
+
- a dictionary with metric names as keys and callables a values.
|
1591 |
+
|
1592 |
+
See :ref:`multimetric_grid_search` for an example.
|
1593 |
+
|
1594 |
+
If None, the estimator's score method is used.
|
1595 |
+
|
1596 |
+
n_jobs : int, default=None
|
1597 |
+
Number of jobs to run in parallel.
|
1598 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
1599 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
1600 |
+
for more details.
|
1601 |
+
|
1602 |
+
.. versionchanged:: v0.20
|
1603 |
+
`n_jobs` default changed from 1 to None
|
1604 |
+
|
1605 |
+
refit : bool, str, or callable, default=True
|
1606 |
+
Refit an estimator using the best found parameters on the whole
|
1607 |
+
dataset.
|
1608 |
+
|
1609 |
+
For multiple metric evaluation, this needs to be a `str` denoting the
|
1610 |
+
scorer that would be used to find the best parameters for refitting
|
1611 |
+
the estimator at the end.
|
1612 |
+
|
1613 |
+
Where there are considerations other than maximum score in
|
1614 |
+
choosing a best estimator, ``refit`` can be set to a function which
|
1615 |
+
returns the selected ``best_index_`` given the ``cv_results``. In that
|
1616 |
+
case, the ``best_estimator_`` and ``best_params_`` will be set
|
1617 |
+
according to the returned ``best_index_`` while the ``best_score_``
|
1618 |
+
attribute will not be available.
|
1619 |
+
|
1620 |
+
The refitted estimator is made available at the ``best_estimator_``
|
1621 |
+
attribute and permits using ``predict`` directly on this
|
1622 |
+
``RandomizedSearchCV`` instance.
|
1623 |
+
|
1624 |
+
Also for multiple metric evaluation, the attributes ``best_index_``,
|
1625 |
+
``best_score_`` and ``best_params_`` will only be available if
|
1626 |
+
``refit`` is set and all of them will be determined w.r.t this specific
|
1627 |
+
scorer.
|
1628 |
+
|
1629 |
+
See ``scoring`` parameter to know more about multiple metric
|
1630 |
+
evaluation.
|
1631 |
+
|
1632 |
+
.. versionchanged:: 0.20
|
1633 |
+
Support for callable added.
|
1634 |
+
|
1635 |
+
cv : int, cross-validation generator or an iterable, default=None
|
1636 |
+
Determines the cross-validation splitting strategy.
|
1637 |
+
Possible inputs for cv are:
|
1638 |
+
|
1639 |
+
- None, to use the default 5-fold cross validation,
|
1640 |
+
- integer, to specify the number of folds in a `(Stratified)KFold`,
|
1641 |
+
- :term:`CV splitter`,
|
1642 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
1643 |
+
|
1644 |
+
For integer/None inputs, if the estimator is a classifier and ``y`` is
|
1645 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
1646 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
1647 |
+
with `shuffle=False` so the splits will be the same across calls.
|
1648 |
+
|
1649 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
1650 |
+
cross-validation strategies that can be used here.
|
1651 |
+
|
1652 |
+
.. versionchanged:: 0.22
|
1653 |
+
``cv`` default value if None changed from 3-fold to 5-fold.
|
1654 |
+
|
1655 |
+
verbose : int
|
1656 |
+
Controls the verbosity: the higher, the more messages.
|
1657 |
+
|
1658 |
+
- >1 : the computation time for each fold and parameter candidate is
|
1659 |
+
displayed;
|
1660 |
+
- >2 : the score is also displayed;
|
1661 |
+
- >3 : the fold and candidate parameter indexes are also displayed
|
1662 |
+
together with the starting time of the computation.
|
1663 |
+
|
1664 |
+
pre_dispatch : int, or str, default='2*n_jobs'
|
1665 |
+
Controls the number of jobs that get dispatched during parallel
|
1666 |
+
execution. Reducing this number can be useful to avoid an
|
1667 |
+
explosion of memory consumption when more jobs get dispatched
|
1668 |
+
than CPUs can process. This parameter can be:
|
1669 |
+
|
1670 |
+
- None, in which case all the jobs are immediately
|
1671 |
+
created and spawned. Use this for lightweight and
|
1672 |
+
fast-running jobs, to avoid delays due to on-demand
|
1673 |
+
spawning of the jobs
|
1674 |
+
|
1675 |
+
- An int, giving the exact number of total jobs that are
|
1676 |
+
spawned
|
1677 |
+
|
1678 |
+
- A str, giving an expression as a function of n_jobs,
|
1679 |
+
as in '2*n_jobs'
|
1680 |
+
|
1681 |
+
random_state : int, RandomState instance or None, default=None
|
1682 |
+
Pseudo random number generator state used for random uniform sampling
|
1683 |
+
from lists of possible values instead of scipy.stats distributions.
|
1684 |
+
Pass an int for reproducible output across multiple
|
1685 |
+
function calls.
|
1686 |
+
See :term:`Glossary <random_state>`.
|
1687 |
+
|
1688 |
+
error_score : 'raise' or numeric, default=np.nan
|
1689 |
+
Value to assign to the score if an error occurs in estimator fitting.
|
1690 |
+
If set to 'raise', the error is raised. If a numeric value is given,
|
1691 |
+
FitFailedWarning is raised. This parameter does not affect the refit
|
1692 |
+
step, which will always raise the error.
|
1693 |
+
|
1694 |
+
return_train_score : bool, default=False
|
1695 |
+
If ``False``, the ``cv_results_`` attribute will not include training
|
1696 |
+
scores.
|
1697 |
+
Computing training scores is used to get insights on how different
|
1698 |
+
parameter settings impact the overfitting/underfitting trade-off.
|
1699 |
+
However computing the scores on the training set can be computationally
|
1700 |
+
expensive and is not strictly required to select the parameters that
|
1701 |
+
yield the best generalization performance.
|
1702 |
+
|
1703 |
+
.. versionadded:: 0.19
|
1704 |
+
|
1705 |
+
.. versionchanged:: 0.21
|
1706 |
+
Default value was changed from ``True`` to ``False``
|
1707 |
+
|
1708 |
+
Attributes
|
1709 |
+
----------
|
1710 |
+
cv_results_ : dict of numpy (masked) ndarrays
|
1711 |
+
A dict with keys as column headers and values as columns, that can be
|
1712 |
+
imported into a pandas ``DataFrame``.
|
1713 |
+
|
1714 |
+
For instance the below given table
|
1715 |
+
|
1716 |
+
+--------------+-------------+-------------------+---+---------------+
|
1717 |
+
| param_kernel | param_gamma | split0_test_score |...|rank_test_score|
|
1718 |
+
+==============+=============+===================+===+===============+
|
1719 |
+
| 'rbf' | 0.1 | 0.80 |...| 1 |
|
1720 |
+
+--------------+-------------+-------------------+---+---------------+
|
1721 |
+
| 'rbf' | 0.2 | 0.84 |...| 3 |
|
1722 |
+
+--------------+-------------+-------------------+---+---------------+
|
1723 |
+
| 'rbf' | 0.3 | 0.70 |...| 2 |
|
1724 |
+
+--------------+-------------+-------------------+---+---------------+
|
1725 |
+
|
1726 |
+
will be represented by a ``cv_results_`` dict of::
|
1727 |
+
|
1728 |
+
{
|
1729 |
+
'param_kernel' : masked_array(data = ['rbf', 'rbf', 'rbf'],
|
1730 |
+
mask = False),
|
1731 |
+
'param_gamma' : masked_array(data = [0.1 0.2 0.3], mask = False),
|
1732 |
+
'split0_test_score' : [0.80, 0.84, 0.70],
|
1733 |
+
'split1_test_score' : [0.82, 0.50, 0.70],
|
1734 |
+
'mean_test_score' : [0.81, 0.67, 0.70],
|
1735 |
+
'std_test_score' : [0.01, 0.24, 0.00],
|
1736 |
+
'rank_test_score' : [1, 3, 2],
|
1737 |
+
'split0_train_score' : [0.80, 0.92, 0.70],
|
1738 |
+
'split1_train_score' : [0.82, 0.55, 0.70],
|
1739 |
+
'mean_train_score' : [0.81, 0.74, 0.70],
|
1740 |
+
'std_train_score' : [0.01, 0.19, 0.00],
|
1741 |
+
'mean_fit_time' : [0.73, 0.63, 0.43],
|
1742 |
+
'std_fit_time' : [0.01, 0.02, 0.01],
|
1743 |
+
'mean_score_time' : [0.01, 0.06, 0.04],
|
1744 |
+
'std_score_time' : [0.00, 0.00, 0.00],
|
1745 |
+
'params' : [{'kernel' : 'rbf', 'gamma' : 0.1}, ...],
|
1746 |
+
}
|
1747 |
+
|
1748 |
+
NOTE
|
1749 |
+
|
1750 |
+
The key ``'params'`` is used to store a list of parameter
|
1751 |
+
settings dicts for all the parameter candidates.
|
1752 |
+
|
1753 |
+
The ``mean_fit_time``, ``std_fit_time``, ``mean_score_time`` and
|
1754 |
+
``std_score_time`` are all in seconds.
|
1755 |
+
|
1756 |
+
For multi-metric evaluation, the scores for all the scorers are
|
1757 |
+
available in the ``cv_results_`` dict at the keys ending with that
|
1758 |
+
scorer's name (``'_<scorer_name>'``) instead of ``'_score'`` shown
|
1759 |
+
above. ('split0_test_precision', 'mean_train_precision' etc.)
|
1760 |
+
|
1761 |
+
best_estimator_ : estimator
|
1762 |
+
Estimator that was chosen by the search, i.e. estimator
|
1763 |
+
which gave highest score (or smallest loss if specified)
|
1764 |
+
on the left out data. Not available if ``refit=False``.
|
1765 |
+
|
1766 |
+
For multi-metric evaluation, this attribute is present only if
|
1767 |
+
``refit`` is specified.
|
1768 |
+
|
1769 |
+
See ``refit`` parameter for more information on allowed values.
|
1770 |
+
|
1771 |
+
best_score_ : float
|
1772 |
+
Mean cross-validated score of the best_estimator.
|
1773 |
+
|
1774 |
+
For multi-metric evaluation, this is not available if ``refit`` is
|
1775 |
+
``False``. See ``refit`` parameter for more information.
|
1776 |
+
|
1777 |
+
This attribute is not available if ``refit`` is a function.
|
1778 |
+
|
1779 |
+
best_params_ : dict
|
1780 |
+
Parameter setting that gave the best results on the hold out data.
|
1781 |
+
|
1782 |
+
For multi-metric evaluation, this is not available if ``refit`` is
|
1783 |
+
``False``. See ``refit`` parameter for more information.
|
1784 |
+
|
1785 |
+
best_index_ : int
|
1786 |
+
The index (of the ``cv_results_`` arrays) which corresponds to the best
|
1787 |
+
candidate parameter setting.
|
1788 |
+
|
1789 |
+
The dict at ``search.cv_results_['params'][search.best_index_]`` gives
|
1790 |
+
the parameter setting for the best model, that gives the highest
|
1791 |
+
mean score (``search.best_score_``).
|
1792 |
+
|
1793 |
+
For multi-metric evaluation, this is not available if ``refit`` is
|
1794 |
+
``False``. See ``refit`` parameter for more information.
|
1795 |
+
|
1796 |
+
scorer_ : function or a dict
|
1797 |
+
Scorer function used on the held out data to choose the best
|
1798 |
+
parameters for the model.
|
1799 |
+
|
1800 |
+
For multi-metric evaluation, this attribute holds the validated
|
1801 |
+
``scoring`` dict which maps the scorer key to the scorer callable.
|
1802 |
+
|
1803 |
+
n_splits_ : int
|
1804 |
+
The number of cross-validation splits (folds/iterations).
|
1805 |
+
|
1806 |
+
refit_time_ : float
|
1807 |
+
Seconds used for refitting the best model on the whole dataset.
|
1808 |
+
|
1809 |
+
This is present only if ``refit`` is not False.
|
1810 |
+
|
1811 |
+
.. versionadded:: 0.20
|
1812 |
+
|
1813 |
+
multimetric_ : bool
|
1814 |
+
Whether or not the scorers compute several metrics.
|
1815 |
+
|
1816 |
+
classes_ : ndarray of shape (n_classes,)
|
1817 |
+
The classes labels. This is present only if ``refit`` is specified and
|
1818 |
+
the underlying estimator is a classifier.
|
1819 |
+
|
1820 |
+
n_features_in_ : int
|
1821 |
+
Number of features seen during :term:`fit`. Only defined if
|
1822 |
+
`best_estimator_` is defined (see the documentation for the `refit`
|
1823 |
+
parameter for more details) and that `best_estimator_` exposes
|
1824 |
+
`n_features_in_` when fit.
|
1825 |
+
|
1826 |
+
.. versionadded:: 0.24
|
1827 |
+
|
1828 |
+
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
1829 |
+
Names of features seen during :term:`fit`. Only defined if
|
1830 |
+
`best_estimator_` is defined (see the documentation for the `refit`
|
1831 |
+
parameter for more details) and that `best_estimator_` exposes
|
1832 |
+
`feature_names_in_` when fit.
|
1833 |
+
|
1834 |
+
.. versionadded:: 1.0
|
1835 |
+
|
1836 |
+
See Also
|
1837 |
+
--------
|
1838 |
+
GridSearchCV : Does exhaustive search over a grid of parameters.
|
1839 |
+
ParameterSampler : A generator over parameter settings, constructed from
|
1840 |
+
param_distributions.
|
1841 |
+
|
1842 |
+
Notes
|
1843 |
+
-----
|
1844 |
+
The parameters selected are those that maximize the score of the held-out
|
1845 |
+
data, according to the scoring parameter.
|
1846 |
+
|
1847 |
+
If `n_jobs` was set to a value higher than one, the data is copied for each
|
1848 |
+
parameter setting(and not `n_jobs` times). This is done for efficiency
|
1849 |
+
reasons if individual jobs take very little time, but may raise errors if
|
1850 |
+
the dataset is large and not enough memory is available. A workaround in
|
1851 |
+
this case is to set `pre_dispatch`. Then, the memory is copied only
|
1852 |
+
`pre_dispatch` many times. A reasonable value for `pre_dispatch` is `2 *
|
1853 |
+
n_jobs`.
|
1854 |
+
|
1855 |
+
Examples
|
1856 |
+
--------
|
1857 |
+
>>> from sklearn.datasets import load_iris
|
1858 |
+
>>> from sklearn.linear_model import LogisticRegression
|
1859 |
+
>>> from sklearn.model_selection import RandomizedSearchCV
|
1860 |
+
>>> from scipy.stats import uniform
|
1861 |
+
>>> iris = load_iris()
|
1862 |
+
>>> logistic = LogisticRegression(solver='saga', tol=1e-2, max_iter=200,
|
1863 |
+
... random_state=0)
|
1864 |
+
>>> distributions = dict(C=uniform(loc=0, scale=4),
|
1865 |
+
... penalty=['l2', 'l1'])
|
1866 |
+
>>> clf = RandomizedSearchCV(logistic, distributions, random_state=0)
|
1867 |
+
>>> search = clf.fit(iris.data, iris.target)
|
1868 |
+
>>> search.best_params_
|
1869 |
+
{'C': 2..., 'penalty': 'l1'}
|
1870 |
+
"""
|
1871 |
+
|
1872 |
+
_required_parameters = ["estimator", "param_distributions"]
|
1873 |
+
|
1874 |
+
_parameter_constraints: dict = {
|
1875 |
+
**BaseSearchCV._parameter_constraints,
|
1876 |
+
"param_distributions": [dict, list],
|
1877 |
+
"n_iter": [Interval(numbers.Integral, 1, None, closed="left")],
|
1878 |
+
"random_state": ["random_state"],
|
1879 |
+
}
|
1880 |
+
|
1881 |
+
def __init__(
|
1882 |
+
self,
|
1883 |
+
estimator,
|
1884 |
+
param_distributions,
|
1885 |
+
*,
|
1886 |
+
n_iter=10,
|
1887 |
+
scoring=None,
|
1888 |
+
n_jobs=None,
|
1889 |
+
refit=True,
|
1890 |
+
cv=None,
|
1891 |
+
verbose=0,
|
1892 |
+
pre_dispatch="2*n_jobs",
|
1893 |
+
random_state=None,
|
1894 |
+
error_score=np.nan,
|
1895 |
+
return_train_score=False,
|
1896 |
+
):
|
1897 |
+
self.param_distributions = param_distributions
|
1898 |
+
self.n_iter = n_iter
|
1899 |
+
self.random_state = random_state
|
1900 |
+
super().__init__(
|
1901 |
+
estimator=estimator,
|
1902 |
+
scoring=scoring,
|
1903 |
+
n_jobs=n_jobs,
|
1904 |
+
refit=refit,
|
1905 |
+
cv=cv,
|
1906 |
+
verbose=verbose,
|
1907 |
+
pre_dispatch=pre_dispatch,
|
1908 |
+
error_score=error_score,
|
1909 |
+
return_train_score=return_train_score,
|
1910 |
+
)
|
1911 |
+
|
1912 |
+
def _run_search(self, evaluate_candidates):
|
1913 |
+
"""Search n_iter candidates from param_distributions"""
|
1914 |
+
evaluate_candidates(
|
1915 |
+
ParameterSampler(
|
1916 |
+
self.param_distributions, self.n_iter, random_state=self.random_state
|
1917 |
+
)
|
1918 |
+
)
|
venv/lib/python3.10/site-packages/sklearn/model_selection/_search_successive_halving.py
ADDED
@@ -0,0 +1,1079 @@
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
1 |
+
from abc import abstractmethod
|
2 |
+
from copy import deepcopy
|
3 |
+
from math import ceil, floor, log
|
4 |
+
from numbers import Integral, Real
|
5 |
+
|
6 |
+
import numpy as np
|
7 |
+
|
8 |
+
from ..base import _fit_context, is_classifier
|
9 |
+
from ..metrics._scorer import get_scorer_names
|
10 |
+
from ..utils import resample
|
11 |
+
from ..utils._param_validation import Interval, StrOptions
|
12 |
+
from ..utils.multiclass import check_classification_targets
|
13 |
+
from ..utils.validation import _num_samples
|
14 |
+
from . import ParameterGrid, ParameterSampler
|
15 |
+
from ._search import BaseSearchCV
|
16 |
+
from ._split import _yields_constant_splits, check_cv
|
17 |
+
|
18 |
+
__all__ = ["HalvingGridSearchCV", "HalvingRandomSearchCV"]
|
19 |
+
|
20 |
+
|
21 |
+
class _SubsampleMetaSplitter:
|
22 |
+
"""Splitter that subsamples a given fraction of the dataset"""
|
23 |
+
|
24 |
+
def __init__(self, *, base_cv, fraction, subsample_test, random_state):
|
25 |
+
self.base_cv = base_cv
|
26 |
+
self.fraction = fraction
|
27 |
+
self.subsample_test = subsample_test
|
28 |
+
self.random_state = random_state
|
29 |
+
|
30 |
+
def split(self, X, y, **kwargs):
|
31 |
+
for train_idx, test_idx in self.base_cv.split(X, y, **kwargs):
|
32 |
+
train_idx = resample(
|
33 |
+
train_idx,
|
34 |
+
replace=False,
|
35 |
+
random_state=self.random_state,
|
36 |
+
n_samples=int(self.fraction * len(train_idx)),
|
37 |
+
)
|
38 |
+
if self.subsample_test:
|
39 |
+
test_idx = resample(
|
40 |
+
test_idx,
|
41 |
+
replace=False,
|
42 |
+
random_state=self.random_state,
|
43 |
+
n_samples=int(self.fraction * len(test_idx)),
|
44 |
+
)
|
45 |
+
yield train_idx, test_idx
|
46 |
+
|
47 |
+
|
48 |
+
def _top_k(results, k, itr):
|
49 |
+
# Return the best candidates of a given iteration
|
50 |
+
iteration, mean_test_score, params = (
|
51 |
+
np.asarray(a)
|
52 |
+
for a in (results["iter"], results["mean_test_score"], results["params"])
|
53 |
+
)
|
54 |
+
iter_indices = np.flatnonzero(iteration == itr)
|
55 |
+
scores = mean_test_score[iter_indices]
|
56 |
+
# argsort() places NaNs at the end of the array so we move NaNs to the
|
57 |
+
# front of the array so the last `k` items are the those with the
|
58 |
+
# highest scores.
|
59 |
+
sorted_indices = np.roll(np.argsort(scores), np.count_nonzero(np.isnan(scores)))
|
60 |
+
return np.array(params[iter_indices][sorted_indices[-k:]])
|
61 |
+
|
62 |
+
|
63 |
+
class BaseSuccessiveHalving(BaseSearchCV):
|
64 |
+
"""Implements successive halving.
|
65 |
+
|
66 |
+
Ref:
|
67 |
+
Almost optimal exploration in multi-armed bandits, ICML 13
|
68 |
+
Zohar Karnin, Tomer Koren, Oren Somekh
|
69 |
+
"""
|
70 |
+
|
71 |
+
_parameter_constraints: dict = {
|
72 |
+
**BaseSearchCV._parameter_constraints,
|
73 |
+
# overwrite `scoring` since multi-metrics are not supported
|
74 |
+
"scoring": [StrOptions(set(get_scorer_names())), callable, None],
|
75 |
+
"random_state": ["random_state"],
|
76 |
+
"max_resources": [
|
77 |
+
Interval(Integral, 0, None, closed="neither"),
|
78 |
+
StrOptions({"auto"}),
|
79 |
+
],
|
80 |
+
"min_resources": [
|
81 |
+
Interval(Integral, 0, None, closed="neither"),
|
82 |
+
StrOptions({"exhaust", "smallest"}),
|
83 |
+
],
|
84 |
+
"resource": [str],
|
85 |
+
"factor": [Interval(Real, 0, None, closed="neither")],
|
86 |
+
"aggressive_elimination": ["boolean"],
|
87 |
+
}
|
88 |
+
_parameter_constraints.pop("pre_dispatch") # not used in this class
|
89 |
+
|
90 |
+
def __init__(
|
91 |
+
self,
|
92 |
+
estimator,
|
93 |
+
*,
|
94 |
+
scoring=None,
|
95 |
+
n_jobs=None,
|
96 |
+
refit=True,
|
97 |
+
cv=5,
|
98 |
+
verbose=0,
|
99 |
+
random_state=None,
|
100 |
+
error_score=np.nan,
|
101 |
+
return_train_score=True,
|
102 |
+
max_resources="auto",
|
103 |
+
min_resources="exhaust",
|
104 |
+
resource="n_samples",
|
105 |
+
factor=3,
|
106 |
+
aggressive_elimination=False,
|
107 |
+
):
|
108 |
+
super().__init__(
|
109 |
+
estimator,
|
110 |
+
scoring=scoring,
|
111 |
+
n_jobs=n_jobs,
|
112 |
+
refit=refit,
|
113 |
+
cv=cv,
|
114 |
+
verbose=verbose,
|
115 |
+
error_score=error_score,
|
116 |
+
return_train_score=return_train_score,
|
117 |
+
)
|
118 |
+
|
119 |
+
self.random_state = random_state
|
120 |
+
self.max_resources = max_resources
|
121 |
+
self.resource = resource
|
122 |
+
self.factor = factor
|
123 |
+
self.min_resources = min_resources
|
124 |
+
self.aggressive_elimination = aggressive_elimination
|
125 |
+
|
126 |
+
def _check_input_parameters(self, X, y, split_params):
|
127 |
+
# We need to enforce that successive calls to cv.split() yield the same
|
128 |
+
# splits: see https://github.com/scikit-learn/scikit-learn/issues/15149
|
129 |
+
if not _yields_constant_splits(self._checked_cv_orig):
|
130 |
+
raise ValueError(
|
131 |
+
"The cv parameter must yield consistent folds across "
|
132 |
+
"calls to split(). Set its random_state to an int, or set "
|
133 |
+
"shuffle=False."
|
134 |
+
)
|
135 |
+
|
136 |
+
if (
|
137 |
+
self.resource != "n_samples"
|
138 |
+
and self.resource not in self.estimator.get_params()
|
139 |
+
):
|
140 |
+
raise ValueError(
|
141 |
+
f"Cannot use resource={self.resource} which is not supported "
|
142 |
+
f"by estimator {self.estimator.__class__.__name__}"
|
143 |
+
)
|
144 |
+
|
145 |
+
if isinstance(self, HalvingRandomSearchCV):
|
146 |
+
if self.min_resources == self.n_candidates == "exhaust":
|
147 |
+
# for n_candidates=exhaust to work, we need to know what
|
148 |
+
# min_resources is. Similarly min_resources=exhaust needs to
|
149 |
+
# know the actual number of candidates.
|
150 |
+
raise ValueError(
|
151 |
+
"n_candidates and min_resources cannot be both set to 'exhaust'."
|
152 |
+
)
|
153 |
+
|
154 |
+
self.min_resources_ = self.min_resources
|
155 |
+
if self.min_resources_ in ("smallest", "exhaust"):
|
156 |
+
if self.resource == "n_samples":
|
157 |
+
n_splits = self._checked_cv_orig.get_n_splits(X, y, **split_params)
|
158 |
+
# please see https://gph.is/1KjihQe for a justification
|
159 |
+
magic_factor = 2
|
160 |
+
self.min_resources_ = n_splits * magic_factor
|
161 |
+
if is_classifier(self.estimator):
|
162 |
+
y = self._validate_data(X="no_validation", y=y)
|
163 |
+
check_classification_targets(y)
|
164 |
+
n_classes = np.unique(y).shape[0]
|
165 |
+
self.min_resources_ *= n_classes
|
166 |
+
else:
|
167 |
+
self.min_resources_ = 1
|
168 |
+
# if 'exhaust', min_resources_ might be set to a higher value later
|
169 |
+
# in _run_search
|
170 |
+
|
171 |
+
self.max_resources_ = self.max_resources
|
172 |
+
if self.max_resources_ == "auto":
|
173 |
+
if not self.resource == "n_samples":
|
174 |
+
raise ValueError(
|
175 |
+
"resource can only be 'n_samples' when max_resources='auto'"
|
176 |
+
)
|
177 |
+
self.max_resources_ = _num_samples(X)
|
178 |
+
|
179 |
+
if self.min_resources_ > self.max_resources_:
|
180 |
+
raise ValueError(
|
181 |
+
f"min_resources_={self.min_resources_} is greater "
|
182 |
+
f"than max_resources_={self.max_resources_}."
|
183 |
+
)
|
184 |
+
|
185 |
+
if self.min_resources_ == 0:
|
186 |
+
raise ValueError(
|
187 |
+
f"min_resources_={self.min_resources_}: you might have passed "
|
188 |
+
"an empty dataset X."
|
189 |
+
)
|
190 |
+
|
191 |
+
@staticmethod
|
192 |
+
def _select_best_index(refit, refit_metric, results):
|
193 |
+
"""Custom refit callable to return the index of the best candidate.
|
194 |
+
|
195 |
+
We want the best candidate out of the last iteration. By default
|
196 |
+
BaseSearchCV would return the best candidate out of all iterations.
|
197 |
+
|
198 |
+
Currently, we only support for a single metric thus `refit` and
|
199 |
+
`refit_metric` are not required.
|
200 |
+
"""
|
201 |
+
last_iter = np.max(results["iter"])
|
202 |
+
last_iter_indices = np.flatnonzero(results["iter"] == last_iter)
|
203 |
+
|
204 |
+
test_scores = results["mean_test_score"][last_iter_indices]
|
205 |
+
# If all scores are NaNs there is no way to pick between them,
|
206 |
+
# so we (arbitrarily) declare the zero'th entry the best one
|
207 |
+
if np.isnan(test_scores).all():
|
208 |
+
best_idx = 0
|
209 |
+
else:
|
210 |
+
best_idx = np.nanargmax(test_scores)
|
211 |
+
|
212 |
+
return last_iter_indices[best_idx]
|
213 |
+
|
214 |
+
@_fit_context(
|
215 |
+
# Halving*SearchCV.estimator is not validated yet
|
216 |
+
prefer_skip_nested_validation=False
|
217 |
+
)
|
218 |
+
def fit(self, X, y=None, **params):
|
219 |
+
"""Run fit with all sets of parameters.
|
220 |
+
|
221 |
+
Parameters
|
222 |
+
----------
|
223 |
+
|
224 |
+
X : array-like, shape (n_samples, n_features)
|
225 |
+
Training vector, where `n_samples` is the number of samples and
|
226 |
+
`n_features` is the number of features.
|
227 |
+
|
228 |
+
y : array-like, shape (n_samples,) or (n_samples, n_output), optional
|
229 |
+
Target relative to X for classification or regression;
|
230 |
+
None for unsupervised learning.
|
231 |
+
|
232 |
+
**params : dict of string -> object
|
233 |
+
Parameters passed to the ``fit`` method of the estimator.
|
234 |
+
|
235 |
+
Returns
|
236 |
+
-------
|
237 |
+
self : object
|
238 |
+
Instance of fitted estimator.
|
239 |
+
"""
|
240 |
+
self._checked_cv_orig = check_cv(
|
241 |
+
self.cv, y, classifier=is_classifier(self.estimator)
|
242 |
+
)
|
243 |
+
|
244 |
+
routed_params = self._get_routed_params_for_fit(params)
|
245 |
+
self._check_input_parameters(
|
246 |
+
X=X, y=y, split_params=routed_params.splitter.split
|
247 |
+
)
|
248 |
+
|
249 |
+
self._n_samples_orig = _num_samples(X)
|
250 |
+
|
251 |
+
super().fit(X, y=y, **params)
|
252 |
+
|
253 |
+
# Set best_score_: BaseSearchCV does not set it, as refit is a callable
|
254 |
+
self.best_score_ = self.cv_results_["mean_test_score"][self.best_index_]
|
255 |
+
|
256 |
+
return self
|
257 |
+
|
258 |
+
def _run_search(self, evaluate_candidates):
|
259 |
+
candidate_params = self._generate_candidate_params()
|
260 |
+
|
261 |
+
if self.resource != "n_samples" and any(
|
262 |
+
self.resource in candidate for candidate in candidate_params
|
263 |
+
):
|
264 |
+
# Can only check this now since we need the candidates list
|
265 |
+
raise ValueError(
|
266 |
+
f"Cannot use parameter {self.resource} as the resource since "
|
267 |
+
"it is part of the searched parameters."
|
268 |
+
)
|
269 |
+
|
270 |
+
# n_required_iterations is the number of iterations needed so that the
|
271 |
+
# last iterations evaluates less than `factor` candidates.
|
272 |
+
n_required_iterations = 1 + floor(log(len(candidate_params), self.factor))
|
273 |
+
|
274 |
+
if self.min_resources == "exhaust":
|
275 |
+
# To exhaust the resources, we want to start with the biggest
|
276 |
+
# min_resources possible so that the last (required) iteration
|
277 |
+
# uses as many resources as possible
|
278 |
+
last_iteration = n_required_iterations - 1
|
279 |
+
self.min_resources_ = max(
|
280 |
+
self.min_resources_,
|
281 |
+
self.max_resources_ // self.factor**last_iteration,
|
282 |
+
)
|
283 |
+
|
284 |
+
# n_possible_iterations is the number of iterations that we can
|
285 |
+
# actually do starting from min_resources and without exceeding
|
286 |
+
# max_resources. Depending on max_resources and the number of
|
287 |
+
# candidates, this may be higher or smaller than
|
288 |
+
# n_required_iterations.
|
289 |
+
n_possible_iterations = 1 + floor(
|
290 |
+
log(self.max_resources_ // self.min_resources_, self.factor)
|
291 |
+
)
|
292 |
+
|
293 |
+
if self.aggressive_elimination:
|
294 |
+
n_iterations = n_required_iterations
|
295 |
+
else:
|
296 |
+
n_iterations = min(n_possible_iterations, n_required_iterations)
|
297 |
+
|
298 |
+
if self.verbose:
|
299 |
+
print(f"n_iterations: {n_iterations}")
|
300 |
+
print(f"n_required_iterations: {n_required_iterations}")
|
301 |
+
print(f"n_possible_iterations: {n_possible_iterations}")
|
302 |
+
print(f"min_resources_: {self.min_resources_}")
|
303 |
+
print(f"max_resources_: {self.max_resources_}")
|
304 |
+
print(f"aggressive_elimination: {self.aggressive_elimination}")
|
305 |
+
print(f"factor: {self.factor}")
|
306 |
+
|
307 |
+
self.n_resources_ = []
|
308 |
+
self.n_candidates_ = []
|
309 |
+
|
310 |
+
for itr in range(n_iterations):
|
311 |
+
power = itr # default
|
312 |
+
if self.aggressive_elimination:
|
313 |
+
# this will set n_resources to the initial value (i.e. the
|
314 |
+
# value of n_resources at the first iteration) for as many
|
315 |
+
# iterations as needed (while candidates are being
|
316 |
+
# eliminated), and then go on as usual.
|
317 |
+
power = max(0, itr - n_required_iterations + n_possible_iterations)
|
318 |
+
|
319 |
+
n_resources = int(self.factor**power * self.min_resources_)
|
320 |
+
# guard, probably not needed
|
321 |
+
n_resources = min(n_resources, self.max_resources_)
|
322 |
+
self.n_resources_.append(n_resources)
|
323 |
+
|
324 |
+
n_candidates = len(candidate_params)
|
325 |
+
self.n_candidates_.append(n_candidates)
|
326 |
+
|
327 |
+
if self.verbose:
|
328 |
+
print("-" * 10)
|
329 |
+
print(f"iter: {itr}")
|
330 |
+
print(f"n_candidates: {n_candidates}")
|
331 |
+
print(f"n_resources: {n_resources}")
|
332 |
+
|
333 |
+
if self.resource == "n_samples":
|
334 |
+
# subsampling will be done in cv.split()
|
335 |
+
cv = _SubsampleMetaSplitter(
|
336 |
+
base_cv=self._checked_cv_orig,
|
337 |
+
fraction=n_resources / self._n_samples_orig,
|
338 |
+
subsample_test=True,
|
339 |
+
random_state=self.random_state,
|
340 |
+
)
|
341 |
+
|
342 |
+
else:
|
343 |
+
# Need copy so that the n_resources of next iteration does
|
344 |
+
# not overwrite
|
345 |
+
candidate_params = [c.copy() for c in candidate_params]
|
346 |
+
for candidate in candidate_params:
|
347 |
+
candidate[self.resource] = n_resources
|
348 |
+
cv = self._checked_cv_orig
|
349 |
+
|
350 |
+
more_results = {
|
351 |
+
"iter": [itr] * n_candidates,
|
352 |
+
"n_resources": [n_resources] * n_candidates,
|
353 |
+
}
|
354 |
+
|
355 |
+
results = evaluate_candidates(
|
356 |
+
candidate_params, cv, more_results=more_results
|
357 |
+
)
|
358 |
+
|
359 |
+
n_candidates_to_keep = ceil(n_candidates / self.factor)
|
360 |
+
candidate_params = _top_k(results, n_candidates_to_keep, itr)
|
361 |
+
|
362 |
+
self.n_remaining_candidates_ = len(candidate_params)
|
363 |
+
self.n_required_iterations_ = n_required_iterations
|
364 |
+
self.n_possible_iterations_ = n_possible_iterations
|
365 |
+
self.n_iterations_ = n_iterations
|
366 |
+
|
367 |
+
@abstractmethod
|
368 |
+
def _generate_candidate_params(self):
|
369 |
+
pass
|
370 |
+
|
371 |
+
def _more_tags(self):
|
372 |
+
tags = deepcopy(super()._more_tags())
|
373 |
+
tags["_xfail_checks"].update(
|
374 |
+
{
|
375 |
+
"check_fit2d_1sample": (
|
376 |
+
"Fail during parameter check since min/max resources requires"
|
377 |
+
" more samples"
|
378 |
+
),
|
379 |
+
}
|
380 |
+
)
|
381 |
+
return tags
|
382 |
+
|
383 |
+
|
384 |
+
class HalvingGridSearchCV(BaseSuccessiveHalving):
|
385 |
+
"""Search over specified parameter values with successive halving.
|
386 |
+
|
387 |
+
The search strategy starts evaluating all the candidates with a small
|
388 |
+
amount of resources and iteratively selects the best candidates, using
|
389 |
+
more and more resources.
|
390 |
+
|
391 |
+
Read more in the :ref:`User guide <successive_halving_user_guide>`.
|
392 |
+
|
393 |
+
.. note::
|
394 |
+
|
395 |
+
This estimator is still **experimental** for now: the predictions
|
396 |
+
and the API might change without any deprecation cycle. To use it,
|
397 |
+
you need to explicitly import ``enable_halving_search_cv``::
|
398 |
+
|
399 |
+
>>> # explicitly require this experimental feature
|
400 |
+
>>> from sklearn.experimental import enable_halving_search_cv # noqa
|
401 |
+
>>> # now you can import normally from model_selection
|
402 |
+
>>> from sklearn.model_selection import HalvingGridSearchCV
|
403 |
+
|
404 |
+
Parameters
|
405 |
+
----------
|
406 |
+
estimator : estimator object
|
407 |
+
This is assumed to implement the scikit-learn estimator interface.
|
408 |
+
Either estimator needs to provide a ``score`` function,
|
409 |
+
or ``scoring`` must be passed.
|
410 |
+
|
411 |
+
param_grid : dict or list of dictionaries
|
412 |
+
Dictionary with parameters names (string) as keys and lists of
|
413 |
+
parameter settings to try as values, or a list of such
|
414 |
+
dictionaries, in which case the grids spanned by each dictionary
|
415 |
+
in the list are explored. This enables searching over any sequence
|
416 |
+
of parameter settings.
|
417 |
+
|
418 |
+
factor : int or float, default=3
|
419 |
+
The 'halving' parameter, which determines the proportion of candidates
|
420 |
+
that are selected for each subsequent iteration. For example,
|
421 |
+
``factor=3`` means that only one third of the candidates are selected.
|
422 |
+
|
423 |
+
resource : ``'n_samples'`` or str, default='n_samples'
|
424 |
+
Defines the resource that increases with each iteration. By default,
|
425 |
+
the resource is the number of samples. It can also be set to any
|
426 |
+
parameter of the base estimator that accepts positive integer
|
427 |
+
values, e.g. 'n_iterations' or 'n_estimators' for a gradient
|
428 |
+
boosting estimator. In this case ``max_resources`` cannot be 'auto'
|
429 |
+
and must be set explicitly.
|
430 |
+
|
431 |
+
max_resources : int, default='auto'
|
432 |
+
The maximum amount of resource that any candidate is allowed to use
|
433 |
+
for a given iteration. By default, this is set to ``n_samples`` when
|
434 |
+
``resource='n_samples'`` (default), else an error is raised.
|
435 |
+
|
436 |
+
min_resources : {'exhaust', 'smallest'} or int, default='exhaust'
|
437 |
+
The minimum amount of resource that any candidate is allowed to use
|
438 |
+
for a given iteration. Equivalently, this defines the amount of
|
439 |
+
resources `r0` that are allocated for each candidate at the first
|
440 |
+
iteration.
|
441 |
+
|
442 |
+
- 'smallest' is a heuristic that sets `r0` to a small value:
|
443 |
+
|
444 |
+
- ``n_splits * 2`` when ``resource='n_samples'`` for a regression
|
445 |
+
problem
|
446 |
+
- ``n_classes * n_splits * 2`` when ``resource='n_samples'`` for a
|
447 |
+
classification problem
|
448 |
+
- ``1`` when ``resource != 'n_samples'``
|
449 |
+
|
450 |
+
- 'exhaust' will set `r0` such that the **last** iteration uses as
|
451 |
+
much resources as possible. Namely, the last iteration will use the
|
452 |
+
highest value smaller than ``max_resources`` that is a multiple of
|
453 |
+
both ``min_resources`` and ``factor``. In general, using 'exhaust'
|
454 |
+
leads to a more accurate estimator, but is slightly more time
|
455 |
+
consuming.
|
456 |
+
|
457 |
+
Note that the amount of resources used at each iteration is always a
|
458 |
+
multiple of ``min_resources``.
|
459 |
+
|
460 |
+
aggressive_elimination : bool, default=False
|
461 |
+
This is only relevant in cases where there isn't enough resources to
|
462 |
+
reduce the remaining candidates to at most `factor` after the last
|
463 |
+
iteration. If ``True``, then the search process will 'replay' the
|
464 |
+
first iteration for as long as needed until the number of candidates
|
465 |
+
is small enough. This is ``False`` by default, which means that the
|
466 |
+
last iteration may evaluate more than ``factor`` candidates. See
|
467 |
+
:ref:`aggressive_elimination` for more details.
|
468 |
+
|
469 |
+
cv : int, cross-validation generator or iterable, default=5
|
470 |
+
Determines the cross-validation splitting strategy.
|
471 |
+
Possible inputs for cv are:
|
472 |
+
|
473 |
+
- integer, to specify the number of folds in a `(Stratified)KFold`,
|
474 |
+
- :term:`CV splitter`,
|
475 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
476 |
+
|
477 |
+
For integer/None inputs, if the estimator is a classifier and ``y`` is
|
478 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
479 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
480 |
+
with `shuffle=False` so the splits will be the same across calls.
|
481 |
+
|
482 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
483 |
+
cross-validation strategies that can be used here.
|
484 |
+
|
485 |
+
.. note::
|
486 |
+
Due to implementation details, the folds produced by `cv` must be
|
487 |
+
the same across multiple calls to `cv.split()`. For
|
488 |
+
built-in `scikit-learn` iterators, this can be achieved by
|
489 |
+
deactivating shuffling (`shuffle=False`), or by setting the
|
490 |
+
`cv`'s `random_state` parameter to an integer.
|
491 |
+
|
492 |
+
scoring : str, callable, or None, default=None
|
493 |
+
A single string (see :ref:`scoring_parameter`) or a callable
|
494 |
+
(see :ref:`scoring`) to evaluate the predictions on the test set.
|
495 |
+
If None, the estimator's score method is used.
|
496 |
+
|
497 |
+
refit : bool, default=True
|
498 |
+
If True, refit an estimator using the best found parameters on the
|
499 |
+
whole dataset.
|
500 |
+
|
501 |
+
The refitted estimator is made available at the ``best_estimator_``
|
502 |
+
attribute and permits using ``predict`` directly on this
|
503 |
+
``HalvingGridSearchCV`` instance.
|
504 |
+
|
505 |
+
error_score : 'raise' or numeric
|
506 |
+
Value to assign to the score if an error occurs in estimator fitting.
|
507 |
+
If set to 'raise', the error is raised. If a numeric value is given,
|
508 |
+
FitFailedWarning is raised. This parameter does not affect the refit
|
509 |
+
step, which will always raise the error. Default is ``np.nan``.
|
510 |
+
|
511 |
+
return_train_score : bool, default=False
|
512 |
+
If ``False``, the ``cv_results_`` attribute will not include training
|
513 |
+
scores.
|
514 |
+
Computing training scores is used to get insights on how different
|
515 |
+
parameter settings impact the overfitting/underfitting trade-off.
|
516 |
+
However computing the scores on the training set can be computationally
|
517 |
+
expensive and is not strictly required to select the parameters that
|
518 |
+
yield the best generalization performance.
|
519 |
+
|
520 |
+
random_state : int, RandomState instance or None, default=None
|
521 |
+
Pseudo random number generator state used for subsampling the dataset
|
522 |
+
when `resources != 'n_samples'`. Ignored otherwise.
|
523 |
+
Pass an int for reproducible output across multiple function calls.
|
524 |
+
See :term:`Glossary <random_state>`.
|
525 |
+
|
526 |
+
n_jobs : int or None, default=None
|
527 |
+
Number of jobs to run in parallel.
|
528 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
529 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
530 |
+
for more details.
|
531 |
+
|
532 |
+
verbose : int
|
533 |
+
Controls the verbosity: the higher, the more messages.
|
534 |
+
|
535 |
+
Attributes
|
536 |
+
----------
|
537 |
+
n_resources_ : list of int
|
538 |
+
The amount of resources used at each iteration.
|
539 |
+
|
540 |
+
n_candidates_ : list of int
|
541 |
+
The number of candidate parameters that were evaluated at each
|
542 |
+
iteration.
|
543 |
+
|
544 |
+
n_remaining_candidates_ : int
|
545 |
+
The number of candidate parameters that are left after the last
|
546 |
+
iteration. It corresponds to `ceil(n_candidates[-1] / factor)`
|
547 |
+
|
548 |
+
max_resources_ : int
|
549 |
+
The maximum number of resources that any candidate is allowed to use
|
550 |
+
for a given iteration. Note that since the number of resources used
|
551 |
+
at each iteration must be a multiple of ``min_resources_``, the
|
552 |
+
actual number of resources used at the last iteration may be smaller
|
553 |
+
than ``max_resources_``.
|
554 |
+
|
555 |
+
min_resources_ : int
|
556 |
+
The amount of resources that are allocated for each candidate at the
|
557 |
+
first iteration.
|
558 |
+
|
559 |
+
n_iterations_ : int
|
560 |
+
The actual number of iterations that were run. This is equal to
|
561 |
+
``n_required_iterations_`` if ``aggressive_elimination`` is ``True``.
|
562 |
+
Else, this is equal to ``min(n_possible_iterations_,
|
563 |
+
n_required_iterations_)``.
|
564 |
+
|
565 |
+
n_possible_iterations_ : int
|
566 |
+
The number of iterations that are possible starting with
|
567 |
+
``min_resources_`` resources and without exceeding
|
568 |
+
``max_resources_``.
|
569 |
+
|
570 |
+
n_required_iterations_ : int
|
571 |
+
The number of iterations that are required to end up with less than
|
572 |
+
``factor`` candidates at the last iteration, starting with
|
573 |
+
``min_resources_`` resources. This will be smaller than
|
574 |
+
``n_possible_iterations_`` when there isn't enough resources.
|
575 |
+
|
576 |
+
cv_results_ : dict of numpy (masked) ndarrays
|
577 |
+
A dict with keys as column headers and values as columns, that can be
|
578 |
+
imported into a pandas ``DataFrame``. It contains lots of information
|
579 |
+
for analysing the results of a search.
|
580 |
+
Please refer to the :ref:`User guide<successive_halving_cv_results>`
|
581 |
+
for details.
|
582 |
+
|
583 |
+
best_estimator_ : estimator or dict
|
584 |
+
Estimator that was chosen by the search, i.e. estimator
|
585 |
+
which gave highest score (or smallest loss if specified)
|
586 |
+
on the left out data. Not available if ``refit=False``.
|
587 |
+
|
588 |
+
best_score_ : float
|
589 |
+
Mean cross-validated score of the best_estimator.
|
590 |
+
|
591 |
+
best_params_ : dict
|
592 |
+
Parameter setting that gave the best results on the hold out data.
|
593 |
+
|
594 |
+
best_index_ : int
|
595 |
+
The index (of the ``cv_results_`` arrays) which corresponds to the best
|
596 |
+
candidate parameter setting.
|
597 |
+
|
598 |
+
The dict at ``search.cv_results_['params'][search.best_index_]`` gives
|
599 |
+
the parameter setting for the best model, that gives the highest
|
600 |
+
mean score (``search.best_score_``).
|
601 |
+
|
602 |
+
scorer_ : function or a dict
|
603 |
+
Scorer function used on the held out data to choose the best
|
604 |
+
parameters for the model.
|
605 |
+
|
606 |
+
n_splits_ : int
|
607 |
+
The number of cross-validation splits (folds/iterations).
|
608 |
+
|
609 |
+
refit_time_ : float
|
610 |
+
Seconds used for refitting the best model on the whole dataset.
|
611 |
+
|
612 |
+
This is present only if ``refit`` is not False.
|
613 |
+
|
614 |
+
multimetric_ : bool
|
615 |
+
Whether or not the scorers compute several metrics.
|
616 |
+
|
617 |
+
classes_ : ndarray of shape (n_classes,)
|
618 |
+
The classes labels. This is present only if ``refit`` is specified and
|
619 |
+
the underlying estimator is a classifier.
|
620 |
+
|
621 |
+
n_features_in_ : int
|
622 |
+
Number of features seen during :term:`fit`. Only defined if
|
623 |
+
`best_estimator_` is defined (see the documentation for the `refit`
|
624 |
+
parameter for more details) and that `best_estimator_` exposes
|
625 |
+
`n_features_in_` when fit.
|
626 |
+
|
627 |
+
.. versionadded:: 0.24
|
628 |
+
|
629 |
+
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
630 |
+
Names of features seen during :term:`fit`. Only defined if
|
631 |
+
`best_estimator_` is defined (see the documentation for the `refit`
|
632 |
+
parameter for more details) and that `best_estimator_` exposes
|
633 |
+
`feature_names_in_` when fit.
|
634 |
+
|
635 |
+
.. versionadded:: 1.0
|
636 |
+
|
637 |
+
See Also
|
638 |
+
--------
|
639 |
+
:class:`HalvingRandomSearchCV`:
|
640 |
+
Random search over a set of parameters using successive halving.
|
641 |
+
|
642 |
+
Notes
|
643 |
+
-----
|
644 |
+
The parameters selected are those that maximize the score of the held-out
|
645 |
+
data, according to the scoring parameter.
|
646 |
+
|
647 |
+
All parameter combinations scored with a NaN will share the lowest rank.
|
648 |
+
|
649 |
+
Examples
|
650 |
+
--------
|
651 |
+
|
652 |
+
>>> from sklearn.datasets import load_iris
|
653 |
+
>>> from sklearn.ensemble import RandomForestClassifier
|
654 |
+
>>> from sklearn.experimental import enable_halving_search_cv # noqa
|
655 |
+
>>> from sklearn.model_selection import HalvingGridSearchCV
|
656 |
+
...
|
657 |
+
>>> X, y = load_iris(return_X_y=True)
|
658 |
+
>>> clf = RandomForestClassifier(random_state=0)
|
659 |
+
...
|
660 |
+
>>> param_grid = {"max_depth": [3, None],
|
661 |
+
... "min_samples_split": [5, 10]}
|
662 |
+
>>> search = HalvingGridSearchCV(clf, param_grid, resource='n_estimators',
|
663 |
+
... max_resources=10,
|
664 |
+
... random_state=0).fit(X, y)
|
665 |
+
>>> search.best_params_ # doctest: +SKIP
|
666 |
+
{'max_depth': None, 'min_samples_split': 10, 'n_estimators': 9}
|
667 |
+
"""
|
668 |
+
|
669 |
+
_required_parameters = ["estimator", "param_grid"]
|
670 |
+
|
671 |
+
_parameter_constraints: dict = {
|
672 |
+
**BaseSuccessiveHalving._parameter_constraints,
|
673 |
+
"param_grid": [dict, list],
|
674 |
+
}
|
675 |
+
|
676 |
+
def __init__(
|
677 |
+
self,
|
678 |
+
estimator,
|
679 |
+
param_grid,
|
680 |
+
*,
|
681 |
+
factor=3,
|
682 |
+
resource="n_samples",
|
683 |
+
max_resources="auto",
|
684 |
+
min_resources="exhaust",
|
685 |
+
aggressive_elimination=False,
|
686 |
+
cv=5,
|
687 |
+
scoring=None,
|
688 |
+
refit=True,
|
689 |
+
error_score=np.nan,
|
690 |
+
return_train_score=True,
|
691 |
+
random_state=None,
|
692 |
+
n_jobs=None,
|
693 |
+
verbose=0,
|
694 |
+
):
|
695 |
+
super().__init__(
|
696 |
+
estimator,
|
697 |
+
scoring=scoring,
|
698 |
+
n_jobs=n_jobs,
|
699 |
+
refit=refit,
|
700 |
+
verbose=verbose,
|
701 |
+
cv=cv,
|
702 |
+
random_state=random_state,
|
703 |
+
error_score=error_score,
|
704 |
+
return_train_score=return_train_score,
|
705 |
+
max_resources=max_resources,
|
706 |
+
resource=resource,
|
707 |
+
factor=factor,
|
708 |
+
min_resources=min_resources,
|
709 |
+
aggressive_elimination=aggressive_elimination,
|
710 |
+
)
|
711 |
+
self.param_grid = param_grid
|
712 |
+
|
713 |
+
def _generate_candidate_params(self):
|
714 |
+
return ParameterGrid(self.param_grid)
|
715 |
+
|
716 |
+
|
717 |
+
class HalvingRandomSearchCV(BaseSuccessiveHalving):
|
718 |
+
"""Randomized search on hyper parameters.
|
719 |
+
|
720 |
+
The search strategy starts evaluating all the candidates with a small
|
721 |
+
amount of resources and iteratively selects the best candidates, using more
|
722 |
+
and more resources.
|
723 |
+
|
724 |
+
The candidates are sampled at random from the parameter space and the
|
725 |
+
number of sampled candidates is determined by ``n_candidates``.
|
726 |
+
|
727 |
+
Read more in the :ref:`User guide<successive_halving_user_guide>`.
|
728 |
+
|
729 |
+
.. note::
|
730 |
+
|
731 |
+
This estimator is still **experimental** for now: the predictions
|
732 |
+
and the API might change without any deprecation cycle. To use it,
|
733 |
+
you need to explicitly import ``enable_halving_search_cv``::
|
734 |
+
|
735 |
+
>>> # explicitly require this experimental feature
|
736 |
+
>>> from sklearn.experimental import enable_halving_search_cv # noqa
|
737 |
+
>>> # now you can import normally from model_selection
|
738 |
+
>>> from sklearn.model_selection import HalvingRandomSearchCV
|
739 |
+
|
740 |
+
Parameters
|
741 |
+
----------
|
742 |
+
estimator : estimator object
|
743 |
+
This is assumed to implement the scikit-learn estimator interface.
|
744 |
+
Either estimator needs to provide a ``score`` function,
|
745 |
+
or ``scoring`` must be passed.
|
746 |
+
|
747 |
+
param_distributions : dict or list of dicts
|
748 |
+
Dictionary with parameters names (`str`) as keys and distributions
|
749 |
+
or lists of parameters to try. Distributions must provide a ``rvs``
|
750 |
+
method for sampling (such as those from scipy.stats.distributions).
|
751 |
+
If a list is given, it is sampled uniformly.
|
752 |
+
If a list of dicts is given, first a dict is sampled uniformly, and
|
753 |
+
then a parameter is sampled using that dict as above.
|
754 |
+
|
755 |
+
n_candidates : "exhaust" or int, default="exhaust"
|
756 |
+
The number of candidate parameters to sample, at the first
|
757 |
+
iteration. Using 'exhaust' will sample enough candidates so that the
|
758 |
+
last iteration uses as many resources as possible, based on
|
759 |
+
`min_resources`, `max_resources` and `factor`. In this case,
|
760 |
+
`min_resources` cannot be 'exhaust'.
|
761 |
+
|
762 |
+
factor : int or float, default=3
|
763 |
+
The 'halving' parameter, which determines the proportion of candidates
|
764 |
+
that are selected for each subsequent iteration. For example,
|
765 |
+
``factor=3`` means that only one third of the candidates are selected.
|
766 |
+
|
767 |
+
resource : ``'n_samples'`` or str, default='n_samples'
|
768 |
+
Defines the resource that increases with each iteration. By default,
|
769 |
+
the resource is the number of samples. It can also be set to any
|
770 |
+
parameter of the base estimator that accepts positive integer
|
771 |
+
values, e.g. 'n_iterations' or 'n_estimators' for a gradient
|
772 |
+
boosting estimator. In this case ``max_resources`` cannot be 'auto'
|
773 |
+
and must be set explicitly.
|
774 |
+
|
775 |
+
max_resources : int, default='auto'
|
776 |
+
The maximum number of resources that any candidate is allowed to use
|
777 |
+
for a given iteration. By default, this is set ``n_samples`` when
|
778 |
+
``resource='n_samples'`` (default), else an error is raised.
|
779 |
+
|
780 |
+
min_resources : {'exhaust', 'smallest'} or int, default='smallest'
|
781 |
+
The minimum amount of resource that any candidate is allowed to use
|
782 |
+
for a given iteration. Equivalently, this defines the amount of
|
783 |
+
resources `r0` that are allocated for each candidate at the first
|
784 |
+
iteration.
|
785 |
+
|
786 |
+
- 'smallest' is a heuristic that sets `r0` to a small value:
|
787 |
+
|
788 |
+
- ``n_splits * 2`` when ``resource='n_samples'`` for a regression
|
789 |
+
problem
|
790 |
+
- ``n_classes * n_splits * 2`` when ``resource='n_samples'`` for a
|
791 |
+
classification problem
|
792 |
+
- ``1`` when ``resource != 'n_samples'``
|
793 |
+
|
794 |
+
- 'exhaust' will set `r0` such that the **last** iteration uses as
|
795 |
+
much resources as possible. Namely, the last iteration will use the
|
796 |
+
highest value smaller than ``max_resources`` that is a multiple of
|
797 |
+
both ``min_resources`` and ``factor``. In general, using 'exhaust'
|
798 |
+
leads to a more accurate estimator, but is slightly more time
|
799 |
+
consuming. 'exhaust' isn't available when `n_candidates='exhaust'`.
|
800 |
+
|
801 |
+
Note that the amount of resources used at each iteration is always a
|
802 |
+
multiple of ``min_resources``.
|
803 |
+
|
804 |
+
aggressive_elimination : bool, default=False
|
805 |
+
This is only relevant in cases where there isn't enough resources to
|
806 |
+
reduce the remaining candidates to at most `factor` after the last
|
807 |
+
iteration. If ``True``, then the search process will 'replay' the
|
808 |
+
first iteration for as long as needed until the number of candidates
|
809 |
+
is small enough. This is ``False`` by default, which means that the
|
810 |
+
last iteration may evaluate more than ``factor`` candidates. See
|
811 |
+
:ref:`aggressive_elimination` for more details.
|
812 |
+
|
813 |
+
cv : int, cross-validation generator or an iterable, default=5
|
814 |
+
Determines the cross-validation splitting strategy.
|
815 |
+
Possible inputs for cv are:
|
816 |
+
|
817 |
+
- integer, to specify the number of folds in a `(Stratified)KFold`,
|
818 |
+
- :term:`CV splitter`,
|
819 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
820 |
+
|
821 |
+
For integer/None inputs, if the estimator is a classifier and ``y`` is
|
822 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
823 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
824 |
+
with `shuffle=False` so the splits will be the same across calls.
|
825 |
+
|
826 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
827 |
+
cross-validation strategies that can be used here.
|
828 |
+
|
829 |
+
.. note::
|
830 |
+
Due to implementation details, the folds produced by `cv` must be
|
831 |
+
the same across multiple calls to `cv.split()`. For
|
832 |
+
built-in `scikit-learn` iterators, this can be achieved by
|
833 |
+
deactivating shuffling (`shuffle=False`), or by setting the
|
834 |
+
`cv`'s `random_state` parameter to an integer.
|
835 |
+
|
836 |
+
scoring : str, callable, or None, default=None
|
837 |
+
A single string (see :ref:`scoring_parameter`) or a callable
|
838 |
+
(see :ref:`scoring`) to evaluate the predictions on the test set.
|
839 |
+
If None, the estimator's score method is used.
|
840 |
+
|
841 |
+
refit : bool, default=True
|
842 |
+
If True, refit an estimator using the best found parameters on the
|
843 |
+
whole dataset.
|
844 |
+
|
845 |
+
The refitted estimator is made available at the ``best_estimator_``
|
846 |
+
attribute and permits using ``predict`` directly on this
|
847 |
+
``HalvingRandomSearchCV`` instance.
|
848 |
+
|
849 |
+
error_score : 'raise' or numeric
|
850 |
+
Value to assign to the score if an error occurs in estimator fitting.
|
851 |
+
If set to 'raise', the error is raised. If a numeric value is given,
|
852 |
+
FitFailedWarning is raised. This parameter does not affect the refit
|
853 |
+
step, which will always raise the error. Default is ``np.nan``.
|
854 |
+
|
855 |
+
return_train_score : bool, default=False
|
856 |
+
If ``False``, the ``cv_results_`` attribute will not include training
|
857 |
+
scores.
|
858 |
+
Computing training scores is used to get insights on how different
|
859 |
+
parameter settings impact the overfitting/underfitting trade-off.
|
860 |
+
However computing the scores on the training set can be computationally
|
861 |
+
expensive and is not strictly required to select the parameters that
|
862 |
+
yield the best generalization performance.
|
863 |
+
|
864 |
+
random_state : int, RandomState instance or None, default=None
|
865 |
+
Pseudo random number generator state used for subsampling the dataset
|
866 |
+
when `resources != 'n_samples'`. Also used for random uniform
|
867 |
+
sampling from lists of possible values instead of scipy.stats
|
868 |
+
distributions.
|
869 |
+
Pass an int for reproducible output across multiple function calls.
|
870 |
+
See :term:`Glossary <random_state>`.
|
871 |
+
|
872 |
+
n_jobs : int or None, default=None
|
873 |
+
Number of jobs to run in parallel.
|
874 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
875 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
876 |
+
for more details.
|
877 |
+
|
878 |
+
verbose : int
|
879 |
+
Controls the verbosity: the higher, the more messages.
|
880 |
+
|
881 |
+
Attributes
|
882 |
+
----------
|
883 |
+
n_resources_ : list of int
|
884 |
+
The amount of resources used at each iteration.
|
885 |
+
|
886 |
+
n_candidates_ : list of int
|
887 |
+
The number of candidate parameters that were evaluated at each
|
888 |
+
iteration.
|
889 |
+
|
890 |
+
n_remaining_candidates_ : int
|
891 |
+
The number of candidate parameters that are left after the last
|
892 |
+
iteration. It corresponds to `ceil(n_candidates[-1] / factor)`
|
893 |
+
|
894 |
+
max_resources_ : int
|
895 |
+
The maximum number of resources that any candidate is allowed to use
|
896 |
+
for a given iteration. Note that since the number of resources used at
|
897 |
+
each iteration must be a multiple of ``min_resources_``, the actual
|
898 |
+
number of resources used at the last iteration may be smaller than
|
899 |
+
``max_resources_``.
|
900 |
+
|
901 |
+
min_resources_ : int
|
902 |
+
The amount of resources that are allocated for each candidate at the
|
903 |
+
first iteration.
|
904 |
+
|
905 |
+
n_iterations_ : int
|
906 |
+
The actual number of iterations that were run. This is equal to
|
907 |
+
``n_required_iterations_`` if ``aggressive_elimination`` is ``True``.
|
908 |
+
Else, this is equal to ``min(n_possible_iterations_,
|
909 |
+
n_required_iterations_)``.
|
910 |
+
|
911 |
+
n_possible_iterations_ : int
|
912 |
+
The number of iterations that are possible starting with
|
913 |
+
``min_resources_`` resources and without exceeding
|
914 |
+
``max_resources_``.
|
915 |
+
|
916 |
+
n_required_iterations_ : int
|
917 |
+
The number of iterations that are required to end up with less than
|
918 |
+
``factor`` candidates at the last iteration, starting with
|
919 |
+
``min_resources_`` resources. This will be smaller than
|
920 |
+
``n_possible_iterations_`` when there isn't enough resources.
|
921 |
+
|
922 |
+
cv_results_ : dict of numpy (masked) ndarrays
|
923 |
+
A dict with keys as column headers and values as columns, that can be
|
924 |
+
imported into a pandas ``DataFrame``. It contains lots of information
|
925 |
+
for analysing the results of a search.
|
926 |
+
Please refer to the :ref:`User guide<successive_halving_cv_results>`
|
927 |
+
for details.
|
928 |
+
|
929 |
+
best_estimator_ : estimator or dict
|
930 |
+
Estimator that was chosen by the search, i.e. estimator
|
931 |
+
which gave highest score (or smallest loss if specified)
|
932 |
+
on the left out data. Not available if ``refit=False``.
|
933 |
+
|
934 |
+
best_score_ : float
|
935 |
+
Mean cross-validated score of the best_estimator.
|
936 |
+
|
937 |
+
best_params_ : dict
|
938 |
+
Parameter setting that gave the best results on the hold out data.
|
939 |
+
|
940 |
+
best_index_ : int
|
941 |
+
The index (of the ``cv_results_`` arrays) which corresponds to the best
|
942 |
+
candidate parameter setting.
|
943 |
+
|
944 |
+
The dict at ``search.cv_results_['params'][search.best_index_]`` gives
|
945 |
+
the parameter setting for the best model, that gives the highest
|
946 |
+
mean score (``search.best_score_``).
|
947 |
+
|
948 |
+
scorer_ : function or a dict
|
949 |
+
Scorer function used on the held out data to choose the best
|
950 |
+
parameters for the model.
|
951 |
+
|
952 |
+
n_splits_ : int
|
953 |
+
The number of cross-validation splits (folds/iterations).
|
954 |
+
|
955 |
+
refit_time_ : float
|
956 |
+
Seconds used for refitting the best model on the whole dataset.
|
957 |
+
|
958 |
+
This is present only if ``refit`` is not False.
|
959 |
+
|
960 |
+
multimetric_ : bool
|
961 |
+
Whether or not the scorers compute several metrics.
|
962 |
+
|
963 |
+
classes_ : ndarray of shape (n_classes,)
|
964 |
+
The classes labels. This is present only if ``refit`` is specified and
|
965 |
+
the underlying estimator is a classifier.
|
966 |
+
|
967 |
+
n_features_in_ : int
|
968 |
+
Number of features seen during :term:`fit`. Only defined if
|
969 |
+
`best_estimator_` is defined (see the documentation for the `refit`
|
970 |
+
parameter for more details) and that `best_estimator_` exposes
|
971 |
+
`n_features_in_` when fit.
|
972 |
+
|
973 |
+
.. versionadded:: 0.24
|
974 |
+
|
975 |
+
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
976 |
+
Names of features seen during :term:`fit`. Only defined if
|
977 |
+
`best_estimator_` is defined (see the documentation for the `refit`
|
978 |
+
parameter for more details) and that `best_estimator_` exposes
|
979 |
+
`feature_names_in_` when fit.
|
980 |
+
|
981 |
+
.. versionadded:: 1.0
|
982 |
+
|
983 |
+
See Also
|
984 |
+
--------
|
985 |
+
:class:`HalvingGridSearchCV`:
|
986 |
+
Search over a grid of parameters using successive halving.
|
987 |
+
|
988 |
+
Notes
|
989 |
+
-----
|
990 |
+
The parameters selected are those that maximize the score of the held-out
|
991 |
+
data, according to the scoring parameter.
|
992 |
+
|
993 |
+
All parameter combinations scored with a NaN will share the lowest rank.
|
994 |
+
|
995 |
+
Examples
|
996 |
+
--------
|
997 |
+
|
998 |
+
>>> from sklearn.datasets import load_iris
|
999 |
+
>>> from sklearn.ensemble import RandomForestClassifier
|
1000 |
+
>>> from sklearn.experimental import enable_halving_search_cv # noqa
|
1001 |
+
>>> from sklearn.model_selection import HalvingRandomSearchCV
|
1002 |
+
>>> from scipy.stats import randint
|
1003 |
+
>>> import numpy as np
|
1004 |
+
...
|
1005 |
+
>>> X, y = load_iris(return_X_y=True)
|
1006 |
+
>>> clf = RandomForestClassifier(random_state=0)
|
1007 |
+
>>> np.random.seed(0)
|
1008 |
+
...
|
1009 |
+
>>> param_distributions = {"max_depth": [3, None],
|
1010 |
+
... "min_samples_split": randint(2, 11)}
|
1011 |
+
>>> search = HalvingRandomSearchCV(clf, param_distributions,
|
1012 |
+
... resource='n_estimators',
|
1013 |
+
... max_resources=10,
|
1014 |
+
... random_state=0).fit(X, y)
|
1015 |
+
>>> search.best_params_ # doctest: +SKIP
|
1016 |
+
{'max_depth': None, 'min_samples_split': 10, 'n_estimators': 9}
|
1017 |
+
"""
|
1018 |
+
|
1019 |
+
_required_parameters = ["estimator", "param_distributions"]
|
1020 |
+
|
1021 |
+
_parameter_constraints: dict = {
|
1022 |
+
**BaseSuccessiveHalving._parameter_constraints,
|
1023 |
+
"param_distributions": [dict, list],
|
1024 |
+
"n_candidates": [
|
1025 |
+
Interval(Integral, 0, None, closed="neither"),
|
1026 |
+
StrOptions({"exhaust"}),
|
1027 |
+
],
|
1028 |
+
}
|
1029 |
+
|
1030 |
+
def __init__(
|
1031 |
+
self,
|
1032 |
+
estimator,
|
1033 |
+
param_distributions,
|
1034 |
+
*,
|
1035 |
+
n_candidates="exhaust",
|
1036 |
+
factor=3,
|
1037 |
+
resource="n_samples",
|
1038 |
+
max_resources="auto",
|
1039 |
+
min_resources="smallest",
|
1040 |
+
aggressive_elimination=False,
|
1041 |
+
cv=5,
|
1042 |
+
scoring=None,
|
1043 |
+
refit=True,
|
1044 |
+
error_score=np.nan,
|
1045 |
+
return_train_score=True,
|
1046 |
+
random_state=None,
|
1047 |
+
n_jobs=None,
|
1048 |
+
verbose=0,
|
1049 |
+
):
|
1050 |
+
super().__init__(
|
1051 |
+
estimator,
|
1052 |
+
scoring=scoring,
|
1053 |
+
n_jobs=n_jobs,
|
1054 |
+
refit=refit,
|
1055 |
+
verbose=verbose,
|
1056 |
+
cv=cv,
|
1057 |
+
random_state=random_state,
|
1058 |
+
error_score=error_score,
|
1059 |
+
return_train_score=return_train_score,
|
1060 |
+
max_resources=max_resources,
|
1061 |
+
resource=resource,
|
1062 |
+
factor=factor,
|
1063 |
+
min_resources=min_resources,
|
1064 |
+
aggressive_elimination=aggressive_elimination,
|
1065 |
+
)
|
1066 |
+
self.param_distributions = param_distributions
|
1067 |
+
self.n_candidates = n_candidates
|
1068 |
+
|
1069 |
+
def _generate_candidate_params(self):
|
1070 |
+
n_candidates_first_iter = self.n_candidates
|
1071 |
+
if n_candidates_first_iter == "exhaust":
|
1072 |
+
# This will generate enough candidate so that the last iteration
|
1073 |
+
# uses as much resources as possible
|
1074 |
+
n_candidates_first_iter = self.max_resources_ // self.min_resources_
|
1075 |
+
return ParameterSampler(
|
1076 |
+
self.param_distributions,
|
1077 |
+
n_candidates_first_iter,
|
1078 |
+
random_state=self.random_state,
|
1079 |
+
)
|
venv/lib/python3.10/site-packages/sklearn/model_selection/_split.py
ADDED
The diff for this file is too large to render.
See raw diff
|
|
venv/lib/python3.10/site-packages/sklearn/model_selection/_validation.py
ADDED
@@ -0,0 +1,2360 @@
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|
1 |
+
"""
|
2 |
+
The :mod:`sklearn.model_selection._validation` module includes classes and
|
3 |
+
functions to validate the model.
|
4 |
+
"""
|
5 |
+
|
6 |
+
# Author: Alexandre Gramfort <[email protected]>
|
7 |
+
# Gael Varoquaux <[email protected]>
|
8 |
+
# Olivier Grisel <[email protected]>
|
9 |
+
# Raghav RV <[email protected]>
|
10 |
+
# Michal Karbownik <[email protected]>
|
11 |
+
# License: BSD 3 clause
|
12 |
+
|
13 |
+
|
14 |
+
import numbers
|
15 |
+
import time
|
16 |
+
import warnings
|
17 |
+
from collections import Counter
|
18 |
+
from contextlib import suppress
|
19 |
+
from functools import partial
|
20 |
+
from numbers import Real
|
21 |
+
from traceback import format_exc
|
22 |
+
|
23 |
+
import numpy as np
|
24 |
+
import scipy.sparse as sp
|
25 |
+
from joblib import logger
|
26 |
+
|
27 |
+
from ..base import clone, is_classifier
|
28 |
+
from ..exceptions import FitFailedWarning, UnsetMetadataPassedError
|
29 |
+
from ..metrics import check_scoring, get_scorer_names
|
30 |
+
from ..metrics._scorer import _check_multimetric_scoring, _MultimetricScorer
|
31 |
+
from ..preprocessing import LabelEncoder
|
32 |
+
from ..utils import Bunch, _safe_indexing, check_random_state, indexable
|
33 |
+
from ..utils._param_validation import (
|
34 |
+
HasMethods,
|
35 |
+
Integral,
|
36 |
+
Interval,
|
37 |
+
StrOptions,
|
38 |
+
validate_params,
|
39 |
+
)
|
40 |
+
from ..utils.metadata_routing import (
|
41 |
+
MetadataRouter,
|
42 |
+
MethodMapping,
|
43 |
+
_routing_enabled,
|
44 |
+
process_routing,
|
45 |
+
)
|
46 |
+
from ..utils.metaestimators import _safe_split
|
47 |
+
from ..utils.parallel import Parallel, delayed
|
48 |
+
from ..utils.validation import _check_method_params, _num_samples
|
49 |
+
from ._split import check_cv
|
50 |
+
|
51 |
+
__all__ = [
|
52 |
+
"cross_validate",
|
53 |
+
"cross_val_score",
|
54 |
+
"cross_val_predict",
|
55 |
+
"permutation_test_score",
|
56 |
+
"learning_curve",
|
57 |
+
"validation_curve",
|
58 |
+
]
|
59 |
+
|
60 |
+
|
61 |
+
def _check_params_groups_deprecation(fit_params, params, groups):
|
62 |
+
"""A helper function to check deprecations on `groups` and `fit_params`.
|
63 |
+
|
64 |
+
To be removed when set_config(enable_metadata_routing=False) is not possible.
|
65 |
+
"""
|
66 |
+
if params is not None and fit_params is not None:
|
67 |
+
raise ValueError(
|
68 |
+
"`params` and `fit_params` cannot both be provided. Pass parameters "
|
69 |
+
"via `params`. `fit_params` is deprecated and will be removed in "
|
70 |
+
"version 1.6."
|
71 |
+
)
|
72 |
+
elif fit_params is not None:
|
73 |
+
warnings.warn(
|
74 |
+
(
|
75 |
+
"`fit_params` is deprecated and will be removed in version 1.6. "
|
76 |
+
"Pass parameters via `params` instead."
|
77 |
+
),
|
78 |
+
FutureWarning,
|
79 |
+
)
|
80 |
+
params = fit_params
|
81 |
+
|
82 |
+
params = {} if params is None else params
|
83 |
+
|
84 |
+
if groups is not None and _routing_enabled():
|
85 |
+
raise ValueError(
|
86 |
+
"`groups` can only be passed if metadata routing is not enabled via"
|
87 |
+
" `sklearn.set_config(enable_metadata_routing=True)`. When routing is"
|
88 |
+
" enabled, pass `groups` alongside other metadata via the `params` argument"
|
89 |
+
" instead."
|
90 |
+
)
|
91 |
+
|
92 |
+
return params
|
93 |
+
|
94 |
+
|
95 |
+
@validate_params(
|
96 |
+
{
|
97 |
+
"estimator": [HasMethods("fit")],
|
98 |
+
"X": ["array-like", "sparse matrix"],
|
99 |
+
"y": ["array-like", None],
|
100 |
+
"groups": ["array-like", None],
|
101 |
+
"scoring": [
|
102 |
+
StrOptions(set(get_scorer_names())),
|
103 |
+
callable,
|
104 |
+
list,
|
105 |
+
tuple,
|
106 |
+
dict,
|
107 |
+
None,
|
108 |
+
],
|
109 |
+
"cv": ["cv_object"],
|
110 |
+
"n_jobs": [Integral, None],
|
111 |
+
"verbose": ["verbose"],
|
112 |
+
"fit_params": [dict, None],
|
113 |
+
"params": [dict, None],
|
114 |
+
"pre_dispatch": [Integral, str],
|
115 |
+
"return_train_score": ["boolean"],
|
116 |
+
"return_estimator": ["boolean"],
|
117 |
+
"return_indices": ["boolean"],
|
118 |
+
"error_score": [StrOptions({"raise"}), Real],
|
119 |
+
},
|
120 |
+
prefer_skip_nested_validation=False, # estimator is not validated yet
|
121 |
+
)
|
122 |
+
def cross_validate(
|
123 |
+
estimator,
|
124 |
+
X,
|
125 |
+
y=None,
|
126 |
+
*,
|
127 |
+
groups=None,
|
128 |
+
scoring=None,
|
129 |
+
cv=None,
|
130 |
+
n_jobs=None,
|
131 |
+
verbose=0,
|
132 |
+
fit_params=None,
|
133 |
+
params=None,
|
134 |
+
pre_dispatch="2*n_jobs",
|
135 |
+
return_train_score=False,
|
136 |
+
return_estimator=False,
|
137 |
+
return_indices=False,
|
138 |
+
error_score=np.nan,
|
139 |
+
):
|
140 |
+
"""Evaluate metric(s) by cross-validation and also record fit/score times.
|
141 |
+
|
142 |
+
Read more in the :ref:`User Guide <multimetric_cross_validation>`.
|
143 |
+
|
144 |
+
Parameters
|
145 |
+
----------
|
146 |
+
estimator : estimator object implementing 'fit'
|
147 |
+
The object to use to fit the data.
|
148 |
+
|
149 |
+
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
150 |
+
The data to fit. Can be for example a list, or an array.
|
151 |
+
|
152 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs), default=None
|
153 |
+
The target variable to try to predict in the case of
|
154 |
+
supervised learning.
|
155 |
+
|
156 |
+
groups : array-like of shape (n_samples,), default=None
|
157 |
+
Group labels for the samples used while splitting the dataset into
|
158 |
+
train/test set. Only used in conjunction with a "Group" :term:`cv`
|
159 |
+
instance (e.g., :class:`GroupKFold`).
|
160 |
+
|
161 |
+
.. versionchanged:: 1.4
|
162 |
+
``groups`` can only be passed if metadata routing is not enabled
|
163 |
+
via ``sklearn.set_config(enable_metadata_routing=True)``. When routing
|
164 |
+
is enabled, pass ``groups`` alongside other metadata via the ``params``
|
165 |
+
argument instead. E.g.:
|
166 |
+
``cross_validate(..., params={'groups': groups})``.
|
167 |
+
|
168 |
+
scoring : str, callable, list, tuple, or dict, default=None
|
169 |
+
Strategy to evaluate the performance of the cross-validated model on
|
170 |
+
the test set.
|
171 |
+
|
172 |
+
If `scoring` represents a single score, one can use:
|
173 |
+
|
174 |
+
- a single string (see :ref:`scoring_parameter`);
|
175 |
+
- a callable (see :ref:`scoring`) that returns a single value.
|
176 |
+
|
177 |
+
If `scoring` represents multiple scores, one can use:
|
178 |
+
|
179 |
+
- a list or tuple of unique strings;
|
180 |
+
- a callable returning a dictionary where the keys are the metric
|
181 |
+
names and the values are the metric scores;
|
182 |
+
- a dictionary with metric names as keys and callables a values.
|
183 |
+
|
184 |
+
See :ref:`multimetric_grid_search` for an example.
|
185 |
+
|
186 |
+
cv : int, cross-validation generator or an iterable, default=None
|
187 |
+
Determines the cross-validation splitting strategy.
|
188 |
+
Possible inputs for cv are:
|
189 |
+
|
190 |
+
- None, to use the default 5-fold cross validation,
|
191 |
+
- int, to specify the number of folds in a `(Stratified)KFold`,
|
192 |
+
- :term:`CV splitter`,
|
193 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
194 |
+
|
195 |
+
For int/None inputs, if the estimator is a classifier and ``y`` is
|
196 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
197 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
198 |
+
with `shuffle=False` so the splits will be the same across calls.
|
199 |
+
|
200 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
201 |
+
cross-validation strategies that can be used here.
|
202 |
+
|
203 |
+
.. versionchanged:: 0.22
|
204 |
+
``cv`` default value if None changed from 3-fold to 5-fold.
|
205 |
+
|
206 |
+
n_jobs : int, default=None
|
207 |
+
Number of jobs to run in parallel. Training the estimator and computing
|
208 |
+
the score are parallelized over the cross-validation splits.
|
209 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
210 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
211 |
+
for more details.
|
212 |
+
|
213 |
+
verbose : int, default=0
|
214 |
+
The verbosity level.
|
215 |
+
|
216 |
+
fit_params : dict, default=None
|
217 |
+
Parameters to pass to the fit method of the estimator.
|
218 |
+
|
219 |
+
.. deprecated:: 1.4
|
220 |
+
This parameter is deprecated and will be removed in version 1.6. Use
|
221 |
+
``params`` instead.
|
222 |
+
|
223 |
+
params : dict, default=None
|
224 |
+
Parameters to pass to the underlying estimator's ``fit``, the scorer,
|
225 |
+
and the CV splitter.
|
226 |
+
|
227 |
+
.. versionadded:: 1.4
|
228 |
+
|
229 |
+
pre_dispatch : int or str, default='2*n_jobs'
|
230 |
+
Controls the number of jobs that get dispatched during parallel
|
231 |
+
execution. Reducing this number can be useful to avoid an
|
232 |
+
explosion of memory consumption when more jobs get dispatched
|
233 |
+
than CPUs can process. This parameter can be:
|
234 |
+
|
235 |
+
- An int, giving the exact number of total jobs that are
|
236 |
+
spawned
|
237 |
+
|
238 |
+
- A str, giving an expression as a function of n_jobs,
|
239 |
+
as in '2*n_jobs'
|
240 |
+
|
241 |
+
return_train_score : bool, default=False
|
242 |
+
Whether to include train scores.
|
243 |
+
Computing training scores is used to get insights on how different
|
244 |
+
parameter settings impact the overfitting/underfitting trade-off.
|
245 |
+
However computing the scores on the training set can be computationally
|
246 |
+
expensive and is not strictly required to select the parameters that
|
247 |
+
yield the best generalization performance.
|
248 |
+
|
249 |
+
.. versionadded:: 0.19
|
250 |
+
|
251 |
+
.. versionchanged:: 0.21
|
252 |
+
Default value was changed from ``True`` to ``False``
|
253 |
+
|
254 |
+
return_estimator : bool, default=False
|
255 |
+
Whether to return the estimators fitted on each split.
|
256 |
+
|
257 |
+
.. versionadded:: 0.20
|
258 |
+
|
259 |
+
return_indices : bool, default=False
|
260 |
+
Whether to return the train-test indices selected for each split.
|
261 |
+
|
262 |
+
.. versionadded:: 1.3
|
263 |
+
|
264 |
+
error_score : 'raise' or numeric, default=np.nan
|
265 |
+
Value to assign to the score if an error occurs in estimator fitting.
|
266 |
+
If set to 'raise', the error is raised.
|
267 |
+
If a numeric value is given, FitFailedWarning is raised.
|
268 |
+
|
269 |
+
.. versionadded:: 0.20
|
270 |
+
|
271 |
+
Returns
|
272 |
+
-------
|
273 |
+
scores : dict of float arrays of shape (n_splits,)
|
274 |
+
Array of scores of the estimator for each run of the cross validation.
|
275 |
+
|
276 |
+
A dict of arrays containing the score/time arrays for each scorer is
|
277 |
+
returned. The possible keys for this ``dict`` are:
|
278 |
+
|
279 |
+
``test_score``
|
280 |
+
The score array for test scores on each cv split.
|
281 |
+
Suffix ``_score`` in ``test_score`` changes to a specific
|
282 |
+
metric like ``test_r2`` or ``test_auc`` if there are
|
283 |
+
multiple scoring metrics in the scoring parameter.
|
284 |
+
``train_score``
|
285 |
+
The score array for train scores on each cv split.
|
286 |
+
Suffix ``_score`` in ``train_score`` changes to a specific
|
287 |
+
metric like ``train_r2`` or ``train_auc`` if there are
|
288 |
+
multiple scoring metrics in the scoring parameter.
|
289 |
+
This is available only if ``return_train_score`` parameter
|
290 |
+
is ``True``.
|
291 |
+
``fit_time``
|
292 |
+
The time for fitting the estimator on the train
|
293 |
+
set for each cv split.
|
294 |
+
``score_time``
|
295 |
+
The time for scoring the estimator on the test set for each
|
296 |
+
cv split. (Note time for scoring on the train set is not
|
297 |
+
included even if ``return_train_score`` is set to ``True``
|
298 |
+
``estimator``
|
299 |
+
The estimator objects for each cv split.
|
300 |
+
This is available only if ``return_estimator`` parameter
|
301 |
+
is set to ``True``.
|
302 |
+
``indices``
|
303 |
+
The train/test positional indices for each cv split. A dictionary
|
304 |
+
is returned where the keys are either `"train"` or `"test"`
|
305 |
+
and the associated values are a list of integer-dtyped NumPy
|
306 |
+
arrays with the indices. Available only if `return_indices=True`.
|
307 |
+
|
308 |
+
See Also
|
309 |
+
--------
|
310 |
+
cross_val_score : Run cross-validation for single metric evaluation.
|
311 |
+
|
312 |
+
cross_val_predict : Get predictions from each split of cross-validation for
|
313 |
+
diagnostic purposes.
|
314 |
+
|
315 |
+
sklearn.metrics.make_scorer : Make a scorer from a performance metric or
|
316 |
+
loss function.
|
317 |
+
|
318 |
+
Examples
|
319 |
+
--------
|
320 |
+
>>> from sklearn import datasets, linear_model
|
321 |
+
>>> from sklearn.model_selection import cross_validate
|
322 |
+
>>> from sklearn.metrics import make_scorer
|
323 |
+
>>> from sklearn.metrics import confusion_matrix
|
324 |
+
>>> from sklearn.svm import LinearSVC
|
325 |
+
>>> diabetes = datasets.load_diabetes()
|
326 |
+
>>> X = diabetes.data[:150]
|
327 |
+
>>> y = diabetes.target[:150]
|
328 |
+
>>> lasso = linear_model.Lasso()
|
329 |
+
|
330 |
+
Single metric evaluation using ``cross_validate``
|
331 |
+
|
332 |
+
>>> cv_results = cross_validate(lasso, X, y, cv=3)
|
333 |
+
>>> sorted(cv_results.keys())
|
334 |
+
['fit_time', 'score_time', 'test_score']
|
335 |
+
>>> cv_results['test_score']
|
336 |
+
array([0.3315057 , 0.08022103, 0.03531816])
|
337 |
+
|
338 |
+
Multiple metric evaluation using ``cross_validate``
|
339 |
+
(please refer the ``scoring`` parameter doc for more information)
|
340 |
+
|
341 |
+
>>> scores = cross_validate(lasso, X, y, cv=3,
|
342 |
+
... scoring=('r2', 'neg_mean_squared_error'),
|
343 |
+
... return_train_score=True)
|
344 |
+
>>> print(scores['test_neg_mean_squared_error'])
|
345 |
+
[-3635.5... -3573.3... -6114.7...]
|
346 |
+
>>> print(scores['train_r2'])
|
347 |
+
[0.28009951 0.3908844 0.22784907]
|
348 |
+
"""
|
349 |
+
params = _check_params_groups_deprecation(fit_params, params, groups)
|
350 |
+
|
351 |
+
X, y = indexable(X, y)
|
352 |
+
|
353 |
+
cv = check_cv(cv, y, classifier=is_classifier(estimator))
|
354 |
+
|
355 |
+
if callable(scoring):
|
356 |
+
scorers = scoring
|
357 |
+
elif scoring is None or isinstance(scoring, str):
|
358 |
+
scorers = check_scoring(estimator, scoring)
|
359 |
+
else:
|
360 |
+
scorers = _check_multimetric_scoring(estimator, scoring)
|
361 |
+
|
362 |
+
if _routing_enabled():
|
363 |
+
# `cross_validate` will create a `_MultiMetricScorer` if `scoring` is a
|
364 |
+
# dict at a later stage. We need the same object for the purpose of
|
365 |
+
# routing. However, creating it here and passing it around would create
|
366 |
+
# a much larger diff since the dict is used in many places.
|
367 |
+
if isinstance(scorers, dict):
|
368 |
+
_scorer = _MultimetricScorer(
|
369 |
+
scorers=scorers, raise_exc=(error_score == "raise")
|
370 |
+
)
|
371 |
+
else:
|
372 |
+
_scorer = scorers
|
373 |
+
# For estimators, a MetadataRouter is created in get_metadata_routing
|
374 |
+
# methods. For these router methods, we create the router to use
|
375 |
+
# `process_routing` on it.
|
376 |
+
router = (
|
377 |
+
MetadataRouter(owner="cross_validate")
|
378 |
+
.add(
|
379 |
+
splitter=cv,
|
380 |
+
method_mapping=MethodMapping().add(caller="fit", callee="split"),
|
381 |
+
)
|
382 |
+
.add(
|
383 |
+
estimator=estimator,
|
384 |
+
# TODO(SLEP6): also pass metadata to the predict method for
|
385 |
+
# scoring?
|
386 |
+
method_mapping=MethodMapping().add(caller="fit", callee="fit"),
|
387 |
+
)
|
388 |
+
.add(
|
389 |
+
scorer=_scorer,
|
390 |
+
method_mapping=MethodMapping().add(caller="fit", callee="score"),
|
391 |
+
)
|
392 |
+
)
|
393 |
+
try:
|
394 |
+
routed_params = process_routing(router, "fit", **params)
|
395 |
+
except UnsetMetadataPassedError as e:
|
396 |
+
# The default exception would mention `fit` since in the above
|
397 |
+
# `process_routing` code, we pass `fit` as the caller. However,
|
398 |
+
# the user is not calling `fit` directly, so we change the message
|
399 |
+
# to make it more suitable for this case.
|
400 |
+
unrequested_params = sorted(e.unrequested_params)
|
401 |
+
raise UnsetMetadataPassedError(
|
402 |
+
message=(
|
403 |
+
f"{unrequested_params} are passed to cross validation but are not"
|
404 |
+
" explicitly set as requested or not requested for cross_validate's"
|
405 |
+
f" estimator: {estimator.__class__.__name__}. Call"
|
406 |
+
" `.set_fit_request({{metadata}}=True)` on the estimator for"
|
407 |
+
f" each metadata in {unrequested_params} that you"
|
408 |
+
" want to use and `metadata=False` for not using it. See the"
|
409 |
+
" Metadata Routing User guide"
|
410 |
+
" <https://scikit-learn.org/stable/metadata_routing.html> for more"
|
411 |
+
" information."
|
412 |
+
),
|
413 |
+
unrequested_params=e.unrequested_params,
|
414 |
+
routed_params=e.routed_params,
|
415 |
+
)
|
416 |
+
else:
|
417 |
+
routed_params = Bunch()
|
418 |
+
routed_params.splitter = Bunch(split={"groups": groups})
|
419 |
+
routed_params.estimator = Bunch(fit=params)
|
420 |
+
routed_params.scorer = Bunch(score={})
|
421 |
+
|
422 |
+
indices = cv.split(X, y, **routed_params.splitter.split)
|
423 |
+
if return_indices:
|
424 |
+
# materialize the indices since we need to store them in the returned dict
|
425 |
+
indices = list(indices)
|
426 |
+
|
427 |
+
# We clone the estimator to make sure that all the folds are
|
428 |
+
# independent, and that it is pickle-able.
|
429 |
+
parallel = Parallel(n_jobs=n_jobs, verbose=verbose, pre_dispatch=pre_dispatch)
|
430 |
+
results = parallel(
|
431 |
+
delayed(_fit_and_score)(
|
432 |
+
clone(estimator),
|
433 |
+
X,
|
434 |
+
y,
|
435 |
+
scorer=scorers,
|
436 |
+
train=train,
|
437 |
+
test=test,
|
438 |
+
verbose=verbose,
|
439 |
+
parameters=None,
|
440 |
+
fit_params=routed_params.estimator.fit,
|
441 |
+
score_params=routed_params.scorer.score,
|
442 |
+
return_train_score=return_train_score,
|
443 |
+
return_times=True,
|
444 |
+
return_estimator=return_estimator,
|
445 |
+
error_score=error_score,
|
446 |
+
)
|
447 |
+
for train, test in indices
|
448 |
+
)
|
449 |
+
|
450 |
+
_warn_or_raise_about_fit_failures(results, error_score)
|
451 |
+
|
452 |
+
# For callable scoring, the return type is only know after calling. If the
|
453 |
+
# return type is a dictionary, the error scores can now be inserted with
|
454 |
+
# the correct key.
|
455 |
+
if callable(scoring):
|
456 |
+
_insert_error_scores(results, error_score)
|
457 |
+
|
458 |
+
results = _aggregate_score_dicts(results)
|
459 |
+
|
460 |
+
ret = {}
|
461 |
+
ret["fit_time"] = results["fit_time"]
|
462 |
+
ret["score_time"] = results["score_time"]
|
463 |
+
|
464 |
+
if return_estimator:
|
465 |
+
ret["estimator"] = results["estimator"]
|
466 |
+
|
467 |
+
if return_indices:
|
468 |
+
ret["indices"] = {}
|
469 |
+
ret["indices"]["train"], ret["indices"]["test"] = zip(*indices)
|
470 |
+
|
471 |
+
test_scores_dict = _normalize_score_results(results["test_scores"])
|
472 |
+
if return_train_score:
|
473 |
+
train_scores_dict = _normalize_score_results(results["train_scores"])
|
474 |
+
|
475 |
+
for name in test_scores_dict:
|
476 |
+
ret["test_%s" % name] = test_scores_dict[name]
|
477 |
+
if return_train_score:
|
478 |
+
key = "train_%s" % name
|
479 |
+
ret[key] = train_scores_dict[name]
|
480 |
+
|
481 |
+
return ret
|
482 |
+
|
483 |
+
|
484 |
+
def _insert_error_scores(results, error_score):
|
485 |
+
"""Insert error in `results` by replacing them inplace with `error_score`.
|
486 |
+
|
487 |
+
This only applies to multimetric scores because `_fit_and_score` will
|
488 |
+
handle the single metric case.
|
489 |
+
"""
|
490 |
+
successful_score = None
|
491 |
+
failed_indices = []
|
492 |
+
for i, result in enumerate(results):
|
493 |
+
if result["fit_error"] is not None:
|
494 |
+
failed_indices.append(i)
|
495 |
+
elif successful_score is None:
|
496 |
+
successful_score = result["test_scores"]
|
497 |
+
|
498 |
+
if isinstance(successful_score, dict):
|
499 |
+
formatted_error = {name: error_score for name in successful_score}
|
500 |
+
for i in failed_indices:
|
501 |
+
results[i]["test_scores"] = formatted_error.copy()
|
502 |
+
if "train_scores" in results[i]:
|
503 |
+
results[i]["train_scores"] = formatted_error.copy()
|
504 |
+
|
505 |
+
|
506 |
+
def _normalize_score_results(scores, scaler_score_key="score"):
|
507 |
+
"""Creates a scoring dictionary based on the type of `scores`"""
|
508 |
+
if isinstance(scores[0], dict):
|
509 |
+
# multimetric scoring
|
510 |
+
return _aggregate_score_dicts(scores)
|
511 |
+
# scaler
|
512 |
+
return {scaler_score_key: scores}
|
513 |
+
|
514 |
+
|
515 |
+
def _warn_or_raise_about_fit_failures(results, error_score):
|
516 |
+
fit_errors = [
|
517 |
+
result["fit_error"] for result in results if result["fit_error"] is not None
|
518 |
+
]
|
519 |
+
if fit_errors:
|
520 |
+
num_failed_fits = len(fit_errors)
|
521 |
+
num_fits = len(results)
|
522 |
+
fit_errors_counter = Counter(fit_errors)
|
523 |
+
delimiter = "-" * 80 + "\n"
|
524 |
+
fit_errors_summary = "\n".join(
|
525 |
+
f"{delimiter}{n} fits failed with the following error:\n{error}"
|
526 |
+
for error, n in fit_errors_counter.items()
|
527 |
+
)
|
528 |
+
|
529 |
+
if num_failed_fits == num_fits:
|
530 |
+
all_fits_failed_message = (
|
531 |
+
f"\nAll the {num_fits} fits failed.\n"
|
532 |
+
"It is very likely that your model is misconfigured.\n"
|
533 |
+
"You can try to debug the error by setting error_score='raise'.\n\n"
|
534 |
+
f"Below are more details about the failures:\n{fit_errors_summary}"
|
535 |
+
)
|
536 |
+
raise ValueError(all_fits_failed_message)
|
537 |
+
|
538 |
+
else:
|
539 |
+
some_fits_failed_message = (
|
540 |
+
f"\n{num_failed_fits} fits failed out of a total of {num_fits}.\n"
|
541 |
+
"The score on these train-test partitions for these parameters"
|
542 |
+
f" will be set to {error_score}.\n"
|
543 |
+
"If these failures are not expected, you can try to debug them "
|
544 |
+
"by setting error_score='raise'.\n\n"
|
545 |
+
f"Below are more details about the failures:\n{fit_errors_summary}"
|
546 |
+
)
|
547 |
+
warnings.warn(some_fits_failed_message, FitFailedWarning)
|
548 |
+
|
549 |
+
|
550 |
+
@validate_params(
|
551 |
+
{
|
552 |
+
"estimator": [HasMethods("fit")],
|
553 |
+
"X": ["array-like", "sparse matrix"],
|
554 |
+
"y": ["array-like", None],
|
555 |
+
"groups": ["array-like", None],
|
556 |
+
"scoring": [StrOptions(set(get_scorer_names())), callable, None],
|
557 |
+
"cv": ["cv_object"],
|
558 |
+
"n_jobs": [Integral, None],
|
559 |
+
"verbose": ["verbose"],
|
560 |
+
"fit_params": [dict, None],
|
561 |
+
"params": [dict, None],
|
562 |
+
"pre_dispatch": [Integral, str, None],
|
563 |
+
"error_score": [StrOptions({"raise"}), Real],
|
564 |
+
},
|
565 |
+
prefer_skip_nested_validation=False, # estimator is not validated yet
|
566 |
+
)
|
567 |
+
def cross_val_score(
|
568 |
+
estimator,
|
569 |
+
X,
|
570 |
+
y=None,
|
571 |
+
*,
|
572 |
+
groups=None,
|
573 |
+
scoring=None,
|
574 |
+
cv=None,
|
575 |
+
n_jobs=None,
|
576 |
+
verbose=0,
|
577 |
+
fit_params=None,
|
578 |
+
params=None,
|
579 |
+
pre_dispatch="2*n_jobs",
|
580 |
+
error_score=np.nan,
|
581 |
+
):
|
582 |
+
"""Evaluate a score by cross-validation.
|
583 |
+
|
584 |
+
Read more in the :ref:`User Guide <cross_validation>`.
|
585 |
+
|
586 |
+
Parameters
|
587 |
+
----------
|
588 |
+
estimator : estimator object implementing 'fit'
|
589 |
+
The object to use to fit the data.
|
590 |
+
|
591 |
+
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
592 |
+
The data to fit. Can be for example a list, or an array.
|
593 |
+
|
594 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs), \
|
595 |
+
default=None
|
596 |
+
The target variable to try to predict in the case of
|
597 |
+
supervised learning.
|
598 |
+
|
599 |
+
groups : array-like of shape (n_samples,), default=None
|
600 |
+
Group labels for the samples used while splitting the dataset into
|
601 |
+
train/test set. Only used in conjunction with a "Group" :term:`cv`
|
602 |
+
instance (e.g., :class:`GroupKFold`).
|
603 |
+
|
604 |
+
.. versionchanged:: 1.4
|
605 |
+
``groups`` can only be passed if metadata routing is not enabled
|
606 |
+
via ``sklearn.set_config(enable_metadata_routing=True)``. When routing
|
607 |
+
is enabled, pass ``groups`` alongside other metadata via the ``params``
|
608 |
+
argument instead. E.g.:
|
609 |
+
``cross_val_score(..., params={'groups': groups})``.
|
610 |
+
|
611 |
+
scoring : str or callable, default=None
|
612 |
+
A str (see model evaluation documentation) or
|
613 |
+
a scorer callable object / function with signature
|
614 |
+
``scorer(estimator, X, y)`` which should return only
|
615 |
+
a single value.
|
616 |
+
|
617 |
+
Similar to :func:`cross_validate`
|
618 |
+
but only a single metric is permitted.
|
619 |
+
|
620 |
+
If `None`, the estimator's default scorer (if available) is used.
|
621 |
+
|
622 |
+
cv : int, cross-validation generator or an iterable, default=None
|
623 |
+
Determines the cross-validation splitting strategy.
|
624 |
+
Possible inputs for cv are:
|
625 |
+
|
626 |
+
- `None`, to use the default 5-fold cross validation,
|
627 |
+
- int, to specify the number of folds in a `(Stratified)KFold`,
|
628 |
+
- :term:`CV splitter`,
|
629 |
+
- An iterable that generates (train, test) splits as arrays of indices.
|
630 |
+
|
631 |
+
For `int`/`None` inputs, if the estimator is a classifier and `y` is
|
632 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
633 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
634 |
+
with `shuffle=False` so the splits will be the same across calls.
|
635 |
+
|
636 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
637 |
+
cross-validation strategies that can be used here.
|
638 |
+
|
639 |
+
.. versionchanged:: 0.22
|
640 |
+
`cv` default value if `None` changed from 3-fold to 5-fold.
|
641 |
+
|
642 |
+
n_jobs : int, default=None
|
643 |
+
Number of jobs to run in parallel. Training the estimator and computing
|
644 |
+
the score are parallelized over the cross-validation splits.
|
645 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
646 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
647 |
+
for more details.
|
648 |
+
|
649 |
+
verbose : int, default=0
|
650 |
+
The verbosity level.
|
651 |
+
|
652 |
+
fit_params : dict, default=None
|
653 |
+
Parameters to pass to the fit method of the estimator.
|
654 |
+
|
655 |
+
.. deprecated:: 1.4
|
656 |
+
This parameter is deprecated and will be removed in version 1.6. Use
|
657 |
+
``params`` instead.
|
658 |
+
|
659 |
+
params : dict, default=None
|
660 |
+
Parameters to pass to the underlying estimator's ``fit``, the scorer,
|
661 |
+
and the CV splitter.
|
662 |
+
|
663 |
+
.. versionadded:: 1.4
|
664 |
+
|
665 |
+
pre_dispatch : int or str, default='2*n_jobs'
|
666 |
+
Controls the number of jobs that get dispatched during parallel
|
667 |
+
execution. Reducing this number can be useful to avoid an
|
668 |
+
explosion of memory consumption when more jobs get dispatched
|
669 |
+
than CPUs can process. This parameter can be:
|
670 |
+
|
671 |
+
- ``None``, in which case all the jobs are immediately
|
672 |
+
created and spawned. Use this for lightweight and
|
673 |
+
fast-running jobs, to avoid delays due to on-demand
|
674 |
+
spawning of the jobs
|
675 |
+
|
676 |
+
- An int, giving the exact number of total jobs that are
|
677 |
+
spawned
|
678 |
+
|
679 |
+
- A str, giving an expression as a function of n_jobs,
|
680 |
+
as in '2*n_jobs'
|
681 |
+
|
682 |
+
error_score : 'raise' or numeric, default=np.nan
|
683 |
+
Value to assign to the score if an error occurs in estimator fitting.
|
684 |
+
If set to 'raise', the error is raised.
|
685 |
+
If a numeric value is given, FitFailedWarning is raised.
|
686 |
+
|
687 |
+
.. versionadded:: 0.20
|
688 |
+
|
689 |
+
Returns
|
690 |
+
-------
|
691 |
+
scores : ndarray of float of shape=(len(list(cv)),)
|
692 |
+
Array of scores of the estimator for each run of the cross validation.
|
693 |
+
|
694 |
+
See Also
|
695 |
+
--------
|
696 |
+
cross_validate : To run cross-validation on multiple metrics and also to
|
697 |
+
return train scores, fit times and score times.
|
698 |
+
|
699 |
+
cross_val_predict : Get predictions from each split of cross-validation for
|
700 |
+
diagnostic purposes.
|
701 |
+
|
702 |
+
sklearn.metrics.make_scorer : Make a scorer from a performance metric or
|
703 |
+
loss function.
|
704 |
+
|
705 |
+
Examples
|
706 |
+
--------
|
707 |
+
>>> from sklearn import datasets, linear_model
|
708 |
+
>>> from sklearn.model_selection import cross_val_score
|
709 |
+
>>> diabetes = datasets.load_diabetes()
|
710 |
+
>>> X = diabetes.data[:150]
|
711 |
+
>>> y = diabetes.target[:150]
|
712 |
+
>>> lasso = linear_model.Lasso()
|
713 |
+
>>> print(cross_val_score(lasso, X, y, cv=3))
|
714 |
+
[0.3315057 0.08022103 0.03531816]
|
715 |
+
"""
|
716 |
+
# To ensure multimetric format is not supported
|
717 |
+
scorer = check_scoring(estimator, scoring=scoring)
|
718 |
+
|
719 |
+
cv_results = cross_validate(
|
720 |
+
estimator=estimator,
|
721 |
+
X=X,
|
722 |
+
y=y,
|
723 |
+
groups=groups,
|
724 |
+
scoring={"score": scorer},
|
725 |
+
cv=cv,
|
726 |
+
n_jobs=n_jobs,
|
727 |
+
verbose=verbose,
|
728 |
+
fit_params=fit_params,
|
729 |
+
params=params,
|
730 |
+
pre_dispatch=pre_dispatch,
|
731 |
+
error_score=error_score,
|
732 |
+
)
|
733 |
+
return cv_results["test_score"]
|
734 |
+
|
735 |
+
|
736 |
+
def _fit_and_score(
|
737 |
+
estimator,
|
738 |
+
X,
|
739 |
+
y,
|
740 |
+
*,
|
741 |
+
scorer,
|
742 |
+
train,
|
743 |
+
test,
|
744 |
+
verbose,
|
745 |
+
parameters,
|
746 |
+
fit_params,
|
747 |
+
score_params,
|
748 |
+
return_train_score=False,
|
749 |
+
return_parameters=False,
|
750 |
+
return_n_test_samples=False,
|
751 |
+
return_times=False,
|
752 |
+
return_estimator=False,
|
753 |
+
split_progress=None,
|
754 |
+
candidate_progress=None,
|
755 |
+
error_score=np.nan,
|
756 |
+
):
|
757 |
+
"""Fit estimator and compute scores for a given dataset split.
|
758 |
+
|
759 |
+
Parameters
|
760 |
+
----------
|
761 |
+
estimator : estimator object implementing 'fit'
|
762 |
+
The object to use to fit the data.
|
763 |
+
|
764 |
+
X : array-like of shape (n_samples, n_features)
|
765 |
+
The data to fit.
|
766 |
+
|
767 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs) or None
|
768 |
+
The target variable to try to predict in the case of
|
769 |
+
supervised learning.
|
770 |
+
|
771 |
+
scorer : A single callable or dict mapping scorer name to the callable
|
772 |
+
If it is a single callable, the return value for ``train_scores`` and
|
773 |
+
``test_scores`` is a single float.
|
774 |
+
|
775 |
+
For a dict, it should be one mapping the scorer name to the scorer
|
776 |
+
callable object / function.
|
777 |
+
|
778 |
+
The callable object / fn should have signature
|
779 |
+
``scorer(estimator, X, y)``.
|
780 |
+
|
781 |
+
train : array-like of shape (n_train_samples,)
|
782 |
+
Indices of training samples.
|
783 |
+
|
784 |
+
test : array-like of shape (n_test_samples,)
|
785 |
+
Indices of test samples.
|
786 |
+
|
787 |
+
verbose : int
|
788 |
+
The verbosity level.
|
789 |
+
|
790 |
+
error_score : 'raise' or numeric, default=np.nan
|
791 |
+
Value to assign to the score if an error occurs in estimator fitting.
|
792 |
+
If set to 'raise', the error is raised.
|
793 |
+
If a numeric value is given, FitFailedWarning is raised.
|
794 |
+
|
795 |
+
parameters : dict or None
|
796 |
+
Parameters to be set on the estimator.
|
797 |
+
|
798 |
+
fit_params : dict or None
|
799 |
+
Parameters that will be passed to ``estimator.fit``.
|
800 |
+
|
801 |
+
score_params : dict or None
|
802 |
+
Parameters that will be passed to the scorer.
|
803 |
+
|
804 |
+
return_train_score : bool, default=False
|
805 |
+
Compute and return score on training set.
|
806 |
+
|
807 |
+
return_parameters : bool, default=False
|
808 |
+
Return parameters that has been used for the estimator.
|
809 |
+
|
810 |
+
split_progress : {list, tuple} of int, default=None
|
811 |
+
A list or tuple of format (<current_split_id>, <total_num_of_splits>).
|
812 |
+
|
813 |
+
candidate_progress : {list, tuple} of int, default=None
|
814 |
+
A list or tuple of format
|
815 |
+
(<current_candidate_id>, <total_number_of_candidates>).
|
816 |
+
|
817 |
+
return_n_test_samples : bool, default=False
|
818 |
+
Whether to return the ``n_test_samples``.
|
819 |
+
|
820 |
+
return_times : bool, default=False
|
821 |
+
Whether to return the fit/score times.
|
822 |
+
|
823 |
+
return_estimator : bool, default=False
|
824 |
+
Whether to return the fitted estimator.
|
825 |
+
|
826 |
+
Returns
|
827 |
+
-------
|
828 |
+
result : dict with the following attributes
|
829 |
+
train_scores : dict of scorer name -> float
|
830 |
+
Score on training set (for all the scorers),
|
831 |
+
returned only if `return_train_score` is `True`.
|
832 |
+
test_scores : dict of scorer name -> float
|
833 |
+
Score on testing set (for all the scorers).
|
834 |
+
n_test_samples : int
|
835 |
+
Number of test samples.
|
836 |
+
fit_time : float
|
837 |
+
Time spent for fitting in seconds.
|
838 |
+
score_time : float
|
839 |
+
Time spent for scoring in seconds.
|
840 |
+
parameters : dict or None
|
841 |
+
The parameters that have been evaluated.
|
842 |
+
estimator : estimator object
|
843 |
+
The fitted estimator.
|
844 |
+
fit_error : str or None
|
845 |
+
Traceback str if the fit failed, None if the fit succeeded.
|
846 |
+
"""
|
847 |
+
if not isinstance(error_score, numbers.Number) and error_score != "raise":
|
848 |
+
raise ValueError(
|
849 |
+
"error_score must be the string 'raise' or a numeric value. "
|
850 |
+
"(Hint: if using 'raise', please make sure that it has been "
|
851 |
+
"spelled correctly.)"
|
852 |
+
)
|
853 |
+
|
854 |
+
progress_msg = ""
|
855 |
+
if verbose > 2:
|
856 |
+
if split_progress is not None:
|
857 |
+
progress_msg = f" {split_progress[0]+1}/{split_progress[1]}"
|
858 |
+
if candidate_progress and verbose > 9:
|
859 |
+
progress_msg += f"; {candidate_progress[0]+1}/{candidate_progress[1]}"
|
860 |
+
|
861 |
+
if verbose > 1:
|
862 |
+
if parameters is None:
|
863 |
+
params_msg = ""
|
864 |
+
else:
|
865 |
+
sorted_keys = sorted(parameters) # Ensure deterministic o/p
|
866 |
+
params_msg = ", ".join(f"{k}={parameters[k]}" for k in sorted_keys)
|
867 |
+
if verbose > 9:
|
868 |
+
start_msg = f"[CV{progress_msg}] START {params_msg}"
|
869 |
+
print(f"{start_msg}{(80 - len(start_msg)) * '.'}")
|
870 |
+
|
871 |
+
# Adjust length of sample weights
|
872 |
+
fit_params = fit_params if fit_params is not None else {}
|
873 |
+
fit_params = _check_method_params(X, params=fit_params, indices=train)
|
874 |
+
score_params = score_params if score_params is not None else {}
|
875 |
+
score_params_train = _check_method_params(X, params=score_params, indices=train)
|
876 |
+
score_params_test = _check_method_params(X, params=score_params, indices=test)
|
877 |
+
|
878 |
+
if parameters is not None:
|
879 |
+
# here we clone the parameters, since sometimes the parameters
|
880 |
+
# themselves might be estimators, e.g. when we search over different
|
881 |
+
# estimators in a pipeline.
|
882 |
+
# ref: https://github.com/scikit-learn/scikit-learn/pull/26786
|
883 |
+
estimator = estimator.set_params(**clone(parameters, safe=False))
|
884 |
+
|
885 |
+
start_time = time.time()
|
886 |
+
|
887 |
+
X_train, y_train = _safe_split(estimator, X, y, train)
|
888 |
+
X_test, y_test = _safe_split(estimator, X, y, test, train)
|
889 |
+
|
890 |
+
result = {}
|
891 |
+
try:
|
892 |
+
if y_train is None:
|
893 |
+
estimator.fit(X_train, **fit_params)
|
894 |
+
else:
|
895 |
+
estimator.fit(X_train, y_train, **fit_params)
|
896 |
+
|
897 |
+
except Exception:
|
898 |
+
# Note fit time as time until error
|
899 |
+
fit_time = time.time() - start_time
|
900 |
+
score_time = 0.0
|
901 |
+
if error_score == "raise":
|
902 |
+
raise
|
903 |
+
elif isinstance(error_score, numbers.Number):
|
904 |
+
if isinstance(scorer, dict):
|
905 |
+
test_scores = {name: error_score for name in scorer}
|
906 |
+
if return_train_score:
|
907 |
+
train_scores = test_scores.copy()
|
908 |
+
else:
|
909 |
+
test_scores = error_score
|
910 |
+
if return_train_score:
|
911 |
+
train_scores = error_score
|
912 |
+
result["fit_error"] = format_exc()
|
913 |
+
else:
|
914 |
+
result["fit_error"] = None
|
915 |
+
|
916 |
+
fit_time = time.time() - start_time
|
917 |
+
test_scores = _score(
|
918 |
+
estimator, X_test, y_test, scorer, score_params_test, error_score
|
919 |
+
)
|
920 |
+
score_time = time.time() - start_time - fit_time
|
921 |
+
if return_train_score:
|
922 |
+
train_scores = _score(
|
923 |
+
estimator, X_train, y_train, scorer, score_params_train, error_score
|
924 |
+
)
|
925 |
+
|
926 |
+
if verbose > 1:
|
927 |
+
total_time = score_time + fit_time
|
928 |
+
end_msg = f"[CV{progress_msg}] END "
|
929 |
+
result_msg = params_msg + (";" if params_msg else "")
|
930 |
+
if verbose > 2:
|
931 |
+
if isinstance(test_scores, dict):
|
932 |
+
for scorer_name in sorted(test_scores):
|
933 |
+
result_msg += f" {scorer_name}: ("
|
934 |
+
if return_train_score:
|
935 |
+
scorer_scores = train_scores[scorer_name]
|
936 |
+
result_msg += f"train={scorer_scores:.3f}, "
|
937 |
+
result_msg += f"test={test_scores[scorer_name]:.3f})"
|
938 |
+
else:
|
939 |
+
result_msg += ", score="
|
940 |
+
if return_train_score:
|
941 |
+
result_msg += f"(train={train_scores:.3f}, test={test_scores:.3f})"
|
942 |
+
else:
|
943 |
+
result_msg += f"{test_scores:.3f}"
|
944 |
+
result_msg += f" total time={logger.short_format_time(total_time)}"
|
945 |
+
|
946 |
+
# Right align the result_msg
|
947 |
+
end_msg += "." * (80 - len(end_msg) - len(result_msg))
|
948 |
+
end_msg += result_msg
|
949 |
+
print(end_msg)
|
950 |
+
|
951 |
+
result["test_scores"] = test_scores
|
952 |
+
if return_train_score:
|
953 |
+
result["train_scores"] = train_scores
|
954 |
+
if return_n_test_samples:
|
955 |
+
result["n_test_samples"] = _num_samples(X_test)
|
956 |
+
if return_times:
|
957 |
+
result["fit_time"] = fit_time
|
958 |
+
result["score_time"] = score_time
|
959 |
+
if return_parameters:
|
960 |
+
result["parameters"] = parameters
|
961 |
+
if return_estimator:
|
962 |
+
result["estimator"] = estimator
|
963 |
+
return result
|
964 |
+
|
965 |
+
|
966 |
+
def _score(estimator, X_test, y_test, scorer, score_params, error_score="raise"):
|
967 |
+
"""Compute the score(s) of an estimator on a given test set.
|
968 |
+
|
969 |
+
Will return a dict of floats if `scorer` is a dict, otherwise a single
|
970 |
+
float is returned.
|
971 |
+
"""
|
972 |
+
if isinstance(scorer, dict):
|
973 |
+
# will cache method calls if needed. scorer() returns a dict
|
974 |
+
scorer = _MultimetricScorer(scorers=scorer, raise_exc=(error_score == "raise"))
|
975 |
+
|
976 |
+
score_params = {} if score_params is None else score_params
|
977 |
+
|
978 |
+
try:
|
979 |
+
if y_test is None:
|
980 |
+
scores = scorer(estimator, X_test, **score_params)
|
981 |
+
else:
|
982 |
+
scores = scorer(estimator, X_test, y_test, **score_params)
|
983 |
+
except Exception:
|
984 |
+
if isinstance(scorer, _MultimetricScorer):
|
985 |
+
# If `_MultimetricScorer` raises exception, the `error_score`
|
986 |
+
# parameter is equal to "raise".
|
987 |
+
raise
|
988 |
+
else:
|
989 |
+
if error_score == "raise":
|
990 |
+
raise
|
991 |
+
else:
|
992 |
+
scores = error_score
|
993 |
+
warnings.warn(
|
994 |
+
(
|
995 |
+
"Scoring failed. The score on this train-test partition for "
|
996 |
+
f"these parameters will be set to {error_score}. Details: \n"
|
997 |
+
f"{format_exc()}"
|
998 |
+
),
|
999 |
+
UserWarning,
|
1000 |
+
)
|
1001 |
+
|
1002 |
+
# Check non-raised error messages in `_MultimetricScorer`
|
1003 |
+
if isinstance(scorer, _MultimetricScorer):
|
1004 |
+
exception_messages = [
|
1005 |
+
(name, str_e) for name, str_e in scores.items() if isinstance(str_e, str)
|
1006 |
+
]
|
1007 |
+
if exception_messages:
|
1008 |
+
# error_score != "raise"
|
1009 |
+
for name, str_e in exception_messages:
|
1010 |
+
scores[name] = error_score
|
1011 |
+
warnings.warn(
|
1012 |
+
(
|
1013 |
+
"Scoring failed. The score on this train-test partition for "
|
1014 |
+
f"these parameters will be set to {error_score}. Details: \n"
|
1015 |
+
f"{str_e}"
|
1016 |
+
),
|
1017 |
+
UserWarning,
|
1018 |
+
)
|
1019 |
+
|
1020 |
+
error_msg = "scoring must return a number, got %s (%s) instead. (scorer=%s)"
|
1021 |
+
if isinstance(scores, dict):
|
1022 |
+
for name, score in scores.items():
|
1023 |
+
if hasattr(score, "item"):
|
1024 |
+
with suppress(ValueError):
|
1025 |
+
# e.g. unwrap memmapped scalars
|
1026 |
+
score = score.item()
|
1027 |
+
if not isinstance(score, numbers.Number):
|
1028 |
+
raise ValueError(error_msg % (score, type(score), name))
|
1029 |
+
scores[name] = score
|
1030 |
+
else: # scalar
|
1031 |
+
if hasattr(scores, "item"):
|
1032 |
+
with suppress(ValueError):
|
1033 |
+
# e.g. unwrap memmapped scalars
|
1034 |
+
scores = scores.item()
|
1035 |
+
if not isinstance(scores, numbers.Number):
|
1036 |
+
raise ValueError(error_msg % (scores, type(scores), scorer))
|
1037 |
+
return scores
|
1038 |
+
|
1039 |
+
|
1040 |
+
@validate_params(
|
1041 |
+
{
|
1042 |
+
"estimator": [HasMethods(["fit", "predict"])],
|
1043 |
+
"X": ["array-like", "sparse matrix"],
|
1044 |
+
"y": ["array-like", None],
|
1045 |
+
"groups": ["array-like", None],
|
1046 |
+
"cv": ["cv_object"],
|
1047 |
+
"n_jobs": [Integral, None],
|
1048 |
+
"verbose": ["verbose"],
|
1049 |
+
"fit_params": [dict, None],
|
1050 |
+
"params": [dict, None],
|
1051 |
+
"pre_dispatch": [Integral, str, None],
|
1052 |
+
"method": [
|
1053 |
+
StrOptions(
|
1054 |
+
{
|
1055 |
+
"predict",
|
1056 |
+
"predict_proba",
|
1057 |
+
"predict_log_proba",
|
1058 |
+
"decision_function",
|
1059 |
+
}
|
1060 |
+
)
|
1061 |
+
],
|
1062 |
+
},
|
1063 |
+
prefer_skip_nested_validation=False, # estimator is not validated yet
|
1064 |
+
)
|
1065 |
+
def cross_val_predict(
|
1066 |
+
estimator,
|
1067 |
+
X,
|
1068 |
+
y=None,
|
1069 |
+
*,
|
1070 |
+
groups=None,
|
1071 |
+
cv=None,
|
1072 |
+
n_jobs=None,
|
1073 |
+
verbose=0,
|
1074 |
+
fit_params=None,
|
1075 |
+
params=None,
|
1076 |
+
pre_dispatch="2*n_jobs",
|
1077 |
+
method="predict",
|
1078 |
+
):
|
1079 |
+
"""Generate cross-validated estimates for each input data point.
|
1080 |
+
|
1081 |
+
The data is split according to the cv parameter. Each sample belongs
|
1082 |
+
to exactly one test set, and its prediction is computed with an
|
1083 |
+
estimator fitted on the corresponding training set.
|
1084 |
+
|
1085 |
+
Passing these predictions into an evaluation metric may not be a valid
|
1086 |
+
way to measure generalization performance. Results can differ from
|
1087 |
+
:func:`cross_validate` and :func:`cross_val_score` unless all tests sets
|
1088 |
+
have equal size and the metric decomposes over samples.
|
1089 |
+
|
1090 |
+
Read more in the :ref:`User Guide <cross_validation>`.
|
1091 |
+
|
1092 |
+
Parameters
|
1093 |
+
----------
|
1094 |
+
estimator : estimator
|
1095 |
+
The estimator instance to use to fit the data. It must implement a `fit`
|
1096 |
+
method and the method given by the `method` parameter.
|
1097 |
+
|
1098 |
+
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
1099 |
+
The data to fit. Can be, for example a list, or an array at least 2d.
|
1100 |
+
|
1101 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs), \
|
1102 |
+
default=None
|
1103 |
+
The target variable to try to predict in the case of
|
1104 |
+
supervised learning.
|
1105 |
+
|
1106 |
+
groups : array-like of shape (n_samples,), default=None
|
1107 |
+
Group labels for the samples used while splitting the dataset into
|
1108 |
+
train/test set. Only used in conjunction with a "Group" :term:`cv`
|
1109 |
+
instance (e.g., :class:`GroupKFold`).
|
1110 |
+
|
1111 |
+
.. versionchanged:: 1.4
|
1112 |
+
``groups`` can only be passed if metadata routing is not enabled
|
1113 |
+
via ``sklearn.set_config(enable_metadata_routing=True)``. When routing
|
1114 |
+
is enabled, pass ``groups`` alongside other metadata via the ``params``
|
1115 |
+
argument instead. E.g.:
|
1116 |
+
``cross_val_predict(..., params={'groups': groups})``.
|
1117 |
+
|
1118 |
+
cv : int, cross-validation generator or an iterable, default=None
|
1119 |
+
Determines the cross-validation splitting strategy.
|
1120 |
+
Possible inputs for cv are:
|
1121 |
+
|
1122 |
+
- None, to use the default 5-fold cross validation,
|
1123 |
+
- int, to specify the number of folds in a `(Stratified)KFold`,
|
1124 |
+
- :term:`CV splitter`,
|
1125 |
+
- An iterable that generates (train, test) splits as arrays of indices.
|
1126 |
+
|
1127 |
+
For int/None inputs, if the estimator is a classifier and ``y`` is
|
1128 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
1129 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
1130 |
+
with `shuffle=False` so the splits will be the same across calls.
|
1131 |
+
|
1132 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
1133 |
+
cross-validation strategies that can be used here.
|
1134 |
+
|
1135 |
+
.. versionchanged:: 0.22
|
1136 |
+
``cv`` default value if None changed from 3-fold to 5-fold.
|
1137 |
+
|
1138 |
+
n_jobs : int, default=None
|
1139 |
+
Number of jobs to run in parallel. Training the estimator and
|
1140 |
+
predicting are parallelized over the cross-validation splits.
|
1141 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
1142 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
1143 |
+
for more details.
|
1144 |
+
|
1145 |
+
verbose : int, default=0
|
1146 |
+
The verbosity level.
|
1147 |
+
|
1148 |
+
fit_params : dict, default=None
|
1149 |
+
Parameters to pass to the fit method of the estimator.
|
1150 |
+
|
1151 |
+
.. deprecated:: 1.4
|
1152 |
+
This parameter is deprecated and will be removed in version 1.6. Use
|
1153 |
+
``params`` instead.
|
1154 |
+
|
1155 |
+
params : dict, default=None
|
1156 |
+
Parameters to pass to the underlying estimator's ``fit`` and the CV
|
1157 |
+
splitter.
|
1158 |
+
|
1159 |
+
.. versionadded:: 1.4
|
1160 |
+
|
1161 |
+
pre_dispatch : int or str, default='2*n_jobs'
|
1162 |
+
Controls the number of jobs that get dispatched during parallel
|
1163 |
+
execution. Reducing this number can be useful to avoid an
|
1164 |
+
explosion of memory consumption when more jobs get dispatched
|
1165 |
+
than CPUs can process. This parameter can be:
|
1166 |
+
|
1167 |
+
- None, in which case all the jobs are immediately
|
1168 |
+
created and spawned. Use this for lightweight and
|
1169 |
+
fast-running jobs, to avoid delays due to on-demand
|
1170 |
+
spawning of the jobs
|
1171 |
+
|
1172 |
+
- An int, giving the exact number of total jobs that are
|
1173 |
+
spawned
|
1174 |
+
|
1175 |
+
- A str, giving an expression as a function of n_jobs,
|
1176 |
+
as in '2*n_jobs'
|
1177 |
+
|
1178 |
+
method : {'predict', 'predict_proba', 'predict_log_proba', \
|
1179 |
+
'decision_function'}, default='predict'
|
1180 |
+
The method to be invoked by `estimator`.
|
1181 |
+
|
1182 |
+
Returns
|
1183 |
+
-------
|
1184 |
+
predictions : ndarray
|
1185 |
+
This is the result of calling `method`. Shape:
|
1186 |
+
|
1187 |
+
- When `method` is 'predict' and in special case where `method` is
|
1188 |
+
'decision_function' and the target is binary: (n_samples,)
|
1189 |
+
- When `method` is one of {'predict_proba', 'predict_log_proba',
|
1190 |
+
'decision_function'} (unless special case above):
|
1191 |
+
(n_samples, n_classes)
|
1192 |
+
- If `estimator` is :term:`multioutput`, an extra dimension
|
1193 |
+
'n_outputs' is added to the end of each shape above.
|
1194 |
+
|
1195 |
+
See Also
|
1196 |
+
--------
|
1197 |
+
cross_val_score : Calculate score for each CV split.
|
1198 |
+
cross_validate : Calculate one or more scores and timings for each CV
|
1199 |
+
split.
|
1200 |
+
|
1201 |
+
Notes
|
1202 |
+
-----
|
1203 |
+
In the case that one or more classes are absent in a training portion, a
|
1204 |
+
default score needs to be assigned to all instances for that class if
|
1205 |
+
``method`` produces columns per class, as in {'decision_function',
|
1206 |
+
'predict_proba', 'predict_log_proba'}. For ``predict_proba`` this value is
|
1207 |
+
0. In order to ensure finite output, we approximate negative infinity by
|
1208 |
+
the minimum finite float value for the dtype in other cases.
|
1209 |
+
|
1210 |
+
Examples
|
1211 |
+
--------
|
1212 |
+
>>> from sklearn import datasets, linear_model
|
1213 |
+
>>> from sklearn.model_selection import cross_val_predict
|
1214 |
+
>>> diabetes = datasets.load_diabetes()
|
1215 |
+
>>> X = diabetes.data[:150]
|
1216 |
+
>>> y = diabetes.target[:150]
|
1217 |
+
>>> lasso = linear_model.Lasso()
|
1218 |
+
>>> y_pred = cross_val_predict(lasso, X, y, cv=3)
|
1219 |
+
"""
|
1220 |
+
params = _check_params_groups_deprecation(fit_params, params, groups)
|
1221 |
+
X, y = indexable(X, y)
|
1222 |
+
|
1223 |
+
if _routing_enabled():
|
1224 |
+
# For estimators, a MetadataRouter is created in get_metadata_routing
|
1225 |
+
# methods. For these router methods, we create the router to use
|
1226 |
+
# `process_routing` on it.
|
1227 |
+
router = (
|
1228 |
+
MetadataRouter(owner="cross_validate")
|
1229 |
+
.add(
|
1230 |
+
splitter=cv,
|
1231 |
+
method_mapping=MethodMapping().add(caller="fit", callee="split"),
|
1232 |
+
)
|
1233 |
+
.add(
|
1234 |
+
estimator=estimator,
|
1235 |
+
# TODO(SLEP6): also pass metadata for the predict method.
|
1236 |
+
method_mapping=MethodMapping().add(caller="fit", callee="fit"),
|
1237 |
+
)
|
1238 |
+
)
|
1239 |
+
try:
|
1240 |
+
routed_params = process_routing(router, "fit", **params)
|
1241 |
+
except UnsetMetadataPassedError as e:
|
1242 |
+
# The default exception would mention `fit` since in the above
|
1243 |
+
# `process_routing` code, we pass `fit` as the caller. However,
|
1244 |
+
# the user is not calling `fit` directly, so we change the message
|
1245 |
+
# to make it more suitable for this case.
|
1246 |
+
unrequested_params = sorted(e.unrequested_params)
|
1247 |
+
raise UnsetMetadataPassedError(
|
1248 |
+
message=(
|
1249 |
+
f"{unrequested_params} are passed to `cross_val_predict` but are"
|
1250 |
+
" not explicitly set as requested or not requested for"
|
1251 |
+
f" cross_validate's estimator: {estimator.__class__.__name__} Call"
|
1252 |
+
" `.set_fit_request({{metadata}}=True)` on the estimator for"
|
1253 |
+
f" each metadata in {unrequested_params} that you want to use and"
|
1254 |
+
" `metadata=False` for not using it. See the Metadata Routing User"
|
1255 |
+
" guide <https://scikit-learn.org/stable/metadata_routing.html>"
|
1256 |
+
" for more information."
|
1257 |
+
),
|
1258 |
+
unrequested_params=e.unrequested_params,
|
1259 |
+
routed_params=e.routed_params,
|
1260 |
+
)
|
1261 |
+
else:
|
1262 |
+
routed_params = Bunch()
|
1263 |
+
routed_params.splitter = Bunch(split={"groups": groups})
|
1264 |
+
routed_params.estimator = Bunch(fit=params)
|
1265 |
+
|
1266 |
+
cv = check_cv(cv, y, classifier=is_classifier(estimator))
|
1267 |
+
splits = list(cv.split(X, y, **routed_params.splitter.split))
|
1268 |
+
|
1269 |
+
test_indices = np.concatenate([test for _, test in splits])
|
1270 |
+
if not _check_is_permutation(test_indices, _num_samples(X)):
|
1271 |
+
raise ValueError("cross_val_predict only works for partitions")
|
1272 |
+
|
1273 |
+
# If classification methods produce multiple columns of output,
|
1274 |
+
# we need to manually encode classes to ensure consistent column ordering.
|
1275 |
+
encode = (
|
1276 |
+
method in ["decision_function", "predict_proba", "predict_log_proba"]
|
1277 |
+
and y is not None
|
1278 |
+
)
|
1279 |
+
if encode:
|
1280 |
+
y = np.asarray(y)
|
1281 |
+
if y.ndim == 1:
|
1282 |
+
le = LabelEncoder()
|
1283 |
+
y = le.fit_transform(y)
|
1284 |
+
elif y.ndim == 2:
|
1285 |
+
y_enc = np.zeros_like(y, dtype=int)
|
1286 |
+
for i_label in range(y.shape[1]):
|
1287 |
+
y_enc[:, i_label] = LabelEncoder().fit_transform(y[:, i_label])
|
1288 |
+
y = y_enc
|
1289 |
+
|
1290 |
+
# We clone the estimator to make sure that all the folds are
|
1291 |
+
# independent, and that it is pickle-able.
|
1292 |
+
parallel = Parallel(n_jobs=n_jobs, verbose=verbose, pre_dispatch=pre_dispatch)
|
1293 |
+
predictions = parallel(
|
1294 |
+
delayed(_fit_and_predict)(
|
1295 |
+
clone(estimator),
|
1296 |
+
X,
|
1297 |
+
y,
|
1298 |
+
train,
|
1299 |
+
test,
|
1300 |
+
routed_params.estimator.fit,
|
1301 |
+
method,
|
1302 |
+
)
|
1303 |
+
for train, test in splits
|
1304 |
+
)
|
1305 |
+
|
1306 |
+
inv_test_indices = np.empty(len(test_indices), dtype=int)
|
1307 |
+
inv_test_indices[test_indices] = np.arange(len(test_indices))
|
1308 |
+
|
1309 |
+
if sp.issparse(predictions[0]):
|
1310 |
+
predictions = sp.vstack(predictions, format=predictions[0].format)
|
1311 |
+
elif encode and isinstance(predictions[0], list):
|
1312 |
+
# `predictions` is a list of method outputs from each fold.
|
1313 |
+
# If each of those is also a list, then treat this as a
|
1314 |
+
# multioutput-multiclass task. We need to separately concatenate
|
1315 |
+
# the method outputs for each label into an `n_labels` long list.
|
1316 |
+
n_labels = y.shape[1]
|
1317 |
+
concat_pred = []
|
1318 |
+
for i_label in range(n_labels):
|
1319 |
+
label_preds = np.concatenate([p[i_label] for p in predictions])
|
1320 |
+
concat_pred.append(label_preds)
|
1321 |
+
predictions = concat_pred
|
1322 |
+
else:
|
1323 |
+
predictions = np.concatenate(predictions)
|
1324 |
+
|
1325 |
+
if isinstance(predictions, list):
|
1326 |
+
return [p[inv_test_indices] for p in predictions]
|
1327 |
+
else:
|
1328 |
+
return predictions[inv_test_indices]
|
1329 |
+
|
1330 |
+
|
1331 |
+
def _fit_and_predict(estimator, X, y, train, test, fit_params, method):
|
1332 |
+
"""Fit estimator and predict values for a given dataset split.
|
1333 |
+
|
1334 |
+
Read more in the :ref:`User Guide <cross_validation>`.
|
1335 |
+
|
1336 |
+
Parameters
|
1337 |
+
----------
|
1338 |
+
estimator : estimator object implementing 'fit' and 'predict'
|
1339 |
+
The object to use to fit the data.
|
1340 |
+
|
1341 |
+
X : array-like of shape (n_samples, n_features)
|
1342 |
+
The data to fit.
|
1343 |
+
|
1344 |
+
.. versionchanged:: 0.20
|
1345 |
+
X is only required to be an object with finite length or shape now
|
1346 |
+
|
1347 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs) or None
|
1348 |
+
The target variable to try to predict in the case of
|
1349 |
+
supervised learning.
|
1350 |
+
|
1351 |
+
train : array-like of shape (n_train_samples,)
|
1352 |
+
Indices of training samples.
|
1353 |
+
|
1354 |
+
test : array-like of shape (n_test_samples,)
|
1355 |
+
Indices of test samples.
|
1356 |
+
|
1357 |
+
fit_params : dict or None
|
1358 |
+
Parameters that will be passed to ``estimator.fit``.
|
1359 |
+
|
1360 |
+
method : str
|
1361 |
+
Invokes the passed method name of the passed estimator.
|
1362 |
+
|
1363 |
+
Returns
|
1364 |
+
-------
|
1365 |
+
predictions : sequence
|
1366 |
+
Result of calling 'estimator.method'
|
1367 |
+
"""
|
1368 |
+
# Adjust length of sample weights
|
1369 |
+
fit_params = fit_params if fit_params is not None else {}
|
1370 |
+
fit_params = _check_method_params(X, params=fit_params, indices=train)
|
1371 |
+
|
1372 |
+
X_train, y_train = _safe_split(estimator, X, y, train)
|
1373 |
+
X_test, _ = _safe_split(estimator, X, y, test, train)
|
1374 |
+
|
1375 |
+
if y_train is None:
|
1376 |
+
estimator.fit(X_train, **fit_params)
|
1377 |
+
else:
|
1378 |
+
estimator.fit(X_train, y_train, **fit_params)
|
1379 |
+
func = getattr(estimator, method)
|
1380 |
+
predictions = func(X_test)
|
1381 |
+
|
1382 |
+
encode = (
|
1383 |
+
method in ["decision_function", "predict_proba", "predict_log_proba"]
|
1384 |
+
and y is not None
|
1385 |
+
)
|
1386 |
+
|
1387 |
+
if encode:
|
1388 |
+
if isinstance(predictions, list):
|
1389 |
+
predictions = [
|
1390 |
+
_enforce_prediction_order(
|
1391 |
+
estimator.classes_[i_label],
|
1392 |
+
predictions[i_label],
|
1393 |
+
n_classes=len(set(y[:, i_label])),
|
1394 |
+
method=method,
|
1395 |
+
)
|
1396 |
+
for i_label in range(len(predictions))
|
1397 |
+
]
|
1398 |
+
else:
|
1399 |
+
# A 2D y array should be a binary label indicator matrix
|
1400 |
+
n_classes = len(set(y)) if y.ndim == 1 else y.shape[1]
|
1401 |
+
predictions = _enforce_prediction_order(
|
1402 |
+
estimator.classes_, predictions, n_classes, method
|
1403 |
+
)
|
1404 |
+
return predictions
|
1405 |
+
|
1406 |
+
|
1407 |
+
def _enforce_prediction_order(classes, predictions, n_classes, method):
|
1408 |
+
"""Ensure that prediction arrays have correct column order
|
1409 |
+
|
1410 |
+
When doing cross-validation, if one or more classes are
|
1411 |
+
not present in the subset of data used for training,
|
1412 |
+
then the output prediction array might not have the same
|
1413 |
+
columns as other folds. Use the list of class names
|
1414 |
+
(assumed to be ints) to enforce the correct column order.
|
1415 |
+
|
1416 |
+
Note that `classes` is the list of classes in this fold
|
1417 |
+
(a subset of the classes in the full training set)
|
1418 |
+
and `n_classes` is the number of classes in the full training set.
|
1419 |
+
"""
|
1420 |
+
if n_classes != len(classes):
|
1421 |
+
recommendation = (
|
1422 |
+
"To fix this, use a cross-validation "
|
1423 |
+
"technique resulting in properly "
|
1424 |
+
"stratified folds"
|
1425 |
+
)
|
1426 |
+
warnings.warn(
|
1427 |
+
"Number of classes in training fold ({}) does "
|
1428 |
+
"not match total number of classes ({}). "
|
1429 |
+
"Results may not be appropriate for your use case. "
|
1430 |
+
"{}".format(len(classes), n_classes, recommendation),
|
1431 |
+
RuntimeWarning,
|
1432 |
+
)
|
1433 |
+
if method == "decision_function":
|
1434 |
+
if predictions.ndim == 2 and predictions.shape[1] != len(classes):
|
1435 |
+
# This handles the case when the shape of predictions
|
1436 |
+
# does not match the number of classes used to train
|
1437 |
+
# it with. This case is found when sklearn.svm.SVC is
|
1438 |
+
# set to `decision_function_shape='ovo'`.
|
1439 |
+
raise ValueError(
|
1440 |
+
"Output shape {} of {} does not match "
|
1441 |
+
"number of classes ({}) in fold. "
|
1442 |
+
"Irregular decision_function outputs "
|
1443 |
+
"are not currently supported by "
|
1444 |
+
"cross_val_predict".format(predictions.shape, method, len(classes))
|
1445 |
+
)
|
1446 |
+
if len(classes) <= 2:
|
1447 |
+
# In this special case, `predictions` contains a 1D array.
|
1448 |
+
raise ValueError(
|
1449 |
+
"Only {} class/es in training fold, but {} "
|
1450 |
+
"in overall dataset. This "
|
1451 |
+
"is not supported for decision_function "
|
1452 |
+
"with imbalanced folds. {}".format(
|
1453 |
+
len(classes), n_classes, recommendation
|
1454 |
+
)
|
1455 |
+
)
|
1456 |
+
|
1457 |
+
float_min = np.finfo(predictions.dtype).min
|
1458 |
+
default_values = {
|
1459 |
+
"decision_function": float_min,
|
1460 |
+
"predict_log_proba": float_min,
|
1461 |
+
"predict_proba": 0,
|
1462 |
+
}
|
1463 |
+
predictions_for_all_classes = np.full(
|
1464 |
+
(_num_samples(predictions), n_classes),
|
1465 |
+
default_values[method],
|
1466 |
+
dtype=predictions.dtype,
|
1467 |
+
)
|
1468 |
+
predictions_for_all_classes[:, classes] = predictions
|
1469 |
+
predictions = predictions_for_all_classes
|
1470 |
+
return predictions
|
1471 |
+
|
1472 |
+
|
1473 |
+
def _check_is_permutation(indices, n_samples):
|
1474 |
+
"""Check whether indices is a reordering of the array np.arange(n_samples)
|
1475 |
+
|
1476 |
+
Parameters
|
1477 |
+
----------
|
1478 |
+
indices : ndarray
|
1479 |
+
int array to test
|
1480 |
+
n_samples : int
|
1481 |
+
number of expected elements
|
1482 |
+
|
1483 |
+
Returns
|
1484 |
+
-------
|
1485 |
+
is_partition : bool
|
1486 |
+
True iff sorted(indices) is np.arange(n)
|
1487 |
+
"""
|
1488 |
+
if len(indices) != n_samples:
|
1489 |
+
return False
|
1490 |
+
hit = np.zeros(n_samples, dtype=bool)
|
1491 |
+
hit[indices] = True
|
1492 |
+
if not np.all(hit):
|
1493 |
+
return False
|
1494 |
+
return True
|
1495 |
+
|
1496 |
+
|
1497 |
+
@validate_params(
|
1498 |
+
{
|
1499 |
+
"estimator": [HasMethods("fit")],
|
1500 |
+
"X": ["array-like", "sparse matrix"],
|
1501 |
+
"y": ["array-like", None],
|
1502 |
+
"groups": ["array-like", None],
|
1503 |
+
"cv": ["cv_object"],
|
1504 |
+
"n_permutations": [Interval(Integral, 1, None, closed="left")],
|
1505 |
+
"n_jobs": [Integral, None],
|
1506 |
+
"random_state": ["random_state"],
|
1507 |
+
"verbose": ["verbose"],
|
1508 |
+
"scoring": [StrOptions(set(get_scorer_names())), callable, None],
|
1509 |
+
"fit_params": [dict, None],
|
1510 |
+
},
|
1511 |
+
prefer_skip_nested_validation=False, # estimator is not validated yet
|
1512 |
+
)
|
1513 |
+
def permutation_test_score(
|
1514 |
+
estimator,
|
1515 |
+
X,
|
1516 |
+
y,
|
1517 |
+
*,
|
1518 |
+
groups=None,
|
1519 |
+
cv=None,
|
1520 |
+
n_permutations=100,
|
1521 |
+
n_jobs=None,
|
1522 |
+
random_state=0,
|
1523 |
+
verbose=0,
|
1524 |
+
scoring=None,
|
1525 |
+
fit_params=None,
|
1526 |
+
):
|
1527 |
+
"""Evaluate the significance of a cross-validated score with permutations.
|
1528 |
+
|
1529 |
+
Permutes targets to generate 'randomized data' and compute the empirical
|
1530 |
+
p-value against the null hypothesis that features and targets are
|
1531 |
+
independent.
|
1532 |
+
|
1533 |
+
The p-value represents the fraction of randomized data sets where the
|
1534 |
+
estimator performed as well or better than in the original data. A small
|
1535 |
+
p-value suggests that there is a real dependency between features and
|
1536 |
+
targets which has been used by the estimator to give good predictions.
|
1537 |
+
A large p-value may be due to lack of real dependency between features
|
1538 |
+
and targets or the estimator was not able to use the dependency to
|
1539 |
+
give good predictions.
|
1540 |
+
|
1541 |
+
Read more in the :ref:`User Guide <permutation_test_score>`.
|
1542 |
+
|
1543 |
+
Parameters
|
1544 |
+
----------
|
1545 |
+
estimator : estimator object implementing 'fit'
|
1546 |
+
The object to use to fit the data.
|
1547 |
+
|
1548 |
+
X : array-like of shape at least 2D
|
1549 |
+
The data to fit.
|
1550 |
+
|
1551 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs) or None
|
1552 |
+
The target variable to try to predict in the case of
|
1553 |
+
supervised learning.
|
1554 |
+
|
1555 |
+
groups : array-like of shape (n_samples,), default=None
|
1556 |
+
Labels to constrain permutation within groups, i.e. ``y`` values
|
1557 |
+
are permuted among samples with the same group identifier.
|
1558 |
+
When not specified, ``y`` values are permuted among all samples.
|
1559 |
+
|
1560 |
+
When a grouped cross-validator is used, the group labels are
|
1561 |
+
also passed on to the ``split`` method of the cross-validator. The
|
1562 |
+
cross-validator uses them for grouping the samples while splitting
|
1563 |
+
the dataset into train/test set.
|
1564 |
+
|
1565 |
+
cv : int, cross-validation generator or an iterable, default=None
|
1566 |
+
Determines the cross-validation splitting strategy.
|
1567 |
+
Possible inputs for cv are:
|
1568 |
+
|
1569 |
+
- `None`, to use the default 5-fold cross validation,
|
1570 |
+
- int, to specify the number of folds in a `(Stratified)KFold`,
|
1571 |
+
- :term:`CV splitter`,
|
1572 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
1573 |
+
|
1574 |
+
For `int`/`None` inputs, if the estimator is a classifier and `y` is
|
1575 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
1576 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
1577 |
+
with `shuffle=False` so the splits will be the same across calls.
|
1578 |
+
|
1579 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
1580 |
+
cross-validation strategies that can be used here.
|
1581 |
+
|
1582 |
+
.. versionchanged:: 0.22
|
1583 |
+
`cv` default value if `None` changed from 3-fold to 5-fold.
|
1584 |
+
|
1585 |
+
n_permutations : int, default=100
|
1586 |
+
Number of times to permute ``y``.
|
1587 |
+
|
1588 |
+
n_jobs : int, default=None
|
1589 |
+
Number of jobs to run in parallel. Training the estimator and computing
|
1590 |
+
the cross-validated score are parallelized over the permutations.
|
1591 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
1592 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
1593 |
+
for more details.
|
1594 |
+
|
1595 |
+
random_state : int, RandomState instance or None, default=0
|
1596 |
+
Pass an int for reproducible output for permutation of
|
1597 |
+
``y`` values among samples. See :term:`Glossary <random_state>`.
|
1598 |
+
|
1599 |
+
verbose : int, default=0
|
1600 |
+
The verbosity level.
|
1601 |
+
|
1602 |
+
scoring : str or callable, default=None
|
1603 |
+
A single str (see :ref:`scoring_parameter`) or a callable
|
1604 |
+
(see :ref:`scoring`) to evaluate the predictions on the test set.
|
1605 |
+
|
1606 |
+
If `None` the estimator's score method is used.
|
1607 |
+
|
1608 |
+
fit_params : dict, default=None
|
1609 |
+
Parameters to pass to the fit method of the estimator.
|
1610 |
+
|
1611 |
+
.. versionadded:: 0.24
|
1612 |
+
|
1613 |
+
Returns
|
1614 |
+
-------
|
1615 |
+
score : float
|
1616 |
+
The true score without permuting targets.
|
1617 |
+
|
1618 |
+
permutation_scores : array of shape (n_permutations,)
|
1619 |
+
The scores obtained for each permutations.
|
1620 |
+
|
1621 |
+
pvalue : float
|
1622 |
+
The p-value, which approximates the probability that the score would
|
1623 |
+
be obtained by chance. This is calculated as:
|
1624 |
+
|
1625 |
+
`(C + 1) / (n_permutations + 1)`
|
1626 |
+
|
1627 |
+
Where C is the number of permutations whose score >= the true score.
|
1628 |
+
|
1629 |
+
The best possible p-value is 1/(n_permutations + 1), the worst is 1.0.
|
1630 |
+
|
1631 |
+
Notes
|
1632 |
+
-----
|
1633 |
+
This function implements Test 1 in:
|
1634 |
+
|
1635 |
+
Ojala and Garriga. `Permutation Tests for Studying Classifier
|
1636 |
+
Performance
|
1637 |
+
<http://www.jmlr.org/papers/volume11/ojala10a/ojala10a.pdf>`_. The
|
1638 |
+
Journal of Machine Learning Research (2010) vol. 11
|
1639 |
+
|
1640 |
+
Examples
|
1641 |
+
--------
|
1642 |
+
>>> from sklearn.datasets import make_classification
|
1643 |
+
>>> from sklearn.linear_model import LogisticRegression
|
1644 |
+
>>> from sklearn.model_selection import permutation_test_score
|
1645 |
+
>>> X, y = make_classification(random_state=0)
|
1646 |
+
>>> estimator = LogisticRegression()
|
1647 |
+
>>> score, permutation_scores, pvalue = permutation_test_score(
|
1648 |
+
... estimator, X, y, random_state=0
|
1649 |
+
... )
|
1650 |
+
>>> print(f"Original Score: {score:.3f}")
|
1651 |
+
Original Score: 0.810
|
1652 |
+
>>> print(
|
1653 |
+
... f"Permutation Scores: {permutation_scores.mean():.3f} +/- "
|
1654 |
+
... f"{permutation_scores.std():.3f}"
|
1655 |
+
... )
|
1656 |
+
Permutation Scores: 0.505 +/- 0.057
|
1657 |
+
>>> print(f"P-value: {pvalue:.3f}")
|
1658 |
+
P-value: 0.010
|
1659 |
+
"""
|
1660 |
+
X, y, groups = indexable(X, y, groups)
|
1661 |
+
|
1662 |
+
cv = check_cv(cv, y, classifier=is_classifier(estimator))
|
1663 |
+
scorer = check_scoring(estimator, scoring=scoring)
|
1664 |
+
random_state = check_random_state(random_state)
|
1665 |
+
|
1666 |
+
# We clone the estimator to make sure that all the folds are
|
1667 |
+
# independent, and that it is pickle-able.
|
1668 |
+
score = _permutation_test_score(
|
1669 |
+
clone(estimator), X, y, groups, cv, scorer, fit_params=fit_params
|
1670 |
+
)
|
1671 |
+
permutation_scores = Parallel(n_jobs=n_jobs, verbose=verbose)(
|
1672 |
+
delayed(_permutation_test_score)(
|
1673 |
+
clone(estimator),
|
1674 |
+
X,
|
1675 |
+
_shuffle(y, groups, random_state),
|
1676 |
+
groups,
|
1677 |
+
cv,
|
1678 |
+
scorer,
|
1679 |
+
fit_params=fit_params,
|
1680 |
+
)
|
1681 |
+
for _ in range(n_permutations)
|
1682 |
+
)
|
1683 |
+
permutation_scores = np.array(permutation_scores)
|
1684 |
+
pvalue = (np.sum(permutation_scores >= score) + 1.0) / (n_permutations + 1)
|
1685 |
+
return score, permutation_scores, pvalue
|
1686 |
+
|
1687 |
+
|
1688 |
+
def _permutation_test_score(estimator, X, y, groups, cv, scorer, fit_params):
|
1689 |
+
"""Auxiliary function for permutation_test_score"""
|
1690 |
+
# Adjust length of sample weights
|
1691 |
+
fit_params = fit_params if fit_params is not None else {}
|
1692 |
+
avg_score = []
|
1693 |
+
for train, test in cv.split(X, y, groups):
|
1694 |
+
X_train, y_train = _safe_split(estimator, X, y, train)
|
1695 |
+
X_test, y_test = _safe_split(estimator, X, y, test, train)
|
1696 |
+
fit_params = _check_method_params(X, params=fit_params, indices=train)
|
1697 |
+
estimator.fit(X_train, y_train, **fit_params)
|
1698 |
+
avg_score.append(scorer(estimator, X_test, y_test))
|
1699 |
+
return np.mean(avg_score)
|
1700 |
+
|
1701 |
+
|
1702 |
+
def _shuffle(y, groups, random_state):
|
1703 |
+
"""Return a shuffled copy of y eventually shuffle among same groups."""
|
1704 |
+
if groups is None:
|
1705 |
+
indices = random_state.permutation(len(y))
|
1706 |
+
else:
|
1707 |
+
indices = np.arange(len(groups))
|
1708 |
+
for group in np.unique(groups):
|
1709 |
+
this_mask = groups == group
|
1710 |
+
indices[this_mask] = random_state.permutation(indices[this_mask])
|
1711 |
+
return _safe_indexing(y, indices)
|
1712 |
+
|
1713 |
+
|
1714 |
+
@validate_params(
|
1715 |
+
{
|
1716 |
+
"estimator": [HasMethods(["fit"])],
|
1717 |
+
"X": ["array-like", "sparse matrix"],
|
1718 |
+
"y": ["array-like", None],
|
1719 |
+
"groups": ["array-like", None],
|
1720 |
+
"train_sizes": ["array-like"],
|
1721 |
+
"cv": ["cv_object"],
|
1722 |
+
"scoring": [StrOptions(set(get_scorer_names())), callable, None],
|
1723 |
+
"exploit_incremental_learning": ["boolean"],
|
1724 |
+
"n_jobs": [Integral, None],
|
1725 |
+
"pre_dispatch": [Integral, str],
|
1726 |
+
"verbose": ["verbose"],
|
1727 |
+
"shuffle": ["boolean"],
|
1728 |
+
"random_state": ["random_state"],
|
1729 |
+
"error_score": [StrOptions({"raise"}), Real],
|
1730 |
+
"return_times": ["boolean"],
|
1731 |
+
"fit_params": [dict, None],
|
1732 |
+
},
|
1733 |
+
prefer_skip_nested_validation=False, # estimator is not validated yet
|
1734 |
+
)
|
1735 |
+
def learning_curve(
|
1736 |
+
estimator,
|
1737 |
+
X,
|
1738 |
+
y,
|
1739 |
+
*,
|
1740 |
+
groups=None,
|
1741 |
+
train_sizes=np.linspace(0.1, 1.0, 5),
|
1742 |
+
cv=None,
|
1743 |
+
scoring=None,
|
1744 |
+
exploit_incremental_learning=False,
|
1745 |
+
n_jobs=None,
|
1746 |
+
pre_dispatch="all",
|
1747 |
+
verbose=0,
|
1748 |
+
shuffle=False,
|
1749 |
+
random_state=None,
|
1750 |
+
error_score=np.nan,
|
1751 |
+
return_times=False,
|
1752 |
+
fit_params=None,
|
1753 |
+
):
|
1754 |
+
"""Learning curve.
|
1755 |
+
|
1756 |
+
Determines cross-validated training and test scores for different training
|
1757 |
+
set sizes.
|
1758 |
+
|
1759 |
+
A cross-validation generator splits the whole dataset k times in training
|
1760 |
+
and test data. Subsets of the training set with varying sizes will be used
|
1761 |
+
to train the estimator and a score for each training subset size and the
|
1762 |
+
test set will be computed. Afterwards, the scores will be averaged over
|
1763 |
+
all k runs for each training subset size.
|
1764 |
+
|
1765 |
+
Read more in the :ref:`User Guide <learning_curve>`.
|
1766 |
+
|
1767 |
+
Parameters
|
1768 |
+
----------
|
1769 |
+
estimator : object type that implements the "fit" method
|
1770 |
+
An object of that type which is cloned for each validation. It must
|
1771 |
+
also implement "predict" unless `scoring` is a callable that doesn't
|
1772 |
+
rely on "predict" to compute a score.
|
1773 |
+
|
1774 |
+
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
1775 |
+
Training vector, where `n_samples` is the number of samples and
|
1776 |
+
`n_features` is the number of features.
|
1777 |
+
|
1778 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs) or None
|
1779 |
+
Target relative to X for classification or regression;
|
1780 |
+
None for unsupervised learning.
|
1781 |
+
|
1782 |
+
groups : array-like of shape (n_samples,), default=None
|
1783 |
+
Group labels for the samples used while splitting the dataset into
|
1784 |
+
train/test set. Only used in conjunction with a "Group" :term:`cv`
|
1785 |
+
instance (e.g., :class:`GroupKFold`).
|
1786 |
+
|
1787 |
+
train_sizes : array-like of shape (n_ticks,), \
|
1788 |
+
default=np.linspace(0.1, 1.0, 5)
|
1789 |
+
Relative or absolute numbers of training examples that will be used to
|
1790 |
+
generate the learning curve. If the dtype is float, it is regarded as a
|
1791 |
+
fraction of the maximum size of the training set (that is determined
|
1792 |
+
by the selected validation method), i.e. it has to be within (0, 1].
|
1793 |
+
Otherwise it is interpreted as absolute sizes of the training sets.
|
1794 |
+
Note that for classification the number of samples usually have to
|
1795 |
+
be big enough to contain at least one sample from each class.
|
1796 |
+
|
1797 |
+
cv : int, cross-validation generator or an iterable, default=None
|
1798 |
+
Determines the cross-validation splitting strategy.
|
1799 |
+
Possible inputs for cv are:
|
1800 |
+
|
1801 |
+
- None, to use the default 5-fold cross validation,
|
1802 |
+
- int, to specify the number of folds in a `(Stratified)KFold`,
|
1803 |
+
- :term:`CV splitter`,
|
1804 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
1805 |
+
|
1806 |
+
For int/None inputs, if the estimator is a classifier and ``y`` is
|
1807 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
1808 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
1809 |
+
with `shuffle=False` so the splits will be the same across calls.
|
1810 |
+
|
1811 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
1812 |
+
cross-validation strategies that can be used here.
|
1813 |
+
|
1814 |
+
.. versionchanged:: 0.22
|
1815 |
+
``cv`` default value if None changed from 3-fold to 5-fold.
|
1816 |
+
|
1817 |
+
scoring : str or callable, default=None
|
1818 |
+
A str (see model evaluation documentation) or
|
1819 |
+
a scorer callable object / function with signature
|
1820 |
+
``scorer(estimator, X, y)``.
|
1821 |
+
|
1822 |
+
exploit_incremental_learning : bool, default=False
|
1823 |
+
If the estimator supports incremental learning, this will be
|
1824 |
+
used to speed up fitting for different training set sizes.
|
1825 |
+
|
1826 |
+
n_jobs : int, default=None
|
1827 |
+
Number of jobs to run in parallel. Training the estimator and computing
|
1828 |
+
the score are parallelized over the different training and test sets.
|
1829 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
1830 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
1831 |
+
for more details.
|
1832 |
+
|
1833 |
+
pre_dispatch : int or str, default='all'
|
1834 |
+
Number of predispatched jobs for parallel execution (default is
|
1835 |
+
all). The option can reduce the allocated memory. The str can
|
1836 |
+
be an expression like '2*n_jobs'.
|
1837 |
+
|
1838 |
+
verbose : int, default=0
|
1839 |
+
Controls the verbosity: the higher, the more messages.
|
1840 |
+
|
1841 |
+
shuffle : bool, default=False
|
1842 |
+
Whether to shuffle training data before taking prefixes of it
|
1843 |
+
based on``train_sizes``.
|
1844 |
+
|
1845 |
+
random_state : int, RandomState instance or None, default=None
|
1846 |
+
Used when ``shuffle`` is True. Pass an int for reproducible
|
1847 |
+
output across multiple function calls.
|
1848 |
+
See :term:`Glossary <random_state>`.
|
1849 |
+
|
1850 |
+
error_score : 'raise' or numeric, default=np.nan
|
1851 |
+
Value to assign to the score if an error occurs in estimator fitting.
|
1852 |
+
If set to 'raise', the error is raised.
|
1853 |
+
If a numeric value is given, FitFailedWarning is raised.
|
1854 |
+
|
1855 |
+
.. versionadded:: 0.20
|
1856 |
+
|
1857 |
+
return_times : bool, default=False
|
1858 |
+
Whether to return the fit and score times.
|
1859 |
+
|
1860 |
+
fit_params : dict, default=None
|
1861 |
+
Parameters to pass to the fit method of the estimator.
|
1862 |
+
|
1863 |
+
.. versionadded:: 0.24
|
1864 |
+
|
1865 |
+
Returns
|
1866 |
+
-------
|
1867 |
+
train_sizes_abs : array of shape (n_unique_ticks,)
|
1868 |
+
Numbers of training examples that has been used to generate the
|
1869 |
+
learning curve. Note that the number of ticks might be less
|
1870 |
+
than n_ticks because duplicate entries will be removed.
|
1871 |
+
|
1872 |
+
train_scores : array of shape (n_ticks, n_cv_folds)
|
1873 |
+
Scores on training sets.
|
1874 |
+
|
1875 |
+
test_scores : array of shape (n_ticks, n_cv_folds)
|
1876 |
+
Scores on test set.
|
1877 |
+
|
1878 |
+
fit_times : array of shape (n_ticks, n_cv_folds)
|
1879 |
+
Times spent for fitting in seconds. Only present if ``return_times``
|
1880 |
+
is True.
|
1881 |
+
|
1882 |
+
score_times : array of shape (n_ticks, n_cv_folds)
|
1883 |
+
Times spent for scoring in seconds. Only present if ``return_times``
|
1884 |
+
is True.
|
1885 |
+
|
1886 |
+
Examples
|
1887 |
+
--------
|
1888 |
+
>>> from sklearn.datasets import make_classification
|
1889 |
+
>>> from sklearn.tree import DecisionTreeClassifier
|
1890 |
+
>>> from sklearn.model_selection import learning_curve
|
1891 |
+
>>> X, y = make_classification(n_samples=100, n_features=10, random_state=42)
|
1892 |
+
>>> tree = DecisionTreeClassifier(max_depth=4, random_state=42)
|
1893 |
+
>>> train_size_abs, train_scores, test_scores = learning_curve(
|
1894 |
+
... tree, X, y, train_sizes=[0.3, 0.6, 0.9]
|
1895 |
+
... )
|
1896 |
+
>>> for train_size, cv_train_scores, cv_test_scores in zip(
|
1897 |
+
... train_size_abs, train_scores, test_scores
|
1898 |
+
... ):
|
1899 |
+
... print(f"{train_size} samples were used to train the model")
|
1900 |
+
... print(f"The average train accuracy is {cv_train_scores.mean():.2f}")
|
1901 |
+
... print(f"The average test accuracy is {cv_test_scores.mean():.2f}")
|
1902 |
+
24 samples were used to train the model
|
1903 |
+
The average train accuracy is 1.00
|
1904 |
+
The average test accuracy is 0.85
|
1905 |
+
48 samples were used to train the model
|
1906 |
+
The average train accuracy is 1.00
|
1907 |
+
The average test accuracy is 0.90
|
1908 |
+
72 samples were used to train the model
|
1909 |
+
The average train accuracy is 1.00
|
1910 |
+
The average test accuracy is 0.93
|
1911 |
+
"""
|
1912 |
+
if exploit_incremental_learning and not hasattr(estimator, "partial_fit"):
|
1913 |
+
raise ValueError(
|
1914 |
+
"An estimator must support the partial_fit interface "
|
1915 |
+
"to exploit incremental learning"
|
1916 |
+
)
|
1917 |
+
X, y, groups = indexable(X, y, groups)
|
1918 |
+
|
1919 |
+
cv = check_cv(cv, y, classifier=is_classifier(estimator))
|
1920 |
+
# Store it as list as we will be iterating over the list multiple times
|
1921 |
+
cv_iter = list(cv.split(X, y, groups))
|
1922 |
+
|
1923 |
+
scorer = check_scoring(estimator, scoring=scoring)
|
1924 |
+
|
1925 |
+
n_max_training_samples = len(cv_iter[0][0])
|
1926 |
+
# Because the lengths of folds can be significantly different, it is
|
1927 |
+
# not guaranteed that we use all of the available training data when we
|
1928 |
+
# use the first 'n_max_training_samples' samples.
|
1929 |
+
train_sizes_abs = _translate_train_sizes(train_sizes, n_max_training_samples)
|
1930 |
+
n_unique_ticks = train_sizes_abs.shape[0]
|
1931 |
+
if verbose > 0:
|
1932 |
+
print("[learning_curve] Training set sizes: " + str(train_sizes_abs))
|
1933 |
+
|
1934 |
+
parallel = Parallel(n_jobs=n_jobs, pre_dispatch=pre_dispatch, verbose=verbose)
|
1935 |
+
|
1936 |
+
if shuffle:
|
1937 |
+
rng = check_random_state(random_state)
|
1938 |
+
cv_iter = ((rng.permutation(train), test) for train, test in cv_iter)
|
1939 |
+
|
1940 |
+
if exploit_incremental_learning:
|
1941 |
+
classes = np.unique(y) if is_classifier(estimator) else None
|
1942 |
+
out = parallel(
|
1943 |
+
delayed(_incremental_fit_estimator)(
|
1944 |
+
clone(estimator),
|
1945 |
+
X,
|
1946 |
+
y,
|
1947 |
+
classes,
|
1948 |
+
train,
|
1949 |
+
test,
|
1950 |
+
train_sizes_abs,
|
1951 |
+
scorer,
|
1952 |
+
return_times,
|
1953 |
+
error_score=error_score,
|
1954 |
+
fit_params=fit_params,
|
1955 |
+
)
|
1956 |
+
for train, test in cv_iter
|
1957 |
+
)
|
1958 |
+
out = np.asarray(out).transpose((2, 1, 0))
|
1959 |
+
else:
|
1960 |
+
train_test_proportions = []
|
1961 |
+
for train, test in cv_iter:
|
1962 |
+
for n_train_samples in train_sizes_abs:
|
1963 |
+
train_test_proportions.append((train[:n_train_samples], test))
|
1964 |
+
|
1965 |
+
results = parallel(
|
1966 |
+
delayed(_fit_and_score)(
|
1967 |
+
clone(estimator),
|
1968 |
+
X,
|
1969 |
+
y,
|
1970 |
+
scorer=scorer,
|
1971 |
+
train=train,
|
1972 |
+
test=test,
|
1973 |
+
verbose=verbose,
|
1974 |
+
parameters=None,
|
1975 |
+
fit_params=fit_params,
|
1976 |
+
# TODO(SLEP6): support score params here
|
1977 |
+
score_params=None,
|
1978 |
+
return_train_score=True,
|
1979 |
+
error_score=error_score,
|
1980 |
+
return_times=return_times,
|
1981 |
+
)
|
1982 |
+
for train, test in train_test_proportions
|
1983 |
+
)
|
1984 |
+
_warn_or_raise_about_fit_failures(results, error_score)
|
1985 |
+
results = _aggregate_score_dicts(results)
|
1986 |
+
train_scores = results["train_scores"].reshape(-1, n_unique_ticks).T
|
1987 |
+
test_scores = results["test_scores"].reshape(-1, n_unique_ticks).T
|
1988 |
+
out = [train_scores, test_scores]
|
1989 |
+
|
1990 |
+
if return_times:
|
1991 |
+
fit_times = results["fit_time"].reshape(-1, n_unique_ticks).T
|
1992 |
+
score_times = results["score_time"].reshape(-1, n_unique_ticks).T
|
1993 |
+
out.extend([fit_times, score_times])
|
1994 |
+
|
1995 |
+
ret = train_sizes_abs, out[0], out[1]
|
1996 |
+
|
1997 |
+
if return_times:
|
1998 |
+
ret = ret + (out[2], out[3])
|
1999 |
+
|
2000 |
+
return ret
|
2001 |
+
|
2002 |
+
|
2003 |
+
def _translate_train_sizes(train_sizes, n_max_training_samples):
|
2004 |
+
"""Determine absolute sizes of training subsets and validate 'train_sizes'.
|
2005 |
+
|
2006 |
+
Examples:
|
2007 |
+
_translate_train_sizes([0.5, 1.0], 10) -> [5, 10]
|
2008 |
+
_translate_train_sizes([5, 10], 10) -> [5, 10]
|
2009 |
+
|
2010 |
+
Parameters
|
2011 |
+
----------
|
2012 |
+
train_sizes : array-like of shape (n_ticks,)
|
2013 |
+
Numbers of training examples that will be used to generate the
|
2014 |
+
learning curve. If the dtype is float, it is regarded as a
|
2015 |
+
fraction of 'n_max_training_samples', i.e. it has to be within (0, 1].
|
2016 |
+
|
2017 |
+
n_max_training_samples : int
|
2018 |
+
Maximum number of training samples (upper bound of 'train_sizes').
|
2019 |
+
|
2020 |
+
Returns
|
2021 |
+
-------
|
2022 |
+
train_sizes_abs : array of shape (n_unique_ticks,)
|
2023 |
+
Numbers of training examples that will be used to generate the
|
2024 |
+
learning curve. Note that the number of ticks might be less
|
2025 |
+
than n_ticks because duplicate entries will be removed.
|
2026 |
+
"""
|
2027 |
+
train_sizes_abs = np.asarray(train_sizes)
|
2028 |
+
n_ticks = train_sizes_abs.shape[0]
|
2029 |
+
n_min_required_samples = np.min(train_sizes_abs)
|
2030 |
+
n_max_required_samples = np.max(train_sizes_abs)
|
2031 |
+
if np.issubdtype(train_sizes_abs.dtype, np.floating):
|
2032 |
+
if n_min_required_samples <= 0.0 or n_max_required_samples > 1.0:
|
2033 |
+
raise ValueError(
|
2034 |
+
"train_sizes has been interpreted as fractions "
|
2035 |
+
"of the maximum number of training samples and "
|
2036 |
+
"must be within (0, 1], but is within [%f, %f]."
|
2037 |
+
% (n_min_required_samples, n_max_required_samples)
|
2038 |
+
)
|
2039 |
+
train_sizes_abs = (train_sizes_abs * n_max_training_samples).astype(
|
2040 |
+
dtype=int, copy=False
|
2041 |
+
)
|
2042 |
+
train_sizes_abs = np.clip(train_sizes_abs, 1, n_max_training_samples)
|
2043 |
+
else:
|
2044 |
+
if (
|
2045 |
+
n_min_required_samples <= 0
|
2046 |
+
or n_max_required_samples > n_max_training_samples
|
2047 |
+
):
|
2048 |
+
raise ValueError(
|
2049 |
+
"train_sizes has been interpreted as absolute "
|
2050 |
+
"numbers of training samples and must be within "
|
2051 |
+
"(0, %d], but is within [%d, %d]."
|
2052 |
+
% (
|
2053 |
+
n_max_training_samples,
|
2054 |
+
n_min_required_samples,
|
2055 |
+
n_max_required_samples,
|
2056 |
+
)
|
2057 |
+
)
|
2058 |
+
|
2059 |
+
train_sizes_abs = np.unique(train_sizes_abs)
|
2060 |
+
if n_ticks > train_sizes_abs.shape[0]:
|
2061 |
+
warnings.warn(
|
2062 |
+
"Removed duplicate entries from 'train_sizes'. Number "
|
2063 |
+
"of ticks will be less than the size of "
|
2064 |
+
"'train_sizes': %d instead of %d." % (train_sizes_abs.shape[0], n_ticks),
|
2065 |
+
RuntimeWarning,
|
2066 |
+
)
|
2067 |
+
|
2068 |
+
return train_sizes_abs
|
2069 |
+
|
2070 |
+
|
2071 |
+
def _incremental_fit_estimator(
|
2072 |
+
estimator,
|
2073 |
+
X,
|
2074 |
+
y,
|
2075 |
+
classes,
|
2076 |
+
train,
|
2077 |
+
test,
|
2078 |
+
train_sizes,
|
2079 |
+
scorer,
|
2080 |
+
return_times,
|
2081 |
+
error_score,
|
2082 |
+
fit_params,
|
2083 |
+
):
|
2084 |
+
"""Train estimator on training subsets incrementally and compute scores."""
|
2085 |
+
train_scores, test_scores, fit_times, score_times = [], [], [], []
|
2086 |
+
partitions = zip(train_sizes, np.split(train, train_sizes)[:-1])
|
2087 |
+
if fit_params is None:
|
2088 |
+
fit_params = {}
|
2089 |
+
if classes is None:
|
2090 |
+
partial_fit_func = partial(estimator.partial_fit, **fit_params)
|
2091 |
+
else:
|
2092 |
+
partial_fit_func = partial(estimator.partial_fit, classes=classes, **fit_params)
|
2093 |
+
|
2094 |
+
for n_train_samples, partial_train in partitions:
|
2095 |
+
train_subset = train[:n_train_samples]
|
2096 |
+
X_train, y_train = _safe_split(estimator, X, y, train_subset)
|
2097 |
+
X_partial_train, y_partial_train = _safe_split(estimator, X, y, partial_train)
|
2098 |
+
X_test, y_test = _safe_split(estimator, X, y, test, train_subset)
|
2099 |
+
start_fit = time.time()
|
2100 |
+
if y_partial_train is None:
|
2101 |
+
partial_fit_func(X_partial_train)
|
2102 |
+
else:
|
2103 |
+
partial_fit_func(X_partial_train, y_partial_train)
|
2104 |
+
fit_time = time.time() - start_fit
|
2105 |
+
fit_times.append(fit_time)
|
2106 |
+
|
2107 |
+
start_score = time.time()
|
2108 |
+
|
2109 |
+
# TODO(SLEP6): support score params in the following two calls
|
2110 |
+
test_scores.append(
|
2111 |
+
_score(
|
2112 |
+
estimator,
|
2113 |
+
X_test,
|
2114 |
+
y_test,
|
2115 |
+
scorer,
|
2116 |
+
score_params=None,
|
2117 |
+
error_score=error_score,
|
2118 |
+
)
|
2119 |
+
)
|
2120 |
+
train_scores.append(
|
2121 |
+
_score(
|
2122 |
+
estimator,
|
2123 |
+
X_train,
|
2124 |
+
y_train,
|
2125 |
+
scorer,
|
2126 |
+
score_params=None,
|
2127 |
+
error_score=error_score,
|
2128 |
+
)
|
2129 |
+
)
|
2130 |
+
score_time = time.time() - start_score
|
2131 |
+
score_times.append(score_time)
|
2132 |
+
|
2133 |
+
ret = (
|
2134 |
+
(train_scores, test_scores, fit_times, score_times)
|
2135 |
+
if return_times
|
2136 |
+
else (train_scores, test_scores)
|
2137 |
+
)
|
2138 |
+
|
2139 |
+
return np.array(ret).T
|
2140 |
+
|
2141 |
+
|
2142 |
+
@validate_params(
|
2143 |
+
{
|
2144 |
+
"estimator": [HasMethods(["fit"])],
|
2145 |
+
"X": ["array-like", "sparse matrix"],
|
2146 |
+
"y": ["array-like", None],
|
2147 |
+
"param_name": [str],
|
2148 |
+
"param_range": ["array-like"],
|
2149 |
+
"groups": ["array-like", None],
|
2150 |
+
"cv": ["cv_object"],
|
2151 |
+
"scoring": [StrOptions(set(get_scorer_names())), callable, None],
|
2152 |
+
"n_jobs": [Integral, None],
|
2153 |
+
"pre_dispatch": [Integral, str],
|
2154 |
+
"verbose": ["verbose"],
|
2155 |
+
"error_score": [StrOptions({"raise"}), Real],
|
2156 |
+
"fit_params": [dict, None],
|
2157 |
+
},
|
2158 |
+
prefer_skip_nested_validation=False, # estimator is not validated yet
|
2159 |
+
)
|
2160 |
+
def validation_curve(
|
2161 |
+
estimator,
|
2162 |
+
X,
|
2163 |
+
y,
|
2164 |
+
*,
|
2165 |
+
param_name,
|
2166 |
+
param_range,
|
2167 |
+
groups=None,
|
2168 |
+
cv=None,
|
2169 |
+
scoring=None,
|
2170 |
+
n_jobs=None,
|
2171 |
+
pre_dispatch="all",
|
2172 |
+
verbose=0,
|
2173 |
+
error_score=np.nan,
|
2174 |
+
fit_params=None,
|
2175 |
+
):
|
2176 |
+
"""Validation curve.
|
2177 |
+
|
2178 |
+
Determine training and test scores for varying parameter values.
|
2179 |
+
|
2180 |
+
Compute scores for an estimator with different values of a specified
|
2181 |
+
parameter. This is similar to grid search with one parameter. However, this
|
2182 |
+
will also compute training scores and is merely a utility for plotting the
|
2183 |
+
results.
|
2184 |
+
|
2185 |
+
Read more in the :ref:`User Guide <validation_curve>`.
|
2186 |
+
|
2187 |
+
Parameters
|
2188 |
+
----------
|
2189 |
+
estimator : object type that implements the "fit" method
|
2190 |
+
An object of that type which is cloned for each validation. It must
|
2191 |
+
also implement "predict" unless `scoring` is a callable that doesn't
|
2192 |
+
rely on "predict" to compute a score.
|
2193 |
+
|
2194 |
+
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
2195 |
+
Training vector, where `n_samples` is the number of samples and
|
2196 |
+
`n_features` is the number of features.
|
2197 |
+
|
2198 |
+
y : array-like of shape (n_samples,) or (n_samples, n_outputs) or None
|
2199 |
+
Target relative to X for classification or regression;
|
2200 |
+
None for unsupervised learning.
|
2201 |
+
|
2202 |
+
param_name : str
|
2203 |
+
Name of the parameter that will be varied.
|
2204 |
+
|
2205 |
+
param_range : array-like of shape (n_values,)
|
2206 |
+
The values of the parameter that will be evaluated.
|
2207 |
+
|
2208 |
+
groups : array-like of shape (n_samples,), default=None
|
2209 |
+
Group labels for the samples used while splitting the dataset into
|
2210 |
+
train/test set. Only used in conjunction with a "Group" :term:`cv`
|
2211 |
+
instance (e.g., :class:`GroupKFold`).
|
2212 |
+
|
2213 |
+
cv : int, cross-validation generator or an iterable, default=None
|
2214 |
+
Determines the cross-validation splitting strategy.
|
2215 |
+
Possible inputs for cv are:
|
2216 |
+
|
2217 |
+
- None, to use the default 5-fold cross validation,
|
2218 |
+
- int, to specify the number of folds in a `(Stratified)KFold`,
|
2219 |
+
- :term:`CV splitter`,
|
2220 |
+
- An iterable yielding (train, test) splits as arrays of indices.
|
2221 |
+
|
2222 |
+
For int/None inputs, if the estimator is a classifier and ``y`` is
|
2223 |
+
either binary or multiclass, :class:`StratifiedKFold` is used. In all
|
2224 |
+
other cases, :class:`KFold` is used. These splitters are instantiated
|
2225 |
+
with `shuffle=False` so the splits will be the same across calls.
|
2226 |
+
|
2227 |
+
Refer :ref:`User Guide <cross_validation>` for the various
|
2228 |
+
cross-validation strategies that can be used here.
|
2229 |
+
|
2230 |
+
.. versionchanged:: 0.22
|
2231 |
+
``cv`` default value if None changed from 3-fold to 5-fold.
|
2232 |
+
|
2233 |
+
scoring : str or callable, default=None
|
2234 |
+
A str (see model evaluation documentation) or
|
2235 |
+
a scorer callable object / function with signature
|
2236 |
+
``scorer(estimator, X, y)``.
|
2237 |
+
|
2238 |
+
n_jobs : int, default=None
|
2239 |
+
Number of jobs to run in parallel. Training the estimator and computing
|
2240 |
+
the score are parallelized over the combinations of each parameter
|
2241 |
+
value and each cross-validation split.
|
2242 |
+
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
|
2243 |
+
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
|
2244 |
+
for more details.
|
2245 |
+
|
2246 |
+
pre_dispatch : int or str, default='all'
|
2247 |
+
Number of predispatched jobs for parallel execution (default is
|
2248 |
+
all). The option can reduce the allocated memory. The str can
|
2249 |
+
be an expression like '2*n_jobs'.
|
2250 |
+
|
2251 |
+
verbose : int, default=0
|
2252 |
+
Controls the verbosity: the higher, the more messages.
|
2253 |
+
|
2254 |
+
error_score : 'raise' or numeric, default=np.nan
|
2255 |
+
Value to assign to the score if an error occurs in estimator fitting.
|
2256 |
+
If set to 'raise', the error is raised.
|
2257 |
+
If a numeric value is given, FitFailedWarning is raised.
|
2258 |
+
|
2259 |
+
.. versionadded:: 0.20
|
2260 |
+
|
2261 |
+
fit_params : dict, default=None
|
2262 |
+
Parameters to pass to the fit method of the estimator.
|
2263 |
+
|
2264 |
+
.. versionadded:: 0.24
|
2265 |
+
|
2266 |
+
Returns
|
2267 |
+
-------
|
2268 |
+
train_scores : array of shape (n_ticks, n_cv_folds)
|
2269 |
+
Scores on training sets.
|
2270 |
+
|
2271 |
+
test_scores : array of shape (n_ticks, n_cv_folds)
|
2272 |
+
Scores on test set.
|
2273 |
+
|
2274 |
+
Notes
|
2275 |
+
-----
|
2276 |
+
See :ref:`sphx_glr_auto_examples_model_selection_plot_validation_curve.py`
|
2277 |
+
|
2278 |
+
Examples
|
2279 |
+
--------
|
2280 |
+
>>> import numpy as np
|
2281 |
+
>>> from sklearn.datasets import make_classification
|
2282 |
+
>>> from sklearn.model_selection import validation_curve
|
2283 |
+
>>> from sklearn.linear_model import LogisticRegression
|
2284 |
+
>>> X, y = make_classification(n_samples=1_000, random_state=0)
|
2285 |
+
>>> logistic_regression = LogisticRegression()
|
2286 |
+
>>> param_name, param_range = "C", np.logspace(-8, 3, 10)
|
2287 |
+
>>> train_scores, test_scores = validation_curve(
|
2288 |
+
... logistic_regression, X, y, param_name=param_name, param_range=param_range
|
2289 |
+
... )
|
2290 |
+
>>> print(f"The average train accuracy is {train_scores.mean():.2f}")
|
2291 |
+
The average train accuracy is 0.81
|
2292 |
+
>>> print(f"The average test accuracy is {test_scores.mean():.2f}")
|
2293 |
+
The average test accuracy is 0.81
|
2294 |
+
"""
|
2295 |
+
X, y, groups = indexable(X, y, groups)
|
2296 |
+
|
2297 |
+
cv = check_cv(cv, y, classifier=is_classifier(estimator))
|
2298 |
+
scorer = check_scoring(estimator, scoring=scoring)
|
2299 |
+
|
2300 |
+
parallel = Parallel(n_jobs=n_jobs, pre_dispatch=pre_dispatch, verbose=verbose)
|
2301 |
+
results = parallel(
|
2302 |
+
delayed(_fit_and_score)(
|
2303 |
+
clone(estimator),
|
2304 |
+
X,
|
2305 |
+
y,
|
2306 |
+
scorer=scorer,
|
2307 |
+
train=train,
|
2308 |
+
test=test,
|
2309 |
+
verbose=verbose,
|
2310 |
+
parameters={param_name: v},
|
2311 |
+
fit_params=fit_params,
|
2312 |
+
# TODO(SLEP6): support score params here
|
2313 |
+
score_params=None,
|
2314 |
+
return_train_score=True,
|
2315 |
+
error_score=error_score,
|
2316 |
+
)
|
2317 |
+
# NOTE do not change order of iteration to allow one time cv splitters
|
2318 |
+
for train, test in cv.split(X, y, groups)
|
2319 |
+
for v in param_range
|
2320 |
+
)
|
2321 |
+
n_params = len(param_range)
|
2322 |
+
|
2323 |
+
results = _aggregate_score_dicts(results)
|
2324 |
+
train_scores = results["train_scores"].reshape(-1, n_params).T
|
2325 |
+
test_scores = results["test_scores"].reshape(-1, n_params).T
|
2326 |
+
|
2327 |
+
return train_scores, test_scores
|
2328 |
+
|
2329 |
+
|
2330 |
+
def _aggregate_score_dicts(scores):
|
2331 |
+
"""Aggregate the list of dict to dict of np ndarray
|
2332 |
+
|
2333 |
+
The aggregated output of _aggregate_score_dicts will be a list of dict
|
2334 |
+
of form [{'prec': 0.1, 'acc':1.0}, {'prec': 0.1, 'acc':1.0}, ...]
|
2335 |
+
Convert it to a dict of array {'prec': np.array([0.1 ...]), ...}
|
2336 |
+
|
2337 |
+
Parameters
|
2338 |
+
----------
|
2339 |
+
|
2340 |
+
scores : list of dict
|
2341 |
+
List of dicts of the scores for all scorers. This is a flat list,
|
2342 |
+
assumed originally to be of row major order.
|
2343 |
+
|
2344 |
+
Example
|
2345 |
+
-------
|
2346 |
+
|
2347 |
+
>>> scores = [{'a': 1, 'b':10}, {'a': 2, 'b':2}, {'a': 3, 'b':3},
|
2348 |
+
... {'a': 10, 'b': 10}] # doctest: +SKIP
|
2349 |
+
>>> _aggregate_score_dicts(scores) # doctest: +SKIP
|
2350 |
+
{'a': array([1, 2, 3, 10]),
|
2351 |
+
'b': array([10, 2, 3, 10])}
|
2352 |
+
"""
|
2353 |
+
return {
|
2354 |
+
key: (
|
2355 |
+
np.asarray([score[key] for score in scores])
|
2356 |
+
if isinstance(scores[0][key], numbers.Number)
|
2357 |
+
else [score[key] for score in scores]
|
2358 |
+
)
|
2359 |
+
for key in scores[0]
|
2360 |
+
}
|
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ADDED
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|
1 |
+
"""
|
2 |
+
Common utilities for testing model selection.
|
3 |
+
"""
|
4 |
+
|
5 |
+
import numpy as np
|
6 |
+
|
7 |
+
from sklearn.model_selection import KFold
|
8 |
+
|
9 |
+
|
10 |
+
class OneTimeSplitter:
|
11 |
+
"""A wrapper to make KFold single entry cv iterator"""
|
12 |
+
|
13 |
+
def __init__(self, n_splits=4, n_samples=99):
|
14 |
+
self.n_splits = n_splits
|
15 |
+
self.n_samples = n_samples
|
16 |
+
self.indices = iter(KFold(n_splits=n_splits).split(np.ones(n_samples)))
|
17 |
+
|
18 |
+
def split(self, X=None, y=None, groups=None):
|
19 |
+
"""Split can be called only once"""
|
20 |
+
for index in self.indices:
|
21 |
+
yield index
|
22 |
+
|
23 |
+
def get_n_splits(self, X=None, y=None, groups=None):
|
24 |
+
return self.n_splits
|