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imodels.tree.hierarchical_shrinkage
__repr__
null
def __repr__(self): attr_list = [ "estimator_", "reg_param_list", "shrinkage_scheme_", "cv", "scoring", ] s = self.__class__.__name__ s += "(" for attr in attr_list: s += attr + "=" + repr(getattr(self, attr)) + ", " s = s[:-2] + ")" return s
(self)
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17,481
imodels.tree.hierarchical_shrinkage
fit
null
def fit(self, X, y, *args, **kwargs): self.scores_ = [[] for _ in self.reg_param_list] scorer = kwargs.get("scoring", log_loss) kf = KFold(n_splits=self.cv) for train_index, test_index in kf.split(X): X_out, y_out = X[test_index, :], y[test_index] X_in, y_in = X[train_index, :], y[train_index] base_est = deepcopy(self.estimator_) base_est.fit(X_in, y_in) for i, reg_param in enumerate(self.reg_param_list): est_hs = HSTreeClassifier(base_est, reg_param) est_hs.fit(X_in, y_in, *args, **kwargs) self.scores_[i].append( scorer(y_out, est_hs.predict_proba(X_out))) self.scores_ = [np.mean(s) for s in self.scores_] cv_criterion = _get_cv_criterion(scorer) self.reg_param = self.reg_param_list[cv_criterion(self.scores_)] super().fit(X=X, y=y, *args, **kwargs)
(self, X, y, *args, **kwargs)
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17,489
imodels.tree.hierarchical_shrinkage
HSTreeRegressor
null
class HSTreeRegressor(HSTree, RegressorMixin): def __init__( self, estimator_: BaseEstimator = DecisionTreeRegressor(max_leaf_nodes=20), reg_param: float = 1, shrinkage_scheme_: str = "node_based", max_leaf_nodes: int = None, random_state: int = None, ): super().__init__( estimator_=estimator_, reg_param=reg_param, shrinkage_scheme_=shrinkage_scheme_, max_leaf_nodes=max_leaf_nodes, random_state=random_state, )
(estimator_: sklearn.base.BaseEstimator = DecisionTreeRegressor(max_leaf_nodes=20), reg_param: float = 1, shrinkage_scheme_: str = 'node_based', max_leaf_nodes: int = None, random_state: int = None)
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17,491
imodels.tree.hierarchical_shrinkage
__init__
null
def __init__( self, estimator_: BaseEstimator = DecisionTreeRegressor(max_leaf_nodes=20), reg_param: float = 1, shrinkage_scheme_: str = "node_based", max_leaf_nodes: int = None, random_state: int = None, ): super().__init__( estimator_=estimator_, reg_param=reg_param, shrinkage_scheme_=shrinkage_scheme_, max_leaf_nodes=max_leaf_nodes, random_state=random_state, )
(self, estimator_: sklearn.base.BaseEstimator = DecisionTreeRegressor(max_leaf_nodes=20), reg_param: float = 1, shrinkage_scheme_: str = 'node_based', max_leaf_nodes: Optional[int] = None, random_state: Optional[int] = None)
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17,516
imodels.tree.hierarchical_shrinkage
HSTreeRegressorCV
null
class HSTreeRegressorCV(HSTreeRegressor): def __init__( self, estimator_: BaseEstimator = None, reg_param_list: List[float] = [0, 0.1, 1, 10, 50, 100, 500], shrinkage_scheme_: str = "node_based", max_leaf_nodes: int = 20, cv: int = 3, scoring=None, *args, **kwargs ): """Cross-validation is used to select the best regularization parameter for hierarchical shrinkage. Params ------ estimator_ Sklearn estimator (already initialized). If no estimator_ is passed, sklearn decision tree is used max_rules If estimator is None, then max_leaf_nodes is passed to the default decision tree args, kwargs Note: args, kwargs are not used but left so that imodels-experiments can still pass redundant args. """ if estimator_ is None: estimator_ = DecisionTreeRegressor(max_leaf_nodes=max_leaf_nodes) super().__init__(estimator_, reg_param=None) self.reg_param_list = np.array(reg_param_list) self.cv = cv self.scoring = scoring self.shrinkage_scheme_ = shrinkage_scheme_ # print('estimator', self.estimator_, # 'checks.check_is_fitted(estimator)', checks.check_is_fitted(self.estimator_)) # if checks.check_is_fitted(self.estimator_): # raise Warning('Passed an already fitted estimator,' # 'but shrinking not applied until fit method is called.') def fit(self, X, y, *args, **kwargs): self.scores_ = [[] for _ in self.reg_param_list] kf = KFold(n_splits=self.cv) scorer = kwargs.get("scoring", mean_squared_error) for train_index, test_index in kf.split(X): X_out, y_out = X[test_index, :], y[test_index] X_in, y_in = X[train_index, :], y[train_index] base_est = deepcopy(self.estimator_) base_est.fit(X_in, y_in) for i, reg_param in enumerate(self.reg_param_list): est_hs = HSTreeRegressor(base_est, reg_param) est_hs.fit(X_in, y_in) self.scores_[i].append(scorer(est_hs.predict(X_out), y_out)) self.scores_ = [np.mean(s) for s in self.scores_] cv_criterion = _get_cv_criterion(scorer) self.reg_param = self.reg_param_list[cv_criterion(self.scores_)] super().fit(X=X, y=y, *args, **kwargs) def __repr__(self): attr_list = [ "estimator_", "reg_param_list", "shrinkage_scheme_", "cv", "scoring", ] s = self.__class__.__name__ s += "(" for attr in attr_list: s += attr + "=" + repr(getattr(self, attr)) + ", " s = s[:-2] + ")" return s
(estimator_: sklearn.base.BaseEstimator = None, reg_param_list: List[float] = [0, 0.1, 1, 10, 50, 100, 500], shrinkage_scheme_: str = 'node_based', max_leaf_nodes: int = 20, cv: int = 3, scoring=None, *args, **kwargs)
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17,518
imodels.tree.hierarchical_shrinkage
__init__
Cross-validation is used to select the best regularization parameter for hierarchical shrinkage. Params ------ estimator_ Sklearn estimator (already initialized). If no estimator_ is passed, sklearn decision tree is used max_rules If estimator is None, then max_leaf_nodes is passed to the default decision tree args, kwargs Note: args, kwargs are not used but left so that imodels-experiments can still pass redundant args.
def __init__( self, estimator_: BaseEstimator = None, reg_param_list: List[float] = [0, 0.1, 1, 10, 50, 100, 500], shrinkage_scheme_: str = "node_based", max_leaf_nodes: int = 20, cv: int = 3, scoring=None, *args, **kwargs ): """Cross-validation is used to select the best regularization parameter for hierarchical shrinkage. Params ------ estimator_ Sklearn estimator (already initialized). If no estimator_ is passed, sklearn decision tree is used max_rules If estimator is None, then max_leaf_nodes is passed to the default decision tree args, kwargs Note: args, kwargs are not used but left so that imodels-experiments can still pass redundant args. """ if estimator_ is None: estimator_ = DecisionTreeRegressor(max_leaf_nodes=max_leaf_nodes) super().__init__(estimator_, reg_param=None) self.reg_param_list = np.array(reg_param_list) self.cv = cv self.scoring = scoring self.shrinkage_scheme_ = shrinkage_scheme_ # print('estimator', self.estimator_, # 'checks.check_is_fitted(estimator)', checks.check_is_fitted(self.estimator_)) # if checks.check_is_fitted(self.estimator_): # raise Warning('Passed an already fitted estimator,' # 'but shrinking not applied until fit method is called.')
(self, estimator_: Optional[sklearn.base.BaseEstimator] = None, reg_param_list: List[float] = [0, 0.1, 1, 10, 50, 100, 500], shrinkage_scheme_: str = 'node_based', max_leaf_nodes: int = 20, cv: int = 3, scoring=None, *args, **kwargs)
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17,535
imodels.tree.hierarchical_shrinkage
fit
null
def fit(self, X, y, *args, **kwargs): self.scores_ = [[] for _ in self.reg_param_list] kf = KFold(n_splits=self.cv) scorer = kwargs.get("scoring", mean_squared_error) for train_index, test_index in kf.split(X): X_out, y_out = X[test_index, :], y[test_index] X_in, y_in = X[train_index, :], y[train_index] base_est = deepcopy(self.estimator_) base_est.fit(X_in, y_in) for i, reg_param in enumerate(self.reg_param_list): est_hs = HSTreeRegressor(base_est, reg_param) est_hs.fit(X_in, y_in) self.scores_[i].append(scorer(est_hs.predict(X_out), y_out)) self.scores_ = [np.mean(s) for s in self.scores_] cv_criterion = _get_cv_criterion(scorer) self.reg_param = self.reg_param_list[cv_criterion(self.scores_)] super().fit(X=X, y=y, *args, **kwargs)
(self, X, y, *args, **kwargs)
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17,543
imodels.discretization.mdlp
MDLPDiscretizer
null
class MDLPDiscretizer(object): def __init__(self, dataset, class_label, out_path_data=None, out_path_bins=None, features=None): ''' initializes discretizer object: saves raw copy of data and creates self._data with only features to discretize and class computes initial entropy (before any splitting) self._features = features to be discretized self._classes = unique classes in raw_data self._class_name = label of class in pandas dataframe self._data = partition of data with only features of interest and class self._cuts = dictionary with cut points for each feature Params ------ dataset pandas dataframe with data to discretize class_label name of the column containing class in input dataframe features if !None, features that the user wants to discretize specifically ''' if not isinstance(dataset, pd.core.frame.DataFrame): # class needs a pandas dataframe raise AttributeError('input dataset should be a pandas data frame') self._data_raw = dataset # copy or original input data self._class_name = class_label self._classes = self._data_raw[self._class_name] # .unique() self._classes.drop_duplicates() # if user specifies which attributes to discretize if features: self._features = [f for f in features if f in self._data_raw.columns] # check if features in dataframe missing = set(features) - set(self._features) # specified columns not in dataframe if missing: print('WARNING: user-specified features %s not in input dataframe' % str(missing)) else: # then we need to recognize which features are numeric numeric_cols = self._data_raw._data.get_numeric_data().items self._features = [f for f in numeric_cols if f != class_label] # other features that won't be discretized self._ignored_features = set(self._data_raw.columns) - set(self._features) # create copy of data only including features to discretize and class self._data = self._data_raw.loc[:, self._features + [class_label]] self._data = self._data.infer_objects() # convert_objects(convert_numeric=True) # pre-compute all boundary points in dataset self._boundaries = self._compute_boundary_points_all_features() # initialize feature bins with empty arrays self._cuts = {f: [] for f in self._features} # get cuts for all features self._all_features_accepted_cutpoints() # discretize self._data self._apply_cutpoints(out_data_path=out_path_data, out_bins_path=out_path_bins) def MDLPC_criterion(self, data, feature, cut_point): ''' Determines whether a partition is accepted according to the MDLPC criterion :param feature: feature of interest :param cut_point: proposed cut_point :param partition_index: index of the sample (dataframe partition) in the interval of interest :return: True/False, whether to accept the partition ''' # get dataframe only with desired attribute and class columns, and split by cut_point data_partition = data.copy(deep=True) data_left = data_partition[data_partition[feature] <= cut_point] data_right = data_partition[data_partition[feature] > cut_point] # compute information gain obtained when splitting data at cut_point cut_point_gain = cut_point_information_gain(dataset=data_partition, cut_point=cut_point, feature_label=feature, class_label=self._class_name) # compute delta term in MDLPC criterion N = len(data_partition) # number of examples in current partition partition_entropy = entropy(data_partition[self._class_name]) k = len(data_partition[self._class_name].unique()) k_left = len(data_left[self._class_name].unique()) k_right = len(data_right[self._class_name].unique()) entropy_left = entropy(data_left[self._class_name]) # entropy of partition entropy_right = entropy(data_right[self._class_name]) delta = log(3 ** k, 2) - (k * partition_entropy) + (k_left * entropy_left) + (k_right * entropy_right) # to split or not to split gain_threshold = (log(N - 1, 2) + delta) / N if cut_point_gain > gain_threshold: return True else: return False def _feature_boundary_points(self, data, feature): ''' Given an attribute, find all potential cut_points (boundary points) :param feature: feature of interest :param partition_index: indices of rows for which feature value falls within interval of interest :return: array with potential cut_points ''' # get dataframe with only rows of interest, and feature and class columns data_partition = data.copy(deep=True) data_partition.sort_values(feature, ascending=True, inplace=True) boundary_points = [] # add temporary columns data_partition['class_offset'] = data_partition[self._class_name].shift( 1) # column where first value is now second, and so forth data_partition['feature_offset'] = data_partition[feature].shift( 1) # column where first value is now second, and so forth data_partition['feature_change'] = (data_partition[feature] != data_partition['feature_offset']) data_partition['mid_points'] = data_partition.loc[:, [feature, 'feature_offset']].mean(axis=1) potential_cuts = data_partition[data_partition['feature_change'] == True].index[1:] sorted_index = data_partition.index.tolist() for row in potential_cuts: old_value = data_partition.loc[sorted_index[sorted_index.index(row) - 1]][feature] new_value = data_partition.loc[row][feature] old_classes = data_partition[data_partition[feature] == old_value][self._class_name].unique() new_classes = data_partition[data_partition[feature] == new_value][self._class_name].unique() if len(set.union(set(old_classes), set(new_classes))) > 1: boundary_points += [data_partition.loc[row]['mid_points']] return set(boundary_points) def _compute_boundary_points_all_features(self): ''' Computes all possible boundary points for each attribute in self._features (features to discretize) :return: ''' boundaries = {} for attr in self._features: data_partition = self._data.loc[:, [attr, self._class_name]] boundaries[attr] = self._feature_boundary_points(data=data_partition, feature=attr) return boundaries def _boundaries_in_partition(self, data, feature): ''' From the collection of all cut points for all features, find cut points that fall within a feature-partition's attribute-values' range :param data: data partition (pandas dataframe) :param feature: attribute of interest :return: points within feature's range ''' range_min, range_max = (data[feature].min(), data[feature].max()) return set([x for x in self._boundaries[feature] if (x > range_min) and (x < range_max)]) def _best_cut_point(self, data, feature): ''' Selects the best cut point for a feature in a data partition based on information gain :param data: data partition (pandas dataframe) :param feature: target attribute :return: value of cut point with highest information gain (if many, picks first). None if no candidates ''' candidates = self._boundaries_in_partition(data=data, feature=feature) # candidates = self.feature_boundary_points(data=data, feature=feature) if not candidates: return None gains = [(cut, cut_point_information_gain(dataset=data, cut_point=cut, feature_label=feature,
(dataset, class_label, out_path_data=None, out_path_bins=None, features=None)
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17,544
imodels.discretization.mdlp
MDLPC_criterion
Determines whether a partition is accepted according to the MDLPC criterion :param feature: feature of interest :param cut_point: proposed cut_point :param partition_index: index of the sample (dataframe partition) in the interval of interest :return: True/False, whether to accept the partition
def MDLPC_criterion(self, data, feature, cut_point): ''' Determines whether a partition is accepted according to the MDLPC criterion :param feature: feature of interest :param cut_point: proposed cut_point :param partition_index: index of the sample (dataframe partition) in the interval of interest :return: True/False, whether to accept the partition ''' # get dataframe only with desired attribute and class columns, and split by cut_point data_partition = data.copy(deep=True) data_left = data_partition[data_partition[feature] <= cut_point] data_right = data_partition[data_partition[feature] > cut_point] # compute information gain obtained when splitting data at cut_point cut_point_gain = cut_point_information_gain(dataset=data_partition, cut_point=cut_point, feature_label=feature, class_label=self._class_name) # compute delta term in MDLPC criterion N = len(data_partition) # number of examples in current partition partition_entropy = entropy(data_partition[self._class_name]) k = len(data_partition[self._class_name].unique()) k_left = len(data_left[self._class_name].unique()) k_right = len(data_right[self._class_name].unique()) entropy_left = entropy(data_left[self._class_name]) # entropy of partition entropy_right = entropy(data_right[self._class_name]) delta = log(3 ** k, 2) - (k * partition_entropy) + (k_left * entropy_left) + (k_right * entropy_right) # to split or not to split gain_threshold = (log(N - 1, 2) + delta) / N if cut_point_gain > gain_threshold: return True else: return False
(self, data, feature, cut_point)
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0.002376212039962411, 0.007671896833926439, 0.010697371326386929 ]
17,545
imodels.discretization.mdlp
__init__
initializes discretizer object: saves raw copy of data and creates self._data with only features to discretize and class computes initial entropy (before any splitting) self._features = features to be discretized self._classes = unique classes in raw_data self._class_name = label of class in pandas dataframe self._data = partition of data with only features of interest and class self._cuts = dictionary with cut points for each feature Params ------ dataset pandas dataframe with data to discretize class_label name of the column containing class in input dataframe features if !None, features that the user wants to discretize specifically
def __init__(self, dataset, class_label, out_path_data=None, out_path_bins=None, features=None): ''' initializes discretizer object: saves raw copy of data and creates self._data with only features to discretize and class computes initial entropy (before any splitting) self._features = features to be discretized self._classes = unique classes in raw_data self._class_name = label of class in pandas dataframe self._data = partition of data with only features of interest and class self._cuts = dictionary with cut points for each feature Params ------ dataset pandas dataframe with data to discretize class_label name of the column containing class in input dataframe features if !None, features that the user wants to discretize specifically ''' if not isinstance(dataset, pd.core.frame.DataFrame): # class needs a pandas dataframe raise AttributeError('input dataset should be a pandas data frame') self._data_raw = dataset # copy or original input data self._class_name = class_label self._classes = self._data_raw[self._class_name] # .unique() self._classes.drop_duplicates() # if user specifies which attributes to discretize if features: self._features = [f for f in features if f in self._data_raw.columns] # check if features in dataframe missing = set(features) - set(self._features) # specified columns not in dataframe if missing: print('WARNING: user-specified features %s not in input dataframe' % str(missing)) else: # then we need to recognize which features are numeric numeric_cols = self._data_raw._data.get_numeric_data().items self._features = [f for f in numeric_cols if f != class_label] # other features that won't be discretized self._ignored_features = set(self._data_raw.columns) - set(self._features) # create copy of data only including features to discretize and class self._data = self._data_raw.loc[:, self._features + [class_label]] self._data = self._data.infer_objects() # convert_objects(convert_numeric=True) # pre-compute all boundary points in dataset self._boundaries = self._compute_boundary_points_all_features() # initialize feature bins with empty arrays self._cuts = {f: [] for f in self._features} # get cuts for all features self._all_features_accepted_cutpoints() # discretize self._data self._apply_cutpoints(out_data_path=out_path_data, out_bins_path=out_path_bins)
(self, dataset, class_label, out_path_data=None, out_path_bins=None, features=None)
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17,546
imodels.discretization.mdlp
_all_features_accepted_cutpoints
Computes cut points for all numeric features (the ones in self._features) :return:
def _all_features_accepted_cutpoints(self): ''' Computes cut points for all numeric features (the ones in self._features) :return: ''' for attr in self._features: self._single_feature_accepted_cutpoints(feature=attr) return
(self)
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17,547
imodels.discretization.mdlp
_apply_cutpoints
Discretizes data by applying bins according to self._cuts. Saves a new, discretized file, and a description of the bins :param out_data_path: path to save discretized data :param out_bins_path: path to save bins description :return:
def _apply_cutpoints(self, out_data_path=None, out_bins_path=None): ''' Discretizes data by applying bins according to self._cuts. Saves a new, discretized file, and a description of the bins :param out_data_path: path to save discretized data :param out_bins_path: path to save bins description :return: ''' bin_label_collection = {} for attr in self._features: if len(self._cuts[attr]) == 0: self._data[attr] = 'All' bin_label_collection[attr] = ['All'] else: cuts = [-np.inf] + self._cuts[attr] + [np.inf] start_bin_indices = range(0, len(cuts) - 1) bin_labels = ['%s_to_%s' % (str(cuts[i]), str(cuts[i + 1])) for i in start_bin_indices] bin_label_collection[attr] = bin_labels self._data[attr] = pd.cut(x=self._data[attr].values, bins=cuts, right=False, labels=bin_labels, precision=6, include_lowest=True) # reconstitute full data, now discretized if self._ignored_features: to_return = pd.concat([self._data, self._data_raw[list(self._ignored_features)]], axis=1) to_return = to_return[self._data_raw.columns] # sort columns so they have the original order else: to_return = self._data # save data as csv if out_data_path: to_return.to_csv(out_data_path) # save bins description if out_bins_path: with open(out_bins_path, 'w') as bins_file: print('Description of bins in file: %s' % out_data_path, file=bins_file) # print(>>bins_file, 'Description of bins in file: %s' % out_data_path) for attr in self._features: print('attr: %s\n\t%s' % (attr, ', '.join([bin_label for bin_label in bin_label_collection[attr]])), file=bins_file)
(self, out_data_path=None, out_bins_path=None)
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17,548
imodels.discretization.mdlp
_best_cut_point
Selects the best cut point for a feature in a data partition based on information gain :param data: data partition (pandas dataframe) :param feature: target attribute :return: value of cut point with highest information gain (if many, picks first). None if no candidates
def _best_cut_point(self, data, feature): ''' Selects the best cut point for a feature in a data partition based on information gain :param data: data partition (pandas dataframe) :param feature: target attribute :return: value of cut point with highest information gain (if many, picks first). None if no candidates ''' candidates = self._boundaries_in_partition(data=data, feature=feature) # candidates = self.feature_boundary_points(data=data, feature=feature) if not candidates: return None gains = [(cut, cut_point_information_gain(dataset=data, cut_point=cut, feature_label=feature, class_label=self._class_name)) for cut in candidates] gains = sorted(gains, key=lambda x: x[1], reverse=True) return gains[0][0] # return cut point
(self, data, feature)
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17,549
imodels.discretization.mdlp
_boundaries_in_partition
From the collection of all cut points for all features, find cut points that fall within a feature-partition's attribute-values' range :param data: data partition (pandas dataframe) :param feature: attribute of interest :return: points within feature's range
def _boundaries_in_partition(self, data, feature): ''' From the collection of all cut points for all features, find cut points that fall within a feature-partition's attribute-values' range :param data: data partition (pandas dataframe) :param feature: attribute of interest :return: points within feature's range ''' range_min, range_max = (data[feature].min(), data[feature].max()) return set([x for x in self._boundaries[feature] if (x > range_min) and (x < range_max)])
(self, data, feature)
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17,550
imodels.discretization.mdlp
_compute_boundary_points_all_features
Computes all possible boundary points for each attribute in self._features (features to discretize) :return:
def _compute_boundary_points_all_features(self): ''' Computes all possible boundary points for each attribute in self._features (features to discretize) :return: ''' boundaries = {} for attr in self._features: data_partition = self._data.loc[:, [attr, self._class_name]] boundaries[attr] = self._feature_boundary_points(data=data_partition, feature=attr) return boundaries
(self)
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17,551
imodels.discretization.mdlp
_feature_boundary_points
Given an attribute, find all potential cut_points (boundary points) :param feature: feature of interest :param partition_index: indices of rows for which feature value falls within interval of interest :return: array with potential cut_points
def _feature_boundary_points(self, data, feature): ''' Given an attribute, find all potential cut_points (boundary points) :param feature: feature of interest :param partition_index: indices of rows for which feature value falls within interval of interest :return: array with potential cut_points ''' # get dataframe with only rows of interest, and feature and class columns data_partition = data.copy(deep=True) data_partition.sort_values(feature, ascending=True, inplace=True) boundary_points = [] # add temporary columns data_partition['class_offset'] = data_partition[self._class_name].shift( 1) # column where first value is now second, and so forth data_partition['feature_offset'] = data_partition[feature].shift( 1) # column where first value is now second, and so forth data_partition['feature_change'] = (data_partition[feature] != data_partition['feature_offset']) data_partition['mid_points'] = data_partition.loc[:, [feature, 'feature_offset']].mean(axis=1) potential_cuts = data_partition[data_partition['feature_change'] == True].index[1:] sorted_index = data_partition.index.tolist() for row in potential_cuts: old_value = data_partition.loc[sorted_index[sorted_index.index(row) - 1]][feature] new_value = data_partition.loc[row][feature] old_classes = data_partition[data_partition[feature] == old_value][self._class_name].unique() new_classes = data_partition[data_partition[feature] == new_value][self._class_name].unique() if len(set.union(set(old_classes), set(new_classes))) > 1: boundary_points += [data_partition.loc[row]['mid_points']] return set(boundary_points)
(self, data, feature)
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17,552
imodels.discretization.mdlp
_single_feature_accepted_cutpoints
Computes the cuts for binning a feature according to the MDLP criterion :param feature: attribute of interest :param partition_index: index of examples in data partition for which cuts are required :return: list of cuts for binning feature in partition covered by partition_index
def _single_feature_accepted_cutpoints(self, feature, partition_index=pd.DataFrame().index): ''' Computes the cuts for binning a feature according to the MDLP criterion :param feature: attribute of interest :param partition_index: index of examples in data partition for which cuts are required :return: list of cuts for binning feature in partition covered by partition_index ''' if partition_index.size == 0: partition_index = self._data.index # if not specified, full sample to be considered for partition data_partition = self._data.loc[partition_index, [feature, self._class_name]] # exclude missing data: if data_partition[feature].isnull().values.any: data_partition = data_partition[~data_partition[feature].isnull()] # stop if constant or null feature values if len(data_partition[feature].unique()) < 2: return # determine whether to cut and where cut_candidate = self._best_cut_point(data=data_partition, feature=feature) if cut_candidate == None: return decision = self.MDLPC_criterion(data=data_partition, feature=feature, cut_point=cut_candidate) # apply decision if not decision: return # if partition wasn't accepted, there's nothing else to do if decision: # try: # now we have two new partitions that need to be examined left_partition = data_partition[data_partition[feature] <= cut_candidate] right_partition = data_partition[data_partition[feature] > cut_candidate] if left_partition.empty or right_partition.empty: return # extreme point selected, don't partition self._cuts[feature] += [cut_candidate] # accept partition self._single_feature_accepted_cutpoints(feature=feature, partition_index=left_partition.index) self._single_feature_accepted_cutpoints(feature=feature, partition_index=right_partition.index) # order cutpoints in ascending order self._cuts[feature] = sorted(self._cuts[feature]) return
(self, feature, partition_index=RangeIndex(start=0, stop=0, step=1))
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17,553
imodels.algebraic.marginal_shrinkage_linear_model
MarginalShrinkageLinearModelRegressor
null
class MarginalShrinkageLinearModelRegressor( MarginalShrinkageLinearModel, RegressorMixin ): ...
(est_marginal_name='ridge', est_main_name='ridge', marginal_divide_by_d=True, marginal_sign_constraint=False, alphas=[0.001, 0.01, 0.09999999999999999, 1.0, 10.0, 100.0, 1000.0, 10000.0, 100000.0], elasticnet_ratio=0.5, random_state=None)
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17,555
imodels.algebraic.marginal_shrinkage_linear_model
__init__
Params ------ est_marginal_name : str Name of estimator to use for marginal effects (marginal regression) If "None", then assume marginal effects are zero (standard Ridge) est_main_name : str Name of estimator to use for main effects If "None", then assume marginal effects are zero (standard Ridge) "ridge", "lasso", "elasticnet" marginal_divide_by_d : bool If True, then divide marginal effects by n_features marginal_sign_constraint : bool If True, then constrain main effects to be same sign as marginal effects alphas: Tuple[float] Alphas to try for regularized regression (only main, not marginal) elasticnet_ratio : float If using elasticnet, Ratio of l1 to l2 penalty for elastic net random_state : int Random seed
def __init__( self, est_marginal_name="ridge", est_main_name="ridge", marginal_divide_by_d=True, marginal_sign_constraint=False, alphas=np.logspace(-3, 5, num=9).tolist(), elasticnet_ratio=0.5, random_state=None, ): """ Params ------ est_marginal_name : str Name of estimator to use for marginal effects (marginal regression) If "None", then assume marginal effects are zero (standard Ridge) est_main_name : str Name of estimator to use for main effects If "None", then assume marginal effects are zero (standard Ridge) "ridge", "lasso", "elasticnet" marginal_divide_by_d : bool If True, then divide marginal effects by n_features marginal_sign_constraint : bool If True, then constrain main effects to be same sign as marginal effects alphas: Tuple[float] Alphas to try for regularized regression (only main, not marginal) elasticnet_ratio : float If using elasticnet, Ratio of l1 to l2 penalty for elastic net random_state : int Random seed """ self.random_state = random_state self.est_marginal_name = est_marginal_name self.est_main_name = est_main_name self.marginal_divide_by_d = marginal_divide_by_d self.marginal_sign_constraint = marginal_sign_constraint self.elasticnet_ratio = elasticnet_ratio if alphas is None: alphas = np.logspace(-3, 5, num=9).tolist() elif isinstance(alphas, float) or isinstance(alphas, int): alphas = [alphas] self.alphas = alphas
(self, est_marginal_name='ridge', est_main_name='ridge', marginal_divide_by_d=True, marginal_sign_constraint=False, alphas=[0.001, 0.01, 0.09999999999999999, 1.0, 10.0, 100.0, 1000.0, 10000.0, 100000.0], elasticnet_ratio=0.5, random_state=None)
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17,559
imodels.algebraic.marginal_shrinkage_linear_model
__str__
null
def __str__(self): return ( repr(self) .replace("MarginalShrinkageLinearModel", "MSLM") .replace("Regressor", "Reg") .replace("Classifier", "Clf") )
(self)
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17,562
imodels.algebraic.marginal_shrinkage_linear_model
_fit_main
null
def _fit_main(self, X, y, sample_weight, coef_marginal_): # constrain main effects to be same sign as marginal effects by flipping sign # of X appropriately and refitting with a non-negative least squares est_main_ = self._get_est_from_name( self.est_main_name, alphas=self.alphas, marginal_sign_constraint=self.marginal_sign_constraint, ) if self.marginal_sign_constraint: assert self.est_marginal_name is not None, "must have marginal effects" coef_signs = np.sign(coef_marginal_) X = X * coef_signs est_main_.fit(X, y, sample_weight=sample_weight) est_main_.coef_ = est_main_.coef_ * coef_signs # check that signs do not disagree coef_final_signs = np.sign(est_main_.coef_) assert np.all( (coef_final_signs == coef_signs) | (coef_final_signs == 0) ), "signs should agree but" + str(np.sign(est_main_.coef_), coef_signs) elif est_main_ is None: # fit dummy clf and override coefs est_main_ = ElasticNetCV(fit_intercept=False) est_main_.fit(X[:5], y[:5]) est_main_.coef_ = coef_marginal_ else: # fit main estimator # predicting residuals is the same as setting a prior over coef_marginal # because we do solve change of variables ridge(prior = coef = coef - coef_marginal) preds_marginal = X @ coef_marginal_ residuals = y - preds_marginal est_main_.fit(X, residuals, sample_weight=sample_weight) est_main_.coef_ = est_main_.coef_ + coef_marginal_ return est_main_
(self, X, y, sample_weight, coef_marginal_)
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17,563
imodels.algebraic.marginal_shrinkage_linear_model
_fit_marginal
null
def _fit_marginal(self, X, y, sample_weight): # initialize marginal estimator ALPHAS_MARGINAL = np.logspace(-1, 3, num=5).tolist() est_marginal = self._get_est_from_name( self.est_marginal_name, alphas=ALPHAS_MARGINAL, marginal_sign_constraint=False, ) # fit marginal estimator to each feature if est_marginal is None: coef_marginal_ = np.zeros(X.shape[1]) else: coef_marginal_ = [] for i in range(X.shape[1]): est_marginal.fit(X[:, i].reshape(-1, 1), y, sample_weight=sample_weight) coef_marginal_.append(deepcopy(est_marginal.coef_)) coef_marginal_ = np.vstack(coef_marginal_).squeeze() # evenly divide effects among features if self.marginal_divide_by_d: coef_marginal_ /= X.shape[1] return coef_marginal_
(self, X, y, sample_weight)
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17,565
imodels.algebraic.marginal_shrinkage_linear_model
_get_est_from_name
null
def _get_est_from_name(self, est_name, alphas, marginal_sign_constraint): L1_RATIOS = { "ridge": 1e-6, "lasso": 1, "elasticnet": self.elasticnet_ratio, } if est_name not in L1_RATIOS: return None else: if est_name == "ridge" and not marginal_sign_constraint: # this implementation is better than ElasticNetCV with l1_ratio close to 0 return RidgeCV( alphas=alphas, fit_intercept=False, ) return ElasticNetCV( l1_ratio=L1_RATIOS[est_name], alphas=alphas, max_iter=10000, fit_intercept=False, positive=bool(marginal_sign_constraint), )
(self, est_name, alphas, marginal_sign_constraint)
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17,573
imodels.algebraic.marginal_shrinkage_linear_model
fit
null
def fit(self, X, y, sample_weight=None): # checks X, y = check_X_y(X, y, accept_sparse=False, multi_output=False) sample_weight = _check_sample_weight(sample_weight, X, dtype=None) if isinstance(self, ClassifierMixin): check_classification_targets(y) self.classes_, y = np.unique(y, return_inverse=True) # preprocess X and y self.scalar_X_ = StandardScaler() X = self.scalar_X_.fit_transform(X) if isinstance(self, RegressorMixin): self.scalar_y_ = StandardScaler() y = self.scalar_y_.fit_transform(y.reshape(-1, 1)).squeeze() # fit marginal self.coef_marginal_ = self._fit_marginal(X, y, sample_weight) # fit main self.est_main_ = self._fit_main( X, y, sample_weight, self.coef_marginal_) return self
(self, X, y, sample_weight=None)
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17,576
imodels.algebraic.marginal_shrinkage_linear_model
predict
null
def predict(self, X): X = self.scalar_X_.transform(X) pred = self.est_main_.predict(X) return self.scalar_y_.inverse_transform(pred.reshape(-1, 1)).squeeze()
(self, X)
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17,577
imodels.algebraic.marginal_shrinkage_linear_model
predict_proba
null
def predict_proba(self, X): X = self.scalar_X_.transform(X) return self.est_main_.predict_proba(X)
(self, X)
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17,582
sklearn.base
MetaEstimatorMixin
Mixin class for all meta estimators in scikit-learn. This mixin defines the following functionality: - define `_required_parameters` that specify the mandatory `estimator` parameter. Examples -------- >>> from sklearn.base import MetaEstimatorMixin >>> from sklearn.datasets import load_iris >>> from sklearn.linear_model import LogisticRegression >>> class MyEstimator(MetaEstimatorMixin): ... def __init__(self, *, estimator=None): ... self.estimator = estimator ... def fit(self, X, y=None): ... if self.estimator is None: ... self.estimator_ = LogisticRegression() ... else: ... self.estimator_ = self.estimator ... return self >>> X, y = load_iris(return_X_y=True) >>> estimator = MyEstimator().fit(X, y) >>> estimator.estimator_ LogisticRegression()
class MetaEstimatorMixin: """Mixin class for all meta estimators in scikit-learn. This mixin defines the following functionality: - define `_required_parameters` that specify the mandatory `estimator` parameter. Examples -------- >>> from sklearn.base import MetaEstimatorMixin >>> from sklearn.datasets import load_iris >>> from sklearn.linear_model import LogisticRegression >>> class MyEstimator(MetaEstimatorMixin): ... def __init__(self, *, estimator=None): ... self.estimator = estimator ... def fit(self, X, y=None): ... if self.estimator is None: ... self.estimator_ = LogisticRegression() ... else: ... self.estimator_ = self.estimator ... return self >>> X, y = load_iris(return_X_y=True) >>> estimator = MyEstimator().fit(X, y) >>> estimator.estimator_ LogisticRegression() """ _required_parameters = ["estimator"]
()
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17,583
imodels.rule_list.one_r
OneRClassifier
null
class OneRClassifier(GreedyRuleListClassifier): def __init__(self, max_depth=5, class_weight=None, criterion='gini'): self.max_depth = max_depth self.feature_names_ = None self.class_weight = class_weight self.criterion = criterion self._estimator_type = 'classifier' def fit(self, X, y, feature_names=None): """Fit oneR """ X, y, feature_names = check_fit_arguments(self, X, y, feature_names) ms = [] accs = np.zeros(X.shape[1]) for col_idx in range(X.shape[1]): x = X[:, col_idx].reshape(-1, 1) m = GreedyRuleListClassifier(max_depth=self.max_depth, class_weight=self.class_weight, criterion=self.criterion) feat_names_single = [self.feature_names_[col_idx]] m.fit(x, y, feature_names=feat_names_single) accs[col_idx] = np.mean(m.predict(x) == y) ms.append(m) # print('acc', feat_names_single[0], f'{accs[col_idx]:0.2f}') col_idx_best = np.argmax(accs) self.rules_ = ms[col_idx_best].rules_ self.complexity_ = len(self.rules_) # need to adjust index_col since was fitted with only 1 col for rule in self.rules_: if 'index_col' in rule: rule['index_col'] += col_idx_best self.depth = len(self.rules_) return self
(max_depth=5, class_weight=None, criterion='gini')
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17,585
imodels.rule_list.one_r
__init__
null
def __init__(self, max_depth=5, class_weight=None, criterion='gini'): self.max_depth = max_depth self.feature_names_ = None self.class_weight = class_weight self.criterion = criterion self._estimator_type = 'classifier'
(self, max_depth=5, class_weight=None, criterion='gini')
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17,607
imodels.rule_list.one_r
fit
Fit oneR
def fit(self, X, y, feature_names=None): """Fit oneR """ X, y, feature_names = check_fit_arguments(self, X, y, feature_names) ms = [] accs = np.zeros(X.shape[1]) for col_idx in range(X.shape[1]): x = X[:, col_idx].reshape(-1, 1) m = GreedyRuleListClassifier(max_depth=self.max_depth, class_weight=self.class_weight, criterion=self.criterion) feat_names_single = [self.feature_names_[col_idx]] m.fit(x, y, feature_names=feat_names_single) accs[col_idx] = np.mean(m.predict(x) == y) ms.append(m) # print('acc', feat_names_single[0], f'{accs[col_idx]:0.2f}') col_idx_best = np.argmax(accs) self.rules_ = ms[col_idx_best].rules_ self.complexity_ = len(self.rules_) # need to adjust index_col since was fitted with only 1 col for rule in self.rules_: if 'index_col' in rule: rule['index_col'] += col_idx_best self.depth = len(self.rules_) return self
(self, X, y, feature_names=None)
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17,617
imodels.rule_list.corels_wrapper
OptimalRuleListClassifier
Certifiably Optimal RulE ListS classifier. This class implements the CORELS algorithm, designed to produce human-interpretable, optimal rulelists for binary feature data and binary classification. As an alternative to other tree based algorithms such as CART, CORELS provides a certificate of optimality for its rulelist given a training set, leveraging multiple algorithmic bounds to do so. In order to use run the algorithm, create an instance of the `CorelsClassifier` class, providing any necessary parameters in its constructor, and then call `fit` to generate a rulelist. `printrl` prints the generated rulelist, while `predict` provides classification predictions for a separate test dataset with the same features. To determine the algorithm's accuracy, run `score` on an evaluation dataset with labels. To save a generated rulelist to a file, call `save`. To load it back from the file, call `load`. Attributes ---------- c : float, optional (default=0.01) Regularization parameter. Higher values penalize longer rulelists. n_iter : int, optional (default=10000) Maximum number of nodes (rulelists) to search before exiting. map_type : str, optional (default="prefix") The type of prefix map to use. Supported maps are "none" for no map, "prefix" for a map that uses rule prefixes for keys, "captured" for a map with a prefix's captured vector as keys. policy : str, optional (default="lower_bound") The search policy for traversing the tree (i.e. the criterion with which to order nodes in the queue). Supported criteria are "bfs", for breadth-first search; "curious", which attempts to find the most promising node; "lower_bound" which is the objective function evaluated with that rulelist minus the default prediction error; "objective" for the objective function evaluated at that rulelist; and "dfs" for depth-first search. verbosity : list, optional (default=["rulelist"]) The verbosity levels required. A list of strings, it can contain any subset of ["rulelist", "rule", "label", "minor", "samples", "progress", "mine", "loud"]. An empty list ([]) indicates 'silent' mode. - "rulelist" prints the generated rulelist at the end. - "rule" prints a summary of each rule generated. - "label" prints a summary of the class labels. - "minor" prints a summary of the minority bound. - "samples" produces a complete dump of the rules, label, and/or minor data. You must also provide at least one of "rule", "label", or "minor" to specify which data you want to dump, or "loud" for all data. The "samples" option often spits out a lot of output. - "progress" prints periodic messages as corels runs. - "mine" prints debug information while mining rules, including each rule as it is generated. - "loud" is the equivalent of ["progress", "label", "rule", "mine", "minor"]. ablation : int, optional (default=0) Specifies addition parameters for the bounds used while searching. Accepted values are 0 (all bounds), 1 (no antecedent support bound), and 2 (no lookahead bound). max_card : int, optional (default=2) Maximum cardinality allowed when mining rules. Can be any value greater than or equal to 1. For instance, a value of 2 would only allow rules that combine at most two features in their antecedents. min_support : float, optional (default=0.01) The fraction of samples that a rule must capture in order to be used. 1 minus this value is also the maximum fraction of samples a rule can capture. Can be any value between 0.0 and 0.5. References ---------- Elaine Angelino, Nicholas Larus-Stone, Daniel Alabi, Margo Seltzer, and Cynthia Rudin. Learning Certifiably Optimal Rule Lists for Categorical Data. KDD 2017. Journal of Machine Learning Research, 2018; 19: 1-77. arXiv:1704.01701, 2017 Examples --------
class OptimalRuleListClassifier(GreedyRuleListClassifier if not corels_supported else CorelsClassifier): """Certifiably Optimal RulE ListS classifier. This class implements the CORELS algorithm, designed to produce human-interpretable, optimal rulelists for binary feature data and binary classification. As an alternative to other tree based algorithms such as CART, CORELS provides a certificate of optimality for its rulelist given a training set, leveraging multiple algorithmic bounds to do so. In order to use run the algorithm, create an instance of the `CorelsClassifier` class, providing any necessary parameters in its constructor, and then call `fit` to generate a rulelist. `printrl` prints the generated rulelist, while `predict` provides classification predictions for a separate test dataset with the same features. To determine the algorithm's accuracy, run `score` on an evaluation dataset with labels. To save a generated rulelist to a file, call `save`. To load it back from the file, call `load`. Attributes ---------- c : float, optional (default=0.01) Regularization parameter. Higher values penalize longer rulelists. n_iter : int, optional (default=10000) Maximum number of nodes (rulelists) to search before exiting. map_type : str, optional (default="prefix") The type of prefix map to use. Supported maps are "none" for no map, "prefix" for a map that uses rule prefixes for keys, "captured" for a map with a prefix's captured vector as keys. policy : str, optional (default="lower_bound") The search policy for traversing the tree (i.e. the criterion with which to order nodes in the queue). Supported criteria are "bfs", for breadth-first search; "curious", which attempts to find the most promising node; "lower_bound" which is the objective function evaluated with that rulelist minus the default prediction error; "objective" for the objective function evaluated at that rulelist; and "dfs" for depth-first search. verbosity : list, optional (default=["rulelist"]) The verbosity levels required. A list of strings, it can contain any subset of ["rulelist", "rule", "label", "minor", "samples", "progress", "mine", "loud"]. An empty list ([]) indicates 'silent' mode. - "rulelist" prints the generated rulelist at the end. - "rule" prints a summary of each rule generated. - "label" prints a summary of the class labels. - "minor" prints a summary of the minority bound. - "samples" produces a complete dump of the rules, label, and/or minor data. You must also provide at least one of "rule", "label", or "minor" to specify which data you want to dump, or "loud" for all data. The "samples" option often spits out a lot of output. - "progress" prints periodic messages as corels runs. - "mine" prints debug information while mining rules, including each rule as it is generated. - "loud" is the equivalent of ["progress", "label", "rule", "mine", "minor"]. ablation : int, optional (default=0) Specifies addition parameters for the bounds used while searching. Accepted values are 0 (all bounds), 1 (no antecedent support bound), and 2 (no lookahead bound). max_card : int, optional (default=2) Maximum cardinality allowed when mining rules. Can be any value greater than or equal to 1. For instance, a value of 2 would only allow rules that combine at most two features in their antecedents. min_support : float, optional (default=0.01) The fraction of samples that a rule must capture in order to be used. 1 minus this value is also the maximum fraction of samples a rule can capture. Can be any value between 0.0 and 0.5. References ---------- Elaine Angelino, Nicholas Larus-Stone, Daniel Alabi, Margo Seltzer, and Cynthia Rudin. Learning Certifiably Optimal Rule Lists for Categorical Data. KDD 2017. Journal of Machine Learning Research, 2018; 19: 1-77. arXiv:1704.01701, 2017 Examples -------- """ def __init__(self, c=0.01, n_iter=10000, map_type="prefix", policy="lower_bound", verbosity=[], ablation=0, max_card=2, min_support=0.01, random_state=0): if corels_supported: super().__init__(c, n_iter, map_type, policy, verbosity, ablation, max_card, min_support) else: warnings.warn("Should install corels with pip install corels. Using GreedyRuleList instead.") super().__init__() self.fit = super().fit self.predict = super().predict self.predict_proba = super().predict_proba self.__str__ = super().__str__ self.random_state = random_state self.discretizer = None self.str_print = None self._estimator_type = 'classifier' def fit(self, X, y, feature_names=None, prediction_name="prediction"): """ Build a CORELS classifier from the training set (X, y). Parameters ---------- X : array-like, shape = [n_samples, n_features] The training input samples. All features must be binary, and the matrix is internally converted to dtype=np.uint8. y : array-line, shape = [n_samples] The target values for the training input. Must be binary. feature_names : list, optional(default=None) A list of strings of length n_features. Specifies the names of each of the features. If an empty list is provided, the feature names are set to the default of ["feature1", "feature2"... ]. prediction_name : string, optional(default="prediction") The name of the feature that is being predicted. Returns ------- self : obj """ if isinstance(X, pd.DataFrame): if feature_names is None: feature_names = X.columns.tolist() X = X.values elif feature_names is None: feature_names = ['X_' + str(i) for i in range(X.shape[1])] # check if any non-binary values if not np.isin(X, [0, 1]).all().all(): self.discretizer = KBinsDiscretizer(encode='onehot-dense') self.discretizer.fit(X, y) """ feature_names = [f'{col}_{b}' for col, bins in zip(feature_names, self.discretizer.n_bins_) for b in range(bins)] """ feature_names = self.discretizer.get_feature_names_out() X = self.discretizer.transform(X) np.random.seed(self.random_state) # feature_names = feature_names.tolist() super().fit(X, y, features=feature_names, prediction_name=prediction_name) # try: self._traverse_rule(X, y, feature_names) # except: # self.str_print = None self.complexity_ = self._get_complexity() return self def predict(self, X): """ Predict classifications of the input samples X. Arguments --------- X : array-like, shape = [n_samples, n_features] The training input samples. All features must be binary, and the matrix is internally converted to dtype=np.uint8. The features must be the same as those of the data used to train the model. Returns ------- p : array[int] of shape = [n_samples]. The classifications of the input samples. """ if self.discretizer is not None: X = self.discretizer.transform(X) return super().predict(X).astype(int) def predict_proba(self, X): """ Predict probabilities of the input samples X. todo: actually calculate these from training set Arguments --------- X : array-like, shape = [n_samples, n_features] The training input samples. All features must be binary, and the matrix is internally converted to dtype=np.uint8. The features mu
(c=0.01, n_iter=10000, map_type='prefix', policy='lower_bound', verbosity=[], ablation=0, max_card=2, min_support=0.01, random_state=0)
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17,619
imodels.rule_list.corels_wrapper
__init__
null
def __init__(self, c=0.01, n_iter=10000, map_type="prefix", policy="lower_bound", verbosity=[], ablation=0, max_card=2, min_support=0.01, random_state=0): if corels_supported: super().__init__(c, n_iter, map_type, policy, verbosity, ablation, max_card, min_support) else: warnings.warn("Should install corels with pip install corels. Using GreedyRuleList instead.") super().__init__() self.fit = super().fit self.predict = super().predict self.predict_proba = super().predict_proba self.__str__ = super().__str__ self.random_state = random_state self.discretizer = None self.str_print = None self._estimator_type = 'classifier'
(self, c=0.01, n_iter=10000, map_type='prefix', policy='lower_bound', verbosity=[], ablation=0, max_card=2, min_support=0.01, random_state=0)
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17,623
imodels.rule_list.corels_wrapper
__str__
null
def __str__(self): if corels_supported: if self.str_print is not None: return 'OptimalRuleList:\n\n' + self.str_print else: return 'OptimalRuleList:\n\n' + self.rl_.__str__() else: return super().__str__()
(self)
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17,628
imodels.rule_list.corels_wrapper
_get_complexity
null
def _get_complexity(self): return sum([len(corule['antecedents']) for corule in self.rl_.rules])
(self)
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17,638
imodels.rule_list.corels_wrapper
_traverse_rule
Traverse rule and build up string representation Parameters ---------- df_features Returns -------
def _traverse_rule(self, X: np.ndarray, y: np.ndarray, feature_names: List[str], print_colors=False): """Traverse rule and build up string representation Parameters ---------- df_features Returns ------- """ str_print = f'' df = pd.DataFrame(X, columns=feature_names) df.loc[:, 'y'] = y o = 'y' str_print += f' {df[o].sum()} / {df.shape[0]} (positive class / total)\n' if print_colors: color_start = '\033[96m' color_end = '\033[00m' else: color_start = '' color_end = '' if len(self.rl_.rules) > 1: str_print += f'\t\u2193 \n' else: str_print += ' No rules learned\n' for j, rule in enumerate(self.rl_.rules[:-1]): antecedents = rule['antecedents'] query = '' for i, feat_idx in enumerate(antecedents): if i > 0: query += ' & ' if feat_idx < 0: query += f'(`{feature_names[-feat_idx - 1]}` == 0)' else: query += f'(`{feature_names[feat_idx - 1]}` == 1)' df_rhs = df.query(query) idxs_satisfying_rule = df_rhs.index df.drop(index=idxs_satisfying_rule, inplace=True) computed_prob = 100 * df_rhs[o].sum() / (df_rhs.shape[0] + 1e-10) # add to str_print query_print = query.replace('== 1', '').replace('(', '').replace(')', '').replace('`', '') str_print += f'{color_start}If {query_print:<35}{color_end} \u2192 {df_rhs[o].sum():>3} / {df_rhs.shape[0]:>4} ({computed_prob:0.1f}%)\n\t\u2193 \n {df[o].sum():>3} / {df.shape[0]:>5}\t \n' if not (j == len(self.rl_.rules) - 2 and i == len(antecedents) - 1): str_print += '\t\u2193 \n' self.str_print = str_print
(self, X: numpy.ndarray, y: numpy.ndarray, feature_names: List[str], print_colors=False)
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17,642
imodels.rule_list.corels_wrapper
fit
Build a CORELS classifier from the training set (X, y). Parameters ---------- X : array-like, shape = [n_samples, n_features] The training input samples. All features must be binary, and the matrix is internally converted to dtype=np.uint8. y : array-line, shape = [n_samples] The target values for the training input. Must be binary. feature_names : list, optional(default=None) A list of strings of length n_features. Specifies the names of each of the features. If an empty list is provided, the feature names are set to the default of ["feature1", "feature2"... ]. prediction_name : string, optional(default="prediction") The name of the feature that is being predicted. Returns ------- self : obj
def fit(self, X, y, feature_names=None, prediction_name="prediction"): """ Build a CORELS classifier from the training set (X, y). Parameters ---------- X : array-like, shape = [n_samples, n_features] The training input samples. All features must be binary, and the matrix is internally converted to dtype=np.uint8. y : array-line, shape = [n_samples] The target values for the training input. Must be binary. feature_names : list, optional(default=None) A list of strings of length n_features. Specifies the names of each of the features. If an empty list is provided, the feature names are set to the default of ["feature1", "feature2"... ]. prediction_name : string, optional(default="prediction") The name of the feature that is being predicted. Returns ------- self : obj """ if isinstance(X, pd.DataFrame): if feature_names is None: feature_names = X.columns.tolist() X = X.values elif feature_names is None: feature_names = ['X_' + str(i) for i in range(X.shape[1])] # check if any non-binary values if not np.isin(X, [0, 1]).all().all(): self.discretizer = KBinsDiscretizer(encode='onehot-dense') self.discretizer.fit(X, y) """ feature_names = [f'{col}_{b}' for col, bins in zip(feature_names, self.discretizer.n_bins_) for b in range(bins)] """ feature_names = self.discretizer.get_feature_names_out() X = self.discretizer.transform(X) np.random.seed(self.random_state) # feature_names = feature_names.tolist() super().fit(X, y, features=feature_names, prediction_name=prediction_name) # try: self._traverse_rule(X, y, feature_names) # except: # self.str_print = None self.complexity_ = self._get_complexity() return self
(self, X, y, feature_names=None, prediction_name='prediction')
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17,646
imodels.rule_list.corels_wrapper
predict
Predict classifications of the input samples X. Arguments --------- X : array-like, shape = [n_samples, n_features] The training input samples. All features must be binary, and the matrix is internally converted to dtype=np.uint8. The features must be the same as those of the data used to train the model. Returns ------- p : array[int] of shape = [n_samples]. The classifications of the input samples.
def predict(self, X): """ Predict classifications of the input samples X. Arguments --------- X : array-like, shape = [n_samples, n_features] The training input samples. All features must be binary, and the matrix is internally converted to dtype=np.uint8. The features must be the same as those of the data used to train the model. Returns ------- p : array[int] of shape = [n_samples]. The classifications of the input samples. """ if self.discretizer is not None: X = self.discretizer.transform(X) return super().predict(X).astype(int)
(self, X)
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17,647
imodels.rule_list.corels_wrapper
predict_proba
Predict probabilities of the input samples X. todo: actually calculate these from training set Arguments --------- X : array-like, shape = [n_samples, n_features] The training input samples. All features must be binary, and the matrix is internally converted to dtype=np.uint8. The features must be the same as those of the data used to train the model. Returns ------- p : array[float] of shape = [n_samples, 2]. The probabilities of the input samples.
def predict_proba(self, X): """ Predict probabilities of the input samples X. todo: actually calculate these from training set Arguments --------- X : array-like, shape = [n_samples, n_features] The training input samples. All features must be binary, and the matrix is internally converted to dtype=np.uint8. The features must be the same as those of the data used to train the model. Returns ------- p : array[float] of shape = [n_samples, 2]. The probabilities of the input samples. """ preds = self.predict(X) return np.vstack((1 - preds, preds)).transpose()
(self, X)
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17,649
sklearn.utils._metadata_requests
set_fit_request
Request metadata passed to the ``fit`` method. Note that this method is only relevant if ``enable_metadata_routing=True`` (see :func:`sklearn.set_config`). Please see :ref:`User Guide <metadata_routing>` on how the routing mechanism works. The options for each parameter are: - ``True``: metadata is requested, and passed to ``fit`` if provided. The request is ignored if metadata is not provided. - ``False``: metadata is not requested and the meta-estimator will not pass it to ``fit``. - ``None``: metadata is not requested, and the meta-estimator will raise an error if the user provides it. - ``str``: metadata should be passed to the meta-estimator with this given alias instead of the original name. The default (``sklearn.utils.metadata_routing.UNCHANGED``) retains the existing request. This allows you to change the request for some parameters and not others. .. versionadded:: 1.3 .. note:: This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a :class:`~sklearn.pipeline.Pipeline`. Otherwise it has no effect. Parameters ---------- feature_names : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``feature_names`` parameter in ``fit``. prediction_name : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``prediction_name`` parameter in ``fit``. Returns ------- self : object The updated object.
def __get__(self, instance, owner): # we would want to have a method which accepts only the expected args def func(**kw): """Updates the request for provided parameters This docstring is overwritten below. See REQUESTER_DOC for expected functionality """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)}. Accepted arguments" f" are: {set(self.keys)}" ) requests = instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) instance._metadata_request = requests return instance # Now we set the relevant attributes of the function so that it seems # like a normal method to the end user, with known expected arguments. func.__name__ = f"set_{self.name}_request" params = [ inspect.Parameter( name="self", kind=inspect.Parameter.POSITIONAL_OR_KEYWORD, annotation=owner, ) ] params.extend( [ inspect.Parameter( k, inspect.Parameter.KEYWORD_ONLY, default=UNCHANGED, annotation=Optional[Union[bool, None, str]], ) for k in self.keys ] ) func.__signature__ = inspect.Signature( params, return_annotation=owner, ) doc = REQUESTER_DOC.format(method=self.name) for metadata in self.keys: doc += REQUESTER_DOC_PARAM.format(metadata=metadata, method=self.name) doc += REQUESTER_DOC_RETURN func.__doc__ = doc return func
(self: imodels.rule_list.corels_wrapper.OptimalRuleListClassifier, *, feature_names: Union[bool, NoneType, str] = '$UNCHANGED$', prediction_name: Union[bool, NoneType, str] = '$UNCHANGED$') -> imodels.rule_list.corels_wrapper.OptimalRuleListClassifier
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17,652
imodels.tree.gosdt.pygosdt
OptimalTreeClassifier
null
class OptimalTreeClassifier(GreedyTreeClassifier if not gosdt_supported else BaseEstimator): def __init__(self, balance=False, cancellation=True, look_ahead=True, similar_support=True, feature_exchange=True, continuous_feature_exchange=True, rule_list=False, diagnostics=False, verbose=False, regularization=0.05, uncertainty_tolerance=0.0, upperbound=0.0, model_limit=1, precision_limit=0, stack_limit=0, tile_limit=0, time_limit=0, worker_limit=1, random_state=None, costs="", model="", profile="", timing="", trace="", tree=""): super().__init__() self.balance = balance self.cancellation = cancellation self.look_ahead = look_ahead self.similar_support = similar_support self.feature_exchange = feature_exchange self.continuous_feature_exchange = continuous_feature_exchange self.rule_list = rule_list self.diagnostics = diagnostics self.verbose = verbose self.regularization = regularization self.uncertainty_tolerance = uncertainty_tolerance self.upperbound = upperbound self.model_limit = model_limit self.precision_limit = precision_limit self.stack_limit = stack_limit self.tile_limit = tile_limit self.time_limit = time_limit self.worker_limit = worker_limit self.costs = costs self.model = model self.profile = profile self.timing = timing self.trace = trace self.tree = tree self.tree_type = 'gosdt' self.random_state = random_state if random_state is not None: np.random.seed(random_state) def load(self, path): """ Parameters --- path : string path to a JSON file representing a model """ with open(path, 'r') as model_source: result = model_source.read() result = json.loads(result) self.tree_ = TreeClassifier(result[0]) def fit(self, X, y, feature_names=None): """ Parameters --- X : matrix-like, shape = [n_samples, m_features] matrix containing the training samples and features y : array-like, shape = [n_samples, 1] column containing the correct label for each sample in X Modifies --- trains the model so that this model instance is ready for prediction """ try: import gosdt if not isinstance(X, pd.DataFrame): self.feature_names_ = list(rule.get_feature_dict(X.shape[1], feature_names).keys()) X = pd.DataFrame(X, columns=self.feature_names_) else: self.feature_names_ = X.columns if not isinstance(y, pd.DataFrame): y = pd.DataFrame(y, columns=['target']) # gosdt extension expects serialized CSV, which we generate via pandas dataset_with_target = pd.concat((X, y), axis=1) # Perform C++ extension calls to train the model configuration = self._get_configuration() gosdt.configure(json.dumps(configuration, separators=(',', ':'))) result = gosdt.fit(dataset_with_target.to_csv(index=False)) result = json.loads(result) self.tree_ = TreeClassifier(result[0]) # Record the training time, number of iterations, and graph size required self.time_ = gosdt.time() self.iterations_ = gosdt.iterations() self.size_ = gosdt.size() except ImportError: warnings.warn( "Should install gosdt extension. On x86_64 linux or macOS: " "'pip install gosdt-deprecated'. On other platforms, see " "https://github.com/keyan3/GeneralizedOptimalSparseDecisionTrees. " "Defaulting to Non-optimal DecisionTreeClassifier." ) # dtree = DecisionTreeClassifierWithComplexity() # dtree.fit(X, y) # self.tree_ = dtree super().fit(X, y, feature_names=feature_names) self.tree_type = 'dt' return self def predict(self, X): """ Parameters --- X : matrix-like, shape = [n_samples, m_features] a matrix where each row is a sample to be predicted and each column is a feature to be used for prediction Returns --- array-like, shape = [n_samples, 1] : a column where each element is the prediction associated with each row """ validation.check_is_fitted(self) if self.tree_type == 'gosdt': if type(self.tree_) is TreeClassifier and not isinstance(X, pd.DataFrame): X = pd.DataFrame(X, columns=self.feature_names_) return self.tree_.predict(X) else: return super().predict(X) def predict_proba(self, X): validation.check_is_fitted(self) if self.tree_type == 'gosdt': if type(self.tree_) is TreeClassifier and not isinstance(X, pd.DataFrame): X = pd.DataFrame(X, columns=self.feature_names_) probs = np.expand_dims(self.tree_.confidence(X), axis=1) return np.hstack((1 - probs, probs)) else: return super().predict_proba(X) def score(self, X, y, weight=None): """ Parameters --- X : matrix-like, shape = [n_samples, m_features] an n-by-m matrix of sample and their features y : array-like, shape = [n_samples,] an n-by-1 column of labels associated with each sample weight : shape = [n_samples,] an n-by-1 column of weights to apply to each sample's misclassification Returns --- real number : the accuracy produced by applying this model over the given dataset, with optionals for weighted accuracy """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: if not isinstance(X, pd.DataFrame): X = pd.DataFrame(X, columns=self.feature_names_) return self.tree_.score(X, y, weight=weight) else: return self.tree_.score(X, y, sample_weight=weight) def __len__(self): """ Returns --- natural number : The number of terminal nodes present in this tree """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: return len(self.tree_) else: warnings.warn("Using DecisionTreeClassifier due to absence of gosdt package. " "DecisionTreeClassifier does not have this method.") return None def leaves(self): """ Returns --- natural number : The number of terminal nodes present in this tree """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: return self.tree_.leaves() else: return self.tree_.get_n_leaves() def nodes(self): """ Returns --- natural number : The number of nodes present in this tree """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: return self.tree_.nodes() else: warnings.warn("Using DecisionTreeClassifier due to absence of gosdt package. " "DecisionTreeClassifier does not have this method.") return None def max_depth(self): """ Returns --- natural number : the length of the longest decision path in this tree. A single-node tree
(balance=False, cancellation=True, look_ahead=True, similar_support=True, feature_exchange=True, continuous_feature_exchange=True, rule_list=False, diagnostics=False, verbose=False, regularization=0.05, uncertainty_tolerance=0.0, upperbound=0.0, model_limit=1, precision_limit=0, stack_limit=0, tile_limit=0, time_limit=0, worker_limit=1, random_state=None, costs='', model='', profile='', timing='', trace='', tree='')
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17,654
imodels.tree.gosdt.pygosdt
__init__
null
def __init__(self, balance=False, cancellation=True, look_ahead=True, similar_support=True, feature_exchange=True, continuous_feature_exchange=True, rule_list=False, diagnostics=False, verbose=False, regularization=0.05, uncertainty_tolerance=0.0, upperbound=0.0, model_limit=1, precision_limit=0, stack_limit=0, tile_limit=0, time_limit=0, worker_limit=1, random_state=None, costs="", model="", profile="", timing="", trace="", tree=""): super().__init__() self.balance = balance self.cancellation = cancellation self.look_ahead = look_ahead self.similar_support = similar_support self.feature_exchange = feature_exchange self.continuous_feature_exchange = continuous_feature_exchange self.rule_list = rule_list self.diagnostics = diagnostics self.verbose = verbose self.regularization = regularization self.uncertainty_tolerance = uncertainty_tolerance self.upperbound = upperbound self.model_limit = model_limit self.precision_limit = precision_limit self.stack_limit = stack_limit self.tile_limit = tile_limit self.time_limit = time_limit self.worker_limit = worker_limit self.costs = costs self.model = model self.profile = profile self.timing = timing self.trace = trace self.tree = tree self.tree_type = 'gosdt' self.random_state = random_state if random_state is not None: np.random.seed(random_state)
(self, balance=False, cancellation=True, look_ahead=True, similar_support=True, feature_exchange=True, continuous_feature_exchange=True, rule_list=False, diagnostics=False, verbose=False, regularization=0.05, uncertainty_tolerance=0.0, upperbound=0.0, model_limit=1, precision_limit=0, stack_limit=0, tile_limit=0, time_limit=0, worker_limit=1, random_state=None, costs='', model='', profile='', timing='', trace='', tree='')
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17,655
imodels.tree.gosdt.pygosdt
__len__
Returns --- natural number : The number of terminal nodes present in this tree
def __len__(self): """ Returns --- natural number : The number of terminal nodes present in this tree """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: return len(self.tree_) else: warnings.warn("Using DecisionTreeClassifier due to absence of gosdt package. " "DecisionTreeClassifier does not have this method.") return None
(self)
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17,664
imodels.tree.gosdt.pygosdt
_get_configuration
null
def _get_configuration(self): return { "balance": self.balance, "cancellation": self.cancellation, "look_ahead": self.look_ahead, "similar_support": self.similar_support, "feature_exchange": self.feature_exchange, "continuous_feature_exchange": self.continuous_feature_exchange, "rule_list": self.rule_list, "diagnostics": self.diagnostics, "verbose": self.verbose, "regularization": self.regularization, "uncertainty_tolerance": self.uncertainty_tolerance, "upperbound": self.upperbound, "model_limit": self.model_limit, "precision_limit": self.precision_limit, "stack_limit": self.stack_limit, "tile_limit": self.tile_limit, "time_limit": self.time_limit, "worker_limit": self.worker_limit, "costs": self.costs, "model": self.model, "profile": self.profile, "timing": self.timing, "trace": self.trace, "tree": self.tree }
(self)
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17,680
imodels.tree.gosdt.pygosdt
fit
Parameters --- X : matrix-like, shape = [n_samples, m_features] matrix containing the training samples and features y : array-like, shape = [n_samples, 1] column containing the correct label for each sample in X Modifies --- trains the model so that this model instance is ready for prediction
def fit(self, X, y, feature_names=None): """ Parameters --- X : matrix-like, shape = [n_samples, m_features] matrix containing the training samples and features y : array-like, shape = [n_samples, 1] column containing the correct label for each sample in X Modifies --- trains the model so that this model instance is ready for prediction """ try: import gosdt if not isinstance(X, pd.DataFrame): self.feature_names_ = list(rule.get_feature_dict(X.shape[1], feature_names).keys()) X = pd.DataFrame(X, columns=self.feature_names_) else: self.feature_names_ = X.columns if not isinstance(y, pd.DataFrame): y = pd.DataFrame(y, columns=['target']) # gosdt extension expects serialized CSV, which we generate via pandas dataset_with_target = pd.concat((X, y), axis=1) # Perform C++ extension calls to train the model configuration = self._get_configuration() gosdt.configure(json.dumps(configuration, separators=(',', ':'))) result = gosdt.fit(dataset_with_target.to_csv(index=False)) result = json.loads(result) self.tree_ = TreeClassifier(result[0]) # Record the training time, number of iterations, and graph size required self.time_ = gosdt.time() self.iterations_ = gosdt.iterations() self.size_ = gosdt.size() except ImportError: warnings.warn( "Should install gosdt extension. On x86_64 linux or macOS: " "'pip install gosdt-deprecated'. On other platforms, see " "https://github.com/keyan3/GeneralizedOptimalSparseDecisionTrees. " "Defaulting to Non-optimal DecisionTreeClassifier." ) # dtree = DecisionTreeClassifierWithComplexity() # dtree.fit(X, y) # self.tree_ = dtree super().fit(X, y, feature_names=feature_names) self.tree_type = 'dt' return self
(self, X, y, feature_names=None)
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17,685
imodels.tree.gosdt.pygosdt
json
Returns --- string : A JSON string representing the model
def json(self): """ Returns --- string : A JSON string representing the model """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: return self.tree_.json() else: warnings.warn("Using DecisionTreeClassifier due to absence of gosdt package. " "DecisionTreeClassifier does not have this method.") return None
(self)
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17,686
imodels.tree.gosdt.pygosdt
latex
Note --- This method doesn't work well for label headers that contain underscores due to underscore being a reserved character in LaTeX Returns --- string : A LaTeX string representing the model
def latex(self): """ Note --- This method doesn't work well for label headers that contain underscores due to underscore being a reserved character in LaTeX Returns --- string : A LaTeX string representing the model """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: return self.tree_.latex() else: warnings.warn("Using DecisionTreeClassifier due to absence of gosdt package. " "DecisionTreeClassifier does not have this method.") return None
(self)
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17,687
imodels.tree.gosdt.pygosdt
leaves
Returns --- natural number : The number of terminal nodes present in this tree
def leaves(self): """ Returns --- natural number : The number of terminal nodes present in this tree """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: return self.tree_.leaves() else: return self.tree_.get_n_leaves()
(self)
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17,688
imodels.tree.gosdt.pygosdt
load
Parameters --- path : string path to a JSON file representing a model
def load(self, path): """ Parameters --- path : string path to a JSON file representing a model """ with open(path, 'r') as model_source: result = model_source.read() result = json.loads(result) self.tree_ = TreeClassifier(result[0])
(self, path)
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17,689
imodels.tree.gosdt.pygosdt
max_depth
Returns --- natural number : the length of the longest decision path in this tree. A single-node tree will return 1.
def max_depth(self): """ Returns --- natural number : the length of the longest decision path in this tree. A single-node tree will return 1. """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: return self.tree_.maximum_depth() else: return self.tree_.get_depth()
(self)
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17,690
imodels.tree.gosdt.pygosdt
nodes
Returns --- natural number : The number of nodes present in this tree
def nodes(self): """ Returns --- natural number : The number of nodes present in this tree """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: return self.tree_.nodes() else: warnings.warn("Using DecisionTreeClassifier due to absence of gosdt package. " "DecisionTreeClassifier does not have this method.") return None
(self)
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17,691
imodels.tree.gosdt.pygosdt
predict
Parameters --- X : matrix-like, shape = [n_samples, m_features] a matrix where each row is a sample to be predicted and each column is a feature to be used for prediction Returns --- array-like, shape = [n_samples, 1] : a column where each element is the prediction associated with each row
def predict(self, X): """ Parameters --- X : matrix-like, shape = [n_samples, m_features] a matrix where each row is a sample to be predicted and each column is a feature to be used for prediction Returns --- array-like, shape = [n_samples, 1] : a column where each element is the prediction associated with each row """ validation.check_is_fitted(self) if self.tree_type == 'gosdt': if type(self.tree_) is TreeClassifier and not isinstance(X, pd.DataFrame): X = pd.DataFrame(X, columns=self.feature_names_) return self.tree_.predict(X) else: return super().predict(X)
(self, X)
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17,693
imodels.tree.gosdt.pygosdt
predict_proba
null
def predict_proba(self, X): validation.check_is_fitted(self) if self.tree_type == 'gosdt': if type(self.tree_) is TreeClassifier and not isinstance(X, pd.DataFrame): X = pd.DataFrame(X, columns=self.feature_names_) probs = np.expand_dims(self.tree_.confidence(X), axis=1) return np.hstack((1 - probs, probs)) else: return super().predict_proba(X)
(self, X)
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0.01927621103823185, 0.035630133002996445 ]
17,694
imodels.tree.gosdt.pygosdt
score
Parameters --- X : matrix-like, shape = [n_samples, m_features] an n-by-m matrix of sample and their features y : array-like, shape = [n_samples,] an n-by-1 column of labels associated with each sample weight : shape = [n_samples,] an n-by-1 column of weights to apply to each sample's misclassification Returns --- real number : the accuracy produced by applying this model over the given dataset, with optionals for weighted accuracy
def score(self, X, y, weight=None): """ Parameters --- X : matrix-like, shape = [n_samples, m_features] an n-by-m matrix of sample and their features y : array-like, shape = [n_samples,] an n-by-1 column of labels associated with each sample weight : shape = [n_samples,] an n-by-1 column of weights to apply to each sample's misclassification Returns --- real number : the accuracy produced by applying this model over the given dataset, with optionals for weighted accuracy """ validation.check_is_fitted(self) if type(self.tree_) is TreeClassifier: if not isinstance(X, pd.DataFrame): X = pd.DataFrame(X, columns=self.feature_names_) return self.tree_.score(X, y, weight=weight) else: return self.tree_.score(X, y, sample_weight=weight)
(self, X, y, weight=None)
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17,700
imodels.discretization.discretizer
RFDiscretizer
Discretize numeric data into bins using RF splits. Parameters ---------- rf_model : RandomForestClassifer() or RandomForestRegressor() RF model from which to extract splits for discretization. Default is RandomForestClassifer(n_estimators = 500) or RandomForestRegressor(n_estimators = 500) classification : boolean; default=False Used only if rf_model=None. If True, rf_model=RandomForestClassifier(n_estimators = 500). Else, rf_model=RandomForestRegressor(n_estimators = 500) n_bins : int or array-like of shape (len(dcols),), default=2 Number of bins to discretize each feature into. dcols : list of strings The names of the columns to be discretized; by default, discretize all float and int columns in X. encode : {‘onehot’, ‘ordinal’}, default=’onehot’ Method used to encode the transformed result. onehot - Encode the transformed result with one-hot encoding and return a dense array. ordinal - Return the bin identifier encoded as an integer value. strategy : {‘uniform’, ‘quantile’}, default=’quantile’ Strategy used to choose RF split points. uniform - RF split points chosen to be uniformly spaced out. quantile - RF split points chosen based on equally-spaced quantiles. backup_strategy : {‘uniform’, ‘quantile’, ‘kmeans’}, default=’quantile’ Strategy used to define the widths of the bins if no rf splits exist for that feature. Used in KBinsDiscretizer. uniform All bins in each feature have identical widths. quantile All bins in each feature have the same number of points. kmeans Values in each bin have the same nearest center of a 1D k-means cluster. onehot_drop : {‘first’, ‘if_binary’} or array-like of shape (len(dcols),), default='if_binary' Specifies a methodology to use to drop one of the categories per feature when encode = "onehot". None Retain all features (the default). ‘first’ Drop the first y_str in each feature. If only one y_str is present, the feature will be dropped entirely. ‘if_binary’ Drop the first y_str in each feature with two categories. Features with 1 or more than 2 categories are left intact. Attributes ---------- rf_splits : dictionary where key = feature name value = array of all RF split threshold values bin_edges_ : dictionary where key = feature name value = array of bin edges used for discretization, taken from RF split values missing_rf_cols_ : array-like List of features that were not used in RF backup_discretizer_ : object of class BasicDiscretizer() Discretization method used to bin numeric data for features in missing_rf_cols_ onehot_ : object of class OneHotEncoder() One hot encoding fit. Ignored if encode != 'onehot'
class RFDiscretizer(AbstractDiscretizer): """ Discretize numeric data into bins using RF splits. Parameters ---------- rf_model : RandomForestClassifer() or RandomForestRegressor() RF model from which to extract splits for discretization. Default is RandomForestClassifer(n_estimators = 500) or RandomForestRegressor(n_estimators = 500) classification : boolean; default=False Used only if rf_model=None. If True, rf_model=RandomForestClassifier(n_estimators = 500). Else, rf_model=RandomForestRegressor(n_estimators = 500) n_bins : int or array-like of shape (len(dcols),), default=2 Number of bins to discretize each feature into. dcols : list of strings The names of the columns to be discretized; by default, discretize all float and int columns in X. encode : {‘onehot’, ‘ordinal’}, default=’onehot’ Method used to encode the transformed result. onehot - Encode the transformed result with one-hot encoding and return a dense array. ordinal - Return the bin identifier encoded as an integer value. strategy : {‘uniform’, ‘quantile’}, default=’quantile’ Strategy used to choose RF split points. uniform - RF split points chosen to be uniformly spaced out. quantile - RF split points chosen based on equally-spaced quantiles. backup_strategy : {‘uniform’, ‘quantile’, ‘kmeans’}, default=’quantile’ Strategy used to define the widths of the bins if no rf splits exist for that feature. Used in KBinsDiscretizer. uniform All bins in each feature have identical widths. quantile All bins in each feature have the same number of points. kmeans Values in each bin have the same nearest center of a 1D k-means cluster. onehot_drop : {‘first’, ‘if_binary’} or array-like of shape (len(dcols),), default='if_binary' Specifies a methodology to use to drop one of the categories per feature when encode = "onehot". None Retain all features (the default). ‘first’ Drop the first y_str in each feature. If only one y_str is present, the feature will be dropped entirely. ‘if_binary’ Drop the first y_str in each feature with two categories. Features with 1 or more than 2 categories are left intact. Attributes ---------- rf_splits : dictionary where key = feature name value = array of all RF split threshold values bin_edges_ : dictionary where key = feature name value = array of bin edges used for discretization, taken from RF split values missing_rf_cols_ : array-like List of features that were not used in RF backup_discretizer_ : object of class BasicDiscretizer() Discretization method used to bin numeric data for features in missing_rf_cols_ onehot_ : object of class OneHotEncoder() One hot encoding fit. Ignored if encode != 'onehot' """ def __init__(self, rf_model=None, classification=False, n_bins=2, dcols=[], encode='onehot', strategy='quantile', backup_strategy='quantile', onehot_drop='if_binary'): super().__init__(n_bins=n_bins, dcols=dcols, encode=encode, strategy=strategy, onehot_drop=onehot_drop) self.backup_strategy = backup_strategy self.rf_model = rf_model if rf_model is None: self.classification = classification def _validate_args(self): """ Check if encode, strategy, backup_strategy arguments are valid. """ super()._validate_args() valid_backup_strategy = ('uniform', 'quantile', 'kmeans') if (self.backup_strategy not in valid_backup_strategy): raise ValueError("Valid options for 'strategy' are {}. Got strategy={!r} instead." .format(valid_backup_strategy, self.backup_strategy)) def _get_rf_splits(self, col_names): """ Get all splits in random forest ensemble Parameters ---------- col_names : array-like of shape (n_features,) Column names for X used to train rf_model Returns ------- rule_dict : dictionary where key = feature name value = array of all RF split threshold values """ rule_dict = {} for model in self.rf_model.estimators_: tree = model.tree_ tree_it = enumerate(zip(tree.children_left, tree.children_right, tree.feature, tree.threshold)) for node_idx, data in tree_it: left, right, feature, th = data if (left != -1) | (right != -1): feature = col_names[feature] if feature in rule_dict: rule_dict[feature].append(th) else: rule_dict[feature] = [th] return rule_dict def _fit_rf(self, X, y=None): """ Fit random forest (if necessary) and obtain RF split thresholds Parameters ---------- X : data frame of shape (n_samples, n_features) Training data used to fit RF y : array-like of shape (n_samples,) Training response vector used to fit RF Returns ------- rf_splits : dictionary where key = feature name value = array of all RF split threshold values """ # If no rf_model given, train default random forest model if self.rf_model is None: if y is None: raise ValueError("Must provide y if rf_model is not given.") if self.classification: self.rf_model = RandomForestClassifier(n_estimators=500) else: self.rf_model = RandomForestRegressor(n_estimators=500) self.rf_model.fit(X, y) else: # provided rf model has not yet been trained if not check_is_fitted(self.rf_model): if y is None: raise ValueError( "Must provide y if rf_model has not been trained.") self.rf_model.fit(X, y) # get all random forest split points self.rf_splits = self._get_rf_splits(list(X.columns)) def reweight_n_bins(self, X, y=None, by="nsplits"): """ Reallocate number of bins per feature. Parameters ---------- X : data frame of shape (n_samples, n_features) (Training) data to be discretized. y : array-like of shape (n_samples,) (Training) response vector. Required only if rf_model = None or rf_model has not yet been fitted by : {'nsplits'}, default='nsplits' Specifies how to reallocate number of bins per feature. nsplits Reallocate number of bins so that each feature in dcols get at a minimum of 2 bins with the remaining bins distributed proportionally to the number of RF splits using that feature Returns ------- self.n_bins : array of shape (len(dcols),) number of bins per feature reallocated according to 'by' argument """ # initialization and error checking self._fit_preprocessing(X) # get all random forest split points self._fit_rf(X=X, y=y) # get total number of bins to reallocate total_bins = self.n_bins.sum() # reweight n_bins if by == "nsplits": # each col gets at least 2 bins; remaining bins get # reallocated based on number of RF splits using that feature n_rules = np.array([len(self.rf_splits[col]) for col in self.dcols
(rf_model=None, classification=False, n_bins=2, dcols=[], encode='onehot', strategy='quantile', backup_strategy='quantile', onehot_drop='if_binary')
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17,702
imodels.discretization.discretizer
__init__
null
def __init__(self, rf_model=None, classification=False, n_bins=2, dcols=[], encode='onehot', strategy='quantile', backup_strategy='quantile', onehot_drop='if_binary'): super().__init__(n_bins=n_bins, dcols=dcols, encode=encode, strategy=strategy, onehot_drop=onehot_drop) self.backup_strategy = backup_strategy self.rf_model = rf_model if rf_model is None: self.classification = classification
(self, rf_model=None, classification=False, n_bins=2, dcols=[], encode='onehot', strategy='quantile', backup_strategy='quantile', onehot_drop='if_binary')
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17,710
imodels.discretization.discretizer
_fit_rf
Fit random forest (if necessary) and obtain RF split thresholds Parameters ---------- X : data frame of shape (n_samples, n_features) Training data used to fit RF y : array-like of shape (n_samples,) Training response vector used to fit RF Returns ------- rf_splits : dictionary where key = feature name value = array of all RF split threshold values
def _fit_rf(self, X, y=None): """ Fit random forest (if necessary) and obtain RF split thresholds Parameters ---------- X : data frame of shape (n_samples, n_features) Training data used to fit RF y : array-like of shape (n_samples,) Training response vector used to fit RF Returns ------- rf_splits : dictionary where key = feature name value = array of all RF split threshold values """ # If no rf_model given, train default random forest model if self.rf_model is None: if y is None: raise ValueError("Must provide y if rf_model is not given.") if self.classification: self.rf_model = RandomForestClassifier(n_estimators=500) else: self.rf_model = RandomForestRegressor(n_estimators=500) self.rf_model.fit(X, y) else: # provided rf model has not yet been trained if not check_is_fitted(self.rf_model): if y is None: raise ValueError( "Must provide y if rf_model has not been trained.") self.rf_model.fit(X, y) # get all random forest split points self.rf_splits = self._get_rf_splits(list(X.columns))
(self, X, y=None)
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17,713
imodels.discretization.discretizer
_get_rf_splits
Get all splits in random forest ensemble Parameters ---------- col_names : array-like of shape (n_features,) Column names for X used to train rf_model Returns ------- rule_dict : dictionary where key = feature name value = array of all RF split threshold values
def _get_rf_splits(self, col_names): """ Get all splits in random forest ensemble Parameters ---------- col_names : array-like of shape (n_features,) Column names for X used to train rf_model Returns ------- rule_dict : dictionary where key = feature name value = array of all RF split threshold values """ rule_dict = {} for model in self.rf_model.estimators_: tree = model.tree_ tree_it = enumerate(zip(tree.children_left, tree.children_right, tree.feature, tree.threshold)) for node_idx, data in tree_it: left, right, feature, th = data if (left != -1) | (right != -1): feature = col_names[feature] if feature in rule_dict: rule_dict[feature].append(th) else: rule_dict[feature] = [th] return rule_dict
(self, col_names)
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17,719
imodels.discretization.discretizer
_validate_args
Check if encode, strategy, backup_strategy arguments are valid.
def _validate_args(self): """ Check if encode, strategy, backup_strategy arguments are valid. """ super()._validate_args() valid_backup_strategy = ('uniform', 'quantile', 'kmeans') if (self.backup_strategy not in valid_backup_strategy): raise ValueError("Valid options for 'strategy' are {}. Got strategy={!r} instead." .format(valid_backup_strategy, self.backup_strategy))
(self)
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17,724
imodels.discretization.discretizer
fit
Fit the estimator. Parameters ---------- X : data frame of shape (n_samples, n_features) (Training) data to be discretized. y : array-like of shape (n_samples,) (Training) response vector. Required only if rf_model = None or rf_model has not yet been fitted Returns ------- self
def fit(self, X, y=None): """ Fit the estimator. Parameters ---------- X : data frame of shape (n_samples, n_features) (Training) data to be discretized. y : array-like of shape (n_samples,) (Training) response vector. Required only if rf_model = None or rf_model has not yet been fitted Returns ------- self """ # initialization and error checking self._fit_preprocessing(X) # get all random forest split points self._fit_rf(X=X, y=y) # features that were not used in the rf but need to be discretized self.missing_rf_cols_ = list(set(self.dcols_) - set(self.rf_splits.keys())) if len(self.missing_rf_cols_) > 0: print("{} did not appear in random forest so were discretized via {} discretization" .format(self.missing_rf_cols_, self.strategy)) missing_n_bins = np.array([self.n_bins[np.array(self.dcols_) == col][0] for col in self.missing_rf_cols_]) backup_discretizer = BasicDiscretizer(n_bins=missing_n_bins, dcols=self.missing_rf_cols_, encode='ordinal', strategy=self.backup_strategy) backup_discretizer.fit(X[self.missing_rf_cols_]) self.backup_discretizer_ = backup_discretizer else: self.backup_discretizer_ = None if self.encode == 'onehot': if len(self.missing_rf_cols_) > 0: discretized_df = backup_discretizer.transform( X[self.missing_rf_cols_]) else: discretized_df = pd.DataFrame({}, index=X.index) # do discretization based on rf split thresholds self.bin_edges_ = dict() for col in self.dcols_: if col in self.rf_splits.keys(): b = self.n_bins[np.array(self.dcols_) == col] if self.strategy == "quantile": q_values = np.linspace(0, 1, int(b) + 1) bin_edges = np.quantile(self.rf_splits[col], q_values) elif self.strategy == "uniform": width = (max(self.rf_splits[col]) - min(self.rf_splits[col])) / b bin_edges = width * \ np.arange(0, b + 1) + min(self.rf_splits[col]) self.bin_edges_[col] = bin_edges if self.encode == 'onehot': discretized_df[col] = self._discretize_to_bins( X[col], bin_edges) # fit onehot encoded X if specified if self.encode == "onehot": onehot = OneHotEncoder(drop=self.onehot_drop) # , sparse=False) onehot.fit(discretized_df[self.dcols_].astype(str)) self.onehot_ = onehot return self
(self, X, y=None)
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17,728
imodels.discretization.discretizer
reweight_n_bins
Reallocate number of bins per feature. Parameters ---------- X : data frame of shape (n_samples, n_features) (Training) data to be discretized. y : array-like of shape (n_samples,) (Training) response vector. Required only if rf_model = None or rf_model has not yet been fitted by : {'nsplits'}, default='nsplits' Specifies how to reallocate number of bins per feature. nsplits Reallocate number of bins so that each feature in dcols get at a minimum of 2 bins with the remaining bins distributed proportionally to the number of RF splits using that feature Returns ------- self.n_bins : array of shape (len(dcols),) number of bins per feature reallocated according to 'by' argument
def reweight_n_bins(self, X, y=None, by="nsplits"): """ Reallocate number of bins per feature. Parameters ---------- X : data frame of shape (n_samples, n_features) (Training) data to be discretized. y : array-like of shape (n_samples,) (Training) response vector. Required only if rf_model = None or rf_model has not yet been fitted by : {'nsplits'}, default='nsplits' Specifies how to reallocate number of bins per feature. nsplits Reallocate number of bins so that each feature in dcols get at a minimum of 2 bins with the remaining bins distributed proportionally to the number of RF splits using that feature Returns ------- self.n_bins : array of shape (len(dcols),) number of bins per feature reallocated according to 'by' argument """ # initialization and error checking self._fit_preprocessing(X) # get all random forest split points self._fit_rf(X=X, y=y) # get total number of bins to reallocate total_bins = self.n_bins.sum() # reweight n_bins if by == "nsplits": # each col gets at least 2 bins; remaining bins get # reallocated based on number of RF splits using that feature n_rules = np.array([len(self.rf_splits[col]) for col in self.dcols_]) self.n_bins = np.round(n_rules / n_rules.sum() * (total_bins - 2 * len(self.dcols_))) + 2 else: valid_by = ('nsplits') raise ValueError("Valid options for 'by' are {}. Got by={!r} instead." .format(valid_by, by))
(self, X, y=None, by='nsplits')
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17,732
imodels.util.rule
Rule
An object modeling a logical rule and add factorization methods. It is used to simplify rules and deduplicate them. Parameters ---------- rule : str The logical rule that is interpretable by a pandas query. args : object, optional Arguments associated to the rule, it is not used for factorization but it takes part of the output when the rule is converted to an array.
class Rule: """ An object modeling a logical rule and add factorization methods. It is used to simplify rules and deduplicate them. Parameters ---------- rule : str The logical rule that is interpretable by a pandas query. args : object, optional Arguments associated to the rule, it is not used for factorization but it takes part of the output when the rule is converted to an array. """ def __init__(self, rule, args=None, support=None): self.rule = rule self.args = args self.support = support self.terms = [t.split(' ') for t in self.rule.split(' and ')] self.agg_dict = {} self.factorize() self.rule = str(self) def __eq__(self, other): return self.agg_dict == other.agg_dict def __hash__(self): # FIXME : Easier method ? return hash(tuple(sorted(((i, j) for i, j in self.agg_dict.items())))) def factorize(self) -> None: for feature, symbol, value in self.terms: if (feature, symbol) not in self.agg_dict: if symbol != '==': self.agg_dict[(feature, symbol)] = str(float(value)) else: self.agg_dict[(feature, symbol)] = value else: if symbol[0] == '<': self.agg_dict[(feature, symbol)] = str(min( float(self.agg_dict[(feature, symbol)]), float(value))) elif symbol[0] == '>': self.agg_dict[(feature, symbol)] = str(max( float(self.agg_dict[(feature, symbol)]), float(value))) else: # Handle the c0 == c0 case self.agg_dict[(feature, symbol)] = value def __iter__(self): yield str(self) yield self.args def __repr__(self): return ' and '.join([' '.join( [feature, symbol, str(self.agg_dict[(feature, symbol)])]) for feature, symbol in sorted(self.agg_dict.keys()) ])
(rule, args=None, support=None)
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17,733
imodels.util.rule
__eq__
null
def __eq__(self, other): return self.agg_dict == other.agg_dict
(self, other)
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17,734
imodels.util.rule
__hash__
null
def __hash__(self): # FIXME : Easier method ? return hash(tuple(sorted(((i, j) for i, j in self.agg_dict.items()))))
(self)
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17,735
imodels.util.rule
__init__
null
def __init__(self, rule, args=None, support=None): self.rule = rule self.args = args self.support = support self.terms = [t.split(' ') for t in self.rule.split(' and ')] self.agg_dict = {} self.factorize() self.rule = str(self)
(self, rule, args=None, support=None)
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17,736
imodels.util.rule
__iter__
null
def __iter__(self): yield str(self) yield self.args
(self)
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17,737
imodels.util.rule
__repr__
null
def __repr__(self): return ' and '.join([' '.join( [feature, symbol, str(self.agg_dict[(feature, symbol)])]) for feature, symbol in sorted(self.agg_dict.keys()) ])
(self)
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17,738
imodels.util.rule
factorize
null
def factorize(self) -> None: for feature, symbol, value in self.terms: if (feature, symbol) not in self.agg_dict: if symbol != '==': self.agg_dict[(feature, symbol)] = str(float(value)) else: self.agg_dict[(feature, symbol)] = value else: if symbol[0] == '<': self.agg_dict[(feature, symbol)] = str(min( float(self.agg_dict[(feature, symbol)]), float(value))) elif symbol[0] == '>': self.agg_dict[(feature, symbol)] = str(max( float(self.agg_dict[(feature, symbol)]), float(value))) else: # Handle the c0 == c0 case self.agg_dict[(feature, symbol)] = value
(self) -> NoneType
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17,739
imodels.rule_set.rule_fit
RuleFitClassifier
null
class RuleFitClassifier(RuleFit, ClassifierMixin): ...
(n_estimators=100, tree_size=4, sample_fract='default', max_rules=30, memory_par=0.01, tree_generator=None, lin_trim_quantile=0.025, lin_standardise=True, exp_rand_tree_size=True, include_linear=True, alpha=None, cv=True, random_state=None)
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17,741
imodels.rule_set.rule_fit
__init__
null
def __init__(self, n_estimators=100, tree_size=4, sample_fract='default', max_rules=30, memory_par=0.01, tree_generator=None, lin_trim_quantile=0.025, lin_standardise=True, exp_rand_tree_size=True, include_linear=True, alpha=None, cv=True, random_state=None): self.n_estimators = n_estimators self.tree_size = tree_size self.sample_fract = sample_fract self.max_rules = max_rules self.memory_par = memory_par self.tree_generator = tree_generator self.lin_trim_quantile = lin_trim_quantile self.lin_standardise = lin_standardise self.exp_rand_tree_size = exp_rand_tree_size self.include_linear = include_linear self.alpha = alpha self.cv = cv self.random_state = random_state self.winsorizer = Winsorizer(trim_quantile=self.lin_trim_quantile) self.friedscale = FriedScale(self.winsorizer) self.stddev = None self.mean = None
(self, n_estimators=100, tree_size=4, sample_fract='default', max_rules=30, memory_par=0.01, tree_generator=None, lin_trim_quantile=0.025, lin_standardise=True, exp_rand_tree_size=True, include_linear=True, alpha=None, cv=True, random_state=None)
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17,749
imodels.rule_set.rule_fit
_extract_rules
null
def _extract_rules(self, X, y) -> List[str]: return extract_rulefit(X, y, feature_names=self.feature_placeholders, n_estimators=self.n_estimators, tree_size=self.tree_size, memory_par=self.memory_par, tree_generator=self.tree_generator, exp_rand_tree_size=self.exp_rand_tree_size, random_state=self.random_state)
(self, X, y) -> List[str]
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17,763
imodels.rule_set.rule_fit
fit
Fit and estimate linear combination of rule ensemble
def fit(self, X, y=None, feature_names=None): """Fit and estimate linear combination of rule ensemble """ X, y, feature_names = check_fit_arguments(self, X, y, feature_names) self.n_features_ = X.shape[1] self.feature_dict_ = get_feature_dict(X.shape[1], feature_names) self.feature_placeholders = np.array(list(self.feature_dict_.keys())) self.feature_names = np.array(list(self.feature_dict_.values())) extracted_rules = self._extract_rules(X, y) self.rules_without_feature_names_, self.coef, self.intercept = self._score_rules( X, y, extracted_rules) self.rules_ = [ replace_feature_name(rule, self.feature_dict_) for rule in self.rules_without_feature_names_ ] # count total rule terms, plus nonzero linear terms self.complexity_ = self._get_complexity() if self.include_linear: self.complexity_ += np.sum( np.array(self.coef[:X.shape[1]]) != 0) return self
(self, X, y=None, feature_names=None)
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17,777
imodels.rule_set.rule_fit
RuleFitRegressor
null
class RuleFitRegressor(RuleFit, RegressorMixin): ...
(n_estimators=100, tree_size=4, sample_fract='default', max_rules=30, memory_par=0.01, tree_generator=None, lin_trim_quantile=0.025, lin_standardise=True, exp_rand_tree_size=True, include_linear=True, alpha=None, cv=True, random_state=None)
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17,815
imodels.rule_set.rule_set
RuleSet
null
class RuleSet: def _extract_rules(self, X, y): pass def _score_rules(self, X, y, rules): pass def _prune_rules(self, rules): pass def _eval_weighted_rule_sum(self, X) -> np.ndarray: check_is_fitted(self, ['rules_without_feature_names_', 'n_features_', 'feature_placeholders']) X = check_array(X) if X.shape[1] != self.n_features_: raise ValueError("X.shape[1] = %d should be equal to %d, the number of features at training time." " Please reshape your data." % (X.shape[1], self.n_features_)) df = pd.DataFrame(X, columns=self.feature_placeholders) selected_rules = self.rules_without_feature_names_ scores = np.zeros(X.shape[0]) for r in selected_rules: features_r_uses = list(map(lambda x: x[0], r.agg_dict.keys())) scores[df[features_r_uses].query(str(r)).index.values] += r.args[0] return scores def _get_complexity(self): check_is_fitted(self, ['rules_without_feature_names_']) return sum([len(rule.agg_dict) for rule in self.rules_without_feature_names_])
()
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17,821
imodels.algebraic.slim
SLIMClassifier
null
class SLIMClassifier(BaseEstimator, ClassifierMixin): def __init__(self, alpha=1): '''Model is initialized during fitting Params ------ alpha: float weight for sparsity penalty ''' self.alpha = alpha def fit(self, X, y, sample_weight=None): '''fit a logistic model with integer coefficient and L1 regularization. In case the optimization fails, fit lasso and round coefs. Params ------ _sample_weight: np.ndarray (n,), optional weight for each individual sample ''' X, y = check_X_y(X, y) check_classification_targets(y) self.n_features_in_ = X.shape[1] self.classes_, y = np.unique(y, return_inverse=True) # deals with str inputs self.model_ = LogisticRegression() self.model_.classes_ = self.classes_ try: import cvxpy as cp # package for optimization, import here to make it optional from cvxpy.error import SolverError # declare the integer-valued optimization variable w = cp.Variable(X.shape[1], integer=True) # set up the minimization problem logits = -X @ w residuals = cp.multiply(1 - y, logits) - cp.logistic(logits) if sample_weight is not None: residuals = cp.multiply(sample_weight, residuals) celoss = -cp.sum(residuals) l1_penalty = self.alpha * cp.norm(w, 1) obj = cp.Minimize(celoss + l1_penalty) prob = cp.Problem(obj) try: # solve the problem using an appropriate solver prob.solve() self.model_.coef_ = np.array([w.value.astype(int)]) self.model_.intercept_ = 0 except SolverError: warnings.warn("mosek solver required for mixed-integer exponential cone " "programming. Rounding non-integer coefficients instead") self._fit_backup(X, y, sample_weight) except ImportError: warnings.warn("Should install cvxpy with pip install cvxpy. Rounding non-integer " "coefficients instead.") self._fit_backup(X, y, sample_weight) return self def _fit_backup(self, X, y, sample_weight=None): m = LogisticRegression(C=1 / self.alpha) m.fit(X, y, sample_weight=sample_weight) self.model_.coef_ = np.round(m.coef_).astype(int) self.model_.intercept_ = m.intercept_ def predict(self, X): check_is_fitted(self) X = check_array(X) return self.model_.predict(X) def predict_proba(self, X): check_is_fitted(self) X = check_array(X) return self.model_.predict_proba(X)
(alpha=1)
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0.039250969886779785, 0.021451344713568687, 0.020852701738476753, 0.028176091611385345, 0.04952766001224518 ]
17,823
imodels.algebraic.slim
__init__
Model is initialized during fitting Params ------ alpha: float weight for sparsity penalty
def __init__(self, alpha=1): '''Model is initialized during fitting Params ------ alpha: float weight for sparsity penalty ''' self.alpha = alpha
(self, alpha=1)
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17,829
imodels.algebraic.slim
_fit_backup
null
def _fit_backup(self, X, y, sample_weight=None): m = LogisticRegression(C=1 / self.alpha) m.fit(X, y, sample_weight=sample_weight) self.model_.coef_ = np.round(m.coef_).astype(int) self.model_.intercept_ = m.intercept_
(self, X, y, sample_weight=None)
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17,838
imodels.algebraic.slim
fit
fit a logistic model with integer coefficient and L1 regularization. In case the optimization fails, fit lasso and round coefs. Params ------ _sample_weight: np.ndarray (n,), optional weight for each individual sample
def fit(self, X, y, sample_weight=None): '''fit a logistic model with integer coefficient and L1 regularization. In case the optimization fails, fit lasso and round coefs. Params ------ _sample_weight: np.ndarray (n,), optional weight for each individual sample ''' X, y = check_X_y(X, y) check_classification_targets(y) self.n_features_in_ = X.shape[1] self.classes_, y = np.unique(y, return_inverse=True) # deals with str inputs self.model_ = LogisticRegression() self.model_.classes_ = self.classes_ try: import cvxpy as cp # package for optimization, import here to make it optional from cvxpy.error import SolverError # declare the integer-valued optimization variable w = cp.Variable(X.shape[1], integer=True) # set up the minimization problem logits = -X @ w residuals = cp.multiply(1 - y, logits) - cp.logistic(logits) if sample_weight is not None: residuals = cp.multiply(sample_weight, residuals) celoss = -cp.sum(residuals) l1_penalty = self.alpha * cp.norm(w, 1) obj = cp.Minimize(celoss + l1_penalty) prob = cp.Problem(obj) try: # solve the problem using an appropriate solver prob.solve() self.model_.coef_ = np.array([w.value.astype(int)]) self.model_.intercept_ = 0 except SolverError: warnings.warn("mosek solver required for mixed-integer exponential cone " "programming. Rounding non-integer coefficients instead") self._fit_backup(X, y, sample_weight) except ImportError: warnings.warn("Should install cvxpy with pip install cvxpy. Rounding non-integer " "coefficients instead.") self._fit_backup(X, y, sample_weight) return self
(self, X, y, sample_weight=None)
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17,841
imodels.algebraic.slim
predict
null
def predict(self, X): check_is_fitted(self) X = check_array(X) return self.model_.predict(X)
(self, X)
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17,842
imodels.algebraic.slim
predict_proba
null
def predict_proba(self, X): check_is_fitted(self) X = check_array(X) return self.model_.predict_proba(X)
(self, X)
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17,847
imodels.algebraic.slim
SLIMRegressor
Sparse integer linear model Params ------ alpha: float weight for sparsity penalty
class SLIMRegressor(BaseEstimator, RegressorMixin): '''Sparse integer linear model Params ------ alpha: float weight for sparsity penalty ''' def __init__(self, alpha=0.01): self.alpha = alpha def fit(self, X, y, sample_weight=None): '''fit a linear model with integer coefficient and L1 regularization. In case the optimization fails, fit lasso and round coefs. Params ------ _sample_weight: np.ndarray (n,), optional weight for each individual sample ''' X, y = check_X_y(X, y) self.n_features_in_ = X.shape[1] self.model_ = LinearRegression() try: import cvxpy as cp # package for optimization, import here to make it optional from cvxpy.error import SolverError # declare the integer-valued optimization variable w = cp.Variable(X.shape[1], integer=True) # set up the minimization problem residuals = X @ w - y if sample_weight is not None: residuals = cp.multiply(sample_weight, residuals) mse = cp.sum_squares(residuals) l1_penalty = self.alpha * cp.norm(w, 1) obj = cp.Minimize(mse + l1_penalty) prob = cp.Problem(obj) try: # solve the problem using an appropriate solver prob.solve() self.model_.coef_ = w.value.astype(int) self.model_.intercept_ = 0 except SolverError: warnings.warn("gurobi, mosek, or cplex solver required for mixed-integer " "quadratic programming. Rounding non-integer coefficients instead.") self._fit_backup(X, y, sample_weight) except ImportError: warnings.warn("Should install cvxpy with pip install cvxpy. Rounding non-integer " "coefficients instead.") self._fit_backup(X, y, sample_weight) return self def _fit_backup(self, X, y, sample_weight): m = Lasso(alpha=self.alpha) m.fit(X, y, sample_weight=sample_weight) self.model_.coef_ = np.round(m.coef_).astype(int) self.model_.intercept_ = m.intercept_ def predict(self, X): check_is_fitted(self) X = check_array(X) return self.model_.predict(X)
(alpha=0.01)
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17,849
imodels.algebraic.slim
__init__
null
def __init__(self, alpha=0.01): self.alpha = alpha
(self, alpha=0.01)
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17,855
imodels.algebraic.slim
_fit_backup
null
def _fit_backup(self, X, y, sample_weight): m = Lasso(alpha=self.alpha) m.fit(X, y, sample_weight=sample_weight) self.model_.coef_ = np.round(m.coef_).astype(int) self.model_.intercept_ = m.intercept_
(self, X, y, sample_weight)
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17,864
imodels.algebraic.slim
fit
fit a linear model with integer coefficient and L1 regularization. In case the optimization fails, fit lasso and round coefs. Params ------ _sample_weight: np.ndarray (n,), optional weight for each individual sample
def fit(self, X, y, sample_weight=None): '''fit a linear model with integer coefficient and L1 regularization. In case the optimization fails, fit lasso and round coefs. Params ------ _sample_weight: np.ndarray (n,), optional weight for each individual sample ''' X, y = check_X_y(X, y) self.n_features_in_ = X.shape[1] self.model_ = LinearRegression() try: import cvxpy as cp # package for optimization, import here to make it optional from cvxpy.error import SolverError # declare the integer-valued optimization variable w = cp.Variable(X.shape[1], integer=True) # set up the minimization problem residuals = X @ w - y if sample_weight is not None: residuals = cp.multiply(sample_weight, residuals) mse = cp.sum_squares(residuals) l1_penalty = self.alpha * cp.norm(w, 1) obj = cp.Minimize(mse + l1_penalty) prob = cp.Problem(obj) try: # solve the problem using an appropriate solver prob.solve() self.model_.coef_ = w.value.astype(int) self.model_.intercept_ = 0 except SolverError: warnings.warn("gurobi, mosek, or cplex solver required for mixed-integer " "quadratic programming. Rounding non-integer coefficients instead.") self._fit_backup(X, y, sample_weight) except ImportError: warnings.warn("Should install cvxpy with pip install cvxpy. Rounding non-integer " "coefficients instead.") self._fit_backup(X, y, sample_weight) return self
(self, X, y, sample_weight=None)
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17,872
imodels.rule_set.skope_rules
SkopeRulesClassifier
An easy-interpretable classifier optimizing simple logical rules. Parameters ---------- feature_names : list of str, optional The names of each feature to be used for returning rules in string format. precision_min : float, optional (default=0.5) The minimal precision of a rule to be selected. recall_min : float, optional (default=0.01) The minimal recall of a rule to be selected. n_estimators : int, optional (default=10) The number of base estimators (rules) to use for prediction. More are built before selection. All are available in the estimators_ attribute. max_samples : int or float, optional (default=.8) The number of samples to draw from X to train each decision tree, from which rules are generated and selected. - If int, then draw `max_samples` samples. - If float, then draw `max_samples * X.shape[0]` samples. If max_samples is larger than the number of samples provided, all samples will be used for all trees (no sampling). max_samples_features : int or float, optional (default=1.0) The number of features to draw from X to train each decision tree, from which rules are generated and selected. - If int, then draw `max_features` features. - If float, then draw `max_features * X.shape[1]` features. bootstrap : boolean, optional (default=False) Whether samples are drawn with replacement. bootstrap_features : boolean, optional (default=False) Whether features are drawn with replacement. max_depth : integer or List or None, optional (default=3) The maximum depth of the decision trees. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. If an iterable is passed, you will train n_estimators for each tree depth. It allows you to create and compare rules of different length. max_depth_duplication : integer, optional (default=None) The maximum depth of the decision tree for rule deduplication, if None then no deduplication occurs. max_features : int, float, string or None, optional (default="auto") The number of features considered (by each decision tree) when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)` (same as "auto"). - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. min_samples_split : int, float, optional (default=2) The minimum number of samples required to split an internal node for each decision tree. - If int, then consider `min_samples_split` as the minimum number. - If float, then `min_samples_split` is a percentage and `ceil(min_samples_split * n_samples)` are the minimum number of samples for each split. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. random_state : int, RandomState instance or None, optional - If int, random_state is the seed used by the random number generator. - If RandomState instance, random_state is the random number generator. - If None, the random number generator is the RandomState instance used by `np.random`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. Attributes ---------- rules_ : dict of tuples (rule, precision, recall, nb). The collection of `n_estimators` rules used in the ``predict`` method. The rules are generated by fitted sub-estimators (decision trees). Each rule satisfies recall_min and precision_min conditions. The selection is done according to OOB precisions. estimators_ : list of DecisionTreeClassifier The collection of fitted sub-estimators used to generate candidate rules. estimators_samples_ : list of arrays The subset of drawn samples (i.e., the in-bag samples) for each base estimator. estimators_features_ : list of arrays The subset of drawn features for each base estimator. max_samples_ : integer The actual number of samples n_features_ : integer The number of features when ``fit`` is performed. classes_ : array, shape (n_classes,) The classes labels.
class SkopeRulesClassifier(BaseEstimator, RuleSet, ClassifierMixin): """An easy-interpretable classifier optimizing simple logical rules. Parameters ---------- feature_names : list of str, optional The names of each feature to be used for returning rules in string format. precision_min : float, optional (default=0.5) The minimal precision of a rule to be selected. recall_min : float, optional (default=0.01) The minimal recall of a rule to be selected. n_estimators : int, optional (default=10) The number of base estimators (rules) to use for prediction. More are built before selection. All are available in the estimators_ attribute. max_samples : int or float, optional (default=.8) The number of samples to draw from X to train each decision tree, from which rules are generated and selected. - If int, then draw `max_samples` samples. - If float, then draw `max_samples * X.shape[0]` samples. If max_samples is larger than the number of samples provided, all samples will be used for all trees (no sampling). max_samples_features : int or float, optional (default=1.0) The number of features to draw from X to train each decision tree, from which rules are generated and selected. - If int, then draw `max_features` features. - If float, then draw `max_features * X.shape[1]` features. bootstrap : boolean, optional (default=False) Whether samples are drawn with replacement. bootstrap_features : boolean, optional (default=False) Whether features are drawn with replacement. max_depth : integer or List or None, optional (default=3) The maximum depth of the decision trees. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. If an iterable is passed, you will train n_estimators for each tree depth. It allows you to create and compare rules of different length. max_depth_duplication : integer, optional (default=None) The maximum depth of the decision tree for rule deduplication, if None then no deduplication occurs. max_features : int, float, string or None, optional (default="auto") The number of features considered (by each decision tree) when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a percentage and `int(max_features * n_features)` features are considered at each split. - If "auto", then `max_features=sqrt(n_features)`. - If "sqrt", then `max_features=sqrt(n_features)` (same as "auto"). - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than ``max_features`` features. min_samples_split : int, float, optional (default=2) The minimum number of samples required to split an internal node for each decision tree. - If int, then consider `min_samples_split` as the minimum number. - If float, then `min_samples_split` is a percentage and `ceil(min_samples_split * n_samples)` are the minimum number of samples for each split. n_jobs : integer, optional (default=1) The number of jobs to run in parallel for both `fit` and `predict`. If -1, then the number of jobs is set to the number of cores. random_state : int, RandomState instance or None, optional - If int, random_state is the seed used by the random number generator. - If RandomState instance, random_state is the random number generator. - If None, the random number generator is the RandomState instance used by `np.random`. verbose : int, optional (default=0) Controls the verbosity of the tree building process. Attributes ---------- rules_ : dict of tuples (rule, precision, recall, nb). The collection of `n_estimators` rules used in the ``predict`` method. The rules are generated by fitted sub-estimators (decision trees). Each rule satisfies recall_min and precision_min conditions. The selection is done according to OOB precisions. estimators_ : list of DecisionTreeClassifier The collection of fitted sub-estimators used to generate candidate rules. estimators_samples_ : list of arrays The subset of drawn samples (i.e., the in-bag samples) for each base estimator. estimators_features_ : list of arrays The subset of drawn features for each base estimator. max_samples_ : integer The actual number of samples n_features_ : integer The number of features when ``fit`` is performed. classes_ : array, shape (n_classes,) The classes labels. """ def __init__(self, precision_min=0.5, recall_min=0.01, n_estimators=10, max_samples=.8, max_samples_features=.8, bootstrap=False, bootstrap_features=False, max_depth=3, max_depth_duplication=None, max_features=1., min_samples_split=2, n_jobs=1, random_state=None, verbose=0): self.precision_min = precision_min self.recall_min = recall_min self.n_estimators = n_estimators self.max_samples = max_samples self.max_samples_features = max_samples_features self.bootstrap = bootstrap self.bootstrap_features = bootstrap_features self.max_depth = max_depth self.max_depth_duplication = max_depth_duplication self.max_features = max_features self.min_samples_split = min_samples_split self.n_jobs = n_jobs self.random_state = random_state self.verbose = verbose def fit(self, X, y, feature_names=None, sample_weight=None): """Fit the model according to the given training data. Parameters ---------- X : array-like, shape (n_samples, n_features) Training vector, where n_samples is the number of samples and n_features is the number of features. y : array-like, shape (n_samples,) Target vector relative to X. Has to follow the convention 0 for normal data, 1 for anomalies. sample_weight : array-like, shape (n_samples,) optional Array of weights that are assigned to individual samples, typically the amount in case of transactions data. Used to grow regression trees producing further rules to be tested. If not provided, then each sample is given unit weight. Returns ------- self : object Returns self. """ X, y, feature_names = check_fit_arguments(self, X, y, feature_names) check_classification_targets(y) self.n_features_ = X.shape[1] self.sample_weight = sample_weight self.classes_ = unique_labels(y) n_classes = len(self.classes_) if n_classes < 2: raise ValueError( "This method needs samples of at least 2 classes in the data, but the data contains only one class: %r" % self.classes_[0] ) if not isinstance(self.max_depth_duplication, int) and self.max_depth_duplication is not None: raise ValueError("max_depth_duplication should be an integer") if not set(self.classes_) == {0, 1}: warn( "Found labels %s. This method assumes target class to be labeled as 1 and normal data to be labeled as " "0. Any label different from 0 will be considered as being from th
(precision_min=0.5, recall_min=0.01, n_estimators=10, max_samples=0.8, max_samples_features=0.8, bootstrap=False, bootstrap_features=False, max_depth=3, max_depth_duplication=None, max_features=1.0, min_samples_split=2, n_jobs=1, random_state=None, verbose=0)
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17,874
imodels.rule_set.skope_rules
__init__
null
def __init__(self, precision_min=0.5, recall_min=0.01, n_estimators=10, max_samples=.8, max_samples_features=.8, bootstrap=False, bootstrap_features=False, max_depth=3, max_depth_duplication=None, max_features=1., min_samples_split=2, n_jobs=1, random_state=None, verbose=0): self.precision_min = precision_min self.recall_min = recall_min self.n_estimators = n_estimators self.max_samples = max_samples self.max_samples_features = max_samples_features self.bootstrap = bootstrap self.bootstrap_features = bootstrap_features self.max_depth = max_depth self.max_depth_duplication = max_depth_duplication self.max_features = max_features self.min_samples_split = min_samples_split self.n_jobs = n_jobs self.random_state = random_state self.verbose = verbose
(self, precision_min=0.5, recall_min=0.01, n_estimators=10, max_samples=0.8, max_samples_features=0.8, bootstrap=False, bootstrap_features=False, max_depth=3, max_depth_duplication=None, max_features=1.0, min_samples_split=2, n_jobs=1, random_state=None, verbose=0)
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17,881
imodels.rule_set.skope_rules
_extract_rules
null
def _extract_rules(self, X, y) -> Tuple[List[str], List[np.array], List[np.array]]: return extract_skope(X, y, feature_names=self.feature_placeholders, sample_weight=self.sample_weight, n_estimators=self.n_estimators, max_samples=self.max_samples_, max_samples_features=self.max_samples_features, bootstrap=self.bootstrap, bootstrap_features=self.bootstrap_features, max_depths=self.max_depth, max_features=self.max_features, min_samples_split=self.min_samples_split, n_jobs=self.n_jobs, random_state=self.random_state, verbose=self.verbose)
(self, X, y) -> Tuple[List[str], List[<built-in function array>], List[<built-in function array>]]
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17,892
imodels.rule_set.skope_rules
_score_rules
null
def _score_rules(self, X, y, rules) -> List[Rule]: return score_precision_recall(X, y, rules, self.estimators_samples_, self.estimators_features_, self.feature_placeholders)
(self, X, y, rules) -> List[imodels.util.rule.Rule]
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17,896
imodels.rule_set.skope_rules
fit
Fit the model according to the given training data. Parameters ---------- X : array-like, shape (n_samples, n_features) Training vector, where n_samples is the number of samples and n_features is the number of features. y : array-like, shape (n_samples,) Target vector relative to X. Has to follow the convention 0 for normal data, 1 for anomalies. sample_weight : array-like, shape (n_samples,) optional Array of weights that are assigned to individual samples, typically the amount in case of transactions data. Used to grow regression trees producing further rules to be tested. If not provided, then each sample is given unit weight. Returns ------- self : object Returns self.
def fit(self, X, y, feature_names=None, sample_weight=None): """Fit the model according to the given training data. Parameters ---------- X : array-like, shape (n_samples, n_features) Training vector, where n_samples is the number of samples and n_features is the number of features. y : array-like, shape (n_samples,) Target vector relative to X. Has to follow the convention 0 for normal data, 1 for anomalies. sample_weight : array-like, shape (n_samples,) optional Array of weights that are assigned to individual samples, typically the amount in case of transactions data. Used to grow regression trees producing further rules to be tested. If not provided, then each sample is given unit weight. Returns ------- self : object Returns self. """ X, y, feature_names = check_fit_arguments(self, X, y, feature_names) check_classification_targets(y) self.n_features_ = X.shape[1] self.sample_weight = sample_weight self.classes_ = unique_labels(y) n_classes = len(self.classes_) if n_classes < 2: raise ValueError( "This method needs samples of at least 2 classes in the data, but the data contains only one class: %r" % self.classes_[0] ) if not isinstance(self.max_depth_duplication, int) and self.max_depth_duplication is not None: raise ValueError("max_depth_duplication should be an integer") if not set(self.classes_) == {0, 1}: warn( "Found labels %s. This method assumes target class to be labeled as 1 and normal data to be labeled as " "0. Any label different from 0 will be considered as being from the target class." % set(self.classes_) ) y = (y > 0) # ensure that max_samples is in [1, n_samples]: n_samples = X.shape[0] if isinstance(self.max_samples, six.string_types): raise ValueError( 'max_samples (%s) is not supported. Valid choices are: "auto", int or float' % self.max_samples ) elif isinstance(self.max_samples, INTEGER_TYPES): if self.max_samples > n_samples: warn( "max_samples (%s) is greater than the total number of samples (%s). max_samples will be set " "to n_samples for estimation." % (self.max_samples, n_samples) ) max_samples = n_samples else: max_samples = self.max_samples else: # float if not (0. < self.max_samples <= 1.): raise ValueError("max_samples must be in (0, 1], got %r" % self.max_samples) max_samples = int(self.max_samples * X.shape[0]) self.max_samples_ = max_samples self.feature_dict_ = get_feature_dict(X.shape[1], feature_names) self.feature_placeholders = np.array(list(self.feature_dict_.keys())) self.feature_names = np.array(list(self.feature_dict_.values())) extracted_rules, self.estimators_samples_, self.estimators_features_ = self._extract_rules(X, y) scored_rules = self._score_rules(X, y, extracted_rules) self.rules_ = self._prune_rules(scored_rules) self.rules_without_feature_names_ = self.rules_ self.rules_ = [ replace_feature_name(rule, self.feature_dict_) for rule in self.rules_ ] self.complexity_ = self._get_complexity() return self
(self, X, y, feature_names=None, sample_weight=None)
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17,902
sklearn.utils._metadata_requests
set_fit_request
Request metadata passed to the ``fit`` method. Note that this method is only relevant if ``enable_metadata_routing=True`` (see :func:`sklearn.set_config`). Please see :ref:`User Guide <metadata_routing>` on how the routing mechanism works. The options for each parameter are: - ``True``: metadata is requested, and passed to ``fit`` if provided. The request is ignored if metadata is not provided. - ``False``: metadata is not requested and the meta-estimator will not pass it to ``fit``. - ``None``: metadata is not requested, and the meta-estimator will raise an error if the user provides it. - ``str``: metadata should be passed to the meta-estimator with this given alias instead of the original name. The default (``sklearn.utils.metadata_routing.UNCHANGED``) retains the existing request. This allows you to change the request for some parameters and not others. .. versionadded:: 1.3 .. note:: This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a :class:`~sklearn.pipeline.Pipeline`. Otherwise it has no effect. Parameters ---------- feature_names : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``feature_names`` parameter in ``fit``. sample_weight : str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED Metadata routing for ``sample_weight`` parameter in ``fit``. Returns ------- self : object The updated object.
def __get__(self, instance, owner): # we would want to have a method which accepts only the expected args def func(**kw): """Updates the request for provided parameters This docstring is overwritten below. See REQUESTER_DOC for expected functionality """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)}. Accepted arguments" f" are: {set(self.keys)}" ) requests = instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) instance._metadata_request = requests return instance # Now we set the relevant attributes of the function so that it seems # like a normal method to the end user, with known expected arguments. func.__name__ = f"set_{self.name}_request" params = [ inspect.Parameter( name="self", kind=inspect.Parameter.POSITIONAL_OR_KEYWORD, annotation=owner, ) ] params.extend( [ inspect.Parameter( k, inspect.Parameter.KEYWORD_ONLY, default=UNCHANGED, annotation=Optional[Union[bool, None, str]], ) for k in self.keys ] ) func.__signature__ = inspect.Signature( params, return_annotation=owner, ) doc = REQUESTER_DOC.format(method=self.name) for metadata in self.keys: doc += REQUESTER_DOC_PARAM.format(metadata=metadata, method=self.name) doc += REQUESTER_DOC_RETURN func.__doc__ = doc return func
(self: imodels.rule_set.skope_rules.SkopeRulesClassifier, *, feature_names: Union[bool, NoneType, str] = '$UNCHANGED$', sample_weight: Union[bool, NoneType, str] = '$UNCHANGED$') -> imodels.rule_set.skope_rules.SkopeRulesClassifier
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17,905
imodels.rule_set.slipper_util
SlipperBaseEstimator
An estimator that supports building rules as described in A Simple, Fast, and Effective Rule Learner (1999). Intended to be used as part of the SlipperRulesClassifier.
class SlipperBaseEstimator(BaseEstimator, ClassifierMixin): """ An estimator that supports building rules as described in A Simple, Fast, and Effective Rule Learner (1999). Intended to be used as part of the SlipperRulesClassifier. """ def __init__(self): self.Z = None self.rule = None self.D = None def _make_candidate(self, X, y, curr_rule, feat, A_c): """ Make candidate rules for grow routine to compare scores""" # make candidate rules candidates = [curr_rule.copy() for _ in range(3)] candidates = [ x + [{ 'feature': int(feat), 'operator': operator, 'pivot': float(A_c)}] for x, operator in zip(candidates, ['>', '<', '==']) ] # pick best condition Zs = [self._grow_rule_obj(X, y, r) for r in candidates] return candidates[Zs.index(max(Zs))] def _condition_classify(self, X, condition): """ Helper function to make classifications for a condition in a rule """ logic = 'X[:, {}] {} {}'.format( condition['feature'], condition['operator'], condition['pivot'] ) output = np.where(eval(logic)) return output[0] def _rule_predict(self, X, rule): """ return all indices for which the passed rule holds on X """ preds = np.zeros(X.shape[0]) positive_cases = set(range(X.shape[0])) for condition in rule: outputs = set(list(self._condition_classify(X, condition))) positive_cases = positive_cases.intersection(outputs) preds[list(positive_cases)] = 1 return preds def _get_design_matrices(self, X, y, rule): """ produce design matrices used in most equations""" preds = self._rule_predict(X, rule) W_plus_idx = np.where((preds == 1) & (y == 1)) W_minus_idx = np.where((preds == 1) & (y == 0)) return np.sum(self.D[W_plus_idx]), np.sum(self.D[W_minus_idx]) def _grow_rule_obj(self, X, y, rule): """ equation to maximize in growing rule equation 6 from Cohen & Singer (1999) """ W_plus, W_minus = self._get_design_matrices(X, y, rule) # C_R = self._sample_weight(W_plus, W_minus) return np.sqrt(W_plus) - np.sqrt(W_minus) def _sample_weight(self, plus, minus): """ Calculate learner sample weight in paper this is C_R, which is confidence of learner """ return 0.5 * np.log((plus + (1 / (2 * len(self.D)))) / (minus + 1 / (2 * len(self.D)))) def _grow_rule(self, X, y): """ Starts with empty conjunction of conditions and greedily adds rules to maximize Z_tilde """ stop_condition = False features = list(range(X.shape[1])) # rule is stored as a list of dictionaries, each dictionary is a condition curr_rule = [] while not stop_condition: candidate_rule = curr_rule.copy() for feat in features: try: pivots = np.percentile(X[:, feat], range(0, 100, 4), method='linear') except: pivots = np.percentile(X[:, feat], range(0, 100, 4), # deprecated interpolation='midpoint') # get a list of possible rules feature_candidates = [ self._make_candidate(X, y, curr_rule, feat, A_c) for A_c in pivots ] # get max Z_tilde and update candidate accordingly tildes = [self._grow_rule_obj(X, y, r) for r in feature_candidates] if max(tildes) > self._grow_rule_obj(X, y, candidate_rule): candidate_rule = feature_candidates[ tildes.index(max(tildes)) ] preds = self._rule_predict(X, candidate_rule) negative_coverage = np.where((preds == y) & (y == 0)) if self._grow_rule_obj(X, y, curr_rule) >= self._grow_rule_obj(X, y, candidate_rule) or \ len(negative_coverage) == 0: stop_condition = True else: curr_rule = candidate_rule.copy() return curr_rule def _prune_rule(self, X, y, rule): """ Remove conditions from greedily built rule until objective does not improve """ stop_condition = False curr_rule = rule.copy() while not stop_condition: candidate_rules = [] if len(curr_rule) == 1: return curr_rule candidate_rules = [ self._pop_condition(curr_rule, condition) for condition in curr_rule ] prune_objs = [self._prune_rule_obj(X, y, rule) for x in candidate_rules] best_prune = candidate_rules[ prune_objs.index(min(prune_objs)) ] if self._prune_rule_obj(X, y, rule) > self._prune_rule_obj(X, y, rule): curr_rule = best_prune.copy() else: stop_condition = True return curr_rule def _pop_condition(self, rule, condition): """ Remove a condition from an existing Rule object """ temp = rule.copy() temp.remove(condition) return temp def _make_default_rule(self, X, y): """ Make the default rule that is true for every observation of data set. Without default rule a SlipperBaseEstimator would never predict negative """ default_rule = [] features = random.choices( range(X.shape[1]), k=random.randint(2, 8) ) default_rule.append({ 'feature': str(features[0]), 'operator': '>', 'pivot': str(min(X[:, features[0]])) }) for i, x in enumerate(features): if i % 2: default_rule.append({ 'feature': x, 'operator': '<', 'pivot': str(max(X[:, x])) }) else: default_rule.append({ 'feature': x, 'operator': '>', 'pivot': str(min(X[:, x])) }) return default_rule def _prune_rule_obj(self, X, y, rule): """ objective function for prune rule routine eq 7 from Cohen & Singer (1999) """ V_plus, V_minus = self._get_design_matrices(X, y, rule) C_R = self._sample_weight(V_plus, V_minus) return (1 - V_plus - V_minus) + V_plus * np.exp(-C_R) \ + V_minus * np.exp(C_R) def _eq_5(self, X, y, rule): """ equation 5 from Cohen & Singer (1999) used to compare the learned rule with a default rule """ W_plus, W_minus = self._get_design_matrices(X, y, rule) return 1 - np.square(np.sqrt(W_plus) - np.sqrt(W_minus)) def _set_rule_or_default(self, X, y, learned_rule): """ Compare output of eq 5 between learned rule and default rule return rule that minimizes eq 5 """ rules = [self._make_default_rule(X, y), learned_rule] scores = [self._eq_5(X, y, rule) for rule in rules] self.rule = rules[scores.index(min(scores))] def _make_feature_dict(self, num_features, features): """ Map features to place holder names """ if features is None: new_feats = ['X_' + str(i) for i in range(num_features)] else: new_feats = features self.feature_dict = { old_feat: new_feat for old_feat, new_feat in enumerate(new_feats) } def predict_proba(self, X): proba = self.predict(X) proba = proba.reshape(-1, 1) proba = np.hstack([ np.zeros(proba.shape), proba ]) return proba def predict(self,
()
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17,907
imodels.rule_set.slipper_util
__init__
null
def __init__(self): self.Z = None self.rule = None self.D = None
(self)
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17,913
imodels.rule_set.slipper_util
_condition_classify
Helper function to make classifications for a condition in a rule
def _condition_classify(self, X, condition): """ Helper function to make classifications for a condition in a rule """ logic = 'X[:, {}] {} {}'.format( condition['feature'], condition['operator'], condition['pivot'] ) output = np.where(eval(logic)) return output[0]
(self, X, condition)
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17,914
imodels.rule_set.slipper_util
_eq_5
equation 5 from Cohen & Singer (1999) used to compare the learned rule with a default rule
def _eq_5(self, X, y, rule): """ equation 5 from Cohen & Singer (1999) used to compare the learned rule with a default rule """ W_plus, W_minus = self._get_design_matrices(X, y, rule) return 1 - np.square(np.sqrt(W_plus) - np.sqrt(W_minus))
(self, X, y, rule)
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17,915
imodels.rule_set.slipper_util
_get_design_matrices
produce design matrices used in most equations
def _get_design_matrices(self, X, y, rule): """ produce design matrices used in most equations""" preds = self._rule_predict(X, rule) W_plus_idx = np.where((preds == 1) & (y == 1)) W_minus_idx = np.where((preds == 1) & (y == 0)) return np.sum(self.D[W_plus_idx]), np.sum(self.D[W_minus_idx])
(self, X, y, rule)
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17,919
imodels.rule_set.slipper_util
_grow_rule
Starts with empty conjunction of conditions and greedily adds rules to maximize Z_tilde
def _grow_rule(self, X, y): """ Starts with empty conjunction of conditions and greedily adds rules to maximize Z_tilde """ stop_condition = False features = list(range(X.shape[1])) # rule is stored as a list of dictionaries, each dictionary is a condition curr_rule = [] while not stop_condition: candidate_rule = curr_rule.copy() for feat in features: try: pivots = np.percentile(X[:, feat], range(0, 100, 4), method='linear') except: pivots = np.percentile(X[:, feat], range(0, 100, 4), # deprecated interpolation='midpoint') # get a list of possible rules feature_candidates = [ self._make_candidate(X, y, curr_rule, feat, A_c) for A_c in pivots ] # get max Z_tilde and update candidate accordingly tildes = [self._grow_rule_obj(X, y, r) for r in feature_candidates] if max(tildes) > self._grow_rule_obj(X, y, candidate_rule): candidate_rule = feature_candidates[ tildes.index(max(tildes)) ] preds = self._rule_predict(X, candidate_rule) negative_coverage = np.where((preds == y) & (y == 0)) if self._grow_rule_obj(X, y, curr_rule) >= self._grow_rule_obj(X, y, candidate_rule) or \ len(negative_coverage) == 0: stop_condition = True else: curr_rule = candidate_rule.copy() return curr_rule
(self, X, y)
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17,920
imodels.rule_set.slipper_util
_grow_rule_obj
equation to maximize in growing rule equation 6 from Cohen & Singer (1999)
def _grow_rule_obj(self, X, y, rule): """ equation to maximize in growing rule equation 6 from Cohen & Singer (1999) """ W_plus, W_minus = self._get_design_matrices(X, y, rule) # C_R = self._sample_weight(W_plus, W_minus) return np.sqrt(W_plus) - np.sqrt(W_minus)
(self, X, y, rule)
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17,921
imodels.rule_set.slipper_util
_make_candidate
Make candidate rules for grow routine to compare scores
def _make_candidate(self, X, y, curr_rule, feat, A_c): """ Make candidate rules for grow routine to compare scores""" # make candidate rules candidates = [curr_rule.copy() for _ in range(3)] candidates = [ x + [{ 'feature': int(feat), 'operator': operator, 'pivot': float(A_c)}] for x, operator in zip(candidates, ['>', '<', '==']) ] # pick best condition Zs = [self._grow_rule_obj(X, y, r) for r in candidates] return candidates[Zs.index(max(Zs))]
(self, X, y, curr_rule, feat, A_c)
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17,922
imodels.rule_set.slipper_util
_make_default_rule
Make the default rule that is true for every observation of data set. Without default rule a SlipperBaseEstimator would never predict negative
def _make_default_rule(self, X, y): """ Make the default rule that is true for every observation of data set. Without default rule a SlipperBaseEstimator would never predict negative """ default_rule = [] features = random.choices( range(X.shape[1]), k=random.randint(2, 8) ) default_rule.append({ 'feature': str(features[0]), 'operator': '>', 'pivot': str(min(X[:, features[0]])) }) for i, x in enumerate(features): if i % 2: default_rule.append({ 'feature': x, 'operator': '<', 'pivot': str(max(X[:, x])) }) else: default_rule.append({ 'feature': x, 'operator': '>', 'pivot': str(min(X[:, x])) }) return default_rule
(self, X, y)
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17,923
imodels.rule_set.slipper_util
_make_feature_dict
Map features to place holder names
def _make_feature_dict(self, num_features, features): """ Map features to place holder names """ if features is None: new_feats = ['X_' + str(i) for i in range(num_features)] else: new_feats = features self.feature_dict = { old_feat: new_feat for old_feat, new_feat in enumerate(new_feats) }
(self, num_features, features)
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17,925
imodels.rule_set.slipper_util
_pop_condition
Remove a condition from an existing Rule object
def _pop_condition(self, rule, condition): """ Remove a condition from an existing Rule object """ temp = rule.copy() temp.remove(condition) return temp
(self, rule, condition)
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