fr/fr_env/lib/python3.8/site-packages/sklearn/multioutput.py

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"""
This module implements multioutput regression and classification.
The estimators provided in this module are meta-estimators: they require
a base estimator to be provided in their constructor. The meta-estimator
extends single output estimators to multioutput estimators.
"""
# Author: Tim Head <betatim@gmail.com>
# Author: Hugo Bowne-Anderson <hugobowne@gmail.com>
# Author: Chris Rivera <chris.richard.rivera@gmail.com>
# Author: Michael Williamson
# Author: James Ashton Nichols <james.ashton.nichols@gmail.com>
#
# License: BSD 3 clause
import numpy as np
import scipy.sparse as sp
from joblib import Parallel
from abc import ABCMeta, abstractmethod
from .base import BaseEstimator, clone, MetaEstimatorMixin
from .base import RegressorMixin, ClassifierMixin, is_classifier
from .model_selection import cross_val_predict
from .utils import check_array, check_X_y, check_random_state
from .utils.metaestimators import if_delegate_has_method
from .utils.validation import (check_is_fitted, has_fit_parameter,
_check_fit_params, _deprecate_positional_args)
from .utils.multiclass import check_classification_targets
from .utils.fixes import delayed
__all__ = ["MultiOutputRegressor", "MultiOutputClassifier",
"ClassifierChain", "RegressorChain"]
def _fit_estimator(estimator, X, y, sample_weight=None, **fit_params):
estimator = clone(estimator)
if sample_weight is not None:
estimator.fit(X, y, sample_weight=sample_weight, **fit_params)
else:
estimator.fit(X, y, **fit_params)
return estimator
def _partial_fit_estimator(estimator, X, y, classes=None, sample_weight=None,
first_time=True):
if first_time:
estimator = clone(estimator)
if sample_weight is not None:
if classes is not None:
estimator.partial_fit(X, y, classes=classes,
sample_weight=sample_weight)
else:
estimator.partial_fit(X, y, sample_weight=sample_weight)
else:
if classes is not None:
estimator.partial_fit(X, y, classes=classes)
else:
estimator.partial_fit(X, y)
return estimator
class _MultiOutputEstimator(MetaEstimatorMixin,
BaseEstimator,
metaclass=ABCMeta):
@abstractmethod
@_deprecate_positional_args
def __init__(self, estimator, *, n_jobs=None):
self.estimator = estimator
self.n_jobs = n_jobs
@if_delegate_has_method('estimator')
def partial_fit(self, X, y, classes=None, sample_weight=None):
"""Incrementally fit the model to data.
Fit a separate model for each output variable.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Data.
y : {array-like, sparse matrix} of shape (n_samples, n_outputs)
Multi-output targets.
classes : list of ndarray of shape (n_outputs,)
Each array is unique classes for one output in str/int
Can be obtained by via
``[np.unique(y[:, i]) for i in range(y.shape[1])]``, where y is the
target matrix of the entire dataset.
This argument is required for the first call to partial_fit
and can be omitted in the subsequent calls.
Note that y doesn't need to contain all labels in `classes`.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted.
Only supported if the underlying regressor supports sample
weights.
Returns
-------
self : object
"""
X, y = check_X_y(X, y,
force_all_finite=False,
multi_output=True,
accept_sparse=True)
if y.ndim == 1:
raise ValueError("y must have at least two dimensions for "
"multi-output regression but has only one.")
if (sample_weight is not None and
not has_fit_parameter(self.estimator, 'sample_weight')):
raise ValueError("Underlying estimator does not support"
" sample weights.")
first_time = not hasattr(self, 'estimators_')
self.estimators_ = Parallel(n_jobs=self.n_jobs)(
delayed(_partial_fit_estimator)(
self.estimators_[i] if not first_time else self.estimator,
X, y[:, i],
classes[i] if classes is not None else None,
sample_weight, first_time) for i in range(y.shape[1]))
return self
def fit(self, X, y, sample_weight=None, **fit_params):
""" Fit the model to data.
Fit a separate model for each output variable.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Data.
y : {array-like, sparse matrix} of shape (n_samples, n_outputs)
Multi-output targets. An indicator matrix turns on multilabel
estimation.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted.
Only supported if the underlying regressor supports sample
weights.
**fit_params : dict of string -> object
Parameters passed to the ``estimator.fit`` method of each step.
.. versionadded:: 0.23
Returns
-------
self : object
"""
if not hasattr(self.estimator, "fit"):
raise ValueError("The base estimator should implement"
" a fit method")
X, y = self._validate_data(X, y,
force_all_finite=False,
multi_output=True, accept_sparse=True)
if is_classifier(self):
check_classification_targets(y)
if y.ndim == 1:
raise ValueError("y must have at least two dimensions for "
"multi-output regression but has only one.")
if (sample_weight is not None and
not has_fit_parameter(self.estimator, 'sample_weight')):
raise ValueError("Underlying estimator does not support"
" sample weights.")
fit_params_validated = _check_fit_params(X, fit_params)
self.estimators_ = Parallel(n_jobs=self.n_jobs)(
delayed(_fit_estimator)(
self.estimator, X, y[:, i], sample_weight,
**fit_params_validated)
for i in range(y.shape[1]))
return self
def predict(self, X):
"""Predict multi-output variable using a model
trained for each target variable.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Data.
Returns
-------
y : {array-like, sparse matrix} of shape (n_samples, n_outputs)
Multi-output targets predicted across multiple predictors.
Note: Separate models are generated for each predictor.
"""
check_is_fitted(self)
if not hasattr(self.estimator, "predict"):
raise ValueError("The base estimator should implement"
" a predict method")
X = check_array(X, force_all_finite=False, accept_sparse=True)
y = Parallel(n_jobs=self.n_jobs)(
delayed(e.predict)(X)
for e in self.estimators_)
return np.asarray(y).T
def _more_tags(self):
return {'multioutput_only': True}
class MultiOutputRegressor(RegressorMixin, _MultiOutputEstimator):
"""Multi target regression
This strategy consists of fitting one regressor per target. This is a
simple strategy for extending regressors that do not natively support
multi-target regression.
.. versionadded:: 0.18
Parameters
----------
estimator : estimator object
An estimator object implementing :term:`fit` and :term:`predict`.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel.
:meth:`fit`, :meth:`predict` and :meth:`partial_fit` (if supported
by the passed estimator) will be parallelized for each target.
When individual estimators are fast to train or predict,
using ``n_jobs > 1`` can result in slower performance due
to the parallelism overhead.
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
``-1`` means using all available processes / threads.
See :term:`Glossary <n_jobs>` for more details.
.. versionchanged:: 0.20
`n_jobs` default changed from 1 to None
Attributes
----------
estimators_ : list of ``n_output`` estimators
Estimators used for predictions.
Examples
--------
>>> import numpy as np
>>> from sklearn.datasets import load_linnerud
>>> from sklearn.multioutput import MultiOutputRegressor
>>> from sklearn.linear_model import Ridge
>>> X, y = load_linnerud(return_X_y=True)
>>> clf = MultiOutputRegressor(Ridge(random_state=123)).fit(X, y)
>>> clf.predict(X[[0]])
array([[176..., 35..., 57...]])
"""
@_deprecate_positional_args
def __init__(self, estimator, *, n_jobs=None):
super().__init__(estimator, n_jobs=n_jobs)
@if_delegate_has_method('estimator')
def partial_fit(self, X, y, sample_weight=None):
"""Incrementally fit the model to data.
Fit a separate model for each output variable.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Data.
y : {array-like, sparse matrix} of shape (n_samples, n_outputs)
Multi-output targets.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted.
Only supported if the underlying regressor supports sample
weights.
Returns
-------
self : object
"""
super().partial_fit(
X, y, sample_weight=sample_weight)
class MultiOutputClassifier(ClassifierMixin, _MultiOutputEstimator):
"""Multi target classification
This strategy consists of fitting one classifier per target. This is a
simple strategy for extending classifiers that do not natively support
multi-target classification
Parameters
----------
estimator : estimator object
An estimator object implementing :term:`fit`, :term:`score` and
:term:`predict_proba`.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel.
:meth:`fit`, :meth:`predict` and :meth:`partial_fit` (if supported
by the passed estimator) will be parallelized for each target.
When individual estimators are fast to train or predict,
using ``n_jobs > 1`` can result in slower performance due
to the parallelism overhead.
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
``-1`` means using all available processes / threads.
See :term:`Glossary <n_jobs>` for more details.
.. versionchanged:: 0.20
`n_jobs` default changed from 1 to None
Attributes
----------
classes_ : ndarray of shape (n_classes,)
Class labels.
estimators_ : list of ``n_output`` estimators
Estimators used for predictions.
Examples
--------
>>> import numpy as np
>>> from sklearn.datasets import make_multilabel_classification
>>> from sklearn.multioutput import MultiOutputClassifier
>>> from sklearn.neighbors import KNeighborsClassifier
>>> X, y = make_multilabel_classification(n_classes=3, random_state=0)
>>> clf = MultiOutputClassifier(KNeighborsClassifier()).fit(X, y)
>>> clf.predict(X[-2:])
array([[1, 1, 0], [1, 1, 1]])
"""
@_deprecate_positional_args
def __init__(self, estimator, *, n_jobs=None):
super().__init__(estimator, n_jobs=n_jobs)
def fit(self, X, Y, sample_weight=None, **fit_params):
"""Fit the model to data matrix X and targets Y.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
The input data.
Y : array-like of shape (n_samples, n_classes)
The target values.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted.
Only supported if the underlying classifier supports sample
weights.
**fit_params : dict of string -> object
Parameters passed to the ``estimator.fit`` method of each step.
.. versionadded:: 0.23
Returns
-------
self : object
"""
super().fit(X, Y, sample_weight, **fit_params)
self.classes_ = [estimator.classes_ for estimator in self.estimators_]
return self
@property
def predict_proba(self):
"""Probability estimates.
Returns prediction probabilities for each class of each output.
This method will raise a ``ValueError`` if any of the
estimators do not have ``predict_proba``.
Parameters
----------
X : array-like of shape (n_samples, n_features)
Data
Returns
-------
p : array of shape (n_samples, n_classes), or a list of n_outputs \
such arrays if n_outputs > 1.
The class probabilities of the input samples. The order of the
classes corresponds to that in the attribute :term:`classes_`.
.. versionchanged:: 0.19
This function now returns a list of arrays where the length of
the list is ``n_outputs``, and each array is (``n_samples``,
``n_classes``) for that particular output.
"""
check_is_fitted(self)
if not all([hasattr(estimator, "predict_proba")
for estimator in self.estimators_]):
raise AttributeError("The base estimator should "
"implement predict_proba method")
return self._predict_proba
def _predict_proba(self, X):
results = [estimator.predict_proba(X) for estimator in
self.estimators_]
return results
def score(self, X, y):
"""Returns the mean accuracy on the given test data and labels.
Parameters
----------
X : array-like of shape (n_samples, n_features)
Test samples
y : array-like of shape (n_samples, n_outputs)
True values for X
Returns
-------
scores : float
accuracy_score of self.predict(X) versus y
"""
check_is_fitted(self)
n_outputs_ = len(self.estimators_)
if y.ndim == 1:
raise ValueError("y must have at least two dimensions for "
"multi target classification but has only one")
if y.shape[1] != n_outputs_:
raise ValueError("The number of outputs of Y for fit {0} and"
" score {1} should be same".
format(n_outputs_, y.shape[1]))
y_pred = self.predict(X)
return np.mean(np.all(y == y_pred, axis=1))
def _more_tags(self):
# FIXME
return {'_skip_test': True}
class _BaseChain(BaseEstimator, metaclass=ABCMeta):
@_deprecate_positional_args
def __init__(self, base_estimator, *, order=None, cv=None,
random_state=None):
self.base_estimator = base_estimator
self.order = order
self.cv = cv
self.random_state = random_state
@abstractmethod
def fit(self, X, Y, **fit_params):
"""Fit the model to data matrix X and targets Y.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
The input data.
Y : array-like of shape (n_samples, n_classes)
The target values.
**fit_params : dict of string -> object
Parameters passed to the `fit` method of each step.
.. versionadded:: 0.23
Returns
-------
self : object
"""
X, Y = self._validate_data(X, Y, multi_output=True, accept_sparse=True)
random_state = check_random_state(self.random_state)
check_array(X, accept_sparse=True)
self.order_ = self.order
if isinstance(self.order_, tuple):
self.order_ = np.array(self.order_)
if self.order_ is None:
self.order_ = np.array(range(Y.shape[1]))
elif isinstance(self.order_, str):
if self.order_ == 'random':
self.order_ = random_state.permutation(Y.shape[1])
elif sorted(self.order_) != list(range(Y.shape[1])):
raise ValueError("invalid order")
self.estimators_ = [clone(self.base_estimator)
for _ in range(Y.shape[1])]
if self.cv is None:
Y_pred_chain = Y[:, self.order_]
if sp.issparse(X):
X_aug = sp.hstack((X, Y_pred_chain), format='lil')
X_aug = X_aug.tocsr()
else:
X_aug = np.hstack((X, Y_pred_chain))
elif sp.issparse(X):
Y_pred_chain = sp.lil_matrix((X.shape[0], Y.shape[1]))
X_aug = sp.hstack((X, Y_pred_chain), format='lil')
else:
Y_pred_chain = np.zeros((X.shape[0], Y.shape[1]))
X_aug = np.hstack((X, Y_pred_chain))
del Y_pred_chain
for chain_idx, estimator in enumerate(self.estimators_):
y = Y[:, self.order_[chain_idx]]
estimator.fit(X_aug[:, :(X.shape[1] + chain_idx)], y,
**fit_params)
if self.cv is not None and chain_idx < len(self.estimators_) - 1:
col_idx = X.shape[1] + chain_idx
cv_result = cross_val_predict(
self.base_estimator, X_aug[:, :col_idx],
y=y, cv=self.cv)
if sp.issparse(X_aug):
X_aug[:, col_idx] = np.expand_dims(cv_result, 1)
else:
X_aug[:, col_idx] = cv_result
return self
def predict(self, X):
"""Predict on the data matrix X using the ClassifierChain model.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
The input data.
Returns
-------
Y_pred : array-like of shape (n_samples, n_classes)
The predicted values.
"""
check_is_fitted(self)
X = check_array(X, accept_sparse=True)
Y_pred_chain = np.zeros((X.shape[0], len(self.estimators_)))
for chain_idx, estimator in enumerate(self.estimators_):
previous_predictions = Y_pred_chain[:, :chain_idx]
if sp.issparse(X):
if chain_idx == 0:
X_aug = X
else:
X_aug = sp.hstack((X, previous_predictions))
else:
X_aug = np.hstack((X, previous_predictions))
Y_pred_chain[:, chain_idx] = estimator.predict(X_aug)
inv_order = np.empty_like(self.order_)
inv_order[self.order_] = np.arange(len(self.order_))
Y_pred = Y_pred_chain[:, inv_order]
return Y_pred
class ClassifierChain(MetaEstimatorMixin, ClassifierMixin, _BaseChain):
"""A multi-label model that arranges binary classifiers into a chain.
Each model makes a prediction in the order specified by the chain using
all of the available features provided to the model plus the predictions
of models that are earlier in the chain.
Read more in the :ref:`User Guide <classifierchain>`.
.. versionadded:: 0.19
Parameters
----------
base_estimator : estimator
The base estimator from which the classifier chain is built.
order : array-like of shape (n_outputs,) or 'random', default=None
If None, the order will be determined by the order of columns in
the label matrix Y.::
order = [0, 1, 2, ..., Y.shape[1] - 1]
The order of the chain can be explicitly set by providing a list of
integers. For example, for a chain of length 5.::
order = [1, 3, 2, 4, 0]
means that the first model in the chain will make predictions for
column 1 in the Y matrix, the second model will make predictions
for column 3, etc.
If order is 'random' a random ordering will be used.
cv : int, cross-validation generator or an iterable, default=None
Determines whether to use cross validated predictions or true
labels for the results of previous estimators in the chain.
Possible inputs for cv are:
- None, to use true labels when fitting,
- integer, to specify the number of folds in a (Stratified)KFold,
- :term:`CV splitter`,
- An iterable yielding (train, test) splits as arrays of indices.
random_state : int, RandomState instance or None, optional (default=None)
If ``order='random'``, determines random number generation for the
chain order.
In addition, it controls the random seed given at each `base_estimator`
at each chaining iteration. Thus, it is only used when `base_estimator`
exposes a `random_state`.
Pass an int for reproducible output across multiple function calls.
See :term:`Glossary <random_state>`.
Attributes
----------
classes_ : list
A list of arrays of length ``len(estimators_)`` containing the
class labels for each estimator in the chain.
estimators_ : list
A list of clones of base_estimator.
order_ : list
The order of labels in the classifier chain.
Examples
--------
>>> from sklearn.datasets import make_multilabel_classification
>>> from sklearn.linear_model import LogisticRegression
>>> from sklearn.model_selection import train_test_split
>>> from sklearn.multioutput import ClassifierChain
>>> X, Y = make_multilabel_classification(
... n_samples=12, n_classes=3, random_state=0
... )
>>> X_train, X_test, Y_train, Y_test = train_test_split(
... X, Y, random_state=0
... )
>>> base_lr = LogisticRegression(solver='lbfgs', random_state=0)
>>> chain = ClassifierChain(base_lr, order='random', random_state=0)
>>> chain.fit(X_train, Y_train).predict(X_test)
array([[1., 1., 0.],
[1., 0., 0.],
[0., 1., 0.]])
>>> chain.predict_proba(X_test)
array([[0.8387..., 0.9431..., 0.4576...],
[0.8878..., 0.3684..., 0.2640...],
[0.0321..., 0.9935..., 0.0625...]])
See Also
--------
RegressorChain : Equivalent for regression.
MultioutputClassifier : Classifies each output independently rather than
chaining.
References
----------
Jesse Read, Bernhard Pfahringer, Geoff Holmes, Eibe Frank, "Classifier
Chains for Multi-label Classification", 2009.
"""
def fit(self, X, Y):
"""Fit the model to data matrix X and targets Y.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
The input data.
Y : array-like of shape (n_samples, n_classes)
The target values.
Returns
-------
self : object
"""
super().fit(X, Y)
self.classes_ = [estimator.classes_
for chain_idx, estimator
in enumerate(self.estimators_)]
return self
@if_delegate_has_method('base_estimator')
def predict_proba(self, X):
"""Predict probability estimates.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Returns
-------
Y_prob : array-like of shape (n_samples, n_classes)
"""
X = check_array(X, accept_sparse=True)
Y_prob_chain = np.zeros((X.shape[0], len(self.estimators_)))
Y_pred_chain = np.zeros((X.shape[0], len(self.estimators_)))
for chain_idx, estimator in enumerate(self.estimators_):
previous_predictions = Y_pred_chain[:, :chain_idx]
if sp.issparse(X):
X_aug = sp.hstack((X, previous_predictions))
else:
X_aug = np.hstack((X, previous_predictions))
Y_prob_chain[:, chain_idx] = estimator.predict_proba(X_aug)[:, 1]
Y_pred_chain[:, chain_idx] = estimator.predict(X_aug)
inv_order = np.empty_like(self.order_)
inv_order[self.order_] = np.arange(len(self.order_))
Y_prob = Y_prob_chain[:, inv_order]
return Y_prob
@if_delegate_has_method('base_estimator')
def decision_function(self, X):
"""Evaluate the decision_function of the models in the chain.
Parameters
----------
X : array-like of shape (n_samples, n_features)
Returns
-------
Y_decision : array-like of shape (n_samples, n_classes)
Returns the decision function of the sample for each model
in the chain.
"""
Y_decision_chain = np.zeros((X.shape[0], len(self.estimators_)))
Y_pred_chain = np.zeros((X.shape[0], len(self.estimators_)))
for chain_idx, estimator in enumerate(self.estimators_):
previous_predictions = Y_pred_chain[:, :chain_idx]
if sp.issparse(X):
X_aug = sp.hstack((X, previous_predictions))
else:
X_aug = np.hstack((X, previous_predictions))
Y_decision_chain[:, chain_idx] = estimator.decision_function(X_aug)
Y_pred_chain[:, chain_idx] = estimator.predict(X_aug)
inv_order = np.empty_like(self.order_)
inv_order[self.order_] = np.arange(len(self.order_))
Y_decision = Y_decision_chain[:, inv_order]
return Y_decision
def _more_tags(self):
return {'_skip_test': True,
'multioutput_only': True}
class RegressorChain(MetaEstimatorMixin, RegressorMixin, _BaseChain):
"""A multi-label model that arranges regressions into a chain.
Each model makes a prediction in the order specified by the chain using
all of the available features provided to the model plus the predictions
of models that are earlier in the chain.
Read more in the :ref:`User Guide <regressorchain>`.
.. versionadded:: 0.20
Parameters
----------
base_estimator : estimator
The base estimator from which the classifier chain is built.
order : array-like of shape (n_outputs,) or 'random', default=None
If None, the order will be determined by the order of columns in
the label matrix Y.::
order = [0, 1, 2, ..., Y.shape[1] - 1]
The order of the chain can be explicitly set by providing a list of
integers. For example, for a chain of length 5.::
order = [1, 3, 2, 4, 0]
means that the first model in the chain will make predictions for
column 1 in the Y matrix, the second model will make predictions
for column 3, etc.
If order is 'random' a random ordering will be used.
cv : int, cross-validation generator or an iterable, default=None
Determines whether to use cross validated predictions or true
labels for the results of previous estimators in the chain.
Possible inputs for cv are:
- None, to use true labels when fitting,
- integer, to specify the number of folds in a (Stratified)KFold,
- :term:`CV splitter`,
- An iterable yielding (train, test) splits as arrays of indices.
random_state : int, RandomState instance or None, optional (default=None)
If ``order='random'``, determines random number generation for the
chain order.
In addition, it controls the random seed given at each `base_estimator`
at each chaining iteration. Thus, it is only used when `base_estimator`
exposes a `random_state`.
Pass an int for reproducible output across multiple function calls.
See :term:`Glossary <random_state>`.
Attributes
----------
estimators_ : list
A list of clones of base_estimator.
order_ : list
The order of labels in the classifier chain.
Examples
--------
>>> from sklearn.multioutput import RegressorChain
>>> from sklearn.linear_model import LogisticRegression
>>> logreg = LogisticRegression(solver='lbfgs',multi_class='multinomial')
>>> X, Y = [[1, 0], [0, 1], [1, 1]], [[0, 2], [1, 1], [2, 0]]
>>> chain = RegressorChain(base_estimator=logreg, order=[0, 1]).fit(X, Y)
>>> chain.predict(X)
array([[0., 2.],
[1., 1.],
[2., 0.]])
See Also
--------
ClassifierChain : Equivalent for classification.
MultioutputRegressor : Learns each output independently rather than
chaining.
"""
def fit(self, X, Y, **fit_params):
"""Fit the model to data matrix X and targets Y.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
The input data.
Y : array-like of shape (n_samples, n_classes)
The target values.
**fit_params : dict of string -> object
Parameters passed to the `fit` method at each step
of the regressor chain.
.. versionadded:: 0.23
Returns
-------
self : object
"""
super().fit(X, Y, **fit_params)
return self
def _more_tags(self):
return {'multioutput_only': True}