# Soft Voting/Majority Rule classifier # Sebastian Raschka 2014-2020 # mlxtend Machine Learning Library Extensions # # Implementation of an meta-classification algorithm for majority voting. # Author: Sebastian Raschka # # License: BSD 3 clause import numpy as np import warnings from sklearn.base import (BaseEstimator, ClassifierMixin, TransformerMixin, clone) from sklearn.exceptions import NotFittedError from sklearn.preprocessing import LabelEncoder from ..externals import six from ..externals.name_estimators import _name_estimators class EnsembleVoteClassifier(BaseEstimator, ClassifierMixin, TransformerMixin): """Soft Voting/Majority Rule classifier for scikit-learn estimators. Parameters ---------- clfs : array-like, shape = [n_classifiers] A list of classifiers. Invoking the `fit` method on the `VotingClassifier` will fit clones of those original classifiers be stored in the class attribute if `use_clones=True` (default) and `fit_base_estimators=True` (default). voting : str, {'hard', 'soft'} (default='hard') If 'hard', uses predicted class labels for majority rule voting. Else if 'soft', predicts the class label based on the argmax of the sums of the predicted probalities, which is recommended for an ensemble of well-calibrated classifiers. weights : array-like, shape = [n_classifiers], optional (default=`None`) Sequence of weights (`float` or `int`) to weight the occurances of predicted class labels (`hard` voting) or class probabilities before averaging (`soft` voting). Uses uniform weights if `None`. verbose : int, optional (default=0) Controls the verbosity of the building process. - `verbose=0` (default): Prints nothing - `verbose=1`: Prints the number & name of the clf being fitted - `verbose=2`: Prints info about the parameters of the clf being fitted - `verbose>2`: Changes `verbose` param of the underlying clf to self.verbose - 2 use_clones : bool (default: True) Clones the classifiers for stacking classification if True (default) or else uses the original ones, which will be refitted on the dataset upon calling the `fit` method. Hence, if use_clones=True, the original input classifiers will remain unmodified upon using the StackingClassifier's `fit` method. Setting `use_clones=False` is recommended if you are working with estimators that are supporting the scikit-learn fit/predict API interface but are not compatible to scikit-learn's `clone` function. fit_base_estimators : bool (default: True) Refits classifiers in `clfs` if True; uses references to the `clfs`, otherwise (assumes that the classifiers were already fit). Note: fit_base_estimators=False will enforce use_clones to be False, and is incompatible to most scikit-learn wrappers! For instance, if any form of cross-validation is performed this would require the re-fitting classifiers to training folds, which would raise a NotFitterError if fit_base_estimators=False. (New in mlxtend v0.6.) Attributes ---------- classes_ : array-like, shape = [n_predictions] clf : array-like, shape = [n_predictions] The input classifiers; may be overwritten if `use_clones=False` clf_ : array-like, shape = [n_predictions] Fitted input classifiers; clones if `use_clones=True` Examples -------- >>> import numpy as np >>> from sklearn.linear_model import LogisticRegression >>> from sklearn.naive_bayes import GaussianNB >>> from sklearn.ensemble import RandomForestClassifier >>> from mlxtend.sklearn import EnsembleVoteClassifier >>> clf1 = LogisticRegression(random_seed=1) >>> clf2 = RandomForestClassifier(random_seed=1) >>> clf3 = GaussianNB() >>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]) >>> y = np.array([1, 1, 1, 2, 2, 2]) >>> eclf1 = EnsembleVoteClassifier(clfs=[clf1, clf2, clf3], ... voting='hard', verbose=1) >>> eclf1 = eclf1.fit(X, y) >>> print(eclf1.predict(X)) [1 1 1 2 2 2] >>> eclf2 = EnsembleVoteClassifier(clfs=[clf1, clf2, clf3], voting='soft') >>> eclf2 = eclf2.fit(X, y) >>> print(eclf2.predict(X)) [1 1 1 2 2 2] >>> eclf3 = EnsembleVoteClassifier(clfs=[clf1, clf2, clf3], ... voting='soft', weights=[2,1,1]) >>> eclf3 = eclf3.fit(X, y) >>> print(eclf3.predict(X)) [1 1 1 2 2 2] >>> For more usage examples, please see http://rasbt.github.io/mlxtend/user_guide/classifier/EnsembleVoteClassifier/ """ def __init__(self, clfs, voting='hard', weights=None, verbose=0, use_clones=True, fit_base_estimators=True): self.clfs = clfs self.named_clfs = {key: value for key, value in _name_estimators(clfs)} self.voting = voting self.weights = weights self.verbose = verbose self.use_clones = use_clones self.fit_base_estimators = fit_base_estimators def fit(self, X, y, sample_weight=None): """Learn weight coefficients from training data for each classifier. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. y : array-like, shape = [n_samples] Target values. sample_weight : array-like, shape = [n_samples], optional Sample weights passed as sample_weights to each regressor in the regressors list as well as the meta_regressor. Raises error if some regressor does not support sample_weight in the fit() method. Returns ------- self : object """ if isinstance(y, np.ndarray) and len(y.shape) > 1 and y.shape[1] > 1: raise NotImplementedError('Multilabel and multi-output' ' classification is not supported.') if self.voting not in ('soft', 'hard'): raise ValueError("Voting must be 'soft' or 'hard'; got (voting=%r)" % self.voting) if self.weights and len(self.weights) != len(self.clfs): raise ValueError('Number of classifiers and weights must be equal' '; got %d weights, %d clfs' % (len(self.weights), len(self.clfs))) self.le_ = LabelEncoder() self.le_.fit(y) self.classes_ = self.le_.classes_ if not self.fit_base_estimators: warnings.warn("fit_base_estimators=False " "enforces use_clones to be `False`") self.use_clones = False if self.use_clones: self.clfs_ = clone(self.clfs) else: self.clfs_ = self.clfs if self.fit_base_estimators: if self.verbose > 0: print("Fitting %d classifiers..." % (len(self.clfs))) for clf in self.clfs_: if self.verbose > 0: i = self.clfs_.index(clf) + 1 print("Fitting clf%d: %s (%d/%d)" % (i, _name_estimators((clf,))[0][0], i, len(self.clfs_))) if self.verbose > 2: if hasattr(clf, 'verbose'): clf.set_params(verbose=self.verbose - 2) if self.verbose > 1: print(_name_estimators((clf,))[0][1]) if sample_weight is None: clf.fit(X, self.le_.transform(y)) else: clf.fit(X, self.le_.transform(y), sample_weight=sample_weight) return self def predict(self, X): """ Predict class labels for X. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. Returns ---------- maj : array-like, shape = [n_samples] Predicted class labels. """ if not hasattr(self, 'clfs_'): raise NotFittedError("Estimator not fitted, " "call `fit` before exploiting the model.") if self.voting == 'soft': maj = np.argmax(self.predict_proba(X), axis=1) else: # 'hard' voting predictions = self._predict(X) maj = np.apply_along_axis(lambda x: np.argmax(np.bincount( x, weights=self.weights)), axis=1, arr=predictions) maj = self.le_.inverse_transform(maj) return maj def predict_proba(self, X): """ Predict class probabilities for X. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. Returns ---------- avg : array-like, shape = [n_samples, n_classes] Weighted average probability for each class per sample. """ if not hasattr(self, 'clfs_'): raise NotFittedError("Estimator not fitted, " "call `fit` before exploiting the model.") avg = np.average(self._predict_probas(X), axis=0, weights=self.weights) return avg def transform(self, X): """ Return class labels or probabilities for X for each estimator. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Training vectors, where n_samples is the number of samples and n_features is the number of features. Returns ------- If `voting='soft'` : array-like = [n_classifiers, n_samples, n_classes] Class probabilties calculated by each classifier. If `voting='hard'` : array-like = [n_classifiers, n_samples] Class labels predicted by each classifier. """ if self.voting == 'soft': return self._predict_probas(X) else: return self._predict(X) def get_params(self, deep=True): """Return estimator parameter names for GridSearch support.""" if not deep: return super(EnsembleVoteClassifier, self).get_params(deep=False) else: out = self.named_clfs.copy() for name, step in six.iteritems(self.named_clfs): for key, value in six.iteritems(step.get_params(deep=True)): out['%s__%s' % (name, key)] = value for key, value in six.iteritems( super(EnsembleVoteClassifier, self).get_params(deep=False)): out['%s' % key] = value return out def _predict(self, X): """Collect results from clf.predict calls.""" if self.fit_base_estimators: return np.asarray([clf.predict(X) for clf in self.clfs_]).T else: return np.asarray([self.le_.transform(clf.predict(X)) for clf in self.clfs_]).T def _predict_probas(self, X): """Collect results from clf.predict_proba calls.""" return np.asarray([clf.predict_proba(X) for clf in self.clfs_])