1653 lines
60 KiB
Python
1653 lines
60 KiB
Python
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"""Multi-layer Perceptron"""
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# Authors: Issam H. Laradji <issam.laradji@gmail.com>
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# Andreas Mueller
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# Jiyuan Qian
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# License: BSD 3 clause
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import warnings
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from abc import ABCMeta, abstractmethod
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from itertools import chain
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from numbers import Integral, Real
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import numpy as np
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import scipy.optimize
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from ..base import (
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BaseEstimator,
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ClassifierMixin,
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RegressorMixin,
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_fit_context,
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is_classifier,
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)
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from ..exceptions import ConvergenceWarning
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from ..metrics import accuracy_score, r2_score
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from ..model_selection import train_test_split
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from ..preprocessing import LabelBinarizer
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from ..utils import (
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_safe_indexing,
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check_random_state,
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column_or_1d,
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gen_batches,
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shuffle,
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)
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from ..utils._param_validation import Interval, Options, StrOptions
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from ..utils.extmath import safe_sparse_dot
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from ..utils.metaestimators import available_if
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from ..utils.multiclass import (
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_check_partial_fit_first_call,
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type_of_target,
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unique_labels,
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)
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from ..utils.optimize import _check_optimize_result
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from ..utils.validation import check_is_fitted
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from ._base import ACTIVATIONS, DERIVATIVES, LOSS_FUNCTIONS
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from ._stochastic_optimizers import AdamOptimizer, SGDOptimizer
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_STOCHASTIC_SOLVERS = ["sgd", "adam"]
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def _pack(coefs_, intercepts_):
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"""Pack the parameters into a single vector."""
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return np.hstack([l.ravel() for l in coefs_ + intercepts_])
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class BaseMultilayerPerceptron(BaseEstimator, metaclass=ABCMeta):
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"""Base class for MLP classification and regression.
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Warning: This class should not be used directly.
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Use derived classes instead.
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.. versionadded:: 0.18
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"""
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_parameter_constraints: dict = {
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"hidden_layer_sizes": [
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"array-like",
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Interval(Integral, 1, None, closed="left"),
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],
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"activation": [StrOptions({"identity", "logistic", "tanh", "relu"})],
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"solver": [StrOptions({"lbfgs", "sgd", "adam"})],
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"alpha": [Interval(Real, 0, None, closed="left")],
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"batch_size": [
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StrOptions({"auto"}),
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Interval(Integral, 1, None, closed="left"),
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],
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"learning_rate": [StrOptions({"constant", "invscaling", "adaptive"})],
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"learning_rate_init": [Interval(Real, 0, None, closed="neither")],
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"power_t": [Interval(Real, 0, None, closed="left")],
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"max_iter": [Interval(Integral, 1, None, closed="left")],
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"shuffle": ["boolean"],
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"random_state": ["random_state"],
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"tol": [Interval(Real, 0, None, closed="left")],
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"verbose": ["verbose"],
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"warm_start": ["boolean"],
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"momentum": [Interval(Real, 0, 1, closed="both")],
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"nesterovs_momentum": ["boolean"],
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"early_stopping": ["boolean"],
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"validation_fraction": [Interval(Real, 0, 1, closed="left")],
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"beta_1": [Interval(Real, 0, 1, closed="left")],
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"beta_2": [Interval(Real, 0, 1, closed="left")],
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"epsilon": [Interval(Real, 0, None, closed="neither")],
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"n_iter_no_change": [
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Interval(Integral, 1, None, closed="left"),
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Options(Real, {np.inf}),
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],
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"max_fun": [Interval(Integral, 1, None, closed="left")],
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}
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@abstractmethod
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def __init__(
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self,
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hidden_layer_sizes,
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activation,
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solver,
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alpha,
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batch_size,
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learning_rate,
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learning_rate_init,
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power_t,
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max_iter,
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loss,
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shuffle,
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random_state,
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tol,
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verbose,
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warm_start,
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momentum,
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nesterovs_momentum,
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early_stopping,
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validation_fraction,
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beta_1,
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beta_2,
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epsilon,
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n_iter_no_change,
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max_fun,
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):
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self.activation = activation
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self.solver = solver
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self.alpha = alpha
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self.batch_size = batch_size
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self.learning_rate = learning_rate
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self.learning_rate_init = learning_rate_init
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self.power_t = power_t
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self.max_iter = max_iter
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self.loss = loss
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self.hidden_layer_sizes = hidden_layer_sizes
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self.shuffle = shuffle
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self.random_state = random_state
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self.tol = tol
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self.verbose = verbose
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self.warm_start = warm_start
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self.momentum = momentum
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self.nesterovs_momentum = nesterovs_momentum
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self.early_stopping = early_stopping
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self.validation_fraction = validation_fraction
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self.beta_1 = beta_1
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self.beta_2 = beta_2
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self.epsilon = epsilon
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self.n_iter_no_change = n_iter_no_change
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self.max_fun = max_fun
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def _unpack(self, packed_parameters):
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"""Extract the coefficients and intercepts from packed_parameters."""
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for i in range(self.n_layers_ - 1):
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start, end, shape = self._coef_indptr[i]
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self.coefs_[i] = np.reshape(packed_parameters[start:end], shape)
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start, end = self._intercept_indptr[i]
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self.intercepts_[i] = packed_parameters[start:end]
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def _forward_pass(self, activations):
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"""Perform a forward pass on the network by computing the values
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of the neurons in the hidden layers and the output layer.
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Parameters
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----------
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activations : list, length = n_layers - 1
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The ith element of the list holds the values of the ith layer.
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"""
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hidden_activation = ACTIVATIONS[self.activation]
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# Iterate over the hidden layers
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for i in range(self.n_layers_ - 1):
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activations[i + 1] = safe_sparse_dot(activations[i], self.coefs_[i])
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activations[i + 1] += self.intercepts_[i]
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# For the hidden layers
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if (i + 1) != (self.n_layers_ - 1):
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hidden_activation(activations[i + 1])
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# For the last layer
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output_activation = ACTIVATIONS[self.out_activation_]
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output_activation(activations[i + 1])
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return activations
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def _forward_pass_fast(self, X, check_input=True):
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"""Predict using the trained model
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This is the same as _forward_pass but does not record the activations
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of all layers and only returns the last layer's activation.
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Parameters
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----------
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X : {array-like, sparse matrix} of shape (n_samples, n_features)
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The input data.
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check_input : bool, default=True
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Perform input data validation or not.
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Returns
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-------
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y_pred : ndarray of shape (n_samples,) or (n_samples, n_outputs)
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The decision function of the samples for each class in the model.
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"""
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if check_input:
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X = self._validate_data(X, accept_sparse=["csr", "csc"], reset=False)
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# Initialize first layer
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activation = X
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# Forward propagate
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hidden_activation = ACTIVATIONS[self.activation]
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for i in range(self.n_layers_ - 1):
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activation = safe_sparse_dot(activation, self.coefs_[i])
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activation += self.intercepts_[i]
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if i != self.n_layers_ - 2:
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hidden_activation(activation)
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output_activation = ACTIVATIONS[self.out_activation_]
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output_activation(activation)
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return activation
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def _compute_loss_grad(
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self, layer, n_samples, activations, deltas, coef_grads, intercept_grads
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):
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"""Compute the gradient of loss with respect to coefs and intercept for
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specified layer.
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This function does backpropagation for the specified one layer.
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"""
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coef_grads[layer] = safe_sparse_dot(activations[layer].T, deltas[layer])
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coef_grads[layer] += self.alpha * self.coefs_[layer]
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coef_grads[layer] /= n_samples
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intercept_grads[layer] = np.mean(deltas[layer], 0)
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def _loss_grad_lbfgs(
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self, packed_coef_inter, X, y, activations, deltas, coef_grads, intercept_grads
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):
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"""Compute the MLP loss function and its corresponding derivatives
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with respect to the different parameters given in the initialization.
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Returned gradients are packed in a single vector so it can be used
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in lbfgs
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Parameters
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----------
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packed_coef_inter : ndarray
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A vector comprising the flattened coefficients and intercepts.
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X : {array-like, sparse matrix} of shape (n_samples, n_features)
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The input data.
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y : ndarray of shape (n_samples,)
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The target values.
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activations : list, length = n_layers - 1
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The ith element of the list holds the values of the ith layer.
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deltas : list, length = n_layers - 1
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The ith element of the list holds the difference between the
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activations of the i + 1 layer and the backpropagated error.
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More specifically, deltas are gradients of loss with respect to z
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in each layer, where z = wx + b is the value of a particular layer
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before passing through the activation function
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coef_grads : list, length = n_layers - 1
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The ith element contains the amount of change used to update the
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coefficient parameters of the ith layer in an iteration.
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intercept_grads : list, length = n_layers - 1
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The ith element contains the amount of change used to update the
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intercept parameters of the ith layer in an iteration.
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Returns
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-------
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loss : float
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grad : array-like, shape (number of nodes of all layers,)
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"""
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self._unpack(packed_coef_inter)
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loss, coef_grads, intercept_grads = self._backprop(
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X, y, activations, deltas, coef_grads, intercept_grads
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)
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grad = _pack(coef_grads, intercept_grads)
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return loss, grad
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def _backprop(self, X, y, activations, deltas, coef_grads, intercept_grads):
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"""Compute the MLP loss function and its corresponding derivatives
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with respect to each parameter: weights and bias vectors.
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Parameters
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----------
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X : {array-like, sparse matrix} of shape (n_samples, n_features)
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The input data.
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y : ndarray of shape (n_samples,)
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The target values.
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activations : list, length = n_layers - 1
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The ith element of the list holds the values of the ith layer.
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deltas : list, length = n_layers - 1
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The ith element of the list holds the difference between the
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activations of the i + 1 layer and the backpropagated error.
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More specifically, deltas are gradients of loss with respect to z
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in each layer, where z = wx + b is the value of a particular layer
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before passing through the activation function
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coef_grads : list, length = n_layers - 1
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The ith element contains the amount of change used to update the
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coefficient parameters of the ith layer in an iteration.
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intercept_grads : list, length = n_layers - 1
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The ith element contains the amount of change used to update the
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intercept parameters of the ith layer in an iteration.
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Returns
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-------
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loss : float
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coef_grads : list, length = n_layers - 1
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intercept_grads : list, length = n_layers - 1
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"""
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n_samples = X.shape[0]
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# Forward propagate
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activations = self._forward_pass(activations)
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# Get loss
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loss_func_name = self.loss
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if loss_func_name == "log_loss" and self.out_activation_ == "logistic":
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loss_func_name = "binary_log_loss"
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loss = LOSS_FUNCTIONS[loss_func_name](y, activations[-1])
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# Add L2 regularization term to loss
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values = 0
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for s in self.coefs_:
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s = s.ravel()
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values += np.dot(s, s)
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loss += (0.5 * self.alpha) * values / n_samples
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# Backward propagate
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last = self.n_layers_ - 2
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# The calculation of delta[last] here works with following
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# combinations of output activation and loss function:
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# sigmoid and binary cross entropy, softmax and categorical cross
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# entropy, and identity with squared loss
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deltas[last] = activations[-1] - y
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# Compute gradient for the last layer
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self._compute_loss_grad(
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last, n_samples, activations, deltas, coef_grads, intercept_grads
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)
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inplace_derivative = DERIVATIVES[self.activation]
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# Iterate over the hidden layers
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for i in range(self.n_layers_ - 2, 0, -1):
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deltas[i - 1] = safe_sparse_dot(deltas[i], self.coefs_[i].T)
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inplace_derivative(activations[i], deltas[i - 1])
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self._compute_loss_grad(
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i - 1, n_samples, activations, deltas, coef_grads, intercept_grads
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)
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return loss, coef_grads, intercept_grads
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def _initialize(self, y, layer_units, dtype):
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# set all attributes, allocate weights etc. for first call
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# Initialize parameters
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self.n_iter_ = 0
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self.t_ = 0
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self.n_outputs_ = y.shape[1]
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# Compute the number of layers
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self.n_layers_ = len(layer_units)
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# Output for regression
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if not is_classifier(self):
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self.out_activation_ = "identity"
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# Output for multi class
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elif self._label_binarizer.y_type_ == "multiclass":
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self.out_activation_ = "softmax"
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# Output for binary class and multi-label
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else:
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self.out_activation_ = "logistic"
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# Initialize coefficient and intercept layers
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self.coefs_ = []
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self.intercepts_ = []
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for i in range(self.n_layers_ - 1):
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coef_init, intercept_init = self._init_coef(
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layer_units[i], layer_units[i + 1], dtype
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)
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self.coefs_.append(coef_init)
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self.intercepts_.append(intercept_init)
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if self.solver in _STOCHASTIC_SOLVERS:
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self.loss_curve_ = []
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self._no_improvement_count = 0
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if self.early_stopping:
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self.validation_scores_ = []
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self.best_validation_score_ = -np.inf
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self.best_loss_ = None
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else:
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self.best_loss_ = np.inf
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self.validation_scores_ = None
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self.best_validation_score_ = None
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def _init_coef(self, fan_in, fan_out, dtype):
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# Use the initialization method recommended by
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# Glorot et al.
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factor = 6.0
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if self.activation == "logistic":
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factor = 2.0
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init_bound = np.sqrt(factor / (fan_in + fan_out))
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# Generate weights and bias:
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coef_init = self._random_state.uniform(
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-init_bound, init_bound, (fan_in, fan_out)
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)
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intercept_init = self._random_state.uniform(-init_bound, init_bound, fan_out)
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coef_init = coef_init.astype(dtype, copy=False)
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intercept_init = intercept_init.astype(dtype, copy=False)
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return coef_init, intercept_init
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def _fit(self, X, y, incremental=False):
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# Make sure self.hidden_layer_sizes is a list
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||
|
hidden_layer_sizes = self.hidden_layer_sizes
|
||
|
if not hasattr(hidden_layer_sizes, "__iter__"):
|
||
|
hidden_layer_sizes = [hidden_layer_sizes]
|
||
|
hidden_layer_sizes = list(hidden_layer_sizes)
|
||
|
|
||
|
if np.any(np.array(hidden_layer_sizes) <= 0):
|
||
|
raise ValueError(
|
||
|
"hidden_layer_sizes must be > 0, got %s." % hidden_layer_sizes
|
||
|
)
|
||
|
first_pass = not hasattr(self, "coefs_") or (
|
||
|
not self.warm_start and not incremental
|
||
|
)
|
||
|
|
||
|
X, y = self._validate_input(X, y, incremental, reset=first_pass)
|
||
|
|
||
|
n_samples, n_features = X.shape
|
||
|
|
||
|
# Ensure y is 2D
|
||
|
if y.ndim == 1:
|
||
|
y = y.reshape((-1, 1))
|
||
|
|
||
|
self.n_outputs_ = y.shape[1]
|
||
|
|
||
|
layer_units = [n_features] + hidden_layer_sizes + [self.n_outputs_]
|
||
|
|
||
|
# check random state
|
||
|
self._random_state = check_random_state(self.random_state)
|
||
|
|
||
|
if first_pass:
|
||
|
# First time training the model
|
||
|
self._initialize(y, layer_units, X.dtype)
|
||
|
|
||
|
# Initialize lists
|
||
|
activations = [X] + [None] * (len(layer_units) - 1)
|
||
|
deltas = [None] * (len(activations) - 1)
|
||
|
|
||
|
coef_grads = [
|
||
|
np.empty((n_fan_in_, n_fan_out_), dtype=X.dtype)
|
||
|
for n_fan_in_, n_fan_out_ in zip(layer_units[:-1], layer_units[1:])
|
||
|
]
|
||
|
|
||
|
intercept_grads = [
|
||
|
np.empty(n_fan_out_, dtype=X.dtype) for n_fan_out_ in layer_units[1:]
|
||
|
]
|
||
|
|
||
|
# Run the Stochastic optimization solver
|
||
|
if self.solver in _STOCHASTIC_SOLVERS:
|
||
|
self._fit_stochastic(
|
||
|
X,
|
||
|
y,
|
||
|
activations,
|
||
|
deltas,
|
||
|
coef_grads,
|
||
|
intercept_grads,
|
||
|
layer_units,
|
||
|
incremental,
|
||
|
)
|
||
|
|
||
|
# Run the LBFGS solver
|
||
|
elif self.solver == "lbfgs":
|
||
|
self._fit_lbfgs(
|
||
|
X, y, activations, deltas, coef_grads, intercept_grads, layer_units
|
||
|
)
|
||
|
|
||
|
# validate parameter weights
|
||
|
weights = chain(self.coefs_, self.intercepts_)
|
||
|
if not all(np.isfinite(w).all() for w in weights):
|
||
|
raise ValueError(
|
||
|
"Solver produced non-finite parameter weights. The input data may"
|
||
|
" contain large values and need to be preprocessed."
|
||
|
)
|
||
|
|
||
|
return self
|
||
|
|
||
|
def _fit_lbfgs(
|
||
|
self, X, y, activations, deltas, coef_grads, intercept_grads, layer_units
|
||
|
):
|
||
|
# Store meta information for the parameters
|
||
|
self._coef_indptr = []
|
||
|
self._intercept_indptr = []
|
||
|
start = 0
|
||
|
|
||
|
# Save sizes and indices of coefficients for faster unpacking
|
||
|
for i in range(self.n_layers_ - 1):
|
||
|
n_fan_in, n_fan_out = layer_units[i], layer_units[i + 1]
|
||
|
|
||
|
end = start + (n_fan_in * n_fan_out)
|
||
|
self._coef_indptr.append((start, end, (n_fan_in, n_fan_out)))
|
||
|
start = end
|
||
|
|
||
|
# Save sizes and indices of intercepts for faster unpacking
|
||
|
for i in range(self.n_layers_ - 1):
|
||
|
end = start + layer_units[i + 1]
|
||
|
self._intercept_indptr.append((start, end))
|
||
|
start = end
|
||
|
|
||
|
# Run LBFGS
|
||
|
packed_coef_inter = _pack(self.coefs_, self.intercepts_)
|
||
|
|
||
|
if self.verbose is True or self.verbose >= 1:
|
||
|
iprint = 1
|
||
|
else:
|
||
|
iprint = -1
|
||
|
|
||
|
opt_res = scipy.optimize.minimize(
|
||
|
self._loss_grad_lbfgs,
|
||
|
packed_coef_inter,
|
||
|
method="L-BFGS-B",
|
||
|
jac=True,
|
||
|
options={
|
||
|
"maxfun": self.max_fun,
|
||
|
"maxiter": self.max_iter,
|
||
|
"iprint": iprint,
|
||
|
"gtol": self.tol,
|
||
|
},
|
||
|
args=(X, y, activations, deltas, coef_grads, intercept_grads),
|
||
|
)
|
||
|
self.n_iter_ = _check_optimize_result("lbfgs", opt_res, self.max_iter)
|
||
|
self.loss_ = opt_res.fun
|
||
|
self._unpack(opt_res.x)
|
||
|
|
||
|
def _fit_stochastic(
|
||
|
self,
|
||
|
X,
|
||
|
y,
|
||
|
activations,
|
||
|
deltas,
|
||
|
coef_grads,
|
||
|
intercept_grads,
|
||
|
layer_units,
|
||
|
incremental,
|
||
|
):
|
||
|
params = self.coefs_ + self.intercepts_
|
||
|
if not incremental or not hasattr(self, "_optimizer"):
|
||
|
if self.solver == "sgd":
|
||
|
self._optimizer = SGDOptimizer(
|
||
|
params,
|
||
|
self.learning_rate_init,
|
||
|
self.learning_rate,
|
||
|
self.momentum,
|
||
|
self.nesterovs_momentum,
|
||
|
self.power_t,
|
||
|
)
|
||
|
elif self.solver == "adam":
|
||
|
self._optimizer = AdamOptimizer(
|
||
|
params,
|
||
|
self.learning_rate_init,
|
||
|
self.beta_1,
|
||
|
self.beta_2,
|
||
|
self.epsilon,
|
||
|
)
|
||
|
|
||
|
# early_stopping in partial_fit doesn't make sense
|
||
|
if self.early_stopping and incremental:
|
||
|
raise ValueError("partial_fit does not support early_stopping=True")
|
||
|
early_stopping = self.early_stopping
|
||
|
if early_stopping:
|
||
|
# don't stratify in multilabel classification
|
||
|
should_stratify = is_classifier(self) and self.n_outputs_ == 1
|
||
|
stratify = y if should_stratify else None
|
||
|
X, X_val, y, y_val = train_test_split(
|
||
|
X,
|
||
|
y,
|
||
|
random_state=self._random_state,
|
||
|
test_size=self.validation_fraction,
|
||
|
stratify=stratify,
|
||
|
)
|
||
|
if is_classifier(self):
|
||
|
y_val = self._label_binarizer.inverse_transform(y_val)
|
||
|
else:
|
||
|
X_val = None
|
||
|
y_val = None
|
||
|
|
||
|
n_samples = X.shape[0]
|
||
|
sample_idx = np.arange(n_samples, dtype=int)
|
||
|
|
||
|
if self.batch_size == "auto":
|
||
|
batch_size = min(200, n_samples)
|
||
|
else:
|
||
|
if self.batch_size > n_samples:
|
||
|
warnings.warn(
|
||
|
"Got `batch_size` less than 1 or larger than "
|
||
|
"sample size. It is going to be clipped"
|
||
|
)
|
||
|
batch_size = np.clip(self.batch_size, 1, n_samples)
|
||
|
|
||
|
try:
|
||
|
self.n_iter_ = 0
|
||
|
for it in range(self.max_iter):
|
||
|
if self.shuffle:
|
||
|
# Only shuffle the sample indices instead of X and y to
|
||
|
# reduce the memory footprint. These indices will be used
|
||
|
# to slice the X and y.
|
||
|
sample_idx = shuffle(sample_idx, random_state=self._random_state)
|
||
|
|
||
|
accumulated_loss = 0.0
|
||
|
for batch_slice in gen_batches(n_samples, batch_size):
|
||
|
if self.shuffle:
|
||
|
X_batch = _safe_indexing(X, sample_idx[batch_slice])
|
||
|
y_batch = y[sample_idx[batch_slice]]
|
||
|
else:
|
||
|
X_batch = X[batch_slice]
|
||
|
y_batch = y[batch_slice]
|
||
|
|
||
|
activations[0] = X_batch
|
||
|
batch_loss, coef_grads, intercept_grads = self._backprop(
|
||
|
X_batch,
|
||
|
y_batch,
|
||
|
activations,
|
||
|
deltas,
|
||
|
coef_grads,
|
||
|
intercept_grads,
|
||
|
)
|
||
|
accumulated_loss += batch_loss * (
|
||
|
batch_slice.stop - batch_slice.start
|
||
|
)
|
||
|
|
||
|
# update weights
|
||
|
grads = coef_grads + intercept_grads
|
||
|
self._optimizer.update_params(params, grads)
|
||
|
|
||
|
self.n_iter_ += 1
|
||
|
self.loss_ = accumulated_loss / X.shape[0]
|
||
|
|
||
|
self.t_ += n_samples
|
||
|
self.loss_curve_.append(self.loss_)
|
||
|
if self.verbose:
|
||
|
print("Iteration %d, loss = %.8f" % (self.n_iter_, self.loss_))
|
||
|
|
||
|
# update no_improvement_count based on training loss or
|
||
|
# validation score according to early_stopping
|
||
|
self._update_no_improvement_count(early_stopping, X_val, y_val)
|
||
|
|
||
|
# for learning rate that needs to be updated at iteration end
|
||
|
self._optimizer.iteration_ends(self.t_)
|
||
|
|
||
|
if self._no_improvement_count > self.n_iter_no_change:
|
||
|
# not better than last `n_iter_no_change` iterations by tol
|
||
|
# stop or decrease learning rate
|
||
|
if early_stopping:
|
||
|
msg = (
|
||
|
"Validation score did not improve more than "
|
||
|
"tol=%f for %d consecutive epochs."
|
||
|
% (self.tol, self.n_iter_no_change)
|
||
|
)
|
||
|
else:
|
||
|
msg = (
|
||
|
"Training loss did not improve more than tol=%f"
|
||
|
" for %d consecutive epochs."
|
||
|
% (self.tol, self.n_iter_no_change)
|
||
|
)
|
||
|
|
||
|
is_stopping = self._optimizer.trigger_stopping(msg, self.verbose)
|
||
|
if is_stopping:
|
||
|
break
|
||
|
else:
|
||
|
self._no_improvement_count = 0
|
||
|
|
||
|
if incremental:
|
||
|
break
|
||
|
|
||
|
if self.n_iter_ == self.max_iter:
|
||
|
warnings.warn(
|
||
|
"Stochastic Optimizer: Maximum iterations (%d) "
|
||
|
"reached and the optimization hasn't converged yet."
|
||
|
% self.max_iter,
|
||
|
ConvergenceWarning,
|
||
|
)
|
||
|
except KeyboardInterrupt:
|
||
|
warnings.warn("Training interrupted by user.")
|
||
|
|
||
|
if early_stopping:
|
||
|
# restore best weights
|
||
|
self.coefs_ = self._best_coefs
|
||
|
self.intercepts_ = self._best_intercepts
|
||
|
|
||
|
def _update_no_improvement_count(self, early_stopping, X_val, y_val):
|
||
|
if early_stopping:
|
||
|
# compute validation score, use that for stopping
|
||
|
self.validation_scores_.append(self._score(X_val, y_val))
|
||
|
|
||
|
if self.verbose:
|
||
|
print("Validation score: %f" % self.validation_scores_[-1])
|
||
|
# update best parameters
|
||
|
# use validation_scores_, not loss_curve_
|
||
|
# let's hope no-one overloads .score with mse
|
||
|
last_valid_score = self.validation_scores_[-1]
|
||
|
|
||
|
if last_valid_score < (self.best_validation_score_ + self.tol):
|
||
|
self._no_improvement_count += 1
|
||
|
else:
|
||
|
self._no_improvement_count = 0
|
||
|
|
||
|
if last_valid_score > self.best_validation_score_:
|
||
|
self.best_validation_score_ = last_valid_score
|
||
|
self._best_coefs = [c.copy() for c in self.coefs_]
|
||
|
self._best_intercepts = [i.copy() for i in self.intercepts_]
|
||
|
else:
|
||
|
if self.loss_curve_[-1] > self.best_loss_ - self.tol:
|
||
|
self._no_improvement_count += 1
|
||
|
else:
|
||
|
self._no_improvement_count = 0
|
||
|
if self.loss_curve_[-1] < self.best_loss_:
|
||
|
self.best_loss_ = self.loss_curve_[-1]
|
||
|
|
||
|
@_fit_context(prefer_skip_nested_validation=True)
|
||
|
def fit(self, X, y):
|
||
|
"""Fit the model to data matrix X and target(s) y.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : ndarray or sparse matrix of shape (n_samples, n_features)
|
||
|
The input data.
|
||
|
|
||
|
y : ndarray of shape (n_samples,) or (n_samples, n_outputs)
|
||
|
The target values (class labels in classification, real numbers in
|
||
|
regression).
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Returns a trained MLP model.
|
||
|
"""
|
||
|
return self._fit(X, y, incremental=False)
|
||
|
|
||
|
def _check_solver(self):
|
||
|
if self.solver not in _STOCHASTIC_SOLVERS:
|
||
|
raise AttributeError(
|
||
|
"partial_fit is only available for stochastic"
|
||
|
" optimizers. %s is not stochastic." % self.solver
|
||
|
)
|
||
|
return True
|
||
|
|
||
|
|
||
|
class MLPClassifier(ClassifierMixin, BaseMultilayerPerceptron):
|
||
|
"""Multi-layer Perceptron classifier.
|
||
|
|
||
|
This model optimizes the log-loss function using LBFGS or stochastic
|
||
|
gradient descent.
|
||
|
|
||
|
.. versionadded:: 0.18
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
hidden_layer_sizes : array-like of shape(n_layers - 2,), default=(100,)
|
||
|
The ith element represents the number of neurons in the ith
|
||
|
hidden layer.
|
||
|
|
||
|
activation : {'identity', 'logistic', 'tanh', 'relu'}, default='relu'
|
||
|
Activation function for the hidden layer.
|
||
|
|
||
|
- 'identity', no-op activation, useful to implement linear bottleneck,
|
||
|
returns f(x) = x
|
||
|
|
||
|
- 'logistic', the logistic sigmoid function,
|
||
|
returns f(x) = 1 / (1 + exp(-x)).
|
||
|
|
||
|
- 'tanh', the hyperbolic tan function,
|
||
|
returns f(x) = tanh(x).
|
||
|
|
||
|
- 'relu', the rectified linear unit function,
|
||
|
returns f(x) = max(0, x)
|
||
|
|
||
|
solver : {'lbfgs', 'sgd', 'adam'}, default='adam'
|
||
|
The solver for weight optimization.
|
||
|
|
||
|
- 'lbfgs' is an optimizer in the family of quasi-Newton methods.
|
||
|
|
||
|
- 'sgd' refers to stochastic gradient descent.
|
||
|
|
||
|
- 'adam' refers to a stochastic gradient-based optimizer proposed
|
||
|
by Kingma, Diederik, and Jimmy Ba
|
||
|
|
||
|
For a comparison between Adam optimizer and SGD, see
|
||
|
:ref:`sphx_glr_auto_examples_neural_networks_plot_mlp_training_curves.py`.
|
||
|
|
||
|
Note: The default solver 'adam' works pretty well on relatively
|
||
|
large datasets (with thousands of training samples or more) in terms of
|
||
|
both training time and validation score.
|
||
|
For small datasets, however, 'lbfgs' can converge faster and perform
|
||
|
better.
|
||
|
|
||
|
alpha : float, default=0.0001
|
||
|
Strength of the L2 regularization term. The L2 regularization term
|
||
|
is divided by the sample size when added to the loss.
|
||
|
|
||
|
For an example usage and visualization of varying regularization, see
|
||
|
:ref:`sphx_glr_auto_examples_neural_networks_plot_mlp_alpha.py`.
|
||
|
|
||
|
batch_size : int, default='auto'
|
||
|
Size of minibatches for stochastic optimizers.
|
||
|
If the solver is 'lbfgs', the classifier will not use minibatch.
|
||
|
When set to "auto", `batch_size=min(200, n_samples)`.
|
||
|
|
||
|
learning_rate : {'constant', 'invscaling', 'adaptive'}, default='constant'
|
||
|
Learning rate schedule for weight updates.
|
||
|
|
||
|
- 'constant' is a constant learning rate given by
|
||
|
'learning_rate_init'.
|
||
|
|
||
|
- 'invscaling' gradually decreases the learning rate at each
|
||
|
time step 't' using an inverse scaling exponent of 'power_t'.
|
||
|
effective_learning_rate = learning_rate_init / pow(t, power_t)
|
||
|
|
||
|
- 'adaptive' keeps the learning rate constant to
|
||
|
'learning_rate_init' as long as training loss keeps decreasing.
|
||
|
Each time two consecutive epochs fail to decrease training loss by at
|
||
|
least tol, or fail to increase validation score by at least tol if
|
||
|
'early_stopping' is on, the current learning rate is divided by 5.
|
||
|
|
||
|
Only used when ``solver='sgd'``.
|
||
|
|
||
|
learning_rate_init : float, default=0.001
|
||
|
The initial learning rate used. It controls the step-size
|
||
|
in updating the weights. Only used when solver='sgd' or 'adam'.
|
||
|
|
||
|
power_t : float, default=0.5
|
||
|
The exponent for inverse scaling learning rate.
|
||
|
It is used in updating effective learning rate when the learning_rate
|
||
|
is set to 'invscaling'. Only used when solver='sgd'.
|
||
|
|
||
|
max_iter : int, default=200
|
||
|
Maximum number of iterations. The solver iterates until convergence
|
||
|
(determined by 'tol') or this number of iterations. For stochastic
|
||
|
solvers ('sgd', 'adam'), note that this determines the number of epochs
|
||
|
(how many times each data point will be used), not the number of
|
||
|
gradient steps.
|
||
|
|
||
|
shuffle : bool, default=True
|
||
|
Whether to shuffle samples in each iteration. Only used when
|
||
|
solver='sgd' or 'adam'.
|
||
|
|
||
|
random_state : int, RandomState instance, default=None
|
||
|
Determines random number generation for weights and bias
|
||
|
initialization, train-test split if early stopping is used, and batch
|
||
|
sampling when solver='sgd' or 'adam'.
|
||
|
Pass an int for reproducible results across multiple function calls.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
tol : float, default=1e-4
|
||
|
Tolerance for the optimization. When the loss or score is not improving
|
||
|
by at least ``tol`` for ``n_iter_no_change`` consecutive iterations,
|
||
|
unless ``learning_rate`` is set to 'adaptive', convergence is
|
||
|
considered to be reached and training stops.
|
||
|
|
||
|
verbose : bool, default=False
|
||
|
Whether to print progress messages to stdout.
|
||
|
|
||
|
warm_start : bool, default=False
|
||
|
When set to True, reuse the solution of the previous
|
||
|
call to fit as initialization, otherwise, just erase the
|
||
|
previous solution. See :term:`the Glossary <warm_start>`.
|
||
|
|
||
|
momentum : float, default=0.9
|
||
|
Momentum for gradient descent update. Should be between 0 and 1. Only
|
||
|
used when solver='sgd'.
|
||
|
|
||
|
nesterovs_momentum : bool, default=True
|
||
|
Whether to use Nesterov's momentum. Only used when solver='sgd' and
|
||
|
momentum > 0.
|
||
|
|
||
|
early_stopping : bool, default=False
|
||
|
Whether to use early stopping to terminate training when validation
|
||
|
score is not improving. If set to true, it will automatically set
|
||
|
aside 10% of training data as validation and terminate training when
|
||
|
validation score is not improving by at least ``tol`` for
|
||
|
``n_iter_no_change`` consecutive epochs. The split is stratified,
|
||
|
except in a multilabel setting.
|
||
|
If early stopping is False, then the training stops when the training
|
||
|
loss does not improve by more than tol for n_iter_no_change consecutive
|
||
|
passes over the training set.
|
||
|
Only effective when solver='sgd' or 'adam'.
|
||
|
|
||
|
validation_fraction : float, default=0.1
|
||
|
The proportion of training data to set aside as validation set for
|
||
|
early stopping. Must be between 0 and 1.
|
||
|
Only used if early_stopping is True.
|
||
|
|
||
|
beta_1 : float, default=0.9
|
||
|
Exponential decay rate for estimates of first moment vector in adam,
|
||
|
should be in [0, 1). Only used when solver='adam'.
|
||
|
|
||
|
beta_2 : float, default=0.999
|
||
|
Exponential decay rate for estimates of second moment vector in adam,
|
||
|
should be in [0, 1). Only used when solver='adam'.
|
||
|
|
||
|
epsilon : float, default=1e-8
|
||
|
Value for numerical stability in adam. Only used when solver='adam'.
|
||
|
|
||
|
n_iter_no_change : int, default=10
|
||
|
Maximum number of epochs to not meet ``tol`` improvement.
|
||
|
Only effective when solver='sgd' or 'adam'.
|
||
|
|
||
|
.. versionadded:: 0.20
|
||
|
|
||
|
max_fun : int, default=15000
|
||
|
Only used when solver='lbfgs'. Maximum number of loss function calls.
|
||
|
The solver iterates until convergence (determined by 'tol'), number
|
||
|
of iterations reaches max_iter, or this number of loss function calls.
|
||
|
Note that number of loss function calls will be greater than or equal
|
||
|
to the number of iterations for the `MLPClassifier`.
|
||
|
|
||
|
.. versionadded:: 0.22
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
classes_ : ndarray or list of ndarray of shape (n_classes,)
|
||
|
Class labels for each output.
|
||
|
|
||
|
loss_ : float
|
||
|
The current loss computed with the loss function.
|
||
|
|
||
|
best_loss_ : float or None
|
||
|
The minimum loss reached by the solver throughout fitting.
|
||
|
If `early_stopping=True`, this attribute is set to `None`. Refer to
|
||
|
the `best_validation_score_` fitted attribute instead.
|
||
|
|
||
|
loss_curve_ : list of shape (`n_iter_`,)
|
||
|
The ith element in the list represents the loss at the ith iteration.
|
||
|
|
||
|
validation_scores_ : list of shape (`n_iter_`,) or None
|
||
|
The score at each iteration on a held-out validation set. The score
|
||
|
reported is the accuracy score. Only available if `early_stopping=True`,
|
||
|
otherwise the attribute is set to `None`.
|
||
|
|
||
|
best_validation_score_ : float or None
|
||
|
The best validation score (i.e. accuracy score) that triggered the
|
||
|
early stopping. Only available if `early_stopping=True`, otherwise the
|
||
|
attribute is set to `None`.
|
||
|
|
||
|
t_ : int
|
||
|
The number of training samples seen by the solver during fitting.
|
||
|
|
||
|
coefs_ : list of shape (n_layers - 1,)
|
||
|
The ith element in the list represents the weight matrix corresponding
|
||
|
to layer i.
|
||
|
|
||
|
intercepts_ : list of shape (n_layers - 1,)
|
||
|
The ith element in the list represents the bias vector corresponding to
|
||
|
layer i + 1.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
n_iter_ : int
|
||
|
The number of iterations the solver has run.
|
||
|
|
||
|
n_layers_ : int
|
||
|
Number of layers.
|
||
|
|
||
|
n_outputs_ : int
|
||
|
Number of outputs.
|
||
|
|
||
|
out_activation_ : str
|
||
|
Name of the output activation function.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
MLPRegressor : Multi-layer Perceptron regressor.
|
||
|
BernoulliRBM : Bernoulli Restricted Boltzmann Machine (RBM).
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
MLPClassifier trains iteratively since at each time step
|
||
|
the partial derivatives of the loss function with respect to the model
|
||
|
parameters are computed to update the parameters.
|
||
|
|
||
|
It can also have a regularization term added to the loss function
|
||
|
that shrinks model parameters to prevent overfitting.
|
||
|
|
||
|
This implementation works with data represented as dense numpy arrays or
|
||
|
sparse scipy arrays of floating point values.
|
||
|
|
||
|
References
|
||
|
----------
|
||
|
Hinton, Geoffrey E. "Connectionist learning procedures."
|
||
|
Artificial intelligence 40.1 (1989): 185-234.
|
||
|
|
||
|
Glorot, Xavier, and Yoshua Bengio.
|
||
|
"Understanding the difficulty of training deep feedforward neural networks."
|
||
|
International Conference on Artificial Intelligence and Statistics. 2010.
|
||
|
|
||
|
:arxiv:`He, Kaiming, et al (2015). "Delving deep into rectifiers:
|
||
|
Surpassing human-level performance on imagenet classification." <1502.01852>`
|
||
|
|
||
|
:arxiv:`Kingma, Diederik, and Jimmy Ba (2014)
|
||
|
"Adam: A method for stochastic optimization." <1412.6980>`
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.neural_network import MLPClassifier
|
||
|
>>> from sklearn.datasets import make_classification
|
||
|
>>> from sklearn.model_selection import train_test_split
|
||
|
>>> X, y = make_classification(n_samples=100, random_state=1)
|
||
|
>>> X_train, X_test, y_train, y_test = train_test_split(X, y, stratify=y,
|
||
|
... random_state=1)
|
||
|
>>> clf = MLPClassifier(random_state=1, max_iter=300).fit(X_train, y_train)
|
||
|
>>> clf.predict_proba(X_test[:1])
|
||
|
array([[0.038..., 0.961...]])
|
||
|
>>> clf.predict(X_test[:5, :])
|
||
|
array([1, 0, 1, 0, 1])
|
||
|
>>> clf.score(X_test, y_test)
|
||
|
0.8...
|
||
|
"""
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
hidden_layer_sizes=(100,),
|
||
|
activation="relu",
|
||
|
*,
|
||
|
solver="adam",
|
||
|
alpha=0.0001,
|
||
|
batch_size="auto",
|
||
|
learning_rate="constant",
|
||
|
learning_rate_init=0.001,
|
||
|
power_t=0.5,
|
||
|
max_iter=200,
|
||
|
shuffle=True,
|
||
|
random_state=None,
|
||
|
tol=1e-4,
|
||
|
verbose=False,
|
||
|
warm_start=False,
|
||
|
momentum=0.9,
|
||
|
nesterovs_momentum=True,
|
||
|
early_stopping=False,
|
||
|
validation_fraction=0.1,
|
||
|
beta_1=0.9,
|
||
|
beta_2=0.999,
|
||
|
epsilon=1e-8,
|
||
|
n_iter_no_change=10,
|
||
|
max_fun=15000,
|
||
|
):
|
||
|
super().__init__(
|
||
|
hidden_layer_sizes=hidden_layer_sizes,
|
||
|
activation=activation,
|
||
|
solver=solver,
|
||
|
alpha=alpha,
|
||
|
batch_size=batch_size,
|
||
|
learning_rate=learning_rate,
|
||
|
learning_rate_init=learning_rate_init,
|
||
|
power_t=power_t,
|
||
|
max_iter=max_iter,
|
||
|
loss="log_loss",
|
||
|
shuffle=shuffle,
|
||
|
random_state=random_state,
|
||
|
tol=tol,
|
||
|
verbose=verbose,
|
||
|
warm_start=warm_start,
|
||
|
momentum=momentum,
|
||
|
nesterovs_momentum=nesterovs_momentum,
|
||
|
early_stopping=early_stopping,
|
||
|
validation_fraction=validation_fraction,
|
||
|
beta_1=beta_1,
|
||
|
beta_2=beta_2,
|
||
|
epsilon=epsilon,
|
||
|
n_iter_no_change=n_iter_no_change,
|
||
|
max_fun=max_fun,
|
||
|
)
|
||
|
|
||
|
def _validate_input(self, X, y, incremental, reset):
|
||
|
X, y = self._validate_data(
|
||
|
X,
|
||
|
y,
|
||
|
accept_sparse=["csr", "csc"],
|
||
|
multi_output=True,
|
||
|
dtype=(np.float64, np.float32),
|
||
|
reset=reset,
|
||
|
)
|
||
|
if y.ndim == 2 and y.shape[1] == 1:
|
||
|
y = column_or_1d(y, warn=True)
|
||
|
|
||
|
# Matrix of actions to be taken under the possible combinations:
|
||
|
# The case that incremental == True and classes_ not defined is
|
||
|
# already checked by _check_partial_fit_first_call that is called
|
||
|
# in _partial_fit below.
|
||
|
# The cases are already grouped into the respective if blocks below.
|
||
|
#
|
||
|
# incremental warm_start classes_ def action
|
||
|
# 0 0 0 define classes_
|
||
|
# 0 1 0 define classes_
|
||
|
# 0 0 1 redefine classes_
|
||
|
#
|
||
|
# 0 1 1 check compat warm_start
|
||
|
# 1 1 1 check compat warm_start
|
||
|
#
|
||
|
# 1 0 1 check compat last fit
|
||
|
#
|
||
|
# Note the reliance on short-circuiting here, so that the second
|
||
|
# or part implies that classes_ is defined.
|
||
|
if (not hasattr(self, "classes_")) or (not self.warm_start and not incremental):
|
||
|
self._label_binarizer = LabelBinarizer()
|
||
|
self._label_binarizer.fit(y)
|
||
|
self.classes_ = self._label_binarizer.classes_
|
||
|
else:
|
||
|
classes = unique_labels(y)
|
||
|
if self.warm_start:
|
||
|
if set(classes) != set(self.classes_):
|
||
|
raise ValueError(
|
||
|
"warm_start can only be used where `y` has the same "
|
||
|
"classes as in the previous call to fit. Previously "
|
||
|
f"got {self.classes_}, `y` has {classes}"
|
||
|
)
|
||
|
elif len(np.setdiff1d(classes, self.classes_, assume_unique=True)):
|
||
|
raise ValueError(
|
||
|
"`y` has classes not in `self.classes_`. "
|
||
|
f"`self.classes_` has {self.classes_}. 'y' has {classes}."
|
||
|
)
|
||
|
|
||
|
# This downcast to bool is to prevent upcasting when working with
|
||
|
# float32 data
|
||
|
y = self._label_binarizer.transform(y).astype(bool)
|
||
|
return X, y
|
||
|
|
||
|
def predict(self, X):
|
||
|
"""Predict using the multi-layer perceptron classifier.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The input data.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
y : ndarray, shape (n_samples,) or (n_samples, n_classes)
|
||
|
The predicted classes.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
return self._predict(X)
|
||
|
|
||
|
def _predict(self, X, check_input=True):
|
||
|
"""Private predict method with optional input validation"""
|
||
|
y_pred = self._forward_pass_fast(X, check_input=check_input)
|
||
|
|
||
|
if self.n_outputs_ == 1:
|
||
|
y_pred = y_pred.ravel()
|
||
|
|
||
|
return self._label_binarizer.inverse_transform(y_pred)
|
||
|
|
||
|
def _score(self, X, y):
|
||
|
"""Private score method without input validation"""
|
||
|
# Input validation would remove feature names, so we disable it
|
||
|
return accuracy_score(y, self._predict(X, check_input=False))
|
||
|
|
||
|
@available_if(lambda est: est._check_solver())
|
||
|
@_fit_context(prefer_skip_nested_validation=True)
|
||
|
def partial_fit(self, X, y, classes=None):
|
||
|
"""Update the model with a single iteration over the given data.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The input data.
|
||
|
|
||
|
y : array-like of shape (n_samples,)
|
||
|
The target values.
|
||
|
|
||
|
classes : array of shape (n_classes,), default=None
|
||
|
Classes across all calls to partial_fit.
|
||
|
Can be obtained via `np.unique(y_all)`, where y_all is the
|
||
|
target vector 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`.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Trained MLP model.
|
||
|
"""
|
||
|
if _check_partial_fit_first_call(self, classes):
|
||
|
self._label_binarizer = LabelBinarizer()
|
||
|
if type_of_target(y).startswith("multilabel"):
|
||
|
self._label_binarizer.fit(y)
|
||
|
else:
|
||
|
self._label_binarizer.fit(classes)
|
||
|
|
||
|
return self._fit(X, y, incremental=True)
|
||
|
|
||
|
def predict_log_proba(self, X):
|
||
|
"""Return the log of probability estimates.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : ndarray of shape (n_samples, n_features)
|
||
|
The input data.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
log_y_prob : ndarray of shape (n_samples, n_classes)
|
||
|
The predicted log-probability of the sample for each class
|
||
|
in the model, where classes are ordered as they are in
|
||
|
`self.classes_`. Equivalent to `log(predict_proba(X))`.
|
||
|
"""
|
||
|
y_prob = self.predict_proba(X)
|
||
|
return np.log(y_prob, out=y_prob)
|
||
|
|
||
|
def predict_proba(self, X):
|
||
|
"""Probability estimates.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The input data.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
y_prob : ndarray of shape (n_samples, n_classes)
|
||
|
The predicted probability of the sample for each class in the
|
||
|
model, where classes are ordered as they are in `self.classes_`.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
y_pred = self._forward_pass_fast(X)
|
||
|
|
||
|
if self.n_outputs_ == 1:
|
||
|
y_pred = y_pred.ravel()
|
||
|
|
||
|
if y_pred.ndim == 1:
|
||
|
return np.vstack([1 - y_pred, y_pred]).T
|
||
|
else:
|
||
|
return y_pred
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"multilabel": True}
|
||
|
|
||
|
|
||
|
class MLPRegressor(RegressorMixin, BaseMultilayerPerceptron):
|
||
|
"""Multi-layer Perceptron regressor.
|
||
|
|
||
|
This model optimizes the squared error using LBFGS or stochastic gradient
|
||
|
descent.
|
||
|
|
||
|
.. versionadded:: 0.18
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
hidden_layer_sizes : array-like of shape(n_layers - 2,), default=(100,)
|
||
|
The ith element represents the number of neurons in the ith
|
||
|
hidden layer.
|
||
|
|
||
|
activation : {'identity', 'logistic', 'tanh', 'relu'}, default='relu'
|
||
|
Activation function for the hidden layer.
|
||
|
|
||
|
- 'identity', no-op activation, useful to implement linear bottleneck,
|
||
|
returns f(x) = x
|
||
|
|
||
|
- 'logistic', the logistic sigmoid function,
|
||
|
returns f(x) = 1 / (1 + exp(-x)).
|
||
|
|
||
|
- 'tanh', the hyperbolic tan function,
|
||
|
returns f(x) = tanh(x).
|
||
|
|
||
|
- 'relu', the rectified linear unit function,
|
||
|
returns f(x) = max(0, x)
|
||
|
|
||
|
solver : {'lbfgs', 'sgd', 'adam'}, default='adam'
|
||
|
The solver for weight optimization.
|
||
|
|
||
|
- 'lbfgs' is an optimizer in the family of quasi-Newton methods.
|
||
|
|
||
|
- 'sgd' refers to stochastic gradient descent.
|
||
|
|
||
|
- 'adam' refers to a stochastic gradient-based optimizer proposed by
|
||
|
Kingma, Diederik, and Jimmy Ba
|
||
|
|
||
|
For a comparison between Adam optimizer and SGD, see
|
||
|
:ref:`sphx_glr_auto_examples_neural_networks_plot_mlp_training_curves.py`.
|
||
|
|
||
|
Note: The default solver 'adam' works pretty well on relatively
|
||
|
large datasets (with thousands of training samples or more) in terms of
|
||
|
both training time and validation score.
|
||
|
For small datasets, however, 'lbfgs' can converge faster and perform
|
||
|
better.
|
||
|
|
||
|
alpha : float, default=0.0001
|
||
|
Strength of the L2 regularization term. The L2 regularization term
|
||
|
is divided by the sample size when added to the loss.
|
||
|
|
||
|
batch_size : int, default='auto'
|
||
|
Size of minibatches for stochastic optimizers.
|
||
|
If the solver is 'lbfgs', the regressor will not use minibatch.
|
||
|
When set to "auto", `batch_size=min(200, n_samples)`.
|
||
|
|
||
|
learning_rate : {'constant', 'invscaling', 'adaptive'}, default='constant'
|
||
|
Learning rate schedule for weight updates.
|
||
|
|
||
|
- 'constant' is a constant learning rate given by
|
||
|
'learning_rate_init'.
|
||
|
|
||
|
- 'invscaling' gradually decreases the learning rate ``learning_rate_``
|
||
|
at each time step 't' using an inverse scaling exponent of 'power_t'.
|
||
|
effective_learning_rate = learning_rate_init / pow(t, power_t)
|
||
|
|
||
|
- 'adaptive' keeps the learning rate constant to
|
||
|
'learning_rate_init' as long as training loss keeps decreasing.
|
||
|
Each time two consecutive epochs fail to decrease training loss by at
|
||
|
least tol, or fail to increase validation score by at least tol if
|
||
|
'early_stopping' is on, the current learning rate is divided by 5.
|
||
|
|
||
|
Only used when solver='sgd'.
|
||
|
|
||
|
learning_rate_init : float, default=0.001
|
||
|
The initial learning rate used. It controls the step-size
|
||
|
in updating the weights. Only used when solver='sgd' or 'adam'.
|
||
|
|
||
|
power_t : float, default=0.5
|
||
|
The exponent for inverse scaling learning rate.
|
||
|
It is used in updating effective learning rate when the learning_rate
|
||
|
is set to 'invscaling'. Only used when solver='sgd'.
|
||
|
|
||
|
max_iter : int, default=200
|
||
|
Maximum number of iterations. The solver iterates until convergence
|
||
|
(determined by 'tol') or this number of iterations. For stochastic
|
||
|
solvers ('sgd', 'adam'), note that this determines the number of epochs
|
||
|
(how many times each data point will be used), not the number of
|
||
|
gradient steps.
|
||
|
|
||
|
shuffle : bool, default=True
|
||
|
Whether to shuffle samples in each iteration. Only used when
|
||
|
solver='sgd' or 'adam'.
|
||
|
|
||
|
random_state : int, RandomState instance, default=None
|
||
|
Determines random number generation for weights and bias
|
||
|
initialization, train-test split if early stopping is used, and batch
|
||
|
sampling when solver='sgd' or 'adam'.
|
||
|
Pass an int for reproducible results across multiple function calls.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
tol : float, default=1e-4
|
||
|
Tolerance for the optimization. When the loss or score is not improving
|
||
|
by at least ``tol`` for ``n_iter_no_change`` consecutive iterations,
|
||
|
unless ``learning_rate`` is set to 'adaptive', convergence is
|
||
|
considered to be reached and training stops.
|
||
|
|
||
|
verbose : bool, default=False
|
||
|
Whether to print progress messages to stdout.
|
||
|
|
||
|
warm_start : bool, default=False
|
||
|
When set to True, reuse the solution of the previous
|
||
|
call to fit as initialization, otherwise, just erase the
|
||
|
previous solution. See :term:`the Glossary <warm_start>`.
|
||
|
|
||
|
momentum : float, default=0.9
|
||
|
Momentum for gradient descent update. Should be between 0 and 1. Only
|
||
|
used when solver='sgd'.
|
||
|
|
||
|
nesterovs_momentum : bool, default=True
|
||
|
Whether to use Nesterov's momentum. Only used when solver='sgd' and
|
||
|
momentum > 0.
|
||
|
|
||
|
early_stopping : bool, default=False
|
||
|
Whether to use early stopping to terminate training when validation
|
||
|
score is not improving. If set to True, it will automatically set
|
||
|
aside ``validation_fraction`` of training data as validation and
|
||
|
terminate training when validation score is not improving by at
|
||
|
least ``tol`` for ``n_iter_no_change`` consecutive epochs.
|
||
|
Only effective when solver='sgd' or 'adam'.
|
||
|
|
||
|
validation_fraction : float, default=0.1
|
||
|
The proportion of training data to set aside as validation set for
|
||
|
early stopping. Must be between 0 and 1.
|
||
|
Only used if early_stopping is True.
|
||
|
|
||
|
beta_1 : float, default=0.9
|
||
|
Exponential decay rate for estimates of first moment vector in adam,
|
||
|
should be in [0, 1). Only used when solver='adam'.
|
||
|
|
||
|
beta_2 : float, default=0.999
|
||
|
Exponential decay rate for estimates of second moment vector in adam,
|
||
|
should be in [0, 1). Only used when solver='adam'.
|
||
|
|
||
|
epsilon : float, default=1e-8
|
||
|
Value for numerical stability in adam. Only used when solver='adam'.
|
||
|
|
||
|
n_iter_no_change : int, default=10
|
||
|
Maximum number of epochs to not meet ``tol`` improvement.
|
||
|
Only effective when solver='sgd' or 'adam'.
|
||
|
|
||
|
.. versionadded:: 0.20
|
||
|
|
||
|
max_fun : int, default=15000
|
||
|
Only used when solver='lbfgs'. Maximum number of function calls.
|
||
|
The solver iterates until convergence (determined by ``tol``), number
|
||
|
of iterations reaches max_iter, or this number of function calls.
|
||
|
Note that number of function calls will be greater than or equal to
|
||
|
the number of iterations for the MLPRegressor.
|
||
|
|
||
|
.. versionadded:: 0.22
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
loss_ : float
|
||
|
The current loss computed with the loss function.
|
||
|
|
||
|
best_loss_ : float
|
||
|
The minimum loss reached by the solver throughout fitting.
|
||
|
If `early_stopping=True`, this attribute is set to `None`. Refer to
|
||
|
the `best_validation_score_` fitted attribute instead.
|
||
|
Only accessible when solver='sgd' or 'adam'.
|
||
|
|
||
|
loss_curve_ : list of shape (`n_iter_`,)
|
||
|
Loss value evaluated at the end of each training step.
|
||
|
The ith element in the list represents the loss at the ith iteration.
|
||
|
Only accessible when solver='sgd' or 'adam'.
|
||
|
|
||
|
validation_scores_ : list of shape (`n_iter_`,) or None
|
||
|
The score at each iteration on a held-out validation set. The score
|
||
|
reported is the R2 score. Only available if `early_stopping=True`,
|
||
|
otherwise the attribute is set to `None`.
|
||
|
Only accessible when solver='sgd' or 'adam'.
|
||
|
|
||
|
best_validation_score_ : float or None
|
||
|
The best validation score (i.e. R2 score) that triggered the
|
||
|
early stopping. Only available if `early_stopping=True`, otherwise the
|
||
|
attribute is set to `None`.
|
||
|
Only accessible when solver='sgd' or 'adam'.
|
||
|
|
||
|
t_ : int
|
||
|
The number of training samples seen by the solver during fitting.
|
||
|
Mathematically equals `n_iters * X.shape[0]`, it means
|
||
|
`time_step` and it is used by optimizer's learning rate scheduler.
|
||
|
|
||
|
coefs_ : list of shape (n_layers - 1,)
|
||
|
The ith element in the list represents the weight matrix corresponding
|
||
|
to layer i.
|
||
|
|
||
|
intercepts_ : list of shape (n_layers - 1,)
|
||
|
The ith element in the list represents the bias vector corresponding to
|
||
|
layer i + 1.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
n_iter_ : int
|
||
|
The number of iterations the solver has run.
|
||
|
|
||
|
n_layers_ : int
|
||
|
Number of layers.
|
||
|
|
||
|
n_outputs_ : int
|
||
|
Number of outputs.
|
||
|
|
||
|
out_activation_ : str
|
||
|
Name of the output activation function.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
BernoulliRBM : Bernoulli Restricted Boltzmann Machine (RBM).
|
||
|
MLPClassifier : Multi-layer Perceptron classifier.
|
||
|
sklearn.linear_model.SGDRegressor : Linear model fitted by minimizing
|
||
|
a regularized empirical loss with SGD.
|
||
|
|
||
|
Notes
|
||
|
-----
|
||
|
MLPRegressor trains iteratively since at each time step
|
||
|
the partial derivatives of the loss function with respect to the model
|
||
|
parameters are computed to update the parameters.
|
||
|
|
||
|
It can also have a regularization term added to the loss function
|
||
|
that shrinks model parameters to prevent overfitting.
|
||
|
|
||
|
This implementation works with data represented as dense and sparse numpy
|
||
|
arrays of floating point values.
|
||
|
|
||
|
References
|
||
|
----------
|
||
|
Hinton, Geoffrey E. "Connectionist learning procedures."
|
||
|
Artificial intelligence 40.1 (1989): 185-234.
|
||
|
|
||
|
Glorot, Xavier, and Yoshua Bengio.
|
||
|
"Understanding the difficulty of training deep feedforward neural networks."
|
||
|
International Conference on Artificial Intelligence and Statistics. 2010.
|
||
|
|
||
|
:arxiv:`He, Kaiming, et al (2015). "Delving deep into rectifiers:
|
||
|
Surpassing human-level performance on imagenet classification." <1502.01852>`
|
||
|
|
||
|
:arxiv:`Kingma, Diederik, and Jimmy Ba (2014)
|
||
|
"Adam: A method for stochastic optimization." <1412.6980>`
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.neural_network import MLPRegressor
|
||
|
>>> from sklearn.datasets import make_regression
|
||
|
>>> from sklearn.model_selection import train_test_split
|
||
|
>>> X, y = make_regression(n_samples=200, random_state=1)
|
||
|
>>> X_train, X_test, y_train, y_test = train_test_split(X, y,
|
||
|
... random_state=1)
|
||
|
>>> regr = MLPRegressor(random_state=1, max_iter=500).fit(X_train, y_train)
|
||
|
>>> regr.predict(X_test[:2])
|
||
|
array([-0.9..., -7.1...])
|
||
|
>>> regr.score(X_test, y_test)
|
||
|
0.4...
|
||
|
"""
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
hidden_layer_sizes=(100,),
|
||
|
activation="relu",
|
||
|
*,
|
||
|
solver="adam",
|
||
|
alpha=0.0001,
|
||
|
batch_size="auto",
|
||
|
learning_rate="constant",
|
||
|
learning_rate_init=0.001,
|
||
|
power_t=0.5,
|
||
|
max_iter=200,
|
||
|
shuffle=True,
|
||
|
random_state=None,
|
||
|
tol=1e-4,
|
||
|
verbose=False,
|
||
|
warm_start=False,
|
||
|
momentum=0.9,
|
||
|
nesterovs_momentum=True,
|
||
|
early_stopping=False,
|
||
|
validation_fraction=0.1,
|
||
|
beta_1=0.9,
|
||
|
beta_2=0.999,
|
||
|
epsilon=1e-8,
|
||
|
n_iter_no_change=10,
|
||
|
max_fun=15000,
|
||
|
):
|
||
|
super().__init__(
|
||
|
hidden_layer_sizes=hidden_layer_sizes,
|
||
|
activation=activation,
|
||
|
solver=solver,
|
||
|
alpha=alpha,
|
||
|
batch_size=batch_size,
|
||
|
learning_rate=learning_rate,
|
||
|
learning_rate_init=learning_rate_init,
|
||
|
power_t=power_t,
|
||
|
max_iter=max_iter,
|
||
|
loss="squared_error",
|
||
|
shuffle=shuffle,
|
||
|
random_state=random_state,
|
||
|
tol=tol,
|
||
|
verbose=verbose,
|
||
|
warm_start=warm_start,
|
||
|
momentum=momentum,
|
||
|
nesterovs_momentum=nesterovs_momentum,
|
||
|
early_stopping=early_stopping,
|
||
|
validation_fraction=validation_fraction,
|
||
|
beta_1=beta_1,
|
||
|
beta_2=beta_2,
|
||
|
epsilon=epsilon,
|
||
|
n_iter_no_change=n_iter_no_change,
|
||
|
max_fun=max_fun,
|
||
|
)
|
||
|
|
||
|
def predict(self, X):
|
||
|
"""Predict using the multi-layer perceptron model.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The input data.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
y : ndarray of shape (n_samples, n_outputs)
|
||
|
The predicted values.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
return self._predict(X)
|
||
|
|
||
|
def _predict(self, X, check_input=True):
|
||
|
"""Private predict method with optional input validation"""
|
||
|
y_pred = self._forward_pass_fast(X, check_input=check_input)
|
||
|
if y_pred.shape[1] == 1:
|
||
|
return y_pred.ravel()
|
||
|
return y_pred
|
||
|
|
||
|
def _score(self, X, y):
|
||
|
"""Private score method without input validation"""
|
||
|
# Input validation would remove feature names, so we disable it
|
||
|
y_pred = self._predict(X, check_input=False)
|
||
|
return r2_score(y, y_pred)
|
||
|
|
||
|
def _validate_input(self, X, y, incremental, reset):
|
||
|
X, y = self._validate_data(
|
||
|
X,
|
||
|
y,
|
||
|
accept_sparse=["csr", "csc"],
|
||
|
multi_output=True,
|
||
|
y_numeric=True,
|
||
|
dtype=(np.float64, np.float32),
|
||
|
reset=reset,
|
||
|
)
|
||
|
if y.ndim == 2 and y.shape[1] == 1:
|
||
|
y = column_or_1d(y, warn=True)
|
||
|
return X, y
|
||
|
|
||
|
@available_if(lambda est: est._check_solver)
|
||
|
@_fit_context(prefer_skip_nested_validation=True)
|
||
|
def partial_fit(self, X, y):
|
||
|
"""Update the model with a single iteration over the given data.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The input data.
|
||
|
|
||
|
y : ndarray of shape (n_samples,)
|
||
|
The target values.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Trained MLP model.
|
||
|
"""
|
||
|
return self._fit(X, y, incremental=True)
|