3RNN/Lib/site-packages/sklearn/ensemble/_stacking.py

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"""Stacking classifier and regressor."""
# Authors: Guillaume Lemaitre <g.lemaitre58@gmail.com>
# License: BSD 3 clause
from abc import ABCMeta, abstractmethod
from copy import deepcopy
from numbers import Integral
import numpy as np
import scipy.sparse as sparse
from ..base import (
ClassifierMixin,
RegressorMixin,
TransformerMixin,
_fit_context,
clone,
is_classifier,
is_regressor,
)
from ..exceptions import NotFittedError
from ..linear_model import LogisticRegression, RidgeCV
from ..model_selection import check_cv, cross_val_predict
from ..preprocessing import LabelEncoder
from ..utils import Bunch
from ..utils._estimator_html_repr import _VisualBlock
from ..utils._param_validation import HasMethods, StrOptions
from ..utils.metadata_routing import (
_raise_for_unsupported_routing,
_RoutingNotSupportedMixin,
)
from ..utils.metaestimators import available_if
from ..utils.multiclass import check_classification_targets, type_of_target
from ..utils.parallel import Parallel, delayed
from ..utils.validation import (
_check_feature_names_in,
_check_response_method,
check_is_fitted,
column_or_1d,
)
from ._base import _BaseHeterogeneousEnsemble, _fit_single_estimator
def _estimator_has(attr):
"""Check if we can delegate a method to the underlying estimator.
First, we check the fitted `final_estimator_` if available, otherwise we check the
unfitted `final_estimator`. We raise the original `AttributeError` if `attr` does
not exist. This function is used together with `available_if`.
"""
def check(self):
if hasattr(self, "final_estimator_"):
getattr(self.final_estimator_, attr)
else:
getattr(self.final_estimator, attr)
return True
return check
class _BaseStacking(TransformerMixin, _BaseHeterogeneousEnsemble, metaclass=ABCMeta):
"""Base class for stacking method."""
_parameter_constraints: dict = {
"estimators": [list],
"final_estimator": [None, HasMethods("fit")],
"cv": ["cv_object", StrOptions({"prefit"})],
"n_jobs": [None, Integral],
"passthrough": ["boolean"],
"verbose": ["verbose"],
}
@abstractmethod
def __init__(
self,
estimators,
final_estimator=None,
*,
cv=None,
stack_method="auto",
n_jobs=None,
verbose=0,
passthrough=False,
):
super().__init__(estimators=estimators)
self.final_estimator = final_estimator
self.cv = cv
self.stack_method = stack_method
self.n_jobs = n_jobs
self.verbose = verbose
self.passthrough = passthrough
def _clone_final_estimator(self, default):
if self.final_estimator is not None:
self.final_estimator_ = clone(self.final_estimator)
else:
self.final_estimator_ = clone(default)
def _concatenate_predictions(self, X, predictions):
"""Concatenate the predictions of each first layer learner and
possibly the input dataset `X`.
If `X` is sparse and `self.passthrough` is False, the output of
`transform` will be dense (the predictions). If `X` is sparse
and `self.passthrough` is True, the output of `transform` will
be sparse.
This helper is in charge of ensuring the predictions are 2D arrays and
it will drop one of the probability column when using probabilities
in the binary case. Indeed, the p(y|c=0) = 1 - p(y|c=1)
When `y` type is `"multilabel-indicator"`` and the method used is
`predict_proba`, `preds` can be either a `ndarray` of shape
`(n_samples, n_class)` or for some estimators a list of `ndarray`.
This function will drop one of the probability column in this situation as well.
"""
X_meta = []
for est_idx, preds in enumerate(predictions):
if isinstance(preds, list):
# `preds` is here a list of `n_targets` 2D ndarrays of
# `n_classes` columns. The k-th column contains the
# probabilities of the samples belonging the k-th class.
#
# Since those probabilities must sum to one for each sample,
# we can work with probabilities of `n_classes - 1` classes.
# Hence we drop the first column.
for pred in preds:
X_meta.append(pred[:, 1:])
elif preds.ndim == 1:
# Some estimator return a 1D array for predictions
# which must be 2-dimensional arrays.
X_meta.append(preds.reshape(-1, 1))
elif (
self.stack_method_[est_idx] == "predict_proba"
and len(self.classes_) == 2
):
# Remove the first column when using probabilities in
# binary classification because both features `preds` are perfectly
# collinear.
X_meta.append(preds[:, 1:])
else:
X_meta.append(preds)
self._n_feature_outs = [pred.shape[1] for pred in X_meta]
if self.passthrough:
X_meta.append(X)
if sparse.issparse(X):
return sparse.hstack(X_meta, format=X.format)
return np.hstack(X_meta)
@staticmethod
def _method_name(name, estimator, method):
if estimator == "drop":
return None
if method == "auto":
method = ["predict_proba", "decision_function", "predict"]
try:
method_name = _check_response_method(estimator, method).__name__
except AttributeError as e:
raise ValueError(
f"Underlying estimator {name} does not implement the method {method}."
) from e
return method_name
@_fit_context(
# estimators in Stacking*.estimators are not validated yet
prefer_skip_nested_validation=False
)
def fit(self, X, y, sample_weight=None):
"""Fit the estimators.
Parameters
----------
X : {array-like, sparse matrix} of 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 of shape (n_samples,)
Target values.
sample_weight : array-like of shape (n_samples,) or default=None
Sample weights. If None, then samples are equally weighted.
Note that this is supported only if all underlying estimators
support sample weights.
.. versionchanged:: 0.23
when not None, `sample_weight` is passed to all underlying
estimators
Returns
-------
self : object
"""
# all_estimators contains all estimators, the one to be fitted and the
# 'drop' string.
names, all_estimators = self._validate_estimators()
self._validate_final_estimator()
# FIXME: when adding support for metadata routing in Stacking*.
# This is a hotfix to make StackingClassifier and StackingRegressor
# pass the tests despite not supporting metadata routing but sharing
# the same base class with VotingClassifier and VotingRegressor.
fit_params = dict()
if sample_weight is not None:
fit_params["sample_weight"] = sample_weight
stack_method = [self.stack_method] * len(all_estimators)
if self.cv == "prefit":
self.estimators_ = []
for estimator in all_estimators:
if estimator != "drop":
check_is_fitted(estimator)
self.estimators_.append(estimator)
else:
# Fit the base estimators on the whole training data. Those
# base estimators will be used in transform, predict, and
# predict_proba. They are exposed publicly.
self.estimators_ = Parallel(n_jobs=self.n_jobs)(
delayed(_fit_single_estimator)(clone(est), X, y, fit_params)
for est in all_estimators
if est != "drop"
)
self.named_estimators_ = Bunch()
est_fitted_idx = 0
for name_est, org_est in zip(names, all_estimators):
if org_est != "drop":
current_estimator = self.estimators_[est_fitted_idx]
self.named_estimators_[name_est] = current_estimator
est_fitted_idx += 1
if hasattr(current_estimator, "feature_names_in_"):
self.feature_names_in_ = current_estimator.feature_names_in_
else:
self.named_estimators_[name_est] = "drop"
self.stack_method_ = [
self._method_name(name, est, meth)
for name, est, meth in zip(names, all_estimators, stack_method)
]
if self.cv == "prefit":
# Generate predictions from prefit models
predictions = [
getattr(estimator, predict_method)(X)
for estimator, predict_method in zip(all_estimators, self.stack_method_)
if estimator != "drop"
]
else:
# To train the meta-classifier using the most data as possible, we use
# a cross-validation to obtain the output of the stacked estimators.
# To ensure that the data provided to each estimator are the same,
# we need to set the random state of the cv if there is one and we
# need to take a copy.
cv = check_cv(self.cv, y=y, classifier=is_classifier(self))
if hasattr(cv, "random_state") and cv.random_state is None:
cv.random_state = np.random.RandomState()
predictions = Parallel(n_jobs=self.n_jobs)(
delayed(cross_val_predict)(
clone(est),
X,
y,
cv=deepcopy(cv),
method=meth,
n_jobs=self.n_jobs,
params=fit_params,
verbose=self.verbose,
)
for est, meth in zip(all_estimators, self.stack_method_)
if est != "drop"
)
# Only not None or not 'drop' estimators will be used in transform.
# Remove the None from the method as well.
self.stack_method_ = [
meth
for (meth, est) in zip(self.stack_method_, all_estimators)
if est != "drop"
]
X_meta = self._concatenate_predictions(X, predictions)
_fit_single_estimator(self.final_estimator_, X_meta, y, fit_params=fit_params)
return self
@property
def n_features_in_(self):
"""Number of features seen during :term:`fit`."""
try:
check_is_fitted(self)
except NotFittedError as nfe:
raise AttributeError(
f"{self.__class__.__name__} object has no attribute n_features_in_"
) from nfe
return self.estimators_[0].n_features_in_
def _transform(self, X):
"""Concatenate and return the predictions of the estimators."""
check_is_fitted(self)
predictions = [
getattr(est, meth)(X)
for est, meth in zip(self.estimators_, self.stack_method_)
if est != "drop"
]
return self._concatenate_predictions(X, predictions)
def get_feature_names_out(self, input_features=None):
"""Get output feature names for transformation.
Parameters
----------
input_features : array-like of str or None, default=None
Input features. The input feature names are only used when `passthrough` is
`True`.
- If `input_features` is `None`, then `feature_names_in_` is
used as feature names in. If `feature_names_in_` is not defined,
then names are generated: `[x0, x1, ..., x(n_features_in_ - 1)]`.
- If `input_features` is an array-like, then `input_features` must
match `feature_names_in_` if `feature_names_in_` is defined.
If `passthrough` is `False`, then only the names of `estimators` are used
to generate the output feature names.
Returns
-------
feature_names_out : ndarray of str objects
Transformed feature names.
"""
check_is_fitted(self, "n_features_in_")
input_features = _check_feature_names_in(
self, input_features, generate_names=self.passthrough
)
class_name = self.__class__.__name__.lower()
non_dropped_estimators = (
name for name, est in self.estimators if est != "drop"
)
meta_names = []
for est, n_features_out in zip(non_dropped_estimators, self._n_feature_outs):
if n_features_out == 1:
meta_names.append(f"{class_name}_{est}")
else:
meta_names.extend(
f"{class_name}_{est}{i}" for i in range(n_features_out)
)
if self.passthrough:
return np.concatenate((meta_names, input_features))
return np.asarray(meta_names, dtype=object)
@available_if(_estimator_has("predict"))
def predict(self, X, **predict_params):
"""Predict target for X.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where `n_samples` is the number of samples and
`n_features` is the number of features.
**predict_params : dict of str -> obj
Parameters to the `predict` called by the `final_estimator`. Note
that this may be used to return uncertainties from some estimators
with `return_std` or `return_cov`. Be aware that it will only
accounts for uncertainty in the final estimator.
Returns
-------
y_pred : ndarray of shape (n_samples,) or (n_samples, n_output)
Predicted targets.
"""
check_is_fitted(self)
return self.final_estimator_.predict(self.transform(X), **predict_params)
def _sk_visual_block_with_final_estimator(self, final_estimator):
names, estimators = zip(*self.estimators)
parallel = _VisualBlock("parallel", estimators, names=names, dash_wrapped=False)
# final estimator is wrapped in a parallel block to show the label:
# 'final_estimator' in the html repr
final_block = _VisualBlock(
"parallel", [final_estimator], names=["final_estimator"], dash_wrapped=False
)
return _VisualBlock("serial", (parallel, final_block), dash_wrapped=False)
class StackingClassifier(_RoutingNotSupportedMixin, ClassifierMixin, _BaseStacking):
"""Stack of estimators with a final classifier.
Stacked generalization consists in stacking the output of individual
estimator and use a classifier to compute the final prediction. Stacking
allows to use the strength of each individual estimator by using their
output as input of a final estimator.
Note that `estimators_` are fitted on the full `X` while `final_estimator_`
is trained using cross-validated predictions of the base estimators using
`cross_val_predict`.
Read more in the :ref:`User Guide <stacking>`.
.. versionadded:: 0.22
Parameters
----------
estimators : list of (str, estimator)
Base estimators which will be stacked together. Each element of the
list is defined as a tuple of string (i.e. name) and an estimator
instance. An estimator can be set to 'drop' using `set_params`.
The type of estimator is generally expected to be a classifier.
However, one can pass a regressor for some use case (e.g. ordinal
regression).
final_estimator : estimator, default=None
A classifier which will be used to combine the base estimators.
The default classifier is a
:class:`~sklearn.linear_model.LogisticRegression`.
cv : int, cross-validation generator, iterable, or "prefit", default=None
Determines the cross-validation splitting strategy used in
`cross_val_predict` to train `final_estimator`. Possible inputs for
cv are:
* None, to use the default 5-fold cross validation,
* integer, to specify the number of folds in a (Stratified) KFold,
* An object to be used as a cross-validation generator,
* An iterable yielding train, test splits,
* `"prefit"` to assume the `estimators` are prefit. In this case, the
estimators will not be refitted.
For integer/None inputs, if the estimator is a classifier and y is
either binary or multiclass,
:class:`~sklearn.model_selection.StratifiedKFold` is used.
In all other cases, :class:`~sklearn.model_selection.KFold` is used.
These splitters are instantiated with `shuffle=False` so the splits
will be the same across calls.
Refer :ref:`User Guide <cross_validation>` for the various
cross-validation strategies that can be used here.
If "prefit" is passed, it is assumed that all `estimators` have
been fitted already. The `final_estimator_` is trained on the `estimators`
predictions on the full training set and are **not** cross validated
predictions. Please note that if the models have been trained on the same
data to train the stacking model, there is a very high risk of overfitting.
.. versionadded:: 1.1
The 'prefit' option was added in 1.1
.. note::
A larger number of split will provide no benefits if the number
of training samples is large enough. Indeed, the training time
will increase. ``cv`` is not used for model evaluation but for
prediction.
stack_method : {'auto', 'predict_proba', 'decision_function', 'predict'}, \
default='auto'
Methods called for each base estimator. It can be:
* if 'auto', it will try to invoke, for each estimator,
`'predict_proba'`, `'decision_function'` or `'predict'` in that
order.
* otherwise, one of `'predict_proba'`, `'decision_function'` or
`'predict'`. If the method is not implemented by the estimator, it
will raise an error.
n_jobs : int, default=None
The number of jobs to run in parallel all `estimators` `fit`.
`None` means 1 unless in a `joblib.parallel_backend` context. -1 means
using all processors. See Glossary for more details.
passthrough : bool, default=False
When False, only the predictions of estimators will be used as
training data for `final_estimator`. When True, the
`final_estimator` is trained on the predictions as well as the
original training data.
verbose : int, default=0
Verbosity level.
Attributes
----------
classes_ : ndarray of shape (n_classes,) or list of ndarray if `y` \
is of type `"multilabel-indicator"`.
Class labels.
estimators_ : list of estimators
The elements of the `estimators` parameter, having been fitted on the
training data. If an estimator has been set to `'drop'`, it
will not appear in `estimators_`. When `cv="prefit"`, `estimators_`
is set to `estimators` and is not fitted again.
named_estimators_ : :class:`~sklearn.utils.Bunch`
Attribute to access any fitted sub-estimators by name.
n_features_in_ : int
Number of features seen during :term:`fit`. Only defined if the
underlying classifier exposes such an attribute when fit.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Only defined if the
underlying estimators expose such an attribute when fit.
.. versionadded:: 1.0
final_estimator_ : estimator
The classifier which predicts given the output of `estimators_`.
stack_method_ : list of str
The method used by each base estimator.
See Also
--------
StackingRegressor : Stack of estimators with a final regressor.
Notes
-----
When `predict_proba` is used by each estimator (i.e. most of the time for
`stack_method='auto'` or specifically for `stack_method='predict_proba'`),
The first column predicted by each estimator will be dropped in the case
of a binary classification problem. Indeed, both feature will be perfectly
collinear.
In some cases (e.g. ordinal regression), one can pass regressors as the
first layer of the :class:`StackingClassifier`. However, note that `y` will
be internally encoded in a numerically increasing order or lexicographic
order. If this ordering is not adequate, one should manually numerically
encode the classes in the desired order.
References
----------
.. [1] Wolpert, David H. "Stacked generalization." Neural networks 5.2
(1992): 241-259.
Examples
--------
>>> from sklearn.datasets import load_iris
>>> from sklearn.ensemble import RandomForestClassifier
>>> from sklearn.svm import LinearSVC
>>> from sklearn.linear_model import LogisticRegression
>>> from sklearn.preprocessing import StandardScaler
>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.ensemble import StackingClassifier
>>> X, y = load_iris(return_X_y=True)
>>> estimators = [
... ('rf', RandomForestClassifier(n_estimators=10, random_state=42)),
... ('svr', make_pipeline(StandardScaler(),
... LinearSVC(random_state=42)))
... ]
>>> clf = StackingClassifier(
... estimators=estimators, final_estimator=LogisticRegression()
... )
>>> from sklearn.model_selection import train_test_split
>>> X_train, X_test, y_train, y_test = train_test_split(
... X, y, stratify=y, random_state=42
... )
>>> clf.fit(X_train, y_train).score(X_test, y_test)
0.9...
"""
_parameter_constraints: dict = {
**_BaseStacking._parameter_constraints,
"stack_method": [
StrOptions({"auto", "predict_proba", "decision_function", "predict"})
],
}
def __init__(
self,
estimators,
final_estimator=None,
*,
cv=None,
stack_method="auto",
n_jobs=None,
passthrough=False,
verbose=0,
):
super().__init__(
estimators=estimators,
final_estimator=final_estimator,
cv=cv,
stack_method=stack_method,
n_jobs=n_jobs,
passthrough=passthrough,
verbose=verbose,
)
def _validate_final_estimator(self):
self._clone_final_estimator(default=LogisticRegression())
if not is_classifier(self.final_estimator_):
raise ValueError(
"'final_estimator' parameter should be a classifier. Got {}".format(
self.final_estimator_
)
)
def _validate_estimators(self):
"""Overload the method of `_BaseHeterogeneousEnsemble` to be more
lenient towards the type of `estimators`.
Regressors can be accepted for some cases such as ordinal regression.
"""
if len(self.estimators) == 0:
raise ValueError(
"Invalid 'estimators' attribute, 'estimators' should be a "
"non-empty list of (string, estimator) tuples."
)
names, estimators = zip(*self.estimators)
self._validate_names(names)
has_estimator = any(est != "drop" for est in estimators)
if not has_estimator:
raise ValueError(
"All estimators are dropped. At least one is required "
"to be an estimator."
)
return names, estimators
def fit(self, X, y, sample_weight=None):
"""Fit the estimators.
Parameters
----------
X : {array-like, sparse matrix} of 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 of shape (n_samples,)
Target values. Note that `y` will be internally encoded in
numerically increasing order or lexicographic order. If the order
matter (e.g. for ordinal regression), one should numerically encode
the target `y` before calling :term:`fit`.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted.
Note that this is supported only if all underlying estimators
support sample weights.
Returns
-------
self : object
Returns a fitted instance of estimator.
"""
_raise_for_unsupported_routing(self, "fit", sample_weight=sample_weight)
check_classification_targets(y)
if type_of_target(y) == "multilabel-indicator":
self._label_encoder = [LabelEncoder().fit(yk) for yk in y.T]
self.classes_ = [le.classes_ for le in self._label_encoder]
y_encoded = np.array(
[
self._label_encoder[target_idx].transform(target)
for target_idx, target in enumerate(y.T)
]
).T
else:
self._label_encoder = LabelEncoder().fit(y)
self.classes_ = self._label_encoder.classes_
y_encoded = self._label_encoder.transform(y)
return super().fit(X, y_encoded, sample_weight)
@available_if(_estimator_has("predict"))
def predict(self, X, **predict_params):
"""Predict target for X.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where `n_samples` is the number of samples and
`n_features` is the number of features.
**predict_params : dict of str -> obj
Parameters to the `predict` called by the `final_estimator`. Note
that this may be used to return uncertainties from some estimators
with `return_std` or `return_cov`. Be aware that it will only
accounts for uncertainty in the final estimator.
Returns
-------
y_pred : ndarray of shape (n_samples,) or (n_samples, n_output)
Predicted targets.
"""
y_pred = super().predict(X, **predict_params)
if isinstance(self._label_encoder, list):
# Handle the multilabel-indicator case
y_pred = np.array(
[
self._label_encoder[target_idx].inverse_transform(target)
for target_idx, target in enumerate(y_pred.T)
]
).T
else:
y_pred = self._label_encoder.inverse_transform(y_pred)
return y_pred
@available_if(_estimator_has("predict_proba"))
def predict_proba(self, X):
"""Predict class probabilities for `X` using the final estimator.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where `n_samples` is the number of samples and
`n_features` is the number of features.
Returns
-------
probabilities : ndarray of shape (n_samples, n_classes) or \
list of ndarray of shape (n_output,)
The class probabilities of the input samples.
"""
check_is_fitted(self)
y_pred = self.final_estimator_.predict_proba(self.transform(X))
if isinstance(self._label_encoder, list):
# Handle the multilabel-indicator cases
y_pred = np.array([preds[:, 0] for preds in y_pred]).T
return y_pred
@available_if(_estimator_has("decision_function"))
def decision_function(self, X):
"""Decision function for samples in `X` using the final estimator.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where `n_samples` is the number of samples and
`n_features` is the number of features.
Returns
-------
decisions : ndarray of shape (n_samples,), (n_samples, n_classes), \
or (n_samples, n_classes * (n_classes-1) / 2)
The decision function computed the final estimator.
"""
check_is_fitted(self)
return self.final_estimator_.decision_function(self.transform(X))
def transform(self, X):
"""Return class labels or probabilities for X for each estimator.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where `n_samples` is the number of samples and
`n_features` is the number of features.
Returns
-------
y_preds : ndarray of shape (n_samples, n_estimators) or \
(n_samples, n_classes * n_estimators)
Prediction outputs for each estimator.
"""
return self._transform(X)
def _sk_visual_block_(self):
# If final_estimator's default changes then this should be
# updated.
if self.final_estimator is None:
final_estimator = LogisticRegression()
else:
final_estimator = self.final_estimator
return super()._sk_visual_block_with_final_estimator(final_estimator)
class StackingRegressor(_RoutingNotSupportedMixin, RegressorMixin, _BaseStacking):
"""Stack of estimators with a final regressor.
Stacked generalization consists in stacking the output of individual
estimator and use a regressor to compute the final prediction. Stacking
allows to use the strength of each individual estimator by using their
output as input of a final estimator.
Note that `estimators_` are fitted on the full `X` while `final_estimator_`
is trained using cross-validated predictions of the base estimators using
`cross_val_predict`.
Read more in the :ref:`User Guide <stacking>`.
.. versionadded:: 0.22
Parameters
----------
estimators : list of (str, estimator)
Base estimators which will be stacked together. Each element of the
list is defined as a tuple of string (i.e. name) and an estimator
instance. An estimator can be set to 'drop' using `set_params`.
final_estimator : estimator, default=None
A regressor which will be used to combine the base estimators.
The default regressor is a :class:`~sklearn.linear_model.RidgeCV`.
cv : int, cross-validation generator, iterable, or "prefit", default=None
Determines the cross-validation splitting strategy used in
`cross_val_predict` to train `final_estimator`. Possible inputs for
cv are:
* None, to use the default 5-fold cross validation,
* integer, to specify the number of folds in a (Stratified) KFold,
* An object to be used as a cross-validation generator,
* An iterable yielding train, test splits.
* "prefit" to assume the `estimators` are prefit, and skip cross validation
For integer/None inputs, if the estimator is a classifier and y is
either binary or multiclass,
:class:`~sklearn.model_selection.StratifiedKFold` is used.
In all other cases, :class:`~sklearn.model_selection.KFold` is used.
These splitters are instantiated with `shuffle=False` so the splits
will be the same across calls.
Refer :ref:`User Guide <cross_validation>` for the various
cross-validation strategies that can be used here.
If "prefit" is passed, it is assumed that all `estimators` have
been fitted already. The `final_estimator_` is trained on the `estimators`
predictions on the full training set and are **not** cross validated
predictions. Please note that if the models have been trained on the same
data to train the stacking model, there is a very high risk of overfitting.
.. versionadded:: 1.1
The 'prefit' option was added in 1.1
.. note::
A larger number of split will provide no benefits if the number
of training samples is large enough. Indeed, the training time
will increase. ``cv`` is not used for model evaluation but for
prediction.
n_jobs : int, default=None
The number of jobs to run in parallel for `fit` of all `estimators`.
`None` means 1 unless in a `joblib.parallel_backend` context. -1 means
using all processors. See Glossary for more details.
passthrough : bool, default=False
When False, only the predictions of estimators will be used as
training data for `final_estimator`. When True, the
`final_estimator` is trained on the predictions as well as the
original training data.
verbose : int, default=0
Verbosity level.
Attributes
----------
estimators_ : list of estimator
The elements of the `estimators` parameter, having been fitted on the
training data. If an estimator has been set to `'drop'`, it
will not appear in `estimators_`. When `cv="prefit"`, `estimators_`
is set to `estimators` and is not fitted again.
named_estimators_ : :class:`~sklearn.utils.Bunch`
Attribute to access any fitted sub-estimators by name.
n_features_in_ : int
Number of features seen during :term:`fit`. Only defined if the
underlying regressor exposes such an attribute when fit.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Only defined if the
underlying estimators expose such an attribute when fit.
.. versionadded:: 1.0
final_estimator_ : estimator
The regressor to stacked the base estimators fitted.
stack_method_ : list of str
The method used by each base estimator.
See Also
--------
StackingClassifier : Stack of estimators with a final classifier.
References
----------
.. [1] Wolpert, David H. "Stacked generalization." Neural networks 5.2
(1992): 241-259.
Examples
--------
>>> from sklearn.datasets import load_diabetes
>>> from sklearn.linear_model import RidgeCV
>>> from sklearn.svm import LinearSVR
>>> from sklearn.ensemble import RandomForestRegressor
>>> from sklearn.ensemble import StackingRegressor
>>> X, y = load_diabetes(return_X_y=True)
>>> estimators = [
... ('lr', RidgeCV()),
... ('svr', LinearSVR(random_state=42))
... ]
>>> reg = StackingRegressor(
... estimators=estimators,
... final_estimator=RandomForestRegressor(n_estimators=10,
... random_state=42)
... )
>>> from sklearn.model_selection import train_test_split
>>> X_train, X_test, y_train, y_test = train_test_split(
... X, y, random_state=42
... )
>>> reg.fit(X_train, y_train).score(X_test, y_test)
0.3...
"""
def __init__(
self,
estimators,
final_estimator=None,
*,
cv=None,
n_jobs=None,
passthrough=False,
verbose=0,
):
super().__init__(
estimators=estimators,
final_estimator=final_estimator,
cv=cv,
stack_method="predict",
n_jobs=n_jobs,
passthrough=passthrough,
verbose=verbose,
)
def _validate_final_estimator(self):
self._clone_final_estimator(default=RidgeCV())
if not is_regressor(self.final_estimator_):
raise ValueError(
"'final_estimator' parameter should be a regressor. Got {}".format(
self.final_estimator_
)
)
def fit(self, X, y, sample_weight=None):
"""Fit the estimators.
Parameters
----------
X : {array-like, sparse matrix} of 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 of shape (n_samples,)
Target values.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted.
Note that this is supported only if all underlying estimators
support sample weights.
Returns
-------
self : object
Returns a fitted instance.
"""
_raise_for_unsupported_routing(self, "fit", sample_weight=sample_weight)
y = column_or_1d(y, warn=True)
return super().fit(X, y, sample_weight)
def transform(self, X):
"""Return the predictions for X for each estimator.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where `n_samples` is the number of samples and
`n_features` is the number of features.
Returns
-------
y_preds : ndarray of shape (n_samples, n_estimators)
Prediction outputs for each estimator.
"""
return self._transform(X)
def fit_transform(self, X, y, sample_weight=None):
"""Fit the estimators and return the predictions for X for each estimator.
Parameters
----------
X : {array-like, sparse matrix} of 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 of shape (n_samples,)
Target values.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted.
Note that this is supported only if all underlying estimators
support sample weights.
Returns
-------
y_preds : ndarray of shape (n_samples, n_estimators)
Prediction outputs for each estimator.
"""
return super().fit_transform(X, y, sample_weight=sample_weight)
def _sk_visual_block_(self):
# If final_estimator's default changes then this should be
# updated.
if self.final_estimator is None:
final_estimator = RidgeCV()
else:
final_estimator = self.final_estimator
return super()._sk_visual_block_with_final_estimator(final_estimator)