3RNN/Lib/site-packages/sklearn/inspection/_plot/partial_dependence.py
2024-05-26 19:49:15 +02:00

1474 lines
59 KiB
Python

import numbers
from itertools import chain
from math import ceil
import numpy as np
from scipy import sparse
from scipy.stats.mstats import mquantiles
from ...base import is_regressor
from ...utils import (
Bunch,
_safe_indexing,
check_array,
check_random_state,
)
from ...utils._encode import _unique
from ...utils._optional_dependencies import check_matplotlib_support # noqa
from ...utils.parallel import Parallel, delayed
from .. import partial_dependence
from .._pd_utils import _check_feature_names, _get_feature_index
class PartialDependenceDisplay:
"""Partial Dependence Plot (PDP).
This can also display individual partial dependencies which are often
referred to as: Individual Condition Expectation (ICE).
It is recommended to use
:func:`~sklearn.inspection.PartialDependenceDisplay.from_estimator` to create a
:class:`~sklearn.inspection.PartialDependenceDisplay`. All parameters are
stored as attributes.
Read more in
:ref:`sphx_glr_auto_examples_miscellaneous_plot_partial_dependence_visualization_api.py`
and the :ref:`User Guide <partial_dependence>`.
.. versionadded:: 0.22
Parameters
----------
pd_results : list of Bunch
Results of :func:`~sklearn.inspection.partial_dependence` for
``features``.
features : list of (int,) or list of (int, int)
Indices of features for a given plot. A tuple of one integer will plot
a partial dependence curve of one feature. A tuple of two integers will
plot a two-way partial dependence curve as a contour plot.
feature_names : list of str
Feature names corresponding to the indices in ``features``.
target_idx : int
- In a multiclass setting, specifies the class for which the PDPs
should be computed. Note that for binary classification, the
positive class (index 1) is always used.
- In a multioutput setting, specifies the task for which the PDPs
should be computed.
Ignored in binary classification or classical regression settings.
deciles : dict
Deciles for feature indices in ``features``.
kind : {'average', 'individual', 'both'} or list of such str, \
default='average'
Whether to plot the partial dependence averaged across all the samples
in the dataset or one line per sample or both.
- ``kind='average'`` results in the traditional PD plot;
- ``kind='individual'`` results in the ICE plot;
- ``kind='both'`` results in plotting both the ICE and PD on the same
plot.
A list of such strings can be provided to specify `kind` on a per-plot
basis. The length of the list should be the same as the number of
interaction requested in `features`.
.. note::
ICE ('individual' or 'both') is not a valid option for 2-ways
interactions plot. As a result, an error will be raised.
2-ways interaction plots should always be configured to
use the 'average' kind instead.
.. note::
The fast ``method='recursion'`` option is only available for
`kind='average'` and `sample_weights=None`. Computing individual
dependencies and doing weighted averages requires using the slower
`method='brute'`.
.. versionadded:: 0.24
Add `kind` parameter with `'average'`, `'individual'`, and `'both'`
options.
.. versionadded:: 1.1
Add the possibility to pass a list of string specifying `kind`
for each plot.
subsample : float, int or None, default=1000
Sampling for ICE curves when `kind` is 'individual' or 'both'.
If float, should be between 0.0 and 1.0 and represent the proportion
of the dataset to be used to plot ICE curves. If int, represents the
maximum absolute number of samples to use.
Note that the full dataset is still used to calculate partial
dependence when `kind='both'`.
.. versionadded:: 0.24
random_state : int, RandomState instance or None, default=None
Controls the randomness of the selected samples when subsamples is not
`None`. See :term:`Glossary <random_state>` for details.
.. versionadded:: 0.24
is_categorical : list of (bool,) or list of (bool, bool), default=None
Whether each target feature in `features` is categorical or not.
The list should be same size as `features`. If `None`, all features
are assumed to be continuous.
.. versionadded:: 1.2
Attributes
----------
bounding_ax_ : matplotlib Axes or None
If `ax` is an axes or None, the `bounding_ax_` is the axes where the
grid of partial dependence plots are drawn. If `ax` is a list of axes
or a numpy array of axes, `bounding_ax_` is None.
axes_ : ndarray of matplotlib Axes
If `ax` is an axes or None, `axes_[i, j]` is the axes on the i-th row
and j-th column. If `ax` is a list of axes, `axes_[i]` is the i-th item
in `ax`. Elements that are None correspond to a nonexisting axes in
that position.
lines_ : ndarray of matplotlib Artists
If `ax` is an axes or None, `lines_[i, j]` is the partial dependence
curve on the i-th row and j-th column. If `ax` is a list of axes,
`lines_[i]` is the partial dependence curve corresponding to the i-th
item in `ax`. Elements that are None correspond to a nonexisting axes
or an axes that does not include a line plot.
deciles_vlines_ : ndarray of matplotlib LineCollection
If `ax` is an axes or None, `vlines_[i, j]` is the line collection
representing the x axis deciles of the i-th row and j-th column. If
`ax` is a list of axes, `vlines_[i]` corresponds to the i-th item in
`ax`. Elements that are None correspond to a nonexisting axes or an
axes that does not include a PDP plot.
.. versionadded:: 0.23
deciles_hlines_ : ndarray of matplotlib LineCollection
If `ax` is an axes or None, `vlines_[i, j]` is the line collection
representing the y axis deciles of the i-th row and j-th column. If
`ax` is a list of axes, `vlines_[i]` corresponds to the i-th item in
`ax`. Elements that are None correspond to a nonexisting axes or an
axes that does not include a 2-way plot.
.. versionadded:: 0.23
contours_ : ndarray of matplotlib Artists
If `ax` is an axes or None, `contours_[i, j]` is the partial dependence
plot on the i-th row and j-th column. If `ax` is a list of axes,
`contours_[i]` is the partial dependence plot corresponding to the i-th
item in `ax`. Elements that are None correspond to a nonexisting axes
or an axes that does not include a contour plot.
bars_ : ndarray of matplotlib Artists
If `ax` is an axes or None, `bars_[i, j]` is the partial dependence bar
plot on the i-th row and j-th column (for a categorical feature).
If `ax` is a list of axes, `bars_[i]` is the partial dependence bar
plot corresponding to the i-th item in `ax`. Elements that are None
correspond to a nonexisting axes or an axes that does not include a
bar plot.
.. versionadded:: 1.2
heatmaps_ : ndarray of matplotlib Artists
If `ax` is an axes or None, `heatmaps_[i, j]` is the partial dependence
heatmap on the i-th row and j-th column (for a pair of categorical
features) . If `ax` is a list of axes, `heatmaps_[i]` is the partial
dependence heatmap corresponding to the i-th item in `ax`. Elements
that are None correspond to a nonexisting axes or an axes that does not
include a heatmap.
.. versionadded:: 1.2
figure_ : matplotlib Figure
Figure containing partial dependence plots.
See Also
--------
partial_dependence : Compute Partial Dependence values.
PartialDependenceDisplay.from_estimator : Plot Partial Dependence.
Examples
--------
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> from sklearn.datasets import make_friedman1
>>> from sklearn.ensemble import GradientBoostingRegressor
>>> from sklearn.inspection import PartialDependenceDisplay
>>> from sklearn.inspection import partial_dependence
>>> X, y = make_friedman1()
>>> clf = GradientBoostingRegressor(n_estimators=10).fit(X, y)
>>> features, feature_names = [(0,)], [f"Features #{i}" for i in range(X.shape[1])]
>>> deciles = {0: np.linspace(0, 1, num=5)}
>>> pd_results = partial_dependence(
... clf, X, features=0, kind="average", grid_resolution=5)
>>> display = PartialDependenceDisplay(
... [pd_results], features=features, feature_names=feature_names,
... target_idx=0, deciles=deciles
... )
>>> display.plot(pdp_lim={1: (-1.38, 0.66)})
<...>
>>> plt.show()
"""
def __init__(
self,
pd_results,
*,
features,
feature_names,
target_idx,
deciles,
kind="average",
subsample=1000,
random_state=None,
is_categorical=None,
):
self.pd_results = pd_results
self.features = features
self.feature_names = feature_names
self.target_idx = target_idx
self.deciles = deciles
self.kind = kind
self.subsample = subsample
self.random_state = random_state
self.is_categorical = is_categorical
@classmethod
def from_estimator(
cls,
estimator,
X,
features,
*,
sample_weight=None,
categorical_features=None,
feature_names=None,
target=None,
response_method="auto",
n_cols=3,
grid_resolution=100,
percentiles=(0.05, 0.95),
method="auto",
n_jobs=None,
verbose=0,
line_kw=None,
ice_lines_kw=None,
pd_line_kw=None,
contour_kw=None,
ax=None,
kind="average",
centered=False,
subsample=1000,
random_state=None,
):
"""Partial dependence (PD) and individual conditional expectation (ICE) plots.
Partial dependence plots, individual conditional expectation plots or an
overlay of both of them can be plotted by setting the ``kind``
parameter. The ``len(features)`` plots are arranged in a grid with
``n_cols`` columns. Two-way partial dependence plots are plotted as
contour plots. The deciles of the feature values will be shown with tick
marks on the x-axes for one-way plots, and on both axes for two-way
plots.
Read more in the :ref:`User Guide <partial_dependence>`.
.. note::
:func:`PartialDependenceDisplay.from_estimator` does not support using the
same axes with multiple calls. To plot the partial dependence for
multiple estimators, please pass the axes created by the first call to the
second call::
>>> from sklearn.inspection import PartialDependenceDisplay
>>> from sklearn.datasets import make_friedman1
>>> from sklearn.linear_model import LinearRegression
>>> from sklearn.ensemble import RandomForestRegressor
>>> X, y = make_friedman1()
>>> est1 = LinearRegression().fit(X, y)
>>> est2 = RandomForestRegressor().fit(X, y)
>>> disp1 = PartialDependenceDisplay.from_estimator(est1, X,
... [1, 2])
>>> disp2 = PartialDependenceDisplay.from_estimator(est2, X, [1, 2],
... ax=disp1.axes_)
.. warning::
For :class:`~sklearn.ensemble.GradientBoostingClassifier` and
:class:`~sklearn.ensemble.GradientBoostingRegressor`, the
`'recursion'` method (used by default) will not account for the `init`
predictor of the boosting process. In practice, this will produce
the same values as `'brute'` up to a constant offset in the target
response, provided that `init` is a constant estimator (which is the
default). However, if `init` is not a constant estimator, the
partial dependence values are incorrect for `'recursion'` because the
offset will be sample-dependent. It is preferable to use the `'brute'`
method. Note that this only applies to
:class:`~sklearn.ensemble.GradientBoostingClassifier` and
:class:`~sklearn.ensemble.GradientBoostingRegressor`, not to
:class:`~sklearn.ensemble.HistGradientBoostingClassifier` and
:class:`~sklearn.ensemble.HistGradientBoostingRegressor`.
.. versionadded:: 1.0
Parameters
----------
estimator : BaseEstimator
A fitted estimator object implementing :term:`predict`,
:term:`predict_proba`, or :term:`decision_function`.
Multioutput-multiclass classifiers are not supported.
X : {array-like, dataframe} of shape (n_samples, n_features)
``X`` is used to generate a grid of values for the target
``features`` (where the partial dependence will be evaluated), and
also to generate values for the complement features when the
`method` is `'brute'`.
features : list of {int, str, pair of int, pair of str}
The target features for which to create the PDPs.
If `features[i]` is an integer or a string, a one-way PDP is created;
if `features[i]` is a tuple, a two-way PDP is created (only supported
with `kind='average'`). Each tuple must be of size 2.
If any entry is a string, then it must be in ``feature_names``.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights are used to calculate weighted means when averaging the
model output. If `None`, then samples are equally weighted. If
`sample_weight` is not `None`, then `method` will be set to `'brute'`.
Note that `sample_weight` is ignored for `kind='individual'`.
.. versionadded:: 1.3
categorical_features : array-like of shape (n_features,) or shape \
(n_categorical_features,), dtype={bool, int, str}, default=None
Indicates the categorical features.
- `None`: no feature will be considered categorical;
- boolean array-like: boolean mask of shape `(n_features,)`
indicating which features are categorical. Thus, this array has
the same shape has `X.shape[1]`;
- integer or string array-like: integer indices or strings
indicating categorical features.
.. versionadded:: 1.2
feature_names : array-like of shape (n_features,), dtype=str, default=None
Name of each feature; `feature_names[i]` holds the name of the feature
with index `i`.
By default, the name of the feature corresponds to their numerical
index for NumPy array and their column name for pandas dataframe.
target : int, default=None
- In a multiclass setting, specifies the class for which the PDPs
should be computed. Note that for binary classification, the
positive class (index 1) is always used.
- In a multioutput setting, specifies the task for which the PDPs
should be computed.
Ignored in binary classification or classical regression settings.
response_method : {'auto', 'predict_proba', 'decision_function'}, \
default='auto'
Specifies whether to use :term:`predict_proba` or
:term:`decision_function` as the target response. For regressors
this parameter is ignored and the response is always the output of
:term:`predict`. By default, :term:`predict_proba` is tried first
and we revert to :term:`decision_function` if it doesn't exist. If
``method`` is `'recursion'`, the response is always the output of
:term:`decision_function`.
n_cols : int, default=3
The maximum number of columns in the grid plot. Only active when `ax`
is a single axis or `None`.
grid_resolution : int, default=100
The number of equally spaced points on the axes of the plots, for each
target feature.
percentiles : tuple of float, default=(0.05, 0.95)
The lower and upper percentile used to create the extreme values
for the PDP axes. Must be in [0, 1].
method : str, default='auto'
The method used to calculate the averaged predictions:
- `'recursion'` is only supported for some tree-based estimators
(namely
:class:`~sklearn.ensemble.GradientBoostingClassifier`,
:class:`~sklearn.ensemble.GradientBoostingRegressor`,
:class:`~sklearn.ensemble.HistGradientBoostingClassifier`,
:class:`~sklearn.ensemble.HistGradientBoostingRegressor`,
:class:`~sklearn.tree.DecisionTreeRegressor`,
:class:`~sklearn.ensemble.RandomForestRegressor`
but is more efficient in terms of speed.
With this method, the target response of a
classifier is always the decision function, not the predicted
probabilities. Since the `'recursion'` method implicitly computes
the average of the ICEs by design, it is not compatible with ICE and
thus `kind` must be `'average'`.
- `'brute'` is supported for any estimator, but is more
computationally intensive.
- `'auto'`: the `'recursion'` is used for estimators that support it,
and `'brute'` is used otherwise. If `sample_weight` is not `None`,
then `'brute'` is used regardless of the estimator.
Please see :ref:`this note <pdp_method_differences>` for
differences between the `'brute'` and `'recursion'` method.
n_jobs : int, default=None
The number of CPUs to use to compute the partial dependences.
Computation is parallelized over features specified by the `features`
parameter.
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
for more details.
verbose : int, default=0
Verbose output during PD computations.
line_kw : dict, default=None
Dict with keywords passed to the ``matplotlib.pyplot.plot`` call.
For one-way partial dependence plots. It can be used to define common
properties for both `ice_lines_kw` and `pdp_line_kw`.
ice_lines_kw : dict, default=None
Dictionary with keywords passed to the `matplotlib.pyplot.plot` call.
For ICE lines in the one-way partial dependence plots.
The key value pairs defined in `ice_lines_kw` takes priority over
`line_kw`.
pd_line_kw : dict, default=None
Dictionary with keywords passed to the `matplotlib.pyplot.plot` call.
For partial dependence in one-way partial dependence plots.
The key value pairs defined in `pd_line_kw` takes priority over
`line_kw`.
contour_kw : dict, default=None
Dict with keywords passed to the ``matplotlib.pyplot.contourf`` call.
For two-way partial dependence plots.
ax : Matplotlib axes or array-like of Matplotlib axes, default=None
- If a single axis is passed in, it is treated as a bounding axes
and a grid of partial dependence plots will be drawn within
these bounds. The `n_cols` parameter controls the number of
columns in the grid.
- If an array-like of axes are passed in, the partial dependence
plots will be drawn directly into these axes.
- If `None`, a figure and a bounding axes is created and treated
as the single axes case.
kind : {'average', 'individual', 'both'}, default='average'
Whether to plot the partial dependence averaged across all the samples
in the dataset or one line per sample or both.
- ``kind='average'`` results in the traditional PD plot;
- ``kind='individual'`` results in the ICE plot.
Note that the fast `method='recursion'` option is only available for
`kind='average'` and `sample_weights=None`. Computing individual
dependencies and doing weighted averages requires using the slower
`method='brute'`.
centered : bool, default=False
If `True`, the ICE and PD lines will start at the origin of the
y-axis. By default, no centering is done.
.. versionadded:: 1.1
subsample : float, int or None, default=1000
Sampling for ICE curves when `kind` is 'individual' or 'both'.
If `float`, should be between 0.0 and 1.0 and represent the proportion
of the dataset to be used to plot ICE curves. If `int`, represents the
absolute number samples to use.
Note that the full dataset is still used to calculate averaged partial
dependence when `kind='both'`.
random_state : int, RandomState instance or None, default=None
Controls the randomness of the selected samples when subsamples is not
`None` and `kind` is either `'both'` or `'individual'`.
See :term:`Glossary <random_state>` for details.
Returns
-------
display : :class:`~sklearn.inspection.PartialDependenceDisplay`
See Also
--------
partial_dependence : Compute Partial Dependence values.
Examples
--------
>>> import matplotlib.pyplot as plt
>>> from sklearn.datasets import make_friedman1
>>> from sklearn.ensemble import GradientBoostingRegressor
>>> from sklearn.inspection import PartialDependenceDisplay
>>> X, y = make_friedman1()
>>> clf = GradientBoostingRegressor(n_estimators=10).fit(X, y)
>>> PartialDependenceDisplay.from_estimator(clf, X, [0, (0, 1)])
<...>
>>> plt.show()
"""
check_matplotlib_support(f"{cls.__name__}.from_estimator") # noqa
import matplotlib.pyplot as plt # noqa
# set target_idx for multi-class estimators
if hasattr(estimator, "classes_") and np.size(estimator.classes_) > 2:
if target is None:
raise ValueError("target must be specified for multi-class")
target_idx = np.searchsorted(estimator.classes_, target)
if (
not (0 <= target_idx < len(estimator.classes_))
or estimator.classes_[target_idx] != target
):
raise ValueError("target not in est.classes_, got {}".format(target))
else:
# regression and binary classification
target_idx = 0
# Use check_array only on lists and other non-array-likes / sparse. Do not
# convert DataFrame into a NumPy array.
if not (hasattr(X, "__array__") or sparse.issparse(X)):
X = check_array(X, force_all_finite="allow-nan", dtype=object)
n_features = X.shape[1]
feature_names = _check_feature_names(X, feature_names)
# expand kind to always be a list of str
kind_ = [kind] * len(features) if isinstance(kind, str) else kind
if len(kind_) != len(features):
raise ValueError(
"When `kind` is provided as a list of strings, it should contain "
f"as many elements as `features`. `kind` contains {len(kind_)} "
f"element(s) and `features` contains {len(features)} element(s)."
)
# convert features into a seq of int tuples
tmp_features, ice_for_two_way_pd = [], []
for kind_plot, fxs in zip(kind_, features):
if isinstance(fxs, (numbers.Integral, str)):
fxs = (fxs,)
try:
fxs = tuple(
_get_feature_index(fx, feature_names=feature_names) for fx in fxs
)
except TypeError as e:
raise ValueError(
"Each entry in features must be either an int, "
"a string, or an iterable of size at most 2."
) from e
if not 1 <= np.size(fxs) <= 2:
raise ValueError(
"Each entry in features must be either an int, "
"a string, or an iterable of size at most 2."
)
# store the information if 2-way PD was requested with ICE to later
# raise a ValueError with an exhaustive list of problematic
# settings.
ice_for_two_way_pd.append(kind_plot != "average" and np.size(fxs) > 1)
tmp_features.append(fxs)
if any(ice_for_two_way_pd):
# raise an error and be specific regarding the parameter values
# when 1- and 2-way PD were requested
kind_ = [
"average" if forcing_average else kind_plot
for forcing_average, kind_plot in zip(ice_for_two_way_pd, kind_)
]
raise ValueError(
"ICE plot cannot be rendered for 2-way feature interactions. "
"2-way feature interactions mandates PD plots using the "
"'average' kind: "
f"features={features!r} should be configured to use "
f"kind={kind_!r} explicitly."
)
features = tmp_features
if categorical_features is None:
is_categorical = [
(False,) if len(fxs) == 1 else (False, False) for fxs in features
]
else:
# we need to create a boolean indicator of which features are
# categorical from the categorical_features list.
categorical_features = np.asarray(categorical_features)
if categorical_features.dtype.kind == "b":
# categorical features provided as a list of boolean
if categorical_features.size != n_features:
raise ValueError(
"When `categorical_features` is a boolean array-like, "
"the array should be of shape (n_features,). Got "
f"{categorical_features.size} elements while `X` contains "
f"{n_features} features."
)
is_categorical = [
tuple(categorical_features[fx] for fx in fxs) for fxs in features
]
elif categorical_features.dtype.kind in ("i", "O", "U"):
# categorical features provided as a list of indices or feature names
categorical_features_idx = [
_get_feature_index(cat, feature_names=feature_names)
for cat in categorical_features
]
is_categorical = [
tuple([idx in categorical_features_idx for idx in fxs])
for fxs in features
]
else:
raise ValueError(
"Expected `categorical_features` to be an array-like of boolean,"
f" integer, or string. Got {categorical_features.dtype} instead."
)
for cats in is_categorical:
if np.size(cats) == 2 and (cats[0] != cats[1]):
raise ValueError(
"Two-way partial dependence plots are not supported for pairs"
" of continuous and categorical features."
)
# collect the indices of the categorical features targeted by the partial
# dependence computation
categorical_features_targeted = set(
[
fx
for fxs, cats in zip(features, is_categorical)
for fx in fxs
if any(cats)
]
)
if categorical_features_targeted:
min_n_cats = min(
[
len(_unique(_safe_indexing(X, idx, axis=1)))
for idx in categorical_features_targeted
]
)
if grid_resolution < min_n_cats:
raise ValueError(
"The resolution of the computed grid is less than the "
"minimum number of categories in the targeted categorical "
"features. Expect the `grid_resolution` to be greater than "
f"{min_n_cats}. Got {grid_resolution} instead."
)
for is_cat, kind_plot in zip(is_categorical, kind_):
if any(is_cat) and kind_plot != "average":
raise ValueError(
"It is not possible to display individual effects for"
" categorical features."
)
# Early exit if the axes does not have the correct number of axes
if ax is not None and not isinstance(ax, plt.Axes):
axes = np.asarray(ax, dtype=object)
if axes.size != len(features):
raise ValueError(
"Expected ax to have {} axes, got {}".format(
len(features), axes.size
)
)
for i in chain.from_iterable(features):
if i >= len(feature_names):
raise ValueError(
"All entries of features must be less than "
"len(feature_names) = {0}, got {1}.".format(len(feature_names), i)
)
if isinstance(subsample, numbers.Integral):
if subsample <= 0:
raise ValueError(
f"When an integer, subsample={subsample} should be positive."
)
elif isinstance(subsample, numbers.Real):
if subsample <= 0 or subsample >= 1:
raise ValueError(
f"When a floating-point, subsample={subsample} should be in "
"the (0, 1) range."
)
# compute predictions and/or averaged predictions
pd_results = Parallel(n_jobs=n_jobs, verbose=verbose)(
delayed(partial_dependence)(
estimator,
X,
fxs,
sample_weight=sample_weight,
feature_names=feature_names,
categorical_features=categorical_features,
response_method=response_method,
method=method,
grid_resolution=grid_resolution,
percentiles=percentiles,
kind=kind_plot,
)
for kind_plot, fxs in zip(kind_, features)
)
# For multioutput regression, we can only check the validity of target
# now that we have the predictions.
# Also note: as multiclass-multioutput classifiers are not supported,
# multiclass and multioutput scenario are mutually exclusive. So there is
# no risk of overwriting target_idx here.
pd_result = pd_results[0] # checking the first result is enough
n_tasks = (
pd_result.average.shape[0]
if kind_[0] == "average"
else pd_result.individual.shape[0]
)
if is_regressor(estimator) and n_tasks > 1:
if target is None:
raise ValueError("target must be specified for multi-output regressors")
if not 0 <= target <= n_tasks:
raise ValueError(
"target must be in [0, n_tasks], got {}.".format(target)
)
target_idx = target
deciles = {}
for fxs, cats in zip(features, is_categorical):
for fx, cat in zip(fxs, cats):
if not cat and fx not in deciles:
X_col = _safe_indexing(X, fx, axis=1)
deciles[fx] = mquantiles(X_col, prob=np.arange(0.1, 1.0, 0.1))
display = cls(
pd_results=pd_results,
features=features,
feature_names=feature_names,
target_idx=target_idx,
deciles=deciles,
kind=kind,
subsample=subsample,
random_state=random_state,
is_categorical=is_categorical,
)
return display.plot(
ax=ax,
n_cols=n_cols,
line_kw=line_kw,
ice_lines_kw=ice_lines_kw,
pd_line_kw=pd_line_kw,
contour_kw=contour_kw,
centered=centered,
)
def _get_sample_count(self, n_samples):
"""Compute the number of samples as an integer."""
if isinstance(self.subsample, numbers.Integral):
if self.subsample < n_samples:
return self.subsample
return n_samples
elif isinstance(self.subsample, numbers.Real):
return ceil(n_samples * self.subsample)
return n_samples
def _plot_ice_lines(
self,
preds,
feature_values,
n_ice_to_plot,
ax,
pd_plot_idx,
n_total_lines_by_plot,
individual_line_kw,
):
"""Plot the ICE lines.
Parameters
----------
preds : ndarray of shape \
(n_instances, n_grid_points)
The predictions computed for all points of `feature_values` for a
given feature for all samples in `X`.
feature_values : ndarray of shape (n_grid_points,)
The feature values for which the predictions have been computed.
n_ice_to_plot : int
The number of ICE lines to plot.
ax : Matplotlib axes
The axis on which to plot the ICE lines.
pd_plot_idx : int
The sequential index of the plot. It will be unraveled to find the
matching 2D position in the grid layout.
n_total_lines_by_plot : int
The total number of lines expected to be plot on the axis.
individual_line_kw : dict
Dict with keywords passed when plotting the ICE lines.
"""
rng = check_random_state(self.random_state)
# subsample ice
ice_lines_idx = rng.choice(
preds.shape[0],
n_ice_to_plot,
replace=False,
)
ice_lines_subsampled = preds[ice_lines_idx, :]
# plot the subsampled ice
for ice_idx, ice in enumerate(ice_lines_subsampled):
line_idx = np.unravel_index(
pd_plot_idx * n_total_lines_by_plot + ice_idx, self.lines_.shape
)
self.lines_[line_idx] = ax.plot(
feature_values, ice.ravel(), **individual_line_kw
)[0]
def _plot_average_dependence(
self,
avg_preds,
feature_values,
ax,
pd_line_idx,
line_kw,
categorical,
bar_kw,
):
"""Plot the average partial dependence.
Parameters
----------
avg_preds : ndarray of shape (n_grid_points,)
The average predictions for all points of `feature_values` for a
given feature for all samples in `X`.
feature_values : ndarray of shape (n_grid_points,)
The feature values for which the predictions have been computed.
ax : Matplotlib axes
The axis on which to plot the average PD.
pd_line_idx : int
The sequential index of the plot. It will be unraveled to find the
matching 2D position in the grid layout.
line_kw : dict
Dict with keywords passed when plotting the PD plot.
categorical : bool
Whether feature is categorical.
bar_kw: dict
Dict with keywords passed when plotting the PD bars (categorical).
"""
if categorical:
bar_idx = np.unravel_index(pd_line_idx, self.bars_.shape)
self.bars_[bar_idx] = ax.bar(feature_values, avg_preds, **bar_kw)[0]
ax.tick_params(axis="x", rotation=90)
else:
line_idx = np.unravel_index(pd_line_idx, self.lines_.shape)
self.lines_[line_idx] = ax.plot(
feature_values,
avg_preds,
**line_kw,
)[0]
def _plot_one_way_partial_dependence(
self,
kind,
preds,
avg_preds,
feature_values,
feature_idx,
n_ice_lines,
ax,
n_cols,
pd_plot_idx,
n_lines,
ice_lines_kw,
pd_line_kw,
categorical,
bar_kw,
pdp_lim,
):
"""Plot 1-way partial dependence: ICE and PDP.
Parameters
----------
kind : str
The kind of partial plot to draw.
preds : ndarray of shape \
(n_instances, n_grid_points) or None
The predictions computed for all points of `feature_values` for a
given feature for all samples in `X`.
avg_preds : ndarray of shape (n_grid_points,)
The average predictions for all points of `feature_values` for a
given feature for all samples in `X`.
feature_values : ndarray of shape (n_grid_points,)
The feature values for which the predictions have been computed.
feature_idx : int
The index corresponding to the target feature.
n_ice_lines : int
The number of ICE lines to plot.
ax : Matplotlib axes
The axis on which to plot the ICE and PDP lines.
n_cols : int or None
The number of column in the axis.
pd_plot_idx : int
The sequential index of the plot. It will be unraveled to find the
matching 2D position in the grid layout.
n_lines : int
The total number of lines expected to be plot on the axis.
ice_lines_kw : dict
Dict with keywords passed when plotting the ICE lines.
pd_line_kw : dict
Dict with keywords passed when plotting the PD plot.
categorical : bool
Whether feature is categorical.
bar_kw: dict
Dict with keywords passed when plotting the PD bars (categorical).
pdp_lim : dict
Global min and max average predictions, such that all plots will
have the same scale and y limits. `pdp_lim[1]` is the global min
and max for single partial dependence curves.
"""
from matplotlib import transforms # noqa
if kind in ("individual", "both"):
self._plot_ice_lines(
preds[self.target_idx],
feature_values,
n_ice_lines,
ax,
pd_plot_idx,
n_lines,
ice_lines_kw,
)
if kind in ("average", "both"):
# the average is stored as the last line
if kind == "average":
pd_line_idx = pd_plot_idx
else:
pd_line_idx = pd_plot_idx * n_lines + n_ice_lines
self._plot_average_dependence(
avg_preds[self.target_idx].ravel(),
feature_values,
ax,
pd_line_idx,
pd_line_kw,
categorical,
bar_kw,
)
trans = transforms.blended_transform_factory(ax.transData, ax.transAxes)
# create the decile line for the vertical axis
vlines_idx = np.unravel_index(pd_plot_idx, self.deciles_vlines_.shape)
if self.deciles.get(feature_idx[0], None) is not None:
self.deciles_vlines_[vlines_idx] = ax.vlines(
self.deciles[feature_idx[0]],
0,
0.05,
transform=trans,
color="k",
)
# reset ylim which was overwritten by vlines
min_val = min(val[0] for val in pdp_lim.values())
max_val = max(val[1] for val in pdp_lim.values())
ax.set_ylim([min_val, max_val])
# Set xlabel if it is not already set
if not ax.get_xlabel():
ax.set_xlabel(self.feature_names[feature_idx[0]])
if n_cols is None or pd_plot_idx % n_cols == 0:
if not ax.get_ylabel():
ax.set_ylabel("Partial dependence")
else:
ax.set_yticklabels([])
if pd_line_kw.get("label", None) and kind != "individual" and not categorical:
ax.legend()
def _plot_two_way_partial_dependence(
self,
avg_preds,
feature_values,
feature_idx,
ax,
pd_plot_idx,
Z_level,
contour_kw,
categorical,
heatmap_kw,
):
"""Plot 2-way partial dependence.
Parameters
----------
avg_preds : ndarray of shape \
(n_instances, n_grid_points, n_grid_points)
The average predictions for all points of `feature_values[0]` and
`feature_values[1]` for some given features for all samples in `X`.
feature_values : seq of 1d array
A sequence of array of the feature values for which the predictions
have been computed.
feature_idx : tuple of int
The indices of the target features
ax : Matplotlib axes
The axis on which to plot the ICE and PDP lines.
pd_plot_idx : int
The sequential index of the plot. It will be unraveled to find the
matching 2D position in the grid layout.
Z_level : ndarray of shape (8, 8)
The Z-level used to encode the average predictions.
contour_kw : dict
Dict with keywords passed when plotting the contours.
categorical : bool
Whether features are categorical.
heatmap_kw: dict
Dict with keywords passed when plotting the PD heatmap
(categorical).
"""
if categorical:
import matplotlib.pyplot as plt
default_im_kw = dict(interpolation="nearest", cmap="viridis")
im_kw = {**default_im_kw, **heatmap_kw}
data = avg_preds[self.target_idx]
im = ax.imshow(data, **im_kw)
text = None
cmap_min, cmap_max = im.cmap(0), im.cmap(1.0)
text = np.empty_like(data, dtype=object)
# print text with appropriate color depending on background
thresh = (data.max() + data.min()) / 2.0
for flat_index in range(data.size):
row, col = np.unravel_index(flat_index, data.shape)
color = cmap_max if data[row, col] < thresh else cmap_min
values_format = ".2f"
text_data = format(data[row, col], values_format)
text_kwargs = dict(ha="center", va="center", color=color)
text[row, col] = ax.text(col, row, text_data, **text_kwargs)
fig = ax.figure
fig.colorbar(im, ax=ax)
ax.set(
xticks=np.arange(len(feature_values[1])),
yticks=np.arange(len(feature_values[0])),
xticklabels=feature_values[1],
yticklabels=feature_values[0],
xlabel=self.feature_names[feature_idx[1]],
ylabel=self.feature_names[feature_idx[0]],
)
plt.setp(ax.get_xticklabels(), rotation="vertical")
heatmap_idx = np.unravel_index(pd_plot_idx, self.heatmaps_.shape)
self.heatmaps_[heatmap_idx] = im
else:
from matplotlib import transforms # noqa
XX, YY = np.meshgrid(feature_values[0], feature_values[1])
Z = avg_preds[self.target_idx].T
CS = ax.contour(XX, YY, Z, levels=Z_level, linewidths=0.5, colors="k")
contour_idx = np.unravel_index(pd_plot_idx, self.contours_.shape)
self.contours_[contour_idx] = ax.contourf(
XX,
YY,
Z,
levels=Z_level,
vmax=Z_level[-1],
vmin=Z_level[0],
**contour_kw,
)
ax.clabel(CS, fmt="%2.2f", colors="k", fontsize=10, inline=True)
trans = transforms.blended_transform_factory(ax.transData, ax.transAxes)
# create the decile line for the vertical axis
xlim, ylim = ax.get_xlim(), ax.get_ylim()
vlines_idx = np.unravel_index(pd_plot_idx, self.deciles_vlines_.shape)
self.deciles_vlines_[vlines_idx] = ax.vlines(
self.deciles[feature_idx[0]],
0,
0.05,
transform=trans,
color="k",
)
# create the decile line for the horizontal axis
hlines_idx = np.unravel_index(pd_plot_idx, self.deciles_hlines_.shape)
self.deciles_hlines_[hlines_idx] = ax.hlines(
self.deciles[feature_idx[1]],
0,
0.05,
transform=trans,
color="k",
)
# reset xlim and ylim since they are overwritten by hlines and
# vlines
ax.set_xlim(xlim)
ax.set_ylim(ylim)
# set xlabel if it is not already set
if not ax.get_xlabel():
ax.set_xlabel(self.feature_names[feature_idx[0]])
ax.set_ylabel(self.feature_names[feature_idx[1]])
def plot(
self,
*,
ax=None,
n_cols=3,
line_kw=None,
ice_lines_kw=None,
pd_line_kw=None,
contour_kw=None,
bar_kw=None,
heatmap_kw=None,
pdp_lim=None,
centered=False,
):
"""Plot partial dependence plots.
Parameters
----------
ax : Matplotlib axes or array-like of Matplotlib axes, default=None
- If a single axis is passed in, it is treated as a bounding axes
and a grid of partial dependence plots will be drawn within
these bounds. The `n_cols` parameter controls the number of
columns in the grid.
- If an array-like of axes are passed in, the partial dependence
plots will be drawn directly into these axes.
- If `None`, a figure and a bounding axes is created and treated
as the single axes case.
n_cols : int, default=3
The maximum number of columns in the grid plot. Only active when
`ax` is a single axes or `None`.
line_kw : dict, default=None
Dict with keywords passed to the `matplotlib.pyplot.plot` call.
For one-way partial dependence plots.
ice_lines_kw : dict, default=None
Dictionary with keywords passed to the `matplotlib.pyplot.plot` call.
For ICE lines in the one-way partial dependence plots.
The key value pairs defined in `ice_lines_kw` takes priority over
`line_kw`.
.. versionadded:: 1.0
pd_line_kw : dict, default=None
Dictionary with keywords passed to the `matplotlib.pyplot.plot` call.
For partial dependence in one-way partial dependence plots.
The key value pairs defined in `pd_line_kw` takes priority over
`line_kw`.
.. versionadded:: 1.0
contour_kw : dict, default=None
Dict with keywords passed to the `matplotlib.pyplot.contourf`
call for two-way partial dependence plots.
bar_kw : dict, default=None
Dict with keywords passed to the `matplotlib.pyplot.bar`
call for one-way categorical partial dependence plots.
.. versionadded:: 1.2
heatmap_kw : dict, default=None
Dict with keywords passed to the `matplotlib.pyplot.imshow`
call for two-way categorical partial dependence plots.
.. versionadded:: 1.2
pdp_lim : dict, default=None
Global min and max average predictions, such that all plots will have the
same scale and y limits. `pdp_lim[1]` is the global min and max for single
partial dependence curves. `pdp_lim[2]` is the global min and max for
two-way partial dependence curves. If `None` (default), the limit will be
inferred from the global minimum and maximum of all predictions.
.. versionadded:: 1.1
centered : bool, default=False
If `True`, the ICE and PD lines will start at the origin of the
y-axis. By default, no centering is done.
.. versionadded:: 1.1
Returns
-------
display : :class:`~sklearn.inspection.PartialDependenceDisplay`
Returns a :class:`~sklearn.inspection.PartialDependenceDisplay`
object that contains the partial dependence plots.
"""
check_matplotlib_support("plot_partial_dependence")
import matplotlib.pyplot as plt # noqa
from matplotlib.gridspec import GridSpecFromSubplotSpec # noqa
if isinstance(self.kind, str):
kind = [self.kind] * len(self.features)
else:
kind = self.kind
if self.is_categorical is None:
is_categorical = [
(False,) if len(fx) == 1 else (False, False) for fx in self.features
]
else:
is_categorical = self.is_categorical
if len(kind) != len(self.features):
raise ValueError(
"When `kind` is provided as a list of strings, it should "
"contain as many elements as `features`. `kind` contains "
f"{len(kind)} element(s) and `features` contains "
f"{len(self.features)} element(s)."
)
valid_kinds = {"average", "individual", "both"}
if any([k not in valid_kinds for k in kind]):
raise ValueError(
f"Values provided to `kind` must be one of: {valid_kinds!r} or a list"
f" of such values. Currently, kind={self.kind!r}"
)
# Center results before plotting
if not centered:
pd_results_ = self.pd_results
else:
pd_results_ = []
for kind_plot, pd_result in zip(kind, self.pd_results):
current_results = {"grid_values": pd_result["grid_values"]}
if kind_plot in ("individual", "both"):
preds = pd_result.individual
preds = preds - preds[self.target_idx, :, 0, None]
current_results["individual"] = preds
if kind_plot in ("average", "both"):
avg_preds = pd_result.average
avg_preds = avg_preds - avg_preds[self.target_idx, 0, None]
current_results["average"] = avg_preds
pd_results_.append(Bunch(**current_results))
if pdp_lim is None:
# get global min and max average predictions of PD grouped by plot type
pdp_lim = {}
for kind_plot, pdp in zip(kind, pd_results_):
values = pdp["grid_values"]
preds = pdp.average if kind_plot == "average" else pdp.individual
min_pd = preds[self.target_idx].min()
max_pd = preds[self.target_idx].max()
# expand the limits to account so that the plotted lines do not touch
# the edges of the plot
span = max_pd - min_pd
min_pd -= 0.05 * span
max_pd += 0.05 * span
n_fx = len(values)
old_min_pd, old_max_pd = pdp_lim.get(n_fx, (min_pd, max_pd))
min_pd = min(min_pd, old_min_pd)
max_pd = max(max_pd, old_max_pd)
pdp_lim[n_fx] = (min_pd, max_pd)
if line_kw is None:
line_kw = {}
if ice_lines_kw is None:
ice_lines_kw = {}
if pd_line_kw is None:
pd_line_kw = {}
if bar_kw is None:
bar_kw = {}
if heatmap_kw is None:
heatmap_kw = {}
if ax is None:
_, ax = plt.subplots()
if contour_kw is None:
contour_kw = {}
default_contour_kws = {"alpha": 0.75}
contour_kw = {**default_contour_kws, **contour_kw}
n_features = len(self.features)
is_average_plot = [kind_plot == "average" for kind_plot in kind]
if all(is_average_plot):
# only average plots are requested
n_ice_lines = 0
n_lines = 1
else:
# we need to determine the number of ICE samples computed
ice_plot_idx = is_average_plot.index(False)
n_ice_lines = self._get_sample_count(
len(pd_results_[ice_plot_idx].individual[0])
)
if any([kind_plot == "both" for kind_plot in kind]):
n_lines = n_ice_lines + 1 # account for the average line
else:
n_lines = n_ice_lines
if isinstance(ax, plt.Axes):
# If ax was set off, it has most likely been set to off
# by a previous call to plot.
if not ax.axison:
raise ValueError(
"The ax was already used in another plot "
"function, please set ax=display.axes_ "
"instead"
)
ax.set_axis_off()
self.bounding_ax_ = ax
self.figure_ = ax.figure
n_cols = min(n_cols, n_features)
n_rows = int(np.ceil(n_features / float(n_cols)))
self.axes_ = np.empty((n_rows, n_cols), dtype=object)
if all(is_average_plot):
self.lines_ = np.empty((n_rows, n_cols), dtype=object)
else:
self.lines_ = np.empty((n_rows, n_cols, n_lines), dtype=object)
self.contours_ = np.empty((n_rows, n_cols), dtype=object)
self.bars_ = np.empty((n_rows, n_cols), dtype=object)
self.heatmaps_ = np.empty((n_rows, n_cols), dtype=object)
axes_ravel = self.axes_.ravel()
gs = GridSpecFromSubplotSpec(
n_rows, n_cols, subplot_spec=ax.get_subplotspec()
)
for i, spec in zip(range(n_features), gs):
axes_ravel[i] = self.figure_.add_subplot(spec)
else: # array-like
ax = np.asarray(ax, dtype=object)
if ax.size != n_features:
raise ValueError(
"Expected ax to have {} axes, got {}".format(n_features, ax.size)
)
if ax.ndim == 2:
n_cols = ax.shape[1]
else:
n_cols = None
self.bounding_ax_ = None
self.figure_ = ax.ravel()[0].figure
self.axes_ = ax
if all(is_average_plot):
self.lines_ = np.empty_like(ax, dtype=object)
else:
self.lines_ = np.empty(ax.shape + (n_lines,), dtype=object)
self.contours_ = np.empty_like(ax, dtype=object)
self.bars_ = np.empty_like(ax, dtype=object)
self.heatmaps_ = np.empty_like(ax, dtype=object)
# create contour levels for two-way plots
if 2 in pdp_lim:
Z_level = np.linspace(*pdp_lim[2], num=8)
self.deciles_vlines_ = np.empty_like(self.axes_, dtype=object)
self.deciles_hlines_ = np.empty_like(self.axes_, dtype=object)
for pd_plot_idx, (axi, feature_idx, cat, pd_result, kind_plot) in enumerate(
zip(
self.axes_.ravel(),
self.features,
is_categorical,
pd_results_,
kind,
)
):
avg_preds = None
preds = None
feature_values = pd_result["grid_values"]
if kind_plot == "individual":
preds = pd_result.individual
elif kind_plot == "average":
avg_preds = pd_result.average
else: # kind_plot == 'both'
avg_preds = pd_result.average
preds = pd_result.individual
if len(feature_values) == 1:
# define the line-style for the current plot
default_line_kws = {
"color": "C0",
"label": "average" if kind_plot == "both" else None,
}
if kind_plot == "individual":
default_ice_lines_kws = {"alpha": 0.3, "linewidth": 0.5}
default_pd_lines_kws = {}
elif kind_plot == "both":
# by default, we need to distinguish the average line from
# the individual lines via color and line style
default_ice_lines_kws = {
"alpha": 0.3,
"linewidth": 0.5,
"color": "tab:blue",
}
default_pd_lines_kws = {
"color": "tab:orange",
"linestyle": "--",
}
else:
default_ice_lines_kws = {}
default_pd_lines_kws = {}
ice_lines_kw = {
**default_line_kws,
**default_ice_lines_kws,
**line_kw,
**ice_lines_kw,
}
del ice_lines_kw["label"]
pd_line_kw = {
**default_line_kws,
**default_pd_lines_kws,
**line_kw,
**pd_line_kw,
}
default_bar_kws = {"color": "C0"}
bar_kw = {**default_bar_kws, **bar_kw}
default_heatmap_kw = {}
heatmap_kw = {**default_heatmap_kw, **heatmap_kw}
self._plot_one_way_partial_dependence(
kind_plot,
preds,
avg_preds,
feature_values[0],
feature_idx,
n_ice_lines,
axi,
n_cols,
pd_plot_idx,
n_lines,
ice_lines_kw,
pd_line_kw,
cat[0],
bar_kw,
pdp_lim,
)
else:
self._plot_two_way_partial_dependence(
avg_preds,
feature_values,
feature_idx,
axi,
pd_plot_idx,
Z_level,
contour_kw,
cat[0] and cat[1],
heatmap_kw,
)
return self