654 lines
22 KiB
Python
654 lines
22 KiB
Python
"""
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Soft Voting/Majority Rule classifier and Voting regressor.
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This module contains:
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- A Soft Voting/Majority Rule classifier for classification estimators.
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- A Voting regressor for regression estimators.
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"""
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# Authors: Sebastian Raschka <se.raschka@gmail.com>,
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# Gilles Louppe <g.louppe@gmail.com>,
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# Ramil Nugmanov <stsouko@live.ru>
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# Mohamed Ali Jamaoui <m.ali.jamaoui@gmail.com>
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#
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# License: BSD 3 clause
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from abc import abstractmethod
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from numbers import Integral
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import numpy as np
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from ..base import ClassifierMixin
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from ..base import RegressorMixin
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from ..base import TransformerMixin
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from ..base import clone
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from ._base import _fit_single_estimator
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from ._base import _BaseHeterogeneousEnsemble
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from ..preprocessing import LabelEncoder
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from ..utils import Bunch
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from ..utils.metaestimators import available_if
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from ..utils.validation import check_is_fitted
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from ..utils.validation import _check_feature_names_in
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from ..utils.multiclass import check_classification_targets
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from ..utils.validation import column_or_1d
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from ..utils._param_validation import StrOptions
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from ..exceptions import NotFittedError
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from ..utils._estimator_html_repr import _VisualBlock
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from ..utils.parallel import delayed, Parallel
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class _BaseVoting(TransformerMixin, _BaseHeterogeneousEnsemble):
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"""Base class for voting.
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Warning: This class should not be used directly. Use derived classes
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instead.
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"""
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_parameter_constraints: dict = {
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"estimators": [list],
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"weights": ["array-like", None],
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"n_jobs": [None, Integral],
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"verbose": ["verbose"],
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}
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def _log_message(self, name, idx, total):
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if not self.verbose:
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return None
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return f"({idx} of {total}) Processing {name}"
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@property
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def _weights_not_none(self):
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"""Get the weights of not `None` estimators."""
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if self.weights is None:
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return None
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return [w for est, w in zip(self.estimators, self.weights) if est[1] != "drop"]
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def _predict(self, X):
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"""Collect results from clf.predict calls."""
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return np.asarray([est.predict(X) for est in self.estimators_]).T
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@abstractmethod
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def fit(self, X, y, sample_weight=None):
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"""Get common fit operations."""
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names, clfs = self._validate_estimators()
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if self.weights is not None and len(self.weights) != len(self.estimators):
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raise ValueError(
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"Number of `estimators` and weights must be equal; got"
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f" {len(self.weights)} weights, {len(self.estimators)} estimators"
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)
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self.estimators_ = Parallel(n_jobs=self.n_jobs)(
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delayed(_fit_single_estimator)(
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clone(clf),
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X,
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y,
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sample_weight=sample_weight,
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message_clsname="Voting",
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message=self._log_message(names[idx], idx + 1, len(clfs)),
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)
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for idx, clf in enumerate(clfs)
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if clf != "drop"
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)
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self.named_estimators_ = Bunch()
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# Uses 'drop' as placeholder for dropped estimators
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est_iter = iter(self.estimators_)
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for name, est in self.estimators:
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current_est = est if est == "drop" else next(est_iter)
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self.named_estimators_[name] = current_est
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if hasattr(current_est, "feature_names_in_"):
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self.feature_names_in_ = current_est.feature_names_in_
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return self
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def fit_transform(self, X, y=None, **fit_params):
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"""Return class labels or probabilities for each estimator.
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Return predictions for X for each estimator.
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Parameters
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----------
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X : {array-like, sparse matrix, dataframe} of shape \
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(n_samples, n_features)
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Input samples.
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y : ndarray of shape (n_samples,), default=None
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Target values (None for unsupervised transformations).
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**fit_params : dict
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Additional fit parameters.
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Returns
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-------
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X_new : ndarray array of shape (n_samples, n_features_new)
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Transformed array.
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"""
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return super().fit_transform(X, y, **fit_params)
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@property
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def n_features_in_(self):
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"""Number of features seen during :term:`fit`."""
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# For consistency with other estimators we raise a AttributeError so
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# that hasattr() fails if the estimator isn't fitted.
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try:
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check_is_fitted(self)
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except NotFittedError as nfe:
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raise AttributeError(
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"{} object has no n_features_in_ attribute.".format(
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self.__class__.__name__
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)
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) from nfe
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return self.estimators_[0].n_features_in_
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def _sk_visual_block_(self):
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names, estimators = zip(*self.estimators)
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return _VisualBlock("parallel", estimators, names=names)
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def _more_tags(self):
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return {"preserves_dtype": []}
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class VotingClassifier(ClassifierMixin, _BaseVoting):
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"""Soft Voting/Majority Rule classifier for unfitted estimators.
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Read more in the :ref:`User Guide <voting_classifier>`.
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.. versionadded:: 0.17
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Parameters
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----------
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estimators : list of (str, estimator) tuples
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Invoking the ``fit`` method on the ``VotingClassifier`` will fit clones
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of those original estimators that will be stored in the class attribute
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``self.estimators_``. An estimator can be set to ``'drop'`` using
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:meth:`set_params`.
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.. versionchanged:: 0.21
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``'drop'`` is accepted. Using None was deprecated in 0.22 and
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support was removed in 0.24.
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voting : {'hard', 'soft'}, default='hard'
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If 'hard', uses predicted class labels for majority rule voting.
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Else if 'soft', predicts the class label based on the argmax of
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the sums of the predicted probabilities, which is recommended for
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an ensemble of well-calibrated classifiers.
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weights : array-like of shape (n_classifiers,), default=None
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Sequence of weights (`float` or `int`) to weight the occurrences of
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predicted class labels (`hard` voting) or class probabilities
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before averaging (`soft` voting). Uses uniform weights if `None`.
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n_jobs : int, default=None
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The number of jobs to run in parallel for ``fit``.
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``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
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``-1`` means using all processors. See :term:`Glossary <n_jobs>`
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for more details.
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.. versionadded:: 0.18
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flatten_transform : bool, default=True
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Affects shape of transform output only when voting='soft'
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If voting='soft' and flatten_transform=True, transform method returns
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matrix with shape (n_samples, n_classifiers * n_classes). If
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flatten_transform=False, it returns
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(n_classifiers, n_samples, n_classes).
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verbose : bool, default=False
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If True, the time elapsed while fitting will be printed as it
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is completed.
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.. versionadded:: 0.23
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Attributes
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----------
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estimators_ : list of classifiers
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The collection of fitted sub-estimators as defined in ``estimators``
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that are not 'drop'.
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named_estimators_ : :class:`~sklearn.utils.Bunch`
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Attribute to access any fitted sub-estimators by name.
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.. versionadded:: 0.20
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le_ : :class:`~sklearn.preprocessing.LabelEncoder`
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Transformer used to encode the labels during fit and decode during
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prediction.
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classes_ : ndarray of shape (n_classes,)
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The classes labels.
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n_features_in_ : int
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Number of features seen during :term:`fit`. Only defined if the
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underlying classifier exposes such an attribute when fit.
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.. versionadded:: 0.24
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feature_names_in_ : ndarray of shape (`n_features_in_`,)
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Names of features seen during :term:`fit`. Only defined if the
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underlying estimators expose such an attribute when fit.
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.. versionadded:: 1.0
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See Also
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--------
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VotingRegressor : Prediction voting regressor.
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Examples
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--------
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>>> import numpy as np
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>>> from sklearn.linear_model import LogisticRegression
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>>> from sklearn.naive_bayes import GaussianNB
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>>> from sklearn.ensemble import RandomForestClassifier, VotingClassifier
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>>> clf1 = LogisticRegression(multi_class='multinomial', random_state=1)
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>>> clf2 = RandomForestClassifier(n_estimators=50, random_state=1)
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>>> clf3 = GaussianNB()
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>>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]])
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>>> y = np.array([1, 1, 1, 2, 2, 2])
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>>> eclf1 = VotingClassifier(estimators=[
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... ('lr', clf1), ('rf', clf2), ('gnb', clf3)], voting='hard')
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>>> eclf1 = eclf1.fit(X, y)
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>>> print(eclf1.predict(X))
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[1 1 1 2 2 2]
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>>> np.array_equal(eclf1.named_estimators_.lr.predict(X),
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... eclf1.named_estimators_['lr'].predict(X))
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True
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>>> eclf2 = VotingClassifier(estimators=[
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... ('lr', clf1), ('rf', clf2), ('gnb', clf3)],
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... voting='soft')
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>>> eclf2 = eclf2.fit(X, y)
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>>> print(eclf2.predict(X))
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[1 1 1 2 2 2]
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To drop an estimator, :meth:`set_params` can be used to remove it. Here we
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dropped one of the estimators, resulting in 2 fitted estimators:
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>>> eclf2 = eclf2.set_params(lr='drop')
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>>> eclf2 = eclf2.fit(X, y)
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>>> len(eclf2.estimators_)
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2
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Setting `flatten_transform=True` with `voting='soft'` flattens output shape of
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`transform`:
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>>> eclf3 = VotingClassifier(estimators=[
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... ('lr', clf1), ('rf', clf2), ('gnb', clf3)],
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... voting='soft', weights=[2,1,1],
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... flatten_transform=True)
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>>> eclf3 = eclf3.fit(X, y)
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>>> print(eclf3.predict(X))
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[1 1 1 2 2 2]
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>>> print(eclf3.transform(X).shape)
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(6, 6)
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"""
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_parameter_constraints: dict = {
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**_BaseVoting._parameter_constraints,
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"voting": [StrOptions({"hard", "soft"})],
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"flatten_transform": ["boolean"],
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}
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def __init__(
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self,
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estimators,
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*,
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voting="hard",
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weights=None,
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n_jobs=None,
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flatten_transform=True,
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verbose=False,
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):
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super().__init__(estimators=estimators)
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self.voting = voting
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self.weights = weights
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self.n_jobs = n_jobs
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self.flatten_transform = flatten_transform
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self.verbose = verbose
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def fit(self, X, y, sample_weight=None):
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"""Fit the estimators.
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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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Training vectors, where `n_samples` is the number of samples and
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`n_features` is the number of features.
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y : array-like of shape (n_samples,)
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Target values.
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sample_weight : array-like of shape (n_samples,), default=None
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Sample weights. If None, then samples are equally weighted.
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Note that this is supported only if all underlying estimators
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support sample weights.
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.. versionadded:: 0.18
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Returns
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-------
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self : object
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Returns the instance itself.
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"""
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self._validate_params()
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check_classification_targets(y)
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if isinstance(y, np.ndarray) and len(y.shape) > 1 and y.shape[1] > 1:
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raise NotImplementedError(
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"Multilabel and multi-output classification is not supported."
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)
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self.le_ = LabelEncoder().fit(y)
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self.classes_ = self.le_.classes_
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transformed_y = self.le_.transform(y)
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return super().fit(X, transformed_y, sample_weight)
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def predict(self, X):
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"""Predict class labels for X.
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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 samples.
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Returns
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-------
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maj : array-like of shape (n_samples,)
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Predicted class labels.
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"""
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check_is_fitted(self)
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if self.voting == "soft":
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maj = np.argmax(self.predict_proba(X), axis=1)
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else: # 'hard' voting
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predictions = self._predict(X)
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maj = np.apply_along_axis(
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lambda x: np.argmax(np.bincount(x, weights=self._weights_not_none)),
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axis=1,
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arr=predictions,
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)
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maj = self.le_.inverse_transform(maj)
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return maj
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def _collect_probas(self, X):
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"""Collect results from clf.predict calls."""
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return np.asarray([clf.predict_proba(X) for clf in self.estimators_])
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def _check_voting(self):
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if self.voting == "hard":
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raise AttributeError(
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f"predict_proba is not available when voting={repr(self.voting)}"
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)
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return True
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@available_if(_check_voting)
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def predict_proba(self, X):
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"""Compute probabilities of possible outcomes for samples in X.
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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 samples.
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Returns
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-------
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avg : array-like of shape (n_samples, n_classes)
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Weighted average probability for each class per sample.
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"""
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check_is_fitted(self)
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avg = np.average(
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self._collect_probas(X), axis=0, weights=self._weights_not_none
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)
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return avg
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def transform(self, X):
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"""Return class labels or probabilities for X for each estimator.
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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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Training vectors, where `n_samples` is the number of samples and
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`n_features` is the number of features.
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Returns
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-------
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probabilities_or_labels
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If `voting='soft'` and `flatten_transform=True`:
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returns ndarray of shape (n_samples, n_classifiers * n_classes),
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being class probabilities calculated by each classifier.
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If `voting='soft' and `flatten_transform=False`:
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ndarray of shape (n_classifiers, n_samples, n_classes)
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If `voting='hard'`:
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ndarray of shape (n_samples, n_classifiers), being
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class labels predicted by each classifier.
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"""
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check_is_fitted(self)
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if self.voting == "soft":
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probas = self._collect_probas(X)
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if not self.flatten_transform:
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return probas
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return np.hstack(probas)
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else:
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return self._predict(X)
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def get_feature_names_out(self, input_features=None):
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"""Get output feature names for transformation.
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Parameters
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----------
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input_features : array-like of str or None, default=None
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Not used, present here for API consistency by convention.
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Returns
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-------
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feature_names_out : ndarray of str objects
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Transformed feature names.
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"""
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if self.voting == "soft" and not self.flatten_transform:
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raise ValueError(
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"get_feature_names_out is not supported when `voting='soft'` and "
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"`flatten_transform=False`"
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)
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_check_feature_names_in(self, input_features, generate_names=False)
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class_name = self.__class__.__name__.lower()
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active_names = [name for name, est in self.estimators if est != "drop"]
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if self.voting == "hard":
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return np.asarray(
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[f"{class_name}_{name}" for name in active_names], dtype=object
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)
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# voting == "soft"
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n_classes = len(self.classes_)
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names_out = [
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f"{class_name}_{name}{i}" for name in active_names for i in range(n_classes)
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]
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return np.asarray(names_out, dtype=object)
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class VotingRegressor(RegressorMixin, _BaseVoting):
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"""Prediction voting regressor for unfitted estimators.
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A voting regressor is an ensemble meta-estimator that fits several base
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regressors, each on the whole dataset. Then it averages the individual
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predictions to form a final prediction.
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Read more in the :ref:`User Guide <voting_regressor>`.
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.. versionadded:: 0.21
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Parameters
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----------
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estimators : list of (str, estimator) tuples
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Invoking the ``fit`` method on the ``VotingRegressor`` will fit clones
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of those original estimators that will be stored in the class attribute
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``self.estimators_``. An estimator can be set to ``'drop'`` using
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:meth:`set_params`.
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|
|
|
.. versionchanged:: 0.21
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``'drop'`` is accepted. Using None was deprecated in 0.22 and
|
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support was removed in 0.24.
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|
|
weights : array-like of shape (n_regressors,), default=None
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Sequence of weights (`float` or `int`) to weight the occurrences of
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predicted values before averaging. Uses uniform weights if `None`.
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n_jobs : int, default=None
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The number of jobs to run in parallel for ``fit``.
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``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
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``-1`` means using all processors. See :term:`Glossary <n_jobs>`
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for more details.
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verbose : bool, default=False
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If True, the time elapsed while fitting will be printed as it
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is completed.
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.. versionadded:: 0.23
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Attributes
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----------
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estimators_ : list of regressors
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|
The collection of fitted sub-estimators as defined in ``estimators``
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that are not 'drop'.
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|
|
named_estimators_ : :class:`~sklearn.utils.Bunch`
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|
Attribute to access any fitted sub-estimators by name.
|
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|
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.. versionadded:: 0.20
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n_features_in_ : int
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Number of features seen during :term:`fit`. Only defined if the
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underlying regressor exposes such an attribute when fit.
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.. versionadded:: 0.24
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feature_names_in_ : ndarray of shape (`n_features_in_`,)
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Names of features seen during :term:`fit`. Only defined if the
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underlying estimators expose such an attribute when fit.
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.. versionadded:: 1.0
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See Also
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--------
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VotingClassifier : Soft Voting/Majority Rule classifier.
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Examples
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--------
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>>> import numpy as np
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>>> from sklearn.linear_model import LinearRegression
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>>> from sklearn.ensemble import RandomForestRegressor
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>>> from sklearn.ensemble import VotingRegressor
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>>> from sklearn.neighbors import KNeighborsRegressor
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>>> r1 = LinearRegression()
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>>> r2 = RandomForestRegressor(n_estimators=10, random_state=1)
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>>> r3 = KNeighborsRegressor()
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>>> X = np.array([[1, 1], [2, 4], [3, 9], [4, 16], [5, 25], [6, 36]])
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>>> y = np.array([2, 6, 12, 20, 30, 42])
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>>> er = VotingRegressor([('lr', r1), ('rf', r2), ('r3', r3)])
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>>> print(er.fit(X, y).predict(X))
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[ 6.8... 8.4... 12.5... 17.8... 26... 34...]
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In the following example, we drop the `'lr'` estimator with
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:meth:`~VotingRegressor.set_params` and fit the remaining two estimators:
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>>> er = er.set_params(lr='drop')
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>>> er = er.fit(X, y)
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>>> len(er.estimators_)
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2
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"""
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def __init__(self, estimators, *, weights=None, n_jobs=None, verbose=False):
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super().__init__(estimators=estimators)
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self.weights = weights
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self.n_jobs = n_jobs
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self.verbose = verbose
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def fit(self, X, y, sample_weight=None):
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"""Fit the estimators.
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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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Training vectors, where `n_samples` is the number of samples and
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`n_features` is the number of features.
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y : array-like of shape (n_samples,)
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Target values.
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sample_weight : array-like of shape (n_samples,), default=None
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Sample weights. If None, then samples are equally weighted.
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Note that this is supported only if all underlying estimators
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support sample weights.
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Returns
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-------
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self : object
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Fitted estimator.
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"""
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self._validate_params()
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y = column_or_1d(y, warn=True)
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return super().fit(X, y, sample_weight)
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def predict(self, X):
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"""Predict regression target for X.
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The predicted regression target of an input sample is computed as the
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mean predicted regression targets of the estimators in the ensemble.
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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 samples.
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Returns
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-------
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y : ndarray of shape (n_samples,)
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The predicted values.
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"""
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check_is_fitted(self)
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return np.average(self._predict(X), axis=1, weights=self._weights_not_none)
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|
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def transform(self, X):
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"""Return predictions for X for each estimator.
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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 samples.
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Returns
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-------
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predictions : ndarray of shape (n_samples, n_classifiers)
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Values predicted by each regressor.
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"""
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check_is_fitted(self)
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return self._predict(X)
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def get_feature_names_out(self, input_features=None):
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"""Get output feature names for transformation.
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|
Parameters
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----------
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input_features : array-like of str or None, default=None
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Not used, present here for API consistency by convention.
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Returns
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-------
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feature_names_out : ndarray of str objects
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Transformed feature names.
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"""
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|
_check_feature_names_in(self, input_features, generate_names=False)
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class_name = self.__class__.__name__.lower()
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return np.asarray(
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[f"{class_name}_{name}" for name, est in self.estimators if est != "drop"],
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dtype=object,
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)
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