1336 lines
45 KiB
Python
1336 lines
45 KiB
Python
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"""Bagging meta-estimator."""
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# Author: Gilles Louppe <g.louppe@gmail.com>
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# License: BSD 3 clause
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import itertools
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import numbers
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from abc import ABCMeta, abstractmethod
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from functools import partial
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from numbers import Integral
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from warnings import warn
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import numpy as np
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from ..base import ClassifierMixin, RegressorMixin, _fit_context
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from ..metrics import accuracy_score, r2_score
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from ..tree import DecisionTreeClassifier, DecisionTreeRegressor
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from ..utils import (
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Bunch,
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_safe_indexing,
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check_random_state,
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column_or_1d,
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)
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from ..utils._mask import indices_to_mask
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from ..utils._param_validation import HasMethods, Interval, RealNotInt
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from ..utils._tags import _safe_tags
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from ..utils.metadata_routing import (
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MetadataRouter,
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MethodMapping,
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_raise_for_params,
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_routing_enabled,
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get_routing_for_object,
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process_routing,
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)
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from ..utils.metaestimators import available_if
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from ..utils.multiclass import check_classification_targets
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from ..utils.parallel import Parallel, delayed
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from ..utils.random import sample_without_replacement
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from ..utils.validation import (
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_check_method_params,
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_check_sample_weight,
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_deprecate_positional_args,
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check_is_fitted,
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has_fit_parameter,
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)
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from ._base import BaseEnsemble, _partition_estimators
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__all__ = ["BaggingClassifier", "BaggingRegressor"]
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MAX_INT = np.iinfo(np.int32).max
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def _generate_indices(random_state, bootstrap, n_population, n_samples):
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"""Draw randomly sampled indices."""
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# Draw sample indices
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if bootstrap:
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indices = random_state.randint(0, n_population, n_samples)
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else:
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indices = sample_without_replacement(
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n_population, n_samples, random_state=random_state
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)
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return indices
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def _generate_bagging_indices(
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random_state,
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bootstrap_features,
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bootstrap_samples,
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n_features,
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n_samples,
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max_features,
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max_samples,
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):
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"""Randomly draw feature and sample indices."""
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# Get valid random state
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random_state = check_random_state(random_state)
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# Draw indices
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feature_indices = _generate_indices(
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random_state, bootstrap_features, n_features, max_features
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)
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sample_indices = _generate_indices(
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random_state, bootstrap_samples, n_samples, max_samples
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)
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return feature_indices, sample_indices
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def _parallel_build_estimators(
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n_estimators,
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ensemble,
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X,
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y,
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seeds,
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total_n_estimators,
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verbose,
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check_input,
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fit_params,
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):
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"""Private function used to build a batch of estimators within a job."""
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# Retrieve settings
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n_samples, n_features = X.shape
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max_features = ensemble._max_features
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max_samples = ensemble._max_samples
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bootstrap = ensemble.bootstrap
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bootstrap_features = ensemble.bootstrap_features
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has_check_input = has_fit_parameter(ensemble.estimator_, "check_input")
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requires_feature_indexing = bootstrap_features or max_features != n_features
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# Build estimators
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estimators = []
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estimators_features = []
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# TODO: (slep6) remove if condition for unrouted sample_weight when metadata
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# routing can't be disabled.
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support_sample_weight = has_fit_parameter(ensemble.estimator_, "sample_weight")
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if not _routing_enabled() and (
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not support_sample_weight and fit_params.get("sample_weight") is not None
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):
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raise ValueError(
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"The base estimator doesn't support sample weight, but sample_weight is "
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"passed to the fit method."
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)
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for i in range(n_estimators):
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if verbose > 1:
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print(
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"Building estimator %d of %d for this parallel run (total %d)..."
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% (i + 1, n_estimators, total_n_estimators)
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)
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random_state = seeds[i]
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estimator = ensemble._make_estimator(append=False, random_state=random_state)
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if has_check_input:
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estimator_fit = partial(estimator.fit, check_input=check_input)
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else:
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estimator_fit = estimator.fit
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# Draw random feature, sample indices
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features, indices = _generate_bagging_indices(
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random_state,
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bootstrap_features,
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bootstrap,
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n_features,
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n_samples,
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max_features,
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max_samples,
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)
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fit_params_ = fit_params.copy()
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# TODO(SLEP6): remove if condition for unrouted sample_weight when metadata
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# routing can't be disabled.
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# 1. If routing is enabled, we will check if the routing supports sample
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# weight and use it if it does.
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# 2. If routing is not enabled, we will check if the base
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# estimator supports sample_weight and use it if it does.
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# Note: Row sampling can be achieved either through setting sample_weight or
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# by indexing. The former is more efficient. Therefore, use this method
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# if possible, otherwise use indexing.
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if _routing_enabled():
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request_or_router = get_routing_for_object(ensemble.estimator_)
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consumes_sample_weight = request_or_router.consumes(
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"fit", ("sample_weight",)
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)
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else:
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consumes_sample_weight = support_sample_weight
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if consumes_sample_weight:
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# Draw sub samples, using sample weights, and then fit
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curr_sample_weight = _check_sample_weight(
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fit_params_.pop("sample_weight", None), X
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).copy()
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if bootstrap:
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sample_counts = np.bincount(indices, minlength=n_samples)
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curr_sample_weight *= sample_counts
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else:
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not_indices_mask = ~indices_to_mask(indices, n_samples)
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curr_sample_weight[not_indices_mask] = 0
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fit_params_["sample_weight"] = curr_sample_weight
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X_ = X[:, features] if requires_feature_indexing else X
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estimator_fit(X_, y, **fit_params_)
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else:
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# cannot use sample_weight, so use indexing
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y_ = _safe_indexing(y, indices)
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X_ = _safe_indexing(X, indices)
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fit_params_ = _check_method_params(X, params=fit_params_, indices=indices)
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if requires_feature_indexing:
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X_ = X_[:, features]
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estimator_fit(X_, y_, **fit_params_)
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estimators.append(estimator)
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estimators_features.append(features)
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return estimators, estimators_features
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def _parallel_predict_proba(estimators, estimators_features, X, n_classes):
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"""Private function used to compute (proba-)predictions within a job."""
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n_samples = X.shape[0]
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proba = np.zeros((n_samples, n_classes))
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for estimator, features in zip(estimators, estimators_features):
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if hasattr(estimator, "predict_proba"):
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proba_estimator = estimator.predict_proba(X[:, features])
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if n_classes == len(estimator.classes_):
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proba += proba_estimator
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else:
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proba[:, estimator.classes_] += proba_estimator[
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:, range(len(estimator.classes_))
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]
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else:
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# Resort to voting
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predictions = estimator.predict(X[:, features])
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for i in range(n_samples):
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proba[i, predictions[i]] += 1
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return proba
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def _parallel_predict_log_proba(estimators, estimators_features, X, n_classes):
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"""Private function used to compute log probabilities within a job."""
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n_samples = X.shape[0]
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log_proba = np.empty((n_samples, n_classes))
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log_proba.fill(-np.inf)
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all_classes = np.arange(n_classes, dtype=int)
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for estimator, features in zip(estimators, estimators_features):
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log_proba_estimator = estimator.predict_log_proba(X[:, features])
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if n_classes == len(estimator.classes_):
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log_proba = np.logaddexp(log_proba, log_proba_estimator)
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else:
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log_proba[:, estimator.classes_] = np.logaddexp(
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log_proba[:, estimator.classes_],
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log_proba_estimator[:, range(len(estimator.classes_))],
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)
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missing = np.setdiff1d(all_classes, estimator.classes_)
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log_proba[:, missing] = np.logaddexp(log_proba[:, missing], -np.inf)
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return log_proba
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def _parallel_decision_function(estimators, estimators_features, X):
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"""Private function used to compute decisions within a job."""
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return sum(
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estimator.decision_function(X[:, features])
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for estimator, features in zip(estimators, estimators_features)
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)
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def _parallel_predict_regression(estimators, estimators_features, X):
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"""Private function used to compute predictions within a job."""
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return sum(
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estimator.predict(X[:, features])
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for estimator, features in zip(estimators, estimators_features)
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)
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def _estimator_has(attr):
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"""Check if we can delegate a method to the underlying estimator.
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First, we check the first fitted estimator if available, otherwise we
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check the estimator attribute.
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"""
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def check(self):
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if hasattr(self, "estimators_"):
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return hasattr(self.estimators_[0], attr)
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else: # self.estimator is not None
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return hasattr(self.estimator, attr)
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return check
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class BaseBagging(BaseEnsemble, metaclass=ABCMeta):
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"""Base class for Bagging meta-estimator.
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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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"estimator": [HasMethods(["fit", "predict"]), None],
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"n_estimators": [Interval(Integral, 1, None, closed="left")],
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"max_samples": [
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Interval(Integral, 1, None, closed="left"),
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Interval(RealNotInt, 0, 1, closed="right"),
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],
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"max_features": [
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Interval(Integral, 1, None, closed="left"),
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Interval(RealNotInt, 0, 1, closed="right"),
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],
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"bootstrap": ["boolean"],
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"bootstrap_features": ["boolean"],
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"oob_score": ["boolean"],
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"warm_start": ["boolean"],
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"n_jobs": [None, Integral],
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"random_state": ["random_state"],
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"verbose": ["verbose"],
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}
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@abstractmethod
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def __init__(
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self,
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estimator=None,
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n_estimators=10,
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*,
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max_samples=1.0,
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max_features=1.0,
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bootstrap=True,
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bootstrap_features=False,
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oob_score=False,
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warm_start=False,
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n_jobs=None,
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random_state=None,
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verbose=0,
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):
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super().__init__(
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estimator=estimator,
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n_estimators=n_estimators,
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)
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self.max_samples = max_samples
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self.max_features = max_features
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self.bootstrap = bootstrap
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self.bootstrap_features = bootstrap_features
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self.oob_score = oob_score
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self.warm_start = warm_start
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self.n_jobs = n_jobs
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self.random_state = random_state
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self.verbose = verbose
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# TODO(1.7): remove `sample_weight` from the signature after deprecation
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# cycle; pop it from `fit_params` before the `_raise_for_params` check and
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# reinsert later, for backwards compatibility
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@_deprecate_positional_args(version="1.7")
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@_fit_context(
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# BaseBagging.estimator is not validated yet
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prefer_skip_nested_validation=False
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)
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def fit(self, X, y, *, sample_weight=None, **fit_params):
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"""Build a Bagging ensemble of estimators from the training set (X, y).
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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 training input samples. Sparse matrices are accepted only if
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they are supported by the base estimator.
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y : array-like of shape (n_samples,)
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The target values (class labels in classification, real numbers in
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regression).
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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 the base estimator supports
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sample weighting.
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**fit_params : dict
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Parameters to pass to the underlying estimators.
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.. versionadded:: 1.5
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Only available if `enable_metadata_routing=True`,
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which can be set by using
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``sklearn.set_config(enable_metadata_routing=True)``.
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See :ref:`Metadata Routing User Guide <metadata_routing>` for
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more details.
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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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_raise_for_params(fit_params, self, "fit")
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# Convert data (X is required to be 2d and indexable)
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X, y = self._validate_data(
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X,
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y,
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accept_sparse=["csr", "csc"],
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dtype=None,
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force_all_finite=False,
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multi_output=True,
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)
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if sample_weight is not None:
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sample_weight = _check_sample_weight(sample_weight, X, dtype=None)
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fit_params["sample_weight"] = sample_weight
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return self._fit(X, y, max_samples=self.max_samples, **fit_params)
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def _parallel_args(self):
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return {}
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|
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def _fit(
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self,
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X,
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y,
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max_samples=None,
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max_depth=None,
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check_input=True,
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**fit_params,
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):
|
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|
"""Build a Bagging ensemble of estimators from the training
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set (X, y).
|
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|
|
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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 training input samples. Sparse matrices are accepted only if
|
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they are supported by the base estimator.
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|
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y : array-like of shape (n_samples,)
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The target values (class labels in classification, real numbers in
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regression).
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|
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max_samples : int or float, default=None
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Argument to use instead of self.max_samples.
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max_depth : int, default=None
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Override value used when constructing base estimator. Only
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supported if the base estimator has a max_depth parameter.
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|
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check_input : bool, default=True
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Override value used when fitting base estimator. Only supported
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if the base estimator has a check_input parameter for fit function.
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If the meta-estimator already checks the input, set this value to
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False to prevent redundant input validation.
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|
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||
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**fit_params : dict, default=None
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||
|
Parameters to pass to the :term:`fit` method of the underlying
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|
estimator.
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||
|
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Returns
|
||
|
-------
|
||
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self : object
|
||
|
Fitted estimator.
|
||
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"""
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||
|
random_state = check_random_state(self.random_state)
|
||
|
|
||
|
# Remap output
|
||
|
n_samples = X.shape[0]
|
||
|
self._n_samples = n_samples
|
||
|
y = self._validate_y(y)
|
||
|
|
||
|
# Check parameters
|
||
|
self._validate_estimator(self._get_estimator())
|
||
|
|
||
|
if _routing_enabled():
|
||
|
routed_params = process_routing(self, "fit", **fit_params)
|
||
|
else:
|
||
|
routed_params = Bunch()
|
||
|
routed_params.estimator = Bunch(fit=fit_params)
|
||
|
if "sample_weight" in fit_params:
|
||
|
routed_params.estimator.fit["sample_weight"] = fit_params[
|
||
|
"sample_weight"
|
||
|
]
|
||
|
|
||
|
if max_depth is not None:
|
||
|
self.estimator_.max_depth = max_depth
|
||
|
|
||
|
# Validate max_samples
|
||
|
if max_samples is None:
|
||
|
max_samples = self.max_samples
|
||
|
elif not isinstance(max_samples, numbers.Integral):
|
||
|
max_samples = int(max_samples * X.shape[0])
|
||
|
|
||
|
if max_samples > X.shape[0]:
|
||
|
raise ValueError("max_samples must be <= n_samples")
|
||
|
|
||
|
# Store validated integer row sampling value
|
||
|
self._max_samples = max_samples
|
||
|
|
||
|
# Validate max_features
|
||
|
if isinstance(self.max_features, numbers.Integral):
|
||
|
max_features = self.max_features
|
||
|
elif isinstance(self.max_features, float):
|
||
|
max_features = int(self.max_features * self.n_features_in_)
|
||
|
|
||
|
if max_features > self.n_features_in_:
|
||
|
raise ValueError("max_features must be <= n_features")
|
||
|
|
||
|
max_features = max(1, int(max_features))
|
||
|
|
||
|
# Store validated integer feature sampling value
|
||
|
self._max_features = max_features
|
||
|
|
||
|
# Other checks
|
||
|
if not self.bootstrap and self.oob_score:
|
||
|
raise ValueError("Out of bag estimation only available if bootstrap=True")
|
||
|
|
||
|
if self.warm_start and self.oob_score:
|
||
|
raise ValueError("Out of bag estimate only available if warm_start=False")
|
||
|
|
||
|
if hasattr(self, "oob_score_") and self.warm_start:
|
||
|
del self.oob_score_
|
||
|
|
||
|
if not self.warm_start or not hasattr(self, "estimators_"):
|
||
|
# Free allocated memory, if any
|
||
|
self.estimators_ = []
|
||
|
self.estimators_features_ = []
|
||
|
|
||
|
n_more_estimators = self.n_estimators - len(self.estimators_)
|
||
|
|
||
|
if n_more_estimators < 0:
|
||
|
raise ValueError(
|
||
|
"n_estimators=%d must be larger or equal to "
|
||
|
"len(estimators_)=%d when warm_start==True"
|
||
|
% (self.n_estimators, len(self.estimators_))
|
||
|
)
|
||
|
|
||
|
elif n_more_estimators == 0:
|
||
|
warn(
|
||
|
"Warm-start fitting without increasing n_estimators does not "
|
||
|
"fit new trees."
|
||
|
)
|
||
|
return self
|
||
|
|
||
|
# Parallel loop
|
||
|
n_jobs, n_estimators, starts = _partition_estimators(
|
||
|
n_more_estimators, self.n_jobs
|
||
|
)
|
||
|
total_n_estimators = sum(n_estimators)
|
||
|
|
||
|
# Advance random state to state after training
|
||
|
# the first n_estimators
|
||
|
if self.warm_start and len(self.estimators_) > 0:
|
||
|
random_state.randint(MAX_INT, size=len(self.estimators_))
|
||
|
|
||
|
seeds = random_state.randint(MAX_INT, size=n_more_estimators)
|
||
|
self._seeds = seeds
|
||
|
|
||
|
all_results = Parallel(
|
||
|
n_jobs=n_jobs, verbose=self.verbose, **self._parallel_args()
|
||
|
)(
|
||
|
delayed(_parallel_build_estimators)(
|
||
|
n_estimators[i],
|
||
|
self,
|
||
|
X,
|
||
|
y,
|
||
|
seeds[starts[i] : starts[i + 1]],
|
||
|
total_n_estimators,
|
||
|
verbose=self.verbose,
|
||
|
check_input=check_input,
|
||
|
fit_params=routed_params.estimator.fit,
|
||
|
)
|
||
|
for i in range(n_jobs)
|
||
|
)
|
||
|
|
||
|
# Reduce
|
||
|
self.estimators_ += list(
|
||
|
itertools.chain.from_iterable(t[0] for t in all_results)
|
||
|
)
|
||
|
self.estimators_features_ += list(
|
||
|
itertools.chain.from_iterable(t[1] for t in all_results)
|
||
|
)
|
||
|
|
||
|
if self.oob_score:
|
||
|
self._set_oob_score(X, y)
|
||
|
|
||
|
return self
|
||
|
|
||
|
@abstractmethod
|
||
|
def _set_oob_score(self, X, y):
|
||
|
"""Calculate out of bag predictions and score."""
|
||
|
|
||
|
def _validate_y(self, y):
|
||
|
if len(y.shape) == 1 or y.shape[1] == 1:
|
||
|
return column_or_1d(y, warn=True)
|
||
|
return y
|
||
|
|
||
|
def _get_estimators_indices(self):
|
||
|
# Get drawn indices along both sample and feature axes
|
||
|
for seed in self._seeds:
|
||
|
# Operations accessing random_state must be performed identically
|
||
|
# to those in `_parallel_build_estimators()`
|
||
|
feature_indices, sample_indices = _generate_bagging_indices(
|
||
|
seed,
|
||
|
self.bootstrap_features,
|
||
|
self.bootstrap,
|
||
|
self.n_features_in_,
|
||
|
self._n_samples,
|
||
|
self._max_features,
|
||
|
self._max_samples,
|
||
|
)
|
||
|
|
||
|
yield feature_indices, sample_indices
|
||
|
|
||
|
@property
|
||
|
def estimators_samples_(self):
|
||
|
"""
|
||
|
The subset of drawn samples for each base estimator.
|
||
|
|
||
|
Returns a dynamically generated list of indices identifying
|
||
|
the samples used for fitting each member of the ensemble, i.e.,
|
||
|
the in-bag samples.
|
||
|
|
||
|
Note: the list is re-created at each call to the property in order
|
||
|
to reduce the object memory footprint by not storing the sampling
|
||
|
data. Thus fetching the property may be slower than expected.
|
||
|
"""
|
||
|
return [sample_indices for _, sample_indices in self._get_estimators_indices()]
|
||
|
|
||
|
def get_metadata_routing(self):
|
||
|
"""Get metadata routing of this object.
|
||
|
|
||
|
Please check :ref:`User Guide <metadata_routing>` on how the routing
|
||
|
mechanism works.
|
||
|
|
||
|
.. versionadded:: 1.5
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
routing : MetadataRouter
|
||
|
A :class:`~sklearn.utils.metadata_routing.MetadataRouter` encapsulating
|
||
|
routing information.
|
||
|
"""
|
||
|
router = MetadataRouter(owner=self.__class__.__name__)
|
||
|
router.add(
|
||
|
estimator=self._get_estimator(),
|
||
|
method_mapping=MethodMapping().add(callee="fit", caller="fit"),
|
||
|
)
|
||
|
return router
|
||
|
|
||
|
@abstractmethod
|
||
|
def _get_estimator(self):
|
||
|
"""Resolve which estimator to return."""
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {"allow_nan": _safe_tags(self._get_estimator(), "allow_nan")}
|
||
|
|
||
|
|
||
|
class BaggingClassifier(ClassifierMixin, BaseBagging):
|
||
|
"""A Bagging classifier.
|
||
|
|
||
|
A Bagging classifier is an ensemble meta-estimator that fits base
|
||
|
classifiers each on random subsets of the original dataset and then
|
||
|
aggregate their individual predictions (either by voting or by averaging)
|
||
|
to form a final prediction. Such a meta-estimator can typically be used as
|
||
|
a way to reduce the variance of a black-box estimator (e.g., a decision
|
||
|
tree), by introducing randomization into its construction procedure and
|
||
|
then making an ensemble out of it.
|
||
|
|
||
|
This algorithm encompasses several works from the literature. When random
|
||
|
subsets of the dataset are drawn as random subsets of the samples, then
|
||
|
this algorithm is known as Pasting [1]_. If samples are drawn with
|
||
|
replacement, then the method is known as Bagging [2]_. When random subsets
|
||
|
of the dataset are drawn as random subsets of the features, then the method
|
||
|
is known as Random Subspaces [3]_. Finally, when base estimators are built
|
||
|
on subsets of both samples and features, then the method is known as
|
||
|
Random Patches [4]_.
|
||
|
|
||
|
Read more in the :ref:`User Guide <bagging>`.
|
||
|
|
||
|
.. versionadded:: 0.15
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
estimator : object, default=None
|
||
|
The base estimator to fit on random subsets of the dataset.
|
||
|
If None, then the base estimator is a
|
||
|
:class:`~sklearn.tree.DecisionTreeClassifier`.
|
||
|
|
||
|
.. versionadded:: 1.2
|
||
|
`base_estimator` was renamed to `estimator`.
|
||
|
|
||
|
n_estimators : int, default=10
|
||
|
The number of base estimators in the ensemble.
|
||
|
|
||
|
max_samples : int or float, default=1.0
|
||
|
The number of samples to draw from X to train each base estimator (with
|
||
|
replacement by default, see `bootstrap` for more details).
|
||
|
|
||
|
- If int, then draw `max_samples` samples.
|
||
|
- If float, then draw `max_samples * X.shape[0]` samples.
|
||
|
|
||
|
max_features : int or float, default=1.0
|
||
|
The number of features to draw from X to train each base estimator (
|
||
|
without replacement by default, see `bootstrap_features` for more
|
||
|
details).
|
||
|
|
||
|
- If int, then draw `max_features` features.
|
||
|
- If float, then draw `max(1, int(max_features * n_features_in_))` features.
|
||
|
|
||
|
bootstrap : bool, default=True
|
||
|
Whether samples are drawn with replacement. If False, sampling
|
||
|
without replacement is performed.
|
||
|
|
||
|
bootstrap_features : bool, default=False
|
||
|
Whether features are drawn with replacement.
|
||
|
|
||
|
oob_score : bool, default=False
|
||
|
Whether to use out-of-bag samples to estimate
|
||
|
the generalization error. Only available if bootstrap=True.
|
||
|
|
||
|
warm_start : bool, default=False
|
||
|
When set to True, reuse the solution of the previous call to fit
|
||
|
and add more estimators to the ensemble, otherwise, just fit
|
||
|
a whole new ensemble. See :term:`the Glossary <warm_start>`.
|
||
|
|
||
|
.. versionadded:: 0.17
|
||
|
*warm_start* constructor parameter.
|
||
|
|
||
|
n_jobs : int, default=None
|
||
|
The number of jobs to run in parallel for both :meth:`fit` and
|
||
|
:meth:`predict`. ``None`` means 1 unless in a
|
||
|
:obj:`joblib.parallel_backend` context. ``-1`` means using all
|
||
|
processors. See :term:`Glossary <n_jobs>` for more details.
|
||
|
|
||
|
random_state : int, RandomState instance or None, default=None
|
||
|
Controls the random resampling of the original dataset
|
||
|
(sample wise and feature wise).
|
||
|
If the base estimator accepts a `random_state` attribute, a different
|
||
|
seed is generated for each instance in the ensemble.
|
||
|
Pass an int for reproducible output across multiple function calls.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
verbose : int, default=0
|
||
|
Controls the verbosity when fitting and predicting.
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
estimator_ : estimator
|
||
|
The base estimator from which the ensemble is grown.
|
||
|
|
||
|
.. versionadded:: 1.2
|
||
|
`base_estimator_` was renamed to `estimator_`.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
estimators_ : list of estimators
|
||
|
The collection of fitted base estimators.
|
||
|
|
||
|
estimators_samples_ : list of arrays
|
||
|
The subset of drawn samples (i.e., the in-bag samples) for each base
|
||
|
estimator. Each subset is defined by an array of the indices selected.
|
||
|
|
||
|
estimators_features_ : list of arrays
|
||
|
The subset of drawn features for each base estimator.
|
||
|
|
||
|
classes_ : ndarray of shape (n_classes,)
|
||
|
The classes labels.
|
||
|
|
||
|
n_classes_ : int or list
|
||
|
The number of classes.
|
||
|
|
||
|
oob_score_ : float
|
||
|
Score of the training dataset obtained using an out-of-bag estimate.
|
||
|
This attribute exists only when ``oob_score`` is True.
|
||
|
|
||
|
oob_decision_function_ : ndarray of shape (n_samples, n_classes)
|
||
|
Decision function computed with out-of-bag estimate on the training
|
||
|
set. If n_estimators is small it might be possible that a data point
|
||
|
was never left out during the bootstrap. In this case,
|
||
|
`oob_decision_function_` might contain NaN. This attribute exists
|
||
|
only when ``oob_score`` is True.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
BaggingRegressor : A Bagging regressor.
|
||
|
|
||
|
References
|
||
|
----------
|
||
|
|
||
|
.. [1] L. Breiman, "Pasting small votes for classification in large
|
||
|
databases and on-line", Machine Learning, 36(1), 85-103, 1999.
|
||
|
|
||
|
.. [2] L. Breiman, "Bagging predictors", Machine Learning, 24(2), 123-140,
|
||
|
1996.
|
||
|
|
||
|
.. [3] T. Ho, "The random subspace method for constructing decision
|
||
|
forests", Pattern Analysis and Machine Intelligence, 20(8), 832-844,
|
||
|
1998.
|
||
|
|
||
|
.. [4] G. Louppe and P. Geurts, "Ensembles on Random Patches", Machine
|
||
|
Learning and Knowledge Discovery in Databases, 346-361, 2012.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.svm import SVC
|
||
|
>>> from sklearn.ensemble import BaggingClassifier
|
||
|
>>> from sklearn.datasets import make_classification
|
||
|
>>> X, y = make_classification(n_samples=100, n_features=4,
|
||
|
... n_informative=2, n_redundant=0,
|
||
|
... random_state=0, shuffle=False)
|
||
|
>>> clf = BaggingClassifier(estimator=SVC(),
|
||
|
... n_estimators=10, random_state=0).fit(X, y)
|
||
|
>>> clf.predict([[0, 0, 0, 0]])
|
||
|
array([1])
|
||
|
"""
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
estimator=None,
|
||
|
n_estimators=10,
|
||
|
*,
|
||
|
max_samples=1.0,
|
||
|
max_features=1.0,
|
||
|
bootstrap=True,
|
||
|
bootstrap_features=False,
|
||
|
oob_score=False,
|
||
|
warm_start=False,
|
||
|
n_jobs=None,
|
||
|
random_state=None,
|
||
|
verbose=0,
|
||
|
):
|
||
|
super().__init__(
|
||
|
estimator=estimator,
|
||
|
n_estimators=n_estimators,
|
||
|
max_samples=max_samples,
|
||
|
max_features=max_features,
|
||
|
bootstrap=bootstrap,
|
||
|
bootstrap_features=bootstrap_features,
|
||
|
oob_score=oob_score,
|
||
|
warm_start=warm_start,
|
||
|
n_jobs=n_jobs,
|
||
|
random_state=random_state,
|
||
|
verbose=verbose,
|
||
|
)
|
||
|
|
||
|
def _get_estimator(self):
|
||
|
"""Resolve which estimator to return (default is DecisionTreeClassifier)"""
|
||
|
if self.estimator is None:
|
||
|
return DecisionTreeClassifier()
|
||
|
return self.estimator
|
||
|
|
||
|
def _set_oob_score(self, X, y):
|
||
|
n_samples = y.shape[0]
|
||
|
n_classes_ = self.n_classes_
|
||
|
|
||
|
predictions = np.zeros((n_samples, n_classes_))
|
||
|
|
||
|
for estimator, samples, features in zip(
|
||
|
self.estimators_, self.estimators_samples_, self.estimators_features_
|
||
|
):
|
||
|
# Create mask for OOB samples
|
||
|
mask = ~indices_to_mask(samples, n_samples)
|
||
|
|
||
|
if hasattr(estimator, "predict_proba"):
|
||
|
predictions[mask, :] += estimator.predict_proba(
|
||
|
(X[mask, :])[:, features]
|
||
|
)
|
||
|
|
||
|
else:
|
||
|
p = estimator.predict((X[mask, :])[:, features])
|
||
|
j = 0
|
||
|
|
||
|
for i in range(n_samples):
|
||
|
if mask[i]:
|
||
|
predictions[i, p[j]] += 1
|
||
|
j += 1
|
||
|
|
||
|
if (predictions.sum(axis=1) == 0).any():
|
||
|
warn(
|
||
|
"Some inputs do not have OOB scores. "
|
||
|
"This probably means too few estimators were used "
|
||
|
"to compute any reliable oob estimates."
|
||
|
)
|
||
|
|
||
|
oob_decision_function = predictions / predictions.sum(axis=1)[:, np.newaxis]
|
||
|
oob_score = accuracy_score(y, np.argmax(predictions, axis=1))
|
||
|
|
||
|
self.oob_decision_function_ = oob_decision_function
|
||
|
self.oob_score_ = oob_score
|
||
|
|
||
|
def _validate_y(self, y):
|
||
|
y = column_or_1d(y, warn=True)
|
||
|
check_classification_targets(y)
|
||
|
self.classes_, y = np.unique(y, return_inverse=True)
|
||
|
self.n_classes_ = len(self.classes_)
|
||
|
|
||
|
return y
|
||
|
|
||
|
def predict(self, X):
|
||
|
"""Predict class for X.
|
||
|
|
||
|
The predicted class of an input sample is computed as the class with
|
||
|
the highest mean predicted probability. If base estimators do not
|
||
|
implement a ``predict_proba`` method, then it resorts to voting.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The training input samples. Sparse matrices are accepted only if
|
||
|
they are supported by the base estimator.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
y : ndarray of shape (n_samples,)
|
||
|
The predicted classes.
|
||
|
"""
|
||
|
predicted_probabilitiy = self.predict_proba(X)
|
||
|
return self.classes_.take((np.argmax(predicted_probabilitiy, axis=1)), axis=0)
|
||
|
|
||
|
def predict_proba(self, X):
|
||
|
"""Predict class probabilities for X.
|
||
|
|
||
|
The predicted class probabilities of an input sample is computed as
|
||
|
the mean predicted class probabilities of the base estimators in the
|
||
|
ensemble. If base estimators do not implement a ``predict_proba``
|
||
|
method, then it resorts to voting and the predicted class probabilities
|
||
|
of an input sample represents the proportion of estimators predicting
|
||
|
each class.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The training input samples. Sparse matrices are accepted only if
|
||
|
they are supported by the base estimator.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
p : ndarray of shape (n_samples, n_classes)
|
||
|
The class probabilities of the input samples. The order of the
|
||
|
classes corresponds to that in the attribute :term:`classes_`.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
# Check data
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse=["csr", "csc"],
|
||
|
dtype=None,
|
||
|
force_all_finite=False,
|
||
|
reset=False,
|
||
|
)
|
||
|
|
||
|
# Parallel loop
|
||
|
n_jobs, _, starts = _partition_estimators(self.n_estimators, self.n_jobs)
|
||
|
|
||
|
all_proba = Parallel(
|
||
|
n_jobs=n_jobs, verbose=self.verbose, **self._parallel_args()
|
||
|
)(
|
||
|
delayed(_parallel_predict_proba)(
|
||
|
self.estimators_[starts[i] : starts[i + 1]],
|
||
|
self.estimators_features_[starts[i] : starts[i + 1]],
|
||
|
X,
|
||
|
self.n_classes_,
|
||
|
)
|
||
|
for i in range(n_jobs)
|
||
|
)
|
||
|
|
||
|
# Reduce
|
||
|
proba = sum(all_proba) / self.n_estimators
|
||
|
|
||
|
return proba
|
||
|
|
||
|
def predict_log_proba(self, X):
|
||
|
"""Predict class log-probabilities for X.
|
||
|
|
||
|
The predicted class log-probabilities of an input sample is computed as
|
||
|
the log of the mean predicted class probabilities of the base
|
||
|
estimators in the ensemble.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The training input samples. Sparse matrices are accepted only if
|
||
|
they are supported by the base estimator.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
p : ndarray of shape (n_samples, n_classes)
|
||
|
The class log-probabilities of the input samples. The order of the
|
||
|
classes corresponds to that in the attribute :term:`classes_`.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
if hasattr(self.estimator_, "predict_log_proba"):
|
||
|
# Check data
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse=["csr", "csc"],
|
||
|
dtype=None,
|
||
|
force_all_finite=False,
|
||
|
reset=False,
|
||
|
)
|
||
|
|
||
|
# Parallel loop
|
||
|
n_jobs, _, starts = _partition_estimators(self.n_estimators, self.n_jobs)
|
||
|
|
||
|
all_log_proba = Parallel(n_jobs=n_jobs, verbose=self.verbose)(
|
||
|
delayed(_parallel_predict_log_proba)(
|
||
|
self.estimators_[starts[i] : starts[i + 1]],
|
||
|
self.estimators_features_[starts[i] : starts[i + 1]],
|
||
|
X,
|
||
|
self.n_classes_,
|
||
|
)
|
||
|
for i in range(n_jobs)
|
||
|
)
|
||
|
|
||
|
# Reduce
|
||
|
log_proba = all_log_proba[0]
|
||
|
|
||
|
for j in range(1, len(all_log_proba)):
|
||
|
log_proba = np.logaddexp(log_proba, all_log_proba[j])
|
||
|
|
||
|
log_proba -= np.log(self.n_estimators)
|
||
|
|
||
|
else:
|
||
|
log_proba = np.log(self.predict_proba(X))
|
||
|
|
||
|
return log_proba
|
||
|
|
||
|
@available_if(_estimator_has("decision_function"))
|
||
|
def decision_function(self, X):
|
||
|
"""Average of the decision functions of the base classifiers.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The training input samples. Sparse matrices are accepted only if
|
||
|
they are supported by the base estimator.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
score : ndarray of shape (n_samples, k)
|
||
|
The decision function of the input samples. The columns correspond
|
||
|
to the classes in sorted order, as they appear in the attribute
|
||
|
``classes_``. Regression and binary classification are special
|
||
|
cases with ``k == 1``, otherwise ``k==n_classes``.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
|
||
|
# Check data
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse=["csr", "csc"],
|
||
|
dtype=None,
|
||
|
force_all_finite=False,
|
||
|
reset=False,
|
||
|
)
|
||
|
|
||
|
# Parallel loop
|
||
|
n_jobs, _, starts = _partition_estimators(self.n_estimators, self.n_jobs)
|
||
|
|
||
|
all_decisions = Parallel(n_jobs=n_jobs, verbose=self.verbose)(
|
||
|
delayed(_parallel_decision_function)(
|
||
|
self.estimators_[starts[i] : starts[i + 1]],
|
||
|
self.estimators_features_[starts[i] : starts[i + 1]],
|
||
|
X,
|
||
|
)
|
||
|
for i in range(n_jobs)
|
||
|
)
|
||
|
|
||
|
# Reduce
|
||
|
decisions = sum(all_decisions) / self.n_estimators
|
||
|
|
||
|
return decisions
|
||
|
|
||
|
|
||
|
class BaggingRegressor(RegressorMixin, BaseBagging):
|
||
|
"""A Bagging regressor.
|
||
|
|
||
|
A Bagging regressor is an ensemble meta-estimator that fits base
|
||
|
regressors each on random subsets of the original dataset and then
|
||
|
aggregate their individual predictions (either by voting or by averaging)
|
||
|
to form a final prediction. Such a meta-estimator can typically be used as
|
||
|
a way to reduce the variance of a black-box estimator (e.g., a decision
|
||
|
tree), by introducing randomization into its construction procedure and
|
||
|
then making an ensemble out of it.
|
||
|
|
||
|
This algorithm encompasses several works from the literature. When random
|
||
|
subsets of the dataset are drawn as random subsets of the samples, then
|
||
|
this algorithm is known as Pasting [1]_. If samples are drawn with
|
||
|
replacement, then the method is known as Bagging [2]_. When random subsets
|
||
|
of the dataset are drawn as random subsets of the features, then the method
|
||
|
is known as Random Subspaces [3]_. Finally, when base estimators are built
|
||
|
on subsets of both samples and features, then the method is known as
|
||
|
Random Patches [4]_.
|
||
|
|
||
|
Read more in the :ref:`User Guide <bagging>`.
|
||
|
|
||
|
.. versionadded:: 0.15
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
estimator : object, default=None
|
||
|
The base estimator to fit on random subsets of the dataset.
|
||
|
If None, then the base estimator is a
|
||
|
:class:`~sklearn.tree.DecisionTreeRegressor`.
|
||
|
|
||
|
.. versionadded:: 1.2
|
||
|
`base_estimator` was renamed to `estimator`.
|
||
|
|
||
|
n_estimators : int, default=10
|
||
|
The number of base estimators in the ensemble.
|
||
|
|
||
|
max_samples : int or float, default=1.0
|
||
|
The number of samples to draw from X to train each base estimator (with
|
||
|
replacement by default, see `bootstrap` for more details).
|
||
|
|
||
|
- If int, then draw `max_samples` samples.
|
||
|
- If float, then draw `max_samples * X.shape[0]` samples.
|
||
|
|
||
|
max_features : int or float, default=1.0
|
||
|
The number of features to draw from X to train each base estimator (
|
||
|
without replacement by default, see `bootstrap_features` for more
|
||
|
details).
|
||
|
|
||
|
- If int, then draw `max_features` features.
|
||
|
- If float, then draw `max(1, int(max_features * n_features_in_))` features.
|
||
|
|
||
|
bootstrap : bool, default=True
|
||
|
Whether samples are drawn with replacement. If False, sampling
|
||
|
without replacement is performed.
|
||
|
|
||
|
bootstrap_features : bool, default=False
|
||
|
Whether features are drawn with replacement.
|
||
|
|
||
|
oob_score : bool, default=False
|
||
|
Whether to use out-of-bag samples to estimate
|
||
|
the generalization error. Only available if bootstrap=True.
|
||
|
|
||
|
warm_start : bool, default=False
|
||
|
When set to True, reuse the solution of the previous call to fit
|
||
|
and add more estimators to the ensemble, otherwise, just fit
|
||
|
a whole new ensemble. See :term:`the Glossary <warm_start>`.
|
||
|
|
||
|
n_jobs : int, default=None
|
||
|
The number of jobs to run in parallel for both :meth:`fit` and
|
||
|
:meth:`predict`. ``None`` means 1 unless in a
|
||
|
:obj:`joblib.parallel_backend` context. ``-1`` means using all
|
||
|
processors. See :term:`Glossary <n_jobs>` for more details.
|
||
|
|
||
|
random_state : int, RandomState instance or None, default=None
|
||
|
Controls the random resampling of the original dataset
|
||
|
(sample wise and feature wise).
|
||
|
If the base estimator accepts a `random_state` attribute, a different
|
||
|
seed is generated for each instance in the ensemble.
|
||
|
Pass an int for reproducible output across multiple function calls.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
verbose : int, default=0
|
||
|
Controls the verbosity when fitting and predicting.
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
estimator_ : estimator
|
||
|
The base estimator from which the ensemble is grown.
|
||
|
|
||
|
.. versionadded:: 1.2
|
||
|
`base_estimator_` was renamed to `estimator_`.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
estimators_ : list of estimators
|
||
|
The collection of fitted sub-estimators.
|
||
|
|
||
|
estimators_samples_ : list of arrays
|
||
|
The subset of drawn samples (i.e., the in-bag samples) for each base
|
||
|
estimator. Each subset is defined by an array of the indices selected.
|
||
|
|
||
|
estimators_features_ : list of arrays
|
||
|
The subset of drawn features for each base estimator.
|
||
|
|
||
|
oob_score_ : float
|
||
|
Score of the training dataset obtained using an out-of-bag estimate.
|
||
|
This attribute exists only when ``oob_score`` is True.
|
||
|
|
||
|
oob_prediction_ : ndarray of shape (n_samples,)
|
||
|
Prediction computed with out-of-bag estimate on the training
|
||
|
set. If n_estimators is small it might be possible that a data point
|
||
|
was never left out during the bootstrap. In this case,
|
||
|
`oob_prediction_` might contain NaN. This attribute exists only
|
||
|
when ``oob_score`` is True.
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
BaggingClassifier : A Bagging classifier.
|
||
|
|
||
|
References
|
||
|
----------
|
||
|
|
||
|
.. [1] L. Breiman, "Pasting small votes for classification in large
|
||
|
databases and on-line", Machine Learning, 36(1), 85-103, 1999.
|
||
|
|
||
|
.. [2] L. Breiman, "Bagging predictors", Machine Learning, 24(2), 123-140,
|
||
|
1996.
|
||
|
|
||
|
.. [3] T. Ho, "The random subspace method for constructing decision
|
||
|
forests", Pattern Analysis and Machine Intelligence, 20(8), 832-844,
|
||
|
1998.
|
||
|
|
||
|
.. [4] G. Louppe and P. Geurts, "Ensembles on Random Patches", Machine
|
||
|
Learning and Knowledge Discovery in Databases, 346-361, 2012.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> from sklearn.svm import SVR
|
||
|
>>> from sklearn.ensemble import BaggingRegressor
|
||
|
>>> from sklearn.datasets import make_regression
|
||
|
>>> X, y = make_regression(n_samples=100, n_features=4,
|
||
|
... n_informative=2, n_targets=1,
|
||
|
... random_state=0, shuffle=False)
|
||
|
>>> regr = BaggingRegressor(estimator=SVR(),
|
||
|
... n_estimators=10, random_state=0).fit(X, y)
|
||
|
>>> regr.predict([[0, 0, 0, 0]])
|
||
|
array([-2.8720...])
|
||
|
"""
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
estimator=None,
|
||
|
n_estimators=10,
|
||
|
*,
|
||
|
max_samples=1.0,
|
||
|
max_features=1.0,
|
||
|
bootstrap=True,
|
||
|
bootstrap_features=False,
|
||
|
oob_score=False,
|
||
|
warm_start=False,
|
||
|
n_jobs=None,
|
||
|
random_state=None,
|
||
|
verbose=0,
|
||
|
):
|
||
|
super().__init__(
|
||
|
estimator=estimator,
|
||
|
n_estimators=n_estimators,
|
||
|
max_samples=max_samples,
|
||
|
max_features=max_features,
|
||
|
bootstrap=bootstrap,
|
||
|
bootstrap_features=bootstrap_features,
|
||
|
oob_score=oob_score,
|
||
|
warm_start=warm_start,
|
||
|
n_jobs=n_jobs,
|
||
|
random_state=random_state,
|
||
|
verbose=verbose,
|
||
|
)
|
||
|
|
||
|
def predict(self, X):
|
||
|
"""Predict regression target for X.
|
||
|
|
||
|
The predicted regression target of an input sample is computed as the
|
||
|
mean predicted regression targets of the estimators in the ensemble.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of shape (n_samples, n_features)
|
||
|
The training input samples. Sparse matrices are accepted only if
|
||
|
they are supported by the base estimator.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
y : ndarray of shape (n_samples,)
|
||
|
The predicted values.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
# Check data
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse=["csr", "csc"],
|
||
|
dtype=None,
|
||
|
force_all_finite=False,
|
||
|
reset=False,
|
||
|
)
|
||
|
|
||
|
# Parallel loop
|
||
|
n_jobs, _, starts = _partition_estimators(self.n_estimators, self.n_jobs)
|
||
|
|
||
|
all_y_hat = Parallel(n_jobs=n_jobs, verbose=self.verbose)(
|
||
|
delayed(_parallel_predict_regression)(
|
||
|
self.estimators_[starts[i] : starts[i + 1]],
|
||
|
self.estimators_features_[starts[i] : starts[i + 1]],
|
||
|
X,
|
||
|
)
|
||
|
for i in range(n_jobs)
|
||
|
)
|
||
|
|
||
|
# Reduce
|
||
|
y_hat = sum(all_y_hat) / self.n_estimators
|
||
|
|
||
|
return y_hat
|
||
|
|
||
|
def _set_oob_score(self, X, y):
|
||
|
n_samples = y.shape[0]
|
||
|
|
||
|
predictions = np.zeros((n_samples,))
|
||
|
n_predictions = np.zeros((n_samples,))
|
||
|
|
||
|
for estimator, samples, features in zip(
|
||
|
self.estimators_, self.estimators_samples_, self.estimators_features_
|
||
|
):
|
||
|
# Create mask for OOB samples
|
||
|
mask = ~indices_to_mask(samples, n_samples)
|
||
|
|
||
|
predictions[mask] += estimator.predict((X[mask, :])[:, features])
|
||
|
n_predictions[mask] += 1
|
||
|
|
||
|
if (n_predictions == 0).any():
|
||
|
warn(
|
||
|
"Some inputs do not have OOB scores. "
|
||
|
"This probably means too few estimators were used "
|
||
|
"to compute any reliable oob estimates."
|
||
|
)
|
||
|
n_predictions[n_predictions == 0] = 1
|
||
|
|
||
|
predictions /= n_predictions
|
||
|
|
||
|
self.oob_prediction_ = predictions
|
||
|
self.oob_score_ = r2_score(y, predictions)
|
||
|
|
||
|
def _get_estimator(self):
|
||
|
"""Resolve which estimator to return (default is DecisionTreeClassifier)"""
|
||
|
if self.estimator is None:
|
||
|
return DecisionTreeRegressor()
|
||
|
return self.estimator
|