"""Base class for ensemble-based estimators."""
# Authors: Gilles Louppe
# License: BSD 3 clause
from abc import ABCMeta, abstractmethod
import numbers
import warnings
import numpy as np
from joblib import effective_n_jobs
from ..base import clone
from ..base import is_classifier, is_regressor
from ..base import BaseEstimator
from ..base import MetaEstimatorMixin
from ..utils import Bunch
from ..utils import check_random_state
from ..utils.metaestimators import _BaseComposition
MAX_RAND_SEED = np.iinfo(np.int32).max
def _parallel_fit_estimator(estimator, X, y, sample_weight=None):
"""Private function used to fit an estimator within a job."""
if sample_weight is not None:
try:
estimator.fit(X, y, sample_weight=sample_weight)
except TypeError as exc:
if "unexpected keyword argument 'sample_weight'" in str(exc):
raise TypeError(
"Underlying estimator {} does not support sample weights."
.format(estimator.__class__.__name__)
) from exc
raise
else:
estimator.fit(X, y)
return estimator
def _set_random_states(estimator, random_state=None):
"""Set fixed random_state parameters for an estimator.
Finds all parameters ending ``random_state`` and sets them to integers
derived from ``random_state``.
Parameters
----------
estimator : estimator supporting get/set_params
Estimator with potential randomness managed by random_state
parameters.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
Notes
-----
This does not necessarily set *all* ``random_state`` attributes that
control an estimator's randomness, only those accessible through
``estimator.get_params()``. ``random_state``s not controlled include
those belonging to:
* cross-validation splitters
* ``scipy.stats`` rvs
"""
random_state = check_random_state(random_state)
to_set = {}
for key in sorted(estimator.get_params(deep=True)):
if key == 'random_state' or key.endswith('__random_state'):
to_set[key] = random_state.randint(MAX_RAND_SEED)
if to_set:
estimator.set_params(**to_set)
class BaseEnsemble(MetaEstimatorMixin, BaseEstimator, metaclass=ABCMeta):
"""Base class for all ensemble classes.
Warning: This class should not be used directly. Use derived classes
instead.
Parameters
----------
base_estimator : object, optional (default=None)
The base estimator from which the ensemble is built.
n_estimators : integer
The number of estimators in the ensemble.
estimator_params : list of strings
The list of attributes to use as parameters when instantiating a
new base estimator. If none are given, default parameters are used.
Attributes
----------
base_estimator_ : estimator
The base estimator from which the ensemble is grown.
estimators_ : list of estimators
The collection of fitted base estimators.
"""
# overwrite _required_parameters from MetaEstimatorMixin
_required_parameters = []
@abstractmethod
def __init__(self, base_estimator, n_estimators=10,
estimator_params=tuple()):
# Set parameters
self.base_estimator = base_estimator
self.n_estimators = n_estimators
self.estimator_params = estimator_params
# Don't instantiate estimators now! Parameters of base_estimator might
# still change. Eg., when grid-searching with the nested object syntax.
# self.estimators_ needs to be filled by the derived classes in fit.
def _validate_estimator(self, default=None):
"""Check the estimator and the n_estimator attribute.
Sets the base_estimator_` attributes.
"""
if not isinstance(self.n_estimators, numbers.Integral):
raise ValueError("n_estimators must be an integer, "
"got {0}.".format(type(self.n_estimators)))
if self.n_estimators <= 0:
raise ValueError("n_estimators must be greater than zero, "
"got {0}.".format(self.n_estimators))
if self.base_estimator is not None:
self.base_estimator_ = self.base_estimator
else:
self.base_estimator_ = default
if self.base_estimator_ is None:
raise ValueError("base_estimator cannot be None")
def _make_estimator(self, append=True, random_state=None):
"""Make and configure a copy of the `base_estimator_` attribute.
Warning: This method should be used to properly instantiate new
sub-estimators.
"""
estimator = clone(self.base_estimator_)
estimator.set_params(**{p: getattr(self, p)
for p in self.estimator_params})
if random_state is not None:
_set_random_states(estimator, random_state)
if append:
self.estimators_.append(estimator)
return estimator
def __len__(self):
"""Return the number of estimators in the ensemble."""
return len(self.estimators_)
def __getitem__(self, index):
"""Return the index'th estimator in the ensemble."""
return self.estimators_[index]
def __iter__(self):
"""Return iterator over estimators in the ensemble."""
return iter(self.estimators_)
def _partition_estimators(n_estimators, n_jobs):
"""Private function used to partition estimators between jobs."""
# Compute the number of jobs
n_jobs = min(effective_n_jobs(n_jobs), n_estimators)
# Partition estimators between jobs
n_estimators_per_job = np.full(n_jobs, n_estimators // n_jobs,
dtype=np.int)
n_estimators_per_job[:n_estimators % n_jobs] += 1
starts = np.cumsum(n_estimators_per_job)
return n_jobs, n_estimators_per_job.tolist(), [0] + starts.tolist()
class _BaseHeterogeneousEnsemble(MetaEstimatorMixin, _BaseComposition,
metaclass=ABCMeta):
"""Base class for heterogeneous ensemble of learners.
Parameters
----------
estimators : list of (str, estimator) tuples
The ensemble of estimators to use in the ensemble. Each element of the
list is defined as a tuple of string (i.e. name of the estimator) and
an estimator instance. An estimator can be set to `'drop'` using
`set_params`.
Attributes
----------
estimators_ : list of estimators
The elements of the estimators parameter, having been fitted on the
training data. If an estimator has been set to `'drop'`, it will not
appear in `estimators_`.
"""
_required_parameters = ['estimators']
@property
def named_estimators(self):
return Bunch(**dict(self.estimators))
@abstractmethod
def __init__(self, estimators):
self.estimators = estimators
def _validate_estimators(self):
if self.estimators is None or len(self.estimators) == 0:
raise ValueError(
"Invalid 'estimators' attribute, 'estimators' should be a list"
" of (string, estimator) tuples."
)
names, estimators = zip(*self.estimators)
# defined by MetaEstimatorMixin
self._validate_names(names)
# FIXME: deprecate the usage of None to drop an estimator from the
# ensemble. Remove in 0.24
if any(est is None for est in estimators):
warnings.warn(
"Using 'None' to drop an estimator from the ensemble is "
"deprecated in 0.22 and support will be dropped in 0.24. "
"Use the string 'drop' instead.", FutureWarning
)
has_estimator = any(est not in (None, 'drop') for est in estimators)
if not has_estimator:
raise ValueError(
"All estimators are dropped. At least one is required "
"to be an estimator."
)
is_estimator_type = (is_classifier if is_classifier(self)
else is_regressor)
for est in estimators:
if est not in (None, 'drop') and not is_estimator_type(est):
raise ValueError(
"The estimator {} should be a {}.".format(
est.__class__.__name__, is_estimator_type.__name__[3:]
)
)
return names, estimators
def set_params(self, **params):
"""
Set the parameters of an estimator from the ensemble.
Valid parameter keys can be listed with `get_params()`.
Parameters
----------
**params : keyword arguments
Specific parameters using e.g.
`set_params(parameter_name=new_value)`. In addition, to setting the
parameters of the stacking estimator, the individual estimator of
the stacking estimators can also be set, or can be removed by
setting them to 'drop'.
"""
super()._set_params('estimators', **params)
return self
def get_params(self, deep=True):
"""
Get the parameters of an estimator from the ensemble.
Parameters
----------
deep : bool
Setting it to True gets the various classifiers and the parameters
of the classifiers as well.
"""
return super()._get_params('estimators', deep=deep)