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alkaline-ml / scikit-learn   python

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/ model_selection / _validation.py

"""
The :mod:`sklearn.model_selection._validation` module includes classes and
functions to validate the model.
"""

# Author: Alexandre Gramfort <alexandre.gramfort@inria.fr>
#         Gael Varoquaux <gael.varoquaux@normalesup.org>
#         Olivier Grisel <olivier.grisel@ensta.org>
#         Raghav RV <rvraghav93@gmail.com>
# License: BSD 3 clause


import warnings
import numbers
import time
from traceback import format_exc
from contextlib import suppress

import numpy as np
import scipy.sparse as sp
from joblib import Parallel, delayed

from ..base import is_classifier, clone
from ..utils import (indexable, check_random_state, _safe_indexing,
                     _message_with_time)
from ..utils.validation import _check_fit_params
from ..utils.validation import _num_samples
from ..utils.validation import _deprecate_positional_args
from ..utils.metaestimators import _safe_split
from ..metrics import check_scoring
from ..metrics._scorer import _check_multimetric_scoring, _MultimetricScorer
from ..exceptions import FitFailedWarning
from ._split import check_cv
from ..preprocessing import LabelEncoder


__all__ = ['cross_validate', 'cross_val_score', 'cross_val_predict',
           'permutation_test_score', 'learning_curve', 'validation_curve']


@_deprecate_positional_args
def cross_validate(estimator, X, y=None, *, groups=None, scoring=None, cv=None,
                   n_jobs=None, verbose=0, fit_params=None,
                   pre_dispatch='2*n_jobs', return_train_score=False,
                   return_estimator=False, error_score=np.nan):
    """Evaluate metric(s) by cross-validation and also record fit/score times.

    Read more in the :ref:`User Guide <multimetric_cross_validation>`.

    Parameters
    ----------
    estimator : estimator object implementing 'fit'
        The object to use to fit the data.

    X : array-like of shape (n_samples, n_features)
        The data to fit. Can be for example a list, or an array.

    y : array-like of shape (n_samples,) or (n_samples, n_outputs), \
            default=None
        The target variable to try to predict in the case of
        supervised learning.

    groups : array-like of shape (n_samples,), default=None
        Group labels for the samples used while splitting the dataset into
        train/test set. Only used in conjunction with a "Group" :term:`cv`
        instance (e.g., :class:`GroupKFold`).

    scoring : str, callable, list/tuple, or dict, default=None
        A single str (see :ref:`scoring_parameter`) or a callable
        (see :ref:`scoring`) to evaluate the predictions on the test set.

        For evaluating multiple metrics, either give a list of (unique) strings
        or a dict with names as keys and callables as values.

        NOTE that when using custom scorers, each scorer should return a single
        value. Metric functions returning a list/array of values can be wrapped
        into multiple scorers that return one value each.

        See :ref:`multimetric_grid_search` for an example.

        If None, the estimator's score method is used.

    cv : int, cross-validation generator or an iterable, default=None
        Determines the cross-validation splitting strategy.
        Possible inputs for cv are:

        - None, to use the default 5-fold cross validation,
        - int, to specify the number of folds in a `(Stratified)KFold`,
        - :term:`CV splitter`,
        - An iterable yielding (train, test) splits as arrays of indices.

        For int/None inputs, if the estimator is a classifier and ``y`` is
        either binary or multiclass, :class:`StratifiedKFold` is used. In all
        other cases, :class:`KFold` is used.

        Refer :ref:`User Guide <cross_validation>` for the various
        cross-validation strategies that can be used here.

        .. versionchanged:: 0.22
            ``cv`` default value if None changed from 3-fold to 5-fold.

    n_jobs : int, default=None
        The number of CPUs to use to do the computation.
        ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
        ``-1`` means using all processors. See :term:`Glossary <n_jobs>`
        for more details.

    verbose : int, default=0
        The verbosity level.

    fit_params : dict, default=None
        Parameters to pass to the fit method of the estimator.

    pre_dispatch : int or str, default='2*n_jobs'
        Controls the number of jobs that get dispatched during parallel
        execution. Reducing this number can be useful to avoid an
        explosion of memory consumption when more jobs get dispatched
        than CPUs can process. This parameter can be:

            - None, in which case all the jobs are immediately
              created and spawned. Use this for lightweight and
              fast-running jobs, to avoid delays due to on-demand
              spawning of the jobs

            - An int, giving the exact number of total jobs that are
              spawned

            - A str, giving an expression as a function of n_jobs,
              as in '2*n_jobs'

    return_train_score : bool, default=False
        Whether to include train scores.
        Computing training scores is used to get insights on how different
        parameter settings impact the overfitting/underfitting trade-off.
        However computing the scores on the training set can be computationally
        expensive and is not strictly required to select the parameters that
        yield the best generalization performance.

        .. versionadded:: 0.19

        .. versionchanged:: 0.21
            Default value was changed from ``True`` to ``False``

    return_estimator : bool, default=False
        Whether to return the estimators fitted on each split.

        .. versionadded:: 0.20

    error_score : 'raise' or numeric
        Value to assign to the score if an error occurs in estimator fitting.
        If set to 'raise', the error is raised.
        If a numeric value is given, FitFailedWarning is raised. This parameter
        does not affect the refit step, which will always raise the error.

        .. versionadded:: 0.20

    Returns
    -------
    scores : dict of float arrays of shape (n_splits,)
        Array of scores of the estimator for each run of the cross validation.

        A dict of arrays containing the score/time arrays for each scorer is
        returned. The possible keys for this ``dict`` are:

            ``test_score``
                The score array for test scores on each cv split.
                Suffix ``_score`` in ``test_score`` changes to a specific
                metric like ``test_r2`` or ``test_auc`` if there are
                multiple scoring metrics in the scoring parameter.
            ``train_score``
                The score array for train scores on each cv split.
                Suffix ``_score`` in ``train_score`` changes to a specific
                metric like ``train_r2`` or ``train_auc`` if there are
                multiple scoring metrics in the scoring parameter.
                This is available only if ``return_train_score`` parameter
                is ``True``.
            ``fit_time``
                The time for fitting the estimator on the train
                set for each cv split.
            ``score_time``
                The time for scoring the estimator on the test set for each
                cv split. (Note time for scoring on the train set is not
                included even if ``return_train_score`` is set to ``True``
            ``estimator``
                The estimator objects for each cv split.
                This is available only if ``return_estimator`` parameter
                is set to ``True``.

    Examples
    --------
    >>> from sklearn import datasets, linear_model
    >>> from sklearn.model_selection import cross_validate
    >>> from sklearn.metrics import make_scorer
    >>> from sklearn.metrics import confusion_matrix
    >>> from sklearn.svm import LinearSVC
    >>> diabetes = datasets.load_diabetes()
    >>> X = diabetes.data[:150]
    >>> y = diabetes.target[:150]
    >>> lasso = linear_model.Lasso()

    Single metric evaluation using ``cross_validate``

    >>> cv_results = cross_validate(lasso, X, y, cv=3)
    >>> sorted(cv_results.keys())
    ['fit_time', 'score_time', 'test_score']
    >>> cv_results['test_score']
    array([0.33150734, 0.08022311, 0.03531764])

    Multiple metric evaluation using ``cross_validate``
    (please refer the ``scoring`` parameter doc for more information)

    >>> scores = cross_validate(lasso, X, y, cv=3,
    ...                         scoring=('r2', 'neg_mean_squared_error'),
    ...                         return_train_score=True)
    >>> print(scores['test_neg_mean_squared_error'])
    [-3635.5... -3573.3... -6114.7...]
    >>> print(scores['train_r2'])
    [0.28010158 0.39088426 0.22784852]

    See Also
    ---------
    :func:`sklearn.model_selection.cross_val_score`:
        Run cross-validation for single metric evaluation.

    :func:`sklearn.model_selection.cross_val_predict`:
        Get predictions from each split of cross-validation for diagnostic
        purposes.

    :func:`sklearn.metrics.make_scorer`:
        Make a scorer from a performance metric or loss function.

    """
    X, y, groups = indexable(X, y, groups)

    cv = check_cv(cv, y, classifier=is_classifier(estimator))
    scorers, _ = _check_multimetric_scoring(estimator, scoring=scoring)

    # We clone the estimator to make sure that all the folds are
    # independent, and that it is pickle-able.
    parallel = Parallel(n_jobs=n_jobs, verbose=verbose,
                        pre_dispatch=pre_dispatch)
    scores = parallel(
        delayed(_fit_and_score)(
            clone(estimator), X, y, scorers, train, test, verbose, None,
            fit_params, return_train_score=return_train_score,
            return_times=True, return_estimator=return_estimator,
            error_score=error_score)
        for train, test in cv.split(X, y, groups))

    zipped_scores = list(zip(*scores))
    if return_train_score:
        train_scores = zipped_scores.pop(0)
        train_scores = _aggregate_score_dicts(train_scores)
    if return_estimator:
        fitted_estimators = zipped_scores.pop()
    test_scores, fit_times, score_times = zipped_scores
    test_scores = _aggregate_score_dicts(test_scores)

    ret = {}
    ret['fit_time'] = np.array(fit_times)
    ret['score_time'] = np.array(score_times)

    if return_estimator:
        ret['estimator'] = fitted_estimators

    for name in scorers:
        ret['test_%s' % name] = np.array(test_scores[name])
        if return_train_score:
            key = 'train_%s' % name
            ret[key] = np.array(train_scores[name])

    return ret


@_deprecate_positional_args
def cross_val_score(estimator, X, y=None, *, groups=None, scoring=None,
                    cv=None, n_jobs=None, verbose=0, fit_params=None,
                    pre_dispatch='2*n_jobs', error_score=np.nan):
    """Evaluate a score by cross-validation

    Read more in the :ref:`User Guide <cross_validation>`.

    Parameters
    ----------
    estimator : estimator object implementing 'fit'
        The object to use to fit the data.

    X : array-like of shape (n_samples, n_features)
        The data to fit. Can be for example a list, or an array.

    y : array-like of shape (n_samples,) or (n_samples, n_outputs), \
            default=None
        The target variable to try to predict in the case of
        supervised learning.

    groups : array-like of shape (n_samples,), default=None
        Group labels for the samples used while splitting the dataset into
        train/test set. Only used in conjunction with a "Group" :term:`cv`
        instance (e.g., :class:`GroupKFold`).

    scoring : str or callable, default=None
        A str (see model evaluation documentation) or
        a scorer callable object / function with signature
        ``scorer(estimator, X, y)`` which should return only
        a single value.

        Similar to :func:`cross_validate`
        but only a single metric is permitted.

        If None, the estimator's default scorer (if available) is used.

    cv : int, cross-validation generator or an iterable, default=None
        Determines the cross-validation splitting strategy.
        Possible inputs for cv are:

        - None, to use the default 5-fold cross validation,
        - int, to specify the number of folds in a `(Stratified)KFold`,
        - :term:`CV splitter`,
        - An iterable yielding (train, test) splits as arrays of indices.

        For int/None inputs, if the estimator is a classifier and ``y`` is
        either binary or multiclass, :class:`StratifiedKFold` is used. In all
        other cases, :class:`KFold` is used.

        Refer :ref:`User Guide <cross_validation>` for the various
        cross-validation strategies that can be used here.

        .. versionchanged:: 0.22
            ``cv`` default value if None changed from 3-fold to 5-fold.

    n_jobs : int, default=None
        The number of CPUs to use to do the computation.
        ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
        ``-1`` means using all processors. See :term:`Glossary <n_jobs>`
        for more details.

    verbose : int, default=0
        The verbosity level.

    fit_params : dict, default=None
        Parameters to pass to the fit method of the estimator.

    pre_dispatch : int or str, default='2*n_jobs'
        Controls the number of jobs that get dispatched during parallel
        execution. Reducing this number can be useful to avoid an
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