Repository URL to install this package:
|
Version:
2.2.1 ▾
|
glmnet
/
scorer.py
|
|---|
"""
The code below is a modified version of sklearn.metrics.scorer to allow for scoring
the entire lambda path of a glmnet model.
- lambda parameter added to the scorers
- scorers return an array of scores, [n_lambda,]
"""
# Authors: Andreas Mueller <amueller@ais.uni-bonn.de>
# Lars Buitinck <L.J.Buitinck@uva.nl>
# Arnaud Joly <arnaud.v.joly@gmail.com>
# License: Simplified BSD
from abc import ABCMeta, abstractmethod
from functools import partial
import numpy as np
from sklearn.metrics import (r2_score, median_absolute_error, mean_absolute_error,
mean_squared_error, accuracy_score, f1_score,
roc_auc_score, average_precision_score,
precision_score, recall_score, log_loss)
from sklearn.utils.multiclass import type_of_target
class _BaseScorer(metaclass=ABCMeta):
def __init__(self, score_func, sign, kwargs):
self._kwargs = kwargs
self._score_func = score_func
self._sign = sign
@abstractmethod
def __call__(self, estimator, X, y, sample_weight=None):
pass
def __repr__(self):
kwargs_string = "".join([", %s=%s" % (str(k), str(v))
for k, v in self._kwargs.items()])
return ("make_scorer(%s%s%s%s)"
% (self._score_func.__name__,
"" if self._sign > 0 else ", greater_is_better=False",
self._factory_args(), kwargs_string))
def _factory_args(self):
"""Return non-default make_scorer arguments for repr."""
return ""
class _PredictScorer(_BaseScorer):
def __call__(self, estimator, X, y_true, sample_weight=None, lamb=None):
"""Evaluate predicted target values for X relative to y_true and one or
more values for lambda.
Parameters
----------
estimator : object
Trained estimator to use for scoring. Must have a predict_proba
method; the output of that is used to compute the score.
X : array-like or sparse matrix
Test data that will be fed to estimator.predict.
y_true : array-like
Gold standard target values for X.
sample_weight : array-like, optional (default=None)
Sample weights.
lamb : array, shape (n_lambda,)
Values of lambda from lambda_path_ from which to score predictions.
Returns
-------
score : array, shape (n_lambda,)
Score function applied to prediction of estimator on X.
"""
y_pred = estimator.predict(X, lamb=lamb)
if sample_weight is not None:
scores = np.apply_along_axis(lambda y_hat: self._score_func(y_true, y_hat, sample_weight=sample_weight, **self._kwargs), 0, y_pred)
else:
scores = np.apply_along_axis(lambda y_hat: self._score_func(y_true, y_hat, **self._kwargs), 0, y_pred)
return self._sign * scores
class _ProbaScorer(_BaseScorer):
def __call__(self, clf, X, y_true, sample_weight=None, lamb=None):
"""Evaluate predicted probabilities for X relative to y_true.
Parameters
----------
clf : object
Trained classifier to use for scoring. Must have a predict_proba
method; the output of that is used to compute the score.
X : array-like or sparse matrix
Test data that will be fed to clf.predict_proba.
y_true : array-like
Gold standard target values for X. These must be class labels,
not probabilities.
sample_weight : array-like, optional (default=None)
Sample weights.
lamb : array, shape (n_lambda,)
Values of lambda from lambda_path_ from which to score predictions.
Returns
-------
score : array, shape (n_lambda,)
Score function applied to prediction of estimator on X.
"""
y_pred = clf.predict_proba(X, lamb=lamb) # y_pred shape (n_samples, n_classes, n_lambda)
if sample_weight is not None:
score_func = lambda y_hat: self._score_func(y_true, y_hat, sample_weight=sample_weight, **self._kwargs)
else:
score_func = lambda y_hat: self._score_func(y_true, y_hat, **self._kwargs)
scores = np.zeros(y_pred.shape[-1])
for i in range(len(scores)):
scores[i] = score_func(y_pred[...,i])
return self._sign * scores
def _factory_args(self):
return ", needs_proba=True"
class _ThresholdScorer(_BaseScorer):
def __call__(self, clf, X, y_true, sample_weight=None, lamb=None):
"""Evaluate decision function output for X relative to y_true.
Parameters
----------
clf : object
Trained classifier to use for scoring. Must have either a
decision_function method or a predict_proba method; the output of
that is used to compute the score.
X : array-like or sparse matrix
Test data that will be fed to clf.decision_function or
clf.predict_proba.
y_true : array-like
Gold standard target values for X. These must be class labels,
not decision function values.
sample_weight : array-like, optional (default=None)
Sample weights.
lamb : array, shape (n_lambda,)
Values of lambda from lambda_path_ from which to score predictions.
Returns
-------
score : array, shape (n_lambda,)
Score function applied to prediction of estimator on X.
"""
y_type = type_of_target(y_true)
if y_type not in ("binary", "multilabel-indicator"):
raise ValueError("{0} format is not supported".format(y_type))
y_pred = clf.decision_function(X, lamb=lamb)
if sample_weight is not None:
scores = np.apply_along_axis(lambda y_hat: self._score_func(y_true, y_hat, sample_weight=sample_weight, **self._kwargs), 0, y_pred)
else:
scores = np.apply_along_axis(lambda y_hat: self._score_func(y_true, y_hat, **self._kwargs), 0, y_pred)
return self._sign * scores
def _factory_args(self):
return ", needs_threshold=True"
def get_scorer(scoring):
if isinstance(scoring, str):
try:
scorer = SCORERS[scoring]
except KeyError:
raise ValueError('%r is not a valid scoring value. '
'Valid options are %s'
% (scoring, sorted(SCORERS.keys())))
else:
scorer = scoring
return scorer
def _passthrough_scorer(estimator, *args, **kwargs):
"""Function that wraps estimator.score"""
return estimator.score(*args, **kwargs)
def check_scoring(estimator, scoring=None, allow_none=False):
"""Determine scorer from user options.
A TypeError will be thrown if the estimator cannot be scored.
Parameters
----------
estimator : estimator object implementing 'fit'
The object to use to fit the data.
scoring : string, callable or None, optional, default: None
A string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.
allow_none : boolean, optional, default: False
If no scoring is specified and the estimator has no score function, we
can either return None or raise an exception.
Returns
-------
scoring : callable
A scorer callable object / function with signature
``scorer(estimator, X, y)``.
"""
has_scoring = scoring is not None
if not hasattr(estimator, 'fit'):
raise TypeError("estimator should a be an estimator implementing "
"'fit' method, %r was passed" % estimator)
elif has_scoring:
return get_scorer(scoring)
elif hasattr(estimator, 'score'):
return _passthrough_scorer
elif allow_none:
return None
else:
raise TypeError(
"If no scoring is specified, the estimator passed should "
"have a 'score' method. The estimator %r does not." % estimator)
def make_scorer(score_func, greater_is_better=True, needs_proba=False,
needs_threshold=False, **kwargs):
"""Make a scorer from a performance metric or loss function.
This factory function wraps scoring functions for use in GridSearchCV
and cross_val_score. It takes a score function, such as ``accuracy_score``,
``mean_squared_error``, ``adjusted_rand_index`` or ``average_precision``
and returns a callable that scores an estimator's output.
Read more in the :ref:`User Guide <scoring>`.
Parameters
----------
score_func : callable,
Score function (or loss function) with signature
``score_func(y, y_pred, **kwargs)``.
greater_is_better : boolean, default=True
Whether score_func is a score function (default), meaning high is good,
or a loss function, meaning low is good. In the latter case, the
scorer object will sign-flip the outcome of the score_func.
needs_proba : boolean, default=False
Whether score_func requires predict_proba to get probability estimates
out of a classifier.
needs_threshold : boolean, default=False
Whether score_func takes a continuous decision certainty.
This only works for binary classification using estimators that
have either a decision_function or predict_proba method.
For example ``average_precision`` or the area under the roc curve
can not be computed using discrete predictions alone.
**kwargs : additional arguments
Additional parameters to be passed to score_func.
Returns
-------
scorer : callable
Callable object that returns a scalar score; greater is better.
Examples
--------
>>> from sklearn.metrics import fbeta_score, make_scorer
>>> ftwo_scorer = make_scorer(fbeta_score, beta=2)
>>> ftwo_scorer
make_scorer(fbeta_score, beta=2)
>>> from sklearn.grid_search import GridSearchCV
>>> from sklearn.svm import LinearSVC
>>> grid = GridSearchCV(LinearSVC(), param_grid={'C': [1, 10]},
... scoring=ftwo_scorer)
"""
sign = 1 if greater_is_better else -1
if needs_proba and needs_threshold:
raise ValueError("Set either needs_proba or needs_threshold to True,"
" but not both.")
if needs_proba:
cls = _ProbaScorer
elif needs_threshold:
cls = _ThresholdScorer
else:
cls = _PredictScorer
return cls(score_func, sign, kwargs)
# Standard regression scores
r2_scorer = make_scorer(r2_score)
mean_squared_error_scorer = make_scorer(mean_squared_error,
greater_is_better=False)
mean_absolute_error_scorer = make_scorer(mean_absolute_error,
greater_is_better=False)
median_absolute_error_scorer = make_scorer(median_absolute_error,
greater_is_better=False)
# Standard Classification Scores
accuracy_scorer = make_scorer(accuracy_score)
f1_scorer = make_scorer(f1_score)
# Score functions that need decision values
roc_auc_scorer = make_scorer(roc_auc_score, greater_is_better=True,
needs_threshold=True)
average_precision_scorer = make_scorer(average_precision_score,
needs_threshold=True)
precision_scorer = make_scorer(precision_score)
recall_scorer = make_scorer(recall_score)
# Score function for probabilistic classification
log_loss_scorer = make_scorer(log_loss, greater_is_better=False,
needs_proba=True)
SCORERS = dict(r2=r2_scorer,
median_absolute_error=median_absolute_error_scorer,
mean_absolute_error=mean_absolute_error_scorer,
mean_squared_error=mean_squared_error_scorer,
accuracy=accuracy_scorer, roc_auc=roc_auc_scorer,
average_precision=average_precision_scorer,
log_loss=log_loss_scorer)
for name, metric in [('precision', precision_score),
('recall', recall_score), ('f1', f1_score)]:
SCORERS[name] = make_scorer(metric)
for average in ['macro', 'micro', 'samples', 'weighted']:
qualified_name = '{0}_{1}'.format(name, average)
SCORERS[qualified_name] = make_scorer(partial(metric, pos_label=None,
average=average))