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"""Bagging classifier trained on balanced bootstrap samples."""
# Authors: Guillaume Lemaitre <g.lemaitre58@gmail.com>
# Christos Aridas
# License: MIT
import copy
import numbers
import warnings
import numpy as np
import sklearn
from sklearn.base import clone
from sklearn.ensemble import BaggingClassifier
from sklearn.ensemble._bagging import _parallel_decision_function
from sklearn.ensemble._base import _partition_estimators
from sklearn.exceptions import NotFittedError
from sklearn.tree import DecisionTreeClassifier
from sklearn.utils.fixes import parse_version
from sklearn.utils.validation import check_is_fitted
try:
# scikit-learn >= 1.2
from sklearn.utils.parallel import Parallel, delayed
except (ImportError, ModuleNotFoundError):
from joblib import Parallel
from sklearn.utils.fixes import delayed
from ..base import _ParamsValidationMixin
from ..pipeline import Pipeline
from ..under_sampling import RandomUnderSampler
from ..under_sampling.base import BaseUnderSampler
from ..utils import Substitution, check_sampling_strategy, check_target_type
from ..utils._available_if import available_if
from ..utils._docstring import _n_jobs_docstring, _random_state_docstring
from ..utils._param_validation import HasMethods, Interval, StrOptions
from ..utils.fixes import _fit_context
from ._common import _bagging_parameter_constraints, _estimator_has
sklearn_version = parse_version(sklearn.__version__)
@Substitution(
sampling_strategy=BaseUnderSampler._sampling_strategy_docstring,
n_jobs=_n_jobs_docstring,
random_state=_random_state_docstring,
)
class BalancedBaggingClassifier(_ParamsValidationMixin, BaggingClassifier):
"""A Bagging classifier with additional balancing.
This implementation of Bagging is similar to the scikit-learn
implementation. It includes an additional step to balance the training set
at fit time using a given sampler.
This classifier can serves as a basis to implement various methods such as
Exactly Balanced Bagging [6]_, Roughly Balanced Bagging [7]_,
Over-Bagging [6]_, or SMOTE-Bagging [8]_.
Read more in the :ref:`User Guide <bagging>`.
Parameters
----------
estimator : estimator object, default=None
The base estimator to fit on random subsets of the dataset.
If None, then the base estimator is a decision tree.
.. versionadded:: 0.10
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.
- 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.
- If int, then draw ``max_features`` features.
- If float, then draw ``max_features * X.shape[1]`` features.
bootstrap : bool, default=True
Whether samples are drawn with replacement.
.. note::
Note that this bootstrap will be generated from the resampled
dataset.
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.
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.
{sampling_strategy}
replacement : bool, default=False
Whether or not to randomly sample with replacement or not when
`sampler is None`, corresponding to a
:class:`~imblearn.under_sampling.RandomUnderSampler`.
{n_jobs}
{random_state}
verbose : int, default=0
Controls the verbosity of the building process.
sampler : sampler object, default=None
The sampler used to balanced the dataset before to bootstrap
(if `bootstrap=True`) and `fit` a base estimator. By default, a
:class:`~imblearn.under_sampling.RandomUnderSampler` is used.
.. versionadded:: 0.8
Attributes
----------
estimator_ : estimator
The base estimator from which the ensemble is grown.
.. versionadded:: 0.10
n_features_ : int
The number of features when `fit` is performed.
.. deprecated:: 1.0
`n_features_` is deprecated in `scikit-learn` 1.0 and will be removed
in version 1.2. When the minimum version of `scikit-learn` supported
by `imbalanced-learn` will reach 1.2, this attribute will be removed.
estimators_ : list of estimators
The collection of fitted base estimators.
sampler_ : sampler object
The validate sampler created from the `sampler` parameter.
estimators_samples_ : list of ndarray
The subset of drawn samples (i.e., the in-bag samples) for each base
estimator. Each subset is defined by a boolean mask.
estimators_features_ : list of ndarray
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.
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.
n_features_in_ : int
Number of features in the input dataset.
.. versionadded:: 0.9
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during `fit`. Defined only when `X` has feature
names that are all strings.
.. versionadded:: 0.9
See Also
--------
BalancedRandomForestClassifier : Random forest applying random-under
sampling to balance the different bootstraps.
EasyEnsembleClassifier : Ensemble of AdaBoost classifier trained on
balanced bootstraps.
RUSBoostClassifier : AdaBoost classifier were each bootstrap is balanced
using random-under sampling at each round of boosting.
Notes
-----
This is possible to turn this classifier into a balanced random forest [5]_
by passing a :class:`~sklearn.tree.DecisionTreeClassifier` with
`max_features='auto'` as a base estimator.
See
:ref:`sphx_glr_auto_examples_ensemble_plot_comparison_ensemble_classifier.py`.
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.
.. [5] C. Chen Chao, A. Liaw, and L. Breiman. "Using random forest to
learn imbalanced data." University of California, Berkeley 110,
2004.
.. [6] R. Maclin, and D. Opitz. "An empirical evaluation of bagging and
boosting." AAAI/IAAI 1997 (1997): 546-551.
.. [7] S. Hido, H. Kashima, and Y. Takahashi. "Roughly balanced bagging
for imbalanced data." Statistical Analysis and Data Mining: The ASA
Data Science Journal 2.5‐6 (2009): 412-426.
.. [8] S. Wang, and X. Yao. "Diversity analysis on imbalanced data sets by
using ensemble models." 2009 IEEE symposium on computational
intelligence and data mining. IEEE, 2009.
Examples
--------
>>> from collections import Counter
>>> from sklearn.datasets import make_classification
>>> from sklearn.model_selection import train_test_split
>>> from sklearn.metrics import confusion_matrix
>>> from imblearn.ensemble import BalancedBaggingClassifier
>>> X, y = make_classification(n_classes=2, class_sep=2,
... weights=[0.1, 0.9], n_informative=3, n_redundant=1, flip_y=0,
... n_features=20, n_clusters_per_class=1, n_samples=1000, random_state=10)
>>> print('Original dataset shape %s' % Counter(y))
Original dataset shape Counter({{1: 900, 0: 100}})
>>> X_train, X_test, y_train, y_test = train_test_split(X, y,
... random_state=0)
>>> bbc = BalancedBaggingClassifier(random_state=42)
>>> bbc.fit(X_train, y_train)
BalancedBaggingClassifier(...)
>>> y_pred = bbc.predict(X_test)
>>> print(confusion_matrix(y_test, y_pred))
[[ 23 0]
[ 2 225]]
"""
# make a deepcopy to not modify the original dictionary
if sklearn_version >= parse_version("1.4"):
_parameter_constraints = copy.deepcopy(BaggingClassifier._parameter_constraints)
else:
_parameter_constraints = copy.deepcopy(_bagging_parameter_constraints)
_parameter_constraints.update(
{
"sampling_strategy": [
Interval(numbers.Real, 0, 1, closed="right"),
StrOptions({"auto", "majority", "not minority", "not majority", "all"}),
dict,
callable,
],
"replacement": ["boolean"],
"sampler": [HasMethods(["fit_resample"]), None],
}
)
# TODO: remove when minimum supported version of scikit-learn is 1.4
if "base_estimator" in _parameter_constraints:
del _parameter_constraints["base_estimator"]
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,
sampling_strategy="auto",
replacement=False,
n_jobs=None,
random_state=None,
verbose=0,
sampler=None,
):
super().__init__(
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,
)
self.estimator = estimator
self.sampling_strategy = sampling_strategy
self.replacement = replacement
self.sampler = sampler
def _validate_y(self, y):
y_encoded = super()._validate_y(y)
if (
isinstance(self.sampling_strategy, dict)
and self.sampler_._sampling_type != "bypass"
):
self._sampling_strategy = {
np.where(self.classes_ == key)[0][0]: value
for key, value in check_sampling_strategy(
self.sampling_strategy,
y,
self.sampler_._sampling_type,
).items()
}
else:
self._sampling_strategy = self.sampling_strategy
return y_encoded
def _validate_estimator(self, default=DecisionTreeClassifier()):
"""Check the estimator and the n_estimator attribute, set the
`estimator_` attribute."""
if self.estimator is not None:
estimator = clone(self.estimator)
else:
estimator = clone(default)
if self.sampler_._sampling_type != "bypass":
self.sampler_.set_params(sampling_strategy=self._sampling_strategy)
self.estimator_ = Pipeline(
[("sampler", self.sampler_), ("classifier", estimator)]
)
# TODO: remove when supporting scikit-learn>=1.2
@property
def n_features_(self):
"""Number of features when ``fit`` is performed."""
warnings.warn(
"`n_features_` was deprecated in scikit-learn 1.0. This attribute will "
"not be accessible when the minimum supported version of scikit-learn "
"is 1.2.",
FutureWarning,
)
return self.n_features_in_
@_fit_context(prefer_skip_nested_validation=False)
def fit(self, X, y):
"""Build a Bagging ensemble of estimators from the training set (X, y).
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.
y : array-like of shape (n_samples,)
The target values (class labels in classification, real numbers in
regression).
Returns
-------
self : object
Fitted estimator.
"""
# overwrite the base class method by disallowing `sample_weight`
self._validate_params()
return super().fit(X, y)
def _fit(self, X, y, max_samples=None, max_depth=None, sample_weight=None):
check_target_type(y)
# the sampler needs to be validated before to call _fit because
# _validate_y is called before _validate_estimator and would require
# to know which type of sampler we are using.
if self.sampler is None:
self.sampler_ = RandomUnderSampler(
replacement=self.replacement,
)
else:
self.sampler_ = clone(self.sampler)
# RandomUnderSampler is not supporting sample_weight. We need to pass
# None.
return super()._fit(X, y, self.max_samples)
# TODO: remove when minimum supported version of scikit-learn is 1.1
@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
@property
def base_estimator_(self):
"""Attribute for older sklearn version compatibility."""
error = AttributeError(
f"{self.__class__.__name__} object has no attribute 'base_estimator_'."
)
if sklearn_version < parse_version("1.2"):
# The base class require to have the attribute defined. For scikit-learn
# > 1.2, we are going to raise an error.
try:
check_is_fitted(self)
return self.estimator_
except NotFittedError:
raise error
raise error
def _more_tags(self):
tags = super()._more_tags()
tags_key = "_xfail_checks"
failing_test = "check_estimators_nan_inf"
reason = "Fails because the sampler removed infinity and NaN values"
if tags_key in tags:
tags[tags_key][failing_test] = reason
else:
tags[tags_key] = {failing_test: reason}
return tags
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