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# Author: Jean-Remi King <jeanremi.king@gmail.com>
#
# License: BSD (3-clause)
import numpy as np
from .mixin import TransformerMixin
from .base import BaseEstimator, _check_estimator
from ..parallel import parallel_func
class _SearchLight(BaseEstimator, TransformerMixin):
"""Search Light.
Fit, predict and score a series of models to each subset of the dataset
along the last dimension.
Parameters
----------
base_estimator : object
The base estimator to iteratively fit on a subset of the dataset.
scoring : callable, string, defaults to None
Score function (or loss function) with signature
score_func(y, y_pred, **kwargs).
n_jobs : int, optional (default=1)
The number of jobs to run in parallel for both `fit` and `predict`.
If -1, then the number of jobs is set to the number of cores.
"""
def __repr__(self):
repr_str = '<' + super(_SearchLight, self).__repr__()
if hasattr(self, 'estimators_'):
repr_str = repr_str[:-1]
repr_str += ', fitted with %i estimators' % len(self.estimators_)
return repr_str + '>'
def __init__(self, base_estimator, scoring=None, n_jobs=1):
_check_estimator(base_estimator)
self.base_estimator = base_estimator
self.n_jobs = n_jobs
self.scoring = scoring
if not isinstance(self.n_jobs, int):
raise ValueError('n_jobs must be int, got %s' % n_jobs)
def fit_transform(self, X, y):
"""
Fit and transform a series of independent estimators to the dataset.
Parameters
----------
X : array, shape (n_samples, nd_features, n_estimators)
The training input samples. For each data slice, a clone estimator
is fitted independently. The feature dimension can be
multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
y : array, shape (n_samples,) | (n_samples, n_targets)
The target values.
Returns
-------
y_pred : array, shape (n_samples, n_estimators) | (n_samples, n_estimators, n_targets) # noqa
The predicted values for each estimator.
"""
return self.fit(X, y).transform(X)
def fit(self, X, y):
"""Fit a series of independent estimators to the dataset.
Parameters
----------
X : array, shape (n_samples, nd_features, n_estimators)
The training input samples. For each data slice, a clone estimator
is fitted independently. The feature dimension can be
multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
y : array, shape (n_samples,) | (n_samples, n_targets)
The target values.
Returns
-------
self : object
Return self.
"""
self._check_Xy(X, y)
self.estimators_ = list()
# For fitting, the parallelization is across estimators.
parallel, p_func, n_jobs = parallel_func(_sl_fit, self.n_jobs)
n_jobs = min(n_jobs, X.shape[-1])
estimators = parallel(
p_func(self.base_estimator, split, y)
for split in np.array_split(X, n_jobs, axis=-1))
self.estimators_ = np.concatenate(estimators, 0)
return self
def _transform(self, X, method):
"""Aux. function to make parallel predictions/transformation."""
self._check_Xy(X)
method = _check_method(self.base_estimator, method)
if X.shape[-1] != len(self.estimators_):
raise ValueError('The number of estimators does not match '
'X.shape[-1]')
# For predictions/transforms the parallelization is across the data and
# not across the estimators to avoid memory load.
parallel, p_func, n_jobs = parallel_func(_sl_transform, self.n_jobs)
n_jobs = min(n_jobs, X.shape[-1])
X_splits = np.array_split(X, n_jobs, axis=-1)
est_splits = np.array_split(self.estimators_, n_jobs)
y_pred = parallel(p_func(est, x, method)
for (est, x) in zip(est_splits, X_splits))
if n_jobs > 1:
y_pred = np.concatenate(y_pred, axis=1)
else:
y_pred = y_pred[0]
return y_pred
def transform(self, X):
"""Transform each data slice with a series of independent estimators.
Parameters
----------
X : array, shape (n_samples, nd_features, n_estimators)
The input samples. For each data slice, the corresponding estimator
makes a transformation of the data:
e.g. [estimators[ii].transform(X[..., ii])
for ii in range(n_estimators)]
The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
Returns
-------
Xt : array, shape (n_samples, n_estimators)
The transformed values generated by each estimator.
"""
return self._transform(X, 'transform')
def predict(self, X):
"""Predict each data slice with a series of independent estimators.
Parameters
----------
X : array, shape (n_samples, nd_features, n_estimators)
The input samples. For each data slice, the corresponding estimator
makes the sample predictions:
e.g. [estimators[ii].predict(X[..., ii])
for ii in range(n_estimators)]
The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
Returns
-------
y_pred : array, shape (n_samples, n_estimators) | (n_samples, n_estimators, n_targets) # noqa
Predicted values for each estimator/data slice.
"""
return self._transform(X, 'predict')
def predict_proba(self, X):
"""Predict each data slice with a series of independent estimators.
Parameters
----------
X : array, shape (n_samples, nd_features, n_estimators)
The input samples. For each data slice, the corresponding estimator
makes the sample probabilistic predictions:
e.g. [estimators[ii].predict_proba(X[..., ii])
for ii in range(n_estimators)]
The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
Returns
-------
y_pred : array, shape (n_samples, n_estimators, n_classes)
Predicted probabilities for each estimator/data slice.
"""
return self._transform(X, 'predict_proba')
def decision_function(self, X):
"""Estimate distances of each data slice to the hyperplanes.
Parameters
----------
X : array, shape (n_samples, nd_features, n_estimators)
The input samples. For each data slice, the corresponding estimator
outputs the distance to the hyperplane:
e.g. [estimators[ii].decision_function(X[..., ii])
for ii in range(n_estimators)]
The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
Returns
-------
y_pred : array, shape (n_samples, n_estimators, n_classes * (n_classes-1) / 2) # noqa
Predicted distances for each estimator/data slice.
Notes
-----
This requires base_estimator to have a `decision_function` method.
"""
return self._transform(X, 'decision_function')
def _check_Xy(self, X, y=None):
"""Aux. function to check input data."""
if y is not None:
if len(X) != len(y) or len(y) < 1:
raise ValueError('X and y must have the same length.')
if X.ndim < 3:
raise ValueError('X must have at least 3 dimensions.')
def score(self, X, y):
"""Returns the score obtained for each estimators/data slice couple.
Parameters
----------
X : array, shape (n_samples, nd_features, n_estimators)
The input samples. For each data slice, the corresponding estimator
scores the prediction: e.g. [estimators[ii].score(X[..., ii], y)
for ii in range(n_estimators)]
The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
y : array, shape (n_samples,) | (n_samples, n_targets)
The target values.
Returns
-------
score : array, shape (n_samples, n_estimators)
Score for each estimator / data slice couple.
"""
from sklearn.metrics import make_scorer, get_scorer
self._check_Xy(X)
if X.shape[-1] != len(self.estimators_):
raise ValueError('The number of estimators does not match '
'X.shape[-1]')
# If scoring is None (default), the predictions are internally
# generated by estimator.score(). Else, we must first get the
# predictions based on the scorer.
if not isinstance(self.scoring, str):
scoring_ = (make_scorer(self.scoring) if self.scoring is
not None else self.scoring)
elif self.scoring is not None:
scoring_ = get_scorer(self.scoring)
# For predictions/transforms the parallelization is across the data and
# not across the estimators to avoid memory load.
parallel, p_func, n_jobs = parallel_func(_sl_score, self.n_jobs)
n_jobs = min(n_jobs, X.shape[-1])
X_splits = np.array_split(X, n_jobs, axis=-1)
est_splits = np.array_split(self.estimators_, n_jobs)
score = parallel(p_func(est, scoring_, X, y)
for (est, x) in zip(est_splits, X_splits))
if n_jobs > 1:
score = np.concatenate(score, axis=0)
else:
score = score[0]
return score
def _sl_fit(estimator, X, y):
"""Aux. function to fit _SearchLight in parallel.
Fit a clone estimator to each slice of data.
Parameters
----------
base_estimator : object
The base estimator to iteratively fit on a subset of the dataset.
X : array, shape (n_samples, nd_features, n_estimators)
The target data. The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
y : array, shape (n_sample, )
The target values.
Returns
-------
estimators_ : list of estimators
The fitted estimators.
"""
from sklearn.base import clone
estimators_ = list()
for ii in range(X.shape[-1]):
est = clone(estimator)
est.fit(X[..., ii], y)
estimators_.append(est)
return estimators_
def _sl_transform(estimators, X, method):
"""Aux. function to transform _SearchLight in parallel.
Applies transform/predict/decision_function etc for each slice of data.
Parameters
----------
estimators : list of estimators
The fitted estimators.
X : array, shape (n_samples, nd_features, n_estimators)
The target data. The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
method : str
The estimator method to use (e.g. 'predict', 'transform').
Returns
-------
y_pred : array, shape (n_samples, n_estimators, n_classes * (n_classes-1) / 2) # noqa
The transformations for each slice of data.
"""
for ii, est in enumerate(estimators):
transform = getattr(est, method)
_y_pred = transform(X[..., ii])
# Initialize array of predictions on the first transform iteration
if ii == 0:
y_pred = _sl_init_pred(_y_pred, X)
y_pred[:, ii, ...] = _y_pred
return y_pred
def _sl_init_pred(y_pred, X):
"""Aux. function to _SearchLight to initialize y_pred."""
n_sample, n_iter = X.shape[0], X.shape[-1]
if y_pred.ndim > 1:
# for estimator that generate multidimensional y_pred,
# e.g. clf.predict_proba()
y_pred = np.zeros(np.r_[n_sample, n_iter, y_pred.shape[1:]],
y_pred.dtype)
else:
# for estimator that generate unidimensional y_pred,
# e.g. clf.predict()
y_pred = np.zeros((n_sample, n_iter), y_pred.dtype)
return y_pred
def _sl_score(estimators, scoring, X, y):
"""Aux. function to score _SearchLight in parallel.
Predict and score each slice of data.
Parameters
----------
estimators : list of estimators
The fitted estimators.
X : array, shape (n_samples, nd_features, n_estimators)
The target data. The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
scoring : callable, string or None
If scoring is None (default), the predictions are internally
generated by estimator.score(). Else, we must first get the
predictions to pass them to ad-hoc scorer.
y : array, shape (n_samples,) | (n_samples, n_targets)
The target values.
Returns
-------
score : array, shape (n_estimators,)
The score for each slice of data.
"""
n_iter = X.shape[-1]
for ii, est in enumerate(estimators):
if scoring is not None:
_score = scoring(est, X[..., ii], y)
else:
_score = est.score(X[..., ii], y)
# Initialize array of scores on the first score iteration
if ii == 0:
if isinstance(_score, np.ndarray):
dtype = _score.dtype
shape = _score.shape
np.r_[n_iter, _score.shape]
else:
dtype = type(_score)
shape = n_iter
score = np.zeros(shape, dtype)
score[ii] = _score
return score
def _check_method(estimator, method):
"""Checks that an estimator has the method attribute.
If method == 'transform' and estimator does not have 'transform', use
'predict' instead.
"""
if method == 'transform' and not hasattr(estimator, 'transform'):
method = 'predict'
if not hasattr(estimator, method):
ValueError('base_estimator does not have `%s` method.' % method)
return method
class _GeneralizationLight(_SearchLight):
"""Generalization Light
Fit a search-light along the last dimension and use them to apply a
systematic cross-feature generalization.
Parameters
----------
base_estimator : object
The base estimator to iteratively fit on a subset of the dataset.
scoring : callable | string | None
Score function (or loss function) with signature
score_func(y, y_pred, **kwargs).
n_jobs : int, optional (default=1)
The number of jobs to run in parallel for both `fit` and `predict`.
If -1, then the number of jobs is set to the number of cores.
"""
def __repr__(self):
repr_str = super(_GeneralizationLight, self).__repr__()
if hasattr(self, 'estimators_'):
repr_str = repr_str[:-1]
repr_str += ', fitted with %i estimators>' % len(self.estimators_)
return repr_str
def _transform(self, X, method):
"""Aux. function to make parallel predictions/transformation"""
self._check_Xy(X)
method = _check_method(self.base_estimator, method)
parallel, p_func, n_jobs = parallel_func(_gl_transform, self.n_jobs)
n_jobs = min(n_jobs, X.shape[-1])
y_pred = parallel(
p_func(self.estimators_, x_split, method)
for x_split in np.array_split(X, n_jobs, axis=-1))
y_pred = np.concatenate(y_pred, axis=2)
return y_pred
def transform(self, X):
"""Transform each data slice with all possible estimators.
Parameters
----------
X : array, shape (n_samples, nd_features, n_slices)
The input samples. For estimator the corresponding data slice is
used to make a transformation. The feature dimension can be
multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
Returns
-------
Xt : array, shape (n_samples, n_estimators, n_slices)
The transformed values generated by each estimator.
"""
return self._transform(X, 'transform')
def predict(self, X):
"""Predict each data slice with all possible estimators.
Parameters
----------
X : array, shape (n_samples, nd_features, n_slices)
The training input samples. For each data slice, a fitted estimator
predicts each slice of the data independently. The feature
dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
Returns
-------
y_pred : array, shape (n_samples, n_estimators, n_slices) | (n_samples, n_estimators, n_slices, n_targets) # noqa
The predicted values for each estimator.
"""
return self._transform(X, 'predict')
def predict_proba(self, X):
"""Estimate probabilistic estimates of each data slice with all
possible estimators.
Parameters
----------
X : array, shape (n_samples, nd_features, n_slices)
The training input samples. For each data slice, a fitted estimator
predicts a slice of the data. The feature dimension can be
multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
Returns
-------
y_pred : array, shape (n_samples, n_estimators, n_slices, n_classes)
The predicted values for each estimator.
Notes
-----
This requires base_estimator to have a `predict_proba` method.
"""
return self._transform(X, 'predict_proba')
def decision_function(self, X):
"""Estimate distances of each data slice to all hyperplanes.
Parameters
----------
X : array, shape (n_samples, nd_features, n_slices)
The training input samples. Each estimator outputs the distance to
its hyperplane: e.g. [estimators[ii].decision_function(X[..., ii])
for ii in range(n_estimators)]
The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
Returns
-------
y_pred : array, shape (n_samples, n_estimators, n_slices, n_classes * (n_classes-1) / 2) # noqa
The predicted values for each estimator.
Notes
-----
This requires base_estimator to have a `decision_function` method.
"""
return self._transform(X, 'decision_function')
def score(self, X, y):
"""Score each of the estimators on the tested dimensions.
Parameters
----------
X : array, shape (n_samples, nd_features, n_slices)
The input samples. For each data slice, the corresponding estimator
scores the prediction: e.g. [estimators[ii].score(X[..., ii], y)
for ii in range(n_slices)]
The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
y : array, shape (n_samples,) | (n_samples, n_targets)
The target values.
Returns
-------
score : array, shape (n_samples, n_estimators, n_slices)
Score for each estimator / data slice couple.
"""
self._check_Xy(X)
# For predictions/transforms the parallelization is across the data and
# not across the estimators to avoid memory load.
parallel, p_func, n_jobs = parallel_func(_gl_score, self.n_jobs)
n_jobs = min(n_jobs, X.shape[-1])
X_splits = np.array_split(X, n_jobs, axis=-1)
score = parallel(p_func(self.estimators_, x, y) for x in X_splits)
if n_jobs > 1:
score = np.concatenate(score, axis=1)
else:
score = score[0]
return score
def _gl_transform(estimators, X, method):
"""Transform the dataset by applying each estimator to all slices of
the data.
Parameters
----------
X : array, shape (n_samples, nd_features, n_slices)
The training input samples. For each data slice, a clone estimator
is fitted independently. The feature dimension can be multidimensional
e.g. X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
Returns
-------
Xt : array, shape (n_samples, n_slices)
The transformed values generated by each estimator.
"""
n_sample, n_iter = X.shape[0], X.shape[-1]
for ii, est in enumerate(estimators):
# stack generalized data for faster prediction
X_stack = X.transpose(np.r_[0, X.ndim - 1, range(1, X.ndim - 1)])
X_stack = X_stack.reshape(np.r_[n_sample * n_iter, X_stack.shape[2:]])
transform = getattr(est, method)
_y_pred = transform(X_stack)
# unstack generalizations
if _y_pred.ndim == 2:
_y_pred = np.reshape(_y_pred, [n_sample, n_iter, _y_pred.shape[1]])
else:
shape = np.r_[n_sample, n_iter, _y_pred.shape[1:]].astype(int)
_y_pred = np.reshape(_y_pred, shape)
# Initialize array of predictions on the first transform iteration
if ii == 0:
y_pred = _gl_init_pred(_y_pred, X, len(estimators))
y_pred[:, ii, ...] = _y_pred
return y_pred
def _gl_init_pred(y_pred, X, n_train):
"""Aux. function to _GeneralizationLight to initialize y_pred"""
n_sample, n_iter = X.shape[0], X.shape[-1]
if y_pred.ndim == 3:
y_pred = np.zeros((n_sample, n_train, n_iter, y_pred.shape[-1]),
y_pred.dtype)
else:
y_pred = np.zeros((n_sample, n_train, n_iter), y_pred.dtype)
return y_pred
def _gl_score(estimators, X, y):
"""Aux. function to score _GeneralizationLight in parallel.
Predict and score each slice of data.
Parameters
----------
estimators : list of estimators
The fitted estimators.
X : array, shape (n_samples, nd_features, n_slices)
The target data. The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_estimators)
y : array, shape (n_samples,) | (n_samples, n_targets)
The target values.
Returns
-------
score : array, shape (n_estimators, n_slices)
The score for each slice of data.
"""
# FIXME: The level parallization may be a bit high, and might be memory
# consuming. Perhaps need to lower it down to the loop across X slices.
n_iter = X.shape[-1]
n_est = len(estimators)
for ii, est in enumerate(estimators):
for jj in range(X.shape[-1]):
_score = est.score(X[..., jj], y)
# Initialize array of predictions on the first score iteration
if (ii == 0) & (jj == 0):
if isinstance(_score, np.ndarray):
dtype = _score.dtype
shape = np.r_[n_est, n_iter, _score.shape]
else:
dtype = type(_score)
shape = [n_est, n_iter]
score = np.zeros(shape, dtype)
score[ii, jj, ...] = _score
return score
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