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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
from ..utils import (_validate_type, array_split_idx, ProgressBar,
verbose)
class SlidingEstimator(BaseEstimator, TransformerMixin):
"""Search Light.
Fit, predict and score a series of models to each subset of the dataset
along the last dimension. Each entry in the last dimension is referred
to as a task.
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)``.
Note that the predict_method is automatically identified if scoring is
a string (e.g. scoring="roc_auc" calls predict_proba) but is not
automatically set if scoring is a callable (e.g.
scoring=sklearn.metrics.roc_auc_score).
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.
verbose : bool, str, int, or None
If not None, override default verbose level (see
:func:`mne.verbose` and :ref:`Logging documentation <tut_logging>`
for more).
Attributes
----------
estimators_ : array-like, shape (n_tasks,)
List of fitted scikit-learn estimators (one per task).
"""
def __init__(self, base_estimator, scoring=None, n_jobs=1,
verbose=None): # noqa: D102
_check_estimator(base_estimator)
self._estimator_type = getattr(base_estimator, "_estimator_type", None)
self.base_estimator = base_estimator
self.n_jobs = n_jobs
self.scoring = scoring
self.verbose = verbose
_validate_type(self.n_jobs, 'int', 'n_jobs')
def __repr__(self): # noqa: D105
repr_str = '<' + super(SlidingEstimator, self).__repr__()
if hasattr(self, 'estimators_'):
repr_str = repr_str[:-1]
repr_str += ', fitted with %i estimators' % len(self.estimators_)
return repr_str + '>'
@verbose # to use class value
def fit(self, X, y, **fit_params):
"""Fit a series of independent estimators to the dataset.
Parameters
----------
X : array, shape (n_samples, nd_features, n_tasks)
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_tasks)
y : array, shape (n_samples,) | (n_samples, n_targets)
The target values.
**fit_params : dict of string -> object
Parameters to pass to the fit method of the estimator.
Returns
-------
self : object
Return self.
"""
self._check_Xy(X, y)
self.estimators_ = list()
self.fit_params = fit_params
# For fitting, the parallelization is across estimators.
parallel, p_func, n_jobs = parallel_func(_sl_fit, self.n_jobs,
verbose=False)
n_jobs = min(n_jobs, X.shape[-1])
mesg = 'Fitting %s' % (self.__class__.__name__,)
with ProgressBar(X.shape[-1], verbose_bool='auto',
mesg=mesg) as pb:
estimators = parallel(
p_func(self.base_estimator, split, y, pb.subset(pb_idx),
**fit_params)
for pb_idx, split in array_split_idx(X, n_jobs, axis=-1))
# Each parallel job can have a different number of training estimators
# We can't directly concatenate them because of sklearn's Bagging API
# (see scikit-learn #9720)
self.estimators_ = np.empty(X.shape[-1], dtype=object)
idx = 0
for job_estimators in estimators:
for est in job_estimators:
self.estimators_[idx] = est
idx += 1
return self
def fit_transform(self, X, y, **fit_params):
"""Fit and transform a series of independent estimators to the dataset.
Parameters
----------
X : array, shape (n_samples, nd_features, n_tasks)
The training input samples. For each task, 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.
**fit_params : dict of string -> object
Parameters to pass to the fit method of the estimator.
Returns
-------
y_pred : array, shape (n_samples, n_tasks) | (n_samples, n_tasks, n_targets)
The predicted values for each estimator.
""" # noqa: E501
return self.fit(X, y, **fit_params).transform(X)
@verbose # to use the class value
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.
mesg = 'Transforming %s' % (self.__class__.__name__,)
parallel, p_func, n_jobs = parallel_func(
_sl_transform, self.n_jobs, verbose=False)
n_jobs = min(n_jobs, X.shape[-1])
X_splits = np.array_split(X, n_jobs, axis=-1)
idx, est_splits = zip(*array_split_idx(self.estimators_, n_jobs))
with ProgressBar(X.shape[-1], verbose_bool='auto', mesg=mesg) as pb:
y_pred = parallel(p_func(est, x, method, pb.subset(pb_idx))
for pb_idx, est, x in zip(
idx, est_splits, X_splits))
y_pred = np.concatenate(y_pred, axis=1)
return y_pred
def transform(self, X):
"""Transform each data slice/task with a series of independent estimators.
The number of tasks in X should match the number of tasks/estimators
given at fit time.
Parameters
----------
X : array, shape (n_samples, nd_features, n_tasks)
The input samples. For each data slice/task, 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_tasks)
Returns
-------
Xt : array, shape (n_samples, n_estimators)
The transformed values generated by each estimator.
""" # noqa: E501
return self._transform(X, 'transform')
def predict(self, X):
"""Predict each data slice/task with a series of independent estimators.
The number of tasks in X should match the number of tasks/estimators
given at fit time.
Parameters
----------
X : array, shape (n_samples, nd_features, n_tasks)
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_tasks)
Returns
-------
y_pred : array, shape (n_samples, n_estimators) | (n_samples, n_tasks, n_targets)
Predicted values for each estimator/data slice.
""" # noqa: E501
return self._transform(X, 'predict')
def predict_proba(self, X):
"""Predict each data slice with a series of independent estimators.
The number of tasks in X should match the number of tasks/estimators
given at fit time.
Parameters
----------
X : array, shape (n_samples, nd_features, n_tasks)
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_tasks)
Returns
-------
y_pred : array, shape (n_samples, n_tasks, n_classes)
Predicted probabilities for each estimator/data slice/task.
""" # noqa: E501
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_tasks)
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)
Predicted distances for each estimator/data slice.
Notes
-----
This requires base_estimator to have a ``decision_function`` method.
""" # noqa: E501
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):
"""Score each estimator on each task.
The number of tasks in X should match the number of tasks/estimators
given at fit time, i.e. we need
``X.shape[-1] == len(self.estimators_)``.
Parameters
----------
X : array, shape (n_samples, nd_features, n_tasks)
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_tasks)
y : array, shape (n_samples,) | (n_samples, n_targets)
The target values.
Returns
-------
score : array, shape (n_samples, n_estimators)
Score for each estimator/task.
""" # noqa: E501
from sklearn.metrics.scorer import check_scoring
self._check_Xy(X)
if X.shape[-1] != len(self.estimators_):
raise ValueError('The number of estimators does not match '
'X.shape[-1]')
scoring = check_scoring(self.base_estimator, self.scoring)
y = _fix_auc(scoring, y)
# 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))
score = np.concatenate(score, axis=0)
return score
@property
def classes_(self):
if not hasattr(self.estimators_[0], 'classes_'):
raise AttributeError('classes_ attribute available only if '
'base_estimator has it, and estimator %s does'
' not' % (self.estimators_[0],))
return self.estimators_[0].classes_
def _sl_fit(estimator, X, y, pb, **fit_params):
"""Aux. function to fit SlidingEstimator 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.
fit_params : dict | None
Parameters to pass to the fit method of the estimator.
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, **fit_params)
estimators_.append(est)
pb.update(ii + 1)
return estimators_
def _sl_transform(estimators, X, method, pb):
"""Aux. function to transform SlidingEstimator 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)
The transformations for each slice of data.
""" # noqa: E501
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
pb.update(ii + 1)
return y_pred
def _sl_init_pred(y_pred, X):
"""Aux. function to SlidingEstimator to initialize y_pred."""
n_sample, n_tasks = X.shape[0], X.shape[-1]
y_pred = np.zeros((n_sample, n_tasks) + y_pred.shape[1:], y_pred.dtype)
return y_pred
def _sl_score(estimators, scoring, X, y):
"""Aux. function to score SlidingEstimator in parallel.
Predict and score each slice of data.
Parameters
----------
estimators : list, shape (n_tasks,)
The fitted estimators.
X : array, shape (n_samples, nd_features, n_tasks)
The target data. The feature dimension can be multidimensional e.g.
X.shape = (n_samples, n_features_1, n_features_2, n_tasks)
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_tasks,)
The score for each task / slice of data.
"""
n_tasks = X.shape[-1]
score = np.zeros(n_tasks)
for ii, est in enumerate(estimators):
score[ii] = scoring(est, X[..., ii], y)
return score
def _check_method(estimator, method):
"""Check 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 GeneralizingEstimator(SlidingEstimator):
"""Generalization Light.
Fit a search-light along the last dimension and use them to apply a
systematic cross-tasks 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)``.
Note that the predict_method is automatically identified if scoring is
a string (e.g. scoring="roc_auc" calls predict_proba) but is not
automatically set if scoring is a callable (e.g.
scoring=sklearn.metrics.roc_auc_score).
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.
verbose : bool, str, int, or None
If not None, override default verbose level (see
:func:`mne.verbose` and :ref:`Logging documentation <tut_logging>`
for more).
"""
def __repr__(self): # noqa: D105
repr_str = super(GeneralizingEstimator, self).__repr__()
if hasattr(self, 'estimators_'):
repr_str = repr_str[:-1]
repr_str += ', fitted with %i estimators>' % len(self.estimators_)
return repr_str
@verbose # use class value
def _transform(self, X, method):
"""Aux. function to make parallel predictions/transformation."""
self._check_Xy(X)
method = _check_method(self.base_estimator, method)
mesg = 'Transforming %s' % (self.__class__.__name__,)
parallel, p_func, n_jobs = parallel_func(
_gl_transform, self.n_jobs, verbose=False)
n_jobs = min(n_jobs, X.shape[-1])
with ProgressBar(X.shape[-1] * len(self.estimators_),
verbose_bool='auto', mesg=mesg) as pb:
y_pred = parallel(
p_func(self.estimators_, x_split, method, pb.subset(pb_idx))
for pb_idx, x_split in array_split_idx(
X, n_jobs, axis=-1, n_per_split=len(self.estimators_)))
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)
The predicted values for each estimator.
""" # noqa: E501
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.
""" # noqa: E501
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)
The predicted values for each estimator.
Notes
-----
This requires base_estimator to have a ``decision_function`` method.
""" # noqa: E501
return self._transform(X, 'decision_function')
@verbose # to use class value
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.
""" # noqa: E501
from sklearn.metrics.scorer import check_scoring
self._check_Xy(X)
# For predictions/transforms the parallelization is across the data and
# not across the estimators to avoid memory load.
mesg = 'Scoring %s' % (self.__class__.__name__,)
parallel, p_func, n_jobs = parallel_func(_gl_score, self.n_jobs,
verbose=False)
n_jobs = min(n_jobs, X.shape[-1])
scoring = check_scoring(self.base_estimator, self.scoring)
y = _fix_auc(scoring, y)
with ProgressBar(X.shape[-1] * len(self.estimators_),
verbose_bool='auto', mesg=mesg) as pb:
score = parallel(p_func(self.estimators_, scoring, x, y,
pb.subset(pb_idx))
for pb_idx, x in array_split_idx(
X, n_jobs, axis=-1,
n_per_split=len(self.estimators_)))
score = np.concatenate(score, axis=1)
return score
def _gl_transform(estimators, X, method, pb):
"""Transform the dataset.
This will apply 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
pb.update((ii + 1) * n_iter)
return y_pred
def _gl_init_pred(y_pred, X, n_train):
"""Aux. function to GeneralizingEstimator 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, scoring, X, y, pb):
"""Score GeneralizingEstimator in parallel.
Predict and score each slice of data.
Parameters
----------
estimators : list of estimators
The fitted 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.
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 parallelization may be a bit high, and might be memory
# consuming. Perhaps need to lower it down to the loop across X slices.
score_shape = [len(estimators), X.shape[-1]]
for jj in range(X.shape[-1]):
for ii, est in enumerate(estimators):
_score = scoring(est, X[..., jj], y)
# Initialize array of predictions on the first score iteration
if (ii == 0) and (jj == 0):
dtype = type(_score)
score = np.zeros(score_shape, dtype)
score[ii, jj, ...] = _score
pb.update(jj * len(estimators) + ii + 1)
return score
def _fix_auc(scoring, y):
from sklearn.preprocessing import LabelEncoder
# This fixes sklearn's inability to compute roc_auc when y not in [0, 1]
# scikit-learn/scikit-learn#6874
if scoring is not None:
if (
hasattr(scoring, '_score_func') and
hasattr(scoring._score_func, '__name__') and
scoring._score_func.__name__ == 'roc_auc_score'
):
if np.ndim(y) != 1 or len(set(y)) != 2:
raise ValueError('roc_auc scoring can only be computed for '
'two-class problems.')
y = LabelEncoder().fit_transform(y)
return y
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