1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488
|
"""
The :mod:`sklearn.grid_search` includes utilities to fine-tune the parameters
of an estimator.
"""
# Author: Alexandre Gramfort <alexandre.gramfort@inria.fr>,
# Gael Varoquaux <gael.varoquaux@normalesup.org>
# License: BSD Style.
import copy
from itertools import product
import time
import numpy as np
import scipy.sparse as sp
from .base import BaseEstimator, is_classifier, clone
from .cross_validation import check_cv
from .externals.joblib import Parallel, delayed, logger
from .utils import deprecated
class IterGrid(object):
"""Generators on the combination of the various parameter lists given
Parameters
----------
param_grid: dict of string to sequence
The parameter grid to explore, as a dictionary mapping estimator
parameters to sequences of allowed values.
Returns
-------
params: dict of string to any
**Yields** dictionaries mapping each estimator parameter to one of its
allowed values.
Examples
--------
>>> from sklearn.grid_search import IterGrid
>>> param_grid = {'a':[1, 2], 'b':[True, False]}
>>> list(IterGrid(param_grid)) #doctest: +NORMALIZE_WHITESPACE
[{'a': 1, 'b': True}, {'a': 1, 'b': False},
{'a': 2, 'b': True}, {'a': 2, 'b': False}]
See also
--------
:class:`GridSearchCV`:
uses ``IterGrid`` to perform a full parallelized grid search.
"""
def __init__(self, param_grid):
self.param_grid = param_grid
def __iter__(self):
param_grid = self.param_grid
if hasattr(param_grid, 'items'):
# wrap dictionary in a singleton list
param_grid = [param_grid]
for p in param_grid:
# Always sort the keys of a dictionary, for reproducibility
items = sorted(p.items())
keys, values = zip(*items)
for v in product(*values):
params = dict(zip(keys, v))
yield params
def fit_grid_point(X, y, base_clf, clf_params, train, test, loss_func,
score_func, verbose, **fit_params):
"""Run fit on one set of parameters
Returns the score and the instance of the classifier
"""
if verbose > 1:
start_time = time.time()
msg = '%s' % (', '.join('%s=%s' % (k, v)
for k, v in clf_params.iteritems()))
print "[GridSearchCV] %s %s" % (msg, (64 - len(msg)) * '.')
# update parameters of the classifier after a copy of its base structure
# FIXME we should be doing a clone here
clf = copy.deepcopy(base_clf)
clf.set_params(**clf_params)
if isinstance(X, list) or isinstance(X, tuple):
X_train = [X[i] for i, cond in enumerate(train) if cond]
X_test = [X[i] for i, cond in enumerate(test) if cond]
else:
if sp.issparse(X):
# For sparse matrices, slicing only works with indices
# (no masked array). Convert to CSR format for efficiency and
# because some sparse formats don't support row slicing.
X = sp.csr_matrix(X)
ind = np.arange(X.shape[0])
train = ind[train]
test = ind[test]
if hasattr(base_clf, 'kernel') and hasattr(base_clf.kernel, '__call__'):
# cannot compute the kernel values with custom function
raise ValueError(
"Cannot use a custom kernel function. "
"Precompute the kernel matrix instead.")
if getattr(base_clf, 'kernel', '') == 'precomputed':
# X is a precomputed square kernel matrix
if X.shape[0] != X.shape[1]:
raise ValueError("X should be a square kernel matrix")
X_train = X[np.ix_(train, train)]
X_test = X[np.ix_(test, train)]
else:
X_train = X[train]
X_test = X[test]
if y is not None:
y_test = y[test]
y_train = y[train]
else:
y_test = None
y_train = None
clf.fit(X_train, y_train, **fit_params)
if loss_func is not None:
y_pred = clf.predict(X_test)
this_score = -loss_func(y_test, y_pred)
elif score_func is not None:
y_pred = clf.predict(X_test)
this_score = score_func(y_test, y_pred)
else:
this_score = clf.score(X_test, y_test)
if y is not None:
if hasattr(y, 'shape'):
this_n_test_samples = y.shape[0]
else:
this_n_test_samples = len(y)
else:
if hasattr(X, 'shape'):
this_n_test_samples = X.shape[0]
else:
this_n_test_samples = len(X)
if verbose > 2:
msg += ", score=%f" % this_score
if verbose > 1:
end_msg = "%s -%s" % (msg,
logger.short_format_time(time.time() -
start_time))
print "[GridSearchCV] %s %s" % ((64 - len(end_msg)) * '.', end_msg)
return this_score, clf_params, this_n_test_samples
def _check_param_grid(param_grid):
if hasattr(param_grid, 'items'):
param_grid = [param_grid]
for p in param_grid:
for v in p.itervalues():
if isinstance(v, np.ndarray) and v.ndim > 1:
raise ValueError("Parameter array should be one-dimensional.")
check = [isinstance(v, k) for k in (list, tuple, np.ndarray)]
if not True in check:
raise ValueError("Parameter values should be a list.")
if len(v) == 0:
raise ValueError("Parameter values should be a non-empty list.")
def _has_one_grid_point(param_grid):
if hasattr(param_grid, 'items'):
param_grid = [param_grid]
for p in param_grid:
for v in p.itervalues():
if len(v) > 1:
return False
return True
class GridSearchCV(BaseEstimator):
"""Grid search on the parameters of a classifier
Important members are fit, predict.
GridSearchCV implements a "fit" method and a "predict" method like
any classifier except that the parameters of the classifier
used to predict is optimized by cross-validation.
Parameters
----------
estimator: object type that implements the "fit" and "predict" methods
A object of that type is instantiated for each grid point.
param_grid: dict
Dictionary with parameters names (string) as keys and lists of
parameter settings to try as values.
loss_func: callable, optional
function that takes 2 arguments and compares them in
order to evaluate the performance of prediciton (small is good)
if None is passed, the score of the estimator is maximized
score_func: callable, optional
A function that takes 2 arguments and compares them in
order to evaluate the performance of prediction (high is good).
If None is passed, the score of the estimator is maximized.
fit_params : dict, optional
parameters to pass to the fit method
n_jobs: int, optional
number of jobs to run in parallel (default 1)
pre_dispatch: int, or string, optional
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 immediatly
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 string, giving an expression as a function of n_jobs,
as in '2*n_jobs'
iid: boolean, optional
If True, the data is assumed to be identically distributed across
the folds, and the loss minimized is the total loss per sample,
and not the mean loss across the folds.
cv : integer or crossvalidation generator, optional
If an integer is passed, it is the number of fold (default 3).
Specific crossvalidation objects can be passed, see
sklearn.cross_validation module for the list of possible objects
refit: boolean
refit the best estimator with the entire dataset.
If "False", it is impossible to make predictions using
this GridSearch instance after fitting.
verbose: integer
Controls the verbosity: the higher, the more messages.
Examples
--------
>>> from sklearn import svm, grid_search, datasets
>>> iris = datasets.load_iris()
>>> parameters = {'kernel':('linear', 'rbf'), 'C':[1, 10]}
>>> svr = svm.SVC()
>>> clf = grid_search.GridSearchCV(svr, parameters)
>>> clf.fit(iris.data, iris.target)
... # doctest: +NORMALIZE_WHITESPACE +ELLIPSIS
GridSearchCV(cv=None,
estimator=SVC(C=1.0, cache_size=..., coef0=..., degree=...,
gamma=..., kernel='rbf', probability=False,
shrinking=True, tol=...),
fit_params={}, iid=True, loss_func=None, n_jobs=1,
param_grid=...,
...)
Attributes
----------
`grid_scores_` : dict of any to float
Contains scores for all parameter combinations in param_grid.
`best_estimator_` : estimator
Estimator that was choosen by grid search, i.e. estimator
which gave highest score (or smallest loss if specified)
on the left out data.
`best_score_` : float
score of best_estimator on the left out data.
`best_params_` : dict
Parameter setting that gave the best results on the hold out data.
Notes
------
The parameters selected are those that maximize the score of the left out
data, unless an explicit score_func is passed in which case it is used
instead. If a loss function loss_func is passed, it overrides the score
functions and is minimized.
If `n_jobs` was set to a value higher than one, the data is copied for each
point in the grid (and not `n_jobs` times). This is done for efficiency
reasons if individual jobs take very little time, but may raise errors if
the dataset is large and not enough memory is available. A workaround in
this case is to set `pre_dispatch`. Then, the memory is copied only
`pre_dispatch` many times. A reasonable value for `pre_dispatch` is 2 *
`n_jobs`.
See Also
---------
:class:`IterGrid`:
generates all the combinations of a an hyperparameter grid.
:func:`sklearn.cross_validation.train_test_split`:
utility function to split the data into a development set usable
for fitting a GridSearchCV instance and an evaluation set for
its final evaluation.
"""
def __init__(self, estimator, param_grid, loss_func=None, score_func=None,
fit_params=None, n_jobs=1, iid=True, refit=True, cv=None,
verbose=0, pre_dispatch='2*n_jobs',
):
if not hasattr(estimator, 'fit') or \
not (hasattr(estimator, 'predict') or hasattr(estimator, 'score')):
raise TypeError("estimator should a be an estimator implementing"
" 'fit' and 'predict' or 'score' methods,"
" %s (type %s) was passed" %
(estimator, type(estimator)))
if loss_func is None and score_func is None:
if not hasattr(estimator, 'score'):
raise TypeError(
"If no loss_func is specified, the estimator passed "
"should have a 'score' method. The estimator %s "
"does not." % estimator)
_check_param_grid(param_grid)
self.estimator = estimator
self.param_grid = param_grid
self.loss_func = loss_func
self.score_func = score_func
self.n_jobs = n_jobs
self.fit_params = fit_params if fit_params is not None else {}
self.iid = iid
self.refit = refit
self.cv = cv
self.verbose = verbose
self.pre_dispatch = pre_dispatch
def _set_methods(self):
if hasattr(self._best_estimator_, 'predict'):
self.predict = self._best_estimator_.predict
if hasattr(self._best_estimator_, 'predict_proba'):
self.predict_proba = self._best_estimator_.predict_proba
def fit(self, X, y=None, **params):
"""Run fit with all sets of parameters
Returns the best classifier
Parameters
----------
X: array, [n_samples, n_features]
Training vector, where n_samples in the number of samples and
n_features is the number of features.
y: array-like, shape = [n_samples], optional
Target vector relative to X for classification;
None for unsupervised learning.
"""
self._set_params(**params)
estimator = self.estimator
cv = self.cv
if hasattr(X, 'shape'):
n_samples = X.shape[0]
else:
# support list of unstructured objects on which feature
# extraction will be applied later in the tranformer chain
n_samples = len(X)
if y is not None:
if len(y) != n_samples:
raise ValueError('Target variable (y) has a different number '
'of samples (%i) than data (X: %i samples)'
% (len(y), n_samples))
y = np.asarray(y)
cv = check_cv(cv, X, y, classifier=is_classifier(estimator))
grid = IterGrid(self.param_grid)
base_clf = clone(self.estimator)
# Return early if there is only one grid point.
if _has_one_grid_point(self.param_grid):
params = iter(grid).next()
base_clf.set_params(**params)
base_clf.fit(X, y)
self._best_estimator_ = base_clf
self._set_methods()
return self
pre_dispatch = self.pre_dispatch
out = Parallel(n_jobs=self.n_jobs, verbose=self.verbose,
pre_dispatch=pre_dispatch)(
delayed(fit_grid_point)(
X, y, base_clf, clf_params, train, test, self.loss_func,
self.score_func, self.verbose, **self.fit_params)
for clf_params in grid for train, test in cv)
# Out is a list of triplet: score, estimator, n_test_samples
n_grid_points = len(list(grid))
n_fits = len(out)
n_folds = n_fits // n_grid_points
scores = list()
cv_scores = list()
for grid_start in range(0, n_fits, n_folds):
n_test_samples = 0
score = 0
these_points = list()
for this_score, clf_params, this_n_test_samples in \
out[grid_start:grid_start + n_folds]:
these_points.append(this_score)
if self.iid:
this_score *= this_n_test_samples
score += this_score
n_test_samples += this_n_test_samples
if self.iid:
score /= float(n_test_samples)
scores.append((score, clf_params))
cv_scores.append(these_points)
cv_scores = np.asarray(cv_scores)
# Note: we do not use max(out) to make ties deterministic even if
# comparison on estimator instances is not deterministic
best_score = -np.inf
for score, params in scores:
if score > best_score:
best_score = score
best_params = params
if best_score is None:
raise ValueError('Best score could not be found')
self.best_score_ = best_score
self.best_params_ = best_params
if self.refit:
# fit the best estimator using the entire dataset
# clone first to work around broken estimators
best_estimator = clone(base_clf).set_params(**best_params)
best_estimator.fit(X, y, **self.fit_params)
self._best_estimator_ = best_estimator
self._set_methods()
# Store the computed scores
# XXX: the name is too specific, it shouldn't have
# 'grid' in it. Also, we should be retrieving/storing variance
self.grid_scores_ = [
(clf_params, score, all_scores)
for clf_params, (score, _), all_scores
in zip(grid, scores, cv_scores)]
return self
def score(self, X, y=None):
if hasattr(self.best_estimator_, 'score'):
return self.best_estimator_.score(X, y)
if self.score_func is None:
raise ValueError("No score function explicitly defined, "
"and the estimator doesn't provide one %s"
% self.best_estimator_)
y_predicted = self.predict(X)
return self.score_func(y, y_predicted)
# TODO around 0.13: remove this property, make it an attribute
@property
def best_estimator_(self):
if hasattr(self, '_best_estimator_'):
return self._best_estimator_
else:
raise RuntimeError("Grid search has to be run with 'refit=True'"
" to make predictions or obtain an instance of the best "
" estimator. To obtain the best parameter settings, "
" use ``best_params_``.")
@property
@deprecated('GridSearchCV.best_estimator is deprecated'
' and will be removed in version 0.12.'
' Please use ``GridSearchCV.best_estimator_`` instead.')
def best_estimator(self):
return self.best_estimator_
@property
@deprecated('GridSearchCV.best_score is deprecated'
' and will be removed in version 0.12.'
' Please use ``GridSearchCV.best_score_`` instead.')
def best_score(self):
return self.best_score_
|