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"""Bagging meta-estimator."""
# Author: Gilles Louppe <g.louppe@gmail.com>
# License: BSD 3 clause
from __future__ import division
import itertools
import numbers
import numpy as np
from abc import ABCMeta, abstractmethod
from warnings import warn
from .base import BaseEnsemble, _partition_estimators
from ..base import ClassifierMixin, RegressorMixin
from ..utils._joblib import Parallel, delayed
from ..externals.six import with_metaclass
from ..externals.six.moves import zip
from ..metrics import r2_score, accuracy_score
from ..tree import DecisionTreeClassifier, DecisionTreeRegressor
from ..utils import check_random_state, check_X_y, check_array, column_or_1d
from ..utils import indices_to_mask, check_consistent_length
from ..utils.metaestimators import if_delegate_has_method
from ..utils.multiclass import check_classification_targets
from ..utils.random import sample_without_replacement
from ..utils.validation import has_fit_parameter, check_is_fitted
__all__ = ["BaggingClassifier",
"BaggingRegressor"]
MAX_INT = np.iinfo(np.int32).max
def _generate_indices(random_state, bootstrap, n_population, n_samples):
"""Draw randomly sampled indices."""
# Draw sample indices
if bootstrap:
indices = random_state.randint(0, n_population, n_samples)
else:
indices = sample_without_replacement(n_population, n_samples,
random_state=random_state)
return indices
def _generate_bagging_indices(random_state, bootstrap_features,
bootstrap_samples, n_features, n_samples,
max_features, max_samples):
"""Randomly draw feature and sample indices."""
# Get valid random state
random_state = check_random_state(random_state)
# Draw indices
feature_indices = _generate_indices(random_state, bootstrap_features,
n_features, max_features)
sample_indices = _generate_indices(random_state, bootstrap_samples,
n_samples, max_samples)
return feature_indices, sample_indices
def _parallel_build_estimators(n_estimators, ensemble, X, y, sample_weight,
seeds, total_n_estimators, verbose):
"""Private function used to build a batch of estimators within a job."""
# Retrieve settings
n_samples, n_features = X.shape
max_features = ensemble._max_features
max_samples = ensemble._max_samples
bootstrap = ensemble.bootstrap
bootstrap_features = ensemble.bootstrap_features
support_sample_weight = has_fit_parameter(ensemble.base_estimator_,
"sample_weight")
if not support_sample_weight and sample_weight is not None:
raise ValueError("The base estimator doesn't support sample weight")
# Build estimators
estimators = []
estimators_features = []
for i in range(n_estimators):
if verbose > 1:
print("Building estimator %d of %d for this parallel run "
"(total %d)..." % (i + 1, n_estimators, total_n_estimators))
random_state = np.random.RandomState(seeds[i])
estimator = ensemble._make_estimator(append=False,
random_state=random_state)
# Draw random feature, sample indices
features, indices = _generate_bagging_indices(random_state,
bootstrap_features,
bootstrap, n_features,
n_samples, max_features,
max_samples)
# Draw samples, using sample weights, and then fit
if support_sample_weight:
if sample_weight is None:
curr_sample_weight = np.ones((n_samples,))
else:
curr_sample_weight = sample_weight.copy()
if bootstrap:
sample_counts = np.bincount(indices, minlength=n_samples)
curr_sample_weight *= sample_counts
else:
not_indices_mask = ~indices_to_mask(indices, n_samples)
curr_sample_weight[not_indices_mask] = 0
estimator.fit(X[:, features], y, sample_weight=curr_sample_weight)
else:
estimator.fit((X[indices])[:, features], y[indices])
estimators.append(estimator)
estimators_features.append(features)
return estimators, estimators_features
def _parallel_predict_proba(estimators, estimators_features, X, n_classes):
"""Private function used to compute (proba-)predictions within a job."""
n_samples = X.shape[0]
proba = np.zeros((n_samples, n_classes))
for estimator, features in zip(estimators, estimators_features):
if hasattr(estimator, "predict_proba"):
proba_estimator = estimator.predict_proba(X[:, features])
if n_classes == len(estimator.classes_):
proba += proba_estimator
else:
proba[:, estimator.classes_] += \
proba_estimator[:, range(len(estimator.classes_))]
else:
# Resort to voting
predictions = estimator.predict(X[:, features])
for i in range(n_samples):
proba[i, predictions[i]] += 1
return proba
def _parallel_predict_log_proba(estimators, estimators_features, X, n_classes):
"""Private function used to compute log probabilities within a job."""
n_samples = X.shape[0]
log_proba = np.empty((n_samples, n_classes))
log_proba.fill(-np.inf)
all_classes = np.arange(n_classes, dtype=np.int)
for estimator, features in zip(estimators, estimators_features):
log_proba_estimator = estimator.predict_log_proba(X[:, features])
if n_classes == len(estimator.classes_):
log_proba = np.logaddexp(log_proba, log_proba_estimator)
else:
log_proba[:, estimator.classes_] = np.logaddexp(
log_proba[:, estimator.classes_],
log_proba_estimator[:, range(len(estimator.classes_))])
missing = np.setdiff1d(all_classes, estimator.classes_)
log_proba[:, missing] = np.logaddexp(log_proba[:, missing],
-np.inf)
return log_proba
def _parallel_decision_function(estimators, estimators_features, X):
"""Private function used to compute decisions within a job."""
return sum(estimator.decision_function(X[:, features])
for estimator, features in zip(estimators,
estimators_features))
def _parallel_predict_regression(estimators, estimators_features, X):
"""Private function used to compute predictions within a job."""
return sum(estimator.predict(X[:, features])
for estimator, features in zip(estimators,
estimators_features))
class BaseBagging(with_metaclass(ABCMeta, BaseEnsemble)):
"""Base class for Bagging meta-estimator.
Warning: This class should not be used directly. Use derived classes
instead.
"""
@abstractmethod
def __init__(self,
base_estimator=None,
n_estimators=10,
max_samples=1.0,
max_features=1.0,
bootstrap=True,
bootstrap_features=False,
oob_score=False,
warm_start=False,
n_jobs=None,
random_state=None,
verbose=0):
super(BaseBagging, self).__init__(
base_estimator=base_estimator,
n_estimators=n_estimators)
self.max_samples = max_samples
self.max_features = max_features
self.bootstrap = bootstrap
self.bootstrap_features = bootstrap_features
self.oob_score = oob_score
self.warm_start = warm_start
self.n_jobs = n_jobs
self.random_state = random_state
self.verbose = verbose
def fit(self, X, y, sample_weight=None):
"""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, shape = [n_samples]
The target values (class labels in classification, real numbers in
regression).
sample_weight : array-like, shape = [n_samples] or None
Sample weights. If None, then samples are equally weighted.
Note that this is supported only if the base estimator supports
sample weighting.
Returns
-------
self : object
"""
return self._fit(X, y, self.max_samples, sample_weight=sample_weight)
def _fit(self, X, y, max_samples=None, max_depth=None, sample_weight=None):
"""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, shape = [n_samples]
The target values (class labels in classification, real numbers in
regression).
max_samples : int or float, optional (default=None)
Argument to use instead of self.max_samples.
max_depth : int, optional (default=None)
Override value used when constructing base estimator. Only
supported if the base estimator has a max_depth parameter.
sample_weight : array-like, shape = [n_samples] or None
Sample weights. If None, then samples are equally weighted.
Note that this is supported only if the base estimator supports
sample weighting.
Returns
-------
self : object
"""
random_state = check_random_state(self.random_state)
# Convert data (X is required to be 2d and indexable)
X, y = check_X_y(
X, y, ['csr', 'csc'], dtype=None, force_all_finite=False,
multi_output=True
)
if sample_weight is not None:
sample_weight = check_array(sample_weight, ensure_2d=False)
check_consistent_length(y, sample_weight)
# Remap output
n_samples, self.n_features_ = X.shape
self._n_samples = n_samples
y = self._validate_y(y)
# Check parameters
self._validate_estimator()
if max_depth is not None:
self.base_estimator_.max_depth = max_depth
# Validate max_samples
if max_samples is None:
max_samples = self.max_samples
elif not isinstance(max_samples, (numbers.Integral, np.integer)):
max_samples = int(max_samples * X.shape[0])
if not (0 < max_samples <= X.shape[0]):
raise ValueError("max_samples must be in (0, n_samples]")
# Store validated integer row sampling value
self._max_samples = max_samples
# Validate max_features
if isinstance(self.max_features, (numbers.Integral, np.integer)):
max_features = self.max_features
elif isinstance(self.max_features, np.float):
max_features = self.max_features * self.n_features_
else:
raise ValueError("max_features must be int or float")
if not (0 < max_features <= self.n_features_):
raise ValueError("max_features must be in (0, n_features]")
max_features = max(1, int(max_features))
# Store validated integer feature sampling value
self._max_features = max_features
# Other checks
if not self.bootstrap and self.oob_score:
raise ValueError("Out of bag estimation only available"
" if bootstrap=True")
if self.warm_start and self.oob_score:
raise ValueError("Out of bag estimate only available"
" if warm_start=False")
if hasattr(self, "oob_score_") and self.warm_start:
del self.oob_score_
if not self.warm_start or not hasattr(self, 'estimators_'):
# Free allocated memory, if any
self.estimators_ = []
self.estimators_features_ = []
n_more_estimators = self.n_estimators - len(self.estimators_)
if n_more_estimators < 0:
raise ValueError('n_estimators=%d must be larger or equal to '
'len(estimators_)=%d when warm_start==True'
% (self.n_estimators, len(self.estimators_)))
elif n_more_estimators == 0:
warn("Warm-start fitting without increasing n_estimators does not "
"fit new trees.")
return self
# Parallel loop
n_jobs, n_estimators, starts = _partition_estimators(n_more_estimators,
self.n_jobs)
total_n_estimators = sum(n_estimators)
# Advance random state to state after training
# the first n_estimators
if self.warm_start and len(self.estimators_) > 0:
random_state.randint(MAX_INT, size=len(self.estimators_))
seeds = random_state.randint(MAX_INT, size=n_more_estimators)
self._seeds = seeds
all_results = Parallel(n_jobs=n_jobs, verbose=self.verbose)(
delayed(_parallel_build_estimators)(
n_estimators[i],
self,
X,
y,
sample_weight,
seeds[starts[i]:starts[i + 1]],
total_n_estimators,
verbose=self.verbose)
for i in range(n_jobs))
# Reduce
self.estimators_ += list(itertools.chain.from_iterable(
t[0] for t in all_results))
self.estimators_features_ += list(itertools.chain.from_iterable(
t[1] for t in all_results))
if self.oob_score:
self._set_oob_score(X, y)
return self
@abstractmethod
def _set_oob_score(self, X, y):
"""Calculate out of bag predictions and score."""
def _validate_y(self, y):
if len(y.shape) == 1 or y.shape[1] == 1:
return column_or_1d(y, warn=True)
else:
return y
def _get_estimators_indices(self):
# Get drawn indices along both sample and feature axes
for seed in self._seeds:
# Operations accessing random_state must be performed identically
# to those in `_parallel_build_estimators()`
random_state = np.random.RandomState(seed)
feature_indices, sample_indices = _generate_bagging_indices(
random_state, self.bootstrap_features, self.bootstrap,
self.n_features_, self._n_samples, self._max_features,
self._max_samples)
yield feature_indices, sample_indices
@property
def estimators_samples_(self):
"""The subset of drawn samples for each base estimator.
Returns a dynamically generated list of indices identifying
the samples used for fitting each member of the ensemble, i.e.,
the in-bag samples.
Note: the list is re-created at each call to the property in order
to reduce the object memory footprint by not storing the sampling
data. Thus fetching the property may be slower than expected.
"""
return [sample_indices
for _, sample_indices in self._get_estimators_indices()]
class BaggingClassifier(BaseBagging, ClassifierMixin):
"""A Bagging classifier.
A Bagging classifier is an ensemble meta-estimator that fits base
classifiers each on random subsets of the original dataset and then
aggregate their individual predictions (either by voting or by averaging)
to form a final prediction. Such a meta-estimator can typically be used as
a way to reduce the variance of a black-box estimator (e.g., a decision
tree), by introducing randomization into its construction procedure and
then making an ensemble out of it.
This algorithm encompasses several works from the literature. When random
subsets of the dataset are drawn as random subsets of the samples, then
this algorithm is known as Pasting [1]_. If samples are drawn with
replacement, then the method is known as Bagging [2]_. When random subsets
of the dataset are drawn as random subsets of the features, then the method
is known as Random Subspaces [3]_. Finally, when base estimators are built
on subsets of both samples and features, then the method is known as
Random Patches [4]_.
Read more in the :ref:`User Guide <bagging>`.
Parameters
----------
base_estimator : object or None, optional (default=None)
The base estimator to fit on random subsets of the dataset.
If None, then the base estimator is a decision tree.
n_estimators : int, optional (default=10)
The number of base estimators in the ensemble.
max_samples : int or float, optional (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, optional (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 : boolean, optional (default=True)
Whether samples are drawn with replacement.
bootstrap_features : boolean, optional (default=False)
Whether features are drawn with replacement.
oob_score : bool, optional (default=False)
Whether to use out-of-bag samples to estimate
the generalization error.
warm_start : bool, optional (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. See :term:`the Glossary <warm_start>`.
.. versionadded:: 0.17
*warm_start* constructor parameter.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel for both `fit` and `predict`.
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
for more details.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
verbose : int, optional (default=0)
Controls the verbosity when fitting and predicting.
Attributes
----------
base_estimator_ : estimator
The base estimator from which the ensemble is grown.
estimators_ : list of estimators
The collection of fitted base estimators.
estimators_samples_ : list of arrays
The subset of drawn samples (i.e., the in-bag samples) for each base
estimator. Each subset is defined by an array of the indices selected.
estimators_features_ : list of arrays
The subset of drawn features for each base estimator.
classes_ : array 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_ : array 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.
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.
"""
def __init__(self,
base_estimator=None,
n_estimators=10,
max_samples=1.0,
max_features=1.0,
bootstrap=True,
bootstrap_features=False,
oob_score=False,
warm_start=False,
n_jobs=None,
random_state=None,
verbose=0):
super(BaggingClassifier, self).__init__(
base_estimator,
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)
def _validate_estimator(self):
"""Check the estimator and set the base_estimator_ attribute."""
super(BaggingClassifier, self)._validate_estimator(
default=DecisionTreeClassifier())
def _set_oob_score(self, X, y):
n_samples = y.shape[0]
n_classes_ = self.n_classes_
predictions = np.zeros((n_samples, n_classes_))
for estimator, samples, features in zip(self.estimators_,
self.estimators_samples_,
self.estimators_features_):
# Create mask for OOB samples
mask = ~indices_to_mask(samples, n_samples)
if hasattr(estimator, "predict_proba"):
predictions[mask, :] += estimator.predict_proba(
(X[mask, :])[:, features])
else:
p = estimator.predict((X[mask, :])[:, features])
j = 0
for i in range(n_samples):
if mask[i]:
predictions[i, p[j]] += 1
j += 1
if (predictions.sum(axis=1) == 0).any():
warn("Some inputs do not have OOB scores. "
"This probably means too few estimators were used "
"to compute any reliable oob estimates.")
oob_decision_function = (predictions /
predictions.sum(axis=1)[:, np.newaxis])
oob_score = accuracy_score(y, np.argmax(predictions, axis=1))
self.oob_decision_function_ = oob_decision_function
self.oob_score_ = oob_score
def _validate_y(self, y):
y = column_or_1d(y, warn=True)
check_classification_targets(y)
self.classes_, y = np.unique(y, return_inverse=True)
self.n_classes_ = len(self.classes_)
return y
def predict(self, X):
"""Predict class for X.
The predicted class of an input sample is computed as the class with
the highest mean predicted probability. If base estimators do not
implement a ``predict_proba`` method, then it resorts to voting.
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
-------
y : array of shape = [n_samples]
The predicted classes.
"""
predicted_probabilitiy = self.predict_proba(X)
return self.classes_.take((np.argmax(predicted_probabilitiy, axis=1)),
axis=0)
def predict_proba(self, X):
"""Predict class probabilities for X.
The predicted class probabilities of an input sample is computed as
the mean predicted class probabilities of the base estimators in the
ensemble. If base estimators do not implement a ``predict_proba``
method, then it resorts to voting and the predicted class probabilities
of an input sample represents the proportion of estimators predicting
each class.
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
-------
p : array of shape = [n_samples, n_classes]
The class probabilities of the input samples. The order of the
classes corresponds to that in the attribute `classes_`.
"""
check_is_fitted(self, "classes_")
# Check data
X = check_array(
X, accept_sparse=['csr', 'csc'], dtype=None,
force_all_finite=False
)
if self.n_features_ != X.shape[1]:
raise ValueError("Number of features of the model must "
"match the input. Model n_features is {0} and "
"input n_features is {1}."
"".format(self.n_features_, X.shape[1]))
# Parallel loop
n_jobs, n_estimators, starts = _partition_estimators(self.n_estimators,
self.n_jobs)
all_proba = Parallel(n_jobs=n_jobs, verbose=self.verbose)(
delayed(_parallel_predict_proba)(
self.estimators_[starts[i]:starts[i + 1]],
self.estimators_features_[starts[i]:starts[i + 1]],
X,
self.n_classes_)
for i in range(n_jobs))
# Reduce
proba = sum(all_proba) / self.n_estimators
return proba
def predict_log_proba(self, X):
"""Predict class log-probabilities for X.
The predicted class log-probabilities of an input sample is computed as
the log of the mean predicted class probabilities of the base
estimators in the ensemble.
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
-------
p : array of shape = [n_samples, n_classes]
The class log-probabilities of the input samples. The order of the
classes corresponds to that in the attribute `classes_`.
"""
check_is_fitted(self, "classes_")
if hasattr(self.base_estimator_, "predict_log_proba"):
# Check data
X = check_array(
X, accept_sparse=['csr', 'csc'], dtype=None,
force_all_finite=False
)
if self.n_features_ != X.shape[1]:
raise ValueError("Number of features of the model must "
"match the input. Model n_features is {0} "
"and input n_features is {1} "
"".format(self.n_features_, X.shape[1]))
# Parallel loop
n_jobs, n_estimators, starts = _partition_estimators(
self.n_estimators, self.n_jobs)
all_log_proba = Parallel(n_jobs=n_jobs, verbose=self.verbose)(
delayed(_parallel_predict_log_proba)(
self.estimators_[starts[i]:starts[i + 1]],
self.estimators_features_[starts[i]:starts[i + 1]],
X,
self.n_classes_)
for i in range(n_jobs))
# Reduce
log_proba = all_log_proba[0]
for j in range(1, len(all_log_proba)):
log_proba = np.logaddexp(log_proba, all_log_proba[j])
log_proba -= np.log(self.n_estimators)
return log_proba
else:
return np.log(self.predict_proba(X))
@if_delegate_has_method(delegate='base_estimator')
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 : array, 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, "classes_")
# Check data
X = check_array(
X, accept_sparse=['csr', 'csc'], dtype=None,
force_all_finite=False
)
if self.n_features_ != X.shape[1]:
raise ValueError("Number of features of the model must "
"match the input. Model n_features is {0} and "
"input n_features is {1} "
"".format(self.n_features_, X.shape[1]))
# Parallel loop
n_jobs, n_estimators, 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
class BaggingRegressor(BaseBagging, RegressorMixin):
"""A Bagging regressor.
A Bagging regressor is an ensemble meta-estimator that fits base
regressors each on random subsets of the original dataset and then
aggregate their individual predictions (either by voting or by averaging)
to form a final prediction. Such a meta-estimator can typically be used as
a way to reduce the variance of a black-box estimator (e.g., a decision
tree), by introducing randomization into its construction procedure and
then making an ensemble out of it.
This algorithm encompasses several works from the literature. When random
subsets of the dataset are drawn as random subsets of the samples, then
this algorithm is known as Pasting [1]_. If samples are drawn with
replacement, then the method is known as Bagging [2]_. When random subsets
of the dataset are drawn as random subsets of the features, then the method
is known as Random Subspaces [3]_. Finally, when base estimators are built
on subsets of both samples and features, then the method is known as
Random Patches [4]_.
Read more in the :ref:`User Guide <bagging>`.
Parameters
----------
base_estimator : object or None, optional (default=None)
The base estimator to fit on random subsets of the dataset.
If None, then the base estimator is a decision tree.
n_estimators : int, optional (default=10)
The number of base estimators in the ensemble.
max_samples : int or float, optional (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, optional (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 : boolean, optional (default=True)
Whether samples are drawn with replacement.
bootstrap_features : boolean, optional (default=False)
Whether features are drawn with replacement.
oob_score : bool
Whether to use out-of-bag samples to estimate
the generalization error.
warm_start : bool, optional (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. See :term:`the Glossary <warm_start>`.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel for both `fit` and `predict`.
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
for more details.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
verbose : int, optional (default=0)
Controls the verbosity when fitting and predicting.
Attributes
----------
estimators_ : list of estimators
The collection of fitted sub-estimators.
estimators_samples_ : list of arrays
The subset of drawn samples (i.e., the in-bag samples) for each base
estimator. Each subset is defined by an array of the indices selected.
estimators_features_ : list of arrays
The subset of drawn features for each base estimator.
oob_score_ : float
Score of the training dataset obtained using an out-of-bag estimate.
oob_prediction_ : array of shape = [n_samples]
Prediction 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_prediction_` might contain NaN.
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.
"""
def __init__(self,
base_estimator=None,
n_estimators=10,
max_samples=1.0,
max_features=1.0,
bootstrap=True,
bootstrap_features=False,
oob_score=False,
warm_start=False,
n_jobs=None,
random_state=None,
verbose=0):
super(BaggingRegressor, self).__init__(
base_estimator,
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)
def predict(self, X):
"""Predict regression target for X.
The predicted regression target of an input sample is computed as the
mean predicted regression targets of the estimators in the ensemble.
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
-------
y : array of shape = [n_samples]
The predicted values.
"""
check_is_fitted(self, "estimators_features_")
# Check data
X = check_array(
X, accept_sparse=['csr', 'csc'], dtype=None,
force_all_finite=False
)
# Parallel loop
n_jobs, n_estimators, starts = _partition_estimators(self.n_estimators,
self.n_jobs)
all_y_hat = Parallel(n_jobs=n_jobs, verbose=self.verbose)(
delayed(_parallel_predict_regression)(
self.estimators_[starts[i]:starts[i + 1]],
self.estimators_features_[starts[i]:starts[i + 1]],
X)
for i in range(n_jobs))
# Reduce
y_hat = sum(all_y_hat) / self.n_estimators
return y_hat
def _validate_estimator(self):
"""Check the estimator and set the base_estimator_ attribute."""
super(BaggingRegressor, self)._validate_estimator(
default=DecisionTreeRegressor())
def _set_oob_score(self, X, y):
n_samples = y.shape[0]
predictions = np.zeros((n_samples,))
n_predictions = np.zeros((n_samples,))
for estimator, samples, features in zip(self.estimators_,
self.estimators_samples_,
self.estimators_features_):
# Create mask for OOB samples
mask = ~indices_to_mask(samples, n_samples)
predictions[mask] += estimator.predict((X[mask, :])[:, features])
n_predictions[mask] += 1
if (n_predictions == 0).any():
warn("Some inputs do not have OOB scores. "
"This probably means too few estimators were used "
"to compute any reliable oob estimates.")
n_predictions[n_predictions == 0] = 1
predictions /= n_predictions
self.oob_prediction_ = predictions
self.oob_score_ = r2_score(y, predictions)
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