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
|
"""Partial dependence plots for regression and classification models."""
# Authors: Peter Prettenhofer
# Trevor Stephens
# Nicolas Hug
# License: BSD 3 clause
from collections.abc import Iterable
import numpy as np
from scipy import sparse
from scipy.stats.mstats import mquantiles
from ..base import is_classifier, is_regressor
from ..pipeline import Pipeline
from ..utils.extmath import cartesian
from ..utils import check_array
from ..utils import check_matplotlib_support # noqa
from ..utils import _safe_indexing
from ..utils import _determine_key_type
from ..utils import _get_column_indices
from ..utils.validation import check_is_fitted
from ..utils.validation import _deprecate_positional_args
from ..tree import DecisionTreeRegressor
from ..ensemble import RandomForestRegressor
from ..exceptions import NotFittedError
from ..ensemble._gb import BaseGradientBoosting
from sklearn.ensemble._hist_gradient_boosting.gradient_boosting import (
BaseHistGradientBoosting)
__all__ = [
'partial_dependence',
]
def _grid_from_X(X, percentiles, grid_resolution):
"""Generate a grid of points based on the percentiles of X.
The grid is a cartesian product between the columns of ``values``. The
ith column of ``values`` consists in ``grid_resolution`` equally-spaced
points between the percentiles of the jth column of X.
If ``grid_resolution`` is bigger than the number of unique values in the
jth column of X, then those unique values will be used instead.
Parameters
----------
X : ndarray, shape (n_samples, n_target_features)
The data
percentiles : tuple of floats
The percentiles which are used to construct the extreme values of
the grid. Must be in [0, 1].
grid_resolution : int
The number of equally spaced points to be placed on the grid for each
feature.
Returns
-------
grid : ndarray, shape (n_points, n_target_features)
A value for each feature at each point in the grid. ``n_points`` is
always ``<= grid_resolution ** X.shape[1]``.
values : list of 1d ndarrays
The values with which the grid has been created. The size of each
array ``values[j]`` is either ``grid_resolution``, or the number of
unique values in ``X[:, j]``, whichever is smaller.
"""
if not isinstance(percentiles, Iterable) or len(percentiles) != 2:
raise ValueError("'percentiles' must be a sequence of 2 elements.")
if not all(0 <= x <= 1 for x in percentiles):
raise ValueError("'percentiles' values must be in [0, 1].")
if percentiles[0] >= percentiles[1]:
raise ValueError('percentiles[0] must be strictly less '
'than percentiles[1].')
if grid_resolution <= 1:
raise ValueError("'grid_resolution' must be strictly greater than 1.")
values = []
for feature in range(X.shape[1]):
uniques = np.unique(_safe_indexing(X, feature, axis=1))
if uniques.shape[0] < grid_resolution:
# feature has low resolution use unique vals
axis = uniques
else:
# create axis based on percentiles and grid resolution
emp_percentiles = mquantiles(
_safe_indexing(X, feature, axis=1), prob=percentiles, axis=0
)
if np.allclose(emp_percentiles[0], emp_percentiles[1]):
raise ValueError(
'percentiles are too close to each other, '
'unable to build the grid. Please choose percentiles '
'that are further apart.')
axis = np.linspace(emp_percentiles[0],
emp_percentiles[1],
num=grid_resolution, endpoint=True)
values.append(axis)
return cartesian(values), values
def _partial_dependence_recursion(est, grid, features):
averaged_predictions = est._compute_partial_dependence_recursion(grid,
features)
if averaged_predictions.ndim == 1:
# reshape to (1, n_points) for consistency with
# _partial_dependence_brute
averaged_predictions = averaged_predictions.reshape(1, -1)
return averaged_predictions
def _partial_dependence_brute(est, grid, features, X, response_method):
averaged_predictions = []
# define the prediction_method (predict, predict_proba, decision_function).
if is_regressor(est):
prediction_method = est.predict
else:
predict_proba = getattr(est, 'predict_proba', None)
decision_function = getattr(est, 'decision_function', None)
if response_method == 'auto':
# try predict_proba, then decision_function if it doesn't exist
prediction_method = predict_proba or decision_function
else:
prediction_method = (predict_proba if response_method ==
'predict_proba' else decision_function)
if prediction_method is None:
if response_method == 'auto':
raise ValueError(
'The estimator has no predict_proba and no '
'decision_function method.'
)
elif response_method == 'predict_proba':
raise ValueError('The estimator has no predict_proba method.')
else:
raise ValueError(
'The estimator has no decision_function method.')
for new_values in grid:
X_eval = X.copy()
for i, variable in enumerate(features):
if hasattr(X_eval, 'iloc'):
X_eval.iloc[:, variable] = new_values[i]
else:
X_eval[:, variable] = new_values[i]
try:
predictions = prediction_method(X_eval)
except NotFittedError:
raise ValueError(
"'estimator' parameter must be a fitted estimator")
# Note: predictions is of shape
# (n_points,) for non-multioutput regressors
# (n_points, n_tasks) for multioutput regressors
# (n_points, 1) for the regressors in cross_decomposition (I think)
# (n_points, 2) for binary classification
# (n_points, n_classes) for multiclass classification
# average over samples
averaged_predictions.append(np.mean(predictions, axis=0))
# reshape to (n_targets, n_points) where n_targets is:
# - 1 for non-multioutput regression and binary classification (shape is
# already correct in those cases)
# - n_tasks for multi-output regression
# - n_classes for multiclass classification.
averaged_predictions = np.array(averaged_predictions).T
if is_regressor(est) and averaged_predictions.ndim == 1:
# non-multioutput regression, shape is (n_points,)
averaged_predictions = averaged_predictions.reshape(1, -1)
elif is_classifier(est) and averaged_predictions.shape[0] == 2:
# Binary classification, shape is (2, n_points).
# we output the effect of **positive** class
averaged_predictions = averaged_predictions[1]
averaged_predictions = averaged_predictions.reshape(1, -1)
return averaged_predictions
@_deprecate_positional_args
def partial_dependence(estimator, X, features, *, response_method='auto',
percentiles=(0.05, 0.95), grid_resolution=100,
method='auto'):
"""Partial dependence of ``features``.
Partial dependence of a feature (or a set of features) corresponds to
the average response of an estimator for each possible value of the
feature.
Read more in the :ref:`User Guide <partial_dependence>`.
.. warning::
For :class:`~sklearn.ensemble.GradientBoostingClassifier` and
:class:`~sklearn.ensemble.GradientBoostingRegressor`, the
'recursion' method (used by default) will not account for the `init`
predictor of the boosting process. In practice, this will produce
the same values as 'brute' up to a constant offset in the target
response, provided that `init` is a constant estimator (which is the
default). However, if `init` is not a constant estimator, the
partial dependence values are incorrect for 'recursion' because the
offset will be sample-dependent. It is preferable to use the 'brute'
method. Note that this only applies to
:class:`~sklearn.ensemble.GradientBoostingClassifier` and
:class:`~sklearn.ensemble.GradientBoostingRegressor`, not to
:class:`~sklearn.ensemble.HistGradientBoostingClassifier` and
:class:`~sklearn.ensemble.HistGradientBoostingRegressor`.
Parameters
----------
estimator : BaseEstimator
A fitted estimator object implementing :term:`predict`,
:term:`predict_proba`, or :term:`decision_function`.
Multioutput-multiclass classifiers are not supported.
X : {array-like or dataframe} of shape (n_samples, n_features)
``X`` is used to generate a grid of values for the target
``features`` (where the partial dependence will be evaluated), and
also to generate values for the complement features when the
`method` is 'brute'.
features : array-like of {int, str}
The feature (e.g. `[0]`) or pair of interacting features
(e.g. `[(0, 1)]`) for which the partial dependency should be computed.
response_method : 'auto', 'predict_proba' or 'decision_function', \
optional (default='auto')
Specifies whether to use :term:`predict_proba` or
:term:`decision_function` as the target response. For regressors
this parameter is ignored and the response is always the output of
:term:`predict`. By default, :term:`predict_proba` is tried first
and we revert to :term:`decision_function` if it doesn't exist. If
``method`` is 'recursion', the response is always the output of
:term:`decision_function`.
percentiles : tuple of float, optional (default=(0.05, 0.95))
The lower and upper percentile used to create the extreme values
for the grid. Must be in [0, 1].
grid_resolution : int, optional (default=100)
The number of equally spaced points on the grid, for each target
feature.
method : str, optional (default='auto')
The method used to calculate the averaged predictions:
- 'recursion' is only supported for some tree-based estimators (namely
:class:`~sklearn.ensemble.GradientBoostingClassifier`,
:class:`~sklearn.ensemble.GradientBoostingRegressor`,
:class:`~sklearn.ensemble.HistGradientBoostingClassifier`,
:class:`~sklearn.ensemble.HistGradientBoostingRegressor`,
:class:`~sklearn.tree.DecisionTreeRegressor`,
:class:`~sklearn.ensemble.RandomForestRegressor`,
)
but is more efficient in terms of speed.
With this method, the target response of a
classifier is always the decision function, not the predicted
probabilities.
- 'brute' is supported for any estimator, but is more
computationally intensive.
- 'auto': the 'recursion' is used for estimators that support it,
and 'brute' is used otherwise.
Please see :ref:`this note <pdp_method_differences>` for
differences between the 'brute' and 'recursion' method.
Returns
-------
averaged_predictions : ndarray, \
shape (n_outputs, len(values[0]), len(values[1]), ...)
The predictions for all the points in the grid, averaged over all
samples in X (or over the training data if ``method`` is
'recursion'). ``n_outputs`` corresponds to the number of classes in
a multi-class setting, or to the number of tasks for multi-output
regression. For classical regression and binary classification
``n_outputs==1``. ``n_values_feature_j`` corresponds to the size
``values[j]``.
values : seq of 1d ndarrays
The values with which the grid has been created. The generated grid
is a cartesian product of the arrays in ``values``. ``len(values) ==
len(features)``. The size of each array ``values[j]`` is either
``grid_resolution``, or the number of unique values in ``X[:, j]``,
whichever is smaller.
Examples
--------
>>> X = [[0, 0, 2], [1, 0, 0]]
>>> y = [0, 1]
>>> from sklearn.ensemble import GradientBoostingClassifier
>>> gb = GradientBoostingClassifier(random_state=0).fit(X, y)
>>> partial_dependence(gb, features=[0], X=X, percentiles=(0, 1),
... grid_resolution=2) # doctest: +SKIP
(array([[-4.52..., 4.52...]]), [array([ 0., 1.])])
See also
--------
sklearn.inspection.plot_partial_dependence: Plot partial dependence
"""
if not (is_classifier(estimator) or is_regressor(estimator)):
raise ValueError(
"'estimator' must be a fitted regressor or classifier."
)
if isinstance(estimator, Pipeline):
# TODO: to be removed if/when pipeline get a `steps_` attributes
# assuming Pipeline is the only estimator that does not store a new
# attribute
for est in estimator:
# FIXME: remove the None option when it will be deprecated
if est not in (None, 'drop'):
check_is_fitted(est)
else:
check_is_fitted(estimator)
if (is_classifier(estimator) and
isinstance(estimator.classes_[0], np.ndarray)):
raise ValueError(
'Multiclass-multioutput estimators are not supported'
)
# Use check_array only on lists and other non-array-likes / sparse. Do not
# convert DataFrame into a NumPy array.
if not(hasattr(X, '__array__') or sparse.issparse(X)):
X = check_array(X, force_all_finite='allow-nan', dtype=np.object)
accepted_responses = ('auto', 'predict_proba', 'decision_function')
if response_method not in accepted_responses:
raise ValueError(
'response_method {} is invalid. Accepted response_method names '
'are {}.'.format(response_method, ', '.join(accepted_responses)))
if is_regressor(estimator) and response_method != 'auto':
raise ValueError(
"The response_method parameter is ignored for regressors and "
"must be 'auto'."
)
accepted_methods = ('brute', 'recursion', 'auto')
if method not in accepted_methods:
raise ValueError(
'method {} is invalid. Accepted method names are {}.'.format(
method, ', '.join(accepted_methods)))
if method == 'auto':
if (isinstance(estimator, BaseGradientBoosting) and
estimator.init is None):
method = 'recursion'
elif isinstance(estimator, (BaseHistGradientBoosting,
DecisionTreeRegressor,
RandomForestRegressor)):
method = 'recursion'
else:
method = 'brute'
if method == 'recursion':
if not isinstance(estimator,
(BaseGradientBoosting, BaseHistGradientBoosting,
DecisionTreeRegressor, RandomForestRegressor)):
supported_classes_recursion = (
'GradientBoostingClassifier',
'GradientBoostingRegressor',
'HistGradientBoostingClassifier',
'HistGradientBoostingRegressor',
'HistGradientBoostingRegressor',
'DecisionTreeRegressor',
'RandomForestRegressor',
)
raise ValueError(
"Only the following estimators support the 'recursion' "
"method: {}. Try using method='brute'."
.format(', '.join(supported_classes_recursion)))
if response_method == 'auto':
response_method = 'decision_function'
if response_method != 'decision_function':
raise ValueError(
"With the 'recursion' method, the response_method must be "
"'decision_function'. Got {}.".format(response_method)
)
if _determine_key_type(features, accept_slice=False) == 'int':
# _get_column_indices() supports negative indexing. Here, we limit
# the indexing to be positive. The upper bound will be checked
# by _get_column_indices()
if np.any(np.less(features, 0)):
raise ValueError(
'all features must be in [0, {}]'.format(X.shape[1] - 1)
)
features_indices = np.asarray(
_get_column_indices(X, features), dtype=np.int32, order='C'
).ravel()
grid, values = _grid_from_X(
_safe_indexing(X, features_indices, axis=1), percentiles,
grid_resolution
)
if method == 'brute':
averaged_predictions = _partial_dependence_brute(
estimator, grid, features_indices, X, response_method
)
else:
averaged_predictions = _partial_dependence_recursion(
estimator, grid, features_indices
)
# reshape averaged_predictions to
# (n_outputs, n_values_feature_0, n_values_feature_1, ...)
averaged_predictions = averaged_predictions.reshape(
-1, *[val.shape[0] for val in values])
return averaged_predictions, values
|