Expand source code
from copy import deepcopy
from typing import List
import itertools
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
from sklearn import tree
from sklearn.base import BaseEstimator, ClassifierMixin, RegressorMixin
from sklearn.model_selection import cross_val_score
from sklearn.tree import plot_tree
from sklearn.utils import check_array
from joblib import Parallel, delayed
from sklearn.utils.class_weight import compute_sample_weight
from sklearn.utils.validation import _check_sample_weight, check_is_fitted
from scipy.special import softmax
from imodels.tree.viz_utils import extract_sklearn_tree_from_figs
from imodels.util.arguments import check_fit_arguments, check_predict_X
from imodels.util.data_util import encode_categories
class Node:
def __init__(
self,
feature: int = None,
threshold: int = None,
value=None,
value_sklearn=None,
idxs=None,
is_root: bool = False,
left=None,
impurity: float = None,
impurity_reduction: float = None,
tree_num: int = None,
node_id: int = None,
right=None,
depth=None,
):
"""Node class for splitting"""
# split or linear
self.is_root = is_root
self.idxs = idxs
self.tree_num = tree_num
self.node_id = None
self.feature = feature
self.impurity = impurity
self.impurity_reduction = impurity_reduction
self.value_sklearn = value_sklearn
# different meanings
self.value = value # for split this is mean, for linear thifs is weight
if isinstance(self.value, np.ndarray):
self.value = self.value.reshape(-1, )
# split-specific
self.threshold = threshold
self.left = left
self.right = right
self.left_temp = None
self.right_temp = None
#root node has depth 0
self.depth = depth
def setattrs(self, **kwargs):
for k, v in kwargs.items():
setattr(self, k, v)
def __str__(self):
if self.is_root:
return f"X_{self.feature} <= {self.threshold:0.3f} (Tree #{self.tree_num} root)"
elif self.left is None and self.right is None:
return f"Val: {' '.join([str(np.round(i, 3)) for i in self.value])} (leaf)"
else:
return f"X_{self.feature} <= {self.threshold:0.3f} (split)"
def print_root(self, y, is_classmixin, n_outputs):
if is_classmixin:
unique, counts = np.unique(y, return_counts=True)
class_counts = np.zeros(n_outputs, dtype=int)
class_counts[unique] = counts
else:
class_counts = np.zeros(n_outputs, dtype=int)
class_counts_str = ", ".join(map(str, class_counts))
proportions_str = ", ".join(f"{p:.2f}" for p in np.round(100 * class_counts / y.shape[0], 2))
one_proportion = f" [{class_counts_str}]/{y.shape[0]} ({proportions_str}%)"
if self.is_root:
return f"X_{self.feature} <= {self.threshold:0.3f}" + one_proportion
elif self.left is None and self.right is None:
return "ΔRisk = [" + ", ".join(f"{v:.2f}" for v in self.value) + "]" + one_proportion
else:
return f"X_{self.feature} <= {self.threshold:0.3f}" + one_proportion
def __repr__(self):
return self.__str__()
class FIGS(BaseEstimator):
"""FIGS (sum of trees) classifier.
Fast Interpretable Greedy-Tree Sums (FIGS) is an algorithm for fitting concise rule-based models.
Specifically, FIGS generalizes CART to simultaneously grow a flexible number of trees in a summation.
The total number of splits across all the trees can be restricted by a pre-specified threshold, keeping the model interpretable.
Experiments across real-world datasets show that FIGS achieves state-of-the-art prediction performance when restricted to just a few splits (e.g. less than 20).
https://arxiv.org/abs/2201.11931
"""
def __init__(
self,
max_rules: int = 12,
max_trees: int = None,
min_impurity_decrease: float = 0.0,
random_state=None,
max_features: str = None,
max_depth: int = None,
class_weight=None,
verbose: int = 0,
n_jobs: int = None,
):
"""
Params
------
max_rules: int
Max total number of rules across all trees
max_trees: int
Max total number of trees
min_impurity_decrease: float
A node will be split if this split induces a decrease of the impurity greater than or equal to this value.
max_features
The number of features to consider when looking for the best split (see https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html)
n_jobs: int, default=None
Number of threads used to evaluate candidate splits, which are
independent of one another. None means 1; -1 uses all processors.
Only helps once there are several candidates to compare, i.e. on
larger datasets or deeper models.
verbose: int, default=0
Controls progress reporting while fitting. 0 is silent; 1 reports each
rule as it is added, with the running total; 2 also prints the model
after every rule. Can be overridden per call via fit(verbose=...).
class_weight: dict, list of dict or "balanced", default=None
Classification only. Weights associated with classes, in the form
{class_label: weight}. "balanced" weights each class by
n_samples / (n_classes * np.bincount(y)), so that rare classes count
as much as common ones. Combined multiplicatively with sample_weight
when both are given.
"""
super().__init__()
self.max_rules = max_rules
self.max_trees = max_trees
self.min_impurity_decrease = min_impurity_decrease
self.random_state = random_state
self.max_features = max_features
self.max_depth = max_depth
self.class_weight = class_weight
self.verbose = verbose
self.n_jobs = n_jobs
self.n_outputs = None
self.need_to_reshape = False
def get_rules(self, feature_names=None):
"""Return this model's rules as a DataFrame (see imodels.get_rules)."""
from imodels.util.get_rules import get_rules
return get_rules(self, feature_names=feature_names)
def apply(self, X):
"""Return the leaf each sample reaches (see imodels.util.apply.apply_leaves)."""
from imodels.util.apply import apply_leaves
return apply_leaves(self, X)
def _fit_candidate_stumps(self, X, potential_splits, y_residuals_per_tree,
sample_weight):
"""Re-fit the stump for every candidate split, in parallel if asked."""
def fit_stump(potential_split):
return self._construct_node_with_stump(
X=X,
y=y_residuals_per_tree[potential_split.tree_num],
idxs=potential_split.idxs,
tree_num=potential_split.tree_num,
sample_weight=sample_weight,
max_features=self.max_features,
depth=potential_split.depth + 1,
)
n_jobs = 1 if self.n_jobs is None else self.n_jobs
if n_jobs == 1 or len(potential_splits) < 2:
return [fit_stump(split) for split in potential_splits]
return Parallel(n_jobs=n_jobs, backend="threading")(
delayed(fit_stump)(split) for split in potential_splits)
def _apply_class_weight(self, y, sample_weight):
"""Fold class_weight into sample_weight, which the splits already honor."""
if self.class_weight is None:
return sample_weight
if not isinstance(self, ClassifierMixin):
raise ValueError(
"class_weight is only meaningful for classification; "
f"{type(self).__name__} is a regressor. Use sample_weight instead."
)
class_based = compute_sample_weight(self.class_weight, np.ravel(y))
if sample_weight is None:
return class_based
return np.asarray(sample_weight, dtype=float) * class_based
def _construct_node_with_stump(
self,
X,
y,
idxs,
tree_num,
sample_weight=None,
compare_nodes_with_sample_weight=True,
max_features=None,
depth=None,
):
"""
Params
------
compare_nodes_with_sample_weight: Deprecated
If this is set to true and sample_weight is passed, use sample_weight to compare nodes
Otherwise, use sample_weight only for picking a split given a particular node
"""
# array indices
SPLIT = 0
LEFT = 1
RIGHT = 2
# fit stump
stump = tree.DecisionTreeRegressor(
max_depth=1, max_features=max_features)
sweight = None
if sample_weight is not None:
sweight = sample_weight[idxs]
stump.fit(X[idxs], y[idxs], sample_weight=sweight)
# these are all arrays, arr[0] is split node
# note: -2 is dummy
feature = stump.tree_.feature
threshold = stump.tree_.threshold
impurity = stump.tree_.impurity
n_node_samples = stump.tree_.n_node_samples
value = stump.tree_.value
# no split
if len(feature) == 1:
# print('no split found!', idxs.sum(), impurity, feature)
return Node(
idxs=idxs,
value=value[SPLIT],
tree_num=tree_num,
feature=feature[SPLIT],
threshold=threshold[SPLIT],
impurity=impurity[SPLIT],
impurity_reduction=None,
depth=depth,
)
# manage sample weights
idxs_split = X[:, feature[SPLIT]] <= threshold[SPLIT]
idxs_left = idxs_split & idxs
idxs_right = ~idxs_split & idxs
if sample_weight is None:
n_node_samples_left = n_node_samples[LEFT]
n_node_samples_right = n_node_samples[RIGHT]
else:
n_node_samples_left = sample_weight[idxs_left].sum()
n_node_samples_right = sample_weight[idxs_right].sum()
n_node_samples_split = n_node_samples_left + n_node_samples_right
# calculate impurity
impurity_reduction = (
impurity[SPLIT]
- impurity[LEFT] * n_node_samples_left / n_node_samples_split
- impurity[RIGHT] * n_node_samples_right / n_node_samples_split
) * n_node_samples_split
node_split = Node(
idxs=idxs,
value=value[SPLIT],
tree_num=tree_num,
feature=feature[SPLIT],
threshold=threshold[SPLIT],
impurity=impurity[SPLIT],
impurity_reduction=impurity_reduction,
depth=depth,
)
# print('\t>>>', node_split, 'impurity', impurity, 'num_pts', idxs.sum(), 'imp_reduc', impurity_reduction)
# manage children
node_left = Node(
idxs=idxs_left,
value=value[LEFT],
impurity=impurity[LEFT],
tree_num=tree_num,
depth=depth+1,
)
node_right = Node(
idxs=idxs_right,
value=value[RIGHT],
impurity=impurity[RIGHT],
tree_num=tree_num,
depth=depth+1,
)
node_split.setattrs(
left_temp=node_left,
right_temp=node_right,
)
return node_split
def _encode_categories(self, X, categorical_features, encoder_name):
"""Apply the encoder stored under encoder_name (fitted during fit) to X."""
return encode_categories(X, categorical_features, getattr(self, encoder_name))
def fit(
self,
X,
y=None,
feature_names=None,
verbose=None,
sample_weight=None,
categorical_features=None,
):
"""
Params
------
_sample_weight: array-like of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted.
Splits that would create child nodes with net zero or negative weight
are ignored while searching for a split in each node.
"""
# fit(verbose=...) still wins, so existing callers are unaffected
verbose = int(self.verbose if verbose is None else verbose)
# remembered so that predict/predict_proba don't need them passed again
self.categorical_features_ = categorical_features
if categorical_features is not None:
X, self._encoder = encode_categories(X, categorical_features)
sample_weight = self._apply_class_weight(y, sample_weight)
if hasattr(y, 'values'):
y = y.values
# y may still be a plain list here, which has no .shape
y = np.asarray(y)
if len(y.shape) == 1:
y = y.reshape(-1, 1)
if isinstance(self, ClassifierMixin):
assert y.shape[1] == 1, "FIGSClassifier requires a 1-dimensional input"
if hasattr(y, 'name'):
class_name = y.name
elif hasattr(y, 'columns'):
class_name = y.columns[0]
else:
class_name = 'class'
#self.classes_, y = np.unique(y, return_inverse=True)
self.classes_ = np.unique(y)
y, self._class_encoder = encode_categories(
pd.DataFrame(y, columns=[class_name]), [class_name])
self.Y = y
self._class_map = {i:c for i, c in zip(np.arange(0, y.shape[1]), self._class_encoder.inverse_transform(np.eye(y.shape[1])).reshape(-1, ))}
X, y, feature_names = check_fit_arguments(self, X, y, feature_names, True, False)
self.Y = y
self.n_outputs = y.shape[1]
self.n_features = X.shape[1]
if sample_weight is not None:
sample_weight = _check_sample_weight(sample_weight, X)
self.trees_ = [] # list of the root nodes of added trees
self.complexity_ = 0 # tracks the number of rules in the model
y_predictions_per_tree = {} # predictions for each tree
y_residuals_per_tree = {} # based on predictions above
# set up initial potential_splits
# everything in potential_splits either is_root (so it can be added directly to self.trees_)
# or it is a child of a root node that has already been added
idxs = np.ones(X.shape[0], dtype=bool)
node_init = self._construct_node_with_stump(
X=X,
y=y,
idxs=idxs,
tree_num=-1,
sample_weight=sample_weight,
max_features=self.max_features,
depth=0,
)
potential_splits = [node_init]
for node in potential_splits:
node.setattrs(is_root=True)
potential_splits = sorted(
potential_splits, key=lambda x: x.impurity_reduction)
# start the greedy fitting algorithm
finished = False
while len(potential_splits) > 0 and not finished:
# print('potential_splits', [str(s) for s in potential_splits])
# get node with max impurity_reduction (since it's sorted)
split_node = potential_splits.pop()
# don't split on node.
# impurity_reduction is None when the stump found no valid split,
# which happens when y is constant over the node -- there is nothing
# left to fit, so stop rather than compare None to a float
if (split_node.impurity_reduction is None
or split_node.impurity_reduction < self.min_impurity_decrease):
# nothing worth splitting on. If that happened before any tree
# was grown, keep this node as a single leaf: predictions are a
# sum over trees, so with none at all the model would return 0
# whatever y is, rather than y's mean.
if split_node.is_root and not self.trees_:
split_node.setattrs(tree_num=0, left=None, right=None)
self.trees_.append(split_node)
finished = True
break
elif (
split_node.is_root
and self.max_trees is not None
and len(self.trees_) >= self.max_trees
):
# If the node is the root of a new tree and we have reached self.max_trees,
# don't split on it, but allow later splits to continue growing existing trees
continue
elif (
self.max_depth is not None
and split_node.depth > self.max_depth
):
# If the node is deeper than self.max_depth,
# don't split on it, but allow algorithm to continue
continue
# split on node
self.complexity_ += 1
# if added a tree root
if split_node.is_root:
# start a new tree
self.trees_.append(split_node)
# update tree_num
for node_ in [split_node, split_node.left_temp, split_node.right_temp]:
if node_ is not None:
node_.tree_num = len(self.trees_) - 1
# add new root potential node
node_new_root = Node(
is_root=True, idxs=np.ones(X.shape[0], dtype=bool), tree_num=-1, depth=0,
)
potential_splits.append(node_new_root)
# add children to potential splits
# assign left_temp, right_temp to be proper children
# (basically adds them to tree in predict method)
split_node.setattrs(left=split_node.left_temp,
right=split_node.right_temp)
# add children to potential_splits
potential_splits.append(split_node.left)
potential_splits.append(split_node.right)
if verbose >= 1:
# reported after the bookkeeping above, so the counts are final
budget = '' if self.max_rules is None else f'/{self.max_rules}'
condition = (f"X_{split_node.feature} <= {split_node.threshold:0.3f}"
if split_node.feature is not None else str(split_node))
print(f"rule {self.complexity_}{budget} "
f"({len(self.trees_)} tree(s)): {condition}")
# update predictions for altered tree
for tree_num_ in range(len(self.trees_)):
y_predictions_per_tree[tree_num_] = self._predict_tree(
self.trees_[tree_num_], X
)
# dummy 0 preds for possible new trees
y_predictions_per_tree[-1] = np.zeros((X.shape[0], self.n_outputs))
# update residuals for each tree
# -1 is key for potential new tree
for tree_num_ in list(range(len(self.trees_))) + [-1]:
y_residuals_per_tree[tree_num_] = deepcopy(y)
# subtract predictions of all other trees
# Since the current tree makes a constant prediction over the node being split,
# one may ignore its contributions to the residuals without affecting the impurity decrease.
for tree_num_other_ in range(len(self.trees_)):
if not tree_num_other_ == tree_num_:
y_residuals_per_tree[tree_num_] -= y_predictions_per_tree[
tree_num_other_
]
# recompute all impurities + update potential_split children
potential_splits_new = []
# each candidate's stump is fit independently of the others, and
# sklearn's tree builder releases the GIL, so this threads well
updated_splits = self._fit_candidate_stumps(
X, potential_splits, y_residuals_per_tree, sample_weight)
for potential_split, potential_split_updated in zip(
potential_splits, updated_splits):
# need to preserve certain attributes from before (value at this split + is_root)
# value may change because residuals may have changed, but we want it to store the value from before
potential_split.setattrs(
feature=potential_split_updated.feature,
threshold=potential_split_updated.threshold,
impurity_reduction=potential_split_updated.impurity_reduction,
impurity=potential_split_updated.impurity,
left_temp=potential_split_updated.left_temp,
right_temp=potential_split_updated.right_temp,
)
# this is a valid split
if potential_split.impurity_reduction is not None:
potential_splits_new.append(potential_split)
# sort so largest impurity reduction comes last (should probs make this a heap later)
potential_splits = sorted(
potential_splits_new, key=lambda x: x.impurity_reduction
)
if verbose >= 2:
print(self)
if self.max_rules is not None and self.complexity_ >= self.max_rules:
finished = True
break
# annotate final tree with node_id and value_sklearn, and prepare importance_data_
importance_data = []
for tree_ in self.trees_:
node_counter = iter(range(0, int(1e06)))
def _annotate_node(node: Node, X, y, weights, is_classmixin=False):
#TODO: impurity decrease is correct
if node is None:
return
# value_sklearn holds weighted class totals, matching what
# sklearn stores, so that importances and the converted tree
# both reflect sample_weight
#TODO: how to handdle for n_outputs> 1?
if is_classmixin:
value_sklearn = np.zeros(self.n_outputs)
classes = np.argmax(y, axis=1)
for class_idx in np.unique(classes):
value_sklearn[class_idx] = weights[classes == class_idx].sum()
value_sklearn = value_sklearn.astype(float)
else:
value_sklearn = np.array([weights.sum()], dtype=float)
node.setattrs(node_id=next(node_counter),
value_sklearn=value_sklearn,
n_samples_=X.shape[0])
if node.left is None and node.right is None:
# a leaf splits on nothing: its feature is the -2 placeholder,
# which indexes the wrong column (or raises, with one feature)
return
idxs_left = X[:, node.feature] <= node.threshold
_annotate_node(node.left, X[idxs_left], y[idxs_left],
weights[idxs_left], is_classmixin)
_annotate_node(node.right, X[~idxs_left], y[~idxs_left],
weights[~idxs_left], is_classmixin)
annotate_weights = (np.ones(X.shape[0]) if sample_weight is None
else np.asarray(sample_weight, dtype=float))
_annotate_node(tree_, X, y, annotate_weights,
isinstance(self, ClassifierMixin))
# now that the samples per node are known, we can start to compute the importances
importance_data_tree = np.zeros(self.n_features)
def _importances(node: Node):
if node is None or node.left is None:
return 0.0
# value_sklearn is weighted, so these importances are too
importance_data_tree[node.feature] += (
np.sum(node.value_sklearn) * node.impurity
- np.sum(node.left.value_sklearn) * node.left.impurity
- np.sum(node.right.value_sklearn) * node.right.impurity
)
return (
np.sum(node.value_sklearn)
+ _importances(node.left)
+ _importances(node.right)
)
# require the tree to have more than 1 node, otherwise just leave importance_data_tree as zeros
if 1 < next(node_counter):
tree_samples = _importances(tree_)
if tree_samples != 0:
importance_data_tree /= tree_samples
else:
importance_data_tree = 0
importance_data.append(importance_data_tree)
self.importance_data_ = importance_data
return self
def _tree_to_str(self, root: Node, prefix=""):
if root is None:
return ""
elif root.threshold is None:
return ""
pprefix = prefix + "\t"
return (
prefix
+ str(root)
+ "\n"
+ self._tree_to_str(root.left, pprefix)
+ self._tree_to_str(root.right, pprefix)
)
def _tree_to_str_with_data(self, X, y, root: Node, prefix=""):
if root is None:
return ""
elif root.threshold is None:
return ""
pprefix = prefix + "\t"
left = X[:, root.feature] <= root.threshold
return (
prefix
+ root.print_root(y, isinstance(self, ClassifierMixin), self.n_outputs)
+ "\n"
+ self._tree_to_str_with_data(X[left], y[left], root.left, pprefix)
+ self._tree_to_str_with_data(X[~left],
y[~left], root.right, pprefix)
)
def __str__(self):
if not hasattr(self, "trees_"):
s = self.__class__.__name__
s += "("
s += "max_rules="
s += repr(self.max_rules)
s += ", "
s += "max_trees="
s += repr(self.max_trees)
s += ", "
s += "max_depth="
s += repr(self.max_depth)
s += ")"
return s
else:
s = "> ------------------------------\n"
s += "> FIGS-Fast Interpretable Greedy-Tree Sums:\n"
s += '> \tPredictions are made by summing the "Val" reached by traversing each tree.\n'
s += "> \tFor classifiers, a softmax function is then applied to the sum.\n"
s += "> ------------------------------\n"
s += "\n\t+\n".join([self._tree_to_str(t) for t in self.trees_])
if hasattr(self, "feature_names_") and self.feature_names_ is not None:
for i in range(len(self.feature_names_))[::-1]:
s = s.replace(f"X_{i}", self.feature_names_[i])
return s
def print_tree(self, X, y, feature_names=None):
s = "------------\n" + "\n\t+\n".join(
[self._tree_to_str_with_data(X, y, t) for t in self.trees_]
)
if feature_names is None:
if hasattr(self, "feature_names_") and self.feature_names_ is not None:
feature_names = self.feature_names_
if feature_names is not None:
for i in range(len(feature_names))[::-1]:
s = s.replace(f"X_{i}", feature_names[i])
return s
def predict(self, X, categorical_features=None, by_tree=False):
categorical_features = self._categorical_features(categorical_features)
if hasattr(self, "_encoder"):
X = self._encode_categories(
X, categorical_features=categorical_features, encoder_name="_encoder")
X = check_array(check_predict_X(self, X))
preds = np.zeros((X.shape[0], self.n_outputs, len(self.trees_)))
for i, figs_tree in enumerate(self.trees_):
preds[:, :, i] += self._predict_tree(figs_tree, X)
if isinstance(self, RegressorMixin):
if by_tree:
return preds
else:
if self.n_outputs==1:
return np.sum(preds, axis = -1).reshape(-1, )
return np.sum(preds, axis = -1)
elif isinstance(self, ClassifierMixin):
if by_tree:
return preds
else:
preds = np.sum(preds, axis = -1)
max_indices = np.argmax(preds, axis = 1)
return np.vectorize(self._class_map.get)(max_indices)
#TODO: account for non integer classes, FYI self.classes_ comes from check_arguments
# class_preds = (preds > 0.5).astype(int)
# return np.array([self.classes_[i] for i in class_preds])
def _categorical_features(self, categorical_features):
"""Fall back on the categorical features the model was fitted with."""
if categorical_features is None:
return getattr(self, 'categorical_features_', None)
return categorical_features
def predict_proba(self, X, categorical_features=None, use_clipped_prediction=False):
"""Predict probability for classifiers:
Default behavior is to constrain the outputs to the range of probabilities, i.e. 0 to 1, with a sigmoid function.
Set use_clipped_prediction=True to use prior behavior of clipping between 0 and 1 instead.
"""
categorical_features = self._categorical_features(categorical_features)
if hasattr(self, "_encoder"):
X = self._encode_categories(
X, categorical_features=categorical_features, encoder_name="_encoder")
X = check_array(check_predict_X(self, X))
if isinstance(self, RegressorMixin):
return NotImplemented
preds = np.zeros((X.shape[0], self.n_outputs))
for figs_tree in self.trees_:
preds += self._predict_tree(figs_tree, X)
if use_clipped_prediction:
# old behavior, pre v1.3.9
# constrain to range of probabilities by clipping
return np.clip(preds, a_min=0.0, a_max=1.0)
else:
# constrain to range of probabilities with a softmax (multi-class) or a sigmoid (binary) function
return softmax(preds, axis = 1)
def _predict_tree(self, root: Node, X):
"""Predict for a single tree"""
def _predict_tree_single_point(root: Node, x):
if root.left is None and root.right is None:
return root.value
left = x[root.feature] <= root.threshold
if left:
if root.left is None: # we don't actually have to worry about this case
return root.value
else:
return _predict_tree_single_point(root.left, x)
else:
if (
root.right is None
): # we don't actually have to worry about this case
return root.value
else:
return _predict_tree_single_point(root.right, x)
preds = np.zeros((X.shape[0], self.n_outputs))
for i in range(X.shape[0]):
preds[i] = _predict_tree_single_point(root, X[i])
return preds
@property
def feature_importances_(self):
"""Gini impurity-based feature importances"""
check_is_fitted(self)
avg_feature_importances = np.mean(
self.importance_data_, axis=0, dtype=np.float64
)
return avg_feature_importances / np.sum(avg_feature_importances)
def plot(
self,
cols=2,
feature_names=None,
filename=None,
label="all",
impurity=False,
tree_number=None,
dpi=150,
fig_size=None,
):
is_single_tree = len(self.trees_) < 2 or tree_number is not None
if feature_names is None:
if hasattr(self, "feature_names_") and self.feature_names_ is not None:
feature_names = self.feature_names_
n_plots = int(len(self.trees_)) if tree_number is None else 1
# lay the trees out over `cols` columns, rather than stacking them all
# in a single one
n_cols = 1 if is_single_tree else max(1, min(int(cols), n_plots))
n_rows = int(np.ceil(n_plots / n_cols))
fig, axs = plt.subplots(n_rows, n_cols, dpi=dpi, squeeze=False)
if fig_size is not None:
fig.set_size_inches(fig_size, fig_size)
# any trailing cells of the grid hold no tree
for ax in axs.flat[n_plots:]:
ax.axis("off")
n_classes = 1 if isinstance(self, RegressorMixin) else self.n_outputs
for i in range(n_plots):
ax = axs.flat[i]
try:
dt = extract_sklearn_tree_from_figs(
self, i if tree_number is None else tree_number, n_classes
)
plot_tree(
dt,
ax=ax,
feature_names=feature_names,
label=label,
impurity=impurity,
)
except IndexError:
ax.axis("off")
continue
ttl = f"Tree {i}" if n_plots > 1 else f"Tree {tree_number}"
ax.set_title(ttl)
if filename is not None:
plt.savefig(filename)
return
plt.show()
class FIGSRegressor(RegressorMixin, FIGS):
...
class FIGSClassifier(ClassifierMixin, FIGS):
@property
def class_map(self):
return self._class_map
def decision_function(self, X):
"""Confidence score for the positive class, one value per sample.
Defined for binary problems only, matching sklearn's convention; it is
what scorers like roc_auc and wrappers like BaggingClassifier reach for
before falling back to predict_proba.
"""
proba = self.predict_proba(X)
if proba.shape[1] != 2:
raise AttributeError(
"decision_function is only defined for binary classification; "
f"this model was fitted with {proba.shape[1]} classes. "
"Use predict_proba instead."
)
return proba[:, 1]
class FIGSCV(BaseEstimator):
def __init__(
self,
figs,
n_rules_list: List[int] = [6, 12, 24, 30, 50],
n_trees_list: List[int] = [5, 10, 15],
depth_list: List[int] = [3, 4],
min_impurity_decrease_list: List[float] = [0],
cv: int = 3,
scoring=None,
*args,
**kwargs,
):
self._figs_class = figs
# stored unmodified so that the estimator stays sklearn-cloneable
self.n_rules_list = n_rules_list
self.n_trees_list = n_trees_list
self.depth_list = depth_list
self.min_impurity_decrease_list = min_impurity_decrease_list
self.cv = cv
self.scoring = scoring
def get_rules(self, feature_names=None):
"""Return this model's rules as a DataFrame (see imodels.get_rules)."""
from imodels.util.get_rules import get_rules
return get_rules(self, feature_names=feature_names)
@property
def feature_importances_(self):
"""Mean decrease in impurity of the selected FIGS model."""
return self.figs.feature_importances_
def apply(self, X):
"""Return the leaf each sample reaches (see imodels.util.apply.apply_leaves)."""
from imodels.util.apply import apply_leaves
return apply_leaves(self, X)
def get_params(self, deep=True):
# defined explicitly because __init__ takes *args/**kwargs, which sklearn's
# automatic parameter introspection rejects
return {
"n_rules_list": self.n_rules_list,
"n_trees_list": self.n_trees_list,
"depth_list": self.depth_list,
"min_impurity_decrease_list": self.min_impurity_decrease_list,
"cv": self.cv,
"scoring": self.scoring,
}
def set_params(self, **params):
for key, value in params.items():
setattr(self, key, value)
return self
def fit(self, X, y):
self.scores_ = []
for _i, (n_rules, n_trees, depth, min_impurity_decrease) in enumerate(itertools.product(*[self.n_rules_list, self.n_trees_list, self.depth_list, self.min_impurity_decrease_list])):
est = self._figs_class(max_rules=n_rules, max_trees=n_trees, max_depth=depth, min_impurity_decrease=min_impurity_decrease)
cv_scores = cross_val_score(est, X, y, cv=self.cv, scoring=self.scoring)
mean_score = np.mean(cv_scores)
if len(self.scores_) == 0:
self.figs = est
elif mean_score > np.max(self.scores_):
self.figs = est
self.scores_.append(mean_score)
self.figs.fit(X=X, y=y)
self.n_features_in_ = self.figs.n_features_in_
if hasattr(self.figs, "classes_"):
self.classes_ = self.figs.classes_
if hasattr(self.figs, "feature_names_in_"):
self.feature_names_in_ = self.figs.feature_names_in_
return self
def predict_proba(self, X):
check_is_fitted(self, 'figs')
return self.figs.predict_proba(X)
def predict(self, X, by_tree = False):
check_is_fitted(self, 'figs')
return self.figs.predict(X, by_tree = by_tree)
@property
def max_rules(self):
return self.figs.max_rules
@property
def max_trees(self):
return self.figs.max_trees
@property
def max_depth(self):
return self.figs.max_depth
@property
def min_impurity_decrease(self):
return self.figs.min_impurity_decrease
@property
def trees_(self):
return self.figs.trees_
class FIGSRegressorCV(RegressorMixin, FIGSCV):
def __init__(
self,
n_rules_list: List[int] = [6, 12, 24, 30, 50],
n_trees_list: List[int] = [5, 10, 15],
depth_list: List[int] = [3, 4],
min_impurity_decrease_list: List[float] = [0],
cv: int = 3,
scoring="r2",
*args,
**kwargs,
):
super(FIGSRegressorCV, self).__init__(
figs=FIGSRegressor,
n_rules_list=n_rules_list,
n_trees_list=n_trees_list,
depth_list=depth_list,
min_impurity_decrease_list=min_impurity_decrease_list,
cv=cv,
scoring=scoring,
*args,
**kwargs,
)
#TODO: handle annoying CV errors
class FIGSClassifierCV(ClassifierMixin, FIGSCV):
def __init__(
self,
n_rules_list: List[int] = [6, 12, 24, 30, 50],
n_trees_list: List[int] = [5, 10, 15],
depth_list: List[int] = [3, 4],
min_impurity_decrease_list: List[float] = [0],
cv: int = 3,
scoring="accuracy",
*args,
**kwargs,
):
super(FIGSClassifierCV, self).__init__(
figs=FIGSClassifier,
n_rules_list=n_rules_list,
n_trees_list=n_trees_list,
depth_list=depth_list,
min_impurity_decrease_list=min_impurity_decrease_list,
cv=cv,
scoring=scoring,
*args,
**kwargs,
)
# class FIGSHydraRegressor():
# def __init__(
# self,
# max_rules: int = 12,
# max_trees: int = None,
# min_impurity_decrease: float = 0.0,
# random_state=None,
# max_features: str = None,
# max_depth: int = None
# ):
# self.max_rules = max_rules
# self.max_trees = max_trees
# self.min_impurity_decrease = min_impurity_decrease
# self.random_state = random_state
# self.max_features = max_features
# self.max_depth = max_depth
# self.estimators = []
# def fit(self, X, y):
# if isinstance(y, pd.DataFrame):
# y = y.to_numpy()
# for i in range(y.shape[1]):
# est = FIGSRegressor(max_rules=self.max_rules, max_trees=self.max_trees, max_depth=self.max_depth)
# est.fit(X, y[:, i].reshape(-1, 1))
# self.estimators.append(est)
# def predict(self, X):
# return np.array([est.predict(X) for est in self.estimators]).T.squeeze(0)
Classes
class FIGS (max_rules: int = 12, max_trees: int = None, min_impurity_decrease: float = 0.0, random_state=None, max_features: str = None, max_depth: int = None, class_weight=None, verbose: int = 0, n_jobs: int = None)-
FIGS (sum of trees) classifier. Fast Interpretable Greedy-Tree Sums (FIGS) is an algorithm for fitting concise rule-based models. Specifically, FIGS generalizes CART to simultaneously grow a flexible number of trees in a summation. The total number of splits across all the trees can be restricted by a pre-specified threshold, keeping the model interpretable. Experiments across real-world datasets show that FIGS achieves state-of-the-art prediction performance when restricted to just a few splits (e.g. less than 20). https://arxiv.org/abs/2201.11931
Params
max_rules: int Max total number of rules across all trees max_trees: int Max total number of trees min_impurity_decrease: float A node will be split if this split induces a decrease of the impurity greater than or equal to this value. max_features The number of features to consider when looking for the best split (see https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html) n_jobs: int, default=None Number of threads used to evaluate candidate splits, which are independent of one another. None means 1; -1 uses all processors. Only helps once there are several candidates to compare, i.e. on larger datasets or deeper models. verbose: int, default=0 Controls progress reporting while fitting. 0 is silent; 1 reports each rule as it is added, with the running total; 2 also prints the model after every rule. Can be overridden per call via fit(verbose=…). class_weight: dict, list of dict or "balanced", default=None Classification only. Weights associated with classes, in the form {class_label: weight}. "balanced" weights each class by n_samples / (n_classes * np.bincount(y)), so that rare classes count as much as common ones. Combined multiplicatively with sample_weight when both are given.
Expand source code
class FIGS(BaseEstimator): """FIGS (sum of trees) classifier. Fast Interpretable Greedy-Tree Sums (FIGS) is an algorithm for fitting concise rule-based models. Specifically, FIGS generalizes CART to simultaneously grow a flexible number of trees in a summation. The total number of splits across all the trees can be restricted by a pre-specified threshold, keeping the model interpretable. Experiments across real-world datasets show that FIGS achieves state-of-the-art prediction performance when restricted to just a few splits (e.g. less than 20). https://arxiv.org/abs/2201.11931 """ def __init__( self, max_rules: int = 12, max_trees: int = None, min_impurity_decrease: float = 0.0, random_state=None, max_features: str = None, max_depth: int = None, class_weight=None, verbose: int = 0, n_jobs: int = None, ): """ Params ------ max_rules: int Max total number of rules across all trees max_trees: int Max total number of trees min_impurity_decrease: float A node will be split if this split induces a decrease of the impurity greater than or equal to this value. max_features The number of features to consider when looking for the best split (see https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html) n_jobs: int, default=None Number of threads used to evaluate candidate splits, which are independent of one another. None means 1; -1 uses all processors. Only helps once there are several candidates to compare, i.e. on larger datasets or deeper models. verbose: int, default=0 Controls progress reporting while fitting. 0 is silent; 1 reports each rule as it is added, with the running total; 2 also prints the model after every rule. Can be overridden per call via fit(verbose=...). class_weight: dict, list of dict or "balanced", default=None Classification only. Weights associated with classes, in the form {class_label: weight}. "balanced" weights each class by n_samples / (n_classes * np.bincount(y)), so that rare classes count as much as common ones. Combined multiplicatively with sample_weight when both are given. """ super().__init__() self.max_rules = max_rules self.max_trees = max_trees self.min_impurity_decrease = min_impurity_decrease self.random_state = random_state self.max_features = max_features self.max_depth = max_depth self.class_weight = class_weight self.verbose = verbose self.n_jobs = n_jobs self.n_outputs = None self.need_to_reshape = False def get_rules(self, feature_names=None): """Return this model's rules as a DataFrame (see imodels.get_rules).""" from imodels.util.get_rules import get_rules return get_rules(self, feature_names=feature_names) def apply(self, X): """Return the leaf each sample reaches (see imodels.util.apply.apply_leaves).""" from imodels.util.apply import apply_leaves return apply_leaves(self, X) def _fit_candidate_stumps(self, X, potential_splits, y_residuals_per_tree, sample_weight): """Re-fit the stump for every candidate split, in parallel if asked.""" def fit_stump(potential_split): return self._construct_node_with_stump( X=X, y=y_residuals_per_tree[potential_split.tree_num], idxs=potential_split.idxs, tree_num=potential_split.tree_num, sample_weight=sample_weight, max_features=self.max_features, depth=potential_split.depth + 1, ) n_jobs = 1 if self.n_jobs is None else self.n_jobs if n_jobs == 1 or len(potential_splits) < 2: return [fit_stump(split) for split in potential_splits] return Parallel(n_jobs=n_jobs, backend="threading")( delayed(fit_stump)(split) for split in potential_splits) def _apply_class_weight(self, y, sample_weight): """Fold class_weight into sample_weight, which the splits already honor.""" if self.class_weight is None: return sample_weight if not isinstance(self, ClassifierMixin): raise ValueError( "class_weight is only meaningful for classification; " f"{type(self).__name__} is a regressor. Use sample_weight instead." ) class_based = compute_sample_weight(self.class_weight, np.ravel(y)) if sample_weight is None: return class_based return np.asarray(sample_weight, dtype=float) * class_based def _construct_node_with_stump( self, X, y, idxs, tree_num, sample_weight=None, compare_nodes_with_sample_weight=True, max_features=None, depth=None, ): """ Params ------ compare_nodes_with_sample_weight: Deprecated If this is set to true and sample_weight is passed, use sample_weight to compare nodes Otherwise, use sample_weight only for picking a split given a particular node """ # array indices SPLIT = 0 LEFT = 1 RIGHT = 2 # fit stump stump = tree.DecisionTreeRegressor( max_depth=1, max_features=max_features) sweight = None if sample_weight is not None: sweight = sample_weight[idxs] stump.fit(X[idxs], y[idxs], sample_weight=sweight) # these are all arrays, arr[0] is split node # note: -2 is dummy feature = stump.tree_.feature threshold = stump.tree_.threshold impurity = stump.tree_.impurity n_node_samples = stump.tree_.n_node_samples value = stump.tree_.value # no split if len(feature) == 1: # print('no split found!', idxs.sum(), impurity, feature) return Node( idxs=idxs, value=value[SPLIT], tree_num=tree_num, feature=feature[SPLIT], threshold=threshold[SPLIT], impurity=impurity[SPLIT], impurity_reduction=None, depth=depth, ) # manage sample weights idxs_split = X[:, feature[SPLIT]] <= threshold[SPLIT] idxs_left = idxs_split & idxs idxs_right = ~idxs_split & idxs if sample_weight is None: n_node_samples_left = n_node_samples[LEFT] n_node_samples_right = n_node_samples[RIGHT] else: n_node_samples_left = sample_weight[idxs_left].sum() n_node_samples_right = sample_weight[idxs_right].sum() n_node_samples_split = n_node_samples_left + n_node_samples_right # calculate impurity impurity_reduction = ( impurity[SPLIT] - impurity[LEFT] * n_node_samples_left / n_node_samples_split - impurity[RIGHT] * n_node_samples_right / n_node_samples_split ) * n_node_samples_split node_split = Node( idxs=idxs, value=value[SPLIT], tree_num=tree_num, feature=feature[SPLIT], threshold=threshold[SPLIT], impurity=impurity[SPLIT], impurity_reduction=impurity_reduction, depth=depth, ) # print('\t>>>', node_split, 'impurity', impurity, 'num_pts', idxs.sum(), 'imp_reduc', impurity_reduction) # manage children node_left = Node( idxs=idxs_left, value=value[LEFT], impurity=impurity[LEFT], tree_num=tree_num, depth=depth+1, ) node_right = Node( idxs=idxs_right, value=value[RIGHT], impurity=impurity[RIGHT], tree_num=tree_num, depth=depth+1, ) node_split.setattrs( left_temp=node_left, right_temp=node_right, ) return node_split def _encode_categories(self, X, categorical_features, encoder_name): """Apply the encoder stored under encoder_name (fitted during fit) to X.""" return encode_categories(X, categorical_features, getattr(self, encoder_name)) def fit( self, X, y=None, feature_names=None, verbose=None, sample_weight=None, categorical_features=None, ): """ Params ------ _sample_weight: array-like of shape (n_samples,), default=None Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. """ # fit(verbose=...) still wins, so existing callers are unaffected verbose = int(self.verbose if verbose is None else verbose) # remembered so that predict/predict_proba don't need them passed again self.categorical_features_ = categorical_features if categorical_features is not None: X, self._encoder = encode_categories(X, categorical_features) sample_weight = self._apply_class_weight(y, sample_weight) if hasattr(y, 'values'): y = y.values # y may still be a plain list here, which has no .shape y = np.asarray(y) if len(y.shape) == 1: y = y.reshape(-1, 1) if isinstance(self, ClassifierMixin): assert y.shape[1] == 1, "FIGSClassifier requires a 1-dimensional input" if hasattr(y, 'name'): class_name = y.name elif hasattr(y, 'columns'): class_name = y.columns[0] else: class_name = 'class' #self.classes_, y = np.unique(y, return_inverse=True) self.classes_ = np.unique(y) y, self._class_encoder = encode_categories( pd.DataFrame(y, columns=[class_name]), [class_name]) self.Y = y self._class_map = {i:c for i, c in zip(np.arange(0, y.shape[1]), self._class_encoder.inverse_transform(np.eye(y.shape[1])).reshape(-1, ))} X, y, feature_names = check_fit_arguments(self, X, y, feature_names, True, False) self.Y = y self.n_outputs = y.shape[1] self.n_features = X.shape[1] if sample_weight is not None: sample_weight = _check_sample_weight(sample_weight, X) self.trees_ = [] # list of the root nodes of added trees self.complexity_ = 0 # tracks the number of rules in the model y_predictions_per_tree = {} # predictions for each tree y_residuals_per_tree = {} # based on predictions above # set up initial potential_splits # everything in potential_splits either is_root (so it can be added directly to self.trees_) # or it is a child of a root node that has already been added idxs = np.ones(X.shape[0], dtype=bool) node_init = self._construct_node_with_stump( X=X, y=y, idxs=idxs, tree_num=-1, sample_weight=sample_weight, max_features=self.max_features, depth=0, ) potential_splits = [node_init] for node in potential_splits: node.setattrs(is_root=True) potential_splits = sorted( potential_splits, key=lambda x: x.impurity_reduction) # start the greedy fitting algorithm finished = False while len(potential_splits) > 0 and not finished: # print('potential_splits', [str(s) for s in potential_splits]) # get node with max impurity_reduction (since it's sorted) split_node = potential_splits.pop() # don't split on node. # impurity_reduction is None when the stump found no valid split, # which happens when y is constant over the node -- there is nothing # left to fit, so stop rather than compare None to a float if (split_node.impurity_reduction is None or split_node.impurity_reduction < self.min_impurity_decrease): # nothing worth splitting on. If that happened before any tree # was grown, keep this node as a single leaf: predictions are a # sum over trees, so with none at all the model would return 0 # whatever y is, rather than y's mean. if split_node.is_root and not self.trees_: split_node.setattrs(tree_num=0, left=None, right=None) self.trees_.append(split_node) finished = True break elif ( split_node.is_root and self.max_trees is not None and len(self.trees_) >= self.max_trees ): # If the node is the root of a new tree and we have reached self.max_trees, # don't split on it, but allow later splits to continue growing existing trees continue elif ( self.max_depth is not None and split_node.depth > self.max_depth ): # If the node is deeper than self.max_depth, # don't split on it, but allow algorithm to continue continue # split on node self.complexity_ += 1 # if added a tree root if split_node.is_root: # start a new tree self.trees_.append(split_node) # update tree_num for node_ in [split_node, split_node.left_temp, split_node.right_temp]: if node_ is not None: node_.tree_num = len(self.trees_) - 1 # add new root potential node node_new_root = Node( is_root=True, idxs=np.ones(X.shape[0], dtype=bool), tree_num=-1, depth=0, ) potential_splits.append(node_new_root) # add children to potential splits # assign left_temp, right_temp to be proper children # (basically adds them to tree in predict method) split_node.setattrs(left=split_node.left_temp, right=split_node.right_temp) # add children to potential_splits potential_splits.append(split_node.left) potential_splits.append(split_node.right) if verbose >= 1: # reported after the bookkeeping above, so the counts are final budget = '' if self.max_rules is None else f'/{self.max_rules}' condition = (f"X_{split_node.feature} <= {split_node.threshold:0.3f}" if split_node.feature is not None else str(split_node)) print(f"rule {self.complexity_}{budget} " f"({len(self.trees_)} tree(s)): {condition}") # update predictions for altered tree for tree_num_ in range(len(self.trees_)): y_predictions_per_tree[tree_num_] = self._predict_tree( self.trees_[tree_num_], X ) # dummy 0 preds for possible new trees y_predictions_per_tree[-1] = np.zeros((X.shape[0], self.n_outputs)) # update residuals for each tree # -1 is key for potential new tree for tree_num_ in list(range(len(self.trees_))) + [-1]: y_residuals_per_tree[tree_num_] = deepcopy(y) # subtract predictions of all other trees # Since the current tree makes a constant prediction over the node being split, # one may ignore its contributions to the residuals without affecting the impurity decrease. for tree_num_other_ in range(len(self.trees_)): if not tree_num_other_ == tree_num_: y_residuals_per_tree[tree_num_] -= y_predictions_per_tree[ tree_num_other_ ] # recompute all impurities + update potential_split children potential_splits_new = [] # each candidate's stump is fit independently of the others, and # sklearn's tree builder releases the GIL, so this threads well updated_splits = self._fit_candidate_stumps( X, potential_splits, y_residuals_per_tree, sample_weight) for potential_split, potential_split_updated in zip( potential_splits, updated_splits): # need to preserve certain attributes from before (value at this split + is_root) # value may change because residuals may have changed, but we want it to store the value from before potential_split.setattrs( feature=potential_split_updated.feature, threshold=potential_split_updated.threshold, impurity_reduction=potential_split_updated.impurity_reduction, impurity=potential_split_updated.impurity, left_temp=potential_split_updated.left_temp, right_temp=potential_split_updated.right_temp, ) # this is a valid split if potential_split.impurity_reduction is not None: potential_splits_new.append(potential_split) # sort so largest impurity reduction comes last (should probs make this a heap later) potential_splits = sorted( potential_splits_new, key=lambda x: x.impurity_reduction ) if verbose >= 2: print(self) if self.max_rules is not None and self.complexity_ >= self.max_rules: finished = True break # annotate final tree with node_id and value_sklearn, and prepare importance_data_ importance_data = [] for tree_ in self.trees_: node_counter = iter(range(0, int(1e06))) def _annotate_node(node: Node, X, y, weights, is_classmixin=False): #TODO: impurity decrease is correct if node is None: return # value_sklearn holds weighted class totals, matching what # sklearn stores, so that importances and the converted tree # both reflect sample_weight #TODO: how to handdle for n_outputs> 1? if is_classmixin: value_sklearn = np.zeros(self.n_outputs) classes = np.argmax(y, axis=1) for class_idx in np.unique(classes): value_sklearn[class_idx] = weights[classes == class_idx].sum() value_sklearn = value_sklearn.astype(float) else: value_sklearn = np.array([weights.sum()], dtype=float) node.setattrs(node_id=next(node_counter), value_sklearn=value_sklearn, n_samples_=X.shape[0]) if node.left is None and node.right is None: # a leaf splits on nothing: its feature is the -2 placeholder, # which indexes the wrong column (or raises, with one feature) return idxs_left = X[:, node.feature] <= node.threshold _annotate_node(node.left, X[idxs_left], y[idxs_left], weights[idxs_left], is_classmixin) _annotate_node(node.right, X[~idxs_left], y[~idxs_left], weights[~idxs_left], is_classmixin) annotate_weights = (np.ones(X.shape[0]) if sample_weight is None else np.asarray(sample_weight, dtype=float)) _annotate_node(tree_, X, y, annotate_weights, isinstance(self, ClassifierMixin)) # now that the samples per node are known, we can start to compute the importances importance_data_tree = np.zeros(self.n_features) def _importances(node: Node): if node is None or node.left is None: return 0.0 # value_sklearn is weighted, so these importances are too importance_data_tree[node.feature] += ( np.sum(node.value_sklearn) * node.impurity - np.sum(node.left.value_sklearn) * node.left.impurity - np.sum(node.right.value_sklearn) * node.right.impurity ) return ( np.sum(node.value_sklearn) + _importances(node.left) + _importances(node.right) ) # require the tree to have more than 1 node, otherwise just leave importance_data_tree as zeros if 1 < next(node_counter): tree_samples = _importances(tree_) if tree_samples != 0: importance_data_tree /= tree_samples else: importance_data_tree = 0 importance_data.append(importance_data_tree) self.importance_data_ = importance_data return self def _tree_to_str(self, root: Node, prefix=""): if root is None: return "" elif root.threshold is None: return "" pprefix = prefix + "\t" return ( prefix + str(root) + "\n" + self._tree_to_str(root.left, pprefix) + self._tree_to_str(root.right, pprefix) ) def _tree_to_str_with_data(self, X, y, root: Node, prefix=""): if root is None: return "" elif root.threshold is None: return "" pprefix = prefix + "\t" left = X[:, root.feature] <= root.threshold return ( prefix + root.print_root(y, isinstance(self, ClassifierMixin), self.n_outputs) + "\n" + self._tree_to_str_with_data(X[left], y[left], root.left, pprefix) + self._tree_to_str_with_data(X[~left], y[~left], root.right, pprefix) ) def __str__(self): if not hasattr(self, "trees_"): s = self.__class__.__name__ s += "(" s += "max_rules=" s += repr(self.max_rules) s += ", " s += "max_trees=" s += repr(self.max_trees) s += ", " s += "max_depth=" s += repr(self.max_depth) s += ")" return s else: s = "> ------------------------------\n" s += "> FIGS-Fast Interpretable Greedy-Tree Sums:\n" s += '> \tPredictions are made by summing the "Val" reached by traversing each tree.\n' s += "> \tFor classifiers, a softmax function is then applied to the sum.\n" s += "> ------------------------------\n" s += "\n\t+\n".join([self._tree_to_str(t) for t in self.trees_]) if hasattr(self, "feature_names_") and self.feature_names_ is not None: for i in range(len(self.feature_names_))[::-1]: s = s.replace(f"X_{i}", self.feature_names_[i]) return s def print_tree(self, X, y, feature_names=None): s = "------------\n" + "\n\t+\n".join( [self._tree_to_str_with_data(X, y, t) for t in self.trees_] ) if feature_names is None: if hasattr(self, "feature_names_") and self.feature_names_ is not None: feature_names = self.feature_names_ if feature_names is not None: for i in range(len(feature_names))[::-1]: s = s.replace(f"X_{i}", feature_names[i]) return s def predict(self, X, categorical_features=None, by_tree=False): categorical_features = self._categorical_features(categorical_features) if hasattr(self, "_encoder"): X = self._encode_categories( X, categorical_features=categorical_features, encoder_name="_encoder") X = check_array(check_predict_X(self, X)) preds = np.zeros((X.shape[0], self.n_outputs, len(self.trees_))) for i, figs_tree in enumerate(self.trees_): preds[:, :, i] += self._predict_tree(figs_tree, X) if isinstance(self, RegressorMixin): if by_tree: return preds else: if self.n_outputs==1: return np.sum(preds, axis = -1).reshape(-1, ) return np.sum(preds, axis = -1) elif isinstance(self, ClassifierMixin): if by_tree: return preds else: preds = np.sum(preds, axis = -1) max_indices = np.argmax(preds, axis = 1) return np.vectorize(self._class_map.get)(max_indices) #TODO: account for non integer classes, FYI self.classes_ comes from check_arguments # class_preds = (preds > 0.5).astype(int) # return np.array([self.classes_[i] for i in class_preds]) def _categorical_features(self, categorical_features): """Fall back on the categorical features the model was fitted with.""" if categorical_features is None: return getattr(self, 'categorical_features_', None) return categorical_features def predict_proba(self, X, categorical_features=None, use_clipped_prediction=False): """Predict probability for classifiers: Default behavior is to constrain the outputs to the range of probabilities, i.e. 0 to 1, with a sigmoid function. Set use_clipped_prediction=True to use prior behavior of clipping between 0 and 1 instead. """ categorical_features = self._categorical_features(categorical_features) if hasattr(self, "_encoder"): X = self._encode_categories( X, categorical_features=categorical_features, encoder_name="_encoder") X = check_array(check_predict_X(self, X)) if isinstance(self, RegressorMixin): return NotImplemented preds = np.zeros((X.shape[0], self.n_outputs)) for figs_tree in self.trees_: preds += self._predict_tree(figs_tree, X) if use_clipped_prediction: # old behavior, pre v1.3.9 # constrain to range of probabilities by clipping return np.clip(preds, a_min=0.0, a_max=1.0) else: # constrain to range of probabilities with a softmax (multi-class) or a sigmoid (binary) function return softmax(preds, axis = 1) def _predict_tree(self, root: Node, X): """Predict for a single tree""" def _predict_tree_single_point(root: Node, x): if root.left is None and root.right is None: return root.value left = x[root.feature] <= root.threshold if left: if root.left is None: # we don't actually have to worry about this case return root.value else: return _predict_tree_single_point(root.left, x) else: if ( root.right is None ): # we don't actually have to worry about this case return root.value else: return _predict_tree_single_point(root.right, x) preds = np.zeros((X.shape[0], self.n_outputs)) for i in range(X.shape[0]): preds[i] = _predict_tree_single_point(root, X[i]) return preds @property def feature_importances_(self): """Gini impurity-based feature importances""" check_is_fitted(self) avg_feature_importances = np.mean( self.importance_data_, axis=0, dtype=np.float64 ) return avg_feature_importances / np.sum(avg_feature_importances) def plot( self, cols=2, feature_names=None, filename=None, label="all", impurity=False, tree_number=None, dpi=150, fig_size=None, ): is_single_tree = len(self.trees_) < 2 or tree_number is not None if feature_names is None: if hasattr(self, "feature_names_") and self.feature_names_ is not None: feature_names = self.feature_names_ n_plots = int(len(self.trees_)) if tree_number is None else 1 # lay the trees out over `cols` columns, rather than stacking them all # in a single one n_cols = 1 if is_single_tree else max(1, min(int(cols), n_plots)) n_rows = int(np.ceil(n_plots / n_cols)) fig, axs = plt.subplots(n_rows, n_cols, dpi=dpi, squeeze=False) if fig_size is not None: fig.set_size_inches(fig_size, fig_size) # any trailing cells of the grid hold no tree for ax in axs.flat[n_plots:]: ax.axis("off") n_classes = 1 if isinstance(self, RegressorMixin) else self.n_outputs for i in range(n_plots): ax = axs.flat[i] try: dt = extract_sklearn_tree_from_figs( self, i if tree_number is None else tree_number, n_classes ) plot_tree( dt, ax=ax, feature_names=feature_names, label=label, impurity=impurity, ) except IndexError: ax.axis("off") continue ttl = f"Tree {i}" if n_plots > 1 else f"Tree {tree_number}" ax.set_title(ttl) if filename is not None: plt.savefig(filename) return plt.show()Ancestors
- sklearn.base.BaseEstimator
- sklearn.utils._repr_html.base.ReprHTMLMixin
- sklearn.utils._repr_html.base._HTMLDocumentationLinkMixin
- sklearn.utils._metadata_requests._MetadataRequester
Subclasses
Instance variables
var feature_importances_-
Gini impurity-based feature importances
Expand source code
@property def feature_importances_(self): """Gini impurity-based feature importances""" check_is_fitted(self) avg_feature_importances = np.mean( self.importance_data_, axis=0, dtype=np.float64 ) return avg_feature_importances / np.sum(avg_feature_importances)
Methods
def apply(self, X)-
Return the leaf each sample reaches (see imodels.util.apply.apply_leaves).
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def apply(self, X): """Return the leaf each sample reaches (see imodels.util.apply.apply_leaves).""" from imodels.util.apply import apply_leaves return apply_leaves(self, X) def fit(self, X, y=None, feature_names=None, verbose=None, sample_weight=None, categorical_features=None)-
Params
_sample_weight: array-like of shape (n_samples,), default=None Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node.
Expand source code
def fit( self, X, y=None, feature_names=None, verbose=None, sample_weight=None, categorical_features=None, ): """ Params ------ _sample_weight: array-like of shape (n_samples,), default=None Sample weights. If None, then samples are equally weighted. Splits that would create child nodes with net zero or negative weight are ignored while searching for a split in each node. """ # fit(verbose=...) still wins, so existing callers are unaffected verbose = int(self.verbose if verbose is None else verbose) # remembered so that predict/predict_proba don't need them passed again self.categorical_features_ = categorical_features if categorical_features is not None: X, self._encoder = encode_categories(X, categorical_features) sample_weight = self._apply_class_weight(y, sample_weight) if hasattr(y, 'values'): y = y.values # y may still be a plain list here, which has no .shape y = np.asarray(y) if len(y.shape) == 1: y = y.reshape(-1, 1) if isinstance(self, ClassifierMixin): assert y.shape[1] == 1, "FIGSClassifier requires a 1-dimensional input" if hasattr(y, 'name'): class_name = y.name elif hasattr(y, 'columns'): class_name = y.columns[0] else: class_name = 'class' #self.classes_, y = np.unique(y, return_inverse=True) self.classes_ = np.unique(y) y, self._class_encoder = encode_categories( pd.DataFrame(y, columns=[class_name]), [class_name]) self.Y = y self._class_map = {i:c for i, c in zip(np.arange(0, y.shape[1]), self._class_encoder.inverse_transform(np.eye(y.shape[1])).reshape(-1, ))} X, y, feature_names = check_fit_arguments(self, X, y, feature_names, True, False) self.Y = y self.n_outputs = y.shape[1] self.n_features = X.shape[1] if sample_weight is not None: sample_weight = _check_sample_weight(sample_weight, X) self.trees_ = [] # list of the root nodes of added trees self.complexity_ = 0 # tracks the number of rules in the model y_predictions_per_tree = {} # predictions for each tree y_residuals_per_tree = {} # based on predictions above # set up initial potential_splits # everything in potential_splits either is_root (so it can be added directly to self.trees_) # or it is a child of a root node that has already been added idxs = np.ones(X.shape[0], dtype=bool) node_init = self._construct_node_with_stump( X=X, y=y, idxs=idxs, tree_num=-1, sample_weight=sample_weight, max_features=self.max_features, depth=0, ) potential_splits = [node_init] for node in potential_splits: node.setattrs(is_root=True) potential_splits = sorted( potential_splits, key=lambda x: x.impurity_reduction) # start the greedy fitting algorithm finished = False while len(potential_splits) > 0 and not finished: # print('potential_splits', [str(s) for s in potential_splits]) # get node with max impurity_reduction (since it's sorted) split_node = potential_splits.pop() # don't split on node. # impurity_reduction is None when the stump found no valid split, # which happens when y is constant over the node -- there is nothing # left to fit, so stop rather than compare None to a float if (split_node.impurity_reduction is None or split_node.impurity_reduction < self.min_impurity_decrease): # nothing worth splitting on. If that happened before any tree # was grown, keep this node as a single leaf: predictions are a # sum over trees, so with none at all the model would return 0 # whatever y is, rather than y's mean. if split_node.is_root and not self.trees_: split_node.setattrs(tree_num=0, left=None, right=None) self.trees_.append(split_node) finished = True break elif ( split_node.is_root and self.max_trees is not None and len(self.trees_) >= self.max_trees ): # If the node is the root of a new tree and we have reached self.max_trees, # don't split on it, but allow later splits to continue growing existing trees continue elif ( self.max_depth is not None and split_node.depth > self.max_depth ): # If the node is deeper than self.max_depth, # don't split on it, but allow algorithm to continue continue # split on node self.complexity_ += 1 # if added a tree root if split_node.is_root: # start a new tree self.trees_.append(split_node) # update tree_num for node_ in [split_node, split_node.left_temp, split_node.right_temp]: if node_ is not None: node_.tree_num = len(self.trees_) - 1 # add new root potential node node_new_root = Node( is_root=True, idxs=np.ones(X.shape[0], dtype=bool), tree_num=-1, depth=0, ) potential_splits.append(node_new_root) # add children to potential splits # assign left_temp, right_temp to be proper children # (basically adds them to tree in predict method) split_node.setattrs(left=split_node.left_temp, right=split_node.right_temp) # add children to potential_splits potential_splits.append(split_node.left) potential_splits.append(split_node.right) if verbose >= 1: # reported after the bookkeeping above, so the counts are final budget = '' if self.max_rules is None else f'/{self.max_rules}' condition = (f"X_{split_node.feature} <= {split_node.threshold:0.3f}" if split_node.feature is not None else str(split_node)) print(f"rule {self.complexity_}{budget} " f"({len(self.trees_)} tree(s)): {condition}") # update predictions for altered tree for tree_num_ in range(len(self.trees_)): y_predictions_per_tree[tree_num_] = self._predict_tree( self.trees_[tree_num_], X ) # dummy 0 preds for possible new trees y_predictions_per_tree[-1] = np.zeros((X.shape[0], self.n_outputs)) # update residuals for each tree # -1 is key for potential new tree for tree_num_ in list(range(len(self.trees_))) + [-1]: y_residuals_per_tree[tree_num_] = deepcopy(y) # subtract predictions of all other trees # Since the current tree makes a constant prediction over the node being split, # one may ignore its contributions to the residuals without affecting the impurity decrease. for tree_num_other_ in range(len(self.trees_)): if not tree_num_other_ == tree_num_: y_residuals_per_tree[tree_num_] -= y_predictions_per_tree[ tree_num_other_ ] # recompute all impurities + update potential_split children potential_splits_new = [] # each candidate's stump is fit independently of the others, and # sklearn's tree builder releases the GIL, so this threads well updated_splits = self._fit_candidate_stumps( X, potential_splits, y_residuals_per_tree, sample_weight) for potential_split, potential_split_updated in zip( potential_splits, updated_splits): # need to preserve certain attributes from before (value at this split + is_root) # value may change because residuals may have changed, but we want it to store the value from before potential_split.setattrs( feature=potential_split_updated.feature, threshold=potential_split_updated.threshold, impurity_reduction=potential_split_updated.impurity_reduction, impurity=potential_split_updated.impurity, left_temp=potential_split_updated.left_temp, right_temp=potential_split_updated.right_temp, ) # this is a valid split if potential_split.impurity_reduction is not None: potential_splits_new.append(potential_split) # sort so largest impurity reduction comes last (should probs make this a heap later) potential_splits = sorted( potential_splits_new, key=lambda x: x.impurity_reduction ) if verbose >= 2: print(self) if self.max_rules is not None and self.complexity_ >= self.max_rules: finished = True break # annotate final tree with node_id and value_sklearn, and prepare importance_data_ importance_data = [] for tree_ in self.trees_: node_counter = iter(range(0, int(1e06))) def _annotate_node(node: Node, X, y, weights, is_classmixin=False): #TODO: impurity decrease is correct if node is None: return # value_sklearn holds weighted class totals, matching what # sklearn stores, so that importances and the converted tree # both reflect sample_weight #TODO: how to handdle for n_outputs> 1? if is_classmixin: value_sklearn = np.zeros(self.n_outputs) classes = np.argmax(y, axis=1) for class_idx in np.unique(classes): value_sklearn[class_idx] = weights[classes == class_idx].sum() value_sklearn = value_sklearn.astype(float) else: value_sklearn = np.array([weights.sum()], dtype=float) node.setattrs(node_id=next(node_counter), value_sklearn=value_sklearn, n_samples_=X.shape[0]) if node.left is None and node.right is None: # a leaf splits on nothing: its feature is the -2 placeholder, # which indexes the wrong column (or raises, with one feature) return idxs_left = X[:, node.feature] <= node.threshold _annotate_node(node.left, X[idxs_left], y[idxs_left], weights[idxs_left], is_classmixin) _annotate_node(node.right, X[~idxs_left], y[~idxs_left], weights[~idxs_left], is_classmixin) annotate_weights = (np.ones(X.shape[0]) if sample_weight is None else np.asarray(sample_weight, dtype=float)) _annotate_node(tree_, X, y, annotate_weights, isinstance(self, ClassifierMixin)) # now that the samples per node are known, we can start to compute the importances importance_data_tree = np.zeros(self.n_features) def _importances(node: Node): if node is None or node.left is None: return 0.0 # value_sklearn is weighted, so these importances are too importance_data_tree[node.feature] += ( np.sum(node.value_sklearn) * node.impurity - np.sum(node.left.value_sklearn) * node.left.impurity - np.sum(node.right.value_sklearn) * node.right.impurity ) return ( np.sum(node.value_sklearn) + _importances(node.left) + _importances(node.right) ) # require the tree to have more than 1 node, otherwise just leave importance_data_tree as zeros if 1 < next(node_counter): tree_samples = _importances(tree_) if tree_samples != 0: importance_data_tree /= tree_samples else: importance_data_tree = 0 importance_data.append(importance_data_tree) self.importance_data_ = importance_data return self def get_rules(self, feature_names=None)-
Return this model's rules as a DataFrame (see imodels.get_rules).
Expand source code
def get_rules(self, feature_names=None): """Return this model's rules as a DataFrame (see imodels.get_rules).""" from imodels.util.get_rules import get_rules return get_rules(self, feature_names=feature_names) def plot(self, cols=2, feature_names=None, filename=None, label='all', impurity=False, tree_number=None, dpi=150, fig_size=None)-
Expand source code
def plot( self, cols=2, feature_names=None, filename=None, label="all", impurity=False, tree_number=None, dpi=150, fig_size=None, ): is_single_tree = len(self.trees_) < 2 or tree_number is not None if feature_names is None: if hasattr(self, "feature_names_") and self.feature_names_ is not None: feature_names = self.feature_names_ n_plots = int(len(self.trees_)) if tree_number is None else 1 # lay the trees out over `cols` columns, rather than stacking them all # in a single one n_cols = 1 if is_single_tree else max(1, min(int(cols), n_plots)) n_rows = int(np.ceil(n_plots / n_cols)) fig, axs = plt.subplots(n_rows, n_cols, dpi=dpi, squeeze=False) if fig_size is not None: fig.set_size_inches(fig_size, fig_size) # any trailing cells of the grid hold no tree for ax in axs.flat[n_plots:]: ax.axis("off") n_classes = 1 if isinstance(self, RegressorMixin) else self.n_outputs for i in range(n_plots): ax = axs.flat[i] try: dt = extract_sklearn_tree_from_figs( self, i if tree_number is None else tree_number, n_classes ) plot_tree( dt, ax=ax, feature_names=feature_names, label=label, impurity=impurity, ) except IndexError: ax.axis("off") continue ttl = f"Tree {i}" if n_plots > 1 else f"Tree {tree_number}" ax.set_title(ttl) if filename is not None: plt.savefig(filename) return plt.show() def predict(self, X, categorical_features=None, by_tree=False)-
Expand source code
def predict(self, X, categorical_features=None, by_tree=False): categorical_features = self._categorical_features(categorical_features) if hasattr(self, "_encoder"): X = self._encode_categories( X, categorical_features=categorical_features, encoder_name="_encoder") X = check_array(check_predict_X(self, X)) preds = np.zeros((X.shape[0], self.n_outputs, len(self.trees_))) for i, figs_tree in enumerate(self.trees_): preds[:, :, i] += self._predict_tree(figs_tree, X) if isinstance(self, RegressorMixin): if by_tree: return preds else: if self.n_outputs==1: return np.sum(preds, axis = -1).reshape(-1, ) return np.sum(preds, axis = -1) elif isinstance(self, ClassifierMixin): if by_tree: return preds else: preds = np.sum(preds, axis = -1) max_indices = np.argmax(preds, axis = 1) return np.vectorize(self._class_map.get)(max_indices) #TODO: account for non integer classes, FYI self.classes_ comes from check_arguments def predict_proba(self, X, categorical_features=None, use_clipped_prediction=False)-
Predict probability for classifiers: Default behavior is to constrain the outputs to the range of probabilities, i.e. 0 to 1, with a sigmoid function. Set use_clipped_prediction=True to use prior behavior of clipping between 0 and 1 instead.
Expand source code
def predict_proba(self, X, categorical_features=None, use_clipped_prediction=False): """Predict probability for classifiers: Default behavior is to constrain the outputs to the range of probabilities, i.e. 0 to 1, with a sigmoid function. Set use_clipped_prediction=True to use prior behavior of clipping between 0 and 1 instead. """ categorical_features = self._categorical_features(categorical_features) if hasattr(self, "_encoder"): X = self._encode_categories( X, categorical_features=categorical_features, encoder_name="_encoder") X = check_array(check_predict_X(self, X)) if isinstance(self, RegressorMixin): return NotImplemented preds = np.zeros((X.shape[0], self.n_outputs)) for figs_tree in self.trees_: preds += self._predict_tree(figs_tree, X) if use_clipped_prediction: # old behavior, pre v1.3.9 # constrain to range of probabilities by clipping return np.clip(preds, a_min=0.0, a_max=1.0) else: # constrain to range of probabilities with a softmax (multi-class) or a sigmoid (binary) function return softmax(preds, axis = 1) def print_tree(self, X, y, feature_names=None)-
Expand source code
def print_tree(self, X, y, feature_names=None): s = "------------\n" + "\n\t+\n".join( [self._tree_to_str_with_data(X, y, t) for t in self.trees_] ) if feature_names is None: if hasattr(self, "feature_names_") and self.feature_names_ is not None: feature_names = self.feature_names_ if feature_names is not None: for i in range(len(feature_names))[::-1]: s = s.replace(f"X_{i}", feature_names[i]) return s def set_fit_request(self: FIGS, *, categorical_features: bool | str | None = '$UNCHANGED$', feature_names: bool | str | None = '$UNCHANGED$', sample_weight: bool | str | None = '$UNCHANGED$', verbose: bool | str | None = '$UNCHANGED$') ‑> FIGS-
Configure whether metadata should be requested to be passed to the
fitmethod.Note that this method is only relevant when this estimator is used as a sub-estimator within a :term:
meta-estimatorand metadata routing is enabled withenable_metadata_routing=True(see :func:sklearn.set_config). Please check the :ref:User Guide <metadata_routing>on how the routing mechanism works.The options for each parameter are:
-
True: metadata is requested, and passed tofitif provided. The request is ignored if metadata is not provided. -
False: metadata is not requested and the meta-estimator will not pass it tofit. -
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it. -
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.Added in version: 1.3
Parameters
categorical_features:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
categorical_featuresparameter infit. feature_names:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
feature_namesparameter infit. sample_weight:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
sample_weightparameter infit. verbose:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
verboseparameter infit.
Returns
self:object- The updated object.
Expand source code
def func(*args, **kw): """Updates the `_metadata_request` attribute of the consumer (`instance`) for the parameters provided as `**kw`. This docstring is overwritten below. See REQUESTER_DOC for expected functionality. """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)} in {self.name}. " f"Accepted arguments are: {set(self.keys)}" ) # This makes it possible to use the decorated method as an unbound method, # for instance when monkeypatching. # https://github.com/scikit-learn/scikit-learn/issues/28632 if instance is None: _instance = args[0] args = args[1:] else: _instance = instance # Replicating python's behavior when positional args are given other than # `self`, and `self` is only allowed if this method is unbound. if args: raise TypeError( f"set_{self.name}_request() takes 0 positional argument but" f" {len(args)} were given" ) requests = _instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) _instance._metadata_request = requests return _instance -
def set_predict_proba_request(self: FIGS, *, categorical_features: bool | str | None = '$UNCHANGED$', use_clipped_prediction: bool | str | None = '$UNCHANGED$') ‑> FIGS-
Configure whether metadata should be requested to be passed to the
predict_probamethod.Note that this method is only relevant when this estimator is used as a sub-estimator within a :term:
meta-estimatorand metadata routing is enabled withenable_metadata_routing=True(see :func:sklearn.set_config). Please check the :ref:User Guide <metadata_routing>on how the routing mechanism works.The options for each parameter are:
-
True: metadata is requested, and passed topredict_probaif provided. The request is ignored if metadata is not provided. -
False: metadata is not requested and the meta-estimator will not pass it topredict_proba. -
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it. -
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.Added in version: 1.3
Parameters
categorical_features:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
categorical_featuresparameter inpredict_proba. use_clipped_prediction:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
use_clipped_predictionparameter inpredict_proba.
Returns
self:object- The updated object.
Expand source code
def func(*args, **kw): """Updates the `_metadata_request` attribute of the consumer (`instance`) for the parameters provided as `**kw`. This docstring is overwritten below. See REQUESTER_DOC for expected functionality. """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)} in {self.name}. " f"Accepted arguments are: {set(self.keys)}" ) # This makes it possible to use the decorated method as an unbound method, # for instance when monkeypatching. # https://github.com/scikit-learn/scikit-learn/issues/28632 if instance is None: _instance = args[0] args = args[1:] else: _instance = instance # Replicating python's behavior when positional args are given other than # `self`, and `self` is only allowed if this method is unbound. if args: raise TypeError( f"set_{self.name}_request() takes 0 positional argument but" f" {len(args)} were given" ) requests = _instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) _instance._metadata_request = requests return _instance -
def set_predict_request(self: FIGS, *, by_tree: bool | str | None = '$UNCHANGED$', categorical_features: bool | str | None = '$UNCHANGED$') ‑> FIGS-
Configure whether metadata should be requested to be passed to the
predictmethod.Note that this method is only relevant when this estimator is used as a sub-estimator within a :term:
meta-estimatorand metadata routing is enabled withenable_metadata_routing=True(see :func:sklearn.set_config). Please check the :ref:User Guide <metadata_routing>on how the routing mechanism works.The options for each parameter are:
-
True: metadata is requested, and passed topredictif provided. The request is ignored if metadata is not provided. -
False: metadata is not requested and the meta-estimator will not pass it topredict. -
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it. -
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.Added in version: 1.3
Parameters
by_tree:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
by_treeparameter inpredict. categorical_features:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
categorical_featuresparameter inpredict.
Returns
self:object- The updated object.
Expand source code
def func(*args, **kw): """Updates the `_metadata_request` attribute of the consumer (`instance`) for the parameters provided as `**kw`. This docstring is overwritten below. See REQUESTER_DOC for expected functionality. """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)} in {self.name}. " f"Accepted arguments are: {set(self.keys)}" ) # This makes it possible to use the decorated method as an unbound method, # for instance when monkeypatching. # https://github.com/scikit-learn/scikit-learn/issues/28632 if instance is None: _instance = args[0] args = args[1:] else: _instance = instance # Replicating python's behavior when positional args are given other than # `self`, and `self` is only allowed if this method is unbound. if args: raise TypeError( f"set_{self.name}_request() takes 0 positional argument but" f" {len(args)} were given" ) requests = _instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) _instance._metadata_request = requests return _instance -
class FIGSCV (figs, n_rules_list: List[int] = [6, 12, 24, 30, 50], n_trees_list: List[int] = [5, 10, 15], depth_list: List[int] = [3, 4], min_impurity_decrease_list: List[float] = [0], cv: int = 3, scoring=None, *args, **kwargs)-
Base class for all estimators in scikit-learn.
Inheriting from this class provides default implementations of:
- setting and getting parameters used by
GridSearchCVand friends; - textual and HTML representation displayed in terminals and IDEs;
- estimator serialization;
- parameters validation;
- data validation;
- feature names validation.
Read more in the :ref:
User Guide <rolling_your_own_estimator>.Notes
All estimators should specify all the parameters that can be set at the class level in their
__init__as explicit keyword arguments (no*argsor**kwargs).Examples
>>> import numpy as np >>> from sklearn.base import BaseEstimator >>> class MyEstimator(BaseEstimator): ... def __init__(self, *, param=1): ... self.param = param ... def fit(self, X, y=None): ... self.is_fitted_ = True ... return self ... def predict(self, X): ... return np.full(shape=X.shape[0], fill_value=self.param) >>> estimator = MyEstimator(param=2) >>> estimator.get_params() {'param': 2} >>> X = np.array([[1, 2], [2, 3], [3, 4]]) >>> y = np.array([1, 0, 1]) >>> estimator.fit(X, y).predict(X) array([2, 2, 2]) >>> estimator.set_params(param=3).fit(X, y).predict(X) array([3, 3, 3])Expand source code
class FIGSCV(BaseEstimator): def __init__( self, figs, n_rules_list: List[int] = [6, 12, 24, 30, 50], n_trees_list: List[int] = [5, 10, 15], depth_list: List[int] = [3, 4], min_impurity_decrease_list: List[float] = [0], cv: int = 3, scoring=None, *args, **kwargs, ): self._figs_class = figs # stored unmodified so that the estimator stays sklearn-cloneable self.n_rules_list = n_rules_list self.n_trees_list = n_trees_list self.depth_list = depth_list self.min_impurity_decrease_list = min_impurity_decrease_list self.cv = cv self.scoring = scoring def get_rules(self, feature_names=None): """Return this model's rules as a DataFrame (see imodels.get_rules).""" from imodels.util.get_rules import get_rules return get_rules(self, feature_names=feature_names) @property def feature_importances_(self): """Mean decrease in impurity of the selected FIGS model.""" return self.figs.feature_importances_ def apply(self, X): """Return the leaf each sample reaches (see imodels.util.apply.apply_leaves).""" from imodels.util.apply import apply_leaves return apply_leaves(self, X) def get_params(self, deep=True): # defined explicitly because __init__ takes *args/**kwargs, which sklearn's # automatic parameter introspection rejects return { "n_rules_list": self.n_rules_list, "n_trees_list": self.n_trees_list, "depth_list": self.depth_list, "min_impurity_decrease_list": self.min_impurity_decrease_list, "cv": self.cv, "scoring": self.scoring, } def set_params(self, **params): for key, value in params.items(): setattr(self, key, value) return self def fit(self, X, y): self.scores_ = [] for _i, (n_rules, n_trees, depth, min_impurity_decrease) in enumerate(itertools.product(*[self.n_rules_list, self.n_trees_list, self.depth_list, self.min_impurity_decrease_list])): est = self._figs_class(max_rules=n_rules, max_trees=n_trees, max_depth=depth, min_impurity_decrease=min_impurity_decrease) cv_scores = cross_val_score(est, X, y, cv=self.cv, scoring=self.scoring) mean_score = np.mean(cv_scores) if len(self.scores_) == 0: self.figs = est elif mean_score > np.max(self.scores_): self.figs = est self.scores_.append(mean_score) self.figs.fit(X=X, y=y) self.n_features_in_ = self.figs.n_features_in_ if hasattr(self.figs, "classes_"): self.classes_ = self.figs.classes_ if hasattr(self.figs, "feature_names_in_"): self.feature_names_in_ = self.figs.feature_names_in_ return self def predict_proba(self, X): check_is_fitted(self, 'figs') return self.figs.predict_proba(X) def predict(self, X, by_tree = False): check_is_fitted(self, 'figs') return self.figs.predict(X, by_tree = by_tree) @property def max_rules(self): return self.figs.max_rules @property def max_trees(self): return self.figs.max_trees @property def max_depth(self): return self.figs.max_depth @property def min_impurity_decrease(self): return self.figs.min_impurity_decrease @property def trees_(self): return self.figs.trees_Ancestors
- sklearn.base.BaseEstimator
- sklearn.utils._repr_html.base.ReprHTMLMixin
- sklearn.utils._repr_html.base._HTMLDocumentationLinkMixin
- sklearn.utils._metadata_requests._MetadataRequester
Subclasses
Instance variables
var feature_importances_-
Mean decrease in impurity of the selected FIGS model.
Expand source code
@property def feature_importances_(self): """Mean decrease in impurity of the selected FIGS model.""" return self.figs.feature_importances_ var max_depth-
Expand source code
@property def max_depth(self): return self.figs.max_depth var max_rules-
Expand source code
@property def max_rules(self): return self.figs.max_rules var max_trees-
Expand source code
@property def max_trees(self): return self.figs.max_trees var min_impurity_decrease-
Expand source code
@property def min_impurity_decrease(self): return self.figs.min_impurity_decrease var trees_-
Expand source code
@property def trees_(self): return self.figs.trees_
Methods
def apply(self, X)-
Return the leaf each sample reaches (see imodels.util.apply.apply_leaves).
Expand source code
def apply(self, X): """Return the leaf each sample reaches (see imodels.util.apply.apply_leaves).""" from imodels.util.apply import apply_leaves return apply_leaves(self, X) def fit(self, X, y)-
Expand source code
def fit(self, X, y): self.scores_ = [] for _i, (n_rules, n_trees, depth, min_impurity_decrease) in enumerate(itertools.product(*[self.n_rules_list, self.n_trees_list, self.depth_list, self.min_impurity_decrease_list])): est = self._figs_class(max_rules=n_rules, max_trees=n_trees, max_depth=depth, min_impurity_decrease=min_impurity_decrease) cv_scores = cross_val_score(est, X, y, cv=self.cv, scoring=self.scoring) mean_score = np.mean(cv_scores) if len(self.scores_) == 0: self.figs = est elif mean_score > np.max(self.scores_): self.figs = est self.scores_.append(mean_score) self.figs.fit(X=X, y=y) self.n_features_in_ = self.figs.n_features_in_ if hasattr(self.figs, "classes_"): self.classes_ = self.figs.classes_ if hasattr(self.figs, "feature_names_in_"): self.feature_names_in_ = self.figs.feature_names_in_ return self def get_params(self, deep=True)-
Get parameters for this estimator.
Parameters
deep:bool, default=True- If True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns
params:dict- Parameter names mapped to their values.
Expand source code
def get_params(self, deep=True): # defined explicitly because __init__ takes *args/**kwargs, which sklearn's # automatic parameter introspection rejects return { "n_rules_list": self.n_rules_list, "n_trees_list": self.n_trees_list, "depth_list": self.depth_list, "min_impurity_decrease_list": self.min_impurity_decrease_list, "cv": self.cv, "scoring": self.scoring, } def get_rules(self, feature_names=None)-
Return this model's rules as a DataFrame (see imodels.get_rules).
Expand source code
def get_rules(self, feature_names=None): """Return this model's rules as a DataFrame (see imodels.get_rules).""" from imodels.util.get_rules import get_rules return get_rules(self, feature_names=feature_names) def predict(self, X, by_tree=False)-
Expand source code
def predict(self, X, by_tree = False): check_is_fitted(self, 'figs') return self.figs.predict(X, by_tree = by_tree) def predict_proba(self, X)-
Expand source code
def predict_proba(self, X): check_is_fitted(self, 'figs') return self.figs.predict_proba(X) def set_params(self, **params)-
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as :class:
~sklearn.pipeline.Pipeline). The latter have parameters of the form<component>__<parameter>so that it's possible to update each component of a nested object.Parameters
**params:dict- Estimator parameters.
Returns
self:estimator instance- Estimator instance.
Expand source code
def set_params(self, **params): for key, value in params.items(): setattr(self, key, value) return self def set_predict_request(self: FIGSCV, *, by_tree: bool | str | None = '$UNCHANGED$') ‑> FIGSCV-
Configure whether metadata should be requested to be passed to the
predictmethod.Note that this method is only relevant when this estimator is used as a sub-estimator within a :term:
meta-estimatorand metadata routing is enabled withenable_metadata_routing=True(see :func:sklearn.set_config). Please check the :ref:User Guide <metadata_routing>on how the routing mechanism works.The options for each parameter are:
-
True: metadata is requested, and passed topredictif provided. The request is ignored if metadata is not provided. -
False: metadata is not requested and the meta-estimator will not pass it topredict. -
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it. -
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.Added in version: 1.3
Parameters
by_tree:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
by_treeparameter inpredict.
Returns
self:object- The updated object.
Expand source code
def func(*args, **kw): """Updates the `_metadata_request` attribute of the consumer (`instance`) for the parameters provided as `**kw`. This docstring is overwritten below. See REQUESTER_DOC for expected functionality. """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)} in {self.name}. " f"Accepted arguments are: {set(self.keys)}" ) # This makes it possible to use the decorated method as an unbound method, # for instance when monkeypatching. # https://github.com/scikit-learn/scikit-learn/issues/28632 if instance is None: _instance = args[0] args = args[1:] else: _instance = instance # Replicating python's behavior when positional args are given other than # `self`, and `self` is only allowed if this method is unbound. if args: raise TypeError( f"set_{self.name}_request() takes 0 positional argument but" f" {len(args)} were given" ) requests = _instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) _instance._metadata_request = requests return _instance -
- setting and getting parameters used by
class FIGSClassifier (max_rules: int = 12, max_trees: int = None, min_impurity_decrease: float = 0.0, random_state=None, max_features: str = None, max_depth: int = None, class_weight=None, verbose: int = 0, n_jobs: int = None)-
Mixin class for all classifiers in scikit-learn.
This mixin defines the following functionality:
- set estimator type to
"classifier"through theestimator_typetag; scoremethod that default to :func:~sklearn.metrics.accuracy_score.- enforce that
fitrequiresyto be passed through therequires_ytag, which is done by setting the classifier type tag.
Read more in the :ref:
User Guide <rolling_your_own_estimator>.Examples
>>> import numpy as np >>> from sklearn.base import BaseEstimator, ClassifierMixin >>> # Mixin classes should always be on the left-hand side for a correct MRO >>> class MyEstimator(ClassifierMixin, BaseEstimator): ... def __init__(self, *, param=1): ... self.param = param ... def fit(self, X, y=None): ... self.is_fitted_ = True ... return self ... def predict(self, X): ... return np.full(shape=X.shape[0], fill_value=self.param) >>> estimator = MyEstimator(param=1) >>> X = np.array([[1, 2], [2, 3], [3, 4]]) >>> y = np.array([1, 0, 1]) >>> estimator.fit(X, y).predict(X) array([1, 1, 1]) >>> estimator.score(X, y) 0.66...Params
max_rules: int Max total number of rules across all trees max_trees: int Max total number of trees min_impurity_decrease: float A node will be split if this split induces a decrease of the impurity greater than or equal to this value. max_features The number of features to consider when looking for the best split (see https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html) n_jobs: int, default=None Number of threads used to evaluate candidate splits, which are independent of one another. None means 1; -1 uses all processors. Only helps once there are several candidates to compare, i.e. on larger datasets or deeper models. verbose: int, default=0 Controls progress reporting while fitting. 0 is silent; 1 reports each rule as it is added, with the running total; 2 also prints the model after every rule. Can be overridden per call via fit(verbose=…). class_weight: dict, list of dict or "balanced", default=None Classification only. Weights associated with classes, in the form {class_label: weight}. "balanced" weights each class by n_samples / (n_classes * np.bincount(y)), so that rare classes count as much as common ones. Combined multiplicatively with sample_weight when both are given.
Expand source code
class FIGSClassifier(ClassifierMixin, FIGS): @property def class_map(self): return self._class_map def decision_function(self, X): """Confidence score for the positive class, one value per sample. Defined for binary problems only, matching sklearn's convention; it is what scorers like roc_auc and wrappers like BaggingClassifier reach for before falling back to predict_proba. """ proba = self.predict_proba(X) if proba.shape[1] != 2: raise AttributeError( "decision_function is only defined for binary classification; " f"this model was fitted with {proba.shape[1]} classes. " "Use predict_proba instead." ) return proba[:, 1]Ancestors
- sklearn.base.ClassifierMixin
- FIGS
- sklearn.base.BaseEstimator
- sklearn.utils._repr_html.base.ReprHTMLMixin
- sklearn.utils._repr_html.base._HTMLDocumentationLinkMixin
- sklearn.utils._metadata_requests._MetadataRequester
Instance variables
var class_map-
Expand source code
@property def class_map(self): return self._class_map
Methods
def decision_function(self, X)-
Confidence score for the positive class, one value per sample.
Defined for binary problems only, matching sklearn's convention; it is what scorers like roc_auc and wrappers like BaggingClassifier reach for before falling back to predict_proba.
Expand source code
def decision_function(self, X): """Confidence score for the positive class, one value per sample. Defined for binary problems only, matching sklearn's convention; it is what scorers like roc_auc and wrappers like BaggingClassifier reach for before falling back to predict_proba. """ proba = self.predict_proba(X) if proba.shape[1] != 2: raise AttributeError( "decision_function is only defined for binary classification; " f"this model was fitted with {proba.shape[1]} classes. " "Use predict_proba instead." ) return proba[:, 1] def set_score_request(self: FIGSClassifier, *, sample_weight: bool | str | None = '$UNCHANGED$') ‑> FIGSClassifier-
Configure whether metadata should be requested to be passed to the
scoremethod.Note that this method is only relevant when this estimator is used as a sub-estimator within a :term:
meta-estimatorand metadata routing is enabled withenable_metadata_routing=True(see :func:sklearn.set_config). Please check the :ref:User Guide <metadata_routing>on how the routing mechanism works.The options for each parameter are:
-
True: metadata is requested, and passed toscoreif provided. The request is ignored if metadata is not provided. -
False: metadata is not requested and the meta-estimator will not pass it toscore. -
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it. -
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.Added in version: 1.3
Parameters
sample_weight:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
sample_weightparameter inscore.
Returns
self:object- The updated object.
Expand source code
def func(*args, **kw): """Updates the `_metadata_request` attribute of the consumer (`instance`) for the parameters provided as `**kw`. This docstring is overwritten below. See REQUESTER_DOC for expected functionality. """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)} in {self.name}. " f"Accepted arguments are: {set(self.keys)}" ) # This makes it possible to use the decorated method as an unbound method, # for instance when monkeypatching. # https://github.com/scikit-learn/scikit-learn/issues/28632 if instance is None: _instance = args[0] args = args[1:] else: _instance = instance # Replicating python's behavior when positional args are given other than # `self`, and `self` is only allowed if this method is unbound. if args: raise TypeError( f"set_{self.name}_request() takes 0 positional argument but" f" {len(args)} were given" ) requests = _instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) _instance._metadata_request = requests return _instance -
Inherited members
- set estimator type to
class FIGSClassifierCV (n_rules_list: List[int] = [6, 12, 24, 30, 50], n_trees_list: List[int] = [5, 10, 15], depth_list: List[int] = [3, 4], min_impurity_decrease_list: List[float] = [0], cv: int = 3, scoring='accuracy', *args, **kwargs)-
Mixin class for all classifiers in scikit-learn.
This mixin defines the following functionality:
- set estimator type to
"classifier"through theestimator_typetag; scoremethod that default to :func:~sklearn.metrics.accuracy_score.- enforce that
fitrequiresyto be passed through therequires_ytag, which is done by setting the classifier type tag.
Read more in the :ref:
User Guide <rolling_your_own_estimator>.Examples
>>> import numpy as np >>> from sklearn.base import BaseEstimator, ClassifierMixin >>> # Mixin classes should always be on the left-hand side for a correct MRO >>> class MyEstimator(ClassifierMixin, BaseEstimator): ... def __init__(self, *, param=1): ... self.param = param ... def fit(self, X, y=None): ... self.is_fitted_ = True ... return self ... def predict(self, X): ... return np.full(shape=X.shape[0], fill_value=self.param) >>> estimator = MyEstimator(param=1) >>> X = np.array([[1, 2], [2, 3], [3, 4]]) >>> y = np.array([1, 0, 1]) >>> estimator.fit(X, y).predict(X) array([1, 1, 1]) >>> estimator.score(X, y) 0.66...Expand source code
class FIGSClassifierCV(ClassifierMixin, FIGSCV): def __init__( self, n_rules_list: List[int] = [6, 12, 24, 30, 50], n_trees_list: List[int] = [5, 10, 15], depth_list: List[int] = [3, 4], min_impurity_decrease_list: List[float] = [0], cv: int = 3, scoring="accuracy", *args, **kwargs, ): super(FIGSClassifierCV, self).__init__( figs=FIGSClassifier, n_rules_list=n_rules_list, n_trees_list=n_trees_list, depth_list=depth_list, min_impurity_decrease_list=min_impurity_decrease_list, cv=cv, scoring=scoring, *args, **kwargs, )Ancestors
- sklearn.base.ClassifierMixin
- FIGSCV
- sklearn.base.BaseEstimator
- sklearn.utils._repr_html.base.ReprHTMLMixin
- sklearn.utils._repr_html.base._HTMLDocumentationLinkMixin
- sklearn.utils._metadata_requests._MetadataRequester
Methods
def set_score_request(self: FIGSClassifierCV, *, sample_weight: bool | str | None = '$UNCHANGED$') ‑> FIGSClassifierCV-
Configure whether metadata should be requested to be passed to the
scoremethod.Note that this method is only relevant when this estimator is used as a sub-estimator within a :term:
meta-estimatorand metadata routing is enabled withenable_metadata_routing=True(see :func:sklearn.set_config). Please check the :ref:User Guide <metadata_routing>on how the routing mechanism works.The options for each parameter are:
-
True: metadata is requested, and passed toscoreif provided. The request is ignored if metadata is not provided. -
False: metadata is not requested and the meta-estimator will not pass it toscore. -
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it. -
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.Added in version: 1.3
Parameters
sample_weight:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
sample_weightparameter inscore.
Returns
self:object- The updated object.
Expand source code
def func(*args, **kw): """Updates the `_metadata_request` attribute of the consumer (`instance`) for the parameters provided as `**kw`. This docstring is overwritten below. See REQUESTER_DOC for expected functionality. """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)} in {self.name}. " f"Accepted arguments are: {set(self.keys)}" ) # This makes it possible to use the decorated method as an unbound method, # for instance when monkeypatching. # https://github.com/scikit-learn/scikit-learn/issues/28632 if instance is None: _instance = args[0] args = args[1:] else: _instance = instance # Replicating python's behavior when positional args are given other than # `self`, and `self` is only allowed if this method is unbound. if args: raise TypeError( f"set_{self.name}_request() takes 0 positional argument but" f" {len(args)} were given" ) requests = _instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) _instance._metadata_request = requests return _instance -
Inherited members
- set estimator type to
class FIGSRegressor (max_rules: int = 12, max_trees: int = None, min_impurity_decrease: float = 0.0, random_state=None, max_features: str = None, max_depth: int = None, class_weight=None, verbose: int = 0, n_jobs: int = None)-
Mixin class for all regression estimators in scikit-learn.
This mixin defines the following functionality:
- set estimator type to
"regressor"through theestimator_typetag; scoremethod that default to :func:~sklearn.metrics.r2_score.- enforce that
fitrequiresyto be passed through therequires_ytag, which is done by setting the regressor type tag.
Read more in the :ref:
User Guide <rolling_your_own_estimator>.Examples
>>> import numpy as np >>> from sklearn.base import BaseEstimator, RegressorMixin >>> # Mixin classes should always be on the left-hand side for a correct MRO >>> class MyEstimator(RegressorMixin, BaseEstimator): ... def __init__(self, *, param=1): ... self.param = param ... def fit(self, X, y=None): ... self.is_fitted_ = True ... return self ... def predict(self, X): ... return np.full(shape=X.shape[0], fill_value=self.param) >>> estimator = MyEstimator(param=0) >>> X = np.array([[1, 2], [2, 3], [3, 4]]) >>> y = np.array([-1, 0, 1]) >>> estimator.fit(X, y).predict(X) array([0, 0, 0]) >>> estimator.score(X, y) 0.0Params
max_rules: int Max total number of rules across all trees max_trees: int Max total number of trees min_impurity_decrease: float A node will be split if this split induces a decrease of the impurity greater than or equal to this value. max_features The number of features to consider when looking for the best split (see https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html) n_jobs: int, default=None Number of threads used to evaluate candidate splits, which are independent of one another. None means 1; -1 uses all processors. Only helps once there are several candidates to compare, i.e. on larger datasets or deeper models. verbose: int, default=0 Controls progress reporting while fitting. 0 is silent; 1 reports each rule as it is added, with the running total; 2 also prints the model after every rule. Can be overridden per call via fit(verbose=…). class_weight: dict, list of dict or "balanced", default=None Classification only. Weights associated with classes, in the form {class_label: weight}. "balanced" weights each class by n_samples / (n_classes * np.bincount(y)), so that rare classes count as much as common ones. Combined multiplicatively with sample_weight when both are given.
Expand source code
class FIGSRegressor(RegressorMixin, FIGS): ...Ancestors
- sklearn.base.RegressorMixin
- FIGS
- sklearn.base.BaseEstimator
- sklearn.utils._repr_html.base.ReprHTMLMixin
- sklearn.utils._repr_html.base._HTMLDocumentationLinkMixin
- sklearn.utils._metadata_requests._MetadataRequester
Methods
def set_score_request(self: FIGSRegressor, *, sample_weight: bool | str | None = '$UNCHANGED$') ‑> FIGSRegressor-
Configure whether metadata should be requested to be passed to the
scoremethod.Note that this method is only relevant when this estimator is used as a sub-estimator within a :term:
meta-estimatorand metadata routing is enabled withenable_metadata_routing=True(see :func:sklearn.set_config). Please check the :ref:User Guide <metadata_routing>on how the routing mechanism works.The options for each parameter are:
-
True: metadata is requested, and passed toscoreif provided. The request is ignored if metadata is not provided. -
False: metadata is not requested and the meta-estimator will not pass it toscore. -
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it. -
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.Added in version: 1.3
Parameters
sample_weight:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
sample_weightparameter inscore.
Returns
self:object- The updated object.
Expand source code
def func(*args, **kw): """Updates the `_metadata_request` attribute of the consumer (`instance`) for the parameters provided as `**kw`. This docstring is overwritten below. See REQUESTER_DOC for expected functionality. """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)} in {self.name}. " f"Accepted arguments are: {set(self.keys)}" ) # This makes it possible to use the decorated method as an unbound method, # for instance when monkeypatching. # https://github.com/scikit-learn/scikit-learn/issues/28632 if instance is None: _instance = args[0] args = args[1:] else: _instance = instance # Replicating python's behavior when positional args are given other than # `self`, and `self` is only allowed if this method is unbound. if args: raise TypeError( f"set_{self.name}_request() takes 0 positional argument but" f" {len(args)} were given" ) requests = _instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) _instance._metadata_request = requests return _instance -
Inherited members
- set estimator type to
class FIGSRegressorCV (n_rules_list: List[int] = [6, 12, 24, 30, 50], n_trees_list: List[int] = [5, 10, 15], depth_list: List[int] = [3, 4], min_impurity_decrease_list: List[float] = [0], cv: int = 3, scoring='r2', *args, **kwargs)-
Mixin class for all regression estimators in scikit-learn.
This mixin defines the following functionality:
- set estimator type to
"regressor"through theestimator_typetag; scoremethod that default to :func:~sklearn.metrics.r2_score.- enforce that
fitrequiresyto be passed through therequires_ytag, which is done by setting the regressor type tag.
Read more in the :ref:
User Guide <rolling_your_own_estimator>.Examples
>>> import numpy as np >>> from sklearn.base import BaseEstimator, RegressorMixin >>> # Mixin classes should always be on the left-hand side for a correct MRO >>> class MyEstimator(RegressorMixin, BaseEstimator): ... def __init__(self, *, param=1): ... self.param = param ... def fit(self, X, y=None): ... self.is_fitted_ = True ... return self ... def predict(self, X): ... return np.full(shape=X.shape[0], fill_value=self.param) >>> estimator = MyEstimator(param=0) >>> X = np.array([[1, 2], [2, 3], [3, 4]]) >>> y = np.array([-1, 0, 1]) >>> estimator.fit(X, y).predict(X) array([0, 0, 0]) >>> estimator.score(X, y) 0.0Expand source code
class FIGSRegressorCV(RegressorMixin, FIGSCV): def __init__( self, n_rules_list: List[int] = [6, 12, 24, 30, 50], n_trees_list: List[int] = [5, 10, 15], depth_list: List[int] = [3, 4], min_impurity_decrease_list: List[float] = [0], cv: int = 3, scoring="r2", *args, **kwargs, ): super(FIGSRegressorCV, self).__init__( figs=FIGSRegressor, n_rules_list=n_rules_list, n_trees_list=n_trees_list, depth_list=depth_list, min_impurity_decrease_list=min_impurity_decrease_list, cv=cv, scoring=scoring, *args, **kwargs, )Ancestors
- sklearn.base.RegressorMixin
- FIGSCV
- sklearn.base.BaseEstimator
- sklearn.utils._repr_html.base.ReprHTMLMixin
- sklearn.utils._repr_html.base._HTMLDocumentationLinkMixin
- sklearn.utils._metadata_requests._MetadataRequester
Methods
def set_score_request(self: FIGSRegressorCV, *, sample_weight: bool | str | None = '$UNCHANGED$') ‑> FIGSRegressorCV-
Configure whether metadata should be requested to be passed to the
scoremethod.Note that this method is only relevant when this estimator is used as a sub-estimator within a :term:
meta-estimatorand metadata routing is enabled withenable_metadata_routing=True(see :func:sklearn.set_config). Please check the :ref:User Guide <metadata_routing>on how the routing mechanism works.The options for each parameter are:
-
True: metadata is requested, and passed toscoreif provided. The request is ignored if metadata is not provided. -
False: metadata is not requested and the meta-estimator will not pass it toscore. -
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it. -
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.Added in version: 1.3
Parameters
sample_weight:str, True, False,orNone, default=sklearn.utils.metadata_routing.UNCHANGED- Metadata routing for
sample_weightparameter inscore.
Returns
self:object- The updated object.
Expand source code
def func(*args, **kw): """Updates the `_metadata_request` attribute of the consumer (`instance`) for the parameters provided as `**kw`. This docstring is overwritten below. See REQUESTER_DOC for expected functionality. """ if not _routing_enabled(): raise RuntimeError( "This method is only available when metadata routing is enabled." " You can enable it using" " sklearn.set_config(enable_metadata_routing=True)." ) if self.validate_keys and (set(kw) - set(self.keys)): raise TypeError( f"Unexpected args: {set(kw) - set(self.keys)} in {self.name}. " f"Accepted arguments are: {set(self.keys)}" ) # This makes it possible to use the decorated method as an unbound method, # for instance when monkeypatching. # https://github.com/scikit-learn/scikit-learn/issues/28632 if instance is None: _instance = args[0] args = args[1:] else: _instance = instance # Replicating python's behavior when positional args are given other than # `self`, and `self` is only allowed if this method is unbound. if args: raise TypeError( f"set_{self.name}_request() takes 0 positional argument but" f" {len(args)} were given" ) requests = _instance._get_metadata_request() method_metadata_request = getattr(requests, self.name) for prop, alias in kw.items(): if alias is not UNCHANGED: method_metadata_request.add_request(param=prop, alias=alias) _instance._metadata_request = requests return _instance -
Inherited members
- set estimator type to
class Node (feature: int = None, threshold: int = None, value=None, value_sklearn=None, idxs=None, is_root: bool = False, left=None, impurity: float = None, impurity_reduction: float = None, tree_num: int = None, node_id: int = None, right=None, depth=None)-
Node class for splitting
Expand source code
class Node: def __init__( self, feature: int = None, threshold: int = None, value=None, value_sklearn=None, idxs=None, is_root: bool = False, left=None, impurity: float = None, impurity_reduction: float = None, tree_num: int = None, node_id: int = None, right=None, depth=None, ): """Node class for splitting""" # split or linear self.is_root = is_root self.idxs = idxs self.tree_num = tree_num self.node_id = None self.feature = feature self.impurity = impurity self.impurity_reduction = impurity_reduction self.value_sklearn = value_sklearn # different meanings self.value = value # for split this is mean, for linear thifs is weight if isinstance(self.value, np.ndarray): self.value = self.value.reshape(-1, ) # split-specific self.threshold = threshold self.left = left self.right = right self.left_temp = None self.right_temp = None #root node has depth 0 self.depth = depth def setattrs(self, **kwargs): for k, v in kwargs.items(): setattr(self, k, v) def __str__(self): if self.is_root: return f"X_{self.feature} <= {self.threshold:0.3f} (Tree #{self.tree_num} root)" elif self.left is None and self.right is None: return f"Val: {' '.join([str(np.round(i, 3)) for i in self.value])} (leaf)" else: return f"X_{self.feature} <= {self.threshold:0.3f} (split)" def print_root(self, y, is_classmixin, n_outputs): if is_classmixin: unique, counts = np.unique(y, return_counts=True) class_counts = np.zeros(n_outputs, dtype=int) class_counts[unique] = counts else: class_counts = np.zeros(n_outputs, dtype=int) class_counts_str = ", ".join(map(str, class_counts)) proportions_str = ", ".join(f"{p:.2f}" for p in np.round(100 * class_counts / y.shape[0], 2)) one_proportion = f" [{class_counts_str}]/{y.shape[0]} ({proportions_str}%)" if self.is_root: return f"X_{self.feature} <= {self.threshold:0.3f}" + one_proportion elif self.left is None and self.right is None: return "ΔRisk = [" + ", ".join(f"{v:.2f}" for v in self.value) + "]" + one_proportion else: return f"X_{self.feature} <= {self.threshold:0.3f}" + one_proportion def __repr__(self): return self.__str__()Methods
def print_root(self, y, is_classmixin, n_outputs)-
Expand source code
def print_root(self, y, is_classmixin, n_outputs): if is_classmixin: unique, counts = np.unique(y, return_counts=True) class_counts = np.zeros(n_outputs, dtype=int) class_counts[unique] = counts else: class_counts = np.zeros(n_outputs, dtype=int) class_counts_str = ", ".join(map(str, class_counts)) proportions_str = ", ".join(f"{p:.2f}" for p in np.round(100 * class_counts / y.shape[0], 2)) one_proportion = f" [{class_counts_str}]/{y.shape[0]} ({proportions_str}%)" if self.is_root: return f"X_{self.feature} <= {self.threshold:0.3f}" + one_proportion elif self.left is None and self.right is None: return "ΔRisk = [" + ", ".join(f"{v:.2f}" for v in self.value) + "]" + one_proportion else: return f"X_{self.feature} <= {self.threshold:0.3f}" + one_proportion def setattrs(self, **kwargs)-
Expand source code
def setattrs(self, **kwargs): for k, v in kwargs.items(): setattr(self, k, v)