"""
This is a module to be used as a reference for building other modules
"""
import warnings
from numbers import Integral
import numpy as np
import pandas as pd
from sklearn.model_selection._search import (BaseSearchCV, ParameterSampler,
RandomizedSearchCV)
from sklearn.utils import check_random_state
from sklearn.utils._param_validation import Interval, StrOptions
from ._selections import SELECTION_ALGOS
class Mutator:
"""Changes genotypes by drawing from parameter distributions.
"""
def __init__(self, random_state, param_distributions):
self.random_state = random_state
self.param_distributions = param_distributions
def mutate(self, original_genotype):
rng = check_random_state(self.random_state)
# Select random gene to mutate
gene = rng.choice(sorted(self.param_distributions.keys()))
if hasattr(self.param_distributions[gene], "rvs"):
original_genotype[gene] = self.param_distributions[gene].rvs(random_state=rng)
else:
original_genotype[gene] = rng.choice(self.param_distributions[gene])
return original_genotype
[docs]class GeneticSearchCV(RandomizedSearchCV):
"""Genetic search over specified parameter values for an estimator.
Important members are fit, predict.
GeneticSearchCV implements a "fit" and a "score" method.
It also implements "score_samples", "predict", "predict_proba",
"decision_function", "transform" and "inverse_transform" if they are
implemented in the estimator used.
Parameters
----------
estimator : estimator object
This is assumed to implement the scikit-learn estimator interface.
Either estimator needs to provide a ``score`` function,
or ``scoring`` must be passed.
param_grid : dict or list of dictionaries
Dictionary with parameters names (`str`) as keys and distributions
or lists of parameters to try. Distributions must provide a ``rvs``
method for sampling (such as those from scipy.stats.distributions).
If a list is given, it is sampled uniformly.
If a list of dicts is given, first a dict is sampled uniformly, and
then a parameter is sampled using that dict as above.
pop_size : int
Number of evaluated solutions in each iteration.
mutation_prob : float
Probability of candidate solution mutation.
crossover_prob : float
Probability of candidate solution crossover.
n_iter : int
Number of algorithm iterations.
selection_algorithm : string
Algorithm to be used for selection of most fit solution in each iteration.
random_state : int, RandomState instance or None, default=None
Pseudo random number generator state used for random uniform sampling
from lists of possible values instead of scipy.stats distributions.
Pass an int for reproducible output across multiple
function calls.
See :term:`Glossary <random_state>`.
scoring : str, callable, list, tuple or dict, default=None
Strategy to evaluate the performance of the cross-validated model on
the test set.
If `scoring` represents a single score, one can use:
- a single string (see :ref:`scoring_parameter`);
- a callable (see :ref:`scoring`) that returns a single value.
If `scoring` represents multiple scores, one can use:
- a list or tuple of unique strings;
- a callable returning a dictionary where the keys are the metric
names and the values are the metric scores;
- a dictionary with metric names as keys and callables a values.
See :ref:`multimetric_grid_search` for an example.
n_jobs : int, default=None
Number of jobs to run in parallel.
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
for more details.
.. versionchanged:: v0.20
`n_jobs` default changed from 1 to None
refit : bool, str, or callable, default=True
Refit an estimator using the best found parameters on the whole
dataset.
For multiple metric evaluation, this needs to be a `str` denoting the
scorer that would be used to find the best parameters for refitting
the estimator at the end.
Where there are considerations other than maximum score in
choosing a best estimator, ``refit`` can be set to a function which
returns the selected ``best_index_`` given ``cv_results_``. In that
case, the ``best_estimator_`` and ``best_params_`` will be set
according to the returned ``best_index_`` while the ``best_score_``
attribute will not be available.
The refitted estimator is made available at the ``best_estimator_``
attribute and permits using ``predict`` directly on this
``GridSearchCV`` instance.
Also for multiple metric evaluation, the attributes ``best_index_``,
``best_score_`` and ``best_params_`` will only be available if
``refit`` is set and all of them will be determined w.r.t this specific
scorer.
See ``scoring`` parameter to know more about multiple metric
evaluation.
See :ref:`sphx_glr_auto_examples_model_selection_plot_grid_search_digits.py`
to see how to design a custom selection strategy using a callable
via `refit`.
.. versionchanged:: 0.20
Support for callable added.
cv : int, cross-validation generator or an iterable, default=None
Determines the cross-validation splitting strategy.
Possible inputs for cv are:
- None, to use the default 5-fold cross validation,
- integer, to specify the number of folds in a `(Stratified)KFold`,
- :term:`CV splitter`,
- An iterable yielding (train, test) splits as arrays of indices.
For integer/None inputs, if the estimator is a classifier and ``y`` is
either binary or multiclass, :class:`StratifiedKFold` is used. In all
other cases, :class:`KFold` is used. These splitters are instantiated
with `shuffle=False` so the splits will be the same across calls.
Refer :ref:`User Guide <cross_validation>` for the various
cross-validation strategies that can be used here.
.. versionchanged:: 0.22
``cv`` default value if None changed from 3-fold to 5-fold.
verbose : int
Controls the verbosity: the higher, the more messages.
- >1 : the computation time for each fold and parameter candidate is
displayed;
- >2 : the score is also displayed;
- >3 : the fold and candidate parameter indexes are also displayed
together with the starting time of the computation.
pre_dispatch : int, or str, default='2*n_jobs'
Controls the number of jobs that get dispatched during parallel
execution. Reducing this number can be useful to avoid an
explosion of memory consumption when more jobs get dispatched
than CPUs can process. This parameter can be:
- None, in which case all the jobs are immediately
created and spawned. Use this for lightweight and
fast-running jobs, to avoid delays due to on-demand
spawning of the jobs
- An int, giving the exact number of total jobs that are
spawned
- A str, giving an expression as a function of n_jobs,
as in '2*n_jobs'
error_score : 'raise' or numeric, default=np.nan
Value to assign to the score if an error occurs in estimator fitting.
If set to 'raise', the error is raised. If a numeric value is given,
FitFailedWarning is raised. This parameter does not affect the refit
step, which will always raise the error.
return_train_score : bool, default=False
If ``False``, the ``cv_results_`` attribute will not include training
scores.
Computing training scores is used to get insights on how different
parameter settings impact the overfitting/underfitting trade-off.
However computing the scores on the training set can be computationally
expensive and is not strictly required to select the parameters that
yield the best generalization performance.
.. versionadded:: 0.19
.. versionchanged:: 0.21
Default value was changed from ``True`` to ``False``
Attributes
----------
cv_results_ : dict of numpy (masked) ndarrays
A dict with keys as column headers and values as columns, that can be
imported into a pandas ``DataFrame``.
For instance the below given table
+------------+-----------+------------+-----------------+---+---------+
|param_kernel|param_gamma|param_degree|split0_test_score|...|rank_t...|
+============+===========+============+=================+===+=========+
| 'poly' | -- | 2 | 0.80 |...| 2 |
+------------+-----------+------------+-----------------+---+---------+
| 'poly' | -- | 3 | 0.70 |...| 4 |
+------------+-----------+------------+-----------------+---+---------+
| 'rbf' | 0.1 | -- | 0.80 |...| 3 |
+------------+-----------+------------+-----------------+---+---------+
| 'rbf' | 0.2 | -- | 0.93 |...| 1 |
+------------+-----------+------------+-----------------+---+---------+
will be represented by a ``cv_results_`` dict of::
{
'param_kernel': masked_array(data = ['poly', 'poly', 'rbf', 'rbf'],
mask = [False False False False]...)
'param_gamma': masked_array(data = [-- -- 0.1 0.2],
mask = [ True True False False]...),
'param_degree': masked_array(data = [2.0 3.0 -- --],
mask = [False False True True]...),
'split0_test_score' : [0.80, 0.70, 0.80, 0.93],
'split1_test_score' : [0.82, 0.50, 0.70, 0.78],
'mean_test_score' : [0.81, 0.60, 0.75, 0.85],
'std_test_score' : [0.01, 0.10, 0.05, 0.08],
'rank_test_score' : [2, 4, 3, 1],
'split0_train_score' : [0.80, 0.92, 0.70, 0.93],
'split1_train_score' : [0.82, 0.55, 0.70, 0.87],
'mean_train_score' : [0.81, 0.74, 0.70, 0.90],
'std_train_score' : [0.01, 0.19, 0.00, 0.03],
'mean_fit_time' : [0.73, 0.63, 0.43, 0.49],
'std_fit_time' : [0.01, 0.02, 0.01, 0.01],
'mean_score_time' : [0.01, 0.06, 0.04, 0.04],
'std_score_time' : [0.00, 0.00, 0.00, 0.01],
'params' : [{'kernel': 'poly', 'degree': 2}, ...],
}
NOTE
The key ``'params'`` is used to store a list of parameter
settings dicts for all the parameter candidates.
The ``mean_fit_time``, ``std_fit_time``, ``mean_score_time`` and
``std_score_time`` are all in seconds.
For multi-metric evaluation, the scores for all the scorers are
available in the ``cv_results_`` dict at the keys ending with that
scorer's name (``'_<scorer_name>'``) instead of ``'_score'`` shown
above. ('split0_test_precision', 'mean_train_precision' etc.)
best_estimator_ : estimator
Estimator that was chosen by the search, i.e. estimator
which gave highest score (or smallest loss if specified)
on the left out data. Not available if ``refit=False``.
See ``refit`` parameter for more information on allowed values.
best_score_ : float
Mean cross-validated score of the best_estimator
For multi-metric evaluation, this is present only if ``refit`` is
specified.
This attribute is not available if ``refit`` is a function.
best_params_ : dict
Parameter setting that gave the best results on the hold out data.
For multi-metric evaluation, this is present only if ``refit`` is
specified.
best_index_ : int
The index (of the ``cv_results_`` arrays) which corresponds to the best
candidate parameter setting.
The dict at ``search.cv_results_['params'][search.best_index_]`` gives
the parameter setting for the best model, that gives the highest
mean score (``search.best_score_``).
For multi-metric evaluation, this is present only if ``refit`` is
specified.
scorer_ : function or a dict
Scorer function used on the held out data to choose the best
parameters for the model.
For multi-metric evaluation, this attribute holds the validated
``scoring`` dict which maps the scorer key to the scorer callable.
n_splits_ : int
The number of cross-validation splits (folds/iterations).
This is present only if ``refit`` is not False.
.. versionadded:: 0.20
multimetric_ : bool
Whether or not the scorers compute several metrics.
classes_ : ndarray of shape (n_classes,)
The classes labels. This is present only if ``refit`` is specified and
the underlying estimator is a classifier.
n_features_in_ : int
Number of features seen during :term:`fit`. Only defined if
`best_estimator_` is defined (see the documentation for the `refit`
parameter for more details) and that `best_estimator_` exposes
`n_features_in_` when fit.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Only defined if
`best_estimator_` is defined (see the documentation for the `refit`
parameter for more details) and that `best_estimator_` exposes
`feature_names_in_` when fit.
.. versionadded:: 1.0
See Also
--------
ParameterGrid : Generates all the combinations of a hyperparameter grid.
train_test_split : Utility function to split the data into a development
set usable for fitting a GridSearchCV instance and an evaluation set
for its final evaluation.
sklearn.metrics.make_scorer : Make a scorer from a performance metric or
loss function.
Notes
-----
The parameters selected are those that maximize the score of the left out
data, unless an explicit score is passed in which case it is used instead.
If `n_jobs` was set to a value higher than one, the data is copied for each
point in the grid (and not `n_jobs` times). This is done for efficiency
reasons if individual jobs take very little time, but may raise errors if
the dataset is large and not enough memory is available. A workaround in
this case is to set `pre_dispatch`. Then, the memory is copied only
`pre_dispatch` many times. A reasonable value for `pre_dispatch` is `2 *
n_jobs`.
"""
_required_parameters = ["estimator", "param_grid"]
_parameter_constraints: dict = {
**BaseSearchCV._parameter_constraints,
"param_grid": [dict, list],
"pop_size": [int],
"mutation_prob": [float],
"crossover_prob": [float],
"n_iter": [Interval(Integral, 1, None, closed="left")],
"random_state": ["random_state"],
"selection_algorithm": [StrOptions({"proportional", "tournament"})],
}
[docs] def __init__(
self,
estimator,
param_distributions,
*,
scoring=None,
n_jobs=None,
refit=True,
cv=None,
verbose=0,
pre_dispatch="2*n_jobs",
random_state=None,
error_score=1e-15,
return_train_score=False,
mutation_prob=0.01,
crossover_prob=0.5,
pop_size=10,
n_iter=10,
selection_algorithm='proportional'
):
super().__init__(
estimator=estimator,
scoring=scoring,
n_jobs=n_jobs,
refit=refit,
cv=cv,
verbose=verbose,
pre_dispatch=pre_dispatch,
error_score=error_score,
return_train_score=return_train_score,
param_distributions=param_distributions,
n_iter=n_iter
)
self.rng = check_random_state(random_state)
self.random_state = random_state
self.mutation_prob = mutation_prob
self.crossover_prob = crossover_prob
self.pop_size = pop_size
self.selection_algorithm = selection_algorithm
# We initialize population with a random sampling of gene distributions
self.population = list(ParameterSampler(
self.param_distributions, pop_size, random_state=self.random_state
))
self._mutator = Mutator(random_state=random_state, param_distributions=param_distributions)
def _cross(self, index):
parent_a = self.population[index]
parent_b = self.population[index + 1]
for i, k in enumerate(self.param_distributions.keys()):
if i % 2 == 0:
swap = parent_a[k]
parent_a[k] = parent_b[k]
parent_b[k] = swap
def crosspopulation(self):
# No need for crossover if we have only one parameter
if len(self.param_distributions.keys()) < 2:
warnings.warn(
"Crossover operation requires at least two parameters to work.",
category=UserWarning,
)
else:
for i in range(0, self.pop_size-1, 2):
self._cross(i)
[docs] def selection(self, results):
"""Select individuals based on their fitness"""
self.population = SELECTION_ALGOS[self.selection_algorithm](results, self.pop_size, self.rng)
def mutation(self):
for i in range(self.pop_size):
if self.rng.random() < self.mutation_prob:
self.population[i] = self._mutator.mutate(self.population[i])
break
def _run_search(self, evaluate_candidates):
"""Search all candidates"""
for _ in range(self.n_iter):
results = evaluate_candidates(self.population)
self.selection(results)
self.mutation()
self.crosspopulation()