scikit-learn/sklearn/model_selection/_validation.py

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Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
"""
The :mod:`sklearn.model_selection._validation` module includes classes and
functions to validate the model.
"""
# Author: Alexandre Gramfort <alexandre.gramfort@inria.fr>,
# Gael Varoquaux <gael.varoquaux@normalesup.org>,
# Olivier Grisel <olivier.grisel@ensta.org>
# License: BSD 3 clause
from __future__ import print_function
from __future__ import division
import warnings
import numbers
import time
import numpy as np
import scipy.sparse as sp
from ..base import is_classifier, clone
from ..utils import indexable, check_random_state, safe_indexing
from ..utils.fixes import astype
from ..utils.validation import _is_arraylike, _num_samples
from ..externals.joblib import Parallel, delayed, logger
from ..metrics.scorer import check_scoring
from ..exceptions import FitFailedWarning
from ._split import KFold
from ._split import LabelKFold
from ._split import LeaveOneLabelOut
from ._split import LeaveOneOut
from ._split import LeavePLabelOut
from ._split import LeavePOut
from ._split import ShuffleSplit
from ._split import LabelShuffleSplit
from ._split import StratifiedKFold
from ._split import StratifiedShuffleSplit
from ._split import PredefinedSplit
from ._split import check_cv, _safe_split
__all__ = ['cross_val_score', 'cross_val_predict', 'permutation_test_score',
'learning_curve', 'validation_curve']
ALL_CVS = {'KFold': KFold,
'LabelKFold': LabelKFold,
'LeaveOneLabelOut': LeaveOneLabelOut,
'LeaveOneOut': LeaveOneOut,
'LeavePLabelOut': LeavePLabelOut,
'LeavePOut': LeavePOut,
'ShuffleSplit': ShuffleSplit,
'LabelShuffleSplit': LabelShuffleSplit,
'StratifiedKFold': StratifiedKFold,
'StratifiedShuffleSplit': StratifiedShuffleSplit,
'PredefinedSplit': PredefinedSplit}
LABEL_CVS = {'LabelKFold': LabelKFold,
'LeaveOneLabelOut': LeaveOneLabelOut,
'LeavePLabelOut': LeavePLabelOut,
'LabelShuffleSplit': LabelShuffleSplit}
def cross_val_score(estimator, X, y=None, labels=None, scoring=None, cv=None,
n_jobs=1, verbose=0, fit_params=None,
pre_dispatch='2*n_jobs'):
"""Evaluate a score by cross-validation
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Read more in the :ref:`User Guide <cross_validation>`.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
Parameters
----------
estimator : estimator object implementing 'fit'
The object to use to fit the data.
X : array-like
The data to fit. Can be, for example a list, or an array at least 2d.
y : array-like, optional, default: None
The target variable to try to predict in the case of
supervised learning.
labels : array-like, with shape (n_samples,), optional
Group labels for the samples used while splitting the dataset into
train/test set.
scoring : string, callable or None, optional, default: None
A string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.
cv : int, cross-validation generator or an iterable, optional
Determines the cross-validation splitting strategy.
Possible inputs for cv are:
- None, to use the default 3-fold cross validation,
- integer, to specify the number of folds in a `(Stratified)KFold`,
- An object to be used as a cross-validation generator.
- An iterable yielding train, test splits.
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For integer/None inputs, if the estimator is a classifier and ``y`` is
either binary or multiclass, :class:`StratifiedKFold` used. In all
other cases, :class:`KFold` is used.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
2015-11-16 07:03:52 +08:00
Refer :ref:`User Guide <cross_validation>` for the various
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
cross-validation strategies that can be used here.
n_jobs : integer, optional
The number of CPUs to use to do the computation. -1 means
'all CPUs'.
verbose : integer, optional
The verbosity level.
fit_params : dict, optional
Parameters to pass to the fit method of the estimator.
pre_dispatch : int, or string, optional
Controls the number of jobs that get dispatched during parallel
execution. Reducing this number can be useful to avoid an
explosion of memory consumption when more jobs get dispatched
than CPUs can process. This parameter can be:
- None, in which case all the jobs are 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 string, giving an expression as a function of n_jobs,
as in '2*n_jobs'
Returns
-------
scores : array of float, shape=(len(list(cv)),)
Array of scores of the estimator for each run of the cross validation.
See Also
---------
:func:`sklearn.metrics.make_scorer`:
Make a scorer from a performance metric or loss function.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
"""
X, y, labels = indexable(X, y, labels)
cv = check_cv(cv, y, classifier=is_classifier(estimator))
scorer = check_scoring(estimator, scoring=scoring)
# We clone the estimator to make sure that all the folds are
# independent, and that it is pickle-able.
parallel = Parallel(n_jobs=n_jobs, verbose=verbose,
pre_dispatch=pre_dispatch)
scores = parallel(delayed(_fit_and_score)(clone(estimator), X, y, scorer,
train, test, verbose, None,
fit_params)
for train, test in cv.split(X, y, labels))
return np.array(scores)[:, 0]
def _fit_and_score(estimator, X, y, scorer, train, test, verbose,
parameters, fit_params, return_train_score=False,
return_parameters=False, error_score='raise'):
"""Fit estimator and compute scores for a given dataset split.
Parameters
----------
estimator : estimator object implementing 'fit'
The object to use to fit the data.
X : array-like of shape at least 2D
The data to fit.
y : array-like, optional, default: None
The target variable to try to predict in the case of
supervised learning.
scorer : callable
A scorer callable object / function with signature
``scorer(estimator, X, y)``.
train : array-like, shape (n_train_samples,)
Indices of training samples.
test : array-like, shape (n_test_samples,)
Indices of test samples.
verbose : integer
The verbosity level.
error_score : 'raise' (default) or numeric
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.
parameters : dict or None
Parameters to be set on the estimator.
fit_params : dict or None
Parameters that will be passed to ``estimator.fit``.
return_train_score : boolean, optional, default: False
Compute and return score on training set.
return_parameters : boolean, optional, default: False
Return parameters that has been used for the estimator.
Returns
-------
train_score : float, optional
Score on training set, returned only if `return_train_score` is `True`.
test_score : float
Score on test set.
n_test_samples : int
Number of test samples.
scoring_time : float
Time spent for fitting and scoring in seconds.
parameters : dict or None, optional
The parameters that have been evaluated.
"""
if verbose > 1:
if parameters is None:
msg = "no parameters to be set"
else:
msg = '%s' % (', '.join('%s=%s' % (k, v)
for k, v in parameters.items()))
print("[CV] %s %s" % (msg, (64 - len(msg)) * '.'))
# Adjust length of sample weights
fit_params = fit_params if fit_params is not None else {}
fit_params = dict([(k, _index_param_value(X, v, train))
for k, v in fit_params.items()])
if parameters is not None:
estimator.set_params(**parameters)
start_time = time.time()
X_train, y_train = _safe_split(estimator, X, y, train)
X_test, y_test = _safe_split(estimator, X, y, test, train)
try:
if y_train is None:
estimator.fit(X_train, **fit_params)
else:
estimator.fit(X_train, y_train, **fit_params)
except Exception as e:
if error_score == 'raise':
raise
elif isinstance(error_score, numbers.Number):
test_score = error_score
if return_train_score:
train_score = error_score
warnings.warn("Classifier fit failed. The score on this train-test"
" partition for these parameters will be set to %f. "
"Details: \n%r" % (error_score, e), FitFailedWarning)
else:
raise ValueError("error_score must be the string 'raise' or a"
" numeric value. (Hint: if using 'raise', please"
" make sure that it has been spelled correctly.)")
else:
test_score = _score(estimator, X_test, y_test, scorer)
if return_train_score:
train_score = _score(estimator, X_train, y_train, scorer)
scoring_time = time.time() - start_time
if verbose > 2:
msg += ", score=%f" % test_score
if verbose > 1:
end_msg = "%s -%s" % (msg, logger.short_format_time(scoring_time))
print("[CV] %s %s" % ((64 - len(end_msg)) * '.', end_msg))
ret = [train_score] if return_train_score else []
ret.extend([test_score, _num_samples(X_test), scoring_time])
if return_parameters:
ret.append(parameters)
return ret
def _score(estimator, X_test, y_test, scorer):
"""Compute the score of an estimator on a given test set."""
if y_test is None:
score = scorer(estimator, X_test)
else:
score = scorer(estimator, X_test, y_test)
if not isinstance(score, numbers.Number):
raise ValueError("scoring must return a number, got %s (%s) instead."
% (str(score), type(score)))
return score
def cross_val_predict(estimator, X, y=None, labels=None, cv=None, n_jobs=1,
verbose=0, fit_params=None, pre_dispatch='2*n_jobs'):
"""Generate cross-validated estimates for each input data point
2015-11-04 01:23:23 +08:00
Read more in the :ref:`User Guide <cross_validation>`.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
Parameters
----------
estimator : estimator object implementing 'fit' and 'predict'
The object to use to fit the data.
X : array-like
The data to fit. Can be, for example a list, or an array at least 2d.
y : array-like, optional, default: None
The target variable to try to predict in the case of
supervised learning.
labels : array-like, with shape (n_samples,), optional
Group labels for the samples used while splitting the dataset into
train/test set.
cv : int, cross-validation generator or an iterable, optional
Determines the cross-validation splitting strategy.
Possible inputs for cv are:
- None, to use the default 3-fold cross validation,
- integer, to specify the number of folds in a `(Stratified)KFold`,
- An object to be used as a cross-validation generator.
- An iterable yielding train, test splits.
2015-11-16 07:03:52 +08:00
For integer/None inputs, if the estimator is a classifier and ``y`` is
either binary or multiclass, :class:`StratifiedKFold` used. In all
other cases, :class:`KFold` is used.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
2015-11-16 07:03:52 +08:00
Refer :ref:`User Guide <cross_validation>` for the various
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
cross-validation strategies that can be used here.
n_jobs : integer, optional
The number of CPUs to use to do the computation. -1 means
'all CPUs'.
verbose : integer, optional
The verbosity level.
fit_params : dict, optional
Parameters to pass to the fit method of the estimator.
pre_dispatch : int, or string, optional
Controls the number of jobs that get dispatched during parallel
execution. Reducing this number can be useful to avoid an
explosion of memory consumption when more jobs get dispatched
than CPUs can process. This parameter can be:
- None, in which case all the jobs are 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 string, giving an expression as a function of n_jobs,
as in '2*n_jobs'
Returns
-------
predictions : ndarray
This is the result of calling 'predict'
"""
X, y, labels = indexable(X, y, labels)
cv = check_cv(cv, y, classifier=is_classifier(estimator))
# We clone the estimator to make sure that all the folds are
# independent, and that it is pickle-able.
parallel = Parallel(n_jobs=n_jobs, verbose=verbose,
pre_dispatch=pre_dispatch)
prediction_blocks = parallel(delayed(_fit_and_predict)(
clone(estimator), X, y, train, test, verbose, fit_params)
for train, test in cv.split(X, y, labels))
# Concatenate the predictions
predictions = [pred_block_i for pred_block_i, _ in prediction_blocks]
test_indices = np.concatenate([indices_i
for _, indices_i in prediction_blocks])
if not _check_is_permutation(test_indices, _num_samples(X)):
raise ValueError('cross_val_predict only works for partitions')
inv_test_indices = np.empty(len(test_indices), dtype=int)
inv_test_indices[test_indices] = np.arange(len(test_indices))
# Check for sparse predictions
if sp.issparse(predictions[0]):
predictions = sp.vstack(predictions, format=predictions[0].format)
else:
predictions = np.concatenate(predictions)
return predictions[inv_test_indices]
def _fit_and_predict(estimator, X, y, train, test, verbose, fit_params):
"""Fit estimator and predict values for a given dataset split.
2015-11-04 01:23:23 +08:00
Read more in the :ref:`User Guide <cross_validation>`.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
Parameters
----------
estimator : estimator object implementing 'fit' and 'predict'
The object to use to fit the data.
X : array-like of shape at least 2D
The data to fit.
y : array-like, optional, default: None
The target variable to try to predict in the case of
supervised learning.
train : array-like, shape (n_train_samples,)
Indices of training samples.
test : array-like, shape (n_test_samples,)
Indices of test samples.
verbose : integer
The verbosity level.
fit_params : dict or None
Parameters that will be passed to ``estimator.fit``.
Returns
-------
predictions : sequence
Result of calling 'estimator.predict'
test : array-like
This is the value of the test parameter
"""
# Adjust length of sample weights
fit_params = fit_params if fit_params is not None else {}
fit_params = dict([(k, _index_param_value(X, v, train))
for k, v in fit_params.items()])
X_train, y_train = _safe_split(estimator, X, y, train)
X_test, _ = _safe_split(estimator, X, y, test, train)
if y_train is None:
estimator.fit(X_train, **fit_params)
else:
estimator.fit(X_train, y_train, **fit_params)
predictions = estimator.predict(X_test)
return predictions, test
def _check_is_permutation(indices, n_samples):
"""Check whether indices is a reordering of the array np.arange(n_samples)
Parameters
----------
indices : ndarray
integer array to test
n_samples : int
number of expected elements
Returns
-------
is_partition : bool
True iff sorted(locs) is range(n)
"""
if len(indices) != n_samples:
return False
hit = np.zeros(n_samples, bool)
hit[indices] = True
if not np.all(hit):
return False
return True
def _index_param_value(X, v, indices):
"""Private helper function for parameter value indexing."""
if not _is_arraylike(v) or _num_samples(v) != _num_samples(X):
# pass through: skip indexing
return v
if sp.issparse(v):
v = v.tocsr()
return safe_indexing(v, indices)
def permutation_test_score(estimator, X, y, labels=None, cv=None,
n_permutations=100, n_jobs=1, random_state=0,
verbose=0, scoring=None):
"""Evaluate the significance of a cross-validated score with permutations
2015-11-04 01:23:23 +08:00
Read more in the :ref:`User Guide <cross_validation>`.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
Parameters
----------
estimator : estimator object implementing 'fit'
The object to use to fit the data.
X : array-like of shape at least 2D
The data to fit.
y : array-like
The target variable to try to predict in the case of
supervised learning.
labels : array-like, with shape (n_samples,), optional
Group labels for the samples used while splitting the dataset into
train/test set.
scoring : string, callable or None, optional, default: None
A string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.
cv : int, cross-validation generator or an iterable, optional
Determines the cross-validation splitting strategy.
Possible inputs for cv are:
- None, to use the default 3-fold cross validation,
- integer, to specify the number of folds in a `(Stratified)KFold`,
- An object to be used as a cross-validation generator.
- An iterable yielding train, test splits.
2015-11-16 07:03:52 +08:00
For integer/None inputs, if the estimator is a classifier and ``y`` is
either binary or multiclass, :class:`StratifiedKFold` used. In all
other cases, :class:`KFold` is used.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
2015-11-16 07:03:52 +08:00
Refer :ref:`User Guide <cross_validation>` for the various
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
cross-validation strategies that can be used here.
n_permutations : integer, optional
Number of times to permute ``y``.
n_jobs : integer, optional
The number of CPUs to use to do the computation. -1 means
'all CPUs'.
random_state : RandomState or an int seed (0 by default)
A random number generator instance to define the state of the
random permutations generator.
verbose : integer, optional
The verbosity level.
Returns
-------
score : float
The true score without permuting targets.
permutation_scores : array, shape (n_permutations,)
The scores obtained for each permutations.
pvalue : float
The returned value equals p-value if `scoring` returns bigger
numbers for better scores (e.g., accuracy_score). If `scoring` is
rather a loss function (i.e. when lower is better such as with
`mean_squared_error`) then this is actually the complement of the
p-value: 1 - p-value.
Notes
-----
This function implements Test 1 in:
Ojala and Garriga. Permutation Tests for Studying Classifier
Performance. The Journal of Machine Learning Research (2010)
vol. 11
"""
X, y, labels = indexable(X, y, labels)
cv = check_cv(cv, y, classifier=is_classifier(estimator))
scorer = check_scoring(estimator, scoring=scoring)
random_state = check_random_state(random_state)
# We clone the estimator to make sure that all the folds are
# independent, and that it is pickle-able.
score = _permutation_test_score(clone(estimator), X, y, labels, cv, scorer)
permutation_scores = Parallel(n_jobs=n_jobs, verbose=verbose)(
delayed(_permutation_test_score)(
clone(estimator), X, _shuffle(y, labels, random_state),
labels, cv, scorer)
for _ in range(n_permutations))
permutation_scores = np.array(permutation_scores)
pvalue = (np.sum(permutation_scores >= score) + 1.0) / (n_permutations + 1)
return score, permutation_scores, pvalue
permutation_test_score.__test__ = False # to avoid a pb with nosetests
def _permutation_test_score(estimator, X, y, labels, cv, scorer):
"""Auxiliary function for permutation_test_score"""
avg_score = []
for train, test in cv.split(X, y, labels):
estimator.fit(X[train], y[train])
avg_score.append(scorer(estimator, X[test], y[test]))
return np.mean(avg_score)
def _shuffle(y, labels, random_state):
"""Return a shuffled copy of y eventually shuffle among same labels."""
if labels is None:
indices = random_state.permutation(len(y))
else:
indices = np.arange(len(labels))
for label in np.unique(labels):
this_mask = (labels == label)
indices[this_mask] = random_state.permutation(indices[this_mask])
return y[indices]
def learning_curve(estimator, X, y, labels=None,
train_sizes=np.linspace(0.1, 1.0, 5), cv=None, scoring=None,
exploit_incremental_learning=False, n_jobs=1,
pre_dispatch="all", verbose=0):
"""Learning curve.
Determines cross-validated training and test scores for different training
set sizes.
A cross-validation generator splits the whole dataset k times in training
and test data. Subsets of the training set with varying sizes will be used
to train the estimator and a score for each training subset size and the
test set will be computed. Afterwards, the scores will be averaged over
all k runs for each training subset size.
2015-11-04 01:23:23 +08:00
Read more in the :ref:`User Guide <learning_curve>`.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
Parameters
----------
estimator : object type that implements the "fit" and "predict" methods
An object of that type which is cloned for each validation.
X : array-like, shape (n_samples, n_features)
Training vector, where n_samples is the number of samples and
n_features is the number of features.
y : array-like, shape (n_samples) or (n_samples, n_features), optional
Target relative to X for classification or regression;
None for unsupervised learning.
labels : array-like, with shape (n_samples,), optional
Group labels for the samples used while splitting the dataset into
train/test set.
train_sizes : array-like, shape (n_ticks,), dtype float or int
Relative or absolute numbers of training examples that will be used to
generate the learning curve. If the dtype is float, it is regarded as a
fraction of the maximum size of the training set (that is determined
by the selected validation method), i.e. it has to be within (0, 1].
Otherwise it is interpreted as absolute sizes of the training sets.
Note that for classification the number of samples usually have to
be big enough to contain at least one sample from each class.
(default: np.linspace(0.1, 1.0, 5))
cv : int, cross-validation generator or an iterable, optional
Determines the cross-validation splitting strategy.
Possible inputs for cv are:
- None, to use the default 3-fold cross validation,
- integer, to specify the number of folds in a `(Stratified)KFold`,
- An object to be used as a cross-validation generator.
- An iterable yielding train, test splits.
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For integer/None inputs, if the estimator is a classifier and ``y`` is
either binary or multiclass, :class:`StratifiedKFold` used. In all
other cases, :class:`KFold` is used.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
2015-11-16 07:03:52 +08:00
Refer :ref:`User Guide <cross_validation>` for the various
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
cross-validation strategies that can be used here.
scoring : string, callable or None, optional, default: None
A string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.
exploit_incremental_learning : boolean, optional, default: False
If the estimator supports incremental learning, this will be
used to speed up fitting for different training set sizes.
n_jobs : integer, optional
Number of jobs to run in parallel (default 1).
pre_dispatch : integer or string, optional
Number of predispatched jobs for parallel execution (default is
all). The option can reduce the allocated memory. The string can
be an expression like '2*n_jobs'.
verbose : integer, optional
Controls the verbosity: the higher, the more messages.
Returns
-------
train_sizes_abs : array, shape = (n_unique_ticks,), dtype int
Numbers of training examples that has been used to generate the
learning curve. Note that the number of ticks might be less
than n_ticks because duplicate entries will be removed.
train_scores : array, shape (n_ticks, n_cv_folds)
Scores on training sets.
test_scores : array, shape (n_ticks, n_cv_folds)
Scores on test set.
Notes
-----
See :ref:`examples/model_selection/plot_learning_curve.py
<example_model_selection_plot_learning_curve.py>`
"""
if exploit_incremental_learning and not hasattr(estimator, "partial_fit"):
raise ValueError("An estimator must support the partial_fit interface "
"to exploit incremental learning")
X, y, labels = indexable(X, y, labels)
cv = check_cv(cv, y, classifier=is_classifier(estimator))
cv_iter = cv.split(X, y, labels)
# Make a list since we will be iterating multiple times over the folds
cv_iter = list(cv_iter)
scorer = check_scoring(estimator, scoring=scoring)
n_max_training_samples = len(cv_iter[0][0])
# Because the lengths of folds can be significantly different, it is
# not guaranteed that we use all of the available training data when we
# use the first 'n_max_training_samples' samples.
train_sizes_abs = _translate_train_sizes(train_sizes,
n_max_training_samples)
n_unique_ticks = train_sizes_abs.shape[0]
if verbose > 0:
print("[learning_curve] Training set sizes: " + str(train_sizes_abs))
parallel = Parallel(n_jobs=n_jobs, pre_dispatch=pre_dispatch,
verbose=verbose)
if exploit_incremental_learning:
classes = np.unique(y) if is_classifier(estimator) else None
out = parallel(delayed(_incremental_fit_estimator)(
clone(estimator), X, y, classes, train, test, train_sizes_abs,
scorer, verbose) for train, test in cv.split(X, y, labels))
else:
out = parallel(delayed(_fit_and_score)(
clone(estimator), X, y, scorer, train[:n_train_samples], test,
verbose, parameters=None, fit_params=None, return_train_score=True)
for train, test in cv_iter
for n_train_samples in train_sizes_abs)
out = np.array(out)[:, :2]
n_cv_folds = out.shape[0] // n_unique_ticks
out = out.reshape(n_cv_folds, n_unique_ticks, 2)
out = np.asarray(out).transpose((2, 1, 0))
return train_sizes_abs, out[0], out[1]
def _translate_train_sizes(train_sizes, n_max_training_samples):
"""Determine absolute sizes of training subsets and validate 'train_sizes'.
Examples:
_translate_train_sizes([0.5, 1.0], 10) -> [5, 10]
_translate_train_sizes([5, 10], 10) -> [5, 10]
Parameters
----------
train_sizes : array-like, shape (n_ticks,), dtype float or int
Numbers of training examples that will be used to generate the
learning curve. If the dtype is float, it is regarded as a
fraction of 'n_max_training_samples', i.e. it has to be within (0, 1].
n_max_training_samples : int
Maximum number of training samples (upper bound of 'train_sizes').
Returns
-------
train_sizes_abs : array, shape (n_unique_ticks,), dtype int
Numbers of training examples that will be used to generate the
learning curve. Note that the number of ticks might be less
than n_ticks because duplicate entries will be removed.
"""
train_sizes_abs = np.asarray(train_sizes)
n_ticks = train_sizes_abs.shape[0]
n_min_required_samples = np.min(train_sizes_abs)
n_max_required_samples = np.max(train_sizes_abs)
if np.issubdtype(train_sizes_abs.dtype, np.float):
if n_min_required_samples <= 0.0 or n_max_required_samples > 1.0:
raise ValueError("train_sizes has been interpreted as fractions "
"of the maximum number of training samples and "
"must be within (0, 1], but is within [%f, %f]."
% (n_min_required_samples,
n_max_required_samples))
train_sizes_abs = astype(train_sizes_abs * n_max_training_samples,
dtype=np.int, copy=False)
train_sizes_abs = np.clip(train_sizes_abs, 1,
n_max_training_samples)
else:
if (n_min_required_samples <= 0 or
n_max_required_samples > n_max_training_samples):
raise ValueError("train_sizes has been interpreted as absolute "
"numbers of training samples and must be within "
"(0, %d], but is within [%d, %d]."
% (n_max_training_samples,
n_min_required_samples,
n_max_required_samples))
train_sizes_abs = np.unique(train_sizes_abs)
if n_ticks > train_sizes_abs.shape[0]:
warnings.warn("Removed duplicate entries from 'train_sizes'. Number "
"of ticks will be less than than the size of "
"'train_sizes' %d instead of %d)."
% (train_sizes_abs.shape[0], n_ticks), RuntimeWarning)
return train_sizes_abs
def _incremental_fit_estimator(estimator, X, y, classes, train, test,
train_sizes, scorer, verbose):
"""Train estimator on training subsets incrementally and compute scores."""
train_scores, test_scores = [], []
partitions = zip(train_sizes, np.split(train, train_sizes)[:-1])
for n_train_samples, partial_train in partitions:
train_subset = train[:n_train_samples]
X_train, y_train = _safe_split(estimator, X, y, train_subset)
X_partial_train, y_partial_train = _safe_split(estimator, X, y,
partial_train)
X_test, y_test = _safe_split(estimator, X, y, test, train_subset)
if y_partial_train is None:
estimator.partial_fit(X_partial_train, classes=classes)
else:
estimator.partial_fit(X_partial_train, y_partial_train,
classes=classes)
train_scores.append(_score(estimator, X_train, y_train, scorer))
test_scores.append(_score(estimator, X_test, y_test, scorer))
return np.array((train_scores, test_scores)).T
def validation_curve(estimator, X, y, param_name, param_range, labels=None,
cv=None, scoring=None, n_jobs=1, pre_dispatch="all",
verbose=0):
"""Validation curve.
Determine training and test scores for varying parameter values.
Compute scores for an estimator with different values of a specified
parameter. This is similar to grid search with one parameter. However, this
will also compute training scores and is merely a utility for plotting the
results.
2015-11-04 01:23:23 +08:00
Read more in the :ref:`User Guide <learning_curve>`.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
Parameters
----------
estimator : object type that implements the "fit" and "predict" methods
An object of that type which is cloned for each validation.
X : array-like, shape (n_samples, n_features)
Training vector, where n_samples is the number of samples and
n_features is the number of features.
y : array-like, shape (n_samples) or (n_samples, n_features), optional
Target relative to X for classification or regression;
None for unsupervised learning.
param_name : string
Name of the parameter that will be varied.
param_range : array-like, shape (n_values,)
The values of the parameter that will be evaluated.
labels : array-like, with shape (n_samples,), optional
Group labels for the samples used while splitting the dataset into
train/test set.
cv : int, cross-validation generator or an iterable, optional
Determines the cross-validation splitting strategy.
Possible inputs for cv are:
- None, to use the default 3-fold cross validation,
- integer, to specify the number of folds in a `(Stratified)KFold`,
- An object to be used as a cross-validation generator.
- An iterable yielding train, test splits.
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For integer/None inputs, if the estimator is a classifier and ``y`` is
either binary or multiclass, :class:`StratifiedKFold` used. In all
other cases, :class:`KFold` is used.
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
2015-11-16 07:03:52 +08:00
Refer :ref:`User Guide <cross_validation>` for the various
Main Commits - Major -------------------- * ENH Reogranize classes/fn from grid_search into search.py * ENH Reogranize classes/fn from cross_validation into split.py * ENH Reogranize cls/fn from cross_validation/learning_curve into validate.py * MAINT Merge _check_cv into check_cv inside the model_selection module * MAINT Update all the imports to point to the model_selection module * FIX use iter_cv to iterate throught the new style/old style cv objs * TST Add tests for the new model_selection members * ENH Wrap the old-style cv obj/iterables instead of using iter_cv * ENH Use scipy's binomial coefficient function comb for calucation of nCk * ENH Few enhancements to the split module * ENH Improve check_cv input validation and docstring * MAINT _get_test_folds(X, y, labels) --> _get_test_folds(labels) * TST if 1d arrays for X introduce any errors * ENH use 1d X arrays for all tests; * ENH X_10 --> X (global var) Minor ----- * ENH _PartitionIterator --> _BaseCrossValidator; * ENH CVIterator --> CVIterableWrapper * TST Import the old SKF locally * FIX/TST Clean up the split module's tests. * DOC Improve documentation of the cv parameter * COSMIT consistently hyphenate cross-validation/cross-validator * TST Calculate n_samples from X * COSMIT Use separate lines for each import. * COSMIT cross_validation_generator --> cross_validator Commits merged manually ----------------------- * FIX Document the random_state attribute in RandomSearchCV * MAINT Use check_cv instead of _check_cv * ENH refactor OVO decision function, use it in SVC for sklearn-like decision_function shape * FIX avoid memory cost when sampling from large parameter grids ENH Major to Minor incremental enhancements to the model_selection Squashed commit messages - (For reference) Major ----- * ENH p --> n_labels * FIX *ShuffleSplit: all float/invalid type errors at init and int error at split * FIX make PredefinedSplit accept test_folds in constructor; Cleanup docstrings * ENH+TST KFold: make rng to be generated at every split call for reproducibility * FIX/MAINT KFold: make shuffle a public attr * FIX Make CVIterableWrapper private. * FIX reuse len_cv instead of recalculating it * FIX Prevent adding *SearchCV estimators from the old grid_search module * re-FIX In all_estimators: the sorting to use only the 1st item (name) To avoid collision between the old and the new GridSearch classes. * FIX test_validate.py: Use 2D X (1D X is being detected as a single sample) * MAINT validate.py --> validation.py * MAINT make the submodules private * MAINT Support old cv/gs/lc until 0.19 * FIX/MAINT n_splits --> get_n_splits * FIX/TST test_logistic.py/test_ovr_multinomial_iris: pass predefined folds as an iterable * MAINT expose BaseCrossValidator * Update the model_selection module with changes from master - From #5161 - - MAINT remove redundant p variable - - Add check for sparse prediction in cross_val_predict - From #5201 - DOC improve random_state param doc - From #5190 - LabelKFold and test - From #4583 - LabelShuffleSplit and tests - From #5300 - shuffle the `labels` not the `indxs` in LabelKFold + tests - From #5378 - Make the GridSearchCV docs more accurate. - From #5458 - Remove shuffle from LabelKFold - From #5466(#4270) - Gaussian Process by Jan Metzen - From #4826 - Move custom error / warnings into sklearn.exception Minor ----- * ENH Make the KFold shuffling test stronger * FIX/DOC Use the higher level model_selection module as ref * DOC in check_cv "y : array-like, optional" * DOC a supervised learning problem --> supervised learning problems * DOC cross-validators --> cross-validation strategies * DOC Correct Olivier Grisel's name ;) * MINOR/FIX cv_indices --> kfold * FIX/DOC Align the 'See also' section of the new KFold, LeaveOneOut * TST/FIX imports on separate lines * FIX use __class__ instead of classmethod * TST/FIX import directly from model_selection * COSMIT Relocate the random_state documentation * COSMIT remove pass * MAINT Remove deprecation warnings from old tests * FIX correct import at test_split * FIX/MAINT Move P_sparse, X, y defns to top; rm unused W_sparse, X_sparse * FIX random state to avoid doctest failure * TST n_splits and split wrapping of _CVIterableWrapper * FIX/MAINT Use multilabel indicator matrix directly * TST/DOC clarify why we conflate classes 0 and 1 * DOC add comment that this was taken from BaseEstimator * FIX use of labels is not needed in stratified k fold * Fix cross_validation reference * Fix the labels param doc FIX/DOC/MAINT Addressing the review comments by Arnaud and Andy COSMIT Sort the members alphabetically COSMIT len_cv --> n_splits COSMIT Merge 2 if; FIX Use kwargs DOC Add my name to the authors :D DOC make labels parameter consistent FIX Remove hack for boolean indices; + COSMIT idx --> indices; DOC Add Returns COSMIT preds --> predictions DOC Add Returns and neatly arrange X, y, labels FIX idx(s)/ind(s)--> indice(s) COSMIT Merge if and else to elif COSMIT n --> n_samples COSMIT Use bincount only once COSMIT cls --> class_i / class_i (ith class indices) --> perm_indices_class_i FIX/ENH/TST Addressing the final reviews COSMIT c --> count FIX/TST make check_cv raise ValueError for string cv value TST nested cv (gs inside cross_val_score) works for diff cvs FIX/ENH Raise ValueError when labels is None for label based cvs; TST if labels is being passed correctly to the cv and that the ValueError is being propagated to the cross_val_score/predict and grid search FIX pass labels to cross_val_score FIX use make_classification DOC Add Returns; COSMIT Remove scaffolding TST add a test to check the _build_repr helper REVERT the old GS/RS should also be tested by the common tests. ENH Add a tuple of all/label based CVS FIX raise VE even at get_n_splits if labels is None FIX Fabian's comments PEP8
2015-06-05 03:45:10 +08:00
cross-validation strategies that can be used here.
scoring : string, callable or None, optional, default: None
A string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.
n_jobs : integer, optional
Number of jobs to run in parallel (default 1).
pre_dispatch : integer or string, optional
Number of predispatched jobs for parallel execution (default is
all). The option can reduce the allocated memory. The string can
be an expression like '2*n_jobs'.
verbose : integer, optional
Controls the verbosity: the higher, the more messages.
Returns
-------
train_scores : array, shape (n_ticks, n_cv_folds)
Scores on training sets.
test_scores : array, shape (n_ticks, n_cv_folds)
Scores on test set.
Notes
-----
See
:ref:`examples/model_selection/plot_validation_curve.py
<example_model_selection_plot_validation_curve.py>`
"""
X, y, labels = indexable(X, y, labels)
cv = check_cv(cv, y, classifier=is_classifier(estimator))
scorer = check_scoring(estimator, scoring=scoring)
parallel = Parallel(n_jobs=n_jobs, pre_dispatch=pre_dispatch,
verbose=verbose)
out = parallel(delayed(_fit_and_score)(
estimator, X, y, scorer, train, test, verbose,
parameters={param_name: v}, fit_params=None, return_train_score=True)
for train, test in cv.split(X, y, labels) for v in param_range)
out = np.asarray(out)[:, :2]
n_params = len(param_range)
n_cv_folds = out.shape[0] // n_params
out = out.reshape(n_cv_folds, n_params, 2).transpose((2, 1, 0))
return out[0], out[1]