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