TSCGridSearchCV#
- class TSCGridSearchCV(estimator, param_grid, scoring=None, n_jobs=None, refit=True, cv=None, verbose=0, pre_dispatch='2*n_jobs', error_score=nan, return_train_score=False, tune_by_variable=False)[source]#
Exhaustive search over specified parameter values for an estimator.
Adapts sklearn GridSearchCV for sktime time series classifiers
Optimizes hyper-parameters of
estimators
by exhaustive grid search.- Parameters:
- estimatorestimator object
This is assumed to implement the scikit-learn estimator interface. Either estimator needs to provide a
score
function, orscoring
must be passed.- param_griddict or list of dictionaries
Dictionary with parameters names (
str
) as keys and lists of parameter settings to try as values, or a list of such dictionaries, in which case the grids spanned by each dictionary in the list are explored. This enables searching over any sequence of parameter settings.- scoringstr, callable, list, tuple or dict, default=None
Strategy to evaluate the performance of the cross-validated model on the test set.
If scoring represents a single score, one can use:
a single string (see The scoring parameter: defining model evaluation rules);
a callable (see scoring) that returns a single value.
If scoring represents multiple scores, one can use:
a list or tuple of unique strings;
a callable returning a dictionary where the keys are the metric names and the values are the metric scores;
a dictionary with metric names as keys and callables a values.
- n_jobsint, default=None
Number of jobs to run in parallel.
None
means 1 unless in ajoblib.parallel_backend
context.-1
means using all processors. See Glossary for more details.- refitbool, str, or callable, default=True
Refit an estimator using the best found parameters on the whole dataset. If
False
, thepredict
andpredict_proba
will not work.For multiple metric evaluation, this needs to be a
str
denoting the scorer that would be used to find the best parameters for refitting the estimator at the end.Where there are considerations other than maximum score in choosing a best estimator,
refit
can be set to a function which returns the selectedbest_index_
givencv_results_
. In that case, thebest_estimator_
andbest_params_
will be set according to the returnedbest_index_
while thebest_score_
attribute will not be available.The refitted estimator is made available at the
best_estimator_
attribute and permits usingpredict
directly on thisGridSearchCV
instance.Also for multiple metric evaluation, the attributes
best_index_
,best_score_
andbest_params_
will only be available ifrefit
is set and all of them will be determined w.r.t this specific scorer.See
scoring
parameter to know more about multiple metric evaluation.- cvint, cross-validation generator or an iterable, default=None
Determines the cross-validation splitting strategy. Possible inputs for cv are:
None, to use the default 5-fold cross validation,
integer, to specify the number of folds in a
(Stratified)KFold
,An iterable yielding (train, test) splits as arrays of indices.
For integer/None inputs, if the estimator is a classifier and
y
is either binary or multiclass,StratifiedKFold
is used. In all other cases,KFold
is used. These splitters are instantiated withshuffle=False
so the splits will be the same across calls.Refer User Guide for the various cross-validation strategies that can be used here.
- verboseint
Controls the verbosity: the higher, the more messages.
>1 : the computation time for each fold and parameter candidate is displayed;
>2 : the score is also displayed;
>3 : the fold and candidate parameter indexes are also displayed together with the starting time of the computation.
- pre_dispatchint, or str, default=’2*n_jobs’
Controls the number of jobs that get dispatched during parallel execution. Reducing this number can be useful to avoid an explosion of memory consumption when more jobs get dispatched than CPUs can process. This parameter can be:
None, in which case all the jobs are immediately created and spawned. Use this for lightweight and fast-running jobs, to avoid delays due to on-demand spawning of the jobs
An int, giving the exact number of total jobs that are spawned
A str, giving an expression as a function of n_jobs, as in ‘2*n_jobs’
- error_score‘raise’ or numeric, default=np.nan
Value to assign to the score if an error occurs in estimator fitting. If set to ‘raise’, the error is raised. If a numeric value is given, FitFailedWarning is raised. This parameter does not affect the refit step, which will always raise the error.
- return_train_scorebool, default=False
If
False
, thecv_results_
attribute will not include training scores. Computing training scores is used to get insights on how different parameter settings impact the overfitting/underfitting trade-off. However computing the scores on the training set can be computationally expensive and is not strictly required to select the parameters that yield the best generalization performance.- tune_by_variablebool, optional (default=False)
Whether to tune parameter by each time series variable separately, in case of multivariate data passed to the tuning estimator. Only applies if time series passed are strictly multivariate. If True, clones of the estimator will be fit to each variable separately, and are available in fields of the classifiers_ attribute. Has the same effect as applying ColumnEnsembleClassifier wrapper to self. If False, the same best parameter is selected for all variables.
- Attributes:
- cv_results_dict of numpy (masked) ndarrays
A dict with keys as column headers and values as columns, that can be imported into a pandas
DataFrame
.For multi-metric evaluation, the scores for all the scorers are available in the
cv_results_
dict at the keys ending with that scorer’s name ('_<scorer_name>'
) instead of'_score'
shown above. (‘split0_test_precision’, ‘mean_train_precision’ etc.)- best_estimator_estimator
Estimator that was chosen by the search, i.e. estimator which gave highest score (or smallest loss if specified) on the left out data. Not available if
refit=False
.See
refit
parameter for more information on allowed values.- best_score_float
Mean cross-validated score of the best_estimator
For multi-metric evaluation, this is present only if
refit
is specified.This attribute is not available if
refit
is a function.- best_params_dict
Parameter setting that gave the best results on the hold out data.
For multi-metric evaluation, this is present only if
refit
is specified.- best_index_int
The index (of the
cv_results_
arrays) which corresponds to the best candidate parameter setting.The dict at
search.cv_results_['params'][search.best_index_]
gives the parameter setting for the best model, that gives the highest mean score (search.best_score_
).For multi-metric evaluation, this is present only if
refit
is specified.- scorer_function or a dict
Scorer function used on the held out data to choose the best parameters for the model.
For multi-metric evaluation, this attribute holds the validated
scoring
dict which maps the scorer key to the scorer callable.- n_splits_int
The number of cross-validation splits (folds/iterations).
- refit_time_float
Seconds used for refitting the best model on the whole dataset.
This is present only if
refit
is not False.- multimetric_bool
Whether or not the scorers compute several metrics.
- classes_ndarray of shape (n_classes,)
The classes labels. This is present only if
refit
is specified and the underlying estimator is a classifier.- n_features_in_int
Number of features seen during fit. Only defined if
best_estimator_
is defined (see the documentation for therefit
parameter for more details) and thatbest_estimator_
exposesn_features_in_
when fit.- feature_names_in_ndarray of shape (
n_features_in_
,) Names of features seen during fit. Only defined if
best_estimator_
is defined (see the documentation for therefit
parameter for more details) and thatbest_estimator_
exposesfeature_names_in_
when fit.
See also
ParameterGrid
Generates all the combinations of a hyperparameter grid.
train_test_split
Utility function to split the data into a development set usable for fitting a GridSearchCV instance and an evaluation set for its final evaluation.
sklearn.metrics.make_scorer
Make a scorer from a performance metric or loss function.
Methods
check_is_fitted
([method_name])Check if the estimator has been fitted.
clone
()Obtain a clone of the object with same hyper-parameters and config.
clone_tags
(estimator[, tag_names])Clone tags from another object as dynamic override.
create_test_instance
([parameter_set])Construct an instance of the class, using first test parameter set.
create_test_instances_and_names
([parameter_set])Create list of all test instances and a list of names for them.
fit
(X, y)Fit time series classifier to training data.
fit_predict
(X, y[, cv, change_state])Fit and predict labels for sequences in X.
fit_predict_proba
(X, y[, cv, change_state])Fit and predict labels probabilities for sequences in X.
get_class_tag
(tag_name[, tag_value_default])Get class tag value from class, with tag level inheritance from parents.
Get class tags from class, with tag level inheritance from parent classes.
Get config flags for self.
get_fitted_params
([deep])Get fitted parameters.
Get object's parameter defaults.
get_param_names
([sort])Get object's parameter names.
get_params
([deep])Get a dict of parameters values for this object.
get_tag
(tag_name[, tag_value_default, ...])Get tag value from instance, with tag level inheritance and overrides.
get_tags
()Get tags from instance, with tag level inheritance and overrides.
get_test_params
([parameter_set])Return testing parameter settings for the estimator.
Check if the object is composed of other BaseObjects.
load_from_path
(serial)Load object from file location.
load_from_serial
(serial)Load object from serialized memory container.
predict
(X)Predicts labels for sequences in X.
Predicts labels probabilities for sequences in X.
reset
()Reset the object to a clean post-init state.
save
([path, serialization_format])Save serialized self to bytes-like object or to (.zip) file.
score
(X, y)Scores predicted labels against ground truth labels on X.
set_config
(**config_dict)Set config flags to given values.
set_params
(**params)Set the parameters of this object.
set_random_state
([random_state, deep, ...])Set random_state pseudo-random seed parameters for self.
set_tags
(**tag_dict)Set instance level tag overrides to given values.
- classmethod get_test_params(parameter_set='default')[source]#
Return testing parameter settings for the estimator.
- Parameters:
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return
"default"
set. For classifiers, a “default” set of parameters should be provided for general testing, and a “results_comparison” set for comparing against previously recorded results if the general set does not produce suitable probabilities to compare against.
- Returns:
- paramsdict or list of dict, default={}
Parameters to create testing instances of the class. Each dict are parameters to construct an “interesting” test instance, i.e.,
MyClass(**params)
orMyClass(**params[i])
creates a valid test instance.create_test_instance
uses the first (or only) dictionary inparams
.
- check_is_fitted(method_name=None)[source]#
Check if the estimator has been fitted.
Check if
_is_fitted
attribute is present andTrue
. Theis_fitted
attribute should be set toTrue
in calls to an object’sfit
method.If not, raises a
NotFittedError
.- Parameters:
- method_namestr, optional
Name of the method that called this function. If provided, the error message will include this information.
- Raises:
- NotFittedError
If the estimator has not been fitted yet.
- clone()[source]#
Obtain a clone of the object with same hyper-parameters and config.
A clone is a different object without shared references, in post-init state. This function is equivalent to returning
sklearn.clone
ofself
.Equivalent to constructing a new instance of
type(self)
, with parameters ofself
, that is,type(self)(**self.get_params(deep=False))
.If configs were set on
self
, the clone will also have the same configs as the original, equivalent to callingcloned_self.set_config(**self.get_config())
.Also equivalent in value to a call of
self.reset
, with the exception thatclone
returns a new object, instead of mutatingself
likereset
.- Raises:
- RuntimeError if the clone is non-conforming, due to faulty
__init__
.
- RuntimeError if the clone is non-conforming, due to faulty
- clone_tags(estimator, tag_names=None)[source]#
Clone tags from another object as dynamic override.
Every
scikit-base
compatible object has a dictionary of tags. Tags may be used to store metadata about the object, or to control behaviour of the object.Tags are key-value pairs specific to an instance
self
, they are static flags that are not changed after construction of the object.clone_tags
sets dynamic tag overrides from another object,estimator
.The
clone_tags
method should be called only in the__init__
method of an object, during construction, or directly after construction via__init__
.The dynamic tags are set to the values of the tags in
estimator
, with the names specified intag_names
.The default of
tag_names
writes all tags fromestimator
toself
.Current tag values can be inspected by
get_tags
orget_tag
.- Parameters:
- estimatorAn instance of :class:BaseObject or derived class
- tag_namesstr or list of str, default = None
Names of tags to clone. The default (
None
) clones all tags fromestimator
.
- Returns:
- self
Reference to
self
.
- classmethod create_test_instance(parameter_set='default')[source]#
Construct an instance of the class, using first test parameter set.
- Parameters:
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- Returns:
- instanceinstance of the class with default parameters
- classmethod create_test_instances_and_names(parameter_set='default')[source]#
Create list of all test instances and a list of names for them.
- Parameters:
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- Returns:
- objslist of instances of cls
i-th instance is
cls(**cls.get_test_params()[i])
- nameslist of str, same length as objs
i-th element is name of i-th instance of obj in tests. The naming convention is
{cls.__name__}-{i}
if more than one instance, otherwise{cls.__name__}
- fit(X, y)[source]#
Fit time series classifier to training data.
- State change:
Changes state to “fitted”.
- Writes to self:
Sets self.is_fitted to True. Sets fitted model attributes ending in “_”.
- Parameters:
- Xsktime compatible time series panel data container of Panel scitype
time series to fit the estimator to.
Can be in any mtype of
Panel
scitype, for instance:pd-multiindex: pd.DataFrame with columns = variables, index = pd.MultiIndex with first level = instance indices, second level = time indices
numpy3D: 3D np.array (any number of dimensions, equal length series) of shape [n_instances, n_dimensions, series_length]
or of any other supported
Panel
mtype
for list of mtypes, see
datatypes.SCITYPE_REGISTER
for specifications, see
examples/AA_datatypes_and_datasets.ipynb
Not all estimators support panels with multivariate or unequal length series, see the tag reference for details.
- ysktime compatible tabular data container, Table scitype
1D iterable, of shape [n_instances] or 2D iterable, of shape [n_instances, n_dimensions] class labels for fitting 0-th indices correspond to instance indices in X 1-st indices (if applicable) correspond to multioutput vector indices in X supported sktime types: np.ndarray (1D, 2D), pd.Series, pd.DataFrame
- Returns:
- selfReference to self.
- fit_predict(X, y, cv=None, change_state=True)[source]#
Fit and predict labels for sequences in X.
Convenience method to produce in-sample predictions and cross-validated out-of-sample predictions.
- Writes to self, if change_state=True:
Sets self.is_fitted to True. Sets fitted model attributes ending in “_”.
Does not update state if change_state=False.
- Parameters:
- Xsktime compatible time series panel data container of Panel scitype
time series to fit to and predict labels for.
Can be in any mtype of
Panel
scitype, for instance:pd-multiindex: pd.DataFrame with columns = variables, index = pd.MultiIndex with first level = instance indices, second level = time indices
numpy3D: 3D np.array (any number of dimensions, equal length series) of shape [n_instances, n_dimensions, series_length]
or of any other supported
Panel
mtype
for list of mtypes, see
datatypes.SCITYPE_REGISTER
for specifications, see
examples/AA_datatypes_and_datasets.ipynb
Not all estimators support panels with multivariate or unequal length series, see the tag reference for details.
- ysktime compatible tabular data container, Table scitype
1D iterable, of shape [n_instances] or 2D iterable, of shape [n_instances, n_dimensions] class labels for fitting 0-th indices correspond to instance indices in X 1-st indices (if applicable) correspond to multioutput vector indices in X supported sktime types: np.ndarray (1D, 2D), pd.Series, pd.DataFrame
- cvNone, int, or sklearn cross-validation object, optional, default=None
None : predictions are in-sample, equivalent to
fit(X, y).predict(X)
cv : predictions are equivalent to
fit(X_train, y_train).predict(X_test)
, where multipleX_train
,y_train
,X_test
are obtained fromcv
folds. returnedy
is union over all test fold predictions,cv
test folds must be non-intersectingint : equivalent to
cv=KFold(cv, shuffle=True, random_state=x)
, i.e., k-fold cross-validation predictions out-of-sample, and whererandom_state
x
is taken fromself
if exists, otherwisex=None
- change_statebool, optional (default=True)
if False, will not change the state of the classifier, i.e., fit/predict sequence is run with a copy, self does not change
if True, will fit self to the full X and y, end state will be equivalent to running fit(X, y)
- Returns:
- y_predsktime compatible tabular data container, of Table scitype
predicted class labels
1D iterable, of shape [n_instances], or 2D iterable, of shape [n_instances, n_dimensions].
0-th indices correspond to instance indices in X, 1-st indices (if applicable) correspond to multioutput vector indices in X.
1D np.npdarray, if y univariate (one dimension); otherwise, same type as y passed in fit
- fit_predict_proba(X, y, cv=None, change_state=True)[source]#
Fit and predict labels probabilities for sequences in X.
Convenience method to produce in-sample predictions and cross-validated out-of-sample predictions.
- Writes to self, if change_state=True:
Sets self.is_fitted to True. Sets fitted model attributes ending in “_”.
Does not update state if change_state=False.
- Parameters:
- Xsktime compatible time series panel data container of Panel scitype
time series to fit to and predict labels for.
Can be in any mtype of
Panel
scitype, for instance:pd-multiindex: pd.DataFrame with columns = variables, index = pd.MultiIndex with first level = instance indices, second level = time indices
numpy3D: 3D np.array (any number of dimensions, equal length series) of shape [n_instances, n_dimensions, series_length]
or of any other supported
Panel
mtype
for list of mtypes, see
datatypes.SCITYPE_REGISTER
for specifications, see
examples/AA_datatypes_and_datasets.ipynb
Not all estimators support panels with multivariate or unequal length series, see the tag reference for details.
- ysktime compatible tabular data container, Table scitype
1D iterable, of shape [n_instances] or 2D iterable, of shape [n_instances, n_dimensions] class labels for fitting 0-th indices correspond to instance indices in X 1-st indices (if applicable) correspond to multioutput vector indices in X supported sktime types: np.ndarray (1D, 2D), pd.Series, pd.DataFrame
- cvNone, int, or sklearn cross-validation object, optional, default=None
None : predictions are in-sample, equivalent to
fit(X, y).predict(X)
cv : predictions are equivalent to
fit(X_train, y_train).predict(X_test)
, where multipleX_train
,y_train
,X_test
are obtained fromcv
folds. returnedy
is union over all test fold predictions,cv
test folds must be non-intersectingint : equivalent to
cv=KFold(cv, shuffle=True, random_state=x)
, i.e., k-fold cross-validation predictions out-of-sample, and whererandom_state
x
is taken fromself
if exists, otherwisex=None
- change_statebool, optional (default=True)
if False, will not change the state of the classifier, i.e., fit/predict sequence is run with a copy, self does not change
if True, will fit self to the full X and y, end state will be equivalent to running fit(X, y)
- Returns:
- y_pred2D np.array of int, of shape [n_instances, n_classes]
predicted class label probabilities 0-th indices correspond to instance indices in X 1-st indices correspond to class index, in same order as in self.classes_ entries are predictive class probabilities, summing to 1
- classmethod get_class_tag(tag_name, tag_value_default=None)[source]#
Get class tag value from class, with tag level inheritance from parents.
Every
scikit-base
compatible object has a dictionary of tags. Tags may be used to store metadata about the object, or to control behaviour of the object.Tags are key-value pairs specific to an instance
self
, they are static flags that are not changed after construction of the object.The
get_class_tag
method is a class method, and retrieves the value of a tag taking into account only class-level tag values and overrides.It returns the value of the tag with name
tag_name
from the object, taking into account tag overrides, in the following order of descending priority:Tags set in the
_tags
attribute of the class.Tags set in the
_tags
attribute of parent classes,
in order of inheritance.
Does not take into account dynamic tag overrides on instances, set via
set_tags
orclone_tags
, that are defined on instances.To retrieve tag values with potential instance overrides, use the
get_tag
method instead.- Parameters:
- tag_namestr
Name of tag value.
- tag_value_defaultany type
Default/fallback value if tag is not found.
- Returns:
- tag_value
Value of the
tag_name
tag inself
. If not found, returnstag_value_default
.
- classmethod get_class_tags()[source]#
Get class tags from class, with tag level inheritance from parent classes.
Every
scikit-base
compatible object has a dictionary of tags. Tags may be used to store metadata about the object, or to control behaviour of the object.Tags are key-value pairs specific to an instance
self
, they are static flags that are not changed after construction of the object.The
get_class_tags
method is a class method, and retrieves the value of a tag taking into account only class-level tag values and overrides.It returns a dictionary with keys being keys of any attribute of
_tags
set in the class or any of its parent classes.Values are the corresponding tag values, with overrides in the following order of descending priority:
Tags set in the
_tags
attribute of the class.Tags set in the
_tags
attribute of parent classes,
in order of inheritance.
Instances can override these tags depending on hyper-parameters.
To retrieve tags with potential instance overrides, use the
get_tags
method instead.Does not take into account dynamic tag overrides on instances, set via
set_tags
orclone_tags
, that are defined on instances.For including overrides from dynamic tags, use
get_tags
.- Returns:
- collected_tagsdict
Dictionary of tag name : tag value pairs. Collected from
_tags
class attribute via nested inheritance. NOT overridden by dynamic tags set byset_tags
orclone_tags
.
- get_config()[source]#
Get config flags for self.
Configs are key-value pairs of
self
, typically used as transient flags for controlling behaviour.get_config
returns dynamic configs, which override the default configs.Default configs are set in the class attribute
_config
of the class or its parent classes, and are overridden by dynamic configs set viaset_config
.Configs are retained under
clone
orreset
calls.- Returns:
- config_dictdict
Dictionary of config name : config value pairs. Collected from _config class attribute via nested inheritance and then any overrides and new tags from _onfig_dynamic object attribute.
- get_fitted_params(deep=True)[source]#
Get fitted parameters.
- State required:
Requires state to be “fitted”.
- Parameters:
- deepbool, default=True
Whether to return fitted parameters of components.
If True, will return a dict of parameter name : value for this object, including fitted parameters of fittable components (= BaseEstimator-valued parameters).
If False, will return a dict of parameter name : value for this object, but not include fitted parameters of components.
- Returns:
- fitted_paramsdict with str-valued keys
Dictionary of fitted parameters, paramname : paramvalue keys-value pairs include:
always: all fitted parameters of this object, as via
get_param_names
values are fitted parameter value for that key, of this objectif
deep=True
, also contains keys/value pairs of component parameters parameters of components are indexed as[componentname]__[paramname]
all parameters ofcomponentname
appear asparamname
with its valueif
deep=True
, also contains arbitrary levels of component recursion, e.g.,[componentname]__[componentcomponentname]__[paramname]
, etc
- classmethod get_param_defaults()[source]#
Get object’s parameter defaults.
- Returns:
- default_dict: dict[str, Any]
Keys are all parameters of
cls
that have a default defined in__init__
. Values are the defaults, as defined in__init__
.
- classmethod get_param_names(sort=True)[source]#
Get object’s parameter names.
- Parameters:
- sortbool, default=True
Whether to return the parameter names sorted in alphabetical order (True), or in the order they appear in the class
__init__
(False).
- Returns:
- param_names: list[str]
List of parameter names of
cls
. Ifsort=False
, in same order as they appear in the class__init__
. Ifsort=True
, alphabetically ordered.
- get_params(deep=True)[source]#
Get a dict of parameters values for this object.
- Parameters:
- deepbool, default=True
Whether to return parameters of components.
If
True
, will return adict
of parameter name : value for this object, including parameters of components (=BaseObject
-valued parameters).If
False
, will return adict
of parameter name : value for this object, but not include parameters of components.
- Returns:
- paramsdict with str-valued keys
Dictionary of parameters, paramname : paramvalue keys-value pairs include:
always: all parameters of this object, as via
get_param_names
values are parameter value for that key, of this object values are always identical to values passed at constructionif
deep=True
, also contains keys/value pairs of component parameters parameters of components are indexed as[componentname]__[paramname]
all parameters ofcomponentname
appear asparamname
with its valueif
deep=True
, also contains arbitrary levels of component recursion, e.g.,[componentname]__[componentcomponentname]__[paramname]
, etc
- get_tag(tag_name, tag_value_default=None, raise_error=True)[source]#
Get tag value from instance, with tag level inheritance and overrides.
Every
scikit-base
compatible object has a dictionary of tags. Tags may be used to store metadata about the object, or to control behaviour of the object.Tags are key-value pairs specific to an instance
self
, they are static flags that are not changed after construction of the object.The
get_tag
method retrieves the value of a single tag with nametag_name
from the instance, taking into account tag overrides, in the following order of descending priority:Tags set via
set_tags
orclone_tags
on the instance,
at construction of the instance.
Tags set in the
_tags
attribute of the class.Tags set in the
_tags
attribute of parent classes,
in order of inheritance.
- Parameters:
- tag_namestr
Name of tag to be retrieved
- tag_value_defaultany type, optional; default=None
Default/fallback value if tag is not found
- raise_errorbool
whether a
ValueError
is raised when the tag is not found
- Returns:
- tag_valueAny
Value of the
tag_name
tag inself
. If not found, raises an error ifraise_error
is True, otherwise it returnstag_value_default
.
- Raises:
- ValueError, if
raise_error
isTrue
. The
ValueError
is then raised iftag_name
is not inself.get_tags().keys()
.
- ValueError, if
- get_tags()[source]#
Get tags from instance, with tag level inheritance and overrides.
Every
scikit-base
compatible object has a dictionary of tags. Tags may be used to store metadata about the object, or to control behaviour of the object.Tags are key-value pairs specific to an instance
self
, they are static flags that are not changed after construction of the object.The
get_tags
method returns a dictionary of tags, with keys being keys of any attribute of_tags
set in the class or any of its parent classes, or tags set viaset_tags
orclone_tags
.Values are the corresponding tag values, with overrides in the following order of descending priority:
Tags set via
set_tags
orclone_tags
on the instance,
at construction of the instance.
Tags set in the
_tags
attribute of the class.Tags set in the
_tags
attribute of parent classes,
in order of inheritance.
- Returns:
- collected_tagsdict
Dictionary of tag name : tag value pairs. Collected from
_tags
class attribute via nested inheritance and then any overrides and new tags from_tags_dynamic
object attribute.
- is_composite()[source]#
Check if the object is composed of other BaseObjects.
A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.
- Returns:
- composite: bool
Whether an object has any parameters whose values are
BaseObject
descendant instances.
- property is_fitted[source]#
Whether
fit
has been called.Inspects object’s
_is_fitted` attribute that should initialize to ``False
during object construction, and be set to True in calls to an object’s fit method.- Returns:
- bool
Whether the estimator has been fit.
- classmethod load_from_path(serial)[source]#
Load object from file location.
- Parameters:
- serialresult of ZipFile(path).open(“object)
- Returns:
- deserialized self resulting in output at
path
, ofcls.save(path)
- deserialized self resulting in output at
- classmethod load_from_serial(serial)[source]#
Load object from serialized memory container.
- Parameters:
- serial1st element of output of
cls.save(None)
- serial1st element of output of
- Returns:
- deserialized self resulting in output
serial
, ofcls.save(None)
- deserialized self resulting in output
- predict(X)[source]#
Predicts labels for sequences in X.
- Parameters:
- Xsktime compatible time series panel data container of Panel scitype
time series to predict labels for.
Can be in any mtype of
Panel
scitype, for instance:pd-multiindex: pd.DataFrame with columns = variables, index = pd.MultiIndex with first level = instance indices, second level = time indices
numpy3D: 3D np.array (any number of dimensions, equal length series) of shape [n_instances, n_dimensions, series_length]
or of any other supported
Panel
mtype
for list of mtypes, see
datatypes.SCITYPE_REGISTER
for specifications, see
examples/AA_datatypes_and_datasets.ipynb
Not all estimators support panels with multivariate or unequal length series, see the tag reference for details.
- Returns:
- y_predsktime compatible tabular data container, of Table scitype
predicted class labels
1D iterable, of shape [n_instances], or 2D iterable, of shape [n_instances, n_dimensions].
0-th indices correspond to instance indices in X, 1-st indices (if applicable) correspond to multioutput vector indices in X.
1D np.npdarray, if y univariate (one dimension); otherwise, same type as y passed in fit
- predict_proba(X)[source]#
Predicts labels probabilities for sequences in X.
- Parameters:
- Xsktime compatible time series panel data container of Panel scitype
time series to predict labels for.
Can be in any mtype of
Panel
scitype, for instance:pd-multiindex: pd.DataFrame with columns = variables, index = pd.MultiIndex with first level = instance indices, second level = time indices
numpy3D: 3D np.array (any number of dimensions, equal length series) of shape [n_instances, n_dimensions, series_length]
or of any other supported
Panel
mtype
for list of mtypes, see
datatypes.SCITYPE_REGISTER
for specifications, see
examples/AA_datatypes_and_datasets.ipynb
Not all estimators support panels with multivariate or unequal length series, see the tag reference for details.
- Returns:
- y_pred2D np.array of int, of shape [n_instances, n_classes]
predicted class label probabilities 0-th indices correspond to instance indices in X 1-st indices correspond to class index, in same order as in self.classes_ entries are predictive class probabilities, summing to 1
- reset()[source]#
Reset the object to a clean post-init state.
Results in setting
self
to the state it had directly after the constructor call, with the same hyper-parameters. Config values set byset_config
are also retained.A
reset
call deletes any object attributes, except:hyper-parameters = arguments of
__init__
written toself
, e.g.,self.paramname
whereparamname
is an argument of__init__
object attributes containing double-underscores, i.e., the string “__”. For instance, an attribute named “__myattr” is retained.
config attributes, configs are retained without change. That is, results of
get_config
before and afterreset
are equal.
Class and object methods, and class attributes are also unaffected.
Equivalent to
clone
, with the exception thatreset
mutatesself
instead of returning a new object.After a
self.reset()
call,self
is equal in value and state, to the object obtained after a constructor call``type(self)(**self.get_params(deep=False))``.- Returns:
- self
Instance of class reset to a clean post-init state but retaining the current hyper-parameter values.
- save(path=None, serialization_format='pickle')[source]#
Save serialized self to bytes-like object or to (.zip) file.
Behaviour: if
path
is None, returns an in-memory serialized self ifpath
is a file location, stores self at that location as a zip filesaved files are zip files with following contents: _metadata - contains class of self, i.e., type(self) _obj - serialized self. This class uses the default serialization (pickle).
- Parameters:
- pathNone or file location (str or Path)
if None, self is saved to an in-memory object if file location, self is saved to that file location. If:
path=”estimator” then a zip file
estimator.zip
will be made at cwd.path=”/home/stored/estimator” then a zip file
estimator.zip
will be
stored in
/home/stored/
.- serialization_format: str, default = “pickle”
Module to use for serialization. The available options are “pickle” and “cloudpickle”. Note that non-default formats might require installation of other soft dependencies.
- Returns:
- if
path
is None - in-memory serialized self - if
path
is file location - ZipFile with reference to the file
- if
- score(X, y) float [source]#
Scores predicted labels against ground truth labels on X.
- Parameters:
- Xsktime compatible time series panel data container of Panel scitype
time series to score predicted labels for.
Can be in any mtype of
Panel
scitype, for instance:pd-multiindex: pd.DataFrame with columns = variables, index = pd.MultiIndex with first level = instance indices, second level = time indices
numpy3D: 3D np.array (any number of dimensions, equal length series) of shape [n_instances, n_dimensions, series_length]
or of any other supported
Panel
mtype
for list of mtypes, see
datatypes.SCITYPE_REGISTER
for specifications, see
examples/AA_datatypes_and_datasets.ipynb
Not all estimators support panels with multivariate or unequal length series, see the tag reference for details.
- ysktime compatible tabular data container, Table scitype
1D iterable, of shape [n_instances] or 2D iterable, of shape [n_instances, n_dimensions] class labels for fitting 0-th indices correspond to instance indices in X 1-st indices (if applicable) correspond to multioutput vector indices in X supported sktime types: np.ndarray (1D, 2D), pd.Series, pd.DataFrame
- Returns:
- float, accuracy score of predict(X) vs y
- set_config(**config_dict)[source]#
Set config flags to given values.
- Parameters:
- config_dictdict
Dictionary of config name : config value pairs. Valid configs, values, and their meaning is listed below:
- displaystr, “diagram” (default), or “text”
how jupyter kernels display instances of self
“diagram” = html box diagram representation
“text” = string printout
- print_changed_onlybool, default=True
whether printing of self lists only self-parameters that differ from defaults (False), or all parameter names and values (False). Does not nest, i.e., only affects self and not component estimators.
- warningsstr, “on” (default), or “off”
whether to raise warnings, affects warnings from sktime only
“on” = will raise warnings from sktime
“off” = will not raise warnings from sktime
- backend:parallelstr, optional, default=”None”
backend to use for parallelization when broadcasting/vectorizing, one of
“None”: executes loop sequentally, simple list comprehension
“loky”, “multiprocessing” and “threading”: uses
joblib.Parallel
“joblib”: custom and 3rd party
joblib
backends, e.g.,spark
“dask”: uses
dask
, requiresdask
package in environment
- backend:parallel:paramsdict, optional, default={} (no parameters passed)
additional parameters passed to the parallelization backend as config. Valid keys depend on the value of
backend:parallel
:“None”: no additional parameters,
backend_params
is ignored“loky”, “multiprocessing” and “threading”: default
joblib
backends any valid keys forjoblib.Parallel
can be passed here, e.g.,n_jobs
, with the exception ofbackend
which is directly controlled bybackend
. Ifn_jobs
is not passed, it will default to-1
, other parameters will default tojoblib
defaults.“joblib”: custom and 3rd party
joblib
backends, e.g.,spark
. Any valid keys forjoblib.Parallel
can be passed here, e.g.,n_jobs
,backend
must be passed as a key ofbackend_params
in this case. Ifn_jobs
is not passed, it will default to-1
, other parameters will default tojoblib
defaults.“dask”: any valid keys for
dask.compute
can be passed, e.g.,scheduler
- Returns:
- selfreference to self.
Notes
Changes object state, copies configs in config_dict to self._config_dynamic.
- set_params(**params)[source]#
Set the parameters of this object.
The method works on simple skbase objects as well as on composite objects. Parameter key strings
<component>__<parameter>
can be used for composites, i.e., objects that contain other objects, to access<parameter>
in the component<component>
. The string<parameter>
, without<component>__
, can also be used if this makes the reference unambiguous, e.g., there are no two parameters of components with the name<parameter>
.- Parameters:
- **paramsdict
BaseObject parameters, keys must be
<component>__<parameter>
strings.__
suffixes can alias full strings, if unique among get_params keys.
- Returns:
- selfreference to self (after parameters have been set)
- set_random_state(random_state=None, deep=True, self_policy='copy')[source]#
Set random_state pseudo-random seed parameters for self.
Finds
random_state
named parameters viaself.get_params
, and sets them to integers derived fromrandom_state
viaset_params
. These integers are sampled from chain hashing viasample_dependent_seed
, and guarantee pseudo-random independence of seeded random generators.Applies to
random_state
parameters inself
, depending onself_policy
, and remaining component objects if and only ifdeep=True
.Note: calls
set_params
even ifself
does not have arandom_state
, or none of the components have arandom_state
parameter. Therefore,set_random_state
will reset anyscikit-base
object, even those without arandom_state
parameter.- Parameters:
- random_stateint, RandomState instance or None, default=None
Pseudo-random number generator to control the generation of the random integers. Pass int for reproducible output across multiple function calls.
- deepbool, default=True
Whether to set the random state in skbase object valued parameters, i.e., component estimators.
If False, will set only
self
’srandom_state
parameter, if exists.If True, will set
random_state
parameters in component objects as well.
- self_policystr, one of {“copy”, “keep”, “new”}, default=”copy”
“copy” :
self.random_state
is set to inputrandom_state
“keep” :
self.random_state
is kept as is“new” :
self.random_state
is set to a new random state,
derived from input
random_state
, and in general different from it
- Returns:
- selfreference to self
- set_tags(**tag_dict)[source]#
Set instance level tag overrides to given values.
Every
scikit-base
compatible object has a dictionary of tags. Tags may be used to store metadata about the object, or to control behaviour of the object.Tags are key-value pairs specific to an instance
self
, they are static flags that are not changed after construction of the object.set_tags
sets dynamic tag overrides to the values as specified intag_dict
, with keys being the tag name, and dict values being the value to set the tag to.The
set_tags
method should be called only in the__init__
method of an object, during construction, or directly after construction via__init__
.Current tag values can be inspected by
get_tags
orget_tag
.- Parameters:
- **tag_dictdict
Dictionary of tag name: tag value pairs.
- Returns:
- Self
Reference to self.