ColumnEnsembleTransformer#

class ColumnEnsembleTransformer(transformers, remainder=None, feature_names_out='auto')[source]#

Column-wise application of transformers.

Applies transformations to columns of an array or pandas DataFrame. Simply takes the column transformer from sklearn and adds capability to handle pandas dataframe.

This estimator allows different columns or column subsets of the input to be transformed separately and the features generated by each transformer will be concatenated to form a single feature space. This is useful for heterogeneous or columnar data, to combine several feature extraction mechanisms or transformations into a single transformer.

Note: this estimator has the same effect as combining FeatureUnion with ColumnSelect, but can be more convenient or compact.

Parameters:
transformerssktime trafo, or list of tuples (str, estimator, int or pd.index)

if tuples, with name = str, estimator is transformer, index as int or index if last element is index, it must be int, str, or pd.Index coercible if last element is int x, and is not in columns, is interpreted as x-th column all columns must be present in an index

If transformer, clones of transformer are applied to all columns. If list of tuples, transformer in tuple is applied to column with int/str index

remainder{“drop”, “passthrough”} or estimator, default “drop”

By default, only the specified columns in transformations are transformed and combined in the output, and the non-specified columns are dropped. (default of "drop"). By specifying remainder="passthrough", all remaining columns that were not specified in transformations will be automatically passed through. This subset of columns is concatenated with the output of the transformations. By setting remainder to be an estimator, the remaining non-specified columns will use the remainder estimator. The estimator must support fit and transform.

feature_names_outstr, one of “auto” (default), “flat”, “multiindex”, “original”

determines how return columns of return DataFrame-s are named has no effect if return mtype is one without column names “flat”: columns are flat, e.g., “transformername__variablename” “multiindex”: columns are MultiIndex, e.g., (transformername, variablename) “original: columns are as produced by transformers, e.g., variablename

if this results in non-unique index, ValueError exception is raised

“auto”: as “original” for any unique columns under “original”,

column names as “flat” otherwise

Attributes:
transformers_list

The collection of fitted transformations as tuples of (name, fitted_transformer, column). fitted_transformer can be an estimator, “drop”, or “passthrough”. In case there were no columns selected, this will be the unfitted transformer. If there are remaining columns, the final element is a tuple of the form: (“remainder”, transformer, remaining_columns) corresponding to the remainder parameter. If there are remaining columns, then len(transformers_)==len(transformations)+1, otherwise len(transformers_)==len(transformations).

Examples

>>> import pandas as pd
>>> from sktime.transformations.compose import ColumnEnsembleTransformer
>>> from sktime.transformations.series.detrend import Detrender
>>> from sktime.transformations.series.difference import Differencer
>>> from sktime.datasets import load_longley

Using integers (column iloc references) for indexing:

>>> y = load_longley()[1][["GNP", "UNEMP"]]
>>> transformer = ColumnEnsembleTransformer([("difference", Differencer(), 1),
...                                 ("trend", Detrender(), 0),
...                                 ])
>>> y_transformed = transformer.fit_transform(y)

Using strings for indexing:

>>> df = pd.DataFrame({"a": [1, 2, 3], "b": [4, 5, 6]})
>>> transformer = ColumnEnsembleTransformer(
...     [("foo", Differencer(), "a"), ("bar", Detrender(), "b")]
... )
>>> transformed_df = transformer.fit_transform(df)

Applying one transformer to multiple columns, multivariate:

>>> df = pd.DataFrame({"a": [1, 2, 3], "b": [4, 5, 6], "c": [7, 8, 9]})
>>> transformer = ColumnEnsembleTransformer(
...    [("ab", Differencer(), ["a", 1]), ("c", Detrender(), 2)]
... )
>>> transformed_df = transformer.fit_transform(df)

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 transformer to X, optionally to y.

fit_transform(X[, y])

Fit to data, then transform it.

get_class_tag(tag_name[, tag_value_default])

Get class tag value from class, with tag level inheritance from parents.

get_class_tags()

Get class tags from class, with tag level inheritance from parent classes.

get_config()

Get config flags for self.

get_fitted_params([deep])

Get fitted parameters.

get_param_defaults()

Get object's parameter defaults.

get_param_names([sort])

Get object's parameter names.

get_params([deep])

Get parameters of estimator.

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()

Return testing parameter settings for the estimator.

inverse_transform(X[, y])

Inverse transform X and return an inverse transformed version.

is_composite()

Check if the object is composite.

load_from_path(serial)

Load object from file location.

load_from_serial(serial)

Load object from serialized memory container.

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.

set_config(**config_dict)

Set config flags to given values.

set_params(**kwargs)

Set the parameters of estimator.

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.

transform(X[, y])

Transform X and return a transformed version.

update(X[, y, update_params])

Update transformer with X, optionally y.

classmethod get_test_params()[source]#

Return testing parameter settings for the estimator.

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) or MyClass(**params[i]) creates a valid test instance. create_test_instance uses the first (or only) dictionary in params

check_is_fitted(method_name=None)[source]#

Check if the estimator has been fitted.

Check if _is_fitted attribute is present and True. The is_fitted attribute should be set to True in calls to an object’s fit 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 of self.

Equivalent to constructing a new instance of type(self), with parameters of self, 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 calling cloned_self.set_config(**self.get_config()).

Also equivalent in value to a call of self.reset, with the exception that clone returns a new object, instead of mutating self like reset.

Raises:
RuntimeError if the clone is non-conforming, due to faulty __init__.
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 in tag_names.

The default of tag_names writes all tags from estimator to self.

Current tag values can be inspected by get_tags or get_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 from estimator.

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=None)[source]#

Fit transformer to X, optionally to y.

State change:

Changes state to “fitted”.

Writes to self:

  • Sets fitted model attributes ending in “_”, fitted attributes are inspectable via get_fitted_params.

  • Sets self.is_fitted flag to True.

  • if self.get_tag("remember_data") is True, memorizes X as self._X, coerced to self.get_tag("X_inner_mtype").

Parameters:
Xtime series in sktime compatible data container format

Data to fit transform to.

Individual data formats in sktime are so-called mtype specifications, each mtype implements an abstract scitype.

  • Series scitype = individual time series. pd.DataFrame, pd.Series, or np.ndarray (1D or 2D)

  • Panel scitype = collection of time series. pd.DataFrame with 2-level row MultiIndex (instance, time), 3D np.ndarray (instance, variable, time), list of Series typed pd.DataFrame

  • Hierarchical scitype = hierarchical collection of time series. pd.DataFrame with 3 or more level row MultiIndex (hierarchy_1, ..., hierarchy_n, time)

For further details on data format, see glossary on mtype. For usage, see transformer tutorial examples/03_transformers.ipynb

yoptional, data in sktime compatible data format, default=None

Additional data, e.g., labels for transformation If self.get_tag("requires_y") is True, must be passed in fit, not optional. For required format, see class docstring for details.

Returns:
selfa fitted instance of the estimator
fit_transform(X, y=None)[source]#

Fit to data, then transform it.

Fits the transformer to X and y and returns a transformed version of X.

State change:

Changes state to “fitted”.

Writes to self: _is_fitted : flag is set to True. _X : X, coerced copy of X, if remember_data tag is True

possibly coerced to inner type or update_data compatible type by reference, when possible

model attributes (ending in “_”) : dependent on estimator

Parameters:
Xtime series in sktime compatible data container format

Data to fit transform to, and data to transform.

Individual data formats in sktime are so-called mtype specifications, each mtype implements an abstract scitype.

  • Series scitype = individual time series. pd.DataFrame, pd.Series, or np.ndarray (1D or 2D)

  • Panel scitype = collection of time series. pd.DataFrame with 2-level row MultiIndex (instance, time), 3D np.ndarray (instance, variable, time), list of Series typed pd.DataFrame

  • Hierarchical scitype = hierarchical collection of time series. pd.DataFrame with 3 or more level row MultiIndex (hierarchy_1, ..., hierarchy_n, time)

For further details on data format, see glossary on mtype. For usage, see transformer tutorial examples/03_transformers.ipynb

yoptional, data in sktime compatible data format, default=None

Additional data, e.g., labels for transformation If self.get_tag("requires_y") is True, must be passed in fit, not optional. For required format, see class docstring for details.

Returns:
transformed version of X
type depends on type of X and scitype:transform-output tag:
X | tf-output | type of return |

|----------|————–|------------------------| | Series | Primitives | pd.DataFrame (1-row) | | Panel | Primitives | pd.DataFrame | | Series | Series | Series | | Panel | Series | Panel | | Series | Panel | Panel |

instances in return correspond to instances in X
combinations not in the table are currently not supported
Explicitly, with examples:
  • if X is Series (e.g., pd.DataFrame)

and transform-output is Series, then the return is a single Series of the same mtype. Example: detrending a single series

  • if X is Panel (e.g., pd-multiindex) and transform-output

is Series, then the return is Panel with same number of instances as X (the transformer is applied to each input Series instance). Example: all series in the panel are detrended individually

  • if X is Series or Panel and transform-output is

Primitives, then the return is pd.DataFrame with as many rows as instances in X Example: i-th row of the return has mean and variance of the i-th series

  • if X is Series and transform-output is Panel,

then the return is a Panel object of type pd-multiindex. Example: i-th instance of the output is the i-th window running over X

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:

  1. Tags set in the _tags attribute of the class.

  2. 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 or clone_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 in self. If not found, returns tag_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:

  1. Tags set in the _tags attribute of the class.

  2. 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 or clone_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 by set_tags or clone_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 via set_config.

Configs are retained under clone or reset 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 object

  • if deep=True, also contains keys/value pairs of component parameters parameters of components are indexed as [componentname]__[paramname] all parameters of componentname appear as paramname with its value

  • if 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. If sort=False, in same order as they appear in the class __init__. If sort=True, alphabetically ordered.

get_params(deep=True)[source]#

Get parameters of estimator.

Parameters:
deepboolean, optional

If True, will return the parameters for this estimator and contained sub-objects that are estimators.

Returns:
paramsmapping of string to any

Parameter names mapped to their values.

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 name tag_name from the instance, taking into account tag overrides, in the following order of descending priority:

  1. Tags set via set_tags or clone_tags on the instance,

at construction of the instance.

  1. Tags set in the _tags attribute of the class.

  2. 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 in self. If not found, raises an error if raise_error is True, otherwise it returns tag_value_default.

Raises:
ValueError, if raise_error is True.

The ValueError is then raised if tag_name is not in self.get_tags().keys().

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 via set_tags or clone_tags.

Values are the corresponding tag values, with overrides in the following order of descending priority:

  1. Tags set via set_tags or clone_tags on the instance,

at construction of the instance.

  1. Tags set in the _tags attribute of the class.

  2. 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.

inverse_transform(X, y=None)[source]#

Inverse transform X and return an inverse transformed version.

Currently it is assumed that only transformers with tags

“scitype:transform-input”=”Series”, “scitype:transform-output”=”Series”,

have an inverse_transform.

State required:

Requires state to be “fitted”.

Accesses in self:

  • Fitted model attributes ending in “_”.

  • self.is_fitted, must be True

Parameters:
Xtime series in sktime compatible data container format

Data to fit transform to.

Individual data formats in sktime are so-called mtype specifications, each mtype implements an abstract scitype.

  • Series scitype = individual time series. pd.DataFrame, pd.Series, or np.ndarray (1D or 2D)

  • Panel scitype = collection of time series. pd.DataFrame with 2-level row MultiIndex (instance, time), 3D np.ndarray (instance, variable, time), list of Series typed pd.DataFrame

  • Hierarchical scitype = hierarchical collection of time series. pd.DataFrame with 3 or more level row MultiIndex (hierarchy_1, ..., hierarchy_n, time)

For further details on data format, see glossary on mtype. For usage, see transformer tutorial examples/03_transformers.ipynb

yoptional, data in sktime compatible data format, default=None

Additional data, e.g., labels for transformation. Some transformers require this, see class docstring for details.

Returns:
inverse transformed version of X

of the same type as X, and conforming to mtype format specifications

is_composite()[source]#

Check if the object is composite.

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 self contains a parameter which is BaseObject
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, of cls.save(path)
classmethod load_from_serial(serial)[source]#

Load object from serialized memory container.

Parameters:
serial1st element of output of cls.save(None)
Returns:
deserialized self resulting in output serial, of cls.save(None)
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 by set_config are also retained.

A reset call deletes any object attributes, except:

  • hyper-parameters = arguments of __init__ written to self, e.g., self.paramname where paramname 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 after reset are equal.

Class and object methods, and class attributes are also unaffected.

Equivalent to clone, with the exception that reset mutates self 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 if path is a file location, stores self at that location as a zip file

saved 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
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, requires dask 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 for joblib.Parallel can be passed here, e.g., n_jobs, with the exception of backend which is directly controlled by backend. If n_jobs is not passed, it will default to -1, other parameters will default to joblib defaults.

  • “joblib”: custom and 3rd party joblib backends, e.g., spark. Any valid keys for joblib.Parallel can be passed here, e.g., n_jobs, backend must be passed as a key of backend_params in this case. If n_jobs is not passed, it will default to -1, other parameters will default to joblib defaults.

  • “dask”: any valid keys for dask.compute can be passed, e.g., scheduler

input_conversionstr, one of “on” (default), “off”, or valid mtype string

controls input checks and conversions, for _fit, _transform, _inverse_transform, _update

  • "on" - input check and conversion is carried out

  • "off" - input check and conversion are not carried out before passing data to inner methods

  • valid mtype string - input is assumed to specified mtype, conversion is carried out but no check

output_conversionstr, one of “on”, “off”, valid mtype string

controls output conversion for _transform, _inverse_transform

  • "on" - if input_conversion is “on”, output conversion is carried out

  • "off" - output of _transform, _inverse_transform is directly returned

  • valid mtype string - output is converted to specified mtype

Returns:
selfreference to self.

Notes

Changes object state, copies configs in config_dict to self._config_dynamic.

set_params(**kwargs)[source]#

Set the parameters of estimator.

Valid parameter keys can be listed with get_params().

Returns:
selfreturns an instance of self.
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 via self.get_params, and sets them to integers derived from random_state via set_params. These integers are sampled from chain hashing via sample_dependent_seed, and guarantee pseudo-random independence of seeded random generators.

Applies to random_state parameters in self, depending on self_policy, and remaining component objects if and only if deep=True.

Note: calls set_params even if self does not have a random_state, or none of the components have a random_state parameter. Therefore, set_random_state will reset any scikit-base object, even those without a random_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’s random_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 input random_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 in tag_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 or get_tag.

Parameters:
**tag_dictdict

Dictionary of tag name: tag value pairs.

Returns:
Self

Reference to self.

transform(X, y=None)[source]#

Transform X and return a transformed version.

State required:

Requires state to be “fitted”.

Accesses in self:

  • Fitted model attributes ending in “_”.

  • self.is_fitted, must be True

Parameters:
Xtime series in sktime compatible data container format

Data to transform.

Individual data formats in sktime are so-called mtype specifications, each mtype implements an abstract scitype.

  • Series scitype = individual time series. pd.DataFrame, pd.Series, or np.ndarray (1D or 2D)

  • Panel scitype = collection of time series. pd.DataFrame with 2-level row MultiIndex (instance, time), 3D np.ndarray (instance, variable, time), list of Series typed pd.DataFrame

  • Hierarchical scitype = hierarchical collection of time series. pd.DataFrame with 3 or more level row MultiIndex (hierarchy_1, ..., hierarchy_n, time)

For further details on data format, see glossary on mtype. For usage, see transformer tutorial examples/03_transformers.ipynb

yoptional, data in sktime compatible data format, default=None

Additional data, e.g., labels for transformation. Some transformers require this, see class docstring for details.

Returns:
transformed version of X
type depends on type of X and scitype:transform-output tag:

transform

X

-output

type of return

Series

Primitives

pd.DataFrame (1-row)

Panel

Primitives

pd.DataFrame

Series

Series

Series

Panel

Series

Panel

Series

Panel

Panel

instances in return correspond to instances in X
combinations not in the table are currently not supported
Explicitly, with examples:
  • if X is Series (e.g., pd.DataFrame)

and transform-output is Series, then the return is a single Series of the same mtype. Example: detrending a single series

  • if X is Panel (e.g., pd-multiindex) and transform-output

is Series, then the return is Panel with same number of instances as X (the transformer is applied to each input Series instance). Example: all series in the panel are detrended individually

  • if X is Series or Panel and transform-output is

Primitives, then the return is pd.DataFrame with as many rows as instances in X Example: i-th row of the return has mean and variance of the i-th series

  • if X is Series and transform-output is Panel,

then the return is a Panel object of type pd-multiindex. Example: i-th instance of the output is the i-th window running over X

update(X, y=None, update_params=True)[source]#

Update transformer with X, optionally y.

State required:

Requires state to be “fitted”.

Accesses in self:

  • Fitted model attributes ending in “_”.

  • self.is_fitted, must be True

Writes to self:

  • Fitted model attributes ending in “_”.

  • if remember_data tag is True, writes to self._X, updated by values in X, via update_data.

Parameters:
Xtime series in sktime compatible data container format

Data to update transformation with

Individual data formats in sktime are so-called mtype specifications, each mtype implements an abstract scitype.

  • Series scitype = individual time series. pd.DataFrame, pd.Series, or np.ndarray (1D or 2D)

  • Panel scitype = collection of time series. pd.DataFrame with 2-level row MultiIndex (instance, time), 3D np.ndarray (instance, variable, time), list of Series typed pd.DataFrame

  • Hierarchical scitype = hierarchical collection of time series. pd.DataFrame with 3 or more level row MultiIndex (hierarchy_1, ..., hierarchy_n, time)

For further details on data format, see glossary on mtype. For usage, see transformer tutorial examples/03_transformers.ipynb

yoptional, data in sktime compatible data format, default=None

Additional data, e.g., labels for transformation. Some transformers require this, see class docstring for details.

Returns:
selfa fitted instance of the estimator