SignatureKernel#
- class SignatureKernel(kernel=None, level=2, degree=1, theta=1, normalize=False, lowrank=False, rankbound=inf)[source]#
Compute the sequential kernel matrix row features on collection of series.
Implements the signature kernel of Kiraly et al, see [1] and [2], including higher-order and low-rank approximation variants described therein.
- Parameters
- kernelsktime pairwise (tabular) transformer, callable, or None
inner (tabular) kernel used in the signature sequence kernel if callable: function (2D np.ndarray x 2D np.ndarray) -> 2D np.ndarray pairwise kernel function, matrix sizes (n, d) x (m, d) -> (n x m) optional, default = None = Euclidean (linear) kernel with scale parameter 1
- levelint, optional, default = 2
an integer >= 1, representing the level of truncation of the sequential kernel
- degreeint, optional, default = 1
an integer >= 1, representing the order of approximation of sequential kernel can be set only if lowrank = False, otherwise ignored (always = 1)
- thetafloat, optional, default=1.0
a positive scaling factor for the levels, i-th level is scaled by theta^i
- normalizebool, optional, default = False
whether the output kernel matrix is normalized if True, sums and cumsums are divided by prod(K.shape)
- lowrankbool, optional, default = False
whether to use low rank approximation in computing the kernel
- rankboundint, optional, default = infinity
a hard threshold for the rank of the level matrices used only if lowrank = True
- Attributes
is_fitted
Whether fit has been called.
References
- 1
F. Kiraly, H. Oberhauser. 2016. “Kernels for sequentially ordered data.”, arXiv: 1601.08169.
- 2
F. Kiraly, H. Oberhauser. 2019. “Kernels for sequentially ordered data.”, Journal of Machine Learning Research.
Methods
__call__
(X[, X2])Compute distance/kernel matrix, call shorthand.
Check if the estimator has been fitted.
clone
()Obtain a clone of the object with same hyper-parameters.
clone_tags
(estimator[, tag_names])clone/mirror tags from another estimator as dynamic override.
create_test_instance
([parameter_set])Construct Estimator instance if possible.
create_test_instances_and_names
([parameter_set])Create list of all test instances and a list of names for them.
fit
([X, X2])Fit method for interface compatibility (no logic inside).
get_class_tag
(tag_name[, tag_value_default])Get tag value from estimator class (only class tags).
Get class tags from estimator class and all its parent classes.
get_fitted_params
([deep])Get fitted parameters.
Get parameter defaults for the object.
Get parameter names for the object.
get_params
([deep])Get parameters for this estimator.
get_tag
(tag_name[, tag_value_default, …])Get tag value from estimator class and dynamic tag overrides.
get_tags
()Get tags from estimator class and dynamic tag overrides.
get_test_params
([parameter_set])Return testing parameter settings for the estimator.
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])Save serialized self to bytes-like object or to (.zip) file.
set_params
(**params)Set the parameters of this object.
set_tags
(**tag_dict)Set dynamic tags to given values.
transform
(X[, X2])Compute distance/kernel matrix.
Compute diagonal of distance/kernel matrix.
- check_is_fitted()[source]#
Check if the estimator has been fitted.
- Raises
- NotFittedError
If the estimator has not been fitted yet.
- clone()[source]#
Obtain a clone of the object with same hyper-parameters.
A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self. Equal in value to type(self)(**self.get_params(deep=False)).
- Returns
- instance of type(self), clone of self (see above)
- clone_tags(estimator, tag_names=None)[source]#
clone/mirror tags from another estimator as dynamic override.
- Parameters
- estimatorestimator inheriting from :class:BaseEstimator
- tag_namesstr or list of str, default = None
Names of tags to clone. If None then all tags in estimator are used as tag_names.
- Returns
- Self
Reference to self.
Notes
Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.
- classmethod create_test_instance(parameter_set='default')[source]#
Construct Estimator instance if possible.
- 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
Notes
get_test_params can return dict or list of dict. This function takes first or single dict that get_test_params returns, and constructs the object with that.
- 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 convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}
- 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.
- classmethod get_class_tag(tag_name, tag_value_default=None)[source]#
Get tag value from estimator class (only class tags).
- 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 estimator class and all its parent classes.
- 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 mirror_tags.
- 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 parameter defaults for the object.
- Returns
- default_dict: dict with str keys
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()[source]#
Get parameter names for the object.
- Returns
- param_names: list of str, alphabetically sorted list of parameter names of cls
- get_params(deep=True)[source]#
Get parameters for this estimator.
- Parameters
- deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
- Returns
- paramsdict
Parameter names mapped to their values.
- get_tag(tag_name, tag_value_default=None, raise_error=True)[source]#
Get tag value from estimator class and dynamic tag overrides.
- 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_value
Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.
- Raises
- ValueError if raise_error is True i.e. if tag_name is not in self.get_tags(
- ).keys()
- get_tags()[source]#
Get tags from estimator class and dynamic tag overrides.
- 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.
- 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. There are currently no reserved values for distance/kernel transformers.
- 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
- 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
- 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.
Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))
Detail behaviour: removes any object attributes, except:
hyper-parameters = arguments of __init__ object attributes containing double-underscores, i.e., the string “__”
runs __init__ with current values of hyper-parameters (result of get_params)
Not affected by the reset are: object attributes containing double-underscores class and object methods, class attributes
- save(path=None)[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/.
- Returns
- if path is None - in-memory serialized self
- if path is file location - ZipFile with reference to the file
- set_params(**params)[source]#
Set the parameters of this object.
The method works on simple estimators as well as on nested objects. The latter have parameters of the form
<component>__<parameter>
so that it’s possible to update each component of a nested object.- Parameters
- **paramsdict
BaseObject parameters
- Returns
- selfreference to self (after parameters have been set)
- set_tags(**tag_dict)[source]#
Set dynamic tags to given values.
- Parameters
- tag_dictdict
Dictionary of tag name : tag value pairs.
- Returns
- Self
Reference to self.
Notes
Changes object state by settting tag values in tag_dict as dynamic tags in self.
- transform(X, X2=None)[source]#
Compute distance/kernel matrix.
- Behaviour: returns pairwise distance/kernel matrix
between samples in X and X2 (equal to X if not passed)
- Parameters
- XSeries or Panel, any supported mtype, of n instances
- Data to transform, of python type as follows:
Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,
nested pd.DataFrame, or pd.DataFrame in long/wide format
- subject to sktime mtype format specifications, for further details see
examples/AA_datatypes_and_datasets.ipynb
- X2Series or Panel, any supported mtype, of m instances
optional, default: X = X2
- Data to transform, of python type as follows:
Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,
nested pd.DataFrame, or pd.DataFrame in long/wide format
- subject to sktime mtype format specifications, for further details see
examples/AA_datatypes_and_datasets.ipynb
X and X2 need not have the same mtype
- Returns
- distmat: np.array of shape [n, m]
(i,j)-th entry contains distance/kernel between X[i] and X2[j]
- transform_diag(X)[source]#
Compute diagonal of distance/kernel matrix.
Behaviour: returns diagonal of distance/kernel matrix for samples in X
- Parameters
- XSeries or Panel, any supported mtype, of n instances
- Data to transform, of python type as follows:
Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,
nested pd.DataFrame, or pd.DataFrame in long/wide format
- subject to sktime mtype format specifications, for further details see
examples/AA_datatypes_and_datasets.ipynb
- Returns
- diag: np.array of shape [n]
i-th entry contains distance/kernel between X[i] and X[i]