#!/usr/bin/env python from pandas import DataFrame from sklearn.ensemble import GradientBoostingRegressor as _GradientBoostingRegressor from base import RegressorMixin, BaseAlgo from util.param_util import convert_params from util.algo_util import handle_max_features from codec import codecs_manager class GradientBoostingRegressor(RegressorMixin, BaseAlgo): def __init__(self, options): self.handle_options(options) params = options.get('params', {}) out_params = convert_params( params, strs=['loss', 'max_features'], floats=['learning_rate', 'min_weight_fraction_leaf', 'alpha', 'subsample'], ints=[ 'n_estimators', 'max_depth', 'min_samples_split', 'min_samples_leaf', 'max_leaf_nodes', 'random_state', ], ) valid_loss = ['ls', 'lad', 'huber', 'quantile'] if 'loss' in out_params: if out_params['loss'] not in valid_loss: msg = "loss must be one of: {}".format(', '.join(valid_loss)) raise RuntimeError(msg) if 'max_features' in out_params: out_params['max_features'] = handle_max_features(out_params['max_features']) self.estimator = _GradientBoostingRegressor(**out_params) def apply(self, df, options): # needed for backward compatibility with sklearn 0.17 # since n_features_ was added in version 0.18 self.estimator.n_features_ = len(self.columns) return super(GradientBoostingRegressor, self).apply(df, options) def summary(self, options): if len(options) != 2: # only model name and mlspl_limits msg = '"%s" models do not take options for summarization' % self.__class__.__name__ raise RuntimeError(msg) df = DataFrame( {'feature': self.columns, 'importance': self.estimator.feature_importances_.ravel()} ) return df @staticmethod def register_codecs(): from codec.codecs import SimpleObjectCodec, TreeCodec from algos.GradientBoostingClassifier import GBTCodec codecs_manager.add_codec( 'algos.GradientBoostingRegressor', 'GradientBoostingRegressor', SimpleObjectCodec ) codecs_manager.add_codec('sklearn.ensemble._gb', 'GradientBoostingRegressor', GBTCodec) codecs_manager.add_codec( 'sklearn.ensemble._gb.gradient_boosting', 'MeanEstimator', SimpleObjectCodec ) codecs_manager.add_codec( 'sklearn.ensemble._gb_losses', 'LeastAbsoluteError', SimpleObjectCodec ) codecs_manager.add_codec( 'sklearn.ensemble._gb_losses', 'HuberLossFunction', SimpleObjectCodec ) codecs_manager.add_codec( 'sklearn.ensemble._gb_losses', 'QuantileEstimator', SimpleObjectCodec ) codecs_manager.add_codec( 'sklearn.ensemble._gb_losses', 'QuantileLossFunction', SimpleObjectCodec ) codecs_manager.add_codec( 'sklearn.ensemble._gb_losses', 'LeastSquaresError', SimpleObjectCodec ) codecs_manager.add_codec( 'sklearn.tree._classes', 'DecisionTreeRegressor', SimpleObjectCodec ) codecs_manager.add_codec('sklearn.tree._tree', 'Tree', TreeCodec)