skpro.regression.linear.BayesianRidge#
- class skpro.regression.linear.BayesianRidge(max_iter=None, tol=0.001, alpha_1=1e-06, alpha_2=1e-06, lambda_1=1e-06, lambda_2=1e-06, alpha_init=None, lambda_init=None, compute_score=False, fit_intercept=True, copy_X=True, verbose=False)[source]#
Bayesian ridge regression, direct adapter to sklearn BayesianRidge.
Fit a Bayesian ridge model. See the Notes section for details on this implementation and the optimization of the regularization parameters lambda (precision of the weights) and alpha (precision of the noise).
- Parameters:
- max_iterint, default=None
Maximum number of iterations over the complete dataset before stopping independently of any early stopping criterion. If None, it corresponds to max_iter=300.
- tolfloat, default=1e-3
Stop the algorithm if w has converged.
- alpha_1float, default=1e-6
Hyper-parameter : shape parameter for the Gamma distribution prior over the alpha parameter.
- alpha_2float, default=1e-6
Hyper-parameter : inverse scale parameter (rate parameter) for the Gamma distribution prior over the alpha parameter.
- lambda_1float, default=1e-6
Hyper-parameter : shape parameter for the Gamma distribution prior over the lambda parameter.
- lambda_2float, default=1e-6
Hyper-parameter : inverse scale parameter (rate parameter) for the Gamma distribution prior over the lambda parameter.
- alpha_initfloat, default=None
Initial value for alpha (precision of the noise). If not set, alpha_init is 1/Var(y).
- lambda_initfloat, default=None
Initial value for lambda (precision of the weights). If not set, lambda_init is 1.
- compute_scorebool, default=False
If True, compute the log marginal likelihood at each iteration of the optimization.
- fit_interceptbool, default=True
Whether to calculate the intercept for this model. The intercept is not treated as a probabilistic parameter and thus has no associated variance. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered).
- copy_Xbool, default=True
If True, X will be copied; else, it may be overwritten.
- verbosebool, default=False
Verbose mode when fitting the model.
- Attributes:
- coef_array-like of shape (n_features,)
Coefficients of the regression model (mean of distribution)
- intercept_float
Independent term in decision function. Set to 0.0 if fit_intercept = False.
- alpha_float
Estimated precision of the noise.
- lambda_float
Estimated precision of the weights.
- sigma_array-like of shape (n_features, n_features)
Estimated variance-covariance matrix of the weights
- scores_array-like of shape (n_iter_+1,)
If computed_score is True, value of the log marginal likelihood (to be maximized) at each iteration of the optimization. The array starts with the value of the log marginal likelihood obtained for the initial values of alpha and lambda and ends with the value obtained for the estimated alpha and lambda.
- n_iter_int
The actual number of iterations to reach the stopping criterion.
- X_offset_ndarray of shape (n_features,)
If fit_intercept=True, offset subtracted for centering data to a zero mean. Set to np.zeros(n_features) otherwise.
Methods
Check if the estimator has been fitted.
clone
()Obtain a clone of the object with same hyper-parameters.
clone_tags
(estimator[, tag_names])Clone 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, y[, C])Fit regressor to training data.
get_class_tag
(tag_name[, tag_value_default])Get a class tag's value.
Get class tags from the class and all its parent classes.
Get config flags for self.
get_fitted_params
([deep])Get fitted parameters.
Get object's parameter defaults.
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 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 composed of other BaseObjects.
predict
(X)Predict labels for data from features.
predict_interval
([X, coverage])Compute/return interval predictions.
Predict distribution over labels for data from features.
predict_quantiles
([X, alpha])Compute/return quantile predictions.
predict_var
([X])Compute/return variance predictions.
reset
()Reset the object to a clean post-init state.
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 dynamic tags 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.
- 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()[source]#
Check if the estimator has been fitted.
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.
- 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.
- Raises:
- RuntimeError if the clone is non-conforming, due to faulty
__init__
.
- RuntimeError if the clone is non-conforming, due to faulty
Notes
If successful, equal in value to
type(self)(**self.get_params(deep=False))
.
- clone_tags(estimator, tag_names=None)[source]#
Clone 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__}
- fit(X, y, C=None)[source]#
Fit regressor to training data.
- Writes to self:
Sets fitted model attributes ending in “_”.
Changes state to “fitted” = sets is_fitted flag to True
- Parameters:
- Xpandas DataFrame
feature instances to fit regressor to
- ypd.DataFrame, must be same length as X
labels to fit regressor to
- Cignored, optional (default=None)
censoring information for survival analysis All probabilistic regressors assume data to be uncensored
- Returns:
- selfreference to self
- classmethod get_class_tag(tag_name, tag_value_default=None)[source]#
Get a class tag’s value.
Does not return information from dynamic tags (set via set_tags or clone_tags) that are defined on instances.
- Parameters:
- tag_namestr
Name of tag value.
- tag_value_defaultany
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 the class and all its parent classes.
Retrieves tag: value pairs from _tags class attribute. Does not return information from dynamic tags (set via set_tags or clone_tags) that are defined on instances.
- Returns:
- collected_tagsdict
Dictionary of class tag name: tag value pairs. Collected from _tags class attribute via nested inheritance.
- get_config()[source]#
Get config flags for self.
- 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()[source]#
Get object’s parameter names.
- Returns:
- param_names: list[str]
Alphabetically sorted list of parameter names of cls.
- 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 a dict of parameter name : value for this object, including parameters of components (= BaseObject-valued parameters).
If False, will return a dict 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 construction
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
- 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_valueAny
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.
- 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 BaseObjects.
- 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.
- predict(X)[source]#
Predict labels for data from features.
- State required:
Requires state to be “fitted”.
- Accesses in self:
Fitted model attributes ending in “_”
- Parameters:
- Xpandas DataFrame, must have same columns as X in fit
data to predict labels for
- Returns:
- ypandas DataFrame, same length as X
labels predicted for X
- predict_interval(X=None, coverage=0.9)[source]#
Compute/return interval predictions.
If coverage is iterable, multiple intervals will be calculated.
- State required:
Requires state to be “fitted”.
- Accesses in self:
Fitted model attributes ending in “_”.
- Parameters:
- Xpandas DataFrame, must have same columns as X in fit
data to predict labels for
- coveragefloat or list of float of unique values, optional (default=0.90)
nominal coverage(s) of predictive interval(s)
- Returns:
- pred_intpd.DataFrame
Column has multi-index: first level is variable name from
y
in fit, second level coverage fractions for which intervals were computed, in the same order as in input coverage. Third level is string “lower” or “upper”, for lower/upper interval end. Row index is equal to row index ofX
. Entries are lower/upper bounds of interval predictions, for var in col index, at nominal coverage in second col index, lower/upper depending on third col index, for the row index. Upper/lower interval end are equivalent to quantile predictions at alpha = 0.5 - c/2, 0.5 + c/2 for c in coverage.
- predict_proba(X)[source]#
Predict distribution over labels for data from features.
- State required:
Requires state to be “fitted”.
- Accesses in self:
Fitted model attributes ending in “_”
- Parameters:
- Xpandas DataFrame, must have same columns as X in fit
data to predict labels for
- Returns:
- yskpro BaseDistribution, same length as X
labels predicted for X
- predict_quantiles(X=None, alpha=None)[source]#
Compute/return quantile predictions.
If alpha is iterable, multiple quantiles will be calculated.
- State required:
Requires state to be “fitted”.
- Accesses in self:
Fitted model attributes ending in “_”.
- Parameters:
- Xpandas DataFrame, must have same columns as X in fit
data to predict labels for
- alphafloat or list of float of unique values, optional (default=[0.05, 0.95])
A probability or list of, at which quantile predictions are computed.
- Returns:
- quantilespd.DataFrame
Column has multi-index: first level is variable name from
y
in fit, second level being the values of alpha passed to the function. Row index is equal to row index ofX
. Entries are quantile predictions, for var in col index, at quantile probability in second col index, for the row index.
- predict_var(X=None)[source]#
Compute/return variance predictions.
- State required:
Requires state to be “fitted”.
- Accesses in self:
Fitted model attributes ending in “_”.
- Parameters:
- Xpandas DataFrame, must have same columns as X in fit
data to predict labels for
- Returns:
- pred_varpd.DataFrame
Column names are exactly those of
y
passed infit
. Row index is equal to row index ofX
. Entries are variance prediction, for var in col index. A variance prediction for given variable and fh index is a predicted variance for that variable and index, given observed data.
- reset()[source]#
Reset the object to a clean post-init state.
Using reset, runs __init__ with current values of hyper-parameters (result of get_params). This Removes any object attributes, except:
hyper-parameters = arguments of __init__
object attributes containing double-underscores, i.e., the string “__”
Class and object methods, and class attributes are also unaffected.
- Returns:
- self
Instance of class reset to a clean post-init state but retaining the current hyper-parameter values.
Notes
Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))
- set_config(**config_dict)[source]#
Set config flags to given values.
- Parameters:
- config_dictdict
Dictionary of config name : config value pairs.
- 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 estimators 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 viaestimator.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 inestimator
depending onself_policy
, and remaining component estimators 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
estimator, 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 sub-estimators. If False, will set only
self
’srandom_state
parameter, if exists. If True, will setrandom_state
parameters in sub-estimators as well.- self_policystr, one of {“copy”, “keep”, “new”}, default=”copy”
“copy” :
estimator.random_state
is set to inputrandom_state
“keep” :
estimator.random_state
is kept as is“new” :
estimator.random_state
is set to a new random state,
derived from input
random_state
, and in general different from it
- Returns:
- selfreference to self