def fit(self, X, y, sample_weight=None):
""" Prepare different things for fast computation of metrics """
X, y, sample_weight = check_xyw(X, y, sample_weight=sample_weight)
self._mask = numpy.array(y == self.uniform_label)
assert sum(self._mask) > 0, 'No event of class, along which uniformity is desired'
self._masked_weight = sample_weight[self._mask]
X_part = numpy.array(take_features(X, self.uniform_features))[self._mask, :]
self._bin_indices = ut.compute_bin_indices(X_part=X_part, n_bins=self.n_bins)
self._bin_weights = ut.compute_bin_weights(bin_indices=self._bin_indices,
sample_weight=self._masked_weight)
def fit(self, X, y, sample_weight=None):
""" Prepare different things for fast computation of metrics """
X, y, sample_weight = check_xyw(X, y, sample_weight=sample_weight)
self._mask = numpy.array(y == self.uniform_label)
assert sum(self._mask) > 0, 'No events of uniform class!'
self._masked_weight = sample_weight[self._mask]
X_part = numpy.array(take_features(X, self.uniform_features))[self._mask, :]
# computing knn indices
neighbours = NearestNeighbors(n_neighbors=self.n_neighbours, algorithm='kd_tree').fit(X_part)
_, self._groups_indices = neighbours.kneighbors(X_part)
self._group_weights = ut.compute_group_weights(self._groups_indices, sample_weight=self._masked_weight)
def fit(self, X, y, sample_weight=None):
""" Prepare different things for fast computation of metrics """
X, y, sample_weight = check_xyw(X, y, sample_weight=sample_weight)
self._mask = numpy.array(y == self.uniform_label)
assert sum(self._mask) > 0, 'No events of uniform class!'
self._masked_weight = sample_weight[self._mask]
X_part = numpy.array(take_features(
X, self.uniform_features))[self._mask, :]
# computing knn indices
neighbours = NearestNeighbors(n_neighbors=self.n_neighbours,
algorithm='kd_tree').fit(X_part)
_, self._groups_indices = neighbours.kneighbors(X_part)
self._group_weights = ut.compute_group_weights(
self._groups_indices, sample_weight=self._masked_weight)
def fit(self, X, y, sample_weight=None):
""" Prepare different things for fast computation of metrics """
X, y, sample_weight = check_xyw(X, y, sample_weight=sample_weight)
self._mask = numpy.array(y == self.uniform_label)
assert sum(
self._mask
) > 0, 'No event of class, along which uniformity is desired'
self._masked_weight = sample_weight[self._mask]
X_part = numpy.array(take_features(
X, self.uniform_features))[self._mask, :]
self._bin_indices = ut.compute_bin_indices(X_part=X_part,
n_bins=self.n_bins)
self._bin_weights = ut.compute_bin_weights(
bin_indices=self._bin_indices, sample_weight=self._masked_weight)
def fit(self, X, y, sample_weight=None):
if self._is_classifier:
self.classes_, y = numpy.unique(y, return_inverse=True)
assert len(
self.classes_) == 2, 'only binary classification supported'
X, y, sample_weight = check_xyw(X,
y,
sample_weight=sample_weight,
classification=self._is_classifier)
if self.loss is None:
if self._is_classifier:
self.loss = losses.LogLoss(n_threads=self.n_threads)
else:
self.loss = losses.MSELoss()
self.loss.fit(X, y, sample_weight=sample_weight)
X = self._transform(X)
n_samples, self.n_features_ = X.shape
if isinstance(self.max_features, int):
used_features = self.max_features
else:
assert isinstance(self.max_features, float)
used_features = int(
numpy.ceil(self.max_features * self.n_features_))
assert 0 < used_features <= self.n_features_, 'wrong max_features: {}'.format(
self.max_features)
assert numpy.max(X) < 128, 'bin indices should be smaller than 128'
n_thresholds = int(numpy.max(X)) + 1
self.estimators = []
current_indices = numpy.zeros(n_samples, dtype=self._indices_type)
pred = numpy.zeros(n_samples, dtype='float32')
self.initial_bias_ = self.compute_optimal_step(pred)
pred += self.initial_bias_
bootstrapper = _Bootstrapper(self.random_state,
bootstrap=self.bootstrap,
n_samples=n_samples)
targets, weights = self.loss.prepare_tree_params(pred)
for stage in range(self.n_estimators):
bootstrap_weights = bootstrapper.generate_weights()
columns_to_test = numpy.sort(
self.random_state.choice(self.n_features_,
size=used_features,
replace=False))
feature, cut, best_improvements, best_cuts = build_decision(
X,
targets=targets,
weights=weights,
bootstrap_weights=bootstrap_weights,
current_indices=current_indices,
columns_to_test=columns_to_test,
depth=self.depth,
n_thresh=n_thresholds,
reg=self._l2_regularization,
use_friedman_mse=self.use_friedman_mse,
n_threads=self.n_threads)
leaf_values_placeholder = numpy.zeros(2**self.depth,
dtype='float32')
self.estimators.append([feature, cut, leaf_values_placeholder])
if (self.n_estimators - 1 - stage) % self.update_step == 0:
self._update_leaves_and_predictions(current_indices,
pred,
target=targets,
hessians=weights,
stage=stage,
n_stages=min(
self.update_step,
len(self.estimators)))
# computing new tree parameters
targets, weights = self.loss.prepare_tree_params(pred)
return self
