395 lines
15 KiB
Python
395 lines
15 KiB
Python
"""Partial dependence plots for tree ensembles. """
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# Authors: Peter Prettenhofer
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# License: BSD 3 clause
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from itertools import count
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import numbers
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import numpy as np
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from scipy.stats.mstats import mquantiles
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from ..utils.extmath import cartesian
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from ..externals.joblib import Parallel, delayed
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from ..externals import six
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from ..externals.six.moves import map, range, zip
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from ..utils import check_array
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from ..utils.validation import check_is_fitted
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from ..tree._tree import DTYPE
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from ._gradient_boosting import _partial_dependence_tree
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from .gradient_boosting import BaseGradientBoosting
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def _grid_from_X(X, percentiles=(0.05, 0.95), grid_resolution=100):
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"""Generate a grid of points based on the ``percentiles of ``X``.
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The grid is generated by placing ``grid_resolution`` equally
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spaced points between the ``percentiles`` of each column
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of ``X``.
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Parameters
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----------
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X : ndarray
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The data
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percentiles : tuple of floats
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The percentiles which are used to construct the extreme
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values of the grid axes.
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grid_resolution : int
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The number of equally spaced points that are placed
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on the grid.
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Returns
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-------
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grid : ndarray
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All data points on the grid; ``grid.shape[1] == X.shape[1]``
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and ``grid.shape[0] == grid_resolution * X.shape[1]``.
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axes : seq of ndarray
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The axes with which the grid has been created.
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"""
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if len(percentiles) != 2:
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raise ValueError('percentile must be tuple of len 2')
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if not all(0. <= x <= 1. for x in percentiles):
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raise ValueError('percentile values must be in [0, 1]')
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axes = []
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emp_percentiles = mquantiles(X, prob=percentiles, axis=0)
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for col in range(X.shape[1]):
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uniques = np.unique(X[:, col])
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if uniques.shape[0] < grid_resolution:
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# feature has low resolution use unique vals
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axis = uniques
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else:
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# create axis based on percentiles and grid resolution
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axis = np.linspace(emp_percentiles[0, col],
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emp_percentiles[1, col],
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num=grid_resolution, endpoint=True)
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axes.append(axis)
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return cartesian(axes), axes
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def partial_dependence(gbrt, target_variables, grid=None, X=None,
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percentiles=(0.05, 0.95), grid_resolution=100):
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"""Partial dependence of ``target_variables``.
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Partial dependence plots show the dependence between the joint values
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of the ``target_variables`` and the function represented
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by the ``gbrt``.
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Read more in the :ref:`User Guide <partial_dependence>`.
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Parameters
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----------
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gbrt : BaseGradientBoosting
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A fitted gradient boosting model.
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target_variables : array-like, dtype=int
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The target features for which the partial dependecy should be
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computed (size should be smaller than 3 for visual renderings).
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grid : array-like, shape=(n_points, len(target_variables))
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The grid of ``target_variables`` values for which the
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partial dependecy should be evaluated (either ``grid`` or ``X``
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must be specified).
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X : array-like, shape=(n_samples, n_features)
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The data on which ``gbrt`` was trained. It is used to generate
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a ``grid`` for the ``target_variables``. The ``grid`` comprises
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``grid_resolution`` equally spaced points between the two
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``percentiles``.
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percentiles : (low, high), default=(0.05, 0.95)
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The lower and upper percentile used create the extreme values
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for the ``grid``. Only if ``X`` is not None.
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grid_resolution : int, default=100
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The number of equally spaced points on the ``grid``.
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Returns
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-------
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pdp : array, shape=(n_classes, n_points)
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The partial dependence function evaluated on the ``grid``.
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For regression and binary classification ``n_classes==1``.
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axes : seq of ndarray or None
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The axes with which the grid has been created or None if
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the grid has been given.
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Examples
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--------
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>>> samples = [[0, 0, 2], [1, 0, 0]]
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>>> labels = [0, 1]
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>>> from sklearn.ensemble import GradientBoostingClassifier
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>>> gb = GradientBoostingClassifier(random_state=0).fit(samples, labels)
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>>> kwargs = dict(X=samples, percentiles=(0, 1), grid_resolution=2)
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>>> partial_dependence(gb, [0], **kwargs) # doctest: +SKIP
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(array([[-4.52..., 4.52...]]), [array([ 0., 1.])])
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"""
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if not isinstance(gbrt, BaseGradientBoosting):
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raise ValueError('gbrt has to be an instance of BaseGradientBoosting')
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check_is_fitted(gbrt, 'estimators_')
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if (grid is None and X is None) or (grid is not None and X is not None):
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raise ValueError('Either grid or X must be specified')
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target_variables = np.asarray(target_variables, dtype=np.int32,
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order='C').ravel()
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if any([not (0 <= fx < gbrt.n_features_) for fx in target_variables]):
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raise ValueError('target_variables must be in [0, %d]'
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% (gbrt.n_features_ - 1))
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if X is not None:
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X = check_array(X, dtype=DTYPE, order='C')
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grid, axes = _grid_from_X(X[:, target_variables], percentiles,
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grid_resolution)
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else:
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assert grid is not None
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# dont return axes if grid is given
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axes = None
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# grid must be 2d
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if grid.ndim == 1:
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grid = grid[:, np.newaxis]
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if grid.ndim != 2:
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raise ValueError('grid must be 2d but is %dd' % grid.ndim)
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grid = np.asarray(grid, dtype=DTYPE, order='C')
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assert grid.shape[1] == target_variables.shape[0]
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n_trees_per_stage = gbrt.estimators_.shape[1]
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n_estimators = gbrt.estimators_.shape[0]
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pdp = np.zeros((n_trees_per_stage, grid.shape[0],), dtype=np.float64,
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order='C')
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for stage in range(n_estimators):
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for k in range(n_trees_per_stage):
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tree = gbrt.estimators_[stage, k].tree_
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_partial_dependence_tree(tree, grid, target_variables,
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gbrt.learning_rate, pdp[k])
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return pdp, axes
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def plot_partial_dependence(gbrt, X, features, feature_names=None,
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label=None, n_cols=3, grid_resolution=100,
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percentiles=(0.05, 0.95), n_jobs=1,
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verbose=0, ax=None, line_kw=None,
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contour_kw=None, **fig_kw):
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"""Partial dependence plots for ``features``.
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The ``len(features)`` plots are arranged in a grid with ``n_cols``
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columns. Two-way partial dependence plots are plotted as contour
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plots.
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Read more in the :ref:`User Guide <partial_dependence>`.
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Parameters
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----------
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gbrt : BaseGradientBoosting
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A fitted gradient boosting model.
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X : array-like, shape=(n_samples, n_features)
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The data on which ``gbrt`` was trained.
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features : seq of ints, strings, or tuples of ints or strings
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If seq[i] is an int or a tuple with one int value, a one-way
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PDP is created; if seq[i] is a tuple of two ints, a two-way
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PDP is created.
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If feature_names is specified and seq[i] is an int, seq[i]
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must be < len(feature_names).
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If seq[i] is a string, feature_names must be specified, and
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seq[i] must be in feature_names.
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feature_names : seq of str
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Name of each feature; feature_names[i] holds
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the name of the feature with index i.
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label : object
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The class label for which the PDPs should be computed.
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Only if gbrt is a multi-class model. Must be in ``gbrt.classes_``.
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n_cols : int
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The number of columns in the grid plot (default: 3).
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percentiles : (low, high), default=(0.05, 0.95)
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The lower and upper percentile used to create the extreme values
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for the PDP axes.
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grid_resolution : int, default=100
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The number of equally spaced points on the axes.
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n_jobs : int
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The number of CPUs to use to compute the PDs. -1 means 'all CPUs'.
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Defaults to 1.
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verbose : int
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Verbose output during PD computations. Defaults to 0.
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ax : Matplotlib axis object, default None
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An axis object onto which the plots will be drawn.
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line_kw : dict
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Dict with keywords passed to the ``matplotlib.pyplot.plot`` call.
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For one-way partial dependence plots.
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contour_kw : dict
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Dict with keywords passed to the ``matplotlib.pyplot.plot`` call.
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For two-way partial dependence plots.
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fig_kw : dict
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Dict with keywords passed to the figure() call.
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Note that all keywords not recognized above will be automatically
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included here.
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Returns
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-------
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fig : figure
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The Matplotlib Figure object.
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axs : seq of Axis objects
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A seq of Axis objects, one for each subplot.
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Examples
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--------
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>>> from sklearn.datasets import make_friedman1
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>>> from sklearn.ensemble import GradientBoostingRegressor
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>>> X, y = make_friedman1()
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>>> clf = GradientBoostingRegressor(n_estimators=10).fit(X, y)
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>>> fig, axs = plot_partial_dependence(clf, X, [0, (0, 1)]) #doctest: +SKIP
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...
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"""
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import matplotlib.pyplot as plt
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from matplotlib import transforms
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from matplotlib.ticker import MaxNLocator
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from matplotlib.ticker import ScalarFormatter
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if not isinstance(gbrt, BaseGradientBoosting):
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raise ValueError('gbrt has to be an instance of BaseGradientBoosting')
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check_is_fitted(gbrt, 'estimators_')
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# set label_idx for multi-class GBRT
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if hasattr(gbrt, 'classes_') and np.size(gbrt.classes_) > 2:
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if label is None:
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raise ValueError('label is not given for multi-class PDP')
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label_idx = np.searchsorted(gbrt.classes_, label)
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if gbrt.classes_[label_idx] != label:
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raise ValueError('label %s not in ``gbrt.classes_``' % str(label))
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else:
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# regression and binary classification
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label_idx = 0
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X = check_array(X, dtype=DTYPE, order='C')
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if gbrt.n_features_ != X.shape[1]:
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raise ValueError('X.shape[1] does not match gbrt.n_features_')
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if line_kw is None:
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line_kw = {'color': 'green'}
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if contour_kw is None:
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contour_kw = {}
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# convert feature_names to list
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if feature_names is None:
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# if not feature_names use fx indices as name
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feature_names = [str(i) for i in range(gbrt.n_features_)]
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elif isinstance(feature_names, np.ndarray):
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feature_names = feature_names.tolist()
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def convert_feature(fx):
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if isinstance(fx, six.string_types):
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try:
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fx = feature_names.index(fx)
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except ValueError:
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raise ValueError('Feature %s not in feature_names' % fx)
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return fx
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# convert features into a seq of int tuples
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tmp_features = []
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for fxs in features:
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if isinstance(fxs, (numbers.Integral,) + six.string_types):
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fxs = (fxs,)
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try:
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fxs = np.array([convert_feature(fx) for fx in fxs], dtype=np.int32)
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except TypeError:
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raise ValueError('features must be either int, str, or tuple '
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'of int/str')
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if not (1 <= np.size(fxs) <= 2):
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raise ValueError('target features must be either one or two')
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tmp_features.append(fxs)
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features = tmp_features
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names = []
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try:
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for fxs in features:
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l = []
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# explicit loop so "i" is bound for exception below
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for i in fxs:
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l.append(feature_names[i])
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names.append(l)
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except IndexError:
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raise ValueError('All entries of features must be less than '
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'len(feature_names) = {0}, got {1}.'
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.format(len(feature_names), i))
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# compute PD functions
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pd_result = Parallel(n_jobs=n_jobs, verbose=verbose)(
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delayed(partial_dependence)(gbrt, fxs, X=X,
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grid_resolution=grid_resolution,
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percentiles=percentiles)
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for fxs in features)
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# get global min and max values of PD grouped by plot type
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pdp_lim = {}
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for pdp, axes in pd_result:
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min_pd, max_pd = pdp[label_idx].min(), pdp[label_idx].max()
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n_fx = len(axes)
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old_min_pd, old_max_pd = pdp_lim.get(n_fx, (min_pd, max_pd))
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min_pd = min(min_pd, old_min_pd)
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max_pd = max(max_pd, old_max_pd)
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pdp_lim[n_fx] = (min_pd, max_pd)
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# create contour levels for two-way plots
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if 2 in pdp_lim:
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Z_level = np.linspace(*pdp_lim[2], num=8)
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if ax is None:
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fig = plt.figure(**fig_kw)
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else:
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fig = ax.get_figure()
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fig.clear()
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n_cols = min(n_cols, len(features))
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n_rows = int(np.ceil(len(features) / float(n_cols)))
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axs = []
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for i, fx, name, (pdp, axes) in zip(count(), features, names,
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pd_result):
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ax = fig.add_subplot(n_rows, n_cols, i + 1)
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if len(axes) == 1:
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ax.plot(axes[0], pdp[label_idx].ravel(), **line_kw)
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else:
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# make contour plot
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assert len(axes) == 2
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XX, YY = np.meshgrid(axes[0], axes[1])
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Z = pdp[label_idx].reshape(list(map(np.size, axes))).T
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CS = ax.contour(XX, YY, Z, levels=Z_level, linewidths=0.5,
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colors='k')
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ax.contourf(XX, YY, Z, levels=Z_level, vmax=Z_level[-1],
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vmin=Z_level[0], alpha=0.75, **contour_kw)
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ax.clabel(CS, fmt='%2.2f', colors='k', fontsize=10, inline=True)
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# plot data deciles + axes labels
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deciles = mquantiles(X[:, fx[0]], prob=np.arange(0.1, 1.0, 0.1))
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trans = transforms.blended_transform_factory(ax.transData,
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ax.transAxes)
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ylim = ax.get_ylim()
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ax.vlines(deciles, [0], 0.05, transform=trans, color='k')
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ax.set_xlabel(name[0])
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ax.set_ylim(ylim)
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# prevent x-axis ticks from overlapping
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ax.xaxis.set_major_locator(MaxNLocator(nbins=6, prune='lower'))
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tick_formatter = ScalarFormatter()
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tick_formatter.set_powerlimits((-3, 4))
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ax.xaxis.set_major_formatter(tick_formatter)
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if len(axes) > 1:
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# two-way PDP - y-axis deciles + labels
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deciles = mquantiles(X[:, fx[1]], prob=np.arange(0.1, 1.0, 0.1))
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trans = transforms.blended_transform_factory(ax.transAxes,
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ax.transData)
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xlim = ax.get_xlim()
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ax.hlines(deciles, [0], 0.05, transform=trans, color='k')
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ax.set_ylabel(name[1])
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# hline erases xlim
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ax.set_xlim(xlim)
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else:
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ax.set_ylabel('Partial dependence')
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if len(axes) == 1:
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ax.set_ylim(pdp_lim[1])
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axs.append(ax)
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fig.subplots_adjust(bottom=0.15, top=0.7, left=0.1, right=0.95, wspace=0.4,
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hspace=0.3)
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return fig, axs
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