Source code for himalaya.ridge._column

from sklearn.compose import ColumnTransformer
from sklearn.pipeline import _name_estimators


[docs]class ColumnTransformerNoStack(ColumnTransformer): """Applies transformers to columns of an array, and does not stack them. This estimator allows different columns or column subsets of the input to be transformed separately. The different groups of features generated are *not* stacked together, to be used e.g. in a GroupRidgeCV(groups="auto"). This is useful to perform separate transformations on different feature spaces. Warning : This class does not perfectly abide by scikit-learn's API. Indeed, it returns a list of ``n_groups`` matrices of shape (n_samples, n_features_i), while scikit-learn's API only allows arrays of shape (n_samples, n_features). This class is intended to be used in a scikit-learn pipeline *just* before a GroupRidgeCV(groups="auto"). Parameters ---------- transformers : list of tuples List of (name, transformer, columns) tuples specifying the transformer objects to be applied to subsets of the data. name : str Like in Pipeline and FeatureUnion, this allows the transformer and its parameters to be set using ``set_params`` and searched in grid search. transformer : {'drop', 'passthrough'} or estimator Estimator must support ``fit`` and ``transform``. Special-cased strings 'drop' and 'passthrough' are accepted as well, to indicate to drop the columns or to pass them through untransformed, respectively. columns : str, array-like of str, int, array-like of int, \ array-like of bool, slice or callable Indexes the data on its second axis. Integers are interpreted as positional columns, while strings can reference DataFrame columns by name. A scalar string or int should be used where ``transformer`` expects X to be a 1d array-like (vector), otherwise a 2d array will be passed to the transformer. A callable is passed the input data `X` and can return any of the above. To select multiple columns by name or dtype, you can use :obj:`make_column_selector`. remainder : {'drop', 'passthrough'} or estimator, default='drop' By default, only the specified columns in `transformers` are transformed and combined in the output, and the non-specified columns are dropped. (default of ``'drop'``). By specifying ``remainder='passthrough'``, all remaining columns that were not specified in `transformers` will be automatically passed through. This subset of columns is concatenated with the output of the transformers. By setting ``remainder`` to be an estimator, the remaining non-specified columns will use the ``remainder`` estimator. The estimator must support ``fit`` and ``transform``. Note that using this feature requires that the DataFrame columns input at ``fit`` and ``transform`` have identical order. n_jobs : int, default=None Number of jobs to run in parallel. ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. ``-1`` means using all processors. n_jobs does not work with GPU backends. transformer_weights : dict, default=None Multiplicative weights for features per transformer. The output of the transformer is multiplied by these weights. Keys are transformer names, values the weights. verbose : bool, default=False If True, the time elapsed while fitting each transformer will be printed as it is completed. Attributes ---------- transformers_ : list The collection of fitted transformers as tuples of (name, fitted_transformer, column). `fitted_transformer` can be an estimator, 'drop', or 'passthrough'. In case there were no columns selected, this will be the unfitted transformer. If there are remaining columns, the final element is a tuple of the form: ('remainder', transformer, remaining_columns) corresponding to the ``remainder`` parameter. If there are remaining columns, then ``len(transformers_)==len(transformers)+1``, otherwise ``len(transformers_)==len(transformers)``. named_transformers_ : :class:`~sklearn.utils.Bunch` Read-only attribute to access any transformer by given name. Keys are transformer names and values are the fitted transformer objects. n_features_in_ : int Number of features used during the fit. sparse_output_ : False Notes ----- The order of the columns in the transformed feature matrix follows the order of how the columns are specified in the `transformers` list. Columns of the original feature matrix that are not specified are dropped from the resulting transformed feature matrix, unless specified in the `passthrough` keyword. Those columns specified with `passthrough` are added at the right to the output of the transformers. See also -------- himalaya.ridge.make_column_transform_no_stack : convenience function for combining the outputs of multiple pipelines applied to column subsets of the original feature space. sklearn.compose.make_column_selector : convenience function for selecting columns based on datatype or the columns name with a regex pattern. Examples -------- >>> import numpy as np >>> from himalaya.ridge import ColumnTransformerNoStack >>> from sklearn.preprocessing import StandardScaler >>> ct = ColumnTransformerNoStack( ... [("group_1", StandardScaler(), [0, 1, 2]), ... ("group_2", StandardScaler(), slice(3, 5))]) >>> X = np.random.randn(10, 5) >>> # Group separately the first three columns and the last two >>> # columns, creating two feature spaces. >>> Xs = ct.fit_transform(X) >>> print(Xi.shape for Xi in Xs) (2, 4, 4) """ def _hstack(self, Xs): """Do *not* stack the feature spaces. In ColumnTransformer, this methods stacks Xs horizontally. Here instead, we return the list of Xs. Parameters ---------- Xs : list of arrays of shape (n_samples, n_features_i) """ return Xs
[docs]def make_column_transformer_no_stack(*transformers, **kwargs): """Construct a ColumnTransformerNoStack from the given transformers. This is a shorthand for the ColumnTransformerNoStack constructor; it does not require, and does not permit, naming the transformers. Instead, they will be given names automatically based on their types. It also does not allow weighting with ``transformer_weights``. Parameters ---------- *transformers : tuples Tuples of the form (transformer, columns) specifying the transformer objects to be applied to subsets of the data. transformer : {'drop', 'passthrough'} or estimator Estimator must support ``fit`` and ``transform``. Special-cased strings 'drop' and 'passthrough' are accepted as well, to indicate to drop the columns or to pass them through untransformed, respectively. columns : str, array-like of str, int, array-like of int, slice, \ array-like of bool or callable Indexes the data on its second axis. Integers are interpreted as positional columns, while strings can reference DataFrame columns by name. A scalar string or int should be used where ``transformer`` expects X to be a 1d array-like (vector), otherwise a 2d array will be passed to the transformer. A callable is passed the input data `X` and can return any of the above. To select multiple columns by name or dtype, you can use :obj:`make_column_selector`. remainder : {'drop', 'passthrough'} or estimator, default='drop' By default, only the specified columns in `transformers` are transformed and combined in the output, and the non-specified columns are dropped. (default of ``'drop'``). By specifying ``remainder='passthrough'``, all remaining columns that were not specified in `transformers` will be automatically passed through. This subset of columns is concatenated with the output of the transformers. By setting ``remainder`` to be an estimator, the remaining non-specified columns will use the ``remainder`` estimator. The estimator must support ``fit`` and ``transform``. n_jobs : int, default=None Number of jobs to run in parallel. ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. ``-1`` means using all processors. n_jobs does not work with with GPU backends. verbose : bool, default=False If True, the time elapsed while fitting each transformer will be printed as it is completed. Returns ------- column_transformer_no_stack : ColumnTransformerNoStack See also -------- himalaya.ridge.ColumnTransformerNoStack : Class that allows combining the outputs of multiple transformer objects used on column subsets of the data into a single feature space. Examples -------- >>> from sklearn.preprocessing import StandardScaler >>> from himalaya.ridge import make_column_transformer_no_stack >>> ct = make_column_transformer_no_stack( ... (StandardScaler(), [0, 1, 2]), ... (StandardScaler(), slice(3, 5))) >>> # Group separately the first three columns and the last two >>> # columns, creating two feature spaces. >>> Xs = ct.fit_transform(X) >>> print([Xi.shape for Xi in Xs]) [(4, 3), (4, 2)] """ # transformer_weights keyword is not passed through because the user # would need to know the automatically generated names of the transformers n_jobs = kwargs.pop('n_jobs', None) remainder = kwargs.pop('remainder', 'drop') verbose = kwargs.pop('verbose', False) if kwargs: raise TypeError('Unknown keyword arguments: "{}"'.format( list(kwargs.keys())[0])) transformer_list = _get_transformer_list(transformers) return ColumnTransformerNoStack(transformer_list, n_jobs=n_jobs, remainder=remainder, verbose=verbose)
def _get_transformer_list(estimators): """ Construct (name, trans, column) tuples from list """ transformers, columns = zip(*estimators) names, _ = zip(*_name_estimators(transformers)) transformer_list = list(zip(names, transformers, columns)) return transformer_list