sklearn.ensemble
.VotingRegressor¶

class
sklearn.ensemble.
VotingRegressor
(estimators, *, weights=None, n_jobs=None, verbose=False)[source]¶ Prediction voting regressor for unfitted estimators.
New in version 0.21.
A voting regressor is an ensemble metaestimator that fits several base regressors, each on the whole dataset. Then it averages the individual predictions to form a final prediction.
Read more in the User Guide.
 Parameters
 estimatorslist of (str, estimator) tuples
Invoking the
fit
method on theVotingRegressor
will fit clones of those original estimators that will be stored in the class attributeself.estimators_
. An estimator can be set to'drop'
usingset_params
.Changed in version 0.21:
'drop'
is accepted.Deprecated since version 0.22: Using
None
to drop an estimator is deprecated in 0.22 and support will be dropped in 0.24. Use the string'drop'
instead. weightsarraylike of shape (n_regressors,), default=None
Sequence of weights (
float
orint
) to weight the occurrences of predicted values before averaging. Uses uniform weights ifNone
. n_jobsint, default=None
The number of jobs to run in parallel for
fit
.None
means 1 unless in ajoblib.parallel_backend
context.1
means using all processors. See Glossary for more details. verbosebool, default=False
If True, the time elapsed while fitting will be printed as it is completed.
 Attributes
 estimators_list of regressors
The collection of fitted subestimators as defined in
estimators
that are not ‘drop’. named_estimators_Bunch
Attribute to access any fitted subestimators by name.
New in version 0.20.
See also
VotingClassifier
Soft Voting/Majority Rule classifier.
Examples
>>> import numpy as np >>> from sklearn.linear_model import LinearRegression >>> from sklearn.ensemble import RandomForestRegressor >>> from sklearn.ensemble import VotingRegressor >>> r1 = LinearRegression() >>> r2 = RandomForestRegressor(n_estimators=10, random_state=1) >>> X = np.array([[1, 1], [2, 4], [3, 9], [4, 16], [5, 25], [6, 36]]) >>> y = np.array([2, 6, 12, 20, 30, 42]) >>> er = VotingRegressor([('lr', r1), ('rf', r2)]) >>> print(er.fit(X, y).predict(X)) [ 3.3 5.7 11.8 19.7 28. 40.3]
Methods
fit
(X, y[, sample_weight])Fit the estimators.
fit_transform
(X[, y])Fit to data, then transform it.
get_params
([deep])Get the parameters of an estimator from the ensemble.
predict
(X)Predict regression target for X.
score
(X, y[, sample_weight])Return the coefficient of determination R^2 of the prediction.
set_params
(**params)Set the parameters of an estimator from the ensemble.
transform
(X)Return predictions for X for each estimator.

__init__
(estimators, *, weights=None, n_jobs=None, verbose=False)[source]¶ Initialize self. See help(type(self)) for accurate signature.

fit
(X, y, sample_weight=None)[source]¶ Fit the estimators.
 Parameters
 X{arraylike, sparse matrix} of shape (n_samples, n_features)
Training vectors, where n_samples is the number of samples and n_features is the number of features.
 yarraylike of shape (n_samples,)
Target values.
 sample_weightarraylike of shape (n_samples,), default=None
Sample weights. If None, then samples are equally weighted. Note that this is supported only if all underlying estimators support sample weights.
 Returns
 selfobject
Fitted estimator.

fit_transform
(X, y=None, **fit_params)[source]¶ Fit to data, then transform it.
Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.
 Parameters
 X{arraylike, sparse matrix, dataframe} of shape (n_samples, n_features)
 yndarray of shape (n_samples,), default=None
Target values.
 **fit_paramsdict
Additional fit parameters.
 Returns
 X_newndarray array of shape (n_samples, n_features_new)
Transformed array.

get_params
(deep=True)[source]¶ Get the parameters of an estimator from the ensemble.
 Parameters
 deepbool, default=True
Setting it to True gets the various classifiers and the parameters of the classifiers as well.

predict
(X)[source]¶ Predict regression target for X.
The predicted regression target of an input sample is computed as the mean predicted regression targets of the estimators in the ensemble.
 Parameters
 X{arraylike, sparse matrix} of shape (n_samples, n_features)
The input samples.
 Returns
 yndarray of shape (n_samples,)
The predicted values.

score
(X, y, sample_weight=None)[source]¶ Return the coefficient of determination R^2 of the prediction.
The coefficient R^2 is defined as (1  u/v), where u is the residual sum of squares ((y_true  y_pred) ** 2).sum() and v is the total sum of squares ((y_true  y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.
 Parameters
 Xarraylike of shape (n_samples, n_features)
Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead, shape = (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.
 yarraylike of shape (n_samples,) or (n_samples, n_outputs)
True values for X.
 sample_weightarraylike of shape (n_samples,), default=None
Sample weights.
 Returns
 scorefloat
R^2 of self.predict(X) wrt. y.
Notes
The R2 score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistent with default value ofr2_score
. This influences thescore
method of all the multioutput regressors (except forMultiOutputRegressor
).

set_params
(**params)[source]¶ Set the parameters of an estimator from the ensemble.
Valid parameter keys can be listed with
get_params()
. Parameters
 **paramskeyword arguments
Specific parameters using e.g.
set_params(parameter_name=new_value)
. In addition, to setting the parameters of the stacking estimator, the individual estimator of the stacking estimators can also be set, or can be removed by setting them to ‘drop’.