sklearn.ensemble
.AdaBoostRegressor¶
- class sklearn.ensemble.AdaBoostRegressor(estimator=None, *, n_estimators=50, learning_rate=1.0, loss='linear', random_state=None, base_estimator='deprecated')[source]¶
An AdaBoost regressor.
An AdaBoost [1] regressor is a meta-estimator that begins by fitting a regressor on the original dataset and then fits additional copies of the regressor on the same dataset but where the weights of instances are adjusted according to the error of the current prediction. As such, subsequent regressors focus more on difficult cases.
This class implements the algorithm known as AdaBoost.R2 [2].
Read more in the User Guide.
New in version 0.14.
- Parameters:
- estimatorobject, default=None
The base estimator from which the boosted ensemble is built. If
None
, then the base estimator isDecisionTreeRegressor
initialized withmax_depth=3
.New in version 1.2:
base_estimator
was renamed toestimator
.- n_estimatorsint, default=50
The maximum number of estimators at which boosting is terminated. In case of perfect fit, the learning procedure is stopped early. Values must be in the range
[1, inf)
.- learning_ratefloat, default=1.0
Weight applied to each regressor at each boosting iteration. A higher learning rate increases the contribution of each regressor. There is a trade-off between the
learning_rate
andn_estimators
parameters. Values must be in the range(0.0, inf)
.- loss{‘linear’, ‘square’, ‘exponential’}, default=’linear’
The loss function to use when updating the weights after each boosting iteration.
- random_stateint, RandomState instance or None, default=None
Controls the random seed given at each
estimator
at each boosting iteration. Thus, it is only used whenestimator
exposes arandom_state
. In addition, it controls the bootstrap of the weights used to train theestimator
at each boosting iteration. Pass an int for reproducible output across multiple function calls. See Glossary.- base_estimatorobject, default=None
The base estimator from which the boosted ensemble is built. If
None
, then the base estimator isDecisionTreeRegressor
initialized withmax_depth=3
.Deprecated since version 1.2:
base_estimator
is deprecated and will be removed in 1.4. Useestimator
instead.
- Attributes:
- estimator_estimator
The base estimator from which the ensemble is grown.
New in version 1.2:
base_estimator_
was renamed toestimator_
.base_estimator_
estimatorEstimator used to grow the ensemble.
- estimators_list of regressors
The collection of fitted sub-estimators.
- estimator_weights_ndarray of floats
Weights for each estimator in the boosted ensemble.
- estimator_errors_ndarray of floats
Regression error for each estimator in the boosted ensemble.
feature_importances_
ndarray of shape (n_features,)The impurity-based feature importances.
- n_features_in_int
Number of features seen during fit.
New in version 0.24.
- feature_names_in_ndarray of shape (
n_features_in_
,) Names of features seen during fit. Defined only when
X
has feature names that are all strings.New in version 1.0.
See also
AdaBoostClassifier
An AdaBoost classifier.
GradientBoostingRegressor
Gradient Boosting Classification Tree.
sklearn.tree.DecisionTreeRegressor
A decision tree regressor.
References
[1]Y. Freund, R. Schapire, “A Decision-Theoretic Generalization of on-Line Learning and an Application to Boosting”, 1995.
[2]Drucker, “Improving Regressors using Boosting Techniques”, 1997.
Examples
>>> from sklearn.ensemble import AdaBoostRegressor >>> from sklearn.datasets import make_regression >>> X, y = make_regression(n_features=4, n_informative=2, ... random_state=0, shuffle=False) >>> regr = AdaBoostRegressor(random_state=0, n_estimators=100) >>> regr.fit(X, y) AdaBoostRegressor(n_estimators=100, random_state=0) >>> regr.predict([[0, 0, 0, 0]]) array([4.7972...]) >>> regr.score(X, y) 0.9771...
Methods
fit
(X, y[, sample_weight])Build a boosted classifier/regressor from the training set (X, y).
get_params
([deep])Get parameters for this estimator.
predict
(X)Predict regression value for X.
score
(X, y[, sample_weight])Return the coefficient of determination of the prediction.
set_params
(**params)Set the parameters of this estimator.
Return staged predictions for X.
staged_score
(X, y[, sample_weight])Return staged scores for X, y.
- property base_estimator_¶
Estimator used to grow the ensemble.
- property feature_importances_¶
The impurity-based feature importances.
The higher, the more important the feature. The importance of a feature is computed as the (normalized) total reduction of the criterion brought by that feature. It is also known as the Gini importance.
Warning: impurity-based feature importances can be misleading for high cardinality features (many unique values). See
sklearn.inspection.permutation_importance
as an alternative.- Returns:
- feature_importances_ndarray of shape (n_features,)
The feature importances.
- fit(X, y, sample_weight=None)[source]¶
Build a boosted classifier/regressor from the training set (X, y).
- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. COO, DOK, and LIL are converted to CSR.
- yarray-like of shape (n_samples,)
The target values.
- sample_weightarray-like of shape (n_samples,), default=None
Sample weights. If None, the sample weights are initialized to 1 / n_samples.
- Returns:
- selfobject
Fitted estimator.
- get_params(deep=True)[source]¶
Get parameters for this estimator.
- Parameters:
- deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
- Returns:
- paramsdict
Parameter names mapped to their values.
- predict(X)[source]¶
Predict regression value for X.
The predicted regression value of an input sample is computed as the weighted median prediction of the regressors in the ensemble.
- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. COO, DOK, and LIL are converted to CSR.
- Returns:
- yndarray of shape (n_samples,)
The predicted regression values.
- score(X, y, sample_weight=None)[source]¶
Return the coefficient of determination of the prediction.
The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), 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 ofy
, disregarding the input features, would get a \(R^2\) score of 0.0.- Parameters:
- Xarray-like 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 with shape
(n_samples, n_samples_fitted)
, wheren_samples_fitted
is the number of samples used in the fitting for the estimator.- yarray-like of shape (n_samples,) or (n_samples, n_outputs)
True values for
X
.- sample_weightarray-like of shape (n_samples,), default=None
Sample weights.
- Returns:
- scorefloat
\(R^2\) of
self.predict(X)
w.r.t.y
.
Notes
The \(R^2\) 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 this estimator.
The method works on simple estimators as well as on nested objects (such as
Pipeline
). The latter have parameters of the form<component>__<parameter>
so that it’s possible to update each component of a nested object.- Parameters:
- **paramsdict
Estimator parameters.
- Returns:
- selfestimator instance
Estimator instance.
- staged_predict(X)[source]¶
Return staged predictions for X.
The predicted regression value of an input sample is computed as the weighted median prediction of the regressors in the ensemble.
This generator method yields the ensemble prediction after each iteration of boosting and therefore allows monitoring, such as to determine the prediction on a test set after each boost.
- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The training input samples.
- Yields:
- ygenerator of ndarray of shape (n_samples,)
The predicted regression values.
- staged_score(X, y, sample_weight=None)[source]¶
Return staged scores for X, y.
This generator method yields the ensemble score after each iteration of boosting and therefore allows monitoring, such as to determine the score on a test set after each boost.
- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The training input samples. Sparse matrix can be CSC, CSR, COO, DOK, or LIL. COO, DOK, and LIL are converted to CSR.
- yarray-like of shape (n_samples,)
Labels for X.
- sample_weightarray-like of shape (n_samples,), default=None
Sample weights.
- Yields:
- zfloat
Examples using sklearn.ensemble.AdaBoostRegressor
¶
Decision Tree Regression with AdaBoost