sklearn.ensemble
.StackingClassifier¶
- class sklearn.ensemble.StackingClassifier(estimators, final_estimator=None, *, cv=None, stack_method='auto', n_jobs=None, passthrough=False, verbose=0)[source]¶
Stack of estimators with a final classifier.
Stacked generalization consists in stacking the output of individual estimator and use a classifier to compute the final prediction. Stacking allows to use the strength of each individual estimator by using their output as input of a final estimator.
Note that
estimators_
are fitted on the fullX
whilefinal_estimator_
is trained using cross-validated predictions of the base estimators usingcross_val_predict
.Read more in the User Guide.
New in version 0.22.
- Parameters:
- estimatorslist of (str, estimator)
Base estimators which will be stacked together. Each element of the list is defined as a tuple of string (i.e. name) and an estimator instance. An estimator can be set to ‘drop’ using
set_params
.The type of estimator is generally expected to be a classifier. However, one can pass a regressor for some use case (e.g. ordinal regression).
- final_estimatorestimator, default=None
A classifier which will be used to combine the base estimators. The default classifier is a
LogisticRegression
.- cvint, cross-validation generator, iterable, or “prefit”, default=None
Determines the cross-validation splitting strategy used in
cross_val_predict
to trainfinal_estimator
. Possible inputs for cv are:None, to use the default 5-fold cross validation,
integer, to specify the number of folds in a (Stratified) KFold,
An object to be used as a cross-validation generator,
An iterable yielding train, test splits,
"prefit"
to assume theestimators
are prefit. In this case, the estimators will not be refitted.
For integer/None inputs, if the estimator is a classifier and y is either binary or multiclass,
StratifiedKFold
is used. In all other cases,KFold
is used. These splitters are instantiated withshuffle=False
so the splits will be the same across calls.Refer User Guide for the various cross-validation strategies that can be used here.
If “prefit” is passed, it is assumed that all
estimators
have been fitted already. Thefinal_estimator_
is trained on theestimators
predictions on the full training set and are not cross validated predictions. Please note that if the models have been trained on the same data to train the stacking model, there is a very high risk of overfitting.New in version 1.1: The ‘prefit’ option was added in 1.1
Note
A larger number of split will provide no benefits if the number of training samples is large enough. Indeed, the training time will increase.
cv
is not used for model evaluation but for prediction.- stack_method{‘auto’, ‘predict_proba’, ‘decision_function’, ‘predict’}, default=’auto’
Methods called for each base estimator. It can be:
if ‘auto’, it will try to invoke, for each estimator,
'predict_proba'
,'decision_function'
or'predict'
in that order.otherwise, one of
'predict_proba'
,'decision_function'
or'predict'
. If the method is not implemented by the estimator, it will raise an error.
- n_jobsint, default=None
The number of jobs to run in parallel all
estimators
fit
.None
means 1 unless in ajoblib.parallel_backend
context. -1 means using all processors. See Glossary for more details.- passthroughbool, default=False
When False, only the predictions of estimators will be used as training data for
final_estimator
. When True, thefinal_estimator
is trained on the predictions as well as the original training data.- verboseint, default=0
Verbosity level.
- Attributes:
- classes_ndarray of shape (n_classes,) or list of ndarray if
y
is of type"multilabel-indicator"
. Class labels.
- estimators_list of estimators
The elements of the
estimators
parameter, having been fitted on the training data. If an estimator has been set to'drop'
, it will not appear inestimators_
. Whencv="prefit"
,estimators_
is set toestimators
and is not fitted again.- named_estimators_
Bunch
Attribute to access any fitted sub-estimators by name.
n_features_in_
intNumber of features seen during fit.
- feature_names_in_ndarray of shape (
n_features_in_
,) Names of features seen during fit. Only defined if the underlying estimators expose such an attribute when fit.
New in version 1.0.
- final_estimator_estimator
The classifier which predicts given the output of
estimators_
.- stack_method_list of str
The method used by each base estimator.
- classes_ndarray of shape (n_classes,) or list of ndarray if
See also
StackingRegressor
Stack of estimators with a final regressor.
Notes
When
predict_proba
is used by each estimator (i.e. most of the time forstack_method='auto'
or specifically forstack_method='predict_proba'
), The first column predicted by each estimator will be dropped in the case of a binary classification problem. Indeed, both feature will be perfectly collinear.In some cases (e.g. ordinal regression), one can pass regressors as the first layer of the
StackingClassifier
. However, note thaty
will be internally encoded in a numerically increasing order or lexicographic order. If this ordering is not adequate, one should manually numerically encode the classes in the desired order.References
[1]Wolpert, David H. “Stacked generalization.” Neural networks 5.2 (1992): 241-259.
Examples
>>> from sklearn.datasets import load_iris >>> from sklearn.ensemble import RandomForestClassifier >>> from sklearn.svm import LinearSVC >>> from sklearn.linear_model import LogisticRegression >>> from sklearn.preprocessing import StandardScaler >>> from sklearn.pipeline import make_pipeline >>> from sklearn.ensemble import StackingClassifier >>> X, y = load_iris(return_X_y=True) >>> estimators = [ ... ('rf', RandomForestClassifier(n_estimators=10, random_state=42)), ... ('svr', make_pipeline(StandardScaler(), ... LinearSVC(random_state=42))) ... ] >>> clf = StackingClassifier( ... estimators=estimators, final_estimator=LogisticRegression() ... ) >>> from sklearn.model_selection import train_test_split >>> X_train, X_test, y_train, y_test = train_test_split( ... X, y, stratify=y, random_state=42 ... ) >>> clf.fit(X_train, y_train).score(X_test, y_test) 0.9...
Methods
Decision function for samples in
X
using the final estimator.fit
(X, y[, sample_weight])Fit the estimators.
fit_transform
(X[, y])Fit to data, then transform it.
get_feature_names_out
([input_features])Get output feature names for transformation.
get_params
([deep])Get the parameters of an estimator from the ensemble.
predict
(X, **predict_params)Predict target for X.
Predict class probabilities for
X
using the final estimator.score
(X, y[, sample_weight])Return the mean accuracy on the given test data and labels.
set_output
(*[, transform])Set output container.
set_params
(**params)Set the parameters of an estimator from the ensemble.
transform
(X)Return class labels or probabilities for X for each estimator.
- decision_function(X)[source]¶
Decision function for samples in
X
using the final estimator.- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where
n_samples
is the number of samples andn_features
is the number of features.
- Returns:
- decisionsndarray of shape (n_samples,), (n_samples, n_classes), or (n_samples, n_classes * (n_classes-1) / 2)
The decision function computed the final estimator.
- fit(X, y, sample_weight=None)[source]¶
Fit the estimators.
- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where
n_samples
is the number of samples andn_features
is the number of features.- yarray-like of shape (n_samples,)
Target values. Note that
y
will be internally encoded in numerically increasing order or lexicographic order. If the order matter (e.g. for ordinal regression), one should numerically encode the targety
before calling fit.- sample_weightarray-like 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
Returns a fitted instance of estimator.
- fit_transform(X, y=None, **fit_params)[source]¶
Fit to data, then transform it.
Fits transformer to
X
andy
with optional parametersfit_params
and returns a transformed version ofX
.- Parameters:
- Xarray-like of shape (n_samples, n_features)
Input samples.
- yarray-like of shape (n_samples,) or (n_samples, n_outputs), default=None
Target values (None for unsupervised transformations).
- **fit_paramsdict
Additional fit parameters.
- Returns:
- X_newndarray array of shape (n_samples, n_features_new)
Transformed array.
- get_feature_names_out(input_features=None)[source]¶
Get output feature names for transformation.
- Parameters:
- input_featuresarray-like of str or None, default=None
Input features. The input feature names are only used when
passthrough
isTrue
.If
input_features
isNone
, thenfeature_names_in_
is used as feature names in. Iffeature_names_in_
is not defined, then names are generated:[x0, x1, ..., x(n_features_in_ - 1)]
.If
input_features
is an array-like, theninput_features
must matchfeature_names_in_
iffeature_names_in_
is defined.
If
passthrough
isFalse
, then only the names ofestimators
are used to generate the output feature names.
- Returns:
- feature_names_outndarray of str objects
Transformed feature names.
- get_params(deep=True)[source]¶
Get the parameters of an estimator from the ensemble.
Returns the parameters given in the constructor as well as the estimators contained within the
estimators
parameter.- Parameters:
- deepbool, default=True
Setting it to True gets the various estimators and the parameters of the estimators as well.
- Returns:
- paramsdict
Parameter and estimator names mapped to their values or parameter names mapped to their values.
- predict(X, **predict_params)[source]¶
Predict target for X.
- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where
n_samples
is the number of samples andn_features
is the number of features.- **predict_paramsdict of str -> obj
Parameters to the
predict
called by thefinal_estimator
. Note that this may be used to return uncertainties from some estimators withreturn_std
orreturn_cov
. Be aware that it will only accounts for uncertainty in the final estimator.
- Returns:
- y_predndarray of shape (n_samples,) or (n_samples, n_output)
Predicted targets.
- predict_proba(X)[source]¶
Predict class probabilities for
X
using the final estimator.- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where
n_samples
is the number of samples andn_features
is the number of features.
- Returns:
- probabilitiesndarray of shape (n_samples, n_classes) or list of ndarray of shape (n_output,)
The class probabilities of the input samples.
- score(X, y, sample_weight=None)[source]¶
Return the mean accuracy on the given test data and labels.
In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.
- Parameters:
- Xarray-like of shape (n_samples, n_features)
Test samples.
- yarray-like of shape (n_samples,) or (n_samples, n_outputs)
True labels for
X
.- sample_weightarray-like of shape (n_samples,), default=None
Sample weights.
- Returns:
- scorefloat
Mean accuracy of
self.predict(X)
w.r.t.y
.
- set_output(*, transform=None)[source]¶
Set output container.
See Introducing the set_output API for an example on how to use the API.
- Parameters:
- transform{“default”, “pandas”}, default=None
Configure output of
transform
andfit_transform
."default"
: Default output format of a transformer"pandas"
: DataFrame outputNone
: Transform configuration is unchanged
- Returns:
- selfestimator instance
Estimator instance.
- set_params(**params)[source]¶
Set the parameters of an estimator from the ensemble.
Valid parameter keys can be listed with
get_params()
. Note that you can directly set the parameters of the estimators contained inestimators
.- Parameters:
- **paramskeyword arguments
Specific parameters using e.g.
set_params(parameter_name=new_value)
. In addition, to setting the parameters of the estimator, the individual estimator of the estimators can also be set, or can be removed by setting them to ‘drop’.
- Returns:
- selfobject
Estimator instance.
- transform(X)[source]¶
Return class labels or probabilities for X for each estimator.
- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
Training vectors, where
n_samples
is the number of samples andn_features
is the number of features.
- Returns:
- y_predsndarray of shape (n_samples, n_estimators) or (n_samples, n_classes * n_estimators)
Prediction outputs for each estimator.
Examples using sklearn.ensemble.StackingClassifier
¶
Release Highlights for scikit-learn 0.22