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.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_examples/ensemble/plot_gradient_boosting_early_stopping.py"
.. LINE NUMBERS ARE GIVEN BELOW.
.. only:: html
.. note::
:class: sphx-glr-download-link-note
:ref:`Go to the end <sphx_glr_download_auto_examples_ensemble_plot_gradient_boosting_early_stopping.py>`
to download the full example code or to run this example in your browser via JupyterLite or Binder
.. rst-class:: sphx-glr-example-title
.. _sphx_glr_auto_examples_ensemble_plot_gradient_boosting_early_stopping.py:
===================================
Early stopping of Gradient Boosting
===================================
Gradient boosting is an ensembling technique where several weak learners
(regression trees) are combined to yield a powerful single model, in an
iterative fashion.
Early stopping support in Gradient Boosting enables us to find the least number
of iterations which is sufficient to build a model that generalizes well to
unseen data.
The concept of early stopping is simple. We specify a ``validation_fraction``
which denotes the fraction of the whole dataset that will be kept aside from
training to assess the validation loss of the model. The gradient boosting
model is trained using the training set and evaluated using the validation set.
When each additional stage of regression tree is added, the validation set is
used to score the model. This is continued until the scores of the model in
the last ``n_iter_no_change`` stages do not improve by at least `tol`. After
that the model is considered to have converged and further addition of stages
is "stopped early".
The number of stages of the final model is available at the attribute
``n_estimators_``.
This example illustrates how the early stopping can used in the
:class:`~sklearn.ensemble.GradientBoostingClassifier` model to achieve
almost the same accuracy as compared to a model built without early stopping
using many fewer estimators. This can significantly reduce training time,
memory usage and prediction latency.
.. GENERATED FROM PYTHON SOURCE LINES 34-97
.. code-block:: default
# Authors: Vighnesh Birodkar <vighneshbirodkar@nyu.edu>
# Raghav RV <rvraghav93@gmail.com>
# License: BSD 3 clause
import time
import matplotlib.pyplot as plt
import numpy as np
from sklearn import datasets, ensemble
from sklearn.model_selection import train_test_split
data_list = [
datasets.load_iris(return_X_y=True),
datasets.make_classification(n_samples=800, random_state=0),
datasets.make_hastie_10_2(n_samples=2000, random_state=0),
]
names = ["Iris Data", "Classification Data", "Hastie Data"]
n_gb = []
score_gb = []
time_gb = []
n_gbes = []
score_gbes = []
time_gbes = []
n_estimators = 200
for X, y in data_list:
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=0.2, random_state=0
)
# We specify that if the scores don't improve by at least 0.01 for the last
# 10 stages, stop fitting additional stages
gbes = ensemble.GradientBoostingClassifier(
n_estimators=n_estimators,
validation_fraction=0.2,
n_iter_no_change=5,
tol=0.01,
random_state=0,
)
gb = ensemble.GradientBoostingClassifier(n_estimators=n_estimators, random_state=0)
start = time.time()
gb.fit(X_train, y_train)
time_gb.append(time.time() - start)
start = time.time()
gbes.fit(X_train, y_train)
time_gbes.append(time.time() - start)
score_gb.append(gb.score(X_test, y_test))
score_gbes.append(gbes.score(X_test, y_test))
n_gb.append(gb.n_estimators_)
n_gbes.append(gbes.n_estimators_)
bar_width = 0.2
n = len(data_list)
index = np.arange(0, n * bar_width, bar_width) * 2.5
index = index[0:n]
.. GENERATED FROM PYTHON SOURCE LINES 98-100
Compare scores with and without early stopping
----------------------------------------------
.. GENERATED FROM PYTHON SOURCE LINES 100-141
.. code-block:: default
plt.figure(figsize=(9, 5))
bar1 = plt.bar(
index, score_gb, bar_width, label="Without early stopping", color="crimson"
)
bar2 = plt.bar(
index + bar_width, score_gbes, bar_width, label="With early stopping", color="coral"
)
plt.xticks(index + bar_width, names)
plt.yticks(np.arange(0, 1.3, 0.1))
def autolabel(rects, n_estimators):
"""
Attach a text label above each bar displaying n_estimators of each model
"""
for i, rect in enumerate(rects):
plt.text(
rect.get_x() + rect.get_width() / 2.0,
1.05 * rect.get_height(),
"n_est=%d" % n_estimators[i],
ha="center",
va="bottom",
)
autolabel(bar1, n_gb)
autolabel(bar2, n_gbes)
plt.ylim([0, 1.3])
plt.legend(loc="best")
plt.grid(True)
plt.xlabel("Datasets")
plt.ylabel("Test score")
plt.show()
.. image-sg:: /auto_examples/ensemble/images/sphx_glr_plot_gradient_boosting_early_stopping_001.png
:alt: plot gradient boosting early stopping
:srcset: /auto_examples/ensemble/images/sphx_glr_plot_gradient_boosting_early_stopping_001.png
:class: sphx-glr-single-img
.. GENERATED FROM PYTHON SOURCE LINES 142-144
Compare fit times with and without early stopping
-------------------------------------------------
.. GENERATED FROM PYTHON SOURCE LINES 144-170
.. code-block:: default
plt.figure(figsize=(9, 5))
bar1 = plt.bar(
index, time_gb, bar_width, label="Without early stopping", color="crimson"
)
bar2 = plt.bar(
index + bar_width, time_gbes, bar_width, label="With early stopping", color="coral"
)
max_y = np.amax(np.maximum(time_gb, time_gbes))
plt.xticks(index + bar_width, names)
plt.yticks(np.linspace(0, 1.3 * max_y, 13))
autolabel(bar1, n_gb)
autolabel(bar2, n_gbes)
plt.ylim([0, 1.3 * max_y])
plt.legend(loc="best")
plt.grid(True)
plt.xlabel("Datasets")
plt.ylabel("Fit Time")
plt.show()
.. image-sg:: /auto_examples/ensemble/images/sphx_glr_plot_gradient_boosting_early_stopping_002.png
:alt: plot gradient boosting early stopping
:srcset: /auto_examples/ensemble/images/sphx_glr_plot_gradient_boosting_early_stopping_002.png
:class: sphx-glr-single-img
.. rst-class:: sphx-glr-timing
**Total running time of the script:** (0 minutes 3.794 seconds)
.. _sphx_glr_download_auto_examples_ensemble_plot_gradient_boosting_early_stopping.py:
.. only:: html
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:alt: Launch binder
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.. container:: lite-badge
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:target: ../../lite/lab/?path=auto_examples/ensemble/plot_gradient_boosting_early_stopping.ipynb
:alt: Launch JupyterLite
:width: 150 px
.. container:: sphx-glr-download sphx-glr-download-python
:download:`Download Python source code: plot_gradient_boosting_early_stopping.py <plot_gradient_boosting_early_stopping.py>`
.. container:: sphx-glr-download sphx-glr-download-jupyter
:download:`Download Jupyter notebook: plot_gradient_boosting_early_stopping.ipynb <plot_gradient_boosting_early_stopping.ipynb>`
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