sklearn.isotonic
.IsotonicRegression¶
- class sklearn.isotonic.IsotonicRegression(*, y_min=None, y_max=None, increasing=True, out_of_bounds='nan')[source]¶
Isotonic regression model.
Read more in the User Guide.
New in version 0.13.
- Parameters:
- y_minfloat, default=None
Lower bound on the lowest predicted value (the minimum value may still be higher). If not set, defaults to -inf.
- y_maxfloat, default=None
Upper bound on the highest predicted value (the maximum may still be lower). If not set, defaults to +inf.
- increasingbool or ‘auto’, default=True
Determines whether the predictions should be constrained to increase or decrease with
X
. ‘auto’ will decide based on the Spearman correlation estimate’s sign.- out_of_bounds{‘nan’, ‘clip’, ‘raise’}, default=’nan’
Handles how
X
values outside of the training domain are handled during prediction.‘nan’, predictions will be NaN.
‘clip’, predictions will be set to the value corresponding to the nearest train interval endpoint.
‘raise’, a
ValueError
is raised.
- Attributes:
- X_min_float
Minimum value of input array
X_
for left bound.- X_max_float
Maximum value of input array
X_
for right bound.- X_thresholds_ndarray of shape (n_thresholds,)
Unique ascending
X
values used to interpolate the y = f(X) monotonic function.New in version 0.24.
- y_thresholds_ndarray of shape (n_thresholds,)
De-duplicated
y
values suitable to interpolate the y = f(X) monotonic function.New in version 0.24.
- f_function
The stepwise interpolating function that covers the input domain
X
.- increasing_bool
Inferred value for
increasing
.
See also
sklearn.linear_model.LinearRegression
Ordinary least squares Linear Regression.
sklearn.ensemble.HistGradientBoostingRegressor
Gradient boosting that is a non-parametric model accepting monotonicity constraints.
isotonic_regression
Function to solve the isotonic regression model.
Notes
Ties are broken using the secondary method from de Leeuw, 1977.
References
Isotonic Median Regression: A Linear Programming Approach Nilotpal Chakravarti Mathematics of Operations Research Vol. 14, No. 2 (May, 1989), pp. 303-308
Isotone Optimization in R : Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods de Leeuw, Hornik, Mair Journal of Statistical Software 2009
Correctness of Kruskal’s algorithms for monotone regression with ties de Leeuw, Psychometrica, 1977
Examples
>>> from sklearn.datasets import make_regression >>> from sklearn.isotonic import IsotonicRegression >>> X, y = make_regression(n_samples=10, n_features=1, random_state=41) >>> iso_reg = IsotonicRegression().fit(X, y) >>> iso_reg.predict([.1, .2]) array([1.8628..., 3.7256...])
Methods
fit
(X, y[, sample_weight])Fit the model using X, y as training data.
fit_transform
(X[, y])Fit to data, then transform it.
get_feature_names_out
([input_features])Get output feature names for transformation.
Get metadata routing of this object.
get_params
([deep])Get parameters for this estimator.
predict
(T)Predict new data by linear interpolation.
score
(X, y[, sample_weight])Return the coefficient of determination of the prediction.
set_fit_request
(*[, sample_weight])Request metadata passed to the
fit
method.set_output
(*[, transform])Set output container.
set_params
(**params)Set the parameters of this estimator.
set_predict_request
(*[, T])Request metadata passed to the
predict
method.set_score_request
(*[, sample_weight])Request metadata passed to the
score
method.set_transform_request
(*[, T])Request metadata passed to the
transform
method.transform
(T)Transform new data by linear interpolation.
- fit(X, y, sample_weight=None)[source]¶
Fit the model using X, y as training data.
- Parameters:
- Xarray-like of shape (n_samples,) or (n_samples, 1)
Training data.
Changed in version 0.24: Also accepts 2d array with 1 feature.
- yarray-like of shape (n_samples,)
Training target.
- sample_weightarray-like of shape (n_samples,), default=None
Weights. If set to None, all weights will be set to 1 (equal weights).
- Returns:
- selfobject
Returns an instance of self.
Notes
X is stored for future use, as
transform
needs X to interpolate new input data.
- 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
Ignored.
- Returns:
- feature_names_outndarray of str objects
An ndarray with one string i.e. [“isotonicregression0”].
- get_metadata_routing()[source]¶
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
- routingMetadataRequest
A
MetadataRequest
encapsulating routing information.
- 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(T)[source]¶
Predict new data by linear interpolation.
- Parameters:
- Tarray-like of shape (n_samples,) or (n_samples, 1)
Data to transform.
- Returns:
- y_predndarray of shape (n_samples,)
Transformed data.
- 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_fit_request(*, sample_weight: Union[bool, None, str] = '$UNCHANGED$') IsotonicRegression [source]¶
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.New in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter infit
.
- Returns:
- selfobject
The updated object.
- 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 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.
- set_predict_request(*, T: Union[bool, None, str] = '$UNCHANGED$') IsotonicRegression [source]¶
Request metadata passed to the
predict
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.New in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
- Tstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
T
parameter inpredict
.
- Returns:
- selfobject
The updated object.
- set_score_request(*, sample_weight: Union[bool, None, str] = '$UNCHANGED$') IsotonicRegression [source]¶
Request metadata passed to the
score
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.New in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter inscore
.
- Returns:
- selfobject
The updated object.
- set_transform_request(*, T: Union[bool, None, str] = '$UNCHANGED$') IsotonicRegression [source]¶
Request metadata passed to the
transform
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed totransform
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it totransform
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.New in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
- Tstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
T
parameter intransform
.
- Returns:
- selfobject
The updated object.