Python StackingRegressor.fit方法代码示例

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_features_in_secondary():
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear', gamma='auto')
    rf = RandomForestRegressor(n_estimators=10, random_state=2)
    ridge = Ridge(random_state=0)
    svr_rbf = SVR(kernel='rbf', gamma='auto')
    stack = StackingRegressor(regressors=[svr_lin, lr, ridge, rf],
                              meta_regressor=svr_rbf,
                              use_features_in_secondary=True)

    stack.fit(X1, y).predict(X1)
    mse = 0.14
    got = np.mean((stack.predict(X1) - y) ** 2)
    print(got)
    assert round(got, 2) == mse

    stack = StackingRegressor(regressors=[svr_lin, lr, ridge, rf],
                              meta_regressor=svr_rbf,
                              use_features_in_secondary=False)

    # dense
    stack.fit(X1, y).predict(X1)
    mse = 0.12
    got = np.mean((stack.predict(X1) - y) ** 2)
    print(got)
    assert round(got, 2) == mse

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_predict_meta_features():
    lr = LinearRegression()
    svr_rbf = SVR(kernel='rbf')
    ridge = Ridge(random_state=1)
    stregr = StackingRegressor(regressors=[lr, ridge],
                               meta_regressor=svr_rbf)
    X_train, X_test, y_train, y_test = train_test_split(X2, y, test_size=0.3)
    stregr.fit(X_train, y_train)
    test_meta_features = stregr.predict(X_test)
    assert test_meta_features.shape[0] == X_test.shape[0]

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_multivariate_class():
    lr = LinearRegression()
    ridge = Ridge(random_state=1)
    meta = LinearRegression(normalize=True)
    stregr = StackingRegressor(regressors=[lr, ridge],
                               meta_regressor=meta)
    stregr.fit(X2, y2).predict(X2)
    mse = 0.122
    got = np.mean((stregr.predict(X2) - y2) ** 2)
    assert round(got, 3) == mse

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_get_coeff():
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear')
    ridge = Ridge(random_state=1)
    stregr = StackingRegressor(regressors=[svr_lin, lr],
                               meta_regressor=ridge)
    stregr.fit(X1, y)
    got = stregr.coef_
    expect = np.array([0.4874216, 0.45518317])
    assert_almost_equal(got, expect)

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_get_intercept():
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear')
    ridge = Ridge(random_state=1)
    stregr = StackingRegressor(regressors=[svr_lin, lr],
                               meta_regressor=ridge)
    stregr.fit(X1, y)
    got = stregr.intercept_
    expect = 0.024
    assert round(got, 3) == expect

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_multivariate():
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear')
    ridge = Ridge(random_state=1)
    svr_rbf = SVR(kernel='rbf')
    stregr = StackingRegressor(regressors=[svr_lin, lr, ridge],
                               meta_regressor=svr_rbf)
    stregr.fit(X2, y).predict(X2)
    mse = 0.218
    got = np.mean((stregr.predict(X2) - y) ** 2)
    assert round(got, 3) == mse

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_train_meta_features_():
    lr = LinearRegression()
    svr_rbf = SVR(kernel='rbf')
    ridge = Ridge(random_state=1)
    stregr = StackingRegressor(regressors=[lr, ridge],
                               meta_regressor=svr_rbf,
                               store_train_meta_features=True)
    X_train, X_test, y_train, y_test = train_test_split(X2, y, test_size=0.3)
    stregr.fit(X_train, y_train)
    train_meta_features = stregr.train_meta_features_
    assert train_meta_features.shape[0] == X_train.shape[0]

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_different_models():
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear')
    ridge = Ridge(random_state=1)
    svr_rbf = SVR(kernel='rbf')
    stregr = StackingRegressor(regressors=[svr_lin, lr, ridge],
                               meta_regressor=svr_rbf)
    stregr.fit(X1, y).predict(X1)
    mse = 0.21
    got = np.mean((stregr.predict(X1) - y) ** 2)
    assert round(got, 2) == mse

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_multivariate_class():
    lr = LinearRegression()
    ridge = Ridge(random_state=1)
    meta = LinearRegression(normalize=True)
    stregr = StackingRegressor(regressors=[lr, ridge],
                               meta_regressor=meta)
    stregr.fit(X2, y2).predict(X2)
    mse = 0.12
    got = np.mean((stregr.predict(X2) - y2) ** 2.)
    # there seems to be an issue with the following test on Windows
    # sometimes via Appveyor
    assert round(got, 2) == mse, got

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_weight_ones():
    # sample weight of ones should produce equivalent outcome as no weight
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear', gamma='auto')
    ridge = Ridge(random_state=1)
    svr_rbf = SVR(kernel='rbf', gamma='auto')
    stregr = StackingRegressor(regressors=[svr_lin, lr, ridge],
                               meta_regressor=svr_rbf)
    pred1 = stregr.fit(X1, y).predict(X1)
    pred2 = stregr.fit(X1, y, sample_weight=np.ones(40)).predict(X1)
    maxdiff = np.max(np.abs(pred1 - pred2))
    assert maxdiff < 1e-3, "max diff is %.4f" % maxdiff

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_weight_unsupported_meta():
    # meta regressor with no support for
    # sample_weight should raise error
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear', gamma='auto')
    ridge = Ridge(random_state=1)
    lasso = Lasso(random_state=1)
    stregr = StackingRegressor(regressors=[svr_lin, lr, ridge],
                               meta_regressor=lasso)

    with pytest.raises(TypeError):
        stregr.fit(X1, y, sample_weight=w).predict(X1)

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_weight_unsupported_regressor():
    # including regressor that does not support
    # sample_weight should raise error
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear', gamma='auto')
    ridge = Ridge(random_state=1)
    svr_rbf = SVR(kernel='rbf', gamma='auto')
    lasso = Lasso(random_state=1)
    stregr = StackingRegressor(regressors=[svr_lin, lr, ridge, lasso],
                               meta_regressor=svr_rbf)

    with pytest.raises(TypeError):
        stregr.fit(X1, y, sample_weight=w).predict(X1)

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_sample_weight():
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear', gamma='auto')
    ridge = Ridge(random_state=1)
    svr_rbf = SVR(kernel='rbf', gamma='auto')
    stregr = StackingRegressor(regressors=[svr_lin, lr, ridge],
                               meta_regressor=svr_rbf)
    pred1 = stregr.fit(X1, y, sample_weight=w).predict(X1)
    mse = 0.22
    got = np.mean((stregr.predict(X1) - y) ** 2)
    assert round(got, 2) == mse
    # make sure that this is not equivalent to the model with no weight
    pred2 = stregr.fit(X1, y).predict(X1)
    maxdiff = np.max(np.abs(pred1 - pred2))
    assert maxdiff > 1e-3, "max diff is %.4f" % maxdiff

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_weight_unsupported_with_no_weight():
    # pass no weight to regressors with no weight support
    # should not be a problem
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear', gamma='auto')
    ridge = Ridge(random_state=1)
    svr_rbf = SVR(kernel='rbf', gamma='auto')
    lasso = Lasso(random_state=1)
    stregr = StackingRegressor(regressors=[svr_lin, lr, ridge, lasso],
                               meta_regressor=svr_rbf)
    stregr.fit(X1, y).predict(X1)

    stregr = StackingRegressor(regressors=[svr_lin, lr, ridge],
                               meta_regressor=lasso)
    stregr.fit(X1, y).predict(X1)

# 需要导入模块: from mlxtend.regressor import StackingRegressor [as 别名]
# 或者: from mlxtend.regressor.StackingRegressor import fit [as 别名]
def test_predictions_from_sparse_matrix():
    lr = LinearRegression()
    svr_lin = SVR(kernel='linear', gamma='auto')
    ridge = Ridge(random_state=1)
    stregr = StackingRegressor(regressors=[svr_lin, lr],
                               meta_regressor=ridge)

    # dense
    stregr.fit(X1, y)
    print(stregr.score(X1, y))
    assert round(stregr.score(X1, y), 2) == 0.61

    # sparse
    stregr.fit(sparse.csr_matrix(X1), y)
    print(stregr.score(X1, y))
    assert round(stregr.score(X1, y), 2) == 0.61