""" Multiclass and multilabel classification strategies =================================================== This module implements multiclass learning algorithms: - one-vs-the-rest / one-vs-all - one-vs-one - error correcting output codes The estimators provided in this module are meta-estimators: they require a base estimator to be provided in their constructor. For example, it is possible to use these estimators to turn a binary classifier or a regressor into a multiclass classifier. It is also possible to use these estimators with multiclass estimators in the hope that their accuracy or runtime performance improves. The one-vs-the-rest meta-classifier also implements a `predic_proba` method, so long as such a method is implemented by the base classifier. This method returns probabilities of class membership in both the single label and multilabel case. Note that in the multilabel case, probabilities are the marginal probability that a given sample falls in the given class. As such, in the multilabel case the sum of these probabilities over all possible labels for a given sample *will not* sum to unity, as they do in the single label case. """ # Author: Mathieu Blondel # # License: BSD Style. import numpy as np import warnings from .base import BaseEstimator, ClassifierMixin, clone, is_classifier from .base import MetaEstimatorMixin from .preprocessing import LabelBinarizer from .metrics.pairwise import euclidean_distances from .utils import check_random_state from .externals.joblib import Parallel from .externals.joblib import delayed def _fit_binary(estimator, X, y, classes=None): """Fit a single binary estimator.""" unique_y = np.unique(y) if len(unique_y) == 1: if classes is not None: if y[0] == -1: c = 0 else: c = y[0] warnings.warn("Label %s is present in all training examples." % str(classes[c])) estimator = _ConstantPredictor().fit(X, unique_y) else: estimator = clone(estimator) estimator.fit(X, y) return estimator def _predict_binary(estimator, X): """Make predictions using a single binary estimator.""" try: score = np.ravel(estimator.decision_function(X)) except (AttributeError, NotImplementedError): # probabilities of the positive class score = estimator.predict_proba(X)[:, 1] return score def _check_estimator(estimator): """Make sure that an estimator implements the necessary methods.""" if (not hasattr(estimator, "decision_function") and not hasattr(estimator, "predict_proba")): raise ValueError("The base estimator should implement " "decision_function or predict_proba!") def fit_ovr(estimator, X, y, n_jobs=1): """Fit a one-vs-the-rest strategy.""" _check_estimator(estimator) lb = LabelBinarizer() Y = lb.fit_transform(y) estimators = Parallel(n_jobs=n_jobs)( delayed(_fit_binary)(estimator, X, Y[:, i], classes=["not %s" % i, i]) for i in range(Y.shape[1])) return estimators, lb def predict_ovr(estimators, label_binarizer, X): """Make predictions using the one-vs-the-rest strategy.""" Y = np.array([_predict_binary(e, X) for e in estimators]) e = estimators[0] thresh = 0 if hasattr(e, "decision_function") and is_classifier(e) else .5 return label_binarizer.inverse_transform(Y.T, threshold=thresh) def predict_proba_ovr(estimators, X, is_multilabel): """Estimate probabilities using the one-vs-the-rest strategy. If multilabel is true, returned matrix will not sum to one. Estimators must have a predict_proba method.""" # Y[i,j] gives the probability that sample i has the label j. # In the multi-label case, these are not disjoint. Y = np.array([est.predict_proba(X)[:, 1] for est in estimators]).T if not is_multilabel: # Then, probabilities should be normalized to 1. Y /= np.sum(Y, axis=1)[:, np.newaxis] return Y class _ConstantPredictor(BaseEstimator): def fit(self, X, y): self.y_ = y return self def predict(self, X): return np.repeat(self.y_, X.shape[0]) def decision_function(self, X): return np.repeat(self.y_, X.shape[0]) class OneVsRestClassifier(BaseEstimator, ClassifierMixin, MetaEstimatorMixin): """One-vs-the-rest (OvR) multiclass/multilabel strategy Also known as one-vs-all, this strategy consists in fitting one classifier per class. For each classifier, the class is fitted against all the other classes. In addition to its computational efficiency (only `n_classes` classifiers are needed), one advantage of this approach is its interpretability. Since each class is represented by one and one classifier only, it is possible to gain knowledge about the class by inspecting its corresponding classifier. This is the most commonly used strategy for multiclass classification and is a fair default choice. This strategy can also be used for multilabel learning, where a classifier is used to predict multiple labels for instance, by fitting on a sequence of sequences of labels (e.g., a list of tuples) rather than a single target vector. For multilabel learning, the number of classes must be at least three, since otherwise OvR reduces to binary classification. In the multilabel learning literature, OvR is also known as the binary relevance method. Parameters ---------- estimator : estimator object An estimator object implementing `fit` and one of `decision_function` or `predict_proba`. n_jobs : int, optional, default: 1 The number of jobs to use for the computation. If -1 all CPUs are used. If 1 is given, no parallel computing code is used at all, which is useful for debugging. For n_jobs below -1, (n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one are used. Attributes ---------- `estimators_` : list of `n_classes` estimators Estimators used for predictions. `classes_` : array, shape = [`n_classes`] Class labels. `label_binarizer_` : LabelBinarizer object Object used to transform multiclass labels to binary labels and vice-versa. `multilabel_` : boolean Whether a OneVsRestClassifier is a multilabel classifier. """ def __init__(self, estimator, n_jobs=1): self.estimator = estimator self.n_jobs = n_jobs def fit(self, X, y): """Fit underlying estimators. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Data. y : array-like, shape = [n_samples] or sequence of sequences, len = n_samples Multi-class targets. A sequence of sequences turns on multilabel classification. Returns ------- self """ self.estimators_, self.label_binarizer_ = fit_ovr(self.estimator, X, y, n_jobs=self.n_jobs) return self def _check_is_fitted(self): if not hasattr(self, "estimators_"): raise ValueError("The object hasn't been fitted yet!") def predict(self, X): """Predict multi-class targets using underlying estimators. Parameters ---------- X: {array-like, sparse matrix}, shape = [n_samples, n_features] Data. Returns ------- y : array-like, shape = [n_samples] Predicted multi-class targets. """ self._check_is_fitted() return predict_ovr(self.estimators_, self.label_binarizer_, X) def predict_proba(self, X): """Probability estimates. The returned estimates for all classes are ordered by label of classes. Note that in the multilabel case, each sample can have any number of labels. This returns the marginal probability that the given sample has the label in question. For example, it is entirely consistent that two labels both have a 90% probability of applying to a given sample. In the single label multiclass case, the rows of the returned matrix sum to 1. Parameters ---------- X : array-like, shape = [n_samples, n_features] Returns ------- T : array-like, shape = [n_samples, n_classes] Returns the probability of the sample for each class in the model, where classes are ordered as they are in `self.classes_`. """ return predict_proba_ovr(self.estimators_, X, is_multilabel=self.multilabel_) @property def multilabel_(self): """Whether this is a multilabel classifier""" return self.label_binarizer_.multilabel def score(self, X, y): if self.multilabel_: raise NotImplementedError( "score is not supported for multilabel classifiers") else: return super(OneVsRestClassifier, self).score(X, y) @property def classes_(self): return self.label_binarizer_.classes_ @property def coef_(self): self._check_is_fitted() if not hasattr(self.estimators_[0], "coef_"): raise AttributeError( "Base estimator doesn't have a coef_ attribute.") return np.array([e.coef_.ravel() for e in self.estimators_]) @property def intercept_(self): self._check_is_fitted() if not hasattr(self.estimators_[0], "intercept_"): raise AttributeError( "Base estimator doesn't have an intercept_ attribute.") return np.array([e.intercept_.ravel() for e in self.estimators_]) def _fit_ovo_binary(estimator, X, y, i, j): """Fit a single binary estimator (one-vs-one).""" cond = np.logical_or(y == i, y == j) y = y[cond] y[y == i] = 0 y[y == j] = 1 ind = np.arange(X.shape[0]) return _fit_binary(estimator, X[ind[cond]], y, classes=[i, j]) def fit_ovo(estimator, X, y, n_jobs=1): """Fit a one-vs-one strategy.""" classes = np.unique(y) n_classes = classes.shape[0] estimators = Parallel(n_jobs=n_jobs)( delayed(_fit_ovo_binary)( estimator, X, y, classes[i], classes[j]) for i in range(n_classes) for j in range(i + 1, n_classes)) return estimators, classes def predict_ovo(estimators, classes, X): """Make predictions using the one-vs-one strategy.""" n_samples = X.shape[0] n_classes = classes.shape[0] votes = np.zeros((n_samples, n_classes)) scores = np.zeros((n_samples, n_classes)) k = 0 for i in range(n_classes): for j in range(i + 1, n_classes): pred = estimators[k].predict(X) score = _predict_binary(estimators[k], X) scores[:, 0] += score scores[:, 1] -= score votes[pred == 0, i] += 1 votes[pred == 1, j] += 1 k += 1 # find all places with maximum votes per sample maxima = votes == np.max(votes, axis=1)[:, np.newaxis] # if there are ties, use scores to break them if np.any(maxima.sum(axis=1) > 1): scores[~maxima] = -np.inf prediction = scores.argmax(axis=1) else: prediction = votes.argmax(axis=1) return classes[prediction] class OneVsOneClassifier(BaseEstimator, ClassifierMixin, MetaEstimatorMixin): """One-vs-one multiclass strategy This strategy consists in fitting one classifier per class pair. At prediction time, the class which received the most votes is selected. Since it requires to fit `n_classes * (n_classes - 1) / 2` classifiers, this method is usually slower than one-vs-the-rest, due to its O(n_classes^2) complexity. However, this method may be advantageous for algorithms such as kernel algorithms which don't scale well with `n_samples`. This is because each individual learning problem only involves a small subset of the data whereas, with one-vs-the-rest, the complete dataset is used `n_classes` times. Parameters ---------- estimator : estimator object An estimator object implementing `fit` and `predict`. n_jobs : int, optional, default: 1 The number of jobs to use for the computation. If -1 all CPUs are used. If 1 is given, no parallel computing code is used at all, which is useful for debugging. For n_jobs below -1, (n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one are used. Attributes ---------- `estimators_` : list of `n_classes * (n_classes - 1) / 2` estimators Estimators used for predictions. `classes_` : numpy array of shape [n_classes] Array containing labels. """ def __init__(self, estimator, n_jobs=1): self.estimator = estimator self.n_jobs = n_jobs def fit(self, X, y): """Fit underlying estimators. Parameters ---------- X: {array-like, sparse matrix}, shape = [n_samples, n_features] Data. y : numpy array of shape [n_samples] Multi-class targets. Returns ------- self """ self.estimators_, self.classes_ = fit_ovo(self.estimator, X, y, self.n_jobs) return self def predict(self, X): """Predict multi-class targets using underlying estimators. Parameters ---------- X : {array-like, sparse matrix}, shape = [n_samples, n_features] Data. Returns ------- y : numpy array of shape [n_samples] Predicted multi-class targets. """ if not hasattr(self, "estimators_"): raise ValueError("The object hasn't been fitted yet!") return predict_ovo(self.estimators_, self.classes_, X) def fit_ecoc(estimator, X, y, code_size=1.5, random_state=None, n_jobs=1): """ Fit an error-correcting output-code strategy. Parameters ---------- estimator : estimator object An estimator object implementing `fit` and one of `decision_function` or `predict_proba`. code_size: float, optional Percentage of the number of classes to be used to create the code book. random_state: numpy.RandomState, optional The generator used to initialize the codebook. Defaults to numpy.random. Returns -------- estimators : list of `int(n_classes * code_size)` estimators Estimators used for predictions. classes : numpy array of shape [n_classes] Array containing labels. `code_book_`: numpy array of shape [n_classes, code_size] Binary array containing the code of each class. """ _check_estimator(estimator) random_state = check_random_state(random_state) classes = np.unique(y) n_classes = classes.shape[0] code_size = int(n_classes * code_size) # FIXME: there are more elaborate methods than generating the codebook # randomly. code_book = random_state.random_sample((n_classes, code_size)) code_book[code_book > 0.5] = 1 if hasattr(estimator, "decision_function"): code_book[code_book != 1] = -1 else: code_book[code_book != 1] = 0 cls_idx = dict((c, i) for i, c in enumerate(classes)) Y = np.array([code_book[cls_idx[y[i]]] for i in xrange(X.shape[0])], dtype=np.int) estimators = Parallel(n_jobs=n_jobs)( delayed(_fit_binary)(estimator, X, Y[:, i]) for i in range(Y.shape[1])) return estimators, classes, code_book def predict_ecoc(estimators, classes, code_book, X): """Make predictions using the error-correcting output-code strategy.""" Y = np.array([_predict_binary(e, X) for e in estimators]).T pred = euclidean_distances(Y, code_book).argmin(axis=1) return classes[pred] class OutputCodeClassifier(BaseEstimator, ClassifierMixin, MetaEstimatorMixin): """(Error-Correcting) Output-Code multiclass strategy Output-code based strategies consist in representing each class with a binary code (an array of 0s and 1s). At fitting time, one binary classifier per bit in the code book is fitted. At prediction time, the classifiers are used to project new points in the class space and the class closest to the points is chosen. The main advantage of these strategies is that the number of classifiers used can be controlled by the user, either for compressing the model (0 < code_size < 1) or for making the model more robust to errors (code_size > 1). See the documentation for more details. Parameters ---------- estimator : estimator object An estimator object implementing `fit` and one of `decision_function` or `predict_proba`. code_size : float Percentage of the number of classes to be used to create the code book. A number between 0 and 1 will require fewer classifiers than one-vs-the-rest. A number greater than 1 will require more classifiers than one-vs-the-rest. random_state : numpy.RandomState, optional The generator used to initialize the codebook. Defaults to numpy.random. n_jobs : int, optional, default: 1 The number of jobs to use for the computation. If -1 all CPUs are used. If 1 is given, no parallel computing code is used at all, which is useful for debugging. For n_jobs below -1, (n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one are used. Attributes ---------- `estimators_` : list of `int(n_classes * code_size)` estimators Estimators used for predictions. `classes_` : numpy array of shape [n_classes] Array containing labels. `code_book_` : numpy array of shape [n_classes, code_size] Binary array containing the code of each class. References ---------- .. [1] "Solving multiclass learning problems via error-correcting output codes", Dietterich T., Bakiri G., Journal of Artificial Intelligence Research 2, 1995. .. [2] "The error coding method and PICTs", James G., Hastie T., Journal of Computational and Graphical statistics 7, 1998. .. [3] "The Elements of Statistical Learning", Hastie T., Tibshirani R., Friedman J., page 606 (second-edition) 2008. """ def __init__(self, estimator, code_size=1.5, random_state=None, n_jobs=1): if (code_size <= 0): raise ValueError("code_size should be greater than 0!") self.estimator = estimator self.code_size = code_size self.random_state = random_state self.n_jobs = n_jobs def fit(self, X, y): """Fit underlying estimators. Parameters ---------- X: {array-like, sparse matrix}, shape = [n_samples, n_features] Data. y : numpy array of shape [n_samples] Multi-class targets. Returns ------- self """ self.estimators_, self.classes_, self.code_book_ = \ fit_ecoc(self.estimator, X, y, self.code_size, self.random_state, self.n_jobs) return self def predict(self, X): """Predict multi-class targets using underlying estimators. Parameters ---------- X: {array-like, sparse matrix}, shape = [n_samples, n_features] Data. Returns ------- y : numpy array of shape [n_samples] Predicted multi-class targets. """ if not hasattr(self, "estimators_"): raise ValueError("The object hasn't been fitted yet!") return predict_ecoc(self.estimators_, self.classes_, self.code_book_, X)