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"""Partial dependence plots for regression and classification models."""
# Authors: The scikit-learn developers
# SPDX-License-Identifier: BSD-3-Clause
from collections.abc import Iterable
import numpy as np
from scipy import sparse
from scipy.stats.mstats import mquantiles
from ..base import is_classifier, is_regressor
from ..ensemble import RandomForestRegressor
from ..ensemble._gb import BaseGradientBoosting
from ..ensemble._hist_gradient_boosting.gradient_boosting import (
BaseHistGradientBoosting,
)
from ..tree import DecisionTreeRegressor
from ..utils import Bunch, _safe_indexing, check_array
from ..utils._indexing import _determine_key_type, _get_column_indices, _safe_assign
from ..utils._optional_dependencies import check_matplotlib_support # noqa
from ..utils._param_validation import (
HasMethods,
Integral,
Interval,
StrOptions,
validate_params,
)
from ..utils._response import _get_response_values
from ..utils.extmath import cartesian
from ..utils.validation import _check_sample_weight, check_is_fitted
from ._pd_utils import _check_feature_names, _get_feature_index
__all__ = [
"partial_dependence",
]
def _grid_from_X(X, percentiles, is_categorical, grid_resolution):
"""Generate a grid of points based on the percentiles of X.
The grid is a cartesian product between the columns of ``values``. The
ith column of ``values`` consists in ``grid_resolution`` equally-spaced
points between the percentiles of the jth column of X.
If ``grid_resolution`` is bigger than the number of unique values in the
j-th column of X or if the feature is a categorical feature (by inspecting
`is_categorical`) , then those unique values will be used instead.
Parameters
----------
X : array-like of shape (n_samples, n_target_features)
The data.
percentiles : tuple of float
The percentiles which are used to construct the extreme values of
the grid. Must be in [0, 1].
is_categorical : list of bool
For each feature, tells whether it is categorical or not. If a feature
is categorical, then the values used will be the unique ones
(i.e. categories) instead of the percentiles.
grid_resolution : int
The number of equally spaced points to be placed on the grid for each
feature.
Returns
-------
grid : ndarray of shape (n_points, n_target_features)
A value for each feature at each point in the grid. ``n_points`` is
always ``<= grid_resolution ** X.shape[1]``.
values : list of 1d ndarrays
The values with which the grid has been created. The size of each
array ``values[j]`` is either ``grid_resolution``, or the number of
unique values in ``X[:, j]``, whichever is smaller.
"""
if not isinstance(percentiles, Iterable) or len(percentiles) != 2:
raise ValueError("'percentiles' must be a sequence of 2 elements.")
if not all(0 <= x <= 1 for x in percentiles):
raise ValueError("'percentiles' values must be in [0, 1].")
if percentiles[0] >= percentiles[1]:
raise ValueError("percentiles[0] must be strictly less than percentiles[1].")
if grid_resolution <= 1:
raise ValueError("'grid_resolution' must be strictly greater than 1.")
values = []
# TODO: we should handle missing values (i.e. `np.nan`) specifically and store them
# in a different Bunch attribute.
for feature, is_cat in enumerate(is_categorical):
try:
uniques = np.unique(_safe_indexing(X, feature, axis=1))
except TypeError as exc:
# `np.unique` will fail in the presence of `np.nan` and `str` categories
# due to sorting. Temporary, we reraise an error explaining the problem.
raise ValueError(
f"The column #{feature} contains mixed data types. Finding unique "
"categories fail due to sorting. It usually means that the column "
"contains `np.nan` values together with `str` categories. Such use "
"case is not yet supported in scikit-learn."
) from exc
if is_cat or uniques.shape[0] < grid_resolution:
# Use the unique values either because:
# - feature has low resolution use unique values
# - feature is categorical
axis = uniques
else:
# create axis based on percentiles and grid resolution
emp_percentiles = mquantiles(
_safe_indexing(X, feature, axis=1), prob=percentiles, axis=0
)
if np.allclose(emp_percentiles[0], emp_percentiles[1]):
raise ValueError(
"percentiles are too close to each other, "
"unable to build the grid. Please choose percentiles "
"that are further apart."
)
axis = np.linspace(
emp_percentiles[0],
emp_percentiles[1],
num=grid_resolution,
endpoint=True,
)
values.append(axis)
return cartesian(values), values
def _partial_dependence_recursion(est, grid, features):
"""Calculate partial dependence via the recursion method.
The recursion method is in particular enabled for tree-based estimators.
For each `grid` value, a weighted tree traversal is performed: if a split node
involves an input feature of interest, the corresponding left or right branch
is followed; otherwise both branches are followed, each branch being weighted
by the fraction of training samples that entered that branch. Finally, the
partial dependence is given by a weighted average of all the visited leaves
values.
This method is more efficient in terms of speed than the `'brute'` method
(:func:`~sklearn.inspection._partial_dependence._partial_dependence_brute`).
However, here, the partial dependence computation is done explicitly with the
`X` used during training of `est`.
Parameters
----------
est : BaseEstimator
A fitted estimator object implementing :term:`predict` or
:term:`decision_function`. Multioutput-multiclass classifiers are not
supported. Note that `'recursion'` is only supported for some tree-based
estimators (namely
:class:`~sklearn.ensemble.GradientBoostingClassifier`,
:class:`~sklearn.ensemble.GradientBoostingRegressor`,
:class:`~sklearn.ensemble.HistGradientBoostingClassifier`,
:class:`~sklearn.ensemble.HistGradientBoostingRegressor`,
:class:`~sklearn.tree.DecisionTreeRegressor`,
:class:`~sklearn.ensemble.RandomForestRegressor`,
).
grid : array-like of shape (n_points, n_target_features)
The grid of feature values for which the partial dependence is calculated.
Note that `n_points` is the number of points in the grid and `n_target_features`
is the number of features you are doing partial dependence at.
features : array-like of {int, str}
The feature (e.g. `[0]`) or pair of interacting features
(e.g. `[(0, 1)]`) for which the partial dependency should be computed.
Returns
-------
averaged_predictions : array-like of shape (n_targets, n_points)
The averaged predictions for the given `grid` of features values.
Note that `n_targets` is the number of targets (e.g. 1 for binary
classification, `n_tasks` for multi-output regression, and `n_classes` for
multiclass classification) and `n_points` is the number of points in the `grid`.
"""
averaged_predictions = est._compute_partial_dependence_recursion(grid, features)
if averaged_predictions.ndim == 1:
# reshape to (1, n_points) for consistency with
# _partial_dependence_brute
averaged_predictions = averaged_predictions.reshape(1, -1)
return averaged_predictions
def _partial_dependence_brute(
est, grid, features, X, response_method, sample_weight=None
):
"""Calculate partial dependence via the brute force method.
The brute method explicitly averages the predictions of an estimator over a
grid of feature values.
For each `grid` value, all the samples from `X` have their variables of
interest replaced by that specific `grid` value. The predictions are then made
and averaged across the samples.
This method is slower than the `'recursion'`
(:func:`~sklearn.inspection._partial_dependence._partial_dependence_recursion`)
version for estimators with this second option. However, with the `'brute'`
force method, the average will be done with the given `X` and not the `X`
used during training, as it is done in the `'recursion'` version. Therefore
the average can always accept `sample_weight` (even when the estimator was
fitted without).
Parameters
----------
est : BaseEstimator
A fitted estimator object implementing :term:`predict`,
:term:`predict_proba`, or :term:`decision_function`.
Multioutput-multiclass classifiers are not supported.
grid : array-like of shape (n_points, n_target_features)
The grid of feature values for which the partial dependence is calculated.
Note that `n_points` is the number of points in the grid and `n_target_features`
is the number of features you are doing partial dependence at.
features : array-like of {int, str}
The feature (e.g. `[0]`) or pair of interacting features
(e.g. `[(0, 1)]`) for which the partial dependency should be computed.
X : array-like of shape (n_samples, n_features)
`X` is used to generate values for the complement features. That is, for
each value in `grid`, the method will average the prediction of each
sample from `X` having that grid value for `features`.
response_method : {'auto', 'predict_proba', 'decision_function'}, \
default='auto'
Specifies whether to use :term:`predict_proba` or
:term:`decision_function` as the target response. For regressors
this parameter is ignored and the response is always the output of
:term:`predict`. By default, :term:`predict_proba` is tried first
and we revert to :term:`decision_function` if it doesn't exist.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights are used to calculate weighted means when averaging the
model output. If `None`, then samples are equally weighted. Note that
`sample_weight` does not change the individual predictions.
Returns
-------
averaged_predictions : array-like of shape (n_targets, n_points)
The averaged predictions for the given `grid` of features values.
Note that `n_targets` is the number of targets (e.g. 1 for binary
classification, `n_tasks` for multi-output regression, and `n_classes` for
multiclass classification) and `n_points` is the number of points in the `grid`.
predictions : array-like
The predictions for the given `grid` of features values over the samples
from `X`. For non-multioutput regression and binary classification the
shape is `(n_instances, n_points)` and for multi-output regression and
multiclass classification the shape is `(n_targets, n_instances, n_points)`,
where `n_targets` is the number of targets (`n_tasks` for multi-output
regression, and `n_classes` for multiclass classification), `n_instances`
is the number of instances in `X`, and `n_points` is the number of points
in the `grid`.
"""
predictions = []
averaged_predictions = []
if response_method == "auto":
response_method = (
"predict" if is_regressor(est) else ["predict_proba", "decision_function"]
)
X_eval = X.copy()
for new_values in grid:
for i, variable in enumerate(features):
_safe_assign(X_eval, new_values[i], column_indexer=variable)
# Note: predictions is of shape
# (n_points,) for non-multioutput regressors
# (n_points, n_tasks) for multioutput regressors
# (n_points, 1) for the regressors in cross_decomposition (I think)
# (n_points, 2) for binary classification
# (n_points, n_classes) for multiclass classification
pred, _ = _get_response_values(est, X_eval, response_method=response_method)
predictions.append(pred)
# average over samples
averaged_predictions.append(np.average(pred, axis=0, weights=sample_weight))
n_samples = X.shape[0]
# reshape to (n_targets, n_instances, n_points) where n_targets is:
# - 1 for non-multioutput regression and binary classification (shape is
# already correct in those cases)
# - n_tasks for multi-output regression
# - n_classes for multiclass classification.
predictions = np.array(predictions).T
if is_regressor(est) and predictions.ndim == 2:
# non-multioutput regression, shape is (n_instances, n_points,)
predictions = predictions.reshape(n_samples, -1)
elif is_classifier(est) and predictions.shape[0] == 2:
# Binary classification, shape is (2, n_instances, n_points).
# we output the effect of **positive** class
predictions = predictions[1]
predictions = predictions.reshape(n_samples, -1)
# reshape averaged_predictions to (n_targets, n_points) where n_targets is:
# - 1 for non-multioutput regression and binary classification (shape is
# already correct in those cases)
# - n_tasks for multi-output regression
# - n_classes for multiclass classification.
averaged_predictions = np.array(averaged_predictions).T
if is_regressor(est) and averaged_predictions.ndim == 1:
# non-multioutput regression, shape is (n_points,)
averaged_predictions = averaged_predictions.reshape(1, -1)
elif is_classifier(est) and averaged_predictions.shape[0] == 2:
# Binary classification, shape is (2, n_points).
# we output the effect of **positive** class
averaged_predictions = averaged_predictions[1]
averaged_predictions = averaged_predictions.reshape(1, -1)
return averaged_predictions, predictions
@validate_params(
{
"estimator": [
HasMethods(["fit", "predict"]),
HasMethods(["fit", "predict_proba"]),
HasMethods(["fit", "decision_function"]),
],
"X": ["array-like", "sparse matrix"],
"features": ["array-like", Integral, str],
"sample_weight": ["array-like", None],
"categorical_features": ["array-like", None],
"feature_names": ["array-like", None],
"response_method": [StrOptions({"auto", "predict_proba", "decision_function"})],
"percentiles": [tuple],
"grid_resolution": [Interval(Integral, 1, None, closed="left")],
"method": [StrOptions({"auto", "recursion", "brute"})],
"kind": [StrOptions({"average", "individual", "both"})],
},
prefer_skip_nested_validation=True,
)
def partial_dependence(
estimator,
X,
features,
*,
sample_weight=None,
categorical_features=None,
feature_names=None,
response_method="auto",
percentiles=(0.05, 0.95),
grid_resolution=100,
method="auto",
kind="average",
):
"""Partial dependence of ``features``.
Partial dependence of a feature (or a set of features) corresponds to
the average response of an estimator for each possible value of the
feature.
Read more in the :ref:`User Guide <partial_dependence>`.
.. warning::
For :class:`~sklearn.ensemble.GradientBoostingClassifier` and
:class:`~sklearn.ensemble.GradientBoostingRegressor`, the
`'recursion'` method (used by default) will not account for the `init`
predictor of the boosting process. In practice, this will produce
the same values as `'brute'` up to a constant offset in the target
response, provided that `init` is a constant estimator (which is the
default). However, if `init` is not a constant estimator, the
partial dependence values are incorrect for `'recursion'` because the
offset will be sample-dependent. It is preferable to use the `'brute'`
method. Note that this only applies to
:class:`~sklearn.ensemble.GradientBoostingClassifier` and
:class:`~sklearn.ensemble.GradientBoostingRegressor`, not to
:class:`~sklearn.ensemble.HistGradientBoostingClassifier` and
:class:`~sklearn.ensemble.HistGradientBoostingRegressor`.
Parameters
----------
estimator : BaseEstimator
A fitted estimator object implementing :term:`predict`,
:term:`predict_proba`, or :term:`decision_function`.
Multioutput-multiclass classifiers are not supported.
X : {array-like, sparse matrix or dataframe} of shape (n_samples, n_features)
``X`` is used to generate a grid of values for the target
``features`` (where the partial dependence will be evaluated), and
also to generate values for the complement features when the
`method` is 'brute'.
features : array-like of {int, str, bool} or int or str
The feature (e.g. `[0]`) or pair of interacting features
(e.g. `[(0, 1)]`) for which the partial dependency should be computed.
sample_weight : array-like of shape (n_samples,), default=None
Sample weights are used to calculate weighted means when averaging the
model output. If `None`, then samples are equally weighted. If
`sample_weight` is not `None`, then `method` will be set to `'brute'`.
Note that `sample_weight` is ignored for `kind='individual'`.
.. versionadded:: 1.3
categorical_features : array-like of shape (n_features,) or shape \
(n_categorical_features,), dtype={bool, int, str}, default=None
Indicates the categorical features.
- `None`: no feature will be considered categorical;
- boolean array-like: boolean mask of shape `(n_features,)`
indicating which features are categorical. Thus, this array has
the same shape has `X.shape[1]`;
- integer or string array-like: integer indices or strings
indicating categorical features.
.. versionadded:: 1.2
feature_names : array-like of shape (n_features,), dtype=str, default=None
Name of each feature; `feature_names[i]` holds the name of the feature
with index `i`.
By default, the name of the feature corresponds to their numerical
index for NumPy array and their column name for pandas dataframe.
.. versionadded:: 1.2
response_method : {'auto', 'predict_proba', 'decision_function'}, \
default='auto'
Specifies whether to use :term:`predict_proba` or
:term:`decision_function` as the target response. For regressors
this parameter is ignored and the response is always the output of
:term:`predict`. By default, :term:`predict_proba` is tried first
and we revert to :term:`decision_function` if it doesn't exist. If
``method`` is 'recursion', the response is always the output of
:term:`decision_function`.
percentiles : tuple of float, default=(0.05, 0.95)
The lower and upper percentile used to create the extreme values
for the grid. Must be in [0, 1].
grid_resolution : int, default=100
The number of equally spaced points on the grid, for each target
feature.
method : {'auto', 'recursion', 'brute'}, default='auto'
The method used to calculate the averaged predictions:
- `'recursion'` is only supported for some tree-based estimators
(namely
:class:`~sklearn.ensemble.GradientBoostingClassifier`,
:class:`~sklearn.ensemble.GradientBoostingRegressor`,
:class:`~sklearn.ensemble.HistGradientBoostingClassifier`,
:class:`~sklearn.ensemble.HistGradientBoostingRegressor`,
:class:`~sklearn.tree.DecisionTreeRegressor`,
:class:`~sklearn.ensemble.RandomForestRegressor`,
) when `kind='average'`.
This is more efficient in terms of speed.
With this method, the target response of a
classifier is always the decision function, not the predicted
probabilities. Since the `'recursion'` method implicitly computes
the average of the Individual Conditional Expectation (ICE) by
design, it is not compatible with ICE and thus `kind` must be
`'average'`.
- `'brute'` is supported for any estimator, but is more
computationally intensive.
- `'auto'`: the `'recursion'` is used for estimators that support it,
and `'brute'` is used otherwise. If `sample_weight` is not `None`,
then `'brute'` is used regardless of the estimator.
Please see :ref:`this note <pdp_method_differences>` for
differences between the `'brute'` and `'recursion'` method.
kind : {'average', 'individual', 'both'}, default='average'
Whether to return the partial dependence averaged across all the
samples in the dataset or one value per sample or both.
See Returns below.
Note that the fast `method='recursion'` option is only available for
`kind='average'` and `sample_weights=None`. Computing individual
dependencies and doing weighted averages requires using the slower
`method='brute'`.
.. versionadded:: 0.24
Returns
-------
predictions : :class:`~sklearn.utils.Bunch`
Dictionary-like object, with the following attributes.
individual : ndarray of shape (n_outputs, n_instances, \
len(values[0]), len(values[1]), ...)
The predictions for all the points in the grid for all
samples in X. This is also known as Individual
Conditional Expectation (ICE).
Only available when `kind='individual'` or `kind='both'`.
average : ndarray of shape (n_outputs, len(values[0]), \
len(values[1]), ...)
The predictions for all the points in the grid, averaged
over all samples in X (or over the training data if
`method` is 'recursion').
Only available when `kind='average'` or `kind='both'`.
grid_values : seq of 1d ndarrays
The values with which the grid has been created. The generated
grid is a cartesian product of the arrays in `grid_values` where
`len(grid_values) == len(features)`. The size of each array
`grid_values[j]` is either `grid_resolution`, or the number of
unique values in `X[:, j]`, whichever is smaller.
.. versionadded:: 1.3
`n_outputs` corresponds to the number of classes in a multi-class
setting, or to the number of tasks for multi-output regression.
For classical regression and binary classification `n_outputs==1`.
`n_values_feature_j` corresponds to the size `grid_values[j]`.
See Also
--------
PartialDependenceDisplay.from_estimator : Plot Partial Dependence.
PartialDependenceDisplay : Partial Dependence visualization.
Examples
--------
>>> X = [[0, 0, 2], [1, 0, 0]]
>>> y = [0, 1]
>>> from sklearn.ensemble import GradientBoostingClassifier
>>> gb = GradientBoostingClassifier(random_state=0).fit(X, y)
>>> partial_dependence(gb, features=[0], X=X, percentiles=(0, 1),
... grid_resolution=2) # doctest: +SKIP
(array([[-4.52..., 4.52...]]), [array([ 0., 1.])])
"""
check_is_fitted(estimator)
if not (is_classifier(estimator) or is_regressor(estimator)):
raise ValueError("'estimator' must be a fitted regressor or classifier.")
if is_classifier(estimator) and isinstance(estimator.classes_[0], np.ndarray):
raise ValueError("Multiclass-multioutput estimators are not supported")
# Use check_array only on lists and other non-array-likes / sparse. Do not
# convert DataFrame into a NumPy array.
if not (hasattr(X, "__array__") or sparse.issparse(X)):
X = check_array(X, ensure_all_finite="allow-nan", dtype=object)
if is_regressor(estimator) and response_method != "auto":
raise ValueError(
"The response_method parameter is ignored for regressors and "
"must be 'auto'."
)
if kind != "average":
if method == "recursion":
raise ValueError(
"The 'recursion' method only applies when 'kind' is set to 'average'"
)
method = "brute"
if method == "recursion" and sample_weight is not None:
raise ValueError(
"The 'recursion' method can only be applied when sample_weight is None."
)
if method == "auto":
if sample_weight is not None:
method = "brute"
elif isinstance(estimator, BaseGradientBoosting) and estimator.init is None:
method = "recursion"
elif isinstance(
estimator,
(BaseHistGradientBoosting, DecisionTreeRegressor, RandomForestRegressor),
):
method = "recursion"
else:
method = "brute"
if method == "recursion":
if not isinstance(
estimator,
(
BaseGradientBoosting,
BaseHistGradientBoosting,
DecisionTreeRegressor,
RandomForestRegressor,
),
):
supported_classes_recursion = (
"GradientBoostingClassifier",
"GradientBoostingRegressor",
"HistGradientBoostingClassifier",
"HistGradientBoostingRegressor",
"HistGradientBoostingRegressor",
"DecisionTreeRegressor",
"RandomForestRegressor",
)
raise ValueError(
"Only the following estimators support the 'recursion' "
"method: {}. Try using method='brute'.".format(
", ".join(supported_classes_recursion)
)
)
if response_method == "auto":
response_method = "decision_function"
if response_method != "decision_function":
raise ValueError(
"With the 'recursion' method, the response_method must be "
"'decision_function'. Got {}.".format(response_method)
)
if sample_weight is not None:
sample_weight = _check_sample_weight(sample_weight, X)
if _determine_key_type(features, accept_slice=False) == "int":
# _get_column_indices() supports negative indexing. Here, we limit
# the indexing to be positive. The upper bound will be checked
# by _get_column_indices()
if np.any(np.less(features, 0)):
raise ValueError("all features must be in [0, {}]".format(X.shape[1] - 1))
features_indices = np.asarray(
_get_column_indices(X, features), dtype=np.intp, order="C"
).ravel()
feature_names = _check_feature_names(X, feature_names)
n_features = X.shape[1]
if categorical_features is None:
is_categorical = [False] * len(features_indices)
else:
categorical_features = np.asarray(categorical_features)
if categorical_features.dtype.kind == "b":
# categorical features provided as a list of boolean
if categorical_features.size != n_features:
raise ValueError(
"When `categorical_features` is a boolean array-like, "
"the array should be of shape (n_features,). Got "
f"{categorical_features.size} elements while `X` contains "
f"{n_features} features."
)
is_categorical = [categorical_features[idx] for idx in features_indices]
elif categorical_features.dtype.kind in ("i", "O", "U"):
# categorical features provided as a list of indices or feature names
categorical_features_idx = [
_get_feature_index(cat, feature_names=feature_names)
for cat in categorical_features
]
is_categorical = [
idx in categorical_features_idx for idx in features_indices
]
else:
raise ValueError(
"Expected `categorical_features` to be an array-like of boolean,"
f" integer, or string. Got {categorical_features.dtype} instead."
)
grid, values = _grid_from_X(
_safe_indexing(X, features_indices, axis=1),
percentiles,
is_categorical,
grid_resolution,
)
if method == "brute":
averaged_predictions, predictions = _partial_dependence_brute(
estimator, grid, features_indices, X, response_method, sample_weight
)
# reshape predictions to
# (n_outputs, n_instances, n_values_feature_0, n_values_feature_1, ...)
predictions = predictions.reshape(
-1, X.shape[0], *[val.shape[0] for val in values]
)
else:
averaged_predictions = _partial_dependence_recursion(
estimator, grid, features_indices
)
# reshape averaged_predictions to
# (n_outputs, n_values_feature_0, n_values_feature_1, ...)
averaged_predictions = averaged_predictions.reshape(
-1, *[val.shape[0] for val in values]
)
pdp_results = Bunch(grid_values=values)
if kind == "average":
pdp_results["average"] = averaged_predictions
elif kind == "individual":
pdp_results["individual"] = predictions
else: # kind='both'
pdp_results["average"] = averaged_predictions
pdp_results["individual"] = predictions
return pdp_results
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