Source code for evalml.pipelines.components.estimators.regressors.catboost_regressor

"""CatBoost Regressor, a regressor that uses gradient-boosting on decision trees. CatBoost is an open-source library and natively supports categorical features."""

import copy
import warnings

import pandas as pd
from import Integer, Real

from evalml.model_family import ModelFamily
from evalml.pipelines.components.estimators import Estimator
from evalml.pipelines.components.utils import handle_float_categories_for_catboost
from evalml.problem_types import ProblemTypes
from evalml.utils import (

[docs]class CatBoostRegressor(Estimator): """CatBoost Regressor, a regressor that uses gradient-boosting on decision trees. CatBoost is an open-source library and natively supports categorical features. For more information, check out Args: n_estimators (float): The maximum number of trees to build. Defaults to 10. eta (float): The learning rate. Defaults to 0.03. max_depth (int): The maximum tree depth for base learners. Defaults to 6. bootstrap_type (string): Defines the method for sampling the weights of objects. Available methods are 'Bayesian', 'Bernoulli', 'MVS'. Defaults to None. silent (boolean): Whether to use the "silent" logging mode. Defaults to True. allow_writing_files (boolean): Whether to allow writing snapshot files while training. Defaults to False. n_jobs (int or None): Number of jobs to run in parallel. -1 uses all processes. Defaults to -1. random_seed (int): Seed for the random number generator. Defaults to 0. """ name = "CatBoost Regressor" hyperparameter_ranges = { "n_estimators": Integer(4, 100), "eta": Real(0.000001, 1), "max_depth": Integer(4, 10), } """{ "n_estimators": Integer(4, 100), "eta": Real(0.000001, 1), "max_depth": Integer(4, 10), }""" model_family = ModelFamily.CATBOOST """ModelFamily.CATBOOST""" supported_problem_types = [ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION, ProblemTypes.MULTISERIES_TIME_SERIES_REGRESSION, ] """[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION, ProblemTypes.MULTISERIES_TIME_SERIES_REGRESSION, ]""" def __init__( self, n_estimators=10, eta=0.03, max_depth=6, bootstrap_type=None, silent=False, allow_writing_files=False, random_seed=0, n_jobs=-1, **kwargs, ): parameters = { "n_estimators": n_estimators, "eta": eta, "max_depth": max_depth, "bootstrap_type": bootstrap_type, "silent": silent, "allow_writing_files": allow_writing_files, } if kwargs.get("thread_count", None) is not None: warnings.warn( "Parameter 'thread_count' will be ignored. To use parallel threads, use the 'n_jobs' parameter instead.", ) parameters.update(kwargs) cb_error_msg = ( "catboost is not installed. Please install using `pip install catboost.`" ) catboost = import_or_raise("catboost", error_msg=cb_error_msg) # catboost will choose an intelligent default for bootstrap_type, so only set if provided cb_parameters = copy.copy(parameters) if bootstrap_type is None: cb_parameters.pop("bootstrap_type") cb_parameters["thread_count"] = n_jobs cb_regressor = catboost.CatBoostRegressor( **cb_parameters, random_seed=random_seed ) parameters["n_jobs"] = n_jobs super().__init__( parameters=parameters, component_obj=cb_regressor, random_seed=random_seed, )
[docs] def fit(self, X, y=None): """Fits CatBoost regressor component to data. Args: X (pd.DataFrame): The input training data of shape [n_samples, n_features]. y (pd.Series): The target training data of length [n_samples]. Returns: self """ X = infer_feature_types(X) cat_cols = list("category", return_schema=True).columns) self.input_feature_names = list(X.columns) X, y = super()._manage_woodwork(X, y) X = handle_float_categories_for_catboost(X), y, silent=True, cat_features=cat_cols) return self
[docs] def predict(self, X): """Make predictions using the fitted CatBoost regressor. Args: X (pd.DataFrame): Data of shape [n_samples, n_features]. Returns: pd.DataFrame: Predicted values. """ X = infer_feature_types(X) X = handle_float_categories_for_catboost(X) predictions = super().predict(X) return predictions
@property def feature_importance(self): """Feature importance of fitted CatBoost regressor.""" return pd.Series(self._component_obj.get_feature_importance())