standard_metrics¶
Module Contents¶
Classes Summary¶
Accuracy score for binary classification. |
|
Accuracy score for multiclass classification. |
|
AUC score for binary classification. |
|
AUC score for multiclass classification using macro averaging. |
|
AUC score for multiclass classification using micro averaging. |
|
AUC Score for multiclass classification using weighted averaging. |
|
Balanced accuracy score for binary classification. |
|
Balanced accuracy score for multiclass classification. |
|
Explained variance score for regression. |
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F1 score for binary classification. |
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F1 score for multiclass classification using macro averaging. |
|
F1 score for multiclass classification using micro averaging. |
|
F1 score for multiclass classification using weighted averaging. |
|
Gini coefficient for binary classification. |
|
Log Loss for binary classification. |
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Log Loss for multiclass classification. |
|
Mean absolute error for regression. |
|
Mean absolute percentage error for time series regression. Scaled by 100 to return a percentage. |
|
Maximum residual error for regression. |
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Matthews correlation coefficient for binary classification. |
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Matthews correlation coefficient for multiclass classification. |
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Mean squared log error for regression. |
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Median absolute error for regression. |
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Mean squared error for regression. |
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Precision score for binary classification. |
|
Precision score for multiclass classification using macro averaging. |
|
Precision score for multiclass classification using micro averaging. |
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Precision score for multiclass classification using weighted averaging. |
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Coefficient of determination for regression. |
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Recall score for binary classification. |
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Recall score for multiclass classification using macro averaging. |
|
Recall score for multiclass classification using micro averaging. |
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Recall score for multiclass classification using weighted averaging. |
|
Root mean squared error for regression. |
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Root mean squared log error for regression. |
Contents¶
-
class
evalml.objectives.standard_metrics.
AccuracyBinary
[source]¶ Accuracy score for binary classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Accuracy Binary
perfect_score
1.0
problem_types
[ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Returns a boolean determining if we can optimize the binary classification objective threshold.
Apply a learned threshold to predicted probabilities to get predicted classes.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
Learn a binary classification threshold which optimizes the current objective.
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
property
can_optimize_threshold
(cls)¶ Returns a boolean determining if we can optimize the binary classification objective threshold. This will be false for any objective that works directly with predicted probabilities, like log loss and AUC. Otherwise, it will be true.
-
decision_function
(self, ypred_proba, threshold=0.5, X=None)¶ Apply a learned threshold to predicted probabilities to get predicted classes.
- Parameters
ypred_proba (pd.Series, np.ndarray) – The classifier’s predicted probabilities
threshold (float, optional) – Threshold used to make a prediction. Defaults to 0.5.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
predictions
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
optimize_threshold
(self, ypred_proba, y_true, X=None)¶ Learn a binary classification threshold which optimizes the current objective.
- Parameters
ypred_proba (pd.Series) – The classifier’s predicted probabilities
y_true (pd.Series) – The ground truth for the predictions.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
Optimal threshold for this objective
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
AccuracyMulticlass
[source]¶ Accuracy score for multiclass classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Accuracy Multiclass
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
AUC
[source]¶ AUC score for binary classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
AUC
perfect_score
1.0
problem_types
[ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY]
score_needs_proba
True
Methods
Calculate the percent difference between scores.
Returns a boolean determining if we can optimize the binary classification objective threshold.
Apply a learned threshold to predicted probabilities to get predicted classes.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
Learn a binary classification threshold which optimizes the current objective.
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
property
can_optimize_threshold
(cls)¶ Returns a boolean determining if we can optimize the binary classification objective threshold. This will be false for any objective that works directly with predicted probabilities, like log loss and AUC. Otherwise, it will be true.
-
decision_function
(self, ypred_proba, threshold=0.5, X=None)¶ Apply a learned threshold to predicted probabilities to get predicted classes.
- Parameters
ypred_proba (pd.Series, np.ndarray) – The classifier’s predicted probabilities
threshold (float, optional) – Threshold used to make a prediction. Defaults to 0.5.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
predictions
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
optimize_threshold
(self, ypred_proba, y_true, X=None)¶ Learn a binary classification threshold which optimizes the current objective.
- Parameters
ypred_proba (pd.Series) – The classifier’s predicted probabilities
y_true (pd.Series) – The ground truth for the predictions.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
Optimal threshold for this objective
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
AUCMacro
[source]¶ AUC score for multiclass classification using macro averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
AUC Macro
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
True
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
AUCMicro
[source]¶ AUC score for multiclass classification using micro averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
AUC Micro
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
True
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
AUCWeighted
[source]¶ AUC Score for multiclass classification using weighted averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
AUC Weighted
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
True
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
BalancedAccuracyBinary
[source]¶ Balanced accuracy score for binary classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Balanced Accuracy Binary
perfect_score
1.0
problem_types
[ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Returns a boolean determining if we can optimize the binary classification objective threshold.
Apply a learned threshold to predicted probabilities to get predicted classes.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
Learn a binary classification threshold which optimizes the current objective.
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
property
can_optimize_threshold
(cls)¶ Returns a boolean determining if we can optimize the binary classification objective threshold. This will be false for any objective that works directly with predicted probabilities, like log loss and AUC. Otherwise, it will be true.
-
decision_function
(self, ypred_proba, threshold=0.5, X=None)¶ Apply a learned threshold to predicted probabilities to get predicted classes.
- Parameters
ypred_proba (pd.Series, np.ndarray) – The classifier’s predicted probabilities
threshold (float, optional) – Threshold used to make a prediction. Defaults to 0.5.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
predictions
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
optimize_threshold
(self, ypred_proba, y_true, X=None)¶ Learn a binary classification threshold which optimizes the current objective.
- Parameters
ypred_proba (pd.Series) – The classifier’s predicted probabilities
y_true (pd.Series) – The ground truth for the predictions.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
Optimal threshold for this objective
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
BalancedAccuracyMulticlass
[source]¶ Balanced accuracy score for multiclass classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Balanced Accuracy Multiclass
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
ExpVariance
[source]¶ Explained variance score for regression.
Attributes
greater_is_better
True
is_bounded_like_percentage
False
name
ExpVariance
perfect_score
1.0
problem_types
[ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
F1
[source]¶ F1 score for binary classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
F1
perfect_score
1.0
problem_types
[ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Returns a boolean determining if we can optimize the binary classification objective threshold.
Apply a learned threshold to predicted probabilities to get predicted classes.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
Learn a binary classification threshold which optimizes the current objective.
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
property
can_optimize_threshold
(cls)¶ Returns a boolean determining if we can optimize the binary classification objective threshold. This will be false for any objective that works directly with predicted probabilities, like log loss and AUC. Otherwise, it will be true.
-
decision_function
(self, ypred_proba, threshold=0.5, X=None)¶ Apply a learned threshold to predicted probabilities to get predicted classes.
- Parameters
ypred_proba (pd.Series, np.ndarray) – The classifier’s predicted probabilities
threshold (float, optional) – Threshold used to make a prediction. Defaults to 0.5.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
predictions
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
optimize_threshold
(self, ypred_proba, y_true, X=None)¶ Learn a binary classification threshold which optimizes the current objective.
- Parameters
ypred_proba (pd.Series) – The classifier’s predicted probabilities
y_true (pd.Series) – The ground truth for the predictions.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
Optimal threshold for this objective
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
F1Macro
[source]¶ F1 score for multiclass classification using macro averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
F1 Macro
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
F1Micro
[source]¶ F1 score for multiclass classification using micro averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
F1 Micro
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
F1Weighted
[source]¶ F1 score for multiclass classification using weighted averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
F1 Weighted
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
Gini
[source]¶ Gini coefficient for binary classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
False
name
Gini
perfect_score
1.0
problem_types
[ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY]
score_needs_proba
True
Methods
Calculate the percent difference between scores.
Returns a boolean determining if we can optimize the binary classification objective threshold.
Apply a learned threshold to predicted probabilities to get predicted classes.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
Learn a binary classification threshold which optimizes the current objective.
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
property
can_optimize_threshold
(cls)¶ Returns a boolean determining if we can optimize the binary classification objective threshold. This will be false for any objective that works directly with predicted probabilities, like log loss and AUC. Otherwise, it will be true.
-
decision_function
(self, ypred_proba, threshold=0.5, X=None)¶ Apply a learned threshold to predicted probabilities to get predicted classes.
- Parameters
ypred_proba (pd.Series, np.ndarray) – The classifier’s predicted probabilities
threshold (float, optional) – Threshold used to make a prediction. Defaults to 0.5.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
predictions
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
optimize_threshold
(self, ypred_proba, y_true, X=None)¶ Learn a binary classification threshold which optimizes the current objective.
- Parameters
ypred_proba (pd.Series) – The classifier’s predicted probabilities
y_true (pd.Series) – The ground truth for the predictions.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
Optimal threshold for this objective
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
LogLossBinary
[source]¶ Log Loss for binary classification.
Attributes
greater_is_better
False
is_bounded_like_percentage
False
name
Log Loss Binary
perfect_score
0.0
problem_types
[ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY]
score_needs_proba
True
Methods
Calculate the percent difference between scores.
Returns a boolean determining if we can optimize the binary classification objective threshold.
Apply a learned threshold to predicted probabilities to get predicted classes.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
Learn a binary classification threshold which optimizes the current objective.
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
property
can_optimize_threshold
(cls)¶ Returns a boolean determining if we can optimize the binary classification objective threshold. This will be false for any objective that works directly with predicted probabilities, like log loss and AUC. Otherwise, it will be true.
-
decision_function
(self, ypred_proba, threshold=0.5, X=None)¶ Apply a learned threshold to predicted probabilities to get predicted classes.
- Parameters
ypred_proba (pd.Series, np.ndarray) – The classifier’s predicted probabilities
threshold (float, optional) – Threshold used to make a prediction. Defaults to 0.5.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
predictions
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
optimize_threshold
(self, ypred_proba, y_true, X=None)¶ Learn a binary classification threshold which optimizes the current objective.
- Parameters
ypred_proba (pd.Series) – The classifier’s predicted probabilities
y_true (pd.Series) – The ground truth for the predictions.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
Optimal threshold for this objective
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
LogLossMulticlass
[source]¶ Log Loss for multiclass classification.
Attributes
greater_is_better
False
is_bounded_like_percentage
False
name
Log Loss Multiclass
perfect_score
0.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
True
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
MAE
[source]¶ Mean absolute error for regression.
Attributes
greater_is_better
False
is_bounded_like_percentage
True
name
MAE
perfect_score
0.0
problem_types
[ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
MAPE
[source]¶ Mean absolute percentage error for time series regression. Scaled by 100 to return a percentage.
Only valid for nonzero inputs. Otherwise, will throw a ValueError
Attributes
greater_is_better
False
is_bounded_like_percentage
False
name
Mean Absolute Percentage Error
perfect_score
0.0
problem_types
[ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(self)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
MaxError
[source]¶ Maximum residual error for regression.
Attributes
greater_is_better
False
is_bounded_like_percentage
False
name
MaxError
perfect_score
0.0
problem_types
[ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
MCCBinary
[source]¶ Matthews correlation coefficient for binary classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
False
name
MCC Binary
perfect_score
1.0
problem_types
[ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Returns a boolean determining if we can optimize the binary classification objective threshold.
Apply a learned threshold to predicted probabilities to get predicted classes.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
Learn a binary classification threshold which optimizes the current objective.
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
property
can_optimize_threshold
(cls)¶ Returns a boolean determining if we can optimize the binary classification objective threshold. This will be false for any objective that works directly with predicted probabilities, like log loss and AUC. Otherwise, it will be true.
-
decision_function
(self, ypred_proba, threshold=0.5, X=None)¶ Apply a learned threshold to predicted probabilities to get predicted classes.
- Parameters
ypred_proba (pd.Series, np.ndarray) – The classifier’s predicted probabilities
threshold (float, optional) – Threshold used to make a prediction. Defaults to 0.5.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
predictions
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
optimize_threshold
(self, ypred_proba, y_true, X=None)¶ Learn a binary classification threshold which optimizes the current objective.
- Parameters
ypred_proba (pd.Series) – The classifier’s predicted probabilities
y_true (pd.Series) – The ground truth for the predictions.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
Optimal threshold for this objective
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
MCCMulticlass
[source]¶ Matthews correlation coefficient for multiclass classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
False
name
MCC Multiclass
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
MeanSquaredLogError
[source]¶ Mean squared log error for regression.
Only valid for nonnegative inputs. Otherwise, will throw a ValueError
Attributes
greater_is_better
False
is_bounded_like_percentage
False
name
Mean Squared Log Error
perfect_score
0.0
problem_types
[ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(self)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
MedianAE
[source]¶ Median absolute error for regression.
Attributes
greater_is_better
False
is_bounded_like_percentage
False
name
MedianAE
perfect_score
0.0
problem_types
[ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
MSE
[source]¶ Mean squared error for regression.
Attributes
greater_is_better
False
is_bounded_like_percentage
False
name
MSE
perfect_score
0.0
problem_types
[ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
Precision
[source]¶ Precision score for binary classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Precision
perfect_score
1.0
problem_types
[ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Returns a boolean determining if we can optimize the binary classification objective threshold.
Apply a learned threshold to predicted probabilities to get predicted classes.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
Learn a binary classification threshold which optimizes the current objective.
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
property
can_optimize_threshold
(cls)¶ Returns a boolean determining if we can optimize the binary classification objective threshold. This will be false for any objective that works directly with predicted probabilities, like log loss and AUC. Otherwise, it will be true.
-
decision_function
(self, ypred_proba, threshold=0.5, X=None)¶ Apply a learned threshold to predicted probabilities to get predicted classes.
- Parameters
ypred_proba (pd.Series, np.ndarray) – The classifier’s predicted probabilities
threshold (float, optional) – Threshold used to make a prediction. Defaults to 0.5.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
predictions
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
optimize_threshold
(self, ypred_proba, y_true, X=None)¶ Learn a binary classification threshold which optimizes the current objective.
- Parameters
ypred_proba (pd.Series) – The classifier’s predicted probabilities
y_true (pd.Series) – The ground truth for the predictions.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
Optimal threshold for this objective
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
PrecisionMacro
[source]¶ Precision score for multiclass classification using macro averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Precision Macro
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
PrecisionMicro
[source]¶ Precision score for multiclass classification using micro averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Precision Micro
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
PrecisionWeighted
[source]¶ Precision score for multiclass classification using weighted averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Precision Weighted
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
R2
[source]¶ Coefficient of determination for regression.
Attributes
greater_is_better
True
is_bounded_like_percentage
False
name
R2
perfect_score
1
problem_types
[ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
Recall
[source]¶ Recall score for binary classification.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Recall
perfect_score
1.0
problem_types
[ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Returns a boolean determining if we can optimize the binary classification objective threshold.
Apply a learned threshold to predicted probabilities to get predicted classes.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
Learn a binary classification threshold which optimizes the current objective.
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
property
can_optimize_threshold
(cls)¶ Returns a boolean determining if we can optimize the binary classification objective threshold. This will be false for any objective that works directly with predicted probabilities, like log loss and AUC. Otherwise, it will be true.
-
decision_function
(self, ypred_proba, threshold=0.5, X=None)¶ Apply a learned threshold to predicted probabilities to get predicted classes.
- Parameters
ypred_proba (pd.Series, np.ndarray) – The classifier’s predicted probabilities
threshold (float, optional) – Threshold used to make a prediction. Defaults to 0.5.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
predictions
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
optimize_threshold
(self, ypred_proba, y_true, X=None)¶ Learn a binary classification threshold which optimizes the current objective.
- Parameters
ypred_proba (pd.Series) – The classifier’s predicted probabilities
y_true (pd.Series) – The ground truth for the predictions.
X (pd.DataFrame, optional) – Any extra columns that are needed from training data.
- Returns
Optimal threshold for this objective
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
RecallMacro
[source]¶ Recall score for multiclass classification using macro averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Recall Macro
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
RecallMicro
[source]¶ Recall score for multiclass classification using micro averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Recall Micro
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
RecallWeighted
[source]¶ Recall score for multiclass classification using weighted averaging.
Attributes
greater_is_better
True
is_bounded_like_percentage
True
name
Recall Weighted
perfect_score
1.0
problem_types
[ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
RootMeanSquaredError
[source]¶ Root mean squared error for regression.
Attributes
greater_is_better
False
is_bounded_like_percentage
False
name
Root Mean Squared Error
perfect_score
0.0
problem_types
[ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
-
classmethod
is_defined_for_problem_type
(cls, problem_type)¶
-
objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(cls)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
-
classmethod
-
class
evalml.objectives.standard_metrics.
RootMeanSquaredLogError
[source]¶ Root mean squared log error for regression.
Only valid for nonnegative inputs.Otherwise, will throw a ValueError.
Attributes
greater_is_better
False
is_bounded_like_percentage
False
name
Root Mean Squared Log Error
perfect_score
0.0
problem_types
[ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION]
score_needs_proba
False
Methods
Calculate the percent difference between scores.
Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
If True, this objective is only valid for positive data. Default False.
Returns a numerical score indicating performance based on the differences between the predicted and actual values.
Validates the input based on a few simple checks.
-
classmethod
calculate_percent_difference
(cls, score, baseline_score)¶ Calculate the percent difference between scores.
- Parameters
score (float) – A score. Output of the score method of this objective.
baseline_score (float) – A score. Output of the score method of this objective. In practice, this is the score achieved on this objective with a baseline estimator.
- Returns
- The percent difference between the scores. Note that for objectives that can be interpreted
as percentages, this will be the difference between the reference score and score. For all other objectives, the difference will be normalized by the reference score.
- Return type
float
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classmethod
is_defined_for_problem_type
(cls, problem_type)¶
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objective_function
(self, y_true, y_predicted, X=None, sample_weight=None)[source]¶ Computes the relative value of the provided predictions compared to the actual labels, according a specified metric
- Arguments:
y_predicted (pd.Series): Predicted values of length [n_samples] y_true (pd.Series): Actual class labels of length [n_samples] X (pd.DataFrame or np.ndarray): Extra data of shape [n_samples, n_features] necessary to calculate score sample_weight (pd.DataFrame or np.ndarray): Sample weights used in computing objective value result
- Returns
Numerical value used to calculate score
-
positive_only
(self)¶ If True, this objective is only valid for positive data. Default False.
-
score
(self, y_true, y_predicted, X=None, sample_weight=None)¶ Returns a numerical score indicating performance based on the differences between the predicted and actual values.
- Parameters
y_predicted (pd.Series) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
X (pd.DataFrame or np.ndarray) – Extra data of shape [n_samples, n_features] necessary to calculate score
sample_weight (pd.DataFrame or np.ndarray) – Sample weights used in computing objective value result
- Returns
score
-
validate_inputs
(self, y_true, y_predicted)¶ Validates the input based on a few simple checks.
- Parameters
y_predicted (pd.Series, or pd.DataFrame) – Predicted values of length [n_samples]
y_true (pd.Series) – Actual class labels of length [n_samples]
- Returns
None
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classmethod