components#
EvalML component classes.
Subpackages#
- ensemble
- estimators
- classifiers
- regressors
- arima_regressor
- baseline_regressor
- catboost_regressor
- decision_tree_regressor
- elasticnet_regressor
- et_regressor
- exponential_smoothing_regressor
- lightgbm_regressor
- linear_regressor
- multiseries_time_series_baseline_regressor
- prophet_regressor
- rf_regressor
- svm_regressor
- time_series_baseline_estimator
- varmax_regressor
- vowpal_wabbit_regressor
- xgboost_regressor
- estimator
- transformers
- dimensionality_reduction
- encoders
- feature_selection
- imputers
- preprocessing
- datetime_featurizer
- decomposer
- drop_nan_rows_transformer
- drop_null_columns
- drop_rows_transformer
- featuretools
- log_transformer
- lsa
- natural_language_featurizer
- polynomial_decomposer
- replace_nullable_types
- stl_decomposer
- text_transformer
- time_series_featurizer
- time_series_regularizer
- transform_primitive_components
- samplers
- scalers
- column_selectors
- transformer
Submodules#
Package Contents#
Classes Summary#
Autoregressive Integrated Moving Average Model. The three parameters (p, d, q) are the AR order, the degree of differencing, and the MA order. More information here: https://www.statsmodels.org/devel/generated/statsmodels.tsa.arima.model.ARIMA.html. |
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Classifier that predicts using the specified strategy. |
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Baseline regressor that uses a simple strategy to make predictions. This is useful as a simple baseline regressor to compare with other regressors. |
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CatBoost Classifier, a classifier that uses gradient-boosting on decision trees. CatBoost is an open-source library and natively supports categorical features. |
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CatBoost Regressor, a regressor that uses gradient-boosting on decision trees. CatBoost is an open-source library and natively supports categorical features. |
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Base class for all components. |
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Metaclass that overrides creating a new component by wrapping methods with validators and setters. |
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Transformer that can automatically extract features from datetime columns. |
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Decision Tree Classifier. |
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Decision Tree Regressor. |
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Featuretools DFS component that generates features for the input features. |
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Drops specified columns in input data. |
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Transformer to drop rows with NaN values. |
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Transformer to drop features whose percentage of NaN values exceeds a specified threshold. |
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Transformer to drop rows specified by row indices. |
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Elastic Net Classifier. Uses Logistic Regression with elasticnet penalty as the base estimator. |
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Elastic Net Regressor. |
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Transformer that can automatically extract features from emails. |
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A component that fits and predicts given data. |
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Holt-Winters Exponential Smoothing Forecaster. |
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Extra Trees Classifier. |
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Extra Trees Regressor. |
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Selects top features based on importance weights. |
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Imputes missing data according to a specified imputation strategy. |
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K-Nearest Neighbors Classifier. |
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A transformer that encodes target labels using values between 0 and num_classes - 1. |
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LightGBM Classifier. |
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LightGBM Regressor. |
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Reduces the number of features by using Linear Discriminant Analysis. |
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Linear Regressor. |
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Logistic Regression Classifier. |
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Applies a log transformation to the target data. |
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Transformer to calculate the Latent Semantic Analysis Values of text input. |
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Multiseries time series regressor that predicts using the naive forecasting approach. |
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Transformer that can automatically featurize text columns using featuretools' nlp_primitives. |
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A transformer that encodes categorical features in a one-hot numeric array. |
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A transformer that encodes ordinal features as an array of ordinal integers representing the relative order of categories. |
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SMOTE Oversampler component. Will automatically select whether to use SMOTE, SMOTEN, or SMOTENC based on inputs to the component. |
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Reduces the number of features by using Principal Component Analysis (PCA). |
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Imputes missing data according to a specified imputation strategy per column. |
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Removes trends and seasonality from time series by fitting a polynomial and moving average to the data. |
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Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers well. |
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Random Forest Classifier. |
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Random Forest Regressor. |
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Transformer to replace features with the new nullable dtypes with a dtype that is compatible in EvalML. |
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Selects relevant features using recursive feature elimination with a Random Forest Classifier. |
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Selects top features based on importance weights using a Random Forest classifier. |
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Selects relevant features using recursive feature elimination with a Random Forest Regressor. |
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Selects top features based on importance weights using a Random Forest regressor. |
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Selects columns by specified Woodwork logical type or semantic tag in input data. |
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Selects specified columns in input data. |
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Imputes missing data according to a specified imputation strategy. Natural language columns are ignored. |
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Stacked Ensemble Base Class. |
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Stacked Ensemble Classifier. |
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Stacked Ensemble Regressor. |
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A transformer that standardizes input features by removing the mean and scaling to unit variance. |
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Removes trends and seasonality from time series using the STL algorithm. |
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Support Vector Machine Classifier. |
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Support Vector Machine Regressor. |
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A transformer that encodes categorical features into target encodings. |
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Imputes missing target data according to a specified imputation strategy. |
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Time series estimator that predicts using the naive forecasting approach. |
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Transformer that delays input features and target variable for time series problems. |
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Imputes missing data according to a specified timeseries-specific imputation strategy. |
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Transformer that regularizes an inconsistently spaced datetime column. |
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A component that may or may not need fitting that transforms data. These components are used before an estimator. |
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Initializes an undersampling transformer to downsample the majority classes in the dataset. |
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Transformer that can automatically extract features from URL. |
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Vector Autoregressive Moving Average with eXogenous regressors model. The two parameters (p, q) are the AR order and the MA order. More information here: https://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.varmax.VARMAX.html. |
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Vowpal Wabbit Binary Classifier. |
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Vowpal Wabbit Multiclass Classifier. |
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Vowpal Wabbit Regressor. |
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XGBoost Classifier. |
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XGBoost Regressor. |
Contents#
- class evalml.pipelines.components.ARIMARegressor(time_index: Optional[Hashable] = None, trend: Optional[str] = None, start_p: int = 2, d: int = 0, start_q: int = 2, max_p: int = 5, max_d: int = 2, max_q: int = 5, seasonal: bool = True, sp: int = 1, n_jobs: int = - 1, random_seed: Union[int, float] = 0, maxiter: int = 10, use_covariates: bool = True, **kwargs)[source]#
Autoregressive Integrated Moving Average Model. The three parameters (p, d, q) are the AR order, the degree of differencing, and the MA order. More information here: https://www.statsmodels.org/devel/generated/statsmodels.tsa.arima.model.ARIMA.html.
Currently ARIMARegressor isn’t supported via conda install. It’s recommended that it be installed via PyPI.
- Parameters
time_index (str) – Specifies the name of the column in X that provides the datetime objects. Defaults to None.
trend (str) – Controls the deterministic trend. Options are [‘n’, ‘c’, ‘t’, ‘ct’] where ‘c’ is a constant term, ‘t’ indicates a linear trend, and ‘ct’ is both. Can also be an iterable when defining a polynomial, such as [1, 1, 0, 1].
start_p (int) – Minimum Autoregressive order. Defaults to 2.
d (int) – Minimum Differencing degree. Defaults to 0.
start_q (int) – Minimum Moving Average order. Defaults to 2.
max_p (int) – Maximum Autoregressive order. Defaults to 5.
max_d (int) – Maximum Differencing degree. Defaults to 2.
max_q (int) – Maximum Moving Average order. Defaults to 5.
seasonal (boolean) – Whether to fit a seasonal model to ARIMA. Defaults to True.
sp (int or str) – Period for seasonal differencing, specifically the number of periods in each season. If “detect”, this model will automatically detect this parameter (given the time series is a standard frequency) and will fall back to 1 (no seasonality) if it cannot be detected. Defaults to 1.
n_jobs (int or None) – Non-negative integer describing level of parallelism used for pipelines. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “start_p”: Integer(1, 3), “d”: Integer(0, 2), “start_q”: Integer(1, 3), “max_p”: Integer(3, 10), “max_d”: Integer(2, 5), “max_q”: Integer(3, 10), “seasonal”: [True, False],}
max_cols
7
max_rows
1000
model_family
ModelFamily.ARIMA
modifies_features
True
modifies_target
False
name
ARIMA Regressor
supported_problem_types
[ProblemTypes.TIME_SERIES_REGRESSION]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns array of 0's with a length of 1 as feature_importance is not defined for ARIMA regressor.
Fits ARIMA regressor to data.
Find the prediction intervals using the fitted ARIMARegressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using fitted ARIMA regressor.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) numpy.ndarray #
Returns array of 0’s with a length of 1 as feature_importance is not defined for ARIMA regressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)[source]#
Fits ARIMA regressor to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If y was not passed in.
- get_prediction_intervals(self, X: pandas.DataFrame, y: pandas.Series = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] [source]#
Find the prediction intervals using the fitted ARIMARegressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Optional.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Not used for ARIMA regressor.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None) pandas.Series [source]#
Make predictions using fitted ARIMA regressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data.
- Returns
Predicted values.
- Return type
pd.Series
- Raises
ValueError – If X was passed to fit but not passed in predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.BaselineClassifier(strategy='mode', random_seed=0, **kwargs)[source]#
Classifier that predicts using the specified strategy.
This is useful as a simple baseline classifier to compare with other classifiers.
- Parameters
strategy (str) – Method used to predict. Valid options are “mode”, “random” and “random_weighted”. Defaults to “mode”.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
model_family
ModelFamily.BASELINE
modifies_features
True
modifies_target
False
name
Baseline Classifier
supported_problem_types
[ProblemTypes.BINARY, ProblemTypes.MULTICLASS]
training_only
False
Methods
Returns class labels. Will return None before fitting.
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature. Since baseline classifiers do not use input features to calculate predictions, returns an array of zeroes.
Fits baseline classifier component to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using the baseline classification strategy.
Make prediction probabilities using the baseline classification strategy.
Saves component at file path.
Updates the parameter dictionary of the component.
- property classes_(self)#
Returns class labels. Will return None before fitting.
- Returns
Class names
- Return type
list[str] or list(float)
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Returns importance associated with each feature. Since baseline classifiers do not use input features to calculate predictions, returns an array of zeroes.
- Returns
An array of zeroes
- Return type
pd.Series
- fit(self, X, y=None)[source]#
Fits baseline classifier component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If y is None.
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X)[source]#
Make predictions using the baseline classification strategy.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- predict_proba(self, X)[source]#
Make prediction probabilities using the baseline classification strategy.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted probability values.
- Return type
pd.DataFrame
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.BaselineRegressor(strategy='mean', random_seed=0, **kwargs)[source]#
Baseline regressor that uses a simple strategy to make predictions. This is useful as a simple baseline regressor to compare with other regressors.
- Parameters
strategy (str) – Method used to predict. Valid options are “mean”, “median”. Defaults to “mean”.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
model_family
ModelFamily.BASELINE
modifies_features
True
modifies_target
False
name
Baseline Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature. Since baseline regressors do not use input features to calculate predictions, returns an array of zeroes.
Fits baseline regression component to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using the baseline regression strategy.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Returns importance associated with each feature. Since baseline regressors do not use input features to calculate predictions, returns an array of zeroes.
- Returns
An array of zeroes.
- Return type
np.ndarray (float)
- fit(self, X, y=None)[source]#
Fits baseline regression component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If input y is None.
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X)[source]#
Make predictions using the baseline regression strategy.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.CatBoostClassifier(n_estimators=10, eta=0.03, max_depth=6, bootstrap_type=None, silent=True, allow_writing_files=False, random_seed=0, n_jobs=- 1, **kwargs)[source]#
CatBoost Classifier, a classifier that uses gradient-boosting on decision trees. CatBoost is an open-source library and natively supports categorical features.
For more information, check out https://catboost.ai/
- Parameters
n_estimators (float) – The maximum number of trees to build. Defaults to 10.
eta (float) – The learning rate. Defaults to 0.03.
max_depth (int) – The maximum tree depth for base learners. Defaults to 6.
bootstrap_type (string) – Defines the method for sampling the weights of objects. Available methods are ‘Bayesian’, ‘Bernoulli’, ‘MVS’. Defaults to None.
silent (boolean) – Whether to use the “silent” logging mode. Defaults to True.
allow_writing_files (boolean) – Whether to allow writing snapshot files while training. Defaults to False.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “n_estimators”: Integer(4, 100), “eta”: Real(0.000001, 1), “max_depth”: Integer(4, 10),}
model_family
ModelFamily.CATBOOST
modifies_features
True
modifies_target
False
name
CatBoost Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance of fitted CatBoost classifier.
Fits CatBoost classifier component to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using the fitted CatBoost classifier.
Make prediction probabilities using the fitted CatBoost classifier.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance of fitted CatBoost classifier.
- fit(self, X, y=None)[source]#
Fits CatBoost classifier component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X)[source]#
Make predictions using the fitted CatBoost classifier.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- predict_proba(self, X)[source]#
Make prediction probabilities using the fitted CatBoost classifier.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted probability values.
- Return type
pd.DataFrame
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.CatBoostRegressor(n_estimators=10, eta=0.03, max_depth=6, bootstrap_type=None, silent=False, allow_writing_files=False, random_seed=0, n_jobs=- 1, **kwargs)[source]#
CatBoost Regressor, a regressor that uses gradient-boosting on decision trees. CatBoost is an open-source library and natively supports categorical features.
For more information, check out https://catboost.ai/
- Parameters
n_estimators (float) – The maximum number of trees to build. Defaults to 10.
eta (float) – The learning rate. Defaults to 0.03.
max_depth (int) – The maximum tree depth for base learners. Defaults to 6.
bootstrap_type (string) – Defines the method for sampling the weights of objects. Available methods are ‘Bayesian’, ‘Bernoulli’, ‘MVS’. Defaults to None.
silent (boolean) – Whether to use the “silent” logging mode. Defaults to True.
allow_writing_files (boolean) – Whether to allow writing snapshot files while training. Defaults to False.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “n_estimators”: Integer(4, 100), “eta”: Real(0.000001, 1), “max_depth”: Integer(4, 10),}
model_family
ModelFamily.CATBOOST
modifies_features
True
modifies_target
False
name
CatBoost Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance of fitted CatBoost regressor.
Fits CatBoost regressor component to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using the fitted CatBoost regressor.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance of fitted CatBoost regressor.
- fit(self, X, y=None)[source]#
Fits CatBoost regressor component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X)[source]#
Make predictions using the fitted CatBoost regressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.DataFrame
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.ComponentBase(parameters=None, component_obj=None, random_seed=0, **kwargs)[source]#
Base class for all components.
- Parameters
parameters (dict) – Dictionary of parameters for the component. Defaults to None.
component_obj (obj) – Third-party objects useful in component implementation. Defaults to None.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Loads component at file path.
Returns whether this component modifies (subsets or transforms) the features variable during transform.
Returns whether this component modifies (subsets or transforms) the target variable during transform.
Returns string name of this component.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Returns whether or not this component should be evaluated during training-time only, or during both training and prediction time.
Updates the parameter dictionary of the component.
- clone(self)[source]#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)[source]#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- static load(file_path)[source]#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property modifies_features(cls)#
Returns whether this component modifies (subsets or transforms) the features variable during transform.
For Estimator objects, this attribute determines if the return value from predict or predict_proba should be used as features or targets.
- property modifies_target(cls)#
Returns whether this component modifies (subsets or transforms) the target variable during transform.
For Estimator objects, this attribute determines if the return value from predict or predict_proba should be used as features or targets.
- property name(cls)#
Returns string name of this component.
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)[source]#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- property training_only(cls)#
Returns whether or not this component should be evaluated during training-time only, or during both training and prediction time.
- class evalml.pipelines.components.ComponentBaseMeta[source]#
Metaclass that overrides creating a new component by wrapping methods with validators and setters.
Attributes
FIT_METHODS
[‘fit’, ‘fit_transform’]
METHODS_TO_CHECK
[‘predict’, ‘predict_proba’, ‘transform’, ‘inverse_transform’, ‘get_trend_dataframe’]
PROPERTIES_TO_CHECK
[‘feature_importance’]
Methods
check_for_fit wraps a method that validates if self._is_fitted is True.
Register a virtual subclass of an ABC.
Wrapper for the fit method.
- classmethod check_for_fit(cls, method)[source]#
check_for_fit wraps a method that validates if self._is_fitted is True.
It raises an exception if False and calls and returns the wrapped method if True.
- Parameters
method (callable) – Method to wrap.
- Returns
The wrapped method.
- Raises
ComponentNotYetFittedError – If component is not yet fitted.
- register(cls, subclass)#
Register a virtual subclass of an ABC.
Returns the subclass, to allow usage as a class decorator.
- classmethod set_fit(cls, method)#
Wrapper for the fit method.
- class evalml.pipelines.components.DateTimeFeaturizer(features_to_extract=None, encode_as_categories=False, time_index=None, random_seed=0, **kwargs)[source]#
Transformer that can automatically extract features from datetime columns.
- Parameters
features_to_extract (list) – List of features to extract. Valid options include “year”, “month”, “day_of_week”, “hour”. Defaults to None.
encode_as_categories (bool) – Whether day-of-week and month features should be encoded as pandas “category” dtype. This allows OneHotEncoders to encode these features. Defaults to False.
time_index (str) – Name of the column containing the datetime information used to order the data. Ignored.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
DateTime Featurizer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fit the datetime featurizer component.
Fits on X and transforms X.
Gets the categories of each datetime feature.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X by creating new features using existing DateTime columns, and then dropping those DateTime columns.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fit the datetime featurizer component.
- Parameters
X (pd.DataFrame) – Input features.
y (pd.Series, optional) – Target data. Ignored.
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- get_feature_names(self)[source]#
Gets the categories of each datetime feature.
- Returns
- Dictionary, where each key-value pair is a column name and a dictionary
mapping the unique feature values to their integer encoding.
- Return type
dict
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data X by creating new features using existing DateTime columns, and then dropping those DateTime columns.
- Parameters
X (pd.DataFrame) – Input features.
y (pd.Series, optional) – Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.DecisionTreeClassifier(criterion='gini', max_features='sqrt', max_depth=6, min_samples_split=2, min_weight_fraction_leaf=0.0, random_seed=0, **kwargs)[source]#
Decision Tree Classifier.
- Parameters
criterion ({"gini", "entropy"}) – The function to measure the quality of a split. Supported criteria are “gini” for the Gini impurity and “entropy” for the information gain. Defaults to “gini”.
max_features (int, float or {"sqrt", "log2"}) –
The number of features to consider when looking for the best split:
If int, then consider max_features features at each split.
If float, then max_features is a fraction and int(max_features * n_features) features are considered at each split.
If “sqrt”, then max_features=sqrt(n_features).
If “log2”, then max_features=log2(n_features).
If None, then max_features = n_features.
The search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than max_features features.
max_depth (int) – The maximum depth of the tree. Defaults to 6.
min_samples_split (int or float) –
The minimum number of samples required to split an internal node:
If int, then consider min_samples_split as the minimum number.
If float, then min_samples_split is a fraction and ceil(min_samples_split * n_samples) are the minimum number of samples for each split.
Defaults to 2.
min_weight_fraction_leaf (float) – The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Defaults to 0.0.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “criterion”: [“gini”, “entropy”], “max_features”: [“sqrt”, “log2”], “max_depth”: Integer(4, 10),}
model_family
ModelFamily.DECISION_TREE
modifies_features
True
modifies_target
False
name
Decision Tree Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns importance associated with each feature.
- Returns
Importance associated with each feature.
- Return type
np.ndarray
- Raises
MethodPropertyNotFoundError – If estimator does not have a feature_importance method or a component_obj that implements feature_importance.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.DecisionTreeRegressor(criterion='squared_error', max_features='sqrt', max_depth=6, min_samples_split=2, min_weight_fraction_leaf=0.0, random_seed=0, **kwargs)[source]#
Decision Tree Regressor.
- Parameters
criterion ({"squared_error", "friedman_mse", "absolute_error", "poisson"}) –
The function to measure the quality of a split. Supported criteria are:
”squared_error” for the mean squared error, which is equal to variance reduction as feature selection criterion and minimizes the L2 loss using the mean of each terminal node
”friedman_mse”, which uses mean squared error with Friedman”s improvement score for potential splits
”absolute_error” for the mean absolute error, which minimizes the L1 loss using the median of each terminal node,
”poisson” which uses reduction in Poisson deviance to find splits.
max_features (int, float or {"sqrt", "log2"}) –
The number of features to consider when looking for the best split:
If int, then consider max_features features at each split.
If float, then max_features is a fraction and int(max_features * n_features) features are considered at each split.
If “sqrt”, then max_features=sqrt(n_features).
If “log2”, then max_features=log2(n_features).
If None, then max_features = n_features.
The search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than max_features features.
max_depth (int) – The maximum depth of the tree. Defaults to 6.
min_samples_split (int or float) –
The minimum number of samples required to split an internal node:
If int, then consider min_samples_split as the minimum number.
If float, then min_samples_split is a fraction and ceil(min_samples_split * n_samples) are the minimum number of samples for each split.
Defaults to 2.
min_weight_fraction_leaf (float) – The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Defaults to 0.0.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “criterion”: [“squared_error”, “friedman_mse”, “absolute_error”], “max_features”: [“sqrt”, “log2”], “max_depth”: Integer(4, 10),}
model_family
ModelFamily.DECISION_TREE
modifies_features
True
modifies_target
False
name
Decision Tree Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns importance associated with each feature.
- Returns
Importance associated with each feature.
- Return type
np.ndarray
- Raises
MethodPropertyNotFoundError – If estimator does not have a feature_importance method or a component_obj that implements feature_importance.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.DFSTransformer(index='index', features=None, random_seed=0, **kwargs)[source]#
Featuretools DFS component that generates features for the input features.
- Parameters
index (string) – The name of the column that contains the indices. If no column with this name exists, then featuretools.EntitySet() creates a column with this name to serve as the index column. Defaults to ‘index’.
random_seed (int) – Seed for the random number generator. Defaults to 0.
features (list) – List of features to run DFS on. Defaults to None. Features will only be computed if the columns used by the feature exist in the input and if the feature itself is not in input. If features is an empty list, no transformation will occur to inputted data.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
DFS Transformer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Determines whether or not features from a DFS Transformer match pipeline input features.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the DFSTransformer Transformer component.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Computes the feature matrix for the input X using featuretools' dfs algorithm.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- static contains_pre_existing_features(dfs_features: Optional[List[featuretools.feature_base.FeatureBase]], input_feature_names: List[str], target: Optional[str] = None)[source]#
Determines whether or not features from a DFS Transformer match pipeline input features.
- Parameters
dfs_features (Optional[List[FeatureBase]]) – List of features output from a DFS Transformer.
input_feature_names (List[str]) – List of input features into the DFS Transformer.
target (Optional[str]) – The target whose values we are trying to predict. This is used to know which column to ignore if the target column is present in the list of features in the DFS Transformer’s parameters.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the DFSTransformer Transformer component.
- Parameters
X (pd.DataFrame, np.array) – The input data to transform, of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Computes the feature matrix for the input X using featuretools’ dfs algorithm.
- Parameters
X (pd.DataFrame or np.ndarray) – The input training data to transform. Has shape [n_samples, n_features]
y (pd.Series, optional) – Ignored.
- Returns
Feature matrix
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.DropColumns(columns=None, random_seed=0, **kwargs)[source]#
Drops specified columns in input data.
- Parameters
columns (list(string)) – List of column names, used to determine which columns to drop.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Drop Columns Transformer
needs_fitting
False
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the transformer by checking if column names are present in the dataset.
Fits on X and transforms X.
Loads component at file path.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X by dropping columns.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)#
Fits the transformer by checking if column names are present in the dataset.
- Parameters
X (pd.DataFrame) – Data to check.
y (pd.Series, ignored) – Targets.
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data X by dropping columns.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Targets.
- Returns
Transformed X.
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.DropNaNRowsTransformer(parameters=None, component_obj=None, random_seed=0, **kwargs)[source]#
Transformer to drop rows with NaN values.
- Parameters
random_seed (int) – Seed for the random number generator. Is not used by this component. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
True
name
Drop NaN Rows Transformer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data using fitted component.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data using fitted component.
- Parameters
X (pd.DataFrame) – Features.
y (pd.Series, optional) – Target data.
- Returns
Data with NaN rows dropped.
- Return type
(pd.DataFrame, pd.Series)
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.DropNullColumns(pct_null_threshold=1.0, random_seed=0, **kwargs)[source]#
Transformer to drop features whose percentage of NaN values exceeds a specified threshold.
- Parameters
pct_null_threshold (float) – The percentage of NaN values in an input feature to drop. Must be a value between [0, 1] inclusive. If equal to 0.0, will drop columns with any null values. If equal to 1.0, will drop columns with all null values. Defaults to 0.95.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Drop Null Columns Transformer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X by dropping columns that exceed the threshold of null values.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data X by dropping columns that exceed the threshold of null values.
- Parameters
X (pd.DataFrame) – Data to transform
y (pd.Series, optional) – Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.DropRowsTransformer(indices_to_drop=None, random_seed=0)[source]#
Transformer to drop rows specified by row indices.
- Parameters
indices_to_drop (list) – List of indices to drop in the input data. Defaults to None.
random_seed (int) – Seed for the random number generator. Is not used by this component. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
True
name
Drop Rows Transformer
training_only
True
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data using fitted component.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If indices to drop do not exist in input features or target.
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data using fitted component.
- Parameters
X (pd.DataFrame) – Features.
y (pd.Series, optional) – Target data.
- Returns
Data with row indices dropped.
- Return type
(pd.DataFrame, pd.Series)
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.ElasticNetClassifier(penalty='elasticnet', C=1.0, l1_ratio=0.15, multi_class='auto', solver='saga', n_jobs=- 1, random_seed=0, **kwargs)[source]#
Elastic Net Classifier. Uses Logistic Regression with elasticnet penalty as the base estimator.
- Parameters
penalty ({"l1", "l2", "elasticnet", "none"}) – The norm used in penalization. Defaults to “elasticnet”.
C (float) – Inverse of regularization strength. Must be a positive float. Defaults to 1.0.
l1_ratio (float) – The mixing parameter, with 0 <= l1_ratio <= 1. Only used if penalty=’elasticnet’. Setting l1_ratio=0 is equivalent to using penalty=’l2’, while setting l1_ratio=1 is equivalent to using penalty=’l1’. For 0 < l1_ratio <1, the penalty is a combination of L1 and L2. Defaults to 0.15.
multi_class ({"auto", "ovr", "multinomial"}) – If the option chosen is “ovr”, then a binary problem is fit for each label. For “multinomial” the loss minimised is the multinomial loss fit across the entire probability distribution, even when the data is binary. “multinomial” is unavailable when solver=”liblinear”. “auto” selects “ovr” if the data is binary, or if solver=”liblinear”, and otherwise selects “multinomial”. Defaults to “auto”.
solver ({"newton-cg", "lbfgs", "liblinear", "sag", "saga"}) –
Algorithm to use in the optimization problem. For small datasets, “liblinear” is a good choice, whereas “sag” and “saga” are faster for large ones. For multiclass problems, only “newton-cg”, “sag”, “saga” and “lbfgs” handle multinomial loss; “liblinear” is limited to one-versus-rest schemes.
”newton-cg”, “lbfgs”, “sag” and “saga” handle L2 or no penalty
”liblinear” and “saga” also handle L1 penalty
”saga” also supports “elasticnet” penalty
”liblinear” does not support setting penalty=’none’
Defaults to “saga”.
n_jobs (int) – Number of parallel threads used to run xgboost. Note that creating thread contention will significantly slow down the algorithm. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “C”: Real(0.01, 10), “l1_ratio”: Real(0, 1)}
model_family
ModelFamily.LINEAR_MODEL
modifies_features
True
modifies_target
False
name
Elastic Net Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance for fitted ElasticNet classifier.
Fits ElasticNet classifier component to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance for fitted ElasticNet classifier.
- fit(self, X, y)[source]#
Fits ElasticNet classifier component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.ElasticNetRegressor(alpha=0.0001, l1_ratio=0.15, max_iter=1000, random_seed=0, **kwargs)[source]#
Elastic Net Regressor.
- Parameters
alpha (float) – Constant that multiplies the penalty terms. Defaults to 0.0001.
l1_ratio (float) – The mixing parameter, with 0 <= l1_ratio <= 1. Only used if penalty=’elasticnet’. Setting l1_ratio=0 is equivalent to using penalty=’l2’, while setting l1_ratio=1 is equivalent to using penalty=’l1’. For 0 < l1_ratio <1, the penalty is a combination of L1 and L2. Defaults to 0.15.
max_iter (int) – The maximum number of iterations. Defaults to 1000.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “alpha”: Real(0, 1), “l1_ratio”: Real(0, 1),}
model_family
ModelFamily.LINEAR_MODEL
modifies_features
True
modifies_target
False
name
Elastic Net Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance for fitted ElasticNet regressor.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance for fitted ElasticNet regressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.EmailFeaturizer(random_seed=0, **kwargs)[source]#
Transformer that can automatically extract features from emails.
- Parameters
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Email Featurizer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)#
Transforms data X.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Target data.
- Returns
Transformed X
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.Estimator(parameters: dict = None, component_obj: Type[evalml.pipelines.components.ComponentBase] = None, random_seed: Union[int, float] = 0, **kwargs)[source]#
A component that fits and predicts given data.
To implement a new Estimator, define your own class which is a subclass of Estimator, including a name and a list of acceptable ranges for any parameters to be tuned during the automl search (hyperparameters). Define an __init__ method which sets up any necessary state and objects. Make sure your __init__ only uses standard keyword arguments and calls super().__init__() with a parameters dict. You may also override the fit, transform, fit_transform and other methods in this class if appropriate.
To see some examples, check out the definitions of any Estimator component subclass.
- Parameters
parameters (dict) – Dictionary of parameters for the component. Defaults to None.
component_obj (obj) – Third-party objects useful in component implementation. Defaults to None.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
model_family
ModelFamily.NONE
modifies_features
True
modifies_target
False
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
ModelFamily.NONE
Returns string name of this component.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Problem types this estimator supports.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns importance associated with each feature.
- Returns
Importance associated with each feature.
- Return type
np.ndarray
- Raises
MethodPropertyNotFoundError – If estimator does not have a feature_importance method or a component_obj that implements feature_importance.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)[source]#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] [source]#
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property model_family(cls)#
Returns ModelFamily of this component.
- property name(cls)#
Returns string name of this component.
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series [source]#
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series [source]#
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- property supported_problem_types(cls)#
Problem types this estimator supports.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.ExponentialSmoothingRegressor(trend: Optional[str] = None, damped_trend: bool = False, seasonal: Optional[str] = None, sp: int = 2, n_jobs: int = - 1, random_seed: Union[int, float] = 0, **kwargs)[source]#
Holt-Winters Exponential Smoothing Forecaster.
Currently ExponentialSmoothingRegressor isn’t supported via conda install. It’s recommended that it be installed via PyPI.
- Parameters
trend (str) – Type of trend component. Defaults to None.
damped_trend (bool) – If the trend component should be damped. Defaults to False.
seasonal (str) – Type of seasonal component. Takes one of {“additive”, None}. Can also be multiplicative if
0 (none of the target data is) –
None. (but AutoMLSearch wiill not tune for this. Defaults to) –
sp (int) – The number of seasonal periods to consider. Defaults to 2.
n_jobs (int or None) – Non-negative integer describing level of parallelism used for pipelines. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “trend”: [None, “additive”], “damped_trend”: [True, False], “seasonal”: [None, “additive”], “sp”: Integer(2, 8),}
model_family
ModelFamily.EXPONENTIAL_SMOOTHING
modifies_features
True
modifies_target
False
name
Exponential Smoothing Regressor
supported_problem_types
[ProblemTypes.TIME_SERIES_REGRESSION]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns array of 0's with a length of 1 as feature_importance is not defined for Exponential Smoothing regressor.
Fits Exponential Smoothing Regressor to data.
Find the prediction intervals using the fitted ExponentialSmoothingRegressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using fitted Exponential Smoothing regressor.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns array of 0’s with a length of 1 as feature_importance is not defined for Exponential Smoothing regressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)[source]#
Fits Exponential Smoothing Regressor to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]. Ignored.
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If y was not passed in.
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] [source]#
Find the prediction intervals using the fitted ExponentialSmoothingRegressor.
Calculates the prediction intervals by using a simulation of the time series following a specified state space model.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Optional.
coverage (List[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Not used for Exponential Smoothing regressor.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None) pandas.Series [source]#
Make predictions using fitted Exponential Smoothing regressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features]. Ignored except to set forecast horizon.
y (pd.Series) – Target data.
- Returns
Predicted values.
- Return type
pd.Series
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.ExtraTreesClassifier(n_estimators=100, max_features='sqrt', max_depth=6, min_samples_split=2, min_weight_fraction_leaf=0.0, n_jobs=- 1, random_seed=0, **kwargs)[source]#
Extra Trees Classifier.
- Parameters
n_estimators (float) – The number of trees in the forest. Defaults to 100.
max_features (int, float or {"sqrt", "log2"}) –
The number of features to consider when looking for the best split:
If int, then consider max_features features at each split.
If float, then max_features is a fraction and int(max_features * n_features) features are considered at each split.
If “sqrt”, then max_features=sqrt(n_features).
If “log2”, then max_features=log2(n_features).
If None, then max_features = n_features.
The search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than max_features features.
max_depth (int) – The maximum depth of the tree. Defaults to 6.
min_samples_split (int or float) –
The minimum number of samples required to split an internal node:
If int, then consider min_samples_split as the minimum number.
If float, then min_samples_split is a fraction and ceil(min_samples_split * n_samples) are the minimum number of samples for each split.
2. (Defaults to) –
min_weight_fraction_leaf (float) – The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Defaults to 0.0.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “n_estimators”: Integer(10, 1000), “max_features”: [“sqrt”, “log2”], “max_depth”: Integer(4, 10),}
model_family
ModelFamily.EXTRA_TREES
modifies_features
True
modifies_target
False
name
Extra Trees Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns importance associated with each feature.
- Returns
Importance associated with each feature.
- Return type
np.ndarray
- Raises
MethodPropertyNotFoundError – If estimator does not have a feature_importance method or a component_obj that implements feature_importance.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.ExtraTreesRegressor(n_estimators: int = 100, max_features: str = 'sqrt', max_depth: int = 6, min_samples_split: int = 2, min_weight_fraction_leaf: float = 0.0, n_jobs: int = - 1, random_seed: Union[int, float] = 0, **kwargs)[source]#
Extra Trees Regressor.
- Parameters
n_estimators (float) – The number of trees in the forest. Defaults to 100.
max_features (int, float or {"sqrt", "log2"}) –
The number of features to consider when looking for the best split:
If int, then consider max_features features at each split.
If float, then max_features is a fraction and int(max_features * n_features) features are considered at each split.
If “sqrt”, then max_features=sqrt(n_features).
If “log2”, then max_features=log2(n_features).
If None, then max_features = n_features.
The search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than max_features features.
max_depth (int) – The maximum depth of the tree. Defaults to 6.
min_samples_split (int or float) –
The minimum number of samples required to split an internal node:
If int, then consider min_samples_split as the minimum number.
If float, then min_samples_split is a fraction and ceil(min_samples_split * n_samples) are the minimum number of samples for each split.
2. (Defaults to) –
min_weight_fraction_leaf (float) – The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Defaults to 0.0.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “n_estimators”: Integer(10, 1000), “max_features”: [“sqrt”, “log2”], “max_depth”: Integer(4, 10),}
model_family
ModelFamily.EXTRA_TREES
modifies_features
True
modifies_target
False
name
Extra Trees Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits estimator to data.
Find the prediction intervals using the fitted ExtraTreesRegressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns importance associated with each feature.
- Returns
Importance associated with each feature.
- Return type
np.ndarray
- Raises
MethodPropertyNotFoundError – If estimator does not have a feature_importance method or a component_obj that implements feature_importance.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] [source]#
Find the prediction intervals using the fitted ExtraTreesRegressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Optional.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.FeatureSelector(parameters=None, component_obj=None, random_seed=0, **kwargs)[source]#
Selects top features based on importance weights.
- Parameters
parameters (dict) – Dictionary of parameters for the component. Defaults to None.
component_obj (obj) – Third-party objects useful in component implementation. Defaults to None.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
modifies_features
True
modifies_target
False
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fit and transform data using the feature selector.
Get names of selected features.
Loads component at file path.
Returns string name of this component.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- fit_transform(self, X, y=None)[source]#
Fit and transform data using the feature selector.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- get_names(self)[source]#
Get names of selected features.
- Returns
List of the names of features selected.
- Return type
list[str]
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property name(cls)#
Returns string name of this component.
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Target data. Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.Imputer(categorical_impute_strategy='most_frequent', categorical_fill_value=None, numeric_impute_strategy='mean', numeric_fill_value=None, boolean_impute_strategy='most_frequent', boolean_fill_value=None, random_seed=0, **kwargs)[source]#
Imputes missing data according to a specified imputation strategy.
- Parameters
categorical_impute_strategy (string) – Impute strategy to use for string, object, boolean, categorical dtypes. Valid values include “most_frequent” and “constant”.
numeric_impute_strategy (string) – Impute strategy to use for numeric columns. Valid values include “mean”, “median”, “most_frequent”, and “constant”.
boolean_impute_strategy (string) – Impute strategy to use for boolean columns. Valid values include “most_frequent” and “constant”.
categorical_fill_value (string) – When categorical_impute_strategy == “constant”, fill_value is used to replace missing data. The default value of None will fill with the string “missing_value”.
numeric_fill_value (int, float) – When numeric_impute_strategy == “constant”, fill_value is used to replace missing data. The default value of None will fill with 0.
boolean_fill_value (bool) – When boolean_impute_strategy == “constant”, fill_value is used to replace missing data. The default value of None will fill with True.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “categorical_impute_strategy”: [“most_frequent”], “numeric_impute_strategy”: [“mean”, “median”, “most_frequent”, “knn”], “boolean_impute_strategy”: [“most_frequent”]}
modifies_features
True
modifies_target
False
name
Imputer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits imputer to data. 'None' values are converted to np.nan before imputation and are treated as the same.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X by imputing missing values.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits imputer to data. ‘None’ values are converted to np.nan before imputation and are treated as the same.
- Parameters
X (pd.DataFrame, np.ndarray) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data X by imputing missing values.
- Parameters
X (pd.DataFrame) – Data to transform
y (pd.Series, optional) – Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.KNeighborsClassifier(n_neighbors=5, weights='uniform', algorithm='auto', leaf_size=30, p=2, random_seed=0, **kwargs)[source]#
K-Nearest Neighbors Classifier.
- Parameters
n_neighbors (int) – Number of neighbors to use by default. Defaults to 5.
weights ({‘uniform’, ‘distance’} or callable) –
Weight function used in prediction. Can be:
‘uniform’ : uniform weights. All points in each neighborhood are weighted equally.
‘distance’ : weight points by the inverse of their distance. in this case, closer neighbors of a query point will have a greater influence than neighbors which are further away.
[callable] : a user-defined function which accepts an array of distances, and returns an array of the same shape containing the weights.
Defaults to “uniform”.
algorithm ({‘auto’, ‘ball_tree’, ‘kd_tree’, ‘brute’}) –
Algorithm used to compute the nearest neighbors:
‘ball_tree’ will use BallTree
‘kd_tree’ will use KDTree
‘brute’ will use a brute-force search.
‘auto’ will attempt to decide the most appropriate algorithm based on the values passed to fit method. Defaults to “auto”. Note: fitting on sparse input will override the setting of this parameter, using brute force.
leaf_size (int) – Leaf size passed to BallTree or KDTree. This can affect the speed of the construction and query, as well as the memory required to store the tree. The optimal value depends on the nature of the problem. Defaults to 30.
p (int) – Power parameter for the Minkowski metric. When p = 1, this is equivalent to using manhattan_distance (l1), and euclidean_distance (l2) for p = 2. For arbitrary p, minkowski_distance (l_p) is used. Defaults to 2.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “n_neighbors”: Integer(2, 12), “weights”: [“uniform”, “distance”], “algorithm”: [“auto”, “ball_tree”, “kd_tree”, “brute”], “leaf_size”: Integer(10, 30), “p”: Integer(1, 5),}
model_family
ModelFamily.K_NEIGHBORS
modifies_features
True
modifies_target
False
name
KNN Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns array of 0's matching the input number of features as feature_importance is not defined for KNN classifiers.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Returns array of 0’s matching the input number of features as feature_importance is not defined for KNN classifiers.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series [source]#
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- predict_proba(self, X: pandas.DataFrame) pandas.Series [source]#
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.LabelEncoder(positive_label=None, random_seed=0, **kwargs)[source]#
A transformer that encodes target labels using values between 0 and num_classes - 1.
- Parameters
positive_label (int, str) – The label for the class that should be treated as positive (1) for binary classification problems. Ignored for multiclass problems. Defaults to None.
random_seed (int) – Seed for the random number generator. Defaults to 0. Ignored.
Attributes
hyperparameter_ranges
{}
modifies_features
False
modifies_target
True
name
Label Encoder
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the label encoder.
Fit and transform data using the label encoder.
Decodes the target data.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transform the target using the fitted label encoder.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y)[source]#
Fits the label encoder.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]. Ignored.
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If input y is None.
- fit_transform(self, X, y)[source]#
Fit and transform data using the label encoder.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
The original features and an encoded version of the target.
- Return type
pd.DataFrame, pd.Series
- inverse_transform(self, y)[source]#
Decodes the target data.
- Parameters
y (pd.Series) – Target data.
- Returns
The decoded version of the target.
- Return type
pd.Series
- Raises
ValueError – If input y is None.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transform the target using the fitted label encoder.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]. Ignored.
y (pd.Series) – The target training data of length [n_samples].
- Returns
The original features and an encoded version of the target.
- Return type
pd.DataFrame, pd.Series
- Raises
ValueError – If input y is None.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.LightGBMClassifier(boosting_type='gbdt', learning_rate=0.1, n_estimators=100, max_depth=0, num_leaves=31, min_child_samples=20, bagging_fraction=0.9, bagging_freq=0, n_jobs=- 1, random_seed=0, **kwargs)[source]#
LightGBM Classifier.
- Parameters
boosting_type (string) – Type of boosting to use. Defaults to “gbdt”. - ‘gbdt’ uses traditional Gradient Boosting Decision Tree - “dart”, uses Dropouts meet Multiple Additive Regression Trees - “goss”, uses Gradient-based One-Side Sampling - “rf”, uses Random Forest
learning_rate (float) – Boosting learning rate. Defaults to 0.1.
n_estimators (int) – Number of boosted trees to fit. Defaults to 100.
max_depth (int) – Maximum tree depth for base learners, <=0 means no limit. Defaults to 0.
num_leaves (int) – Maximum tree leaves for base learners. Defaults to 31.
min_child_samples (int) – Minimum number of data needed in a child (leaf). Defaults to 20.
bagging_fraction (float) – LightGBM will randomly select a subset of features on each iteration (tree) without resampling if this is smaller than 1.0. For example, if set to 0.8, LightGBM will select 80% of features before training each tree. This can be used to speed up training and deal with overfitting. Defaults to 0.9.
bagging_freq (int) – Frequency for bagging. 0 means bagging is disabled. k means perform bagging at every k iteration. Every k-th iteration, LightGBM will randomly select bagging_fraction * 100 % of the data to use for the next k iterations. Defaults to 0.
n_jobs (int or None) – Number of threads to run in parallel. -1 uses all threads. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “learning_rate”: Real(0.000001, 1), “boosting_type”: [“gbdt”, “dart”, “goss”, “rf”], “n_estimators”: Integer(10, 100), “max_depth”: Integer(0, 10), “num_leaves”: Integer(2, 100), “min_child_samples”: Integer(1, 100), “bagging_fraction”: Real(0.000001, 1), “bagging_freq”: Integer(0, 1),}
model_family
ModelFamily.LIGHTGBM
modifies_features
True
modifies_target
False
name
LightGBM Classifier
SEED_MAX
SEED_BOUNDS.max_bound
SEED_MIN
0
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits LightGBM classifier component to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using the fitted LightGBM classifier.
Make prediction probabilities using the fitted LightGBM classifier.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns importance associated with each feature.
- Returns
Importance associated with each feature.
- Return type
np.ndarray
- Raises
MethodPropertyNotFoundError – If estimator does not have a feature_importance method or a component_obj that implements feature_importance.
- fit(self, X, y=None)[source]#
Fits LightGBM classifier component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X)[source]#
Make predictions using the fitted LightGBM classifier.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.DataFrame
- predict_proba(self, X)[source]#
Make prediction probabilities using the fitted LightGBM classifier.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted probability values.
- Return type
pd.DataFrame
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.LightGBMRegressor(boosting_type='gbdt', learning_rate=0.1, n_estimators=20, max_depth=0, num_leaves=31, min_child_samples=20, bagging_fraction=0.9, bagging_freq=0, n_jobs=- 1, random_seed=0, **kwargs)[source]#
LightGBM Regressor.
- Parameters
boosting_type (string) – Type of boosting to use. Defaults to “gbdt”. - ‘gbdt’ uses traditional Gradient Boosting Decision Tree - “dart”, uses Dropouts meet Multiple Additive Regression Trees - “goss”, uses Gradient-based One-Side Sampling - “rf”, uses Random Forest
learning_rate (float) – Boosting learning rate. Defaults to 0.1.
n_estimators (int) – Number of boosted trees to fit. Defaults to 100.
max_depth (int) – Maximum tree depth for base learners, <=0 means no limit. Defaults to 0.
num_leaves (int) – Maximum tree leaves for base learners. Defaults to 31.
min_child_samples (int) – Minimum number of data needed in a child (leaf). Defaults to 20.
bagging_fraction (float) – LightGBM will randomly select a subset of features on each iteration (tree) without resampling if this is smaller than 1.0. For example, if set to 0.8, LightGBM will select 80% of features before training each tree. This can be used to speed up training and deal with overfitting. Defaults to 0.9.
bagging_freq (int) – Frequency for bagging. 0 means bagging is disabled. k means perform bagging at every k iteration. Every k-th iteration, LightGBM will randomly select bagging_fraction * 100 % of the data to use for the next k iterations. Defaults to 0.
n_jobs (int or None) – Number of threads to run in parallel. -1 uses all threads. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “learning_rate”: Real(0.000001, 1), “boosting_type”: [“gbdt”, “dart”, “goss”, “rf”], “n_estimators”: Integer(10, 100), “max_depth”: Integer(0, 10), “num_leaves”: Integer(2, 100), “min_child_samples”: Integer(1, 100), “bagging_fraction”: Real(0.000001, 1), “bagging_freq”: Integer(0, 1),}
model_family
ModelFamily.LIGHTGBM
modifies_features
True
modifies_target
False
name
LightGBM Regressor
SEED_MAX
SEED_BOUNDS.max_bound
SEED_MIN
0
supported_problem_types
[ProblemTypes.REGRESSION]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits LightGBM regressor to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using fitted LightGBM regressor.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns importance associated with each feature.
- Returns
Importance associated with each feature.
- Return type
np.ndarray
- Raises
MethodPropertyNotFoundError – If estimator does not have a feature_importance method or a component_obj that implements feature_importance.
- fit(self, X, y=None)[source]#
Fits LightGBM regressor to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X)[source]#
Make predictions using fitted LightGBM regressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.LinearDiscriminantAnalysis(n_components=None, random_seed=0, **kwargs)[source]#
Reduces the number of features by using Linear Discriminant Analysis.
- Parameters
n_components (int) – The number of features to maintain after computation. Defaults to None.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Linear Discriminant Analysis Transformer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the LDA component.
Fit and transform data using the LDA component.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transform data using the fitted LDA component.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y)[source]#
Fits the LDA component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If input data is not all numeric.
- fit_transform(self, X, y=None)[source]#
Fit and transform data using the LDA component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- Raises
ValueError – If input data is not all numeric.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transform data using the fitted LDA component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- Raises
ValueError – If input data is not all numeric.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.LinearRegressor(fit_intercept=True, n_jobs=- 1, random_seed=0, **kwargs)[source]#
Linear Regressor.
- Parameters
fit_intercept (boolean) – Whether to calculate the intercept for this model. If set to False, no intercept will be used in calculations (i.e. data is expected to be centered). Defaults to True.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all threads. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “fit_intercept”: [True, False],}
model_family
ModelFamily.LINEAR_MODEL
modifies_features
True
modifies_target
False
name
Linear Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance for fitted linear regressor.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance for fitted linear regressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.LogisticRegressionClassifier(penalty='l2', C=1.0, multi_class='auto', solver='lbfgs', n_jobs=- 1, random_seed=0, **kwargs)[source]#
Logistic Regression Classifier.
- Parameters
penalty ({"l1", "l2", "elasticnet", "none"}) – The norm used in penalization. Defaults to “l2”.
C (float) – Inverse of regularization strength. Must be a positive float. Defaults to 1.0.
multi_class ({"auto", "ovr", "multinomial"}) – If the option chosen is “ovr”, then a binary problem is fit for each label. For “multinomial” the loss minimised is the multinomial loss fit across the entire probability distribution, even when the data is binary. “multinomial” is unavailable when solver=”liblinear”. “auto” selects “ovr” if the data is binary, or if solver=”liblinear”, and otherwise selects “multinomial”. Defaults to “auto”.
solver ({"newton-cg", "lbfgs", "liblinear", "sag", "saga"}) –
Algorithm to use in the optimization problem. For small datasets, “liblinear” is a good choice, whereas “sag” and “saga” are faster for large ones. For multiclass problems, only “newton-cg”, “sag”, “saga” and “lbfgs” handle multinomial loss; “liblinear” is limited to one-versus-rest schemes.
”newton-cg”, “lbfgs”, “sag” and “saga” handle L2 or no penalty
”liblinear” and “saga” also handle L1 penalty
”saga” also supports “elasticnet” penalty
”liblinear” does not support setting penalty=’none’
Defaults to “lbfgs”.
n_jobs (int) – Number of parallel threads used to run xgboost. Note that creating thread contention will significantly slow down the algorithm. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “penalty”: [“l2”], “C”: Real(0.01, 10),}
model_family
ModelFamily.LINEAR_MODEL
modifies_features
True
modifies_target
False
name
Logistic Regression Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance for fitted logistic regression classifier.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance for fitted logistic regression classifier.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.LogTransformer(random_seed=0)[source]#
Applies a log transformation to the target data.
Attributes
hyperparameter_ranges
{}
modifies_features
False
modifies_target
True
name
Log Transformer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the LogTransformer.
Log transforms the target variable.
Apply exponential to target data.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Log transforms the target variable.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the LogTransformer.
- Parameters
X (pd.DataFrame or np.ndarray) – Ignored.
y (pd.Series, optional) – Ignored.
- Returns
self
- fit_transform(self, X, y=None)[source]#
Log transforms the target variable.
- Parameters
X (pd.DataFrame, optional) – Ignored.
y (pd.Series) – Target variable to log transform.
- Returns
- The input features are returned without modification. The target
variable y is log transformed.
- Return type
tuple of pd.DataFrame, pd.Series
- inverse_transform(self, y)[source]#
Apply exponential to target data.
- Parameters
y (pd.Series) – Target variable.
- Returns
Target with exponential applied.
- Return type
pd.Series
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Log transforms the target variable.
- Parameters
X (pd.DataFrame, optional) – Ignored.
y (pd.Series) – Target data to log transform.
- Returns
- The input features are returned without modification. The target
variable y is log transformed.
- Return type
tuple of pd.DataFrame, pd.Series
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.LSA(random_seed=0, **kwargs)[source]#
Transformer to calculate the Latent Semantic Analysis Values of text input.
- Parameters
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
LSA Transformer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the input data.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X by applying the LSA pipeline.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the input data.
- Parameters
X (pd.DataFrame) – The data to transform.
y (pd.Series, optional) – Ignored.
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data X by applying the LSA pipeline.
- Parameters
X (pd.DataFrame) – The data to transform.
y (pd.Series, optional) – Ignored.
- Returns
- Transformed X. The original column is removed and replaced with two columns of the
format LSA(original_column_name)[feature_number], where feature_number is 0 or 1.
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.MultiseriesTimeSeriesBaselineRegressor(gap=1, forecast_horizon=1, random_seed=0, **kwargs)[source]#
Multiseries time series regressor that predicts using the naive forecasting approach.
This is useful as a simple baseline estimator for multiseries time series problems.
- Parameters
gap (int) – Gap between prediction date and target date and must be a positive integer. If gap is 0, target date will be shifted ahead by 1 time period. Defaults to 1.
forecast_horizon (int) – Number of time steps the model is expected to predict.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
model_family
ModelFamily.BASELINE
modifies_features
True
modifies_target
False
name
Multiseries Time Series Baseline Regressor
supported_problem_types
[ ProblemTypes.MULTISERIES_TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits multiseries time series baseline regressor to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using fitted multiseries time series baseline regressor.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Returns importance associated with each feature.
Since baseline estimators do not use input features to calculate predictions, returns an array of zeroes.
- Returns
An array of zeroes.
- Return type
np.ndarray (float)
- fit(self, X, y=None)[source]#
Fits multiseries time series baseline regressor to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features * n_series].
y (pd.DataFrame) – The target training data of shape [n_samples, n_features * n_series].
- Returns
self
- Raises
ValueError – If input y is None or if y is not a DataFrame with multiple columns.
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X)[source]#
Make predictions using fitted multiseries time series baseline regressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.DataFrame
- Raises
ValueError – If the lagged columns are not present in X.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.NaturalLanguageFeaturizer(random_seed=0, **kwargs)[source]#
Transformer that can automatically featurize text columns using featuretools’ nlp_primitives.
Since models cannot handle non-numeric data, any text must be broken down into features that provide useful information about that text. This component splits each text column into several informative features: Diversity Score, Mean Characters per Word, Polarity Score, LSA (Latent Semantic Analysis), Number of Characters, and Number of Words. Calling transform on this component will replace any text columns in the given dataset with these numeric columns.
- Parameters
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Natural Language Featurizer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X by creating new features using existing text columns.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits component to data.
- Parameters
X (pd.DataFrame or np.ndarray) – The input training data of shape [n_samples, n_features]
y (pd.Series) – The target training data of length [n_samples]
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data X by creating new features using existing text columns.
- Parameters
X (pd.DataFrame) – The data to transform.
y (pd.Series, optional) – Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.OneHotEncoder(top_n=10, features_to_encode=None, categories=None, drop='if_binary', handle_unknown='ignore', handle_missing='error', random_seed=0, **kwargs)[source]#
A transformer that encodes categorical features in a one-hot numeric array.
- Parameters
top_n (int) – Number of categories per column to encode. If None, all categories will be encoded. Otherwise, the n most frequent will be encoded and all others will be dropped. Defaults to 10.
features_to_encode (list[str]) – List of columns to encode. All other columns will remain untouched. If None, all appropriate columns will be encoded. Defaults to None.
categories (list) – A two dimensional list of categories, where categories[i] is a list of the categories for the column at index i. This can also be None, or “auto” if top_n is not None. Defaults to None.
drop (string, list) – Method (“first” or “if_binary”) to use to drop one category per feature. Can also be a list specifying which categories to drop for each feature. Defaults to ‘if_binary’.
handle_unknown (string) – Whether to ignore or error for unknown categories for a feature encountered during fit or transform. If either top_n or categories is used to limit the number of categories per column, this must be “ignore”. Defaults to “ignore”.
handle_missing (string) – Options for how to handle missing (NaN) values encountered during fit or transform. If this is set to “as_category” and NaN values are within the n most frequent, “nan” values will be encoded as their own column. If this is set to “error”, any missing values encountered will raise an error. Defaults to “error”.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
One Hot Encoder
training_only
False
Methods
Returns a list of the unique categories to be encoded for the particular feature, in order.
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the one-hot encoder component.
Fits on X and transforms X.
Return feature names for the categorical features after fitting.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
One-hot encode the input data.
Updates the parameter dictionary of the component.
- categories(self, feature_name)[source]#
Returns a list of the unique categories to be encoded for the particular feature, in order.
- Parameters
feature_name (str) – The name of any feature provided to one-hot encoder during fit.
- Returns
The unique categories, in the same dtype as they were provided during fit.
- Return type
np.ndarray
- Raises
ValueError – If feature was not provided to one-hot encoder as a training feature.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the one-hot encoder component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If encoding a column failed.
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- get_feature_names(self)[source]#
Return feature names for the categorical features after fitting.
Feature names are formatted as {column name}_{category name}. In the event of a duplicate name, an integer will be added at the end of the feature name to distinguish it.
For example, consider a dataframe with a column called “A” and category “x_y” and another column called “A_x” with “y”. In this example, the feature names would be “A_x_y” and “A_x_y_1”.
- Returns
The feature names after encoding, provided in the same order as input_features.
- Return type
np.ndarray
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
One-hot encode the input data.
- Parameters
X (pd.DataFrame) – Features to one-hot encode.
y (pd.Series) – Ignored.
- Returns
Transformed data, where each categorical feature has been encoded into numerical columns using one-hot encoding.
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.OrdinalEncoder(features_to_encode=None, categories=None, handle_unknown='error', unknown_value=None, encoded_missing_value=None, random_seed=0, **kwargs)[source]#
A transformer that encodes ordinal features as an array of ordinal integers representing the relative order of categories.
- Parameters
features_to_encode (list[str]) – List of columns to encode. All other columns will remain untouched. If None, all appropriate columns will be encoded. Defaults to None. The order of columns does not matter.
categories (dict[str, list[str]]) – A dictionary mapping column names to their categories in the dataframes passed in at fit and transform. The order of categories specified for a column does not matter. Any category found in the data that is not present in categories will be handled as an unknown value. To not have unknown values raise an error, set handle_unknown to “use_encoded_value”. Defaults to None.
handle_unknown ("error" or "use_encoded_value") – Whether to ignore or error for unknown categories for a feature encountered during fit or transform. When set to “error”, an error will be raised when an unknown category is found. When set to “use_encoded_value”, unknown categories will be encoded as the value given for the parameter unknown_value. Defaults to “error.”
unknown_value (int or np.nan) – The value to use for unknown categories seen during fit or transform. Required when the parameter handle_unknown is set to “use_encoded_value.” The value has to be distinct from the values used to encode any of the categories in fit. Defaults to None.
encoded_missing_value (int or np.nan) – The value to use for missing (null) values seen during fit or transform. Defaults to np.nan.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Ordinal Encoder
training_only
False
Methods
Returns a list of the unique categories to be encoded for the particular feature, in order.
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the ordinal encoder component.
Fits on X and transforms X.
Return feature names for the ordinal features after fitting.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Ordinally encode the input data.
Updates the parameter dictionary of the component.
- categories(self, feature_name)[source]#
Returns a list of the unique categories to be encoded for the particular feature, in order.
- Parameters
feature_name (str) – The name of any feature provided to ordinal encoder during fit.
- Returns
The unique categories, in the same dtype as they were provided during fit.
- Return type
np.ndarray
- Raises
ValueError – If feature was not provided to ordinal encoder as a training feature.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the ordinal encoder component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If encoding a column failed.
TypeError – If non-Ordinal columns are specified in features_to_encode.
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- get_feature_names(self)[source]#
Return feature names for the ordinal features after fitting.
Feature names are formatted as {column name}_ordinal_encoding.
- Returns
The feature names after encoding, provided in the same order as input_features.
- Return type
np.ndarray
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Ordinally encode the input data.
- Parameters
X (pd.DataFrame) – Features to encode.
y (pd.Series) – Ignored.
- Returns
Transformed data, where each ordinal feature has been encoded into a numerical column where ordinal integers represent the relative order of categories.
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.Oversampler(sampling_ratio=0.25, sampling_ratio_dict=None, k_neighbors_default=5, n_jobs=- 1, random_seed=0, **kwargs)[source]#
SMOTE Oversampler component. Will automatically select whether to use SMOTE, SMOTEN, or SMOTENC based on inputs to the component.
- Parameters
sampling_ratio (float) – This is the goal ratio of the minority to majority class, with range (0, 1]. A value of 0.25 means we want a 1:4 ratio of the minority to majority class after oversampling. We will create the a sampling dictionary using this ratio, with the keys corresponding to the class and the values responding to the number of samples. Defaults to 0.25.
sampling_ratio_dict (dict) – A dictionary specifying the desired balanced ratio for each target value. For instance, in a binary case where class 1 is the minority, we could specify: sampling_ratio_dict={0: 0.5, 1: 1}, which means we would undersample class 0 to have twice the number of samples as class 1 (minority:majority ratio = 0.5), and don’t sample class 1. Overrides sampling_ratio if provided. Defaults to None.
k_neighbors_default (int) – The number of nearest neighbors used to construct synthetic samples. This is the default value used, but the actual k_neighbors value might be smaller if there are less samples. Defaults to 5.
n_jobs (int) – The number of CPU cores to use. Defaults to -1.
random_seed (int) – The seed to use for random sampling. Defaults to 0.
Attributes
hyperparameter_ranges
None
modifies_features
True
modifies_target
True
name
Oversampler
training_only
True
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits oversampler to data.
Fit and transform data using the sampler component.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms the input data by Oversampling the data.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y)[source]#
Fits oversampler to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- fit_transform(self, X, y)#
Fit and transform data using the sampler component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
(pd.DataFrame, pd.Series)
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms the input data by Oversampling the data.
- Parameters
X (pd.DataFrame) – Training features.
y (pd.Series) – Target.
- Returns
Transformed features and target.
- Return type
pd.DataFrame, pd.Series
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.PCA(variance=0.95, n_components=None, random_seed=0, **kwargs)[source]#
Reduces the number of features by using Principal Component Analysis (PCA).
- Parameters
variance (float) – The percentage of the original data variance that should be preserved when reducing the number of features. Defaults to 0.95.
n_components (int) – The number of features to maintain after computing SVD. Defaults to None, but will override variance variable if set.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
Real(0.25, 1)}:type: {“variance”
modifies_features
True
modifies_target
False
name
PCA Transformer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the PCA component.
Fit and transform data using the PCA component.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transform data using fitted PCA component.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the PCA component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If input data is not all numeric.
- fit_transform(self, X, y=None)[source]#
Fit and transform data using the PCA component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- Raises
ValueError – If input data is not all numeric.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transform data using fitted PCA component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- Raises
ValueError – If input data is not all numeric.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.PerColumnImputer(impute_strategies=None, random_seed=0, **kwargs)[source]#
Imputes missing data according to a specified imputation strategy per column.
- Parameters
impute_strategies (dict) – Column and {“impute_strategy”: strategy, “fill_value”:value} pairings. Valid values for impute strategy include “mean”, “median”, “most_frequent”, “constant” for numerical data, and “most_frequent”, “constant” for object data types. Defaults to None, which uses “most_frequent” for all columns. When impute_strategy == “constant”, fill_value is used to replace missing data. When None, uses 0 when imputing numerical data and “missing_value” for strings or object data types.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Per Column Imputer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits imputers on input data.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms input data by imputing missing values.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits imputers on input data.
- Parameters
X (pd.DataFrame or np.ndarray) – The input training data of shape [n_samples, n_features] to fit.
y (pd.Series, optional) – The target training data of length [n_samples]. Ignored.
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms input data by imputing missing values.
- Parameters
X (pd.DataFrame or np.ndarray) – The input training data of shape [n_samples, n_features] to transform.
y (pd.Series, optional) – The target training data of length [n_samples]. Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.PolynomialDecomposer(time_index: str = None, degree: int = 1, period: int = - 1, random_seed: int = 0, **kwargs)[source]#
Removes trends and seasonality from time series by fitting a polynomial and moving average to the data.
- Scikit-learn’s PolynomialForecaster is used to generate the additive trend portion of the target data. A polynomial
will be fit to the data during fit. That additive polynomial trend will be removed during fit so that statsmodel’s seasonal_decompose can determine the addititve seasonality of the data by using rolling averages over the series’ inferred periodicity.
For example, daily time series data will generate rolling averages over the first week of data, normalize out the mean and return those 7 averages repeated over the entire length of the given series. Those seven averages, repeated as many times as necessary to match the length of the given target data, will be used as the seasonal signal of the data.
- Parameters
time_index (str) – Specifies the name of the column in X that provides the datetime objects. Defaults to None.
degree (int) – Degree for the polynomial. If 1, linear model is fit to the data. If 2, quadratic model is fit, etc. Defaults to 1.
period (int) – The number of entries in the time series data that corresponds to one period of a cyclic signal. For instance, if data is known to possess a weekly seasonal signal, and if the data is daily data, period should be 7. For daily data with a yearly seasonal signal, period should be 365. Defaults to -1, which uses the statsmodels libarary’s freq_to_period function. statsmodels/statsmodels
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “degree”: Integer(1, 3)}
invalid_frequencies
[]
modifies_features
False
modifies_target
True
name
Polynomial Decomposer
needs_fitting
True
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Function that uses autocorrelative methods to determine the likely most signficant period of the seasonal signal.
Fits the PolynomialDecomposer and determine the seasonal signal.
Removes fitted trend and seasonality from target variable.
Return a list of dataframes with 4 columns: signal, trend, seasonality, residual.
Adds back fitted trend and seasonality to target variable.
Determines if the given string represents a valid frequency for this decomposer.
Loads component at file path.
Returns the parameters which were used to initialize the component.
Plots the decomposition of the target signal.
Saves component at file path.
Function to set the component's seasonal period based on the target's seasonality.
Transforms the target data by removing the polynomial trend and rolling average seasonality.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- classmethod determine_periodicity(cls, X: pandas.DataFrame, y: pandas.Series, acf_threshold: float = 0.01, rel_max_order: int = 5)#
Function that uses autocorrelative methods to determine the likely most signficant period of the seasonal signal.
- Parameters
X (pandas.DataFrame) – The feature data of the time series problem.
y (pandas.Series) – The target data of a time series problem.
acf_threshold (float) – The threshold for the autocorrelation function to determine the period. Any values below the threshold are considered to be 0 and will not be considered for the period. Defaults to 0.01.
rel_max_order (int) – The order of the relative maximum to determine the period. Defaults to 5.
- Returns
- The integer number of entries in time series data over which the seasonal part of the target data
repeats. If the time series data is in days, then this is the number of days that it takes the target’s seasonal signal to repeat. Note: the target data can contain multiple seasonal signals. This function will only return the stronger. E.g. if the target has both weekly and yearly seasonality, the function may return either “7” or “365”, depending on which seasonality is more strongly autocorrelated. If no period is detected, returns None.
- Return type
int
- fit(self, X: pandas.DataFrame, y: pandas.Series = None) PolynomialDecomposer [source]#
Fits the PolynomialDecomposer and determine the seasonal signal.
Currently only fits the polynomial detrender. The seasonality is determined by removing the trend from the signal and using statsmodels’ seasonal_decompose(). Both the trend and seasonality are currently assumed to be additive.
- Parameters
X (pd.DataFrame, optional) – Conditionally used to build datetime index.
y (pd.Series) – Target variable to detrend and deseasonalize.
- Returns
self
- Raises
NotImplementedError – If the input data has a frequency of “month-begin”. This isn’t supported by statsmodels decompose as the freqstr “MS” is misinterpreted as milliseconds.
ValueError – If y is None.
ValueError – If target data doesn’t have DatetimeIndex AND no Datetime features in features data
- fit_transform(self, X: pandas.DataFrame, y: pandas.Series = None) tuple[pandas.DataFrame, pandas.Series] #
Removes fitted trend and seasonality from target variable.
- Parameters
X (pd.DataFrame, optional) – Ignored.
y (pd.Series) – Target variable to detrend and deseasonalize.
- Returns
- The first element are the input features returned without modification.
The second element is the target variable y with the fitted trend removed.
- Return type
tuple of pd.DataFrame, pd.Series
- get_trend_dataframe(self, X: pandas.DataFrame, y: pandas.Series) list[pandas.DataFrame] [source]#
Return a list of dataframes with 4 columns: signal, trend, seasonality, residual.
Scikit-learn’s PolynomialForecaster is used to generate the trend portion of the target data. statsmodel’s seasonal_decompose is used to generate the seasonality of the data.
- Parameters
X (pd.DataFrame) – Input data with time series data in index.
y (pd.Series or pd.DataFrame) – Target variable data provided as a Series for univariate problems or a DataFrame for multivariate problems.
- Returns
- Each DataFrame contains the columns “signal”, “trend”, “seasonality” and “residual,”
with the latter 3 column values being the decomposed elements of the target data. The “signal” column is simply the input target signal but reindexed with a datetime index to match the input features.
- Return type
list of pd.DataFrame
- Raises
TypeError – If X does not have time-series data in the index.
ValueError – If time series index of X does not have an inferred frequency.
ValueError – If the forecaster associated with the detrender has not been fit yet.
TypeError – If y is not provided as a pandas Series or DataFrame.
- inverse_transform(self, y_t: pandas.Series) tuple[pandas.DataFrame, pandas.Series] [source]#
Adds back fitted trend and seasonality to target variable.
The polynomial trend is added back into the signal, calling the detrender’s inverse_transform(). Then, the seasonality is projected forward to and added back into the signal.
- Parameters
y_t (pd.Series) – Target variable.
- Returns
- The first element are the input features returned without modification.
The second element is the target variable y with the trend and seasonality added back in.
- Return type
tuple of pd.DataFrame, pd.Series
- Raises
ValueError – If y is None.
- classmethod is_freq_valid(cls, freq: str)#
Determines if the given string represents a valid frequency for this decomposer.
- Parameters
freq (str) – A frequency to validate. See the pandas docs at https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#offset-aliases for options.
- Returns
boolean representing whether the frequency is valid or not.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- plot_decomposition(self, X: pandas.DataFrame, y: pandas.Series, show: bool = False) tuple[matplotlib.pyplot.Figure, list] #
Plots the decomposition of the target signal.
- Parameters
X (pd.DataFrame) – Input data with time series data in index.
y (pd.Series or pd.DataFrame) – Target variable data provided as a Series for univariate problems or a DataFrame for multivariate problems.
show (bool) – Whether to display the plot or not. Defaults to False.
- Returns
- The figure and axes that have the decompositions
plotted on them
- Return type
matplotlib.pyplot.Figure, list[matplotlib.pyplot.Axes]
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- set_period(self, X: pandas.DataFrame, y: pandas.Series, acf_threshold: float = 0.01, rel_max_order: int = 5)#
Function to set the component’s seasonal period based on the target’s seasonality.
- Parameters
X (pandas.DataFrame) – The feature data of the time series problem.
y (pandas.Series) – The target data of a time series problem.
acf_threshold (float) – The threshold for the autocorrelation function to determine the period. Any values below the threshold are considered to be 0 and will not be considered for the period. Defaults to 0.01.
rel_max_order (int) – The order of the relative maximum to determine the period. Defaults to 5.
- transform(self, X: pandas.DataFrame, y: pandas.Series = None) tuple[pandas.DataFrame, pandas.Series] [source]#
Transforms the target data by removing the polynomial trend and rolling average seasonality.
Applies the fit polynomial detrender to the target data, removing the additive polynomial trend. Then, utilizes the first period’s worth of seasonal data determined in the .fit() function to extrapolate the seasonal signal of the data to be transformed. This seasonal signal is also assumed to be additive and is removed.
- Parameters
X (pd.DataFrame, optional) – Conditionally used to build datetime index.
y (pd.Series) – Target variable to detrend and deseasonalize.
- Returns
- The input features are returned without modification. The target
variable y is detrended and deseasonalized.
- Return type
tuple of pd.DataFrame, pd.Series
- Raises
ValueError – If target data doesn’t have DatetimeIndex AND no Datetime features in features data
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.ProphetRegressor(time_index: Optional[Hashable] = None, changepoint_prior_scale: float = 0.05, seasonality_prior_scale: int = 10, holidays_prior_scale: int = 10, seasonality_mode: str = 'additive', stan_backend: str = 'CMDSTANPY', interval_width: float = 0.95, random_seed: Union[int, float] = 0, **kwargs)[source]#
Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers well.
More information here: https://facebook.github.io/prophet/
- Parameters
time_index (str) – Specifies the name of the column in X that provides the datetime objects. Defaults to None.
changepoint_prior_scale (float) – Determines the strength of the sparse prior for fitting on rate changes. Increasing this value increases the flexibility of the trend. Defaults to 0.05.
seasonality_prior_scale (int) – Similar to changepoint_prior_scale. Adjusts the extent to which the seasonality model will fit the data. Defaults to 10.
holidays_prior_scale (int) – Similar to changepoint_prior_scale. Adjusts the extent to which holidays will fit the data. Defaults to 10.
seasonality_mode (str) – Determines how this component fits the seasonality. Options are “additive” and “multiplicative”. Defaults to “additive”.
stan_backend (str) – Determines the backend that should be used to run Prophet. Options are “CMDSTANPY” and “PYSTAN”. Defaults to “CMDSTANPY”.
interval_width (float) – Determines the confidence of the prediction interval range when calling get_prediction_intervals. Accepts values in the range (0,1). Defaults to 0.95.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “changepoint_prior_scale”: Real(0.001, 0.5), “seasonality_prior_scale”: Real(0.01, 10), “holidays_prior_scale”: Real(0.01, 10), “seasonality_mode”: [“additive”, “multiplicative”],}
model_family
ModelFamily.PROPHET
modifies_features
True
modifies_target
False
name
Prophet Regressor
supported_problem_types
[ProblemTypes.TIME_SERIES_REGRESSION]
training_only
False
Methods
Build the Prophet data to pass fit and predict on.
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns array of 0's with len(1) as feature_importance is not defined for Prophet regressor.
Fits Prophet regressor component to data.
Get parameters for the Prophet regressor.
Find the prediction intervals using the fitted ProphetRegressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using fitted Prophet regressor.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- static build_prophet_df(X: pandas.DataFrame, y: Optional[pandas.Series] = None, time_index: str = 'ds') pandas.DataFrame [source]#
Build the Prophet data to pass fit and predict on.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls) dict #
Returns the default parameters for this component.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) numpy.ndarray #
Returns array of 0’s with len(1) as feature_importance is not defined for Prophet regressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)[source]#
Fits Prophet regressor component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] [source]#
Find the prediction intervals using the fitted ProphetRegressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (List[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Not used for Prophet estimator.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None) pandas.Series [source]#
Make predictions using fitted Prophet regressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
- Returns
Predicted values.
- Return type
pd.Series
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.RandomForestClassifier(n_estimators=100, max_depth=6, n_jobs=- 1, random_seed=0, **kwargs)[source]#
Random Forest Classifier.
- Parameters
n_estimators (float) – The number of trees in the forest. Defaults to 100.
max_depth (int) – Maximum tree depth for base learners. Defaults to 6.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “n_estimators”: Integer(10, 1000), “max_depth”: Integer(1, 10),}
model_family
ModelFamily.RANDOM_FOREST
modifies_features
True
modifies_target
False
name
Random Forest Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns importance associated with each feature.
- Returns
Importance associated with each feature.
- Return type
np.ndarray
- Raises
MethodPropertyNotFoundError – If estimator does not have a feature_importance method or a component_obj that implements feature_importance.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.RandomForestRegressor(n_estimators: int = 100, max_depth: int = 6, n_jobs: int = - 1, random_seed: Union[int, float] = 0, **kwargs)[source]#
Random Forest Regressor.
- Parameters
n_estimators (float) – The number of trees in the forest. Defaults to 100.
max_depth (int) – Maximum tree depth for base learners. Defaults to 6.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “n_estimators”: Integer(10, 1000), “max_depth”: Integer(1, 32),}
model_family
ModelFamily.RANDOM_FOREST
modifies_features
True
modifies_target
False
name
Random Forest Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits estimator to data.
Find the prediction intervals using the fitted RandomForestRegressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Returns importance associated with each feature.
- Returns
Importance associated with each feature.
- Return type
np.ndarray
- Raises
MethodPropertyNotFoundError – If estimator does not have a feature_importance method or a component_obj that implements feature_importance.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] [source]#
Find the prediction intervals using the fitted RandomForestRegressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Optional.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.ReplaceNullableTypes(random_seed=0, **kwargs)[source]#
Transformer to replace features with the new nullable dtypes with a dtype that is compatible in EvalML.
Attributes
hyperparameter_ranges
None
modifies_features
True
modifies_target
{}
name
Replace Nullable Types Transformer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Substitutes non-nullable types for the new pandas nullable types in the data and target data.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data by replacing columns that contain nullable types with the appropriate replacement type.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- fit_transform(self, X, y=None)[source]#
Substitutes non-nullable types for the new pandas nullable types in the data and target data.
- Parameters
X (pd.DataFrame, optional) – Input features.
y (pd.Series) – Target data.
- Returns
The input features and target data with the non-nullable types set.
- Return type
tuple of pd.DataFrame, pd.Series
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data by replacing columns that contain nullable types with the appropriate replacement type.
“float64” for nullable integers and “category” for nullable booleans.
- Parameters
X (pd.DataFrame) – Data to transform
y (pd.Series, optional) – Target data to transform
- Returns
Transformed X pd.Series: Transformed y
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.RFClassifierRFESelector(step=0.2, min_features_to_select=1, cv=None, scoring=None, n_jobs=- 1, n_estimators=10, max_depth=None, random_seed=0, **kwargs)[source]#
Selects relevant features using recursive feature elimination with a Random Forest Classifier.
- Parameters
step (int, float) – The number of features to eliminate in each iteration. If an integer is specified this will represent the number of features to eliminate. If a float is specified this represents the percentage of features to eliminate each iteration. The last iteration may drop fewer than this number of features in order to satisfy the min_features_to_select constraint. Defaults to 0.2.
min_features_to_select (int) – The minimum number of features to return. Defaults to 1.
cv (int or None) – Number of folds to use for the cross-validation splitting strategy. Defaults to None which will use 5 folds.
scoring (str, callable or None) – A string or scorer callable object to specify the scoring method.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
n_estimators (int) – The number of trees in the forest. Defaults to 10.
max_depth (int) – Maximum tree depth for base learners. Defaults to None.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “step”: Real(0.05, 0.25)}
modifies_features
True
modifies_target
False
name
RFE Selector with RF Classifier
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fit and transform data using the feature selector.
Get names of selected features.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- fit_transform(self, X, y=None)#
Fit and transform data using the feature selector.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- get_names(self)#
Get names of selected features.
- Returns
List of the names of features selected.
- Return type
list[str]
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)#
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Target data. Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.RFClassifierSelectFromModel(number_features=None, n_estimators=10, max_depth=None, percent_features=0.5, threshold='median', n_jobs=- 1, random_seed=0, **kwargs)[source]#
Selects top features based on importance weights using a Random Forest classifier.
- Parameters
number_features (int) – The maximum number of features to select. If both percent_features and number_features are specified, take the greater number of features. Defaults to None.
n_estimators (int) – The number of trees in the forest. Defaults to 10.
max_depth (int) – Maximum tree depth for base learners. Defaults to None.
percent_features (float) – Percentage of features to use. If both percent_features and number_features are specified, take the greater number of features. Defaults to 0.5.
threshold (string or float) – The threshold value to use for feature selection. Features whose importance is greater or equal are kept while the others are discarded. If “median”, then the threshold value is the median of the feature importances. A scaling factor (e.g., “1.25*mean”) may also be used. Defaults to median.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “percent_features”: Real(0.01, 1), “threshold”: [“mean”, “median”],}
modifies_features
True
modifies_target
False
name
RF Classifier Select From Model
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fit and transform data using the feature selector.
Get names of selected features.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- fit_transform(self, X, y=None)#
Fit and transform data using the feature selector.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- get_names(self)#
Get names of selected features.
- Returns
List of the names of features selected.
- Return type
list[str]
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)#
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Target data. Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.RFRegressorRFESelector(step=0.2, min_features_to_select=1, cv=None, scoring=None, n_jobs=- 1, n_estimators=10, max_depth=None, random_seed=0, **kwargs)[source]#
Selects relevant features using recursive feature elimination with a Random Forest Regressor.
- Parameters
step (int, float) – The number of features to eliminate in each iteration. If an integer is specified this will represent the number of features to eliminate. If a float is specified this represents the percentage of features to eliminate each iteration. The last iteration may drop fewer than this number of features in order to satisfy the min_features_to_select constraint. Defaults to 0.2.
min_features_to_select (int) – The minimum number of features to return. Defaults to 1.
cv (int or None) – Number of folds to use for the cross-validation splitting strategy. Defaults to None which will use 5 folds.
scoring (str, callable or None) – A string or scorer callable object to specify the scoring method.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
n_estimators (int) – The number of trees in the forest. Defaults to 10.
max_depth (int) – Maximum tree depth for base learners. Defaults to None.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “step”: Real(0.05, 0.25)}
modifies_features
True
modifies_target
False
name
RFE Selector with RF Regressor
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fit and transform data using the feature selector.
Get names of selected features.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- fit_transform(self, X, y=None)#
Fit and transform data using the feature selector.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- get_names(self)#
Get names of selected features.
- Returns
List of the names of features selected.
- Return type
list[str]
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)#
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Target data. Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.RFRegressorSelectFromModel(number_features=None, n_estimators=10, max_depth=None, percent_features=0.5, threshold='median', n_jobs=- 1, random_seed=0, **kwargs)[source]#
Selects top features based on importance weights using a Random Forest regressor.
- Parameters
number_features (int) – The maximum number of features to select. If both percent_features and number_features are specified, take the greater number of features. Defaults to 0.5.
n_estimators (int) – The number of trees in the forest. Defaults to 10.
max_depth (int) – Maximum tree depth for base learners. Defaults to None.
percent_features (float) – Percentage of features to use. If both percent_features and number_features are specified, take the greater number of features. Defaults to 0.5.
threshold (string or float) – The threshold value to use for feature selection. Features whose importance is greater or equal are kept while the others are discarded. If “median”, then the threshold value is the median of the feature importances. A scaling factor (e.g., “1.25*mean”) may also be used. Defaults to median.
n_jobs (int or None) – Number of jobs to run in parallel. -1 uses all processes. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “percent_features”: Real(0.01, 1), “threshold”: [“mean”, “median”],}
modifies_features
True
modifies_target
False
name
RF Regressor Select From Model
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fit and transform data using the feature selector.
Get names of selected features.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- fit_transform(self, X, y=None)#
Fit and transform data using the feature selector.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- get_names(self)#
Get names of selected features.
- Returns
List of the names of features selected.
- Return type
list[str]
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)#
Transforms input data by selecting features. If the component_obj does not have a transform method, will raise an MethodPropertyNotFoundError exception.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Target data. Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If feature selector does not have a transform method or a component_obj that implements transform
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.SelectByType(column_types=None, exclude=False, random_seed=0, **kwargs)[source]#
Selects columns by specified Woodwork logical type or semantic tag in input data.
- Parameters
column_types (string, ww.LogicalType, list(string), list(ww.LogicalType)) – List of Woodwork types or tags, used to determine which columns to select or exclude.
exclude (bool) – If true, exclude the column_types instead of including them. Defaults to False.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Select Columns By Type Transformer
needs_fitting
False
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the transformer by checking if column names are present in the dataset.
Fits on X and transforms X.
Loads component at file path.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X by selecting columns.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the transformer by checking if column names are present in the dataset.
- Parameters
X (pd.DataFrame) – Data to check.
y (pd.Series, ignored) – Targets.
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data X by selecting columns.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Targets.
- Returns
Transformed X.
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.SelectColumns(columns=None, random_seed=0, **kwargs)[source]#
Selects specified columns in input data.
- Parameters
columns (list(string)) – List of column names, used to determine which columns to select. If columns are not present, they will not be selected.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Select Columns Transformer
needs_fitting
False
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the transformer by checking if column names are present in the dataset.
Fits on X and transforms X.
Loads component at file path.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transform data using fitted column selector component.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the transformer by checking if column names are present in the dataset.
- Parameters
X (pd.DataFrame) – Data to check.
y (pd.Series, optional) – Targets.
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)#
Transform data using fitted column selector component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.SimpleImputer(impute_strategy='most_frequent', fill_value=None, random_seed=0, **kwargs)[source]#
Imputes missing data according to a specified imputation strategy. Natural language columns are ignored.
- Parameters
impute_strategy (string) – Impute strategy to use. Valid values include “mean”, “median”, “most_frequent”, “constant” for numerical data, and “most_frequent”, “constant” for object data types.
fill_value (string) – When impute_strategy == “constant”, fill_value is used to replace missing data. Defaults to 0 when imputing numerical data and “missing_value” for strings or object data types.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “impute_strategy”: [“mean”, “median”, “most_frequent”]}
modifies_features
True
modifies_target
False
name
Simple Imputer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits imputer to data. 'None' values are converted to np.nan before imputation and are treated as the same.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms input by imputing missing values. 'None' and np.nan values are treated as the same.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits imputer to data. ‘None’ values are converted to np.nan before imputation and are treated as the same.
- Parameters
X (pd.DataFrame or np.ndarray) – the input training data of shape [n_samples, n_features]
y (pd.Series, optional) – the target training data of length [n_samples]
- Returns
self
- Raises
ValueError – if the SimpleImputer receives a dataframe with both Boolean and Categorical data.
- fit_transform(self, X, y=None)[source]#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform
y (pd.Series, optional) – Target data.
- Returns
Transformed X
- Return type
pd.DataFrame
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms input by imputing missing values. ‘None’ and np.nan values are treated as the same.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Ignored.
- Returns
Transformed X
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.StackedEnsembleBase(final_estimator=None, n_jobs=- 1, random_seed=0, **kwargs)[source]#
Stacked Ensemble Base Class.
- Parameters
final_estimator (Estimator or subclass) – The estimator used to combine the base estimators.
n_jobs (int or None) – Integer describing level of parallelism used for pipelines. None and 1 are equivalent. If set to -1, all CPUs are used. For n_jobs greater than -1, (n_cpus + 1 + n_jobs) are used. Defaults to -1. - Note: there could be some multi-process errors thrown for values of n_jobs != 1. If this is the case, please use n_jobs = 1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
model_family
ModelFamily.ENSEMBLE
modifies_features
True
modifies_target
False
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for stacked ensemble classes.
Describe a component and its parameters.
Not implemented for StackedEnsembleClassifier and StackedEnsembleRegressor.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns string name of this component.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Problem types this estimator supports.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for stacked ensemble classes.
- Returns
default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Not implemented for StackedEnsembleClassifier and StackedEnsembleRegressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property name(cls)#
Returns string name of this component.
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- property supported_problem_types(cls)#
Problem types this estimator supports.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.StackedEnsembleClassifier(final_estimator=None, n_jobs=- 1, random_seed=0, **kwargs)[source]#
Stacked Ensemble Classifier.
- Parameters
final_estimator (Estimator or subclass) – The classifier used to combine the base estimators. If None, uses ElasticNetClassifier.
n_jobs (int or None) – Integer describing level of parallelism used for pipelines. None and 1 are equivalent. If set to -1, all CPUs are used. For n_jobs below -1, (n_cpus + 1 + n_jobs) are used. Defaults to -1. - Note: there could be some multi-process errors thrown for values of n_jobs != 1. If this is the case, please use n_jobs = 1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Example
>>> from evalml.pipelines.component_graph import ComponentGraph >>> from evalml.pipelines.components.estimators.classifiers.decision_tree_classifier import DecisionTreeClassifier >>> from evalml.pipelines.components.estimators.classifiers.elasticnet_classifier import ElasticNetClassifier ... >>> component_graph = { ... "Decision Tree": [DecisionTreeClassifier(random_seed=3), "X", "y"], ... "Decision Tree B": [DecisionTreeClassifier(random_seed=4), "X", "y"], ... "Stacked Ensemble": [ ... StackedEnsembleClassifier(n_jobs=1, final_estimator=DecisionTreeClassifier()), ... "Decision Tree.x", ... "Decision Tree B.x", ... "y", ... ], ... } ... >>> cg = ComponentGraph(component_graph) >>> assert cg.default_parameters == { ... 'Decision Tree Classifier': {'criterion': 'gini', ... 'max_features': 'sqrt', ... 'max_depth': 6, ... 'min_samples_split': 2, ... 'min_weight_fraction_leaf': 0.0}, ... 'Stacked Ensemble Classifier': {'final_estimator': ElasticNetClassifier, ... 'n_jobs': -1}}
Attributes
hyperparameter_ranges
{}
model_family
ModelFamily.ENSEMBLE
modifies_features
True
modifies_target
False
name
Stacked Ensemble Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for stacked ensemble classes.
Describe a component and its parameters.
Not implemented for StackedEnsembleClassifier and StackedEnsembleRegressor.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for stacked ensemble classes.
- Returns
default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Not implemented for StackedEnsembleClassifier and StackedEnsembleRegressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.StackedEnsembleRegressor(final_estimator=None, n_jobs=- 1, random_seed=0, **kwargs)[source]#
Stacked Ensemble Regressor.
- Parameters
final_estimator (Estimator or subclass) – The regressor used to combine the base estimators. If None, uses ElasticNetRegressor.
n_jobs (int or None) – Integer describing level of parallelism used for pipelines. None and 1 are equivalent. If set to -1, all CPUs are used. For n_jobs greater than -1, (n_cpus + 1 + n_jobs) are used. Defaults to -1. - Note: there could be some multi-process errors thrown for values of n_jobs != 1. If this is the case, please use n_jobs = 1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Example
>>> from evalml.pipelines.component_graph import ComponentGraph >>> from evalml.pipelines.components.estimators.regressors.rf_regressor import RandomForestRegressor >>> from evalml.pipelines.components.estimators.regressors.elasticnet_regressor import ElasticNetRegressor ... >>> component_graph = { ... "Random Forest": [RandomForestRegressor(random_seed=3), "X", "y"], ... "Random Forest B": [RandomForestRegressor(random_seed=4), "X", "y"], ... "Stacked Ensemble": [ ... StackedEnsembleRegressor(n_jobs=1, final_estimator=RandomForestRegressor()), ... "Random Forest.x", ... "Random Forest B.x", ... "y", ... ], ... } ... >>> cg = ComponentGraph(component_graph) >>> assert cg.default_parameters == { ... 'Random Forest Regressor': {'n_estimators': 100, ... 'max_depth': 6, ... 'n_jobs': -1}, ... 'Stacked Ensemble Regressor': {'final_estimator': ElasticNetRegressor, ... 'n_jobs': -1}}
Attributes
hyperparameter_ranges
{}
model_family
ModelFamily.ENSEMBLE
modifies_features
True
modifies_target
False
name
Stacked Ensemble Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for stacked ensemble classes.
Describe a component and its parameters.
Not implemented for StackedEnsembleClassifier and StackedEnsembleRegressor.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for stacked ensemble classes.
- Returns
default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Not implemented for StackedEnsembleClassifier and StackedEnsembleRegressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.StandardScaler(random_seed=0, **kwargs)[source]#
A transformer that standardizes input features by removing the mean and scaling to unit variance.
- Parameters
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Standard Scaler
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the standard scalar on the given data.
Fit and transform data using the standard scaler component.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transform data using the fitted standard scaler.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the standard scalar on the given data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- fit_transform(self, X, y=None)[source]#
Fit and transform data using the standard scaler component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transform data using the fitted standard scaler.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.STLDecomposer(time_index: str = None, degree: int = 1, period: int = None, seasonal_smoother: int = 7, random_seed: int = 0, **kwargs)[source]#
Removes trends and seasonality from time series using the STL algorithm.
https://www.statsmodels.org/dev/generated/statsmodels.tsa.seasonal.STL.html
- Parameters
time_index (str) – Specifies the name of the column in X that provides the datetime objects. Defaults to None.
degree (int) – Not currently used. STL 3x “degree-like” values. None are able to be set at this time. Defaults to 1.
period (int) – The number of entries in the time series data that corresponds to one period of a cyclic signal. For instance, if data is known to possess a weekly seasonal signal, and if the data is daily data, the period should likely be 7. For daily data with a yearly seasonal signal, the period should likely be 365. If None, statsmodels will infer the period based on the frequency. Defaults to None.
seasonal_smoother (int) – The length of the seasonal smoother used by the underlying STL algorithm. For compatibility, must be odd. If an even number is provided, the next, highest odd number will be used. Defaults to 7.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
None
invalid_frequencies
[]
modifies_features
False
modifies_target
True
name
STL Decomposer
needs_fitting
True
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Function that uses autocorrelative methods to determine the likely most signficant period of the seasonal signal.
Fits the STLDecomposer and determine the seasonal signal.
Removes fitted trend and seasonality from target variable.
Return a list of dataframes with 4 columns: signal, trend, seasonality, residual.
Calculate the prediction intervals for the trend data.
Adds back fitted trend and seasonality to target variable.
Determines if the given string represents a valid frequency for this decomposer.
Loads component at file path.
Returns the parameters which were used to initialize the component.
Plots the decomposition of the target signal.
Saves component at file path.
Function to set the component's seasonal period based on the target's seasonality.
Transforms the target data by removing the STL trend and seasonality.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- classmethod determine_periodicity(cls, X: pandas.DataFrame, y: pandas.Series, acf_threshold: float = 0.01, rel_max_order: int = 5)#
Function that uses autocorrelative methods to determine the likely most signficant period of the seasonal signal.
- Parameters
X (pandas.DataFrame) – The feature data of the time series problem.
y (pandas.Series) – The target data of a time series problem.
acf_threshold (float) – The threshold for the autocorrelation function to determine the period. Any values below the threshold are considered to be 0 and will not be considered for the period. Defaults to 0.01.
rel_max_order (int) – The order of the relative maximum to determine the period. Defaults to 5.
- Returns
- The integer number of entries in time series data over which the seasonal part of the target data
repeats. If the time series data is in days, then this is the number of days that it takes the target’s seasonal signal to repeat. Note: the target data can contain multiple seasonal signals. This function will only return the stronger. E.g. if the target has both weekly and yearly seasonality, the function may return either “7” or “365”, depending on which seasonality is more strongly autocorrelated. If no period is detected, returns None.
- Return type
int
- fit(self, X: pandas.DataFrame, y: pandas.Series = None) STLDecomposer [source]#
Fits the STLDecomposer and determine the seasonal signal.
Instantiates a statsmodels STL decompose object with the component’s stored parameters and fits it. Since the statsmodels object does not fit the sklearn api, it is not saved during __init__() in _component_obj and will be re-instantiated each time fit is called.
To emulate the sklearn API, when the STL decomposer is fit, the full seasonal component, a single period sample of the seasonal component, the full trend-cycle component and the residual are saved.
y(t) = S(t) + T(t) + R(t)
- Parameters
X (pd.DataFrame, optional) – Conditionally used to build datetime index.
y (pd.Series) – Target variable to detrend and deseasonalize.
- Returns
self
- Raises
ValueError – If y is None.
ValueError – If target data doesn’t have DatetimeIndex AND no Datetime features in features data
- fit_transform(self, X: pandas.DataFrame, y: pandas.Series = None) tuple[pandas.DataFrame, pandas.Series] #
Removes fitted trend and seasonality from target variable.
- Parameters
X (pd.DataFrame, optional) – Ignored.
y (pd.Series) – Target variable to detrend and deseasonalize.
- Returns
- The first element are the input features returned without modification.
The second element is the target variable y with the fitted trend removed.
- Return type
tuple of pd.DataFrame, pd.Series
- get_trend_dataframe(self, X, y)[source]#
Return a list of dataframes with 4 columns: signal, trend, seasonality, residual.
- Parameters
X (pd.DataFrame) – Input data with time series data in index.
y (pd.Series or pd.DataFrame) – Target variable data provided as a Series for univariate problems or a DataFrame for multivariate problems.
- Returns
- Each DataFrame contains the columns “signal”, “trend”, “seasonality” and “residual,”
with the latter 3 column values being the decomposed elements of the target data. The “signal” column is simply the input target signal but reindexed with a datetime index to match the input features.
- Return type
list of pd.DataFrame
- Raises
TypeError – If X does not have time-series data in the index.
ValueError – If time series index of X does not have an inferred frequency.
ValueError – If the forecaster associated with the detrender has not been fit yet.
TypeError – If y is not provided as a pandas Series or DataFrame.
- get_trend_prediction_intervals(self, y, coverage=None)[source]#
Calculate the prediction intervals for the trend data.
- Parameters
y (pd.Series) – Target data.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict of pd.Series
- inverse_transform(self, y_t: pandas.Series) tuple[pandas.DataFrame, pandas.Series] [source]#
Adds back fitted trend and seasonality to target variable.
The STL trend is projected to cover the entire requested target range, then added back into the signal. Then, the seasonality is projected forward to and added back into the signal.
- Parameters
y_t (pd.Series) – Target variable.
- Returns
- The first element are the input features returned without modification.
The second element is the target variable y with the trend and seasonality added back in.
- Return type
tuple of pd.DataFrame, pd.Series
- Raises
ValueError – If y is None.
- classmethod is_freq_valid(cls, freq: str)#
Determines if the given string represents a valid frequency for this decomposer.
- Parameters
freq (str) – A frequency to validate. See the pandas docs at https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#offset-aliases for options.
- Returns
boolean representing whether the frequency is valid or not.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- plot_decomposition(self, X: pandas.DataFrame, y: pandas.Series, show: bool = False) tuple[matplotlib.pyplot.Figure, list] #
Plots the decomposition of the target signal.
- Parameters
X (pd.DataFrame) – Input data with time series data in index.
y (pd.Series or pd.DataFrame) – Target variable data provided as a Series for univariate problems or a DataFrame for multivariate problems.
show (bool) – Whether to display the plot or not. Defaults to False.
- Returns
- The figure and axes that have the decompositions
plotted on them
- Return type
matplotlib.pyplot.Figure, list[matplotlib.pyplot.Axes]
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- set_period(self, X: pandas.DataFrame, y: pandas.Series, acf_threshold: float = 0.01, rel_max_order: int = 5)#
Function to set the component’s seasonal period based on the target’s seasonality.
- Parameters
X (pandas.DataFrame) – The feature data of the time series problem.
y (pandas.Series) – The target data of a time series problem.
acf_threshold (float) – The threshold for the autocorrelation function to determine the period. Any values below the threshold are considered to be 0 and will not be considered for the period. Defaults to 0.01.
rel_max_order (int) – The order of the relative maximum to determine the period. Defaults to 5.
- transform(self, X: pandas.DataFrame, y: pandas.Series = None) tuple[pandas.DataFrame, pandas.Series] [source]#
Transforms the target data by removing the STL trend and seasonality.
Uses an ARIMA model to project forward the addititve trend and removes it. Then, utilizes the first period’s worth of seasonal data determined in the .fit() function to extrapolate the seasonal signal of the data to be transformed. This seasonal signal is also assumed to be additive and is removed.
- Parameters
X (pd.DataFrame, optional) – Conditionally used to build datetime index.
y (pd.Series) – Target variable to detrend and deseasonalize.
- Returns
- The input features are returned without modification. The target
variable y is detrended and deseasonalized.
- Return type
tuple of pd.DataFrame, pd.Series
- Raises
ValueError – If target data doesn’t have DatetimeIndex AND no Datetime features in features data
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.SVMClassifier(C=1.0, kernel='rbf', gamma='auto', probability=True, random_seed=0, **kwargs)[source]#
Support Vector Machine Classifier.
- Parameters
C (float) – The regularization parameter. The strength of the regularization is inversely proportional to C. Must be strictly positive. The penalty is a squared l2 penalty. Defaults to 1.0.
kernel ({"poly", "rbf", "sigmoid"}) – Specifies the kernel type to be used in the algorithm. Defaults to “rbf”.
gamma ({"scale", "auto"} or float) – Kernel coefficient for “rbf”, “poly” and “sigmoid”. Defaults to “auto”. - If gamma=’scale’ is passed then it uses 1 / (n_features * X.var()) as value of gamma - If “auto” (default), uses 1 / n_features
probability (boolean) – Whether to enable probability estimates. Defaults to True.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “C”: Real(0, 10), “kernel”: [“poly”, “rbf”, “sigmoid”], “gamma”: [“scale”, “auto”],}
model_family
ModelFamily.SVM
modifies_features
True
modifies_target
False
name
SVM Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance only works with linear kernels.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance only works with linear kernels.
If the kernel isn’t linear, we return a numpy array of zeros.
- Returns
Feature importance of fitted SVM classifier or a numpy array of zeroes if the kernel is not linear.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.SVMRegressor(C=1.0, kernel='rbf', gamma='auto', random_seed=0, **kwargs)[source]#
Support Vector Machine Regressor.
- Parameters
C (float) – The regularization parameter. The strength of the regularization is inversely proportional to C. Must be strictly positive. The penalty is a squared l2 penalty. Defaults to 1.0.
kernel ({"poly", "rbf", "sigmoid"}) – Specifies the kernel type to be used in the algorithm. Defaults to “rbf”.
gamma ({"scale", "auto"} or float) – Kernel coefficient for “rbf”, “poly” and “sigmoid”. Defaults to “auto”. - If gamma=’scale’ is passed then it uses 1 / (n_features * X.var()) as value of gamma - If “auto” (default), uses 1 / n_features
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “C”: Real(0, 10), “kernel”: [“poly”, “rbf”, “sigmoid”], “gamma”: [“scale”, “auto”],}
model_family
ModelFamily.SVM
modifies_features
True
modifies_target
False
name
SVM Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance of fitted SVM regresor.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance of fitted SVM regresor.
Only works with linear kernels. If the kernel isn’t linear, we return a numpy array of zeros.
- Returns
The feature importance of the fitted SVM regressor, or an array of zeroes if the kernel is not linear.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.TargetEncoder(cols=None, smoothing=1, handle_unknown='value', handle_missing='value', random_seed=0, **kwargs)[source]#
A transformer that encodes categorical features into target encodings.
- Parameters
cols (list) – Columns to encode. If None, all string columns will be encoded, otherwise only the columns provided will be encoded. Defaults to None
smoothing (float) – The smoothing factor to apply. The larger this value is, the more influence the expected target value has on the resulting target encodings. Must be strictly larger than 0. Defaults to 1.0
handle_unknown (string) – Determines how to handle unknown categories for a feature encountered. Options are ‘value’, ‘error’, nd ‘return_nan’. Defaults to ‘value’, which replaces with the target mean
handle_missing (string) – Determines how to handle missing values encountered during fit or transform. Options are ‘value’, ‘error’, and ‘return_nan’. Defaults to ‘value’, which replaces with the target mean
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
Target Encoder
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the target encoder.
Fit and transform data using the target encoder.
Return feature names for the input features after fitting.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transform data using the fitted target encoder.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y)[source]#
Fits the target encoder.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- fit_transform(self, X, y)[source]#
Fit and transform data using the target encoder.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- get_feature_names(self)[source]#
Return feature names for the input features after fitting.
- Returns
The feature names after encoding.
- Return type
np.array
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transform data using the fitted target encoder.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.TargetImputer(impute_strategy='most_frequent', fill_value=None, random_seed=0, **kwargs)[source]#
Imputes missing target data according to a specified imputation strategy.
- Parameters
impute_strategy (string) – Impute strategy to use. Valid values include “mean”, “median”, “most_frequent”, “constant” for numerical data, and “most_frequent”, “constant” for object data types. Defaults to “most_frequent”.
fill_value (string) – When impute_strategy == “constant”, fill_value is used to replace missing data. Defaults to None which uses 0 when imputing numerical data and “missing_value” for strings or object data types.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{ “impute_strategy”: [“mean”, “median”, “most_frequent”]}
modifies_features
False
modifies_target
True
name
Target Imputer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits imputer to target data. 'None' values are converted to np.nan before imputation and are treated as the same.
Fits on and transforms the input target data.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms input target data by imputing missing values. 'None' and np.nan values are treated as the same.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y)[source]#
Fits imputer to target data. ‘None’ values are converted to np.nan before imputation and are treated as the same.
- Parameters
X (pd.DataFrame or np.ndarray) – The input training data of shape [n_samples, n_features]. Ignored.
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- Raises
TypeError – If target is filled with all null values.
- fit_transform(self, X, y)[source]#
Fits on and transforms the input target data.
- Parameters
X (pd.DataFrame) – Features. Ignored.
y (pd.Series) – Target data to impute.
- Returns
The original X, transformed y
- Return type
(pd.DataFrame, pd.Series)
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y)[source]#
Transforms input target data by imputing missing values. ‘None’ and np.nan values are treated as the same.
- Parameters
X (pd.DataFrame) – Features. Ignored.
y (pd.Series) – Target data to impute.
- Returns
The original X, transformed y
- Return type
(pd.DataFrame, pd.Series)
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.TimeSeriesBaselineEstimator(gap=1, forecast_horizon=1, random_seed=0, **kwargs)[source]#
Time series estimator that predicts using the naive forecasting approach.
This is useful as a simple baseline estimator for time series problems.
- Parameters
gap (int) – Gap between prediction date and target date and must be a positive integer. If gap is 0, target date will be shifted ahead by 1 time period. Defaults to 1.
forecast_horizon (int) – Number of time steps the model is expected to predict.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
model_family
ModelFamily.BASELINE
modifies_features
True
modifies_target
False
name
Time Series Baseline Estimator
supported_problem_types
[ ProblemTypes.TIME_SERIES_REGRESSION, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns importance associated with each feature.
Fits time series baseline estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using fitted time series baseline estimator.
Make prediction probabilities using fitted time series baseline estimator.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Returns importance associated with each feature.
Since baseline estimators do not use input features to calculate predictions, returns an array of zeroes.
- Returns
An array of zeroes.
- Return type
np.ndarray (float)
- fit(self, X, y=None)[source]#
Fits time series baseline estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – If input y is None.
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X)[source]#
Make predictions using fitted time series baseline estimator.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
ValueError – If input y is None.
- predict_proba(self, X)[source]#
Make prediction probabilities using fitted time series baseline estimator.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted probability values.
- Return type
pd.DataFrame
- Raises
ValueError – If input y is None.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.TimeSeriesFeaturizer(time_index=None, max_delay=2, gap=0, forecast_horizon=1, conf_level=0.05, rolling_window_size=0.25, delay_features=True, delay_target=True, random_seed=0, **kwargs)[source]#
Transformer that delays input features and target variable for time series problems.
This component uses an algorithm based on the autocorrelation values of the target variable to determine which lags to select from the set of all possible lags.
The algorithm is based on the idea that the local maxima of the autocorrelation function indicate the lags that have the most impact on the present time.
The algorithm computes the autocorrelation values and finds the local maxima, called “peaks”, that are significant at the given conf_level. Since lags in the range [0, 10] tend to be predictive but not local maxima, the union of the peaks is taken with the significant lags in the range [0, 10]. At the end, only selected lags in the range [0, max_delay] are used.
Parametrizing the algorithm by conf_level lets the AutoMLAlgorithm tune the set of lags chosen so that the chances of finding a good set of lags is higher.
Using conf_level value of 1 selects all possible lags.
- Parameters
time_index (str) – Name of the column containing the datetime information used to order the data. Ignored.
max_delay (int) – Maximum number of time units to delay each feature. Defaults to 2.
forecast_horizon (int) – The number of time periods the pipeline is expected to forecast.
conf_level (float) – Float in range (0, 1] that determines the confidence interval size used to select which lags to compute from the set of [1, max_delay]. A delay of 1 will always be computed. If 1, selects all possible lags in the set of [1, max_delay], inclusive.
rolling_window_size (float) – Float in range (0, 1] that determines the size of the window used for rolling features. Size is computed as rolling_window_size * max_delay.
delay_features (bool) – Whether to delay the input features. Defaults to True.
delay_target (bool) – Whether to delay the target. Defaults to True.
gap (int) – The number of time units between when the features are collected and when the target is collected. For example, if you are predicting the next time step’s target, gap=1. This is only needed because when gap=0, we need to be sure to start the lagging of the target variable at 1. Defaults to 1.
random_seed (int) – Seed for the random number generator. This transformer performs the same regardless of the random seed provided.
Attributes
df_colname_prefix
{}_delay_{}
hyperparameter_ranges
Real(0.001, 1.0), “rolling_window_size”: Real(0.001, 1.0)}:type: {“conf_level”
modifies_features
True
modifies_target
False
name
Time Series Featurizer
needs_fitting
True
target_colname_prefix
target_delay_{}
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the DelayFeatureTransformer.
Fit the component and transform the input data.
Loads component at file path.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Computes the delayed values and rolling means for X and y.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the DelayFeatureTransformer.
- Parameters
X (pd.DataFrame or np.ndarray) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
ValueError – if self.time_index is None
- fit_transform(self, X, y=None)[source]#
Fit the component and transform the input data.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, or None) – Target.
- Returns
Transformed X.
- Return type
pd.DataFrame
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Computes the delayed values and rolling means for X and y.
The chosen delays are determined by the autocorrelation function of the target variable. See the class docstring for more information on how they are chosen. If y is None, all possible lags are chosen.
If y is not None, it will also compute the delayed values for the target variable.
The rolling means for all numeric features in X and y, if y is numeric, are also returned.
- Parameters
X (pd.DataFrame or None) – Data to transform. None is expected when only the target variable is being used.
y (pd.Series, or None) – Target.
- Returns
Transformed X. No original features are returned.
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.TimeSeriesImputer(categorical_impute_strategy='forwards_fill', numeric_impute_strategy='interpolate', target_impute_strategy='forwards_fill', random_seed=0, **kwargs)[source]#
Imputes missing data according to a specified timeseries-specific imputation strategy.
This Transformer should be used after the TimeSeriesRegularizer in order to impute the missing values that were added to X and y (if passed).
- Parameters
categorical_impute_strategy (string) – Impute strategy to use for string, object, boolean, categorical dtypes. Valid values include “backwards_fill” and “forwards_fill”. Defaults to “forwards_fill”.
numeric_impute_strategy (string) – Impute strategy to use for numeric columns. Valid values include “backwards_fill”, “forwards_fill”, and “interpolate”. Defaults to “interpolate”.
target_impute_strategy (string) – Impute strategy to use for the target column. Valid values include “backwards_fill”, “forwards_fill”, and “interpolate”. Defaults to “forwards_fill”.
random_seed (int) – Seed for the random number generator. Defaults to 0.
- Raises
ValueError – If categorical_impute_strategy, numeric_impute_strategy, or target_impute_strategy is not one of the valid values.
Attributes
hyperparameter_ranges
{ “categorical_impute_strategy”: [“backwards_fill”, “forwards_fill”], “numeric_impute_strategy”: [“backwards_fill”, “forwards_fill”, “interpolate”], “target_impute_strategy”: [“backwards_fill”, “forwards_fill”, “interpolate”],}
modifies_features
True
modifies_target
True
name
Time Series Imputer
training_only
True
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits imputer to data.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X by imputing missing values using specified timeseries-specific strategies. 'None' values are converted to np.nan before imputation and are treated as the same.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits imputer to data.
‘None’ values are converted to np.nan before imputation and are treated as the same. If a value is missing at the beginning or end of a column, that value will be imputed using backwards fill or forwards fill as necessary, respectively.
- Parameters
X (pd.DataFrame, np.ndarray) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms data X by imputing missing values using specified timeseries-specific strategies. ‘None’ values are converted to np.nan before imputation and are treated as the same.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Optionally, target data to transform.
- Returns
Transformed X and y
- Return type
pd.DataFrame
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.TimeSeriesRegularizer(time_index=None, frequency_payload=None, window_length=4, threshold=0.4, random_seed=0, **kwargs)[source]#
Transformer that regularizes an inconsistently spaced datetime column.
If X is passed in to fit/transform, the column time_index will be checked for an inferrable offset frequency. If the time_index column is perfectly inferrable then this Transformer will do nothing and return the original X and y.
If X does not have a perfectly inferrable frequency but one can be estimated, then X and y will be reformatted based on the estimated frequency for time_index. In the original X and y passed: - Missing datetime values will be added and will have their corresponding columns in X and y set to None. - Duplicate datetime values will be dropped. - Extra datetime values will be dropped. - If it can be determined that a duplicate or extra value is misaligned, then it will be repositioned to take the place of a missing value.
This Transformer should be used before the TimeSeriesImputer in order to impute the missing values that were added to X and y (if passed).
- Parameters
time_index (string) – Name of the column containing the datetime information used to order the data, required. Defaults to None.
frequency_payload (tuple) – Payload returned from Woodwork’s infer_frequency function where debug is True. Defaults to None.
window_length (int) – The size of the rolling window over which inference is conducted to determine the prevalence of uninferrable frequencies.
5. (Lower values make this component more sensitive to recognizing numerous faulty datetime values. Defaults to) –
threshold (float) – The minimum percentage of windows that need to have been able to infer a frequency. Lower values make this component more
0.8. (sensitive to recognizing numerous faulty datetime values. Defaults to) –
random_seed (int) – Seed for the random number generator. This transformer performs the same regardless of the random seed provided.
0. (Defaults to) –
- Raises
ValueError – if the frequency_payload parameter has not been passed a tuple
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
True
name
Time Series Regularizer
training_only
True
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the TimeSeriesRegularizer.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Regularizes a dataframe and target data to an inferrable offset frequency.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)[source]#
Fits the TimeSeriesRegularizer.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- Raises
ValueError – if self.time_index is None, if X and y have different lengths, if time_index in X does not have an offset frequency that can be estimated
TypeError – if the time_index column is not of type Datetime
KeyError – if the time_index column doesn’t exist
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Regularizes a dataframe and target data to an inferrable offset frequency.
A ‘clean’ X and y (if y was passed in) are created based on an inferrable offset frequency and matching datetime values with the original X and y are imputed into the clean X and y. Datetime values identified as misaligned are shifted into their appropriate position.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Data with an inferrable time_index offset frequency.
- Return type
(pd.DataFrame, pd.Series)
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.Transformer(parameters=None, component_obj=None, random_seed=0, **kwargs)[source]#
A component that may or may not need fitting that transforms data. These components are used before an estimator.
To implement a new Transformer, define your own class which is a subclass of Transformer, including a name and a list of acceptable ranges for any parameters to be tuned during the automl search (hyperparameters). Define an __init__ method which sets up any necessary state and objects. Make sure your __init__ only uses standard keyword arguments and calls super().__init__() with a parameters dict. You may also override the fit, transform, fit_transform and other methods in this class if appropriate.
To see some examples, check out the definitions of any Transformer component.
- Parameters
parameters (dict) – Dictionary of parameters for the component. Defaults to None.
component_obj (obj) – Third-party objects useful in component implementation. Defaults to None.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
modifies_features
True
modifies_target
False
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fits on X and transforms X.
Loads component at file path.
Returns string name of this component.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- fit_transform(self, X, y=None)[source]#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- property name(cls)#
Returns string name of this component.
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- abstract transform(self, X, y=None)[source]#
Transforms data X.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Target data.
- Returns
Transformed X
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.Undersampler(sampling_ratio=0.25, sampling_ratio_dict=None, min_samples=100, min_percentage=0.1, random_seed=0, **kwargs)[source]#
Initializes an undersampling transformer to downsample the majority classes in the dataset.
This component is only run during training and not during predict.
- Parameters
sampling_ratio (float) – The smallest minority:majority ratio that is accepted as ‘balanced’. For instance, a 1:4 ratio would be represented as 0.25, while a 1:1 ratio is 1.0. Must be between 0 and 1, inclusive. Defaults to 0.25.
sampling_ratio_dict (dict) – A dictionary specifying the desired balanced ratio for each target value. For instance, in a binary case where class 1 is the minority, we could specify: sampling_ratio_dict={0: 0.5, 1: 1}, which means we would undersample class 0 to have twice the number of samples as class 1 (minority:majority ratio = 0.5), and don’t sample class 1. Overrides sampling_ratio if provided. Defaults to None.
min_samples (int) – The minimum number of samples that we must have for any class, pre or post sampling. If a class must be downsampled, it will not be downsampled past this value. To determine severe imbalance, the minority class must occur less often than this and must have a class ratio below min_percentage. Must be greater than 0. Defaults to 100.
min_percentage (float) – The minimum percentage of the minimum class to total dataset that we tolerate, as long as it is above min_samples. If min_percentage and min_samples are not met, treat this as severely imbalanced, and we will not resample the data. Must be between 0 and 0.5, inclusive. Defaults to 0.1.
random_seed (int) – The seed to use for random sampling. Defaults to 0.
- Raises
ValueError – If sampling_ratio is not in the range (0, 1].
ValueError – If min_sample is not greater than 0.
ValueError – If min_percentage is not between 0 and 0.5, inclusive.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
True
name
Undersampler
training_only
True
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits the sampler to the data.
Resampling technique for this sampler.
Fit and transform data using the sampler component.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms the input data by sampling the data.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y)#
Fits the sampler to the data.
- Parameters
X (pd.DataFrame) – Input features.
y (pd.Series) – Target.
- Returns
self
- Raises
ValueError – If y is None.
- fit_resample(self, X, y)[source]#
Resampling technique for this sampler.
- Parameters
X (pd.DataFrame) – Training data to fit and resample.
y (pd.Series) – Training data targets to fit and resample.
- Returns
Indices to keep for training data.
- Return type
list
- fit_transform(self, X, y)#
Fit and transform data using the sampler component.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
Transformed data.
- Return type
(pd.DataFrame, pd.Series)
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)[source]#
Transforms the input data by sampling the data.
- Parameters
X (pd.DataFrame) – Training features.
y (pd.Series) – Target.
- Returns
Transformed features and target.
- Return type
pd.DataFrame, pd.Series
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.URLFeaturizer(random_seed=0, **kwargs)[source]#
Transformer that can automatically extract features from URL.
- Parameters
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
{}
modifies_features
True
modifies_target
False
name
URL Featurizer
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Fits component to data.
Fits on X and transforms X.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Saves component at file path.
Transforms data X.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- fit(self, X, y=None)#
Fits component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]
- Returns
self
- Raises
MethodPropertyNotFoundError – If component does not have a fit method or a component_obj that implements fit.
- fit_transform(self, X, y=None)#
Fits on X and transforms X.
- Parameters
X (pd.DataFrame) – Data to fit and transform.
y (pd.Series) – Target data.
- Returns
Transformed X.
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- transform(self, X, y=None)#
Transforms data X.
- Parameters
X (pd.DataFrame) – Data to transform.
y (pd.Series, optional) – Target data.
- Returns
Transformed X
- Return type
pd.DataFrame
- Raises
MethodPropertyNotFoundError – If transformer does not have a transform method or a component_obj that implements transform.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.VARMAXRegressor(time_index: Optional[Hashable] = None, p: int = 1, q: int = 0, trend: Optional[str] = 'c', random_seed: Union[int, float] = 0, maxiter: int = 10, use_covariates: bool = False, **kwargs)[source]#
Vector Autoregressive Moving Average with eXogenous regressors model. The two parameters (p, q) are the AR order and the MA order. More information here: https://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.varmax.VARMAX.html.
Currently VARMAXRegressor isn’t supported via conda install. It’s recommended that it be installed via PyPI.
- Parameters
time_index (str) – Specifies the name of the column in X that provides the datetime objects. Defaults to None.
p (int) – Maximum Autoregressive order. Defaults to 1.
q (int) – Maximum Moving Average order. Defaults to 0.
trend (str) – Controls the deterministic trend. Options are [‘n’, ‘c’, ‘t’, ‘ct’] where ‘c’ is a constant term, ‘t’ indicates a linear trend, and ‘ct’ is both. Can also be an iterable when defining a polynomial, such as [1, 1, 0, 1].
random_seed (int) – Seed for the random number generator. Defaults to 0.
max_iter (int) – Maximum number of iterations for solver. Defaults to 10.
use_covariates (bool) – If True, will pass exogenous variables in fit/predict methods. If False, forecasts will solely be based off of the datetimes and target values. Defaults to True.
Attributes
hyperparameter_ranges
{ “p”: Integer(1, 10), “q”: Integer(1, 10), “trend”: Categorical([‘n’, ‘c’, ‘t’, ‘ct’]),}
model_family
ModelFamily.VARMAX
modifies_features
True
modifies_target
False
name
VARMAX Regressor
supported_problem_types
[ProblemTypes.MULTISERIES_TIME_SERIES_REGRESSION]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Returns array of 0's with a length of 1 as feature_importance is not defined for VARMAX regressor.
Fits VARMAX regressor to data.
Find the prediction intervals using the fitted VARMAXRegressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using fitted VARMAX regressor.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) numpy.ndarray #
Returns array of 0’s with a length of 1 as feature_importance is not defined for VARMAX regressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.DataFrame] = None)[source]#
Fits VARMAX regressor to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.DataFrane) – The target training data of shape [n_samples, n_series_id_values].
- Returns
self
- Raises
ValueError – If y was not passed in.
- get_prediction_intervals(self, X: pandas.DataFrame, y: pandas.DataFrame = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] [source]#
Find the prediction intervals using the fitted VARMAXRegressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.DataFrame) – Target data of shape [n_samples, n_series_id_values]. Optional.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Not used for VARMAX regressor.
- Returns
A dict of prediction intervals, where the dict is in the format {series_id: {coverage}_lower or {coverage}_upper}.
- Return type
dict[dict]
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame, y: Optional[pandas.DataFrame] = None) pandas.Series [source]#
Make predictions using fitted VARMAX regressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.DataFrame) – Target data of shape [n_samples, n_series_id_values].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
ValueError – If X was passed to fit but not passed in predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.VowpalWabbitBinaryClassifier(loss_function='logistic', learning_rate=0.5, decay_learning_rate=1.0, power_t=0.5, passes=1, random_seed=0, **kwargs)[source]#
Vowpal Wabbit Binary Classifier.
- Parameters
loss_function (str) – Specifies the loss function to use. One of {“squared”, “classic”, “hinge”, “logistic”, “quantile”}. Defaults to “logistic”.
learning_rate (float) – Boosting learning rate. Defaults to 0.5.
decay_learning_rate (float) – Decay factor for learning_rate. Defaults to 1.0.
power_t (float) – Power on learning rate decay. Defaults to 0.5.
passes (int) – Number of training passes. Defaults to 1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
None
model_family
ModelFamily.VOWPAL_WABBIT
modifies_features
True
modifies_target
False
name
Vowpal Wabbit Binary Classifier
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.TIME_SERIES_BINARY,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance for Vowpal Wabbit classifiers. This is not implemented.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance for Vowpal Wabbit classifiers. This is not implemented.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.VowpalWabbitMulticlassClassifier(loss_function='logistic', learning_rate=0.5, decay_learning_rate=1.0, power_t=0.5, passes=1, random_seed=0, **kwargs)[source]#
Vowpal Wabbit Multiclass Classifier.
- Parameters
loss_function (str) – Specifies the loss function to use. One of {“squared”, “classic”, “hinge”, “logistic”, “quantile”}. Defaults to “logistic”.
learning_rate (float) – Boosting learning rate. Defaults to 0.5.
decay_learning_rate (float) – Decay factor for learning_rate. Defaults to 1.0.
power_t (float) – Power on learning rate decay. Defaults to 0.5.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
None
model_family
ModelFamily.VOWPAL_WABBIT
modifies_features
True
modifies_target
False
name
Vowpal Wabbit Multiclass Classifier
supported_problem_types
[ ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance for Vowpal Wabbit classifiers. This is not implemented.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance for Vowpal Wabbit classifiers. This is not implemented.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.VowpalWabbitRegressor(learning_rate=0.5, decay_learning_rate=1.0, power_t=0.5, passes=1, random_seed=0, **kwargs)[source]#
Vowpal Wabbit Regressor.
- Parameters
learning_rate (float) – Boosting learning rate. Defaults to 0.5.
decay_learning_rate (float) – Decay factor for learning_rate. Defaults to 1.0.
power_t (float) – Power on learning rate decay. Defaults to 0.5.
passes (int) – Number of training passes. Defaults to 1.
random_seed (int) – Seed for the random number generator. Defaults to 0.
Attributes
hyperparameter_ranges
None
model_family
ModelFamily.VOWPAL_WABBIT
modifies_features
True
modifies_target
False
name
Vowpal Wabbit Regressor
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance for Vowpal Wabbit regressor.
Fits estimator to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using selected features.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance for Vowpal Wabbit regressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)#
Fits estimator to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series #
Make predictions using selected features.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.XGBoostClassifier(eta=0.1, max_depth=6, min_child_weight=1, n_estimators=100, random_seed=0, eval_metric='logloss', n_jobs=12, **kwargs)[source]#
XGBoost Classifier.
- Parameters
eta (float) – Boosting learning rate. Defaults to 0.1.
max_depth (int) – Maximum tree depth for base learners. Defaults to 6.
min_child_weight (float) – Minimum sum of instance weight (hessian) needed in a child. Defaults to 1.0
n_estimators (int) – Number of gradient boosted trees. Equivalent to number of boosting rounds. Defaults to 100.
random_seed (int) – Seed for the random number generator. Defaults to 0.
n_jobs (int) – Number of parallel threads used to run xgboost. Note that creating thread contention will significantly slow down the algorithm. Defaults to 12.
Attributes
hyperparameter_ranges
{ “eta”: Real(0.000001, 1), “max_depth”: Integer(1, 10), “min_child_weight”: Real(1, 10), “n_estimators”: Integer(1, 1000),}
model_family
ModelFamily.XGBOOST
modifies_features
True
modifies_target
False
name
XGBoost Classifier
SEED_MAX
None
SEED_MIN
None
supported_problem_types
[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance of fitted XGBoost classifier.
Fits XGBoost classifier component to data.
Find the prediction intervals using the fitted regressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using the fitted XGBoost classifier.
Make predictions using the fitted CatBoost classifier.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self)#
Feature importance of fitted XGBoost classifier.
- fit(self, X, y=None)[source]#
Fits XGBoost classifier component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] #
Find the prediction intervals using the fitted regressor.
This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- Raises
MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X)[source]#
Make predictions using the fitted XGBoost classifier.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.DataFrame
- predict_proba(self, X)[source]#
Make predictions using the fitted CatBoost classifier.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.DataFrame
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.
- class evalml.pipelines.components.XGBoostRegressor(eta: float = 0.1, max_depth: int = 6, min_child_weight: int = 1, n_estimators: int = 100, random_seed: Union[int, float] = 0, n_jobs: int = 12, **kwargs)[source]#
XGBoost Regressor.
- Parameters
eta (float) – Boosting learning rate. Defaults to 0.1.
max_depth (int) – Maximum tree depth for base learners. Defaults to 6.
min_child_weight (float) – Minimum sum of instance weight (hessian) needed in a child. Defaults to 1.0
n_estimators (int) – Number of gradient boosted trees. Equivalent to number of boosting rounds. Defaults to 100.
random_seed (int) – Seed for the random number generator. Defaults to 0.
n_jobs (int) – Number of parallel threads used to run xgboost. Note that creating thread contention will significantly slow down the algorithm. Defaults to 12.
Attributes
hyperparameter_ranges
{ “eta”: Real(0.000001, 1), “max_depth”: Integer(1, 20), “min_child_weight”: Real(1, 10), “n_estimators”: Integer(1, 1000),}
model_family
ModelFamily.XGBOOST
modifies_features
True
modifies_target
False
name
XGBoost Regressor
SEED_MAX
None
SEED_MIN
None
supported_problem_types
[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION,]
training_only
False
Methods
Constructs a new component with the same parameters and random state.
Returns the default parameters for this component.
Describe a component and its parameters.
Feature importance of fitted XGBoost regressor.
Fits XGBoost regressor component to data.
Find the prediction intervals using the fitted XGBoostRegressor.
Loads component at file path.
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
Returns the parameters which were used to initialize the component.
Make predictions using fitted XGBoost regressor.
Make probability estimates for labels.
Saves component at file path.
Updates the parameter dictionary of the component.
- clone(self)#
Constructs a new component with the same parameters and random state.
- Returns
A new instance of this component with identical parameters and random state.
- default_parameters(cls)#
Returns the default parameters for this component.
Our convention is that Component.default_parameters == Component().parameters.
- Returns
Default parameters for this component.
- Return type
dict
- describe(self, print_name=False, return_dict=False)#
Describe a component and its parameters.
- Parameters
print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}
- Returns
Returns dictionary if return_dict is True, else None.
- Return type
None or dict
- property feature_importance(self) pandas.Series #
Feature importance of fitted XGBoost regressor.
- fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)[source]#
Fits XGBoost regressor component to data.
- Parameters
X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series, optional) – The target training data of length [n_samples].
- Returns
self
- get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series] [source]#
Find the prediction intervals using the fitted XGBoostRegressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (List[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.
- Returns
Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.
- Return type
dict
- static load(file_path)#
Loads component at file path.
- Parameters
file_path (str) – Location to load file.
- Returns
ComponentBase object
- needs_fitting(self)#
Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.
- Returns
True.
- property parameters(self)#
Returns the parameters which were used to initialize the component.
- predict(self, X: pandas.DataFrame) pandas.Series [source]#
Make predictions using fitted XGBoost regressor.
- Parameters
X (pd.DataFrame) – Data of shape [n_samples, n_features].
- Returns
Predicted values.
- Return type
pd.Series
- predict_proba(self, X: pandas.DataFrame) pandas.Series #
Make probability estimates for labels.
- Parameters
X (pd.DataFrame) – Features.
- Returns
Probability estimates.
- Return type
pd.Series
- Raises
MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.
- save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#
Saves component at file path.
- Parameters
file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.
- update_parameters(self, update_dict, reset_fit=True)#
Updates the parameter dictionary of the component.
- Parameters
update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.