elsander / civisml-extensions

scikit-learn-compatible estimators from Civis Analytics

civisml-extensions

scikit-learn-compatible estimators from Civis Analytics

Installation

Installation with pip is recommended:

$ pip install civisml-extensions

For development, a few additional dependencies are needed:

$ pip install -r dev-requirements.txt

Contents and Usage

This package contains scikit-learn-compatible estimators for stacking ( StackedClassifier, StackedRegressor), non-negative linear regression ( NonNegativeLinearRegression), preprocessing pandas DataFrames ( DataFrameETL), and using Hyperband for cross-validating hyperparameters ( HyperbandSearchCV).

Usage of these estimators follows the standard sklearn conventions. Here is an example of using the StackedClassifier:

>>> from sklearn.linear_model import LogisticRegression
>>> from sklearn.ensemble import RandomForestClassifier
>>> from civismlext.stacking import StackedClassifier
>>> # Note that the final estimator 'metalr' is the meta-estimator
>>> estlist = [('rf', RandomForestClassifier()),
>>>            ('lr', LogisticRegression()),
>>>            ('metalr', LogisticRegression())]
>>> mysm = StackedClassifier(estlist)
>>> # Set some parameters, if you didn't set them at instantiation
>>> mysm.set_params(rf__random_state=7, lr__random_state=8,
>>>                 metalr__random_state=9, metalr__C=10**7)
>>> # Fit
>>> mysm.fit(Xtrain, ytrain)
>>> # Predict!
>>> ypred = mysm.predict_proba(Xtest)

You can learn more about stacking and see an example use of the StackedRegressor and NonNegativeLinearRegression estimators in a talk presented at PyData NYC in November, 2017.

See the doc strings of the various estimators for more information.

Contributing

See CONTIBUTING.md for information about contributing to this project.

License

BSD-3

See LICENSE.md for details.