gemseo / mlearning / regression

# polyreg module¶

The polynomial model for regression.

Polynomial regression class is a particular case of the linear regression, where the input data is transformed before the regression is applied. This transform consists of creating a matrix of monomials (Vandermonde) by raising the input data to different powers up to a certain degree $$D$$. In the case where there is only one input variable, the input data $$(x_i)_{i=1, \dots, n}\in\mathbb{R}^n$$ is transformed into the Vandermonde matrix

$\begin{split}\begin{pmatrix} x_1^1 & x_1^2 & \cdots & x_1^D\\ x_2^1 & x_2^2 & \cdots & x_2^D\\ \vdots & \vdots & \ddots & \vdots\\ x_n^1 & x_n^2 & \cdots & x_n^D\\ \end{pmatrix} = (x_i^d)_{i=1, \dots, n;\ d=1, \dots, D}.\end{split}$

The output is expressed as a weighted sum of monomials:

$y = w_0 + w_1 x^1 + w_2 x^2 + ... + w_D x^D,$

where the coefficients $$(w_1, w_2, ..., w_d)$$ and the intercept $$w_0$$ are estimated by least square regression.

In the case of a multidimensional input, i.e. $$X = (x_{ij})_{i=1,\dots,n; j=1,\dots,m}$$, where $$n$$ is the number of samples and $$m$$ is the number of input variables, the Vandermonde matrix is expressed through different combinations of monomials of degree $$d, (1 \leq d \leq D)$$; e.g. for three variables $$(x, y, z)$$ and degree $$D=3$$, the different terms are $$x$$, $$y$$, $$z$$, $$x^2$$, $$xy$$, $$xz$$, $$y^2$$, $$yz$$, $$z^2$$, $$x^3$$, $$x^2y$$ etc. More generally, for m input variables, the total number of monomials of degree $$1 \leq d \leq D$$ is given by $$P = \binom{m+D}{m} = \frac{(m+D)!}{m!D!}$$. In the case of 3 input variables given above, the total number of monomial combinations of degree lesser than or equal to three is thus $$P = \binom{6}{3} = 20$$. The linear regression has to identify the coefficients $$(w_1, \dots, w_P)$$, in addition to the intercept $$w_0$$.

This concept is implemented through the PolynomialRegression class which inherits from the MLRegressionAlgo class.

## Dependence¶

The polynomial regression model relies on the LinearRegression class of the LinearRegression and PolynomialFeatures classes of the scikit-learn library.

Classes:

 PolynomialRegression(data, degree[, ...]) Polynomial regression.
class gemseo.mlearning.regression.polyreg.PolynomialRegression(data, degree, transformer=None, input_names=None, output_names=None, fit_intercept=True, penalty_level=0.0, l2_penalty_ratio=1.0, **parameters)[source]

Polynomial regression.

learning_set

The learning dataset.

Type

Dataset

parameters

The parameters of the machine learning algorithm.

Type

Dict[str,MLAlgoParameterType]

transformer

The strategies to transform the variables. The values are instances of Transformer while the keys are the names of either the variables or the groups of variables, e.g. “inputs” or “outputs” in the case of the regression algorithms. If a group is specified, the Transformer will be applied to all the variables of this group. If None, do not transform the variables.

Type

Dict[str,Transformer]

algo

The interfaced machine learning algorithm.

Type

Any

input_names

The names of the input variables.

Type

List[str]

output_names

The names of the output variables.

Type

List[str]

input_space_center

The center of the input space.

Type

Dict[str,ndarray]

Initialize self. See help(type(self)) for accurate signature.

Parameters
• data (Dataset) – The learning dataset.

• degree (int) – The polynomial degree.

• transformer (Optional[TransformerType]) –

The strategies to transform the variables. The values are instances of Transformer while the keys are the names of either the variables or the groups of variables, e.g. “inputs” or “outputs” in the case of the regression algorithms. If a group is specified, the Transformer will be applied to all the variables of this group. If None, do not transform the variables.

By default it is set to None.

• input_names (Optional[Iterable[str]]) –

The names of the input variables. If None, consider all input variables mentioned in the learning dataset.

By default it is set to None.

• output_names (Optional[Iterable[str]]) –

The names of the output variables. If None, consider all input variables mentioned in the learning dataset.

By default it is set to None.

• fit_intercept (bool) –

Whether to fit the intercept.

By default it is set to True.

• penalty_level (float) –

The penalty level greater or equal to 0. If 0, there is no penalty.

By default it is set to 0.0.

• l2_penalty_ratio (float) –

The penalty ratio related to the l2 regularization. If 1, the penalty is the Ridge penalty. If 0, this is the Lasso penalty. Between 0 and 1, the penalty is the ElasticNet penalty.

By default it is set to 1.0.

• **parameters (Optional[Union[float,int,str,bool]]) – The parameters of the machine learning algorithm.

Raises

ValueError – If the degree is lower than one.

Return type

None

Attributes:

 ABBR DEFAULT_TRANSFORMER FILENAME LIBRARY coefficients The regression coefficients of the linear model. input_data The input data matrix. input_shape The dimension of the input variables before applying the transformers. intercept The regression intercepts of the linear model. is_trained Return whether the algorithm is trained. learning_samples_indices The indices of the learning samples used for the training. output_data The output data matrix. output_shape The dimension of the output variables before applying the transformers.

Classes:

 Machine learning regression model decorators.

Methods:

 get_coefficients([as_dict]) Return the regression coefficients of the linear model. get_intercept([as_dict]) Return the regression intercepts of the linear model. learn([samples]) Train the machine learning algorithm from the learning dataset. load_algo(directory) Load a machine learning algorithm from a directory. predict(input_data, *args, **kwargs) Evaluate 'predict' with either array or dictionary-based input data. predict_jacobian(input_data, *args, **kwargs) Evaluate 'predict_jac' with either array or dictionary-based data. predict_raw(input_data) Predict output data from input data. save([directory, path, save_learning_set]) Save the machine learning algorithm.
ABBR = 'PolyReg'
DEFAULT_TRANSFORMER = {'inputs': <gemseo.mlearning.transform.scaler.min_max_scaler.MinMaxScaler object>, 'outputs': <gemseo.mlearning.transform.scaler.min_max_scaler.MinMaxScaler object>}
class DataFormatters

Machine learning regression model decorators.

Methods:

 format_dict(predict) Make an array-based function be called with a dictionary of NumPy arrays. format_dict_jacobian(predict_jac) Wrap an array-based function to make it callable with a dictionary of NumPy arrays. format_input_output(predict) Make a function robust to type, array shape and data transformation. format_samples(predict) Make a 2D NumPy array-based function work with 1D NumPy array. format_transform([transform_inputs, ...]) Force a function to transform its input and/or output variables. transform_jacobian(predict_jac) Apply transformation to inputs and inverse transformation to outputs.
classmethod format_dict(predict)

Make an array-based function be called with a dictionary of NumPy arrays.

Parameters

predict (Callable[[numpy.ndarray], numpy.ndarray]) – The function to be called; it takes a NumPy array in input and returns a NumPy array.

Returns

A function making the function ‘predict’ work with either a NumPy data array or a dictionary of NumPy data arrays indexed by variables names. The evaluation will have the same type as the input data.

Return type

Callable[[Union[numpy.ndarray, Mapping[str, numpy.ndarray]]], Union[numpy.ndarray, Mapping[str, numpy.ndarray]]]

classmethod format_dict_jacobian(predict_jac)

Wrap an array-based function to make it callable with a dictionary of NumPy arrays.

Parameters

predict_jac (Callable[[numpy.ndarray], numpy.ndarray]) – The function to be called; it takes a NumPy array in input and returns a NumPy array.

Returns

The wrapped ‘predict_jac’ function, callable with either a NumPy data array or a dictionary of numpy data arrays indexed by variables names. The return value will have the same type as the input data.

Return type

Callable[[Union[numpy.ndarray, Mapping[str, numpy.ndarray]]], Union[numpy.ndarray, Mapping[str, numpy.ndarray]]]

classmethod format_input_output(predict)

Make a function robust to type, array shape and data transformation.

Parameters

predict (Callable[[numpy.ndarray], numpy.ndarray]) – The function of interest to be called.

Returns

A function calling the function of interest ‘predict’, while guaranteeing consistency in terms of data type and array shape, and applying input and/or output data transformation if required.

Return type

Callable[[Union[numpy.ndarray, Mapping[str, numpy.ndarray]]], Union[numpy.ndarray, Mapping[str, numpy.ndarray]]]

classmethod format_samples(predict)

Make a 2D NumPy array-based function work with 1D NumPy array.

Parameters

predict (Callable[[numpy.ndarray], numpy.ndarray]) – The function to be called; it takes a 2D NumPy array in input and returns a 2D NumPy array. The first dimension represents the samples while the second one represents the components of the variables.

Returns

A function making the function ‘predict’ work with either a 1D NumPy array or a 2D NumPy array. The evaluation will have the same dimension as the input data.

Return type

Callable[[numpy.ndarray], numpy.ndarray]

classmethod format_transform(transform_inputs=True, transform_outputs=True)

Force a function to transform its input and/or output variables.

Parameters
• transform_inputs (bool) –

Whether to transform the input variables.

By default it is set to True.

• transform_outputs (bool) –

Whether to transform the output variables.

By default it is set to True.

Returns

A function evaluating a function of interest, after transforming its input data and/or before transforming its output data.

Return type

Callable[[numpy.ndarray], numpy.ndarray]

classmethod transform_jacobian(predict_jac)

Apply transformation to inputs and inverse transformation to outputs.

Parameters

predict_jac (Callable[[numpy.ndarray], numpy.ndarray]) – The function of interest to be called.

Returns

A function evaluating the function ‘predict_jac’, after transforming its input data and/or before transforming its output data.

Return type

Callable[[numpy.ndarray], numpy.ndarray]

FILENAME = 'ml_algo.pkl'
LIBRARY = 'scikit-learn'
property coefficients

The regression coefficients of the linear model.

get_coefficients(as_dict=False)[source]

Return the regression coefficients of the linear model.

Parameters

as_dict (bool) –

If True, return the coefficients as a dictionary of Numpy arrays indexed by the names of the coefficients. Otherwise, return the coefficients as a Numpy array. For now the only valid value is False.

By default it is set to False.

Returns

The regression coefficients of the linear model.

Raises

NotImplementedError – If the coefficients are required as a dictionary.

Return type

Union[numpy.ndarray, Mapping[str, numpy.ndarray]]

get_intercept(as_dict=True)

Return the regression intercepts of the linear model.

Parameters

as_dict (bool) –

If True, return the intercepts as a dictionary. Otherwise, return the intercepts as a numpy.array

By default it is set to True.

Returns

The regression intercepts of the linear model.

Raises

ValueError – If the coefficients are required as a dictionary even though the transformers change the variables dimensions.

Return type

Union[numpy.ndarray, Mapping[str, numpy.ndarray]]

property input_data

The input data matrix.

property input_shape

The dimension of the input variables before applying the transformers.

property intercept

The regression intercepts of the linear model.

property is_trained

Return whether the algorithm is trained.

learn(samples=None)

Train the machine learning algorithm from the learning dataset.

Parameters

samples (Optional[Sequence[int]]) –

The indices of the learning samples. If None, use the whole learning dataset.

By default it is set to None.

Return type

None

property learning_samples_indices

The indices of the learning samples used for the training.

Load a machine learning algorithm from a directory.

Parameters

directory (Union[str, pathlib.Path]) – The path to the directory where the machine learning algorithm is saved.

Return type

None

property output_data

The output data matrix.

property output_shape

The dimension of the output variables before applying the transformers.

predict(input_data, *args, **kwargs)

Evaluate ‘predict’ with either array or dictionary-based input data.

Firstly, the pre-processing stage converts the input data to a NumPy data array, if these data are expressed as a dictionary of NumPy data arrays.

Then, the processing evaluates the function ‘predict’ from this NumPy input data array.

Lastly, the post-processing transforms the output data to a dictionary of output NumPy data array if the input data were passed as a dictionary of NumPy data arrays.

Parameters
• input_data (Union[numpy.ndarray, Mapping[str, numpy.ndarray]]) – The input data.

• *args – The positional arguments of the function ‘predict’.

• **kwargs – The keyword arguments of the function ‘predict’.

Returns

The output data with the same type as the input one.

Return type

Union[numpy.ndarray, Mapping[str, numpy.ndarray]]

predict_jacobian(input_data, *args, **kwargs)

Evaluate ‘predict_jac’ with either array or dictionary-based data.

Firstly, the pre-processing stage converts the input data to a NumPy data array, if these data are expressed as a dictionary of NumPy data arrays.

Then, the processing evaluates the function ‘predict_jac’ from this NumPy input data array.

Lastly, the post-processing transforms the output data to a dictionary of output NumPy data array if the input data were passed as a dictionary of NumPy data arrays.

Parameters
• input_data – The input data.

• *args – The positional arguments of the function ‘predict_jac’.

• **kwargs – The keyword arguments of the function ‘predict_jac’.

Returns

The output data with the same type as the input one.

predict_raw(input_data)

Predict output data from input data.

Parameters

input_data (numpy.ndarray) – The input data with shape (n_samples, n_inputs).

Returns

The predicted output data with shape (n_samples, n_outputs).

Return type

numpy.ndarray

save(directory=None, path='.', save_learning_set=False)

Save the machine learning algorithm.

Parameters
• directory (Optional[str]) –

The name of the directory to save the algorithm.

By default it is set to None.

• path (Union[str, pathlib.Path]) –

The path to parent directory where to create the directory.

By default it is set to ..

• save_learning_set (bool) –

Whether to save the learning set or get rid of it to lighten the saved files.

By default it is set to False.

Returns

The path to the directory where the algorithm is saved.

Return type

str