linreg module¶

Linear regression model.

The linear regression model expresses the output variables as a weighted sum of the input ones:

\[y = w_0 + w_1x_1 + w_2x_2 + ... + w_dx_d + \alpha \left( \lambda \|w\|_2 + (1-\lambda) \|w\|_1 \right),\]

where the coefficients \((w_1, w_2, ..., w_d)\) and the intercept \(w_0\) are estimated by least square regression. They are easily accessible via the arguments coefficients and intercept.

The penalty level \(\alpha\) is a non-negative parameter intended to prevent overfitting, while the penalty ratio \(\lambda\in [0, 1]\) expresses the ratio between \(\ell_2\)- and \(\ell_1\)-regularization. When \(\lambda=1\), there is no \(\ell_1\)-regularization, and a Ridge regression is performed. When \(\lambda=0\), there is no \(\ell_2\)-regularization, and a Lasso regression is performed. For \(\lambda\) between 0 and 1, an Elastic Net regression is performed.

One may also choose not to penalize the regression at all, by setting \(\alpha=0\). In this case, a simple least squares regression is performed.

Dependence¶

The linear model relies on the LinearRegression, Ridge, Lasso and ElasticNet classes of the scikit-learn library.

class gemseo.mlearning.regression.linreg.LinearRegressor(data, transformer=mappingproxy({}), input_names=None, output_names=None, fit_intercept=True, penalty_level=0.0, l2_penalty_ratio=1.0, **parameters)[source]¶

Bases: MLRegressionAlgo

Linear regression model.

Parameters:

data (Dataset) – The learning dataset.
transformer (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 IDENTITY, do not transform the variables.

By default it is set to {}.
input_names (Iterable[str] | None) – The names of the input variables. If None, consider all the input variables of the learning dataset.
output_names (Iterable[str] | None) – The names of the output variables. If None, consider all the output variables of the learning dataset.
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, use the Ridge penalty. If 0, use the Lasso penalty. Between 0 and 1, use the ElasticNet penalty.

By default it is set to 1.0.
**parameters (float | int | str | bool | None) – The parameters of the machine learning algorithm.

Raises:

ValueError – When both the variable and the group it belongs to have a transformer.

class DataFormatters¶

Bases: DataFormatters

Machine learning regression model decorators.

classmethod format_dict(predict)¶

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

Parameters:: predict (Callable[[ndarray], 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[ndarray, Mapping[str, ndarray]]], Union[ndarray, Mapping[str, 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[[ndarray], 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[ndarray, Mapping[str, ndarray]]], Union[ndarray, Mapping[str, ndarray]]]

classmethod format_input_output(predict)¶

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

Parameters:: predict (Callable[[ndarray], 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[ndarray, Mapping[str, ndarray]]], Union[ndarray, Mapping[str, ndarray]]]

classmethod format_samples(predict)¶

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

Parameters:: predict (Callable[[ndarray], 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[[ndarray], 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[[ndarray], ndarray]

classmethod transform_jacobian(predict_jac)¶

Apply transformation to inputs and inverse transformation to outputs.

Parameters:: predict_jac (Callable[[ndarray], 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[[ndarray], ndarray]

get_coefficients(as_dict=True)[source]¶

Return the regression coefficients of the linear model.

Parameters:

as_dict (bool) –

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

By default it is set to True.

Returns:

The regression coefficients 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[ndarray, Mapping[str, ndarray]]

get_intercept(as_dict=True)[source]¶

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[ndarray, Mapping[str, ndarray]]

learn(samples=None, fit_transformers=True)¶

Train the machine learning algorithm from the learning dataset.

Parameters:

samples (Sequence[int] | None) – The indices of the learning samples. If None, use the whole learning dataset.
fit_transformers (bool) –
Whether to fit the variable transformers.

By default it is set to True.

Return type:

None

load_algo(directory)¶

Load a machine learning algorithm from a directory.

Parameters:: directory (str | Path) – The path to the directory where the machine learning algorithm is saved.
Return type:: None

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[ndarray, Mapping[str, 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[ndarray, Mapping[str, 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 (ndarray) – The input data with shape (n_samples, n_inputs).
Returns:: The predicted output data with shape (n_samples, n_outputs).
Return type:: ndarray

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

Save the machine learning algorithm.

Parameters:

directory (str | None) – The name of the directory to save the algorithm.
path (str | 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

DEFAULT_TRANSFORMER: DefaultTransformerType = mappingproxy({'inputs': <gemseo.mlearning.transform.scaler.min_max_scaler.MinMaxScaler object>, 'outputs': <gemseo.mlearning.transform.scaler.min_max_scaler.MinMaxScaler object>})¶: The default transformer for the input and output data, if any.

FILENAME: ClassVar[str] = 'ml_algo.pkl'¶

IDENTITY: Final[DefaultTransformerType] = mappingproxy({})¶: A transformer leaving the input and output variables as they are.

LIBRARY: Final[str] = 'scikit-learn'¶: The name of the library of the wrapped machine learning algorithm.

SHORT_ALGO_NAME: ClassVar[str] = 'LinReg'¶

The short name of the machine learning algorithm, often an acronym.

Typically used for composite names, e.g. f"{algo.SHORT_ALGO_NAME}_{dataset.name}" or f"{algo.SHORT_ALGO_NAME}_{discipline.name}".

algo: Any¶: The interfaced machine learning algorithm.

property coefficients: ndarray¶: The regression coefficients of the linear model.

property input_data: ndarray¶: The input data matrix.

property input_dimension: int¶: The input space dimension.

input_names: list[str]¶: The names of the input variables.

input_space_center: dict[str, ndarray]¶: The center of the input space.

property intercept: ndarray¶: The regression intercepts of the linear model.

property is_trained: bool¶: Return whether the algorithm is trained.

property learning_samples_indices: Sequence[int]¶: The indices of the learning samples used for the training.

learning_set: Dataset¶: The learning dataset.

property output_data: ndarray¶: The output data matrix.

property output_dimension: int¶: The output space dimension.

output_names: list[str]¶: The names of the output variables.

parameters: dict[str, MLAlgoParameterType]¶: The parameters of the machine learning algorithm.

transformer: dict[str, Transformer]¶

The strategies to transform the variables, if any.

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.

Examples using LinearRegressor¶

API

Linear regression