gemseo.mlearning.regression.algos.moe module#
Mixture of experts for regression.
The mixture of experts (MoE) model expresses an output variable as the weighted sum of the outputs of local regression models, whose weights depend on the input data.
During the learning stage, the input space is divided into \(K\) clusters by a clustering model, then a classification model is built to map the input space to the cluster space, and finally a regression model \(f_k\) is built for the \(k\)-th cluster.
The classification may be either hard, in which case only one of the weights is equal to one, and the rest equal to zero:
or soft, in which case the weights express the probabilities of belonging to each cluster:
where \(x\) is the input data, \(y\) is the output data, \(K\) is the number of clusters, \((C_k)_{k=1,\cdots,K}\) are the input spaces associated to the clusters, \(I_{C_k}(x)\) is the indicator of class \(k\), \(\mathbb{P}(x \in C_k)\) is the probability that \(x\) belongs to cluster \(k\) and \(f_k(x)\) is the local regression model on cluster \(k\).
- class MOERegressor(data, settings_model=None, **settings)[source]#
Bases:
BaseRegressor
Mixture of experts for regression.
- Parameters:
data (Dataset) -- The learning dataset.
settings_model (BaseMLAlgoSettings | None) -- The machine learning algorithm settings as a Pydantic model. If
None
, use**settings
.**settings (Any) -- The machine learning algorithm settings. These arguments are ignored when
settings_model
is notNone
.
- Raises:
ValueError -- When both the variable and the group it belongs to have a transformer.
- DataFormatters#
alias of
MOEDataFormatters
- Settings#
alias of
MOE_Settings
- add_classifier_candidate(name, calib_space=None, calib_algo=mappingproxy({}), **option_lists)[source]#
Add a candidate for classification.
- Parameters:
name (str) -- The name of a classification algorithm.
calib_space (DesignSpace | None) -- The space defining the calibration variables.
calib_algo (dict[str, str | int]) --
The name and options of the DOE or optimization algorithm, e.g. {"algo": "fullfact", "n_samples": 10}). If
None
, do not perform calibration.By default it is set to {}.
**option_lists (list[MLAlgoSettingsType] | None) -- Parameters for the clustering algorithm candidate. Each parameter has to be enclosed within a list. The list may contain different values to try out for the given parameter, or only one.
- Return type:
None
- add_clusterer_candidate(name, calib_space=None, calib_algo=mappingproxy({}), **option_lists)[source]#
Add a candidate for clustering.
- Parameters:
name (str) -- The name of a clustering algorithm.
calib_space (DesignSpace | None) -- The space defining the calibration variables.
calib_algo (dict[str, str | int]) --
The name and options of the DOE or optimization algorithm, e.g. {"algo": "fullfact", "n_samples": 10}). If
None
, do not perform calibration.By default it is set to {}.
**option_lists (list[MLAlgoSettingsType] | None) -- Parameters for the clustering algorithm candidate. Each parameter has to be enclosed within a list. The list may contain different values to try out for the given parameter, or only one.
- Return type:
None
- add_regressor_candidate(name, calib_space=None, calib_algo=mappingproxy({}), **option_lists)[source]#
Add a candidate for regression.
- Parameters:
name (str) -- The name of a regression algorithm.
calib_space (DesignSpace | None) -- The space defining the calibration variables.
calib_algo (dict[str, str | int]) --
The name and options of the DOE or optimization algorithm, e.g. {"algo": "fullfact", "n_samples": 10}). If
None
, do not perform calibration.By default it is set to {}.
**option_lists (list[MLAlgoSettingsType] | None) -- Parameters for the clustering algorithm candidate. Each parameter has to be enclosed within a list. The list may contain different values to try out for the given parameter, or only one.
- Return type:
None
- predict_class(input_data)[source]#
Predict classes from input data.
The user can specify these input data either as a NumPy array, e.g.
array([1., 2., 3.])
or as a dictionary, e.g.{'a': array([1.]), 'b': array([2., 3.])}
.The output data type will be consistent with the input data type.
- predict_local_model(input_data, index)[source]#
Predict output data from input data.
The user can specify these input data either as a NumPy array, e.g.
array([1., 2., 3.])
or as a dictionary, e.g.{'a': array([1.]), 'b': array([2., 3.])}
.The output data type will be consistent with the input data type.
- set_classification_measure(measure, **eval_options)[source]#
Set the quality measure for the classification algorithms.
- Parameters:
measure (BaseMLAlgoQuality) -- The quality measure.
**eval_options (EvalOptionType) -- The options for the quality measure.
- Return type:
None
- set_classifier(classif_algo, **classif_params)[source]#
Set the classification algorithm.
- Parameters:
classif_algo (str) -- The name of the classification algorithm.
**classif_params (MLAlgoSettingsType | None) -- The parameters of the classification algorithm.
- Return type:
None
- set_clusterer(cluster_algo, **cluster_params)[source]#
Set the clustering algorithm.
- Parameters:
cluster_algo (str) -- The name of the clustering algorithm.
**cluster_params (MLAlgoSettingsType | None) -- The parameters of the clustering algorithm.
- Return type:
None
- set_clustering_measure(measure, **eval_options)[source]#
Set the quality measure for the clustering algorithms.
- Parameters:
measure (BaseMLAlgoQuality) -- The quality measure.
**eval_options (EvalOptionType) -- The options for the quality measure.
- Return type:
None
- set_regression_measure(measure, **eval_options)[source]#
Set the quality measure for the regression algorithms.
- Parameters:
measure (BaseMLAlgoQuality) -- The quality measure.
**eval_options (EvalOptionType) -- The options for the quality measure.
- Return type:
None
- set_regressor(regress_algo, **regress_params)[source]#
Set the regression algorithm.
- Parameters:
regress_algo (str) -- The name of the regression algorithm.
**regress_params (MLAlgoSettingsType | None) -- The parameters of the regression algorithm.
- Return type:
None
- SHORT_ALGO_NAME: ClassVar[str] = 'MoE'#
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}"
orf"{algo.SHORT_ALGO_NAME}_{discipline.name}"
.
- classif_measure: dict[str, str | EvalOptionType]#
The quality measure for the classification algorithms.
- classif_params: MLAlgoSettingsType#
The parameters of the classification algorithm.
- classifier: BaseClassifier#
The classification algorithm.
- cluster_measure: dict[str, str | EvalOptionType]#
The quality measure for the clustering algorithms.
- cluster_params: MLAlgoSettingsType#
The parameters of the clustering algorithm.
- clusterer: BaseClusterer#
The clustering algorithm.
- regress_measure: dict[str, str | EvalOptionType]#
The quality measure for the regression algorithms.
- regress_models: list[BaseRegressor]#
The regression algorithms.
- regress_params: MLAlgoSettingsType#
The parameters of the regression algorithm.