add multitask regressors to Lazy*Classifier

examples/multitask_regressor.py

@@ -0,0 +1,21 @@
+import mlsauce as ms
+from sklearn.datasets import load_iris
+from sklearn.preprocessing import OneHotEncoder
+from sklearn.linear_model import HuberRegressor, LinearRegression
+
+data = load_iris()
+X = data.data
+y = data.target
+y_encoded = OneHotEncoder().fit_transform(y.reshape(-1, 1)).toarray()
+
+obj = ms.MultiTaskRegressor(regr=HuberRegressor())
+
+obj.fit(X, y_encoded)
+
+print(obj.predict(X))
+
+obj2 = LinearRegression()
+
+obj2.fit(X, y_encoded)
+
+print(obj2.predict(X))

mlsauce.egg-info/PKG-INFO

@@ -0,0 +1,36 @@
+Metadata-Version: 2.1
+Name: mlsauce
+Version: 0.22.0
+Summary: Miscellaneous Statistical/Machine Learning tools
+Maintainer: T. Moudiki
+Maintainer-email: [email protected]
+License: BSD3 Clause Clear
+Platform: linux
+Platform: macosx
+Platform: windows
+Classifier: Development Status :: 2 - Pre-Alpha
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: BSD License
+Classifier: Natural Language :: English
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.5
+Classifier: Programming Language :: Python :: 3.6
+Classifier: Programming Language :: Python :: 3.7
+Classifier: Programming Language :: Python :: 3.8
+Requires-Python: >=3.5
+License-File: LICENSE
+Requires-Dist: numpy
+Requires-Dist: Cython
+Requires-Dist: joblib
+Requires-Dist: matplotlib
+Requires-Dist: nnetsauce
+Requires-Dist: pandas
+Requires-Dist: requests
+Requires-Dist: scikit-learn
+Requires-Dist: scipy
+Requires-Dist: tqdm
+Provides-Extra: alldeps
+Requires-Dist: numpy>=1.13.0; extra == "alldeps"
+Requires-Dist: scipy>=0.19.0; extra == "alldeps"
+
+Miscellaneous Statistical/Machine Learning tools

mlsauce.egg-info/SOURCES.txt

@@ -0,0 +1,75 @@
+LICENSE
+README.md
+setup.cfg
+setup.py
+mlsauce/__init__.py
+mlsauce/_config.py
+mlsauce/setup.py
+mlsauce.egg-info/PKG-INFO
+mlsauce.egg-info/SOURCES.txt
+mlsauce.egg-info/dependency_links.txt
+mlsauce.egg-info/not-zip-safe
+mlsauce.egg-info/requires.txt
+mlsauce.egg-info/top_level.txt
+mlsauce/adaopt/__init__.py
+mlsauce/adaopt/_adaopt.py
+mlsauce/adaopt/_adaoptc.c
+mlsauce/adaopt/setup.py
+mlsauce/adaopt/setup2.py
+mlsauce/adaopt/utils_adaopt.py
+mlsauce/booster/__init__.py
+mlsauce/booster/_booster_classifier.py
+mlsauce/booster/_booster_regressor.py
+mlsauce/booster/_boosterc.c
+mlsauce/booster/setup.py
+mlsauce/booster/setup2.py
+mlsauce/booster/utils_booster.py
+mlsauce/datasets/__init__.py
+mlsauce/datasets/dowload.py
+mlsauce/elasticnet/__init__.py
+mlsauce/elasticnet/_enet.py
+mlsauce/elasticnet/enet.py
+mlsauce/elasticnet/utils_enet.py
+mlsauce/lasso/__init__.py
+mlsauce/lasso/_lasso.py
+mlsauce/lasso/_lassoc.c
+mlsauce/lasso/setup.py
+mlsauce/lasso/setup2.py
+mlsauce/lasso/utils_lasso.py
+mlsauce/lazybooster/__init__.py
+mlsauce/lazybooster/config.py
+mlsauce/lazybooster/lazyboosterclassif.py
+mlsauce/lazybooster/lazyboosterregression.py
+mlsauce/multitaskregressor/__init__.py
+mlsauce/multitaskregressor/mtaskregr.py
+mlsauce/nonconformist/__init__.py
+mlsauce/nonconformist/acp.py
+mlsauce/nonconformist/base.py
+mlsauce/nonconformist/cp.py
+mlsauce/nonconformist/evaluation.py
+mlsauce/nonconformist/icp.py
+mlsauce/nonconformist/nc.py
+mlsauce/nonconformist/util.py
+mlsauce/predictioninterval/__init__.py
+mlsauce/predictioninterval/predictioninterval.py
+mlsauce/ridge/__init__.py
+mlsauce/ridge/_ridge.py
+mlsauce/ridge/_ridgec.c
+mlsauce/ridge/setup.py
+mlsauce/ridge/setup2.py
+mlsauce/ridge/utils_ridge.py
+mlsauce/stump/__init__.py
+mlsauce/stump/_stump_classifier.py
+mlsauce/stump/_stumpc.c
+mlsauce/stump/setup.py
+mlsauce/stump/setup2.py
+mlsauce/stump/utils_stump.py
+mlsauce/utils/__init__.py
+mlsauce/utils/get_beta.py
+mlsauce/utils/progress_bar.py
+mlsauce/utils/memoryuse/__init__.py
+mlsauce/utils/memoryuse/mem_usage.py
+mlsauce/utils/misc/__init__.py
+mlsauce/utils/misc/misc.py
+mlsauce/utils/sampling/__init__.py
+mlsauce/utils/sampling/rowsubsampling.py

mlsauce.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

mlsauce.egg-info/not-zip-safe

@@ -0,0 +1 @@
+

mlsauce.egg-info/requires.txt

@@ -0,0 +1,14 @@
+numpy
+Cython
+joblib
+matplotlib
+nnetsauce
+pandas
+requests
+scikit-learn
+scipy
+tqdm
+
+[alldeps]
+numpy>=1.13.0
+scipy>=0.19.0

mlsauce.egg-info/top_level.txt

@@ -0,0 +1 @@
+mlsauce

mlsauce/__init__.py

@@ -63,6 +63,7 @@
         GenericBoostingRegressor,
     )
     from .lazybooster import LazyBoostingClassifier, LazyBoostingRegressor
+    from .multitaskregressor import MultiTaskRegressor
     from .datasets import download
     from .elasticnet import ElasticNetRegressor
     from .lasso import LassoRegressor
@@ -83,6 +84,7 @@
         "RidgeRegressor",
         "LazyBoostingClassifier",
         "LazyBoostingRegressor",
+        "MultiTaskRegressor",
         # Other imports
         # "corrtarget_encoder",
         "download",

mlsauce/lazybooster/config.py

@@ -1,7 +1,9 @@
 import nnetsauce as ns
 from functools import partial
 from sklearn.base import RegressorMixin
+from ..multitaskregressor.mtaskregr import MultiTaskRegressor
 from sklearn.utils import all_estimators
+from ..utils import is_multitask_estimator
 
 removed_regressors = [
     "AdaBoostRegressor",
@@ -16,11 +18,11 @@
     "IsotonicRegression",
     "MLPRegressor",
     # "KernelRidge",
-    "MultiOutputRegressor",
-    "MultiTaskElasticNet",
-    "MultiTaskElasticNetCV",
-    "MultiTaskLasso",
-    "MultiTaskLassoCV",
+   #"MultiOutputRegressor",
+    #"MultiTaskElasticNet",
+    #"MultiTaskElasticNetCV",
+    #"MultiTaskLasso",
+    #"MultiTaskLassoCV",
     # "NuSVR",
     "OrthogonalMatchingPursuit",
     "OrthogonalMatchingPursuitCV",
@@ -43,3 +45,17 @@
         and (est[0] not in removed_regressors)
     )
 ]
+
+MTASKREGRESSORS = [
+    (
+        "GenericBooster(MultiTask(" + est[0] + "))", 
+        partial(MultiTaskRegressor, regr=est[1]()),
+    )
+    for est in all_estimators()
+    if (
+        issubclass(est[1], RegressorMixin)
+        and (est[0] not in removed_regressors)
+        and (est[0][:5] != "Multi")
+        and is_multitask_estimator(est[1]()) == False
+    )
+]

mlsauce/lazybooster/lazyboosterclassif.py

@@ -24,8 +24,9 @@
     roc_auc_score,
     f1_score,
 )
-from .config import REGRESSORS
+from .config import REGRESSORS, MTASKREGRESSORS
 from ..booster import GenericBoostingClassifier
+from ..multitaskregressor import MultiTaskRegressor
 
 import warnings
 
@@ -331,7 +332,7 @@ def fit(self, X_train, X_test, y_train, y_test, **kwargs):
                     print(exception)
 
         if self.estimators == "all":
-            self.classifiers = REGRESSORS
+            self.classifiers = REGRESSORS + MTASKREGRESSORS
         else:
             self.classifiers = [
                 ("GBoostClassifier(" + est[0] + ")", est[1]())
@@ -340,6 +341,13 @@ def fit(self, X_train, X_test, y_train, y_test, **kwargs):
                     issubclass(est[1], RegressorMixin)
                     and (est[0] in self.estimators)
                 )
+            ] + [
+                ("GBoostClassifier(MultiTask(" + est[0] + "))", partial(MultiTaskRegressor, regr=est[1]()))
+                for est in all_estimators()
+                if (
+                    issubclass(est[1], RegressorMixin)
+                    and (est[0] in self.estimators)
+                )
             ]
 
         if self.preprocess is True:

mlsauce/multitaskregressor/__init__.py

@@ -0,0 +1,3 @@
+from .mtaskregr import MultiTaskRegressor
+
+__all__ = ['MultiTaskRegressor']

mlsauce/multitaskregressor/mtaskregr.py

@@ -0,0 +1,71 @@
+import numpy as np
+import pandas as pd
+from copy import deepcopy
+from sklearn.base import BaseEstimator, RegressorMixin
+from ..utils import is_multitask_estimator
+
+class MultiTaskRegressor(BaseEstimator, RegressorMixin):
+    """
+    A class for multi-task regression
+
+    Parameters
+    ----------
+    regr: object
+        A regressor object
+
+    Attributes
+    ----------
+    objs: list
+        A list containing the fitted regressor objects
+
+    """
+    def __init__(self, regr):
+        assert is_multitask_estimator(regr) == False, "The regressor is already a multi-task regressor"
+        self.regr = regr
+        self.objs = []
+
+    def fit(self, X, y):
+        """
+        Fit the regressor
+
+        Parameters
+        ----------
+        X: array-like
+            The input data
+        y: array-like
+            The target values
+
+        """
+        n_tasks = y.shape[1]   
+        assert n_tasks > 1, "The number of columns in y must be greater than 1"
+        self.n_outputs_ = n_tasks     
+        try:  
+            for i in range(n_tasks):
+                self.regr.fit(X, y.iloc[:, i].values) 
+                self.objs.append(deepcopy(self.regr))
+        except Exception:
+            for i in range(n_tasks):
+                self.regr.fit(X, y[:, i])
+                self.objs.append(deepcopy(self.regr))
+        return self
+
+    def predict(self, X):
+        """
+        Predict the target values
+
+        Parameters
+        ----------
+        X: array-like
+            The input data
+
+        Returns
+        -------
+        y_pred: array-like
+            The predicted target values
+
+        """
+        assert len(self.objs) > 0, "The regressor has not been fitted yet"
+        y_pred = np.zeros((X.shape[0], self.n_outputs_))
+        for i in range(self.n_outputs_):
+            y_pred[:, i] = self.objs[i].predict(X)
+        return y_pred

mlsauce/utils/__init__.py

@@ -6,6 +6,7 @@
     is_float,
     is_factor,
     check_and_install,
+    is_multitask_estimator
 )
 from .progress_bar import Progbar
 from .get_beta import get_beta
@@ -20,4 +21,5 @@
     "Progbar",
     "get_beta",
     "check_and_install",
+    "is_multitask_estimator"
 ]

mlsauce/utils/misc/__init__.py

@@ -5,6 +5,7 @@
     is_float,
     is_factor,
     check_and_install,
+    is_multitask_estimator
 )
 
 
@@ -15,4 +16,5 @@
     "is_float",
     "is_factor",
     "check_and_install",
+    "is_multitask_estimator"
 ]

mlsauce/utils/misc/misc.py

@@ -134,6 +134,8 @@ def install_package(package_name):
         [sys.executable, "-m", "pip", "install", package_name]
     )
 
+def is_multitask_estimator(estimator):
+    return estimator._get_tags().get('multioutput', False)
 
 def check_and_install(package_name):
     """Check if a package is installed; if not, install it."""

setup.py

@@ -37,7 +37,7 @@
 MAINTAINER_EMAIL = '[email protected]'
 LICENSE = 'BSD3 Clause Clear'
 
-__version__ = '0.21.0'
+__version__ = '0.22.0'
 
 VERSION = __version__