Merge pull request #55 from aigamedev/sklearn

Improved documentation, tests and support for sklearn.grid_search

docs/guide_advanced.rst

@@ -44,16 +44,15 @@ Here's how to setup such a pipeline with a multi-layer perceptron as a classifie
 You can then use the pipeline as you would the neural network, or any other standard API from scikit-learn.
 
 
-
 Grid Search
 -----------
 
-In scikit-learn, you can use a ``GridSearchCV`` to optimize your neural network's parameters automatically, both the top-level parameters and the parameters within the layers.  For example, assuming you have your MLP constructed as in the :ref:`Regression` example in the local variable called ``nn``, the layers are named automatically so you can refer to them as follows:
+In scikit-learn, you can use a ``GridSearchCV`` to optimize your neural network's hyper-parameters automatically, both the top-level parameters and the parameters within the layers.  For example, assuming you have your MLP constructed as in the :ref:`Regression` example in the local variable called ``nn``, the layers are named automatically so you can refer to them as follows:
 
     * ``hidden0``
     * ``hidden1``
     * ...
-    * ``output2``
+    * ``output``
 
 Keep in mind you can manually specify the ``name`` of any ``Layer`` in the constructor if you don't want the automatically assigned name.  Then, you can use sklearn's hierarchical parameters to perform a grid search over those nested parameters too: 
 
@@ -67,4 +66,23 @@ Keep in mind you can manually specify the ``name`` of any ``Layer`` in the const
         'hidden0__type': ["Rectifier", "Sigmoid", "Tanh"]})
     gs.fit(a_in, a_out)
     
-This will search through the listed ``learning_rate`` values, the number of hidden units and the activation type for that layer too, and find the best combination of parameters.
+This will search through the listed ``learning_rate`` values, the number of hidden units and the activation type for that layer too, and find the best combination of parameters.
+
+
+Randomized Search
+-----------------
+
+In the cases when you have large numbers of hyper-parameters that you want to try automatically to find a good combination, you can use a randomized search as follows:
+
+.. code:: python
+
+    from scipy import stats
+    from sklearn.grid_search import RandomizedSearchCV
+
+    rs = RandomizedSearchCV(nn, param_grid={
+        learning_rate: stats.uniform(0.001, 0.05),
+        'hidden0__units': stats.randint(4, 12),
+        'hidden0__type': ["Rectifier", "Sigmoid", "Tanh"]})
+    rs.fit(a_in, a_out)
+
+This works for both :class:`sknn.mlp.Classifier` and :class:`sknn.mlp.Regressor`.

sknn/mlp.py

@@ -48,9 +48,12 @@ class Layer(object):
 
     name: str, optional
         You optionally can specify a name for this layer, and its parameters
-        will then be accessible to `scikit-learn` via a nested sub-object.  For example,
-        if name is set to `hidden1`, then the parameter `hidden1__units` from the network
-        is bound to this layer's `units` variable.
+        will then be accessible to scikit-learn via a nested sub-object.  For example,
+        if name is set to ``layer1``, then the parameter ``layer1__units`` from the network
+        is bound to this layer's ``units`` variable.
+
+        The name defaults to ``hiddenN`` where N is the integer index of that layer, and the
+        final layer is always ``output`` without an index.
 
     units: int
         The number of units (also known as neurons) in this layer.  This applies to all
@@ -353,8 +356,7 @@ def __init__(
 
             # Layer names are optional, if not specified then generate one.
             if layer.name is None:
-                label = "hidden" if i < len(layers)-1 else "output"
-                layer.name = "%s%i" % (label, i)
+                layer.name = ("hidden%i" % i) if i < len(layers)-1 else "output"
 
             # sklearn may pass layers in as additional named parameters, remove them.
             if layer.name in params:

sknn/tests/test_layers.py

@@ -10,7 +10,7 @@ class TestNestedParameters(unittest.TestCase):
     def test_GetParamsIncludesLayers(self):
         nn = MLPR(layers=[L("Linear", units=123)])
         p = nn.get_params()
-        assert_in('output0', p)
+        assert_in('output', p)
 
     def test_GetParamsMissingLayer(self):
         nn = MLPR(layers=[L("Linear", units=123)])
@@ -19,9 +19,9 @@ def test_GetParamsMissingLayer(self):
 
     def test_SetParamsDoubleUnderscore(self):
         nn = MLPR(layers=[L("Linear", units=123)])
-        nn.set_params(output0__units=456)
+        nn.set_params(output__units=456)
         assert_equal(nn.layers[0].units, 456)
 
     def test_SetParamsValueError(self):
         nn = MLPR(layers=[L("Linear")])
-        assert_raises(ValueError, nn.set_params, output0__range=1.0)
+        assert_raises(ValueError, nn.set_params, output__range=1.0)

sknn/tests/test_sklearn.py

@@ -2,32 +2,57 @@
 from nose.tools import (assert_equal, assert_raises, assert_in, assert_not_in)
 
 import numpy
-from sklearn.grid_search import GridSearchCV
+from scipy.stats import randint, uniform
+
+from sklearn.grid_search import GridSearchCV, RandomizedSearchCV
 from sklearn.cross_validation import cross_val_score
 
-from sknn.mlp import Regressor as MLPR
+from sknn.mlp import Regressor as MLPR, Classifier as MLPC
 from sknn.mlp import Layer as L
 
 
-class TestGridSearch(unittest.TestCase):
-
-    def test_RegressorGlobalParams(self):
-        a_in = numpy.random.uniform(0.0, 1.0, (64,16))
-        a_out = numpy.zeros((64,1))
+class TestGridSearchRegressor(unittest.TestCase):
+
+    __estimator__ = MLPR
+
+    def setUp(self):
+        self.a_in = numpy.random.uniform(0.0, 1.0, (64,16))
+        self.a_out = numpy.zeros((64,1))
 
+    def test_GridGlobalParams(self):
         clf = GridSearchCV(
-                    MLPR(layers=[L("Linear")], n_iter=1),
+                    self.__estimator__(layers=[L("Linear")], n_iter=1),
                     param_grid={'learning_rate': [0.01, 0.001]})
-        clf.fit(a_in, a_out)
-
-    def test_RegressorLayerParams(self):
-        a_in = numpy.random.uniform(0.0, 1.0, (64,16))
-        a_out = numpy.zeros((64,1))
+        clf.fit(self.a_in, self.a_out)
 
+    def test_GridLayerParams(self):
         clf = GridSearchCV(
-                    MLPR(layers=[L("Rectifier", units=12), L("Linear")], n_iter=1),
+                    self.__estimator__(layers=[L("Rectifier", units=12), L("Linear")], n_iter=1),
                     param_grid={'hidden0__units': [4, 8, 12]})
-        clf.fit(a_in, a_out)
+        clf.fit(self.a_in, self.a_out)
+
+    def test_RandomGlobalParams(self):
+        clf = RandomizedSearchCV(
+                    self.__estimator__(layers=[L("Softmax")], n_iter=1),
+                    param_distributions={'learning_rate': uniform(0.001, 0.01)},
+                    n_iter=2)
+        clf.fit(self.a_in, self.a_out)
+
+    def test_RandomLayerParams(self):
+        clf = RandomizedSearchCV(
+                    self.__estimator__(layers=[L("Softmax", units=12), L("Linear")], n_iter=1),
+                    param_distributions={'hidden0__units': randint(4, 12)},
+                    n_iter=2)
+        clf.fit(self.a_in, self.a_out)
+
+
+class TestGridSearchClassifier(TestGridSearchRegressor):
+
+    __estimator__ = MLPC
+
+    def setUp(self):
+        self.a_in = numpy.random.uniform(0.0, 1.0, (64,16))
+        self.a_out = numpy.random.randint(0, 4, (64,))
 
 
 class TestCrossValidation(unittest.TestCase):
@@ -37,3 +62,9 @@ def test_Regressor(self):
         a_out = numpy.zeros((64,1))
 
         cross_val_score(MLPR(layers=[L("Linear")], n_iter=1), a_in, a_out, cv=5)
+
+    def test_Classifier(self):
+        a_in = numpy.random.uniform(0.0, 1.0, (64,16))
+        a_out = numpy.random.randint(0, 4, (64,))
+
+        cross_val_score(MLPC(layers=[L("Linear")], n_iter=1), a_in, a_out, cv=5)