piml.models.FIGSRegressor

class piml.models.FIGSRegressor(feature_names=None, feature_types=None, max_iter=20, max_depth=None, splitter='best', min_samples_leaf=1, min_impurity_decrease=0, learning_rate=1, random_state=None)

Fast interpretable greedy-tree sums regressor.

FIGS is an algorithm for fitting concise rule-based models. This is a re-implementation of the FIGS algorithm of imodels (https://github.com/csinva/imodels).

Parameters:
feature_nameslist or None, default=None

The list of feature names.

feature_typeslist or None, default=None

The list of feature types. Available types include “numerical” and “categorical”.

max_iterint, default=20

The max number of iterations, each iteration is a splitting step.

max_depthint, default=None

The max tree depth, which means no constraint on max_depth.

split{‘best’, ‘random’}, default=’best’

The strategy used to choose the split at each node. Supported strategies are ‘best’ to choose the best split and ‘random’ to choose the best random split.

min_samples_leafint, default=1

The minimum number of samples required to be at a leaf node. A split point at any depth will only be considered if it leaves at least min_samples_leaf training samples in each of the left and right branches. This may have the effect of smoothing the model, especially in regression.

min_impurity_decreasefloat, default=0.0

A node will be split if this split induces a decrease of the impurity greater than or equal to this value.

learning_ratefloat, default=1.0

The learning rate of each tree.

random_stateint, default=0

The random seed.

Attributes:
feature_names_list of str

The feature name list of all input features.

feature_types_list of str

The feature type list of all input features.

n_features_in_int

The number of input features.

intercept_float

The intercept term in addition to trees.

trees_dict

The dictionary of Tree objects

n_tree_int

The number of trees included in the model

n_iter_int

The number of iteration.

early_stop_boolean

Whether early stopping is triggered.

Methods

fit(X, y[, sample_weight])

Fit FIGS model.

get_metadata_routing()

Get metadata routing of this object.

get_params([deep])

Get parameters for this estimator.

parse_model()

Interpret the model.

predict(X)

Returns numpy array of predicted value.

score(X, y[, sample_weight])

Return the coefficient of determination of the prediction.

set_params(**params)

Set the parameters of this estimator.

set_score_request(*[, sample_weight])

Request metadata passed to the score method.

fit(X, y, sample_weight=None)

Fit FIGS model.

Parameters:
Xnp.ndarray of shape (n_samples, n_features)

Data features.

ynp.ndarray of shape (n_samples, )

Target response.

sample_weightnp.ndarray of shape (n_samples, )

Sample weight, by default None.

Returns:
selfobject

Fitted Estimator.

get_metadata_routing()

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:
routingMetadataRequest

A MetadataRequest encapsulating routing information.

get_params(deep=True)

Get parameters for this estimator.

Parameters:
deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:
paramsdict

Parameter names mapped to their values.

parse_model()

Interpret the model.

Returns:
An instance of FIGSInterpreter

The interpretation results.

predict(X)

Returns numpy array of predicted value.

Parameters:
Xnp.ndarray of shape (n_samples, n_features)

Data features

Returns:
prednp.ndarray of shape (n_samples, )

numpy array of predicted class values.

score(X, y, sample_weight=None)

Return the coefficient of determination of the prediction.

The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares ((y_true - y_pred)** 2).sum() and \(v\) is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.

Parameters:
Xarray-like of shape (n_samples, n_features)

Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.

yarray-like of shape (n_samples,) or (n_samples, n_outputs)

True values for X.

sample_weightarray-like of shape (n_samples,), default=None

Sample weights.

Returns:
scorefloat

\(R^2\) of self.predict(X) w.r.t. y.

Notes

The \(R^2\) score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score. This influences the score method of all the multioutput regressors (except for MultiOutputRegressor).

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:
**paramsdict

Estimator parameters.

Returns:
selfestimator instance

Estimator instance.

set_score_request(*, sample_weight: Union[bool, None, str] = '$UNCHANGED$') FIGSRegressor

Request metadata passed to the score method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to score if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to score.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

New in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:
sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for sample_weight parameter in score.

Returns:
selfobject

The updated object.

Examples using piml.models.FIGSRegressor

FIGS Regression (California Housing)

FIGS Regression (California Housing)

Robustness: Regression

Robustness: Regression