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microsoftml.rx_ensemble: Combine models into a single one

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Usage

microsoftml.rx_ensemble(formula: str,
    data: [<class 'revoscalepy.datasource.RxDataSource.RxDataSource'>,
    <class 'pandas.core.frame.DataFrame'>, <class 'list'>],
    trainers: typing.List[microsoftml.modules.base_learner.BaseLearner],
    method: str = None, model_count: int = None,
    random_seed: int = None, replace: bool = False,
    samp_rate: float = None, combine_method: ['Average', 'Median',
    'Vote'] = 'Median', max_calibration: int = 100000,
    split_data: bool = False, ml_transforms: list = None,
    ml_transform_vars: list = None, row_selection: str = None,
    transforms: dict = None, transform_objects: dict = None,
    transform_function: str = None,
    transform_variables: list = None,
    transform_packages: list = None,
    transform_environment: dict = None, blocks_per_read: int = None,
    report_progress: int = None, verbose: int = 1,
    compute_context: revoscalepy.computecontext.RxComputeContext.RxComputeContext = None)

Description

Train an ensemble of models.

Details

rx_ensemble is a function that trains a number of models of various kinds to obtain better predictive performance than could be obtained from a single model.

Arguments

formula

A symbolic or mathematical formula in valid Python syntax, enclosed in double quotes. A symbolic formula might reference objects in the data source, such as "creditScore ~ yearsEmploy". Interaction terms (creditScore * yearsEmploy) and expressions (creditScore == 1) are not currently supported.

data

A data source object or a character string specifying a .xdf file or a data frame object. Alternatively, it can be a list of data sources indicating each model should be trained using one of the data sources in the list. In this case, the length of the data list must be equal to model_count.

trainers

A list of trainers with their arguments. The trainers are created by using FastTrees, FastForest, FastLinear, LogisticRegression, NeuralNetwork, or OneClassSvm.

method

A character string that specifies the type of ensemble: "anomaly" for Anomaly Detection, "binary" for Binary Classification, multiClass for Multiclass Classification, or "regression" for Regression.

random_seed

Specifies the random seed. The default value is None.

model_count

Specifies the number of models to train. If this number is greater than the length of the trainers list, the trainers list is duplicated to match model_count.

replace

A logical value specifying if the sampling of observations should be done with or without replacement. The default value is False.

samp_rate

A scalar of positive value specifying the percentage of observations to sample for each trainer. The default is 1.0 for sampling with replacement (i.e., replace=True) and 0.632 for sampling without replacement (i.e., replace=False). When split_data is True, the default of samp_rate is 1.0 (no sampling is done before splitting).

split_data

A logical value specifying whether or not to train the base models on non-overlapping partitions. The default is False. It is available only for RxSpark compute context and ignored for others.

combine_method

Specifies the method used to combine the models:

  • "Median": to compute the median of the individual model outputs,

  • "Average": to compute the average of the individual model outputs and

  • "Vote": to compute (pos-neg) / the total number of models, where 'pos' is the number of positive outputs and 'neg' is the number of negative outputs.

max_calibration

Specifies the maximum number of examples to use for calibration. This argument is ignored for all tasks other than binary classification.

ml_transforms

Specifies a list of MicrosoftML transforms to be performed on the data before training or None if no transforms are to be performed. Transforms that require an additional pass over the data (such as featurize_text, categorical are not allowed. These transformations are performed after any specified R transformations. The default value is None.

ml_transform_vars

Specifies a character vector of variable names to be used in ml_transforms or None if none are to be used. The default value is None.

row_selection

NOT SUPPORTED. Specifies the rows (observations) from the data set that are to be used by the model with the name of a logical variable from the data set (in quotes) or with a logical expression using variables in the data set. For example:

  • rowSelection = "old" will only use observations in which the value of the variable old is True.

  • rowSelection = (age > 20) & (age < 65) & (log(income) > 10) only uses observations in which the value of the age variable is between 20 and 65 and the value of the log of the income variable is greater than 10.

The row selection is performed after processing any data transformations (see the arguments transforms or transform_func). As with all expressions, row_selection can be defined outside of the function call using the expression function.

transforms

NOT SUPPORTED. An expression of the form that represents the first round of variable transformations. As with all expressions, transforms (or row_selection) can be defined outside of the function call using the expression function.

transform_objects

NOT SUPPORTED. A named list that contains objects that can be referenced by transforms, transform_function, and row_selection.

transform_function

The variable transformation function.

transform_variables

A character vector of input data set variables needed for the transformation function.

transform_packages

NOT SUPPORTED. A character vector specifying additional Python packages (outside of those specified in RxOptions.get_option("transform_packages")) to be made available and preloaded for use in variable transformation functions. For example, those explicitly defined in revoscalepy functions via their transforms and transform_function arguments or those defined implicitly via their formula or row_selection arguments. The transform_packages argument may also be None, indicating that no packages outside RxOptions.get_option("transform_packages") are preloaded.

transform_environment

NOT SUPPORTED. A user-defined environment to serve as a parent to all environments developed internally and used for variable data transformation. If transform_environment = None, a new "hash" environment with parent revoscalepy.baseenv is used instead.

blocks_per_read

Specifies the number of blocks to read for each chunk of data read from the data source.

report_progress

An integer value that specifies the level of reporting on the row processing progress:

  • 0: no progress is reported.

  • 1: the number of processed rows is printed and updated.

  • 2: rows processed and timings are reported.

  • 3: rows processed and all timings are reported.

verbose

An integer value that specifies the amount of output wanted. If 0, no verbose output is printed during calculations. Integer values from 1 to 4 provide increasing amounts of information.

compute_context

Sets the context in which computations are executed, specified with a valid revoscalepy.RxComputeContext. Currently local and revoscalepy.RxSpark compute contexts are supported. When revoscalepy.RxSpark is specified, the training of the models is done in a distributed way, and the ensembling is done locally. Note that the compute context cannot be non-waiting.

Returns

A rx_ensemble object with the trained ensemble model.