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["big-O", "jaraco.functools", "jaraco.itertools", "more-itertools", "p [metadata] lock-version = "2.0" -python-versions = ">=3.8.1, <3.13" -content-hash = "f908f8c1e11f3e2d1ce347673013bc3dd77eef943341e17c3106dd8fc31d6633" +python-versions = ">=3.9, <=3.13" +content-hash = "6374b0bba22da8a0e240ae5f655897a449c79134d4e4ef416ec5a1f270385d2f" diff --git a/pygam/sklearn_api.py b/pygam/sklearn_api.py new file mode 100644 index 00000000..f218ff11 --- /dev/null +++ b/pygam/sklearn_api.py @@ -0,0 +1,262 @@ +""" +sklearn_api.py + +This module provides scikit-learn compatible classes for Generalized Additive Models (GAM) regressors and classifiers. +It integrates pygam's GAM capabilities with scikit-learn's estimator interface, enabling seamless use in machine learning pipelines. +""" + +# Standard library imports +import numpy as np + +# Third-party imports +from sklearn.base import BaseEstimator, RegressorMixin, ClassifierMixin +from sklearn.datasets import make_regression +from sklearn.model_selection import train_test_split +from sklearn.metrics import accuracy_score + +# Local application imports +from pygam import GAM +from pygam.terms import te, TermList, Term # Import te for interactions +from pygam.terms import s, f, l, intercept # Import s, f, l for splines + + +def create_default_terms(X, categorical_features=None): + """Generate default terms for each feature in X, handling categoricals.""" + n_features = X.shape[1] + terms = [] + if categorical_features is None: + categorical_features = [] + for i in range(n_features): + if i in categorical_features: + terms.append(f(i)) + elif not np.issubdtype(X[:, i].dtype, np.number): + terms.append(f(i)) + else: + terms.append(s(i)) + return terms + + +class GAMRegressor(BaseEstimator, RegressorMixin): + """ + GAMRegressor + + A scikit-learn compatible regressor using Generalized Additive Models (GAM). + + Parameters + ---------- + distribution : str, default='normal' + The distribution of the response variable. + link : str, default='identity' + The link function. + terms : 'auto', None, or list of Term objects, default='auto' + The terms to include in the model. If 'auto', terms are automatically inferred based on X. + If None, no terms are used. If a list of Term objects, they are used as specified. + interactions : None or list of Term objects, optional + Interaction terms to include in the model. + callbacks : list, default=['deviance', 'diffs'] + List of callbacks to monitor during training. + fit_intercept : bool, default=True + Whether to fit an intercept. + max_iter : int, default=100 + Maximum number of iterations. + tol : float, default=1e-4 + Tolerance for stopping criteria. + verbose : bool, default=False + Verbosity mode. + categorical_features : list, optional + List of indices of categorical features. + **gam_params : + Additional parameters for the GAM model. + + Attributes + ---------- + model_ : GAM + The underlying pygam GAM model fitted to the data. + """ + + def __init__( + self, + distribution='normal', + link='identity', + terms='auto', + interactions=None, + callbacks=['deviance', 'diffs'], + fit_intercept=True, + max_iter=100, + tol=1e-4, + verbose=False, + categorical_features=None, + **gam_params, + ): + self.distribution = distribution + self.link = link + self.terms = terms + self.interactions = interactions + self.callbacks = callbacks + self.fit_intercept = fit_intercept + self.max_iter = max_iter + self.tol = tol + self.verbose = verbose + self.categorical_features = categorical_features + self.gam_params = gam_params + + def fit(self, X, y): + if self.terms == 'auto': + self.terms_ = create_default_terms(X, self.categorical_features) + elif self.terms is None: + self.terms_ = [] + else: + self.terms_ = self.terms + + if self.interactions is not None: + self.interactions_ = [ + te(*interaction) if isinstance(interaction, tuple) else interaction + for interaction in self.interactions + ] + else: + self.interactions_ = [] + + # Combine terms and interactions + terms = self.terms_ + self.interactions_ + terms = TermList(*terms) + + # Create the GAM model with the specified terms + self.model_ = GAM( + distribution=self.distribution, + link=self.link, + terms=terms, + callbacks=self.callbacks, + fit_intercept=self.fit_intercept, + max_iter=self.max_iter, + tol=self.tol, + verbose=self.verbose, + **self.gam_params, + ) + self.model_.fit(X, y) + return self + + def predict(self, X): + return self.model_.predict(X) + + def score(self, X, y): + return float(self.model_.statistics_.get('pseudo R-squared', 0)) + + +class GAMClassifier(BaseEstimator, ClassifierMixin): + """ + GAMClassifier + + A scikit-learn compatible classifier using Generalized Additive Models (GAM). + + Parameters + ---------- + distribution : str, default='binomial' + The distribution of the response variable. + link : str, default='logit' + The link function. + terms : 'auto', None, or list of Term objects, default='auto' + The terms to include in the model. If 'auto', terms are automatically inferred based on X. + If None, no terms are used. If a list of Term objects, they are used as specified. + interactions : None or list of Term objects, optional + Interaction terms to include in the model. + callbacks : list, default=['deviance', 'diffs', 'accuracy'] + List of callbacks to monitor during training. + fit_intercept : bool, default=True + Whether to fit an intercept. + max_iter : int, default=100 + Maximum number of iterations. + tol : float, default=1e-4 + Tolerance for stopping criteria. + verbose : bool, default=False + Verbosity mode. + categorical_features : list, optional + List of indices of categorical features. + **gam_params : + Additional parameters for the GAM model. + + Attributes + ---------- + model_ : GAM + The underlying pygam GAM model fitted to the data. + classes_ : array-like + Unique class labels. + """ + + def __init__( + self, + distribution='binomial', + link='logit', + terms='auto', + interactions=None, + callbacks=['deviance', 'diffs', 'accuracy'], + fit_intercept=True, + max_iter=100, + tol=1e-4, + verbose=False, + categorical_features=None, + **gam_params, + ): + self.distribution = distribution + self.link = link + self.terms = terms + self.interactions = interactions + self.callbacks = callbacks + self.fit_intercept = fit_intercept + self.max_iter = max_iter + self.tol = tol + self.verbose = verbose + self.categorical_features = categorical_features + self.gam_params = gam_params + + def fit(self, X, y): + if self.terms == 'auto': + self.terms_ = create_default_terms(X, self.categorical_features) + elif self.terms is None: + self.terms_ = [] + else: + self.terms_ = self.terms + + if self.interactions is not None: + self.interactions_ = [ + te(*interaction) if isinstance(interaction, tuple) else interaction + for interaction in self.interactions + ] + else: + self.interactions_ = [] + + # Combine terms and interactions + terms = self.terms_ + self.interactions_ + terms = TermList(*terms) + + # Create the GAM model with the specified terms + self.model_ = GAM( + distribution=self.distribution, + link=self.link, + terms=terms, + callbacks=self.callbacks, + fit_intercept=self.fit_intercept, + max_iter=self.max_iter, + tol=self.tol, + verbose=self.verbose, + **self.gam_params, + ) + self.model_.fit(X, y) + self.classes_ = np.unique(y) + return self + + def predict(self, X): + proba = self.model_.predict(X) + if len(self.classes_) == 2: + return (proba >= 0.5).astype(int) + else: + return self.classes_[np.argmax(proba, axis=1)] + + def predict_proba(self, X): + proba = self.model_.predict(X) + if len(self.classes_) == 2: + return np.vstack([1 - proba, proba]).T + else: + return proba # Assume GAM model returns probabilities for each class + + def score(self, X, y): + return accuracy_score(y, self.predict(X)) diff --git a/pygam/tests/test_penalties.py b/pygam/tests/test_penalties.py index bf6dd68a..43b3ee24 100644 --- a/pygam/tests/test_penalties.py +++ b/pygam/tests/test_penalties.py @@ -23,13 +23,13 @@ def test_single_spline_penalty(): monotonic_ and convexity_ should be 0. """ coef = np.array(1.0) - assert np.alltrue(derivative(1, coef).A == 0.0) - assert np.alltrue(l2(1, coef).A == 1.0) - assert np.alltrue(monotonic_inc(1, coef).A == 0.0) - assert np.alltrue(monotonic_dec(1, coef).A == 0.0) - assert np.alltrue(convex(1, coef).A == 0.0) - assert np.alltrue(concave(1, coef).A == 0.0) - assert np.alltrue(none(1, coef).A == 0.0) + assert np.all(derivative(1, coef).A == 0.0) + assert np.all(l2(1, coef).A == 1.0) + assert np.all(monotonic_inc(1, coef).A == 0.0) + assert np.all(monotonic_dec(1, coef).A == 0.0) + assert np.all(convex(1, coef).A == 0.0) + assert np.all(concave(1, coef).A == 0.0) + assert np.all(none(1, coef).A == 0.0) def test_wrap_penalty(): diff --git a/pygam/tests/test_sklearn_api.py b/pygam/tests/test_sklearn_api.py new file mode 100644 index 00000000..7c03fc16 --- /dev/null +++ b/pygam/tests/test_sklearn_api.py @@ -0,0 +1,125 @@ +import pytest +import numpy as np +from sklearn.datasets import make_regression, make_classification +from sklearn.model_selection import train_test_split +from sklearn.metrics import r2_score, accuracy_score +from pygam.sklearn_api import GAMRegressor, GAMClassifier + +@pytest.fixture +def regression_data(): + X, y = make_regression(n_samples=100, n_features=5, noise=0.1, random_state=42) + return train_test_split(X, y, test_size=0.2, random_state=42) + +@pytest.fixture +def classification_data(): + X, y = make_classification(n_samples=100, n_features=5, n_classes=2, random_state=42) + return train_test_split(X, y, test_size=0.2, random_state=42) + +def test_gam_regressor_fit_predict(regression_data): + X_train, X_test, y_train, y_test = regression_data + reg = GAMRegressor() + reg.fit(X_train, y_train) + predictions = reg.predict(X_test) + assert predictions.shape == y_test.shape + assert r2_score(y_test, predictions) >= 0 # Basic sanity check + +def test_gam_regressor_score(regression_data): + X_train, X_test, y_train, y_test = regression_data + reg = GAMRegressor() + reg.fit(X_train, y_train) + score = reg.score(X_test, y_test) + assert isinstance(score, float) + assert score >= 0 # R-squared should be non-negative + +def test_gam_classifier_fit_predict(classification_data): + X_train, X_test, y_train, y_test = classification_data + clf = GAMClassifier() + clf.fit(X_train, y_train) + predictions = clf.predict(X_test) + assert predictions.shape == y_test.shape + assert set(predictions).issubset({0, 1}) # Binary classification + +def test_gam_classifier_predict_proba(classification_data): + X_train, X_test, y_train, y_test = classification_data + clf = GAMClassifier() + clf.fit(X_train, y_train) + proba = clf.predict_proba(X_test) + assert proba.shape == (X_test.shape[0], 2) + assert np.allclose(proba.sum(axis=1), 1) + +def test_gam_classifier_score(classification_data): + X_train, X_test, y_train, y_test = classification_data + clf = GAMClassifier() + clf.fit(X_train, y_train) + score = clf.score(X_test, y_test) + assert isinstance(score, float) + assert 0 <= score <= 1 # Accuracy between 0 and 1 + +def test_gam_regressor_with_custom_params(regression_data): + X_train, X_test, y_train, y_test = regression_data + reg = GAMRegressor(distribution='normal', link='identity', max_iter=200, tol=1e-5) + reg.fit(X_train, y_train) + predictions = reg.predict(X_test) + assert r2_score(y_test, predictions) >= 0 + +def test_gam_classifier_with_custom_params(classification_data): + X_train, X_test, y_train, y_test = classification_data + clf = GAMClassifier(distribution='binomial', link='logit', max_iter=200, tol=1e-5) + clf.fit(X_train, y_train) + predictions = clf.predict(X_test) + proba = clf.predict_proba(X_test) + assert accuracy_score(y_test, predictions) >= 0 + assert proba.shape == (X_test.shape[0], 2) + +def test_gam_regressor_with_callbacks(regression_data): + X_train, X_test, y_train, y_test = regression_data + reg = GAMRegressor(callbacks=['deviance', 'diffs']) + reg.fit(X_train, y_train) + assert 'deviance' in reg.model_.logs_ + assert 'diffs' in reg.model_.logs_ + +def test_gam_classifier_with_callbacks(classification_data): + X_train, X_test, y_train, y_test = classification_data + clf = GAMClassifier(callbacks=['deviance', 'diffs', 'accuracy']) + clf.fit(X_train, y_train) + assert 'deviance' in clf.model_.logs_ + assert 'diffs' in clf.model_.logs_ + assert 'accuracy' in clf.model_.logs_ + +def test_gam_regressor_gamma(): + X = np.random.rand(100, 2) + y = np.random.gamma(shape=2.0, scale=1.0, size=100) + model = GAMRegressor(distribution='gamma') + model.fit(X, y) + predictions = model.predict(X) + assert predictions.shape == y.shape + +def test_gam_regressor_poisson(): + X = np.random.rand(100, 2) + y = np.random.poisson(lam=3.0, size=100) + model = GAMRegressor(distribution='poisson') + model.fit(X, y) + predictions = model.predict(X) + assert predictions.shape == y.shape + +def test_gam_regressor_with_interactions(regression_data): + X_train, X_test, y_train, y_test = regression_data + interactions = [(0, 1), (2, 3)] # Specify feature indices for interactions + reg = GAMRegressor(interactions=interactions) + reg.fit(X_train, y_train) + predictions = reg.predict(X_test) + assert predictions.shape == y_test.shape + assert r2_score(y_test, predictions) >= 0 # Basic sanity check + +def test_gam_classifier_with_interactions(classification_data): + X_train, X_test, y_train, y_test = classification_data + interactions = [(0, 1), (2, 3)] # Specify feature indices for interactions + clf = GAMClassifier(interactions=interactions) + clf.fit(X_train, y_train) + predictions = clf.predict(X_test) + proba = clf.predict_proba(X_test) + assert predictions.shape == y_test.shape + assert set(predictions).issubset({0, 1}) # Binary classification + assert proba.shape == (X_test.shape[0], 2) + assert np.allclose(proba.sum(axis=1), 1) + assert accuracy_score(y_test, predictions) >= 0 diff --git a/pyproject.toml b/pyproject.toml index 2fe8e8a0..2cf5ff35 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -7,19 +7,17 @@ license = "Apache-2.0" readme = "README.md" [tool.poetry.dependencies] -python = ">=3.8.1, <3.13" +python = ">=3.9, <=3.13" numpy = [ { version = ">=1.24.2,<1.25", python = "<3.9,>=3.8" }, { version = ">=1.25", python = "<3.13,>=3.9" }, ] progressbar2 = "^4.2.0" -scipy = [ - { version = ">=1.10.1,<1.11", python = "<3.9,>=3.8" }, - { version = ">=1.11.1,<1.12", python = "<3.13,>=3.9" } -] +scipy = ">=1.11.4" +scikit-learn = "^1.5.2" +pandas = ">=1.4.0" # Updated line [tool.poetry.group.dev.dependencies] -pandas = ">=1.6" pytest = "^7.2.2" flake8 = "^6.0.0" codecov = "^2.1.12" @@ -58,4 +56,4 @@ build-backend = "poetry_dynamic_versioning.backend" [tool.poetry-dynamic-versioning] enable = true vcs = "git" -style = "semver" +style = "semver" \ No newline at end of file