hyperopt-sklearn
Hyperopt-sklearn is Hyperopt-based model selection among machine learning algorithms in scikit-learn.
See how to use hyperopt-sklearn through examples or older notebooks
More examples can be found in the Example Usage section of the SciPy paper
Komer B., Bergstra J., and Eliasmith C. "Hyperopt-Sklearn: automatic hyperparameter configuration for Scikit-learn" Proc. SciPy 2014. http://conference.scipy.org/proceedings/scipy2014/pdfs/komer.pdf
Installation
Installation from the GitHub repository is supported using pip:
pip install git+https://github.com/hyperopt/hyperopt-sklearn
Optionally you can install a specific tag, branch or commit:
pip install git+https://github.com/hyperopt/[email protected]
pip install git+https://github.com/hyperopt/hyperopt-sklearn@master
pip install git+https://github.com/hyperopt/hyperopt-sklearn@fd718c44fc440bd6e2718ec1442b1af58cafcb18
Usage
If you are familiar with sklearn, adding the hyperparameter search with hyperopt-sklearn is only a one line change from the standard pipeline.
from hpsklearn import HyperoptEstimator, svc
from sklearn import svm
# Load Data
# ...
if __name__ == "__main__":
if use_hpsklearn:
estim = HyperoptEstimator(classifier=svc("mySVC"))
else:
estim = svm.SVC()
estim.fit(X_train, y_train)
print(estim.score(X_test, y_test))
# <<show score here>>
Each component comes with a default search space.
The search space for each parameter can be changed or set constant by passing in keyword arguments.
In the following example the penalty
parameter is held constant during the search, and the loss
and alpha
parameters have their search space modified from the default.
from hpsklearn import HyperoptEstimator, sgd_classifier
from hyperopt import hp
import numpy as np
sgd_penalty = "l2"
sgd_loss = hp.pchoice("loss", [(0.50, "hinge"), (0.25, "log"), (0.25, "huber")])
sgd_alpha = hp.loguniform("alpha", low=np.log(1e-5), high=np.log(1))
if __name__ == "__main__":
estim = HyperoptEstimator(classifier=sgd_classifier("my_sgd", penalty=sgd_penalty, loss=sgd_loss, alpha=sgd_alpha))
estim.fit(X_train, y_train)
Complete example using the Iris dataset:
from hpsklearn import HyperoptEstimator, any_classifier, any_preprocessing
from sklearn.datasets import load_iris
from hyperopt import tpe
import numpy as np
# Download the data and split into training and test sets
iris = load_iris()
X = iris.data
y = iris.target
test_size = int(0.2 * len(y))
np.random.seed(13)
indices = np.random.permutation(len(X))
X_train = X[indices[:-test_size]]
y_train = y[indices[:-test_size]]
X_test = X[indices[-test_size:]]
y_test = y[indices[-test_size:]]
if __name__ == "__main__":
# Instantiate a HyperoptEstimator with the search space and number of evaluations
estim = HyperoptEstimator(classifier=any_classifier("my_clf"),
preprocessing=any_preprocessing("my_pre"),
algo=tpe.suggest,
max_evals=100,
trial_timeout=120)
# Search the hyperparameter space based on the data
estim.fit(X_train, y_train)
# Show the results
print(estim.score(X_test, y_test))
# 1.0
print(estim.best_model())
# {'learner': ExtraTreesClassifier(bootstrap=False, class_weight=None, criterion='gini',
# max_depth=3, max_features='log2', max_leaf_nodes=None,
# min_impurity_decrease=0.0, min_impurity_split=None,
# min_samples_leaf=1, min_samples_split=2,
# min_weight_fraction_leaf=0.0, n_estimators=13, n_jobs=1,
# oob_score=False, random_state=1, verbose=False,
# warm_start=False), 'preprocs': (), 'ex_preprocs': ()}
Here's an example using MNIST and being more specific on the classifier and preprocessing.
from hpsklearn import HyperoptEstimator, extra_tree_classifier
from sklearn.datasets import load_digits
from hyperopt import tpe
import numpy as np
# Download the data and split into training and test sets
digits = load_digits()
X = digits.data
y = digits.target
test_size = int(0.2 * len(y))
np.random.seed(13)
indices = np.random.permutation(len(X))
X_train = X[indices[:-test_size]]
y_train = y[indices[:-test_size]]
X_test = X[indices[-test_size:]]
y_test = y[indices[-test_size:]]
if __name__ == "__main__":
# Instantiate a HyperoptEstimator with the search space and number of evaluations
estim = HyperoptEstimator(classifier=extra_tree_classifier("my_clf"),
preprocessing=[],
algo=tpe.suggest,
max_evals=10,
trial_timeout=300)
# Search the hyperparameter space based on the data
estim.fit(X_train, y_train)
# Show the results
print(estim.score(X_test, y_test))
# 0.962785714286
print(estim.best_model())
# {'learner': ExtraTreesClassifier(bootstrap=True, class_weight=None, criterion='entropy',
# max_depth=None, max_features=0.959202875857,
# max_leaf_nodes=None, min_impurity_decrease=0.0,
# min_impurity_split=None, min_samples_leaf=1,
# min_samples_split=2, min_weight_fraction_leaf=0.0,
# n_estimators=20, n_jobs=1, oob_score=False, random_state=3,
# verbose=False, warm_start=False), 'preprocs': (), 'ex_preprocs': ()}
Available Components
Almost all classifiers/regressors/preprocessing scikit-learn components are implemented. If there is something you would like that is not yet implemented, feel free to make an issue or a pull request!
Classifiers
random_forest_classifier
extra_trees_classifier
bagging_classifier
ada_boost_classifier
gradient_boosting_classifier
hist_gradient_boosting_classifier
bernoulli_nb
categorical_nb
complement_nb
gaussian_nb
multinomial_nb
sgd_classifier
sgd_one_class_svm
ridge_classifier
ridge_classifier_cv
passive_aggressive_classifier
perceptron
dummy_classifier
gaussian_process_classifier
mlp_classifier
linear_svc
nu_svc
svc
decision_tree_classifier
extra_tree_classifier
label_propagation
label_spreading
elliptic_envelope
linear_discriminant_analysis
quadratic_discriminant_analysis
bayesian_gaussian_mixture
gaussian_mixture
k_neighbors_classifier
radius_neighbors_classifier
nearest_centroid
xgboost_classification
lightgbm_classification
one_vs_rest
one_vs_one
output_code
For a simple generic search space across many classifiers, use any_classifier
.
If your data is in a sparse matrix format, use any_sparse_classifier
.
For a complete search space across all possible classifiers, use all_classifiers
.
Regressors
random_forest_regressor
extra_trees_regressor
bagging_regressor
isolation_forest
ada_boost_regressor
gradient_boosting_regressor
hist_gradient_boosting_regressor
linear_regression
bayesian_ridge
ard_regression
lars
lasso_lars
lars_cv
lasso_lars_cv
lasso_lars_ic
lasso
elastic_net
lasso_cv
elastic_net_cv
multi_task_lasso
multi_task_elastic_net
multi_task_lasso_cv
multi_task_elastic_net_cv
poisson_regressor
gamma_regressor
tweedie_regressor
huber_regressor
sgd_regressor
ridge
ridge_cv
logistic_regression
logistic_regression_cv
orthogonal_matching_pursuit
orthogonal_matching_pursuit_cv
passive_aggressive_regressor
quantile_regression
ransac_regression
theil_sen_regressor
dummy_regressor
gaussian_process_regressor
mlp_regressor
cca
pls_canonical
pls_regression
linear_svr
nu_svr
one_class_svm
svr
decision_tree_regressor
extra_tree_regressor
transformed_target_regressor
hp_sklearn_kernel_ridge
bayesian_gaussian_mixture
gaussian_mixture
k_neighbors_regressor
radius_neighbors_regressor
k_means
mini_batch_k_means
xgboost_regression
lightgbm_regression
For a simple generic search space across many regressors, use any_regressor
.
If your data is in a sparse matrix format, use any_sparse_regressor
.
For a complete search space across all possible regressors, use all_regressors
.
Preprocessing
binarizer
min_max_scaler
max_abs_scaler
normalizer
robust_scaler
standard_scaler
quantile_transformer
power_transformer
one_hot_encoder
ordinal_encoder
polynomial_features
spline_transformer
k_bins_discretizer
tfidf
pca
ts_lagselector
colkmeans
For a simple generic search space across many preprocessing algorithms, use any_preprocessing
.
If your data is in a sparse matrix format, use any_sparse_preprocessing
.
For a complete search space across all preprocessing algorithms, use all_preprocessing
.
If you are working with raw text data, use any_text_preprocessing
.
Currently, only TFIDF is used for text, but more may be added in the future.
Note that the preprocessing
parameter in HyperoptEstimator
is expecting a list, since various preprocessing steps can be chained together.
The generic search space functions any_preprocessing
and any_text_preprocessing
already return a list, but the others do not, so they should be wrapped in a list.
If you do not want to do any preprocessing, pass in an empty list []
.