RDSTRegressor¶
- class RDSTRegressor(max_shapelets=10000, shapelet_lengths=None, proba_normalization=0.8, threshold_percentiles=None, alpha_similarity=0.5, use_prime_dilations=False, estimator=None, save_transformed_data=False, n_jobs=1, random_state=None)[source]¶
A random dilated shapelet transform (RDST) regressor.
Implementation of the random dilated shapelet transform regressor pipeline along the lines of [1], [2]. Transforms the data using the RandomDilatedShapeletTransform and then builds a RidgeCV regressor with standard scalling.
- Parameters:
- max_shapeletsint, default=10000
The maximum number of shapelet to keep for the final transformation. A lower number of shapelets can be kept if alpha similarity have discarded the whole dataset.
- shapelet_lengthsarray, default=None
The set of possible length for shapelets. Each shapelet length is uniformly drawn from this set. If None, the shapelets length will be equal to min(max(2,n_timepoints//2),11).
- proba_normalizationfloat, default=0.8
This probability (between 0 and 1) indicate the chance of each shapelet to be initialized such as it will use a z-normalized distance, inducing either scale sensitivity or invariance. A value of 1 would mean that all shapelets will use a z-normalized distance.
- threshold_percentilesarray, default=None
The two perceniles used to select the threshold used to compute the Shapelet Occurrence feature. If None, the 5th and the 10th percentiles (i.e. [5,10]) will be used.
- alpha_similarityfloat, default=0.5
The strenght of the alpha similarity pruning. The higher the value, the lower the allowed number of common indexes with previously sampled shapelets when sampling a new candidate with the same dilation parameter. It can cause the number of sampled shapelets to be lower than max_shapelets if the whole search space has been covered. The default is 0.5, and the maximum is 1. Value above it have no effect for now.
- use_prime_dilationsbool, default=False
If True, restrict the value of the shapelet dilation parameter to be prime values. This can greatly speed-up the algorithm for long time series and/or short shapelet length, possibly at the cost of some accuracy.
- estimatorBaseEstimator or None, default=None
Base estimator for the ensemble, can be supplied a sklearn BaseEstimator. If None a default RidgeClassifierCV classifier is used with standard scalling.
- save_transformed_databool, default=False
If True, the transformed training dataset for all classifiers will be saved.
- n_jobsint, default=1
The number of jobs to run in parallel for both
fit
andpredict
. -1 means using all processors.- random_stateint, RandomState instance or None, default=None
If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.
- Attributes:
- transformed_data_list of shape (n_estimators) of ndarray
The transformed training dataset for all classifiers. Only saved when
save_transformed_data
is True.
See also
RandomDilatedShapeletTransform
The randomly dilated shapelet transform.
References
[1]Antoine Guillaume et al. “Random Dilated Shapelet Transform: A New Approach for Time Series Shapelets”, Pattern Recognition and Artificial Intelligence. ICPRAI 2022.
[2]Antoine Guillaume, “Time series classification with shapelets: Application to predictive maintenance on event logs”, PhD Thesis, University of Orléans, 2023.
Examples
>>> from aeon.regression.shapelet_based import RDSTRegressor >>> from aeon.datasets import load_covid_3month >>> X_train, y_train = load_covid_3month(split="train") >>> X_test, y_test = load_covid_3month(split="test") >>> clf = RDSTRegressor( ... max_shapelets=10 ... ) >>> clf.fit(X_train, y_train) RDSTRegressor(...) >>> y_pred = clf.predict(X_test)
Methods
clone
([random_state])Obtain a clone of the object with the same hyperparameters.
fit
(X, y)Fit time series regressor to training data.
fit_predict
(X, y)Fits the regressor and predicts class labels for X.
get_class_tag
(tag_name[, raise_error, ...])Get tag value from estimator class (only class tags).
Get class tags from estimator class and all its parent classes.
get_fitted_params
([deep])Get fitted parameters.
Sklearn metadata routing.
get_params
([deep])Get parameters for this estimator.
get_tag
(tag_name[, raise_error, ...])Get tag value from estimator class.
get_tags
()Get tags from estimator.
predict
(X)Predicts target variable for time series in X.
reset
([keep])Reset the object to a clean post-init state.
score
(X, y[, metric, metric_params])Scores predicted labels against ground truth labels on X.
set_params
(**params)Set the parameters of this estimator.
set_tags
(**tag_dict)Set dynamic tags to given values.
- clone(random_state=None)[source]¶
Obtain a clone of the object with the same hyperparameters.
A clone is a different object without shared references, in post-init state. This function is equivalent to returning
sklearn.clone
of self. Equal in value totype(self)(**self.get_params(deep=False))
.- Parameters:
- random_stateint, RandomState instance, or None, default=None
Sets the random state of the clone. If None, the random state is not set. If int, random_state is the seed used by the random number generator. If RandomState instance, random_state is the random number generator.
- Returns:
- estimatorobject
Instance of
type(self)
, clone of self (see above)
- fit(X, y) BaseCollectionEstimator [source]¶
Fit time series regressor to training data.
- Parameters:
- Xnp.ndarray or list
Input data, any number of channels, equal length series of shape
( n_cases, n_channels, n_timepoints)
or 2D np.array (univariate, equal length series) of shape(n_cases, n_timepoints)
or list of numpy arrays (any number of channels, unequal length series) of shape[n_cases]
, 2D np.array(n_channels, n_timepoints_i)
, wheren_timepoints_i
is length of seriesi
. Other types are allowed and converted into one of the above.Different estimators have different capabilities to handle different types of input. If self.get_tag(“capability:multivariate”)` is False, they cannot handle multivariate series, so either
n_channels == 1
is true or X is 2D of shape(n_cases, n_timepoints)
. Ifself.get_tag( "capability:unequal_length")
is False, they cannot handle unequal length input. In both situations, aValueError
is raised if X has a characteristic that the estimator does not have the capability for is passed.- ynp.ndarray
1D np.array of float, of shape
(n_cases)
- regression targets (ground truth) for fitting indices corresponding to instance indices in X.
- Returns:
- selfBaseRegressor
Reference to self.
Notes
Changes state by creating a fitted model that updates attributes ending in “_” and sets is_fitted flag to True.
- fit_predict(X, y) ndarray [source]¶
Fits the regressor and predicts class labels for X.
fit_predict produces prediction estimates using just the train data. By default, this is through 10x cross validation, although some estimators may utilise specialist techniques such as out-of-bag estimates or leave-one-out cross-validation.
Regressors which override _fit_predict will have the
capability:train_estimate
tag set to True.Generally, this will not be the same as fitting on the whole train data then making train predictions. To do this, you should call fit(X,y).predict(X)
- Parameters:
- Xnp.ndarray or list
Input data, any number of channels, equal length series of shape
( n_cases, n_channels, n_timepoints)
or 2D np.array (univariate, equal length series) of shape(n_cases, n_timepoints)
or list of numpy arrays (any number of channels, unequal length series) of shape[n_cases]
, 2D np.array(n_channels, n_timepoints_i)
, wheren_timepoints_i
is length of seriesi
. other types are allowed and converted into one of the above.Different estimators have different capabilities to handle different types of input. If self.get_tag(“capability:multivariate”)` is False, they cannot handle multivariate series, so either
n_channels == 1
is true or X is 2D of shape(n_cases, n_timepoints)
. Ifself.get_tag( "capability:unequal_length")
is False, they cannot handle unequal length input. In both situations, aValueError
is raised if X has a characteristic that the estimator does not have the capability for is passed.- ynp.ndarray
1D np.array of float, of shape
(n_cases)
- regression targets (ground truth) for fitting indices corresponding to instance indices in X.
- Returns:
- predictionsnp.ndarray
1D np.array of float, of shape (n_cases) - predicted regression labels indices correspond to instance indices in X
- classmethod get_class_tag(tag_name, raise_error=True, tag_value_default=None)[source]¶
Get tag value from estimator class (only class tags).
- Parameters:
- tag_namestr
Name of tag value.
- raise_errorbool, default=True
Whether a ValueError is raised when the tag is not found.
- tag_value_defaultany type, default=None
Default/fallback value if tag is not found and error is not raised.
- Returns:
- tag_value
Value of the
tag_name
tag in cls. If not found, returns an error ifraise_error
is True, otherwise it returnstag_value_default
.
- Raises:
- ValueError
if
raise_error
is True andtag_name
is not inself.get_tags().keys()
Examples
>>> from aeon.classification import DummyClassifier >>> DummyClassifier.get_class_tag("capability:multivariate") True
- classmethod get_class_tags()[source]¶
Get class tags from estimator class and all its parent classes.
- Returns:
- collected_tagsdict
Dictionary of tag name and tag value pairs. Collected from
_tags
class attribute via nested inheritance. These are not overridden by dynamic tags set byset_tags
or class__init__
calls.
- get_fitted_params(deep=True)[source]¶
Get fitted parameters.
- State required:
Requires state to be “fitted”.
- Parameters:
- deepbool, default=True
If True, will return the fitted parameters for this estimator and contained subobjects that are estimators.
- Returns:
- fitted_paramsdict
Fitted parameter names mapped to their values.
- get_params(deep=True)[source]¶
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.
- get_tag(tag_name, raise_error=True, tag_value_default=None)[source]¶
Get tag value from estimator class.
Includes dynamic and overridden tags.
- Parameters:
- tag_namestr
Name of tag to be retrieved.
- raise_errorbool, default=True
Whether a ValueError is raised when the tag is not found.
- tag_value_defaultany type, default=None
Default/fallback value if tag is not found and error is not raised.
- Returns:
- tag_value
Value of the
tag_name
tag in self. If not found, returns an error ifraise_error
is True, otherwise it returnstag_value_default
.
- Raises:
- ValueError
if raise_error is
True
andtag_name
is not inself.get_tags().keys()
Examples
>>> from aeon.classification import DummyClassifier >>> d = DummyClassifier() >>> d.get_tag("capability:multivariate") True
- get_tags()[source]¶
Get tags from estimator.
Includes dynamic and overridden tags.
- Returns:
- collected_tagsdict
Dictionary of tag name and tag value pairs. Collected from
_tags
class attribute via nested inheritance and then any overridden and new tags from__init__
orset_tags
.
- predict(X) ndarray [source]¶
Predicts target variable for time series in X.
- Parameters:
- Xnp.ndarray or list
Input data, any number of channels, equal length series of shape
( n_cases, n_channels, n_timepoints)
or 2D np.array (univariate, equal length series) of shape(n_cases, n_timepoints)
or list of numpy arrays (any number of channels, unequal length series) of shape[n_cases]
, 2D np.array(n_channels, n_timepoints_i)
, wheren_timepoints_i
is length of seriesi
other types are allowed and converted into one of the above.Different estimators have different capabilities to handle different types of input. If self.get_tag(“capability:multivariate”)` is False, they cannot handle multivariate series, so either
n_channels == 1
is true or X is 2D of shape(n_cases, n_timepoints)
. Ifself.get_tag( "capability:unequal_length")
is False, they cannot handle unequal length input. In both situations, aValueError
is raised if X has a characteristic that the estimator does not have the capability for is passed.
- Returns:
- predictionsnp.ndarray
1D np.array of float, of shape (n_cases) - predicted regression labels indices correspond to instance indices in X
- reset(keep=None)[source]¶
Reset the object to a clean post-init state.
After a
self.reset()
call, self is equal or similar in value totype(self)(**self.get_params(deep=False))
, assuming no other attributes were kept usingkeep
.- Detailed behaviour:
- removes any object attributes, except:
hyper-parameters (arguments of
__init__
) object attributes containing double-underscores, i.e., the string “__”
runs
__init__
with current values of hyperparameters (result ofget_params
)- Not affected by the reset are:
object attributes containing double-underscores class and object methods, class attributes any attributes specified in the
keep
argument
- Parameters:
- keepNone, str, or list of str, default=None
If None, all attributes are removed except hyperparameters. If str, only the attribute with this name is kept. If list of str, only the attributes with these names are kept.
- Returns:
- selfobject
Reference to self.
- score(X, y, metric='r2', metric_params=None) float [source]¶
Scores predicted labels against ground truth labels on X.
- Parameters:
- Xnp.ndarray or list
Input data, any number of channels, equal length series of shape
( n_cases, n_channels, n_timepoints)
or 2D np.array (univariate, equal length series) of shape(n_cases, n_timepoints)
or list of numpy arrays (any number of channels, unequal length series) of shape[n_cases]
, 2D np.array(n_channels, n_timepoints_i)
, wheren_timepoints_i
is length of seriesi
. other types are allowed and converted into one of the above.Different estimators have different capabilities to handle different types of input. If self.get_tag(“capability:multivariate”)` is False, they cannot handle multivariate series, so either
n_channels == 1
is true or X is 2D of shape(n_cases, n_timepoints)
. Ifself.get_tag( "capability:unequal_length")
is False, they cannot handle unequal length input. In both situations, aValueError
is raised if X has a characteristic that the estimator does not have the capability for is passed.- ynp.ndarray
1D np.array of float, of shape
(n_cases)
- regression targets (ground truth) for fitting indices corresponding to instance indices in X.- metricUnion[str, callable], default=”r2”,
Defines the scoring metric to test the fit of the model. For supported strings arguments, check sklearn.metrics.get_scorer_names.
- metric_paramsdict, default=None,
Contains parameters to be passed to the scoring function. If None, no parameters are passed.
- Returns:
- scorefloat
MSE score of predict(X) vs y
- set_params(**params)[source]¶
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.