ComposableTimeSeriesForestClassifier

class ComposableTimeSeriesForestClassifier(estimator=None, n_estimators=100, max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features=None, max_leaf_nodes=None, min_impurity_decrease=0.0, bootstrap=False, oob_score=False, n_jobs=None, random_state=None, verbose=0, warm_start=False, class_weight=None, max_samples=None)

Time Series Forest Classifier as described in [1].

A time series forest is an adaptation of the random forest for time-series data. It that fits a number of decision tree classifiers on various sub-samples of a transformed dataset and uses averaging to improve the predictive accuracy and control over-fitting. The sub-sample size is always the same as the original input sample size but the samples are drawn with replacement if bootstrap=True (default).

Parameters:

estimatorPipeline

A pipeline consisting of series-to-tabular transformations and a decision tree classifier as final estimator.

n_estimatorsinteger, optional (default=200)

The number of trees in the forest.

max_depthinteger or None, optional (default=None)

The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples.

min_samples_splitint, float, optional (default=2)

The minimum number of samples required to split an internal node: - If int, then consider min_samples_split as the minimum number. - If float, then min_samples_split is a fraction and

ceil(min_samples_split * n_samples) are the minimum number of samples for each split.

min_samples_leafint, float, optional (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. - If int, then consider min_samples_leaf as the minimum number. - If float, then min_samples_leaf is a fraction and

ceil(min_samples_leaf * n_samples) are the minimum number of samples for each node.

min_weight_fraction_leaffloat, optional (default=0.)

The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Samples have equal weight when sample_weight is not provided.

max_featuresint, float, string or None, optional (default=None)

The number of features to consider when looking for the best split: - If int, then consider max_features features at each split. - If float, then max_features is a fraction and

int(max_features * n_features) features are considered at each split.

• If “auto”, then max_features=sqrt(n_features).

• If “sqrt”, then max_features=sqrt(n_features) (same as “auto”).

• If “log2”, then max_features=log2(n_features).

• If None, then max_features=n_features.

Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than max_features features.

max_leaf_nodesint or None, optional (default=None)

Grow trees with max_leaf_nodes in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes.

min_impurity_decreasefloat, optional (default=0.)

A node will be split if this split induces a decrease of the impurity greater than or equal to this value. The weighted impurity decrease equation is the following:

N_t / N * (impurity - N_t_R / N_t * right_impurity
                    - N_t_L / N_t * left_impurity)

where N is the total number of samples, N_t is the number of samples at the current node, N_t_L is the number of samples in the left child, and N_t_R is the number of samples in the right child. N, N_t, N_t_R and N_t_L all refer to the weighted sum, if sample_weight is passed.

bootstrapboolean, optional (default=False)

Whether bootstrap samples are used when building trees.

oob_scorebool (default=False)

Whether to use out-of-bag samples to estimate the generalization accuracy.

n_jobsint or None, optional (default=None)

The number of jobs to run in parallel for both fit and predict. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors.

random_stateint, RandomState instance or None, optional (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.

verboseint, optional (default=0)

Controls the verbosity when fitting and predicting.

warm_startbool, optional (default=False)

When set to True, reuse the solution of the previous call to fit and add more estimators to the ensemble, otherwise, just fit a whole new forest.

class_weightdict, list of dicts, “balanced”, “balanced_subsample” or None, optional (default=None)

Weights associated with classes in the form {class_label: weight}. If not given, all classes are supposed to have weight one. For multi-output problems, a list of dicts can be provided in the same order as the columns of y. Note that for multioutput (including multilabel) weights should be defined for each class of every column in its own dict. For example, for four-class multilabel classification weights should be [{0: 1, 1: 1}, {0: 1, 1: 5}, {0: 1, 1: 1}, {0: 1, 1: 1}] instead of [{1:1}, {2:5}, {3:1}, {4:1}]. The “balanced” mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as n_samples / (n_classes * np.bincount(y)) The “balanced_subsample” mode is the same as “balanced” except that weights are computed based on the bootstrap sample for every tree grown. For multi-output, the weights of each column of y will be multiplied. Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified.

max_samplesint or float, default=None

If bootstrap is True, the number of samples to draw from X to train each base estimator. - If None (default), then draw X.shape[0] samples. - If int, then draw max_samples samples. - If float, then draw max_samples * X.shape[0] samples. Thus,

max_samples should be in the interval (0, 1).

Attributes:

estimators_list of DecisionTreeClassifier

The collection of fitted sub-estimators.

classes_array of shape = [n_classes] or a list of such arrays

The classes labels (single output problem), or a list of arrays of class labels (multi-output problem).

n_classes_int or list

The number of classes (single output problem), or a list containing the number of classes for each output (multi-output problem).

n_columnsint

The number of features when fit is performed.

n_outputs_int

The number of outputs when fit is performed.

feature_importances_data frame of shape = [n_timepoints, n_features]

Compute feature importances for time series forest.

oob_score_float

Score of the training dataset obtained using an out-of-bag estimate.

oob_decision_function_array of shape = [n_samples, n_classes]

Decision function computed with out-of-bag estimate on the training set. If n_estimators is small it might be possible that a data point was never left out during the bootstrap. In this case, oob_decision_function_ might contain NaN.

References

[1]

Deng et. al, A time series forest for classification and feature extraction,

Information Sciences, 239:2013.

Methods

apply(X)	Abstract method that is implemented by concrete estimators.
check_is_fitted()	Check if the estimator has been fitted.
clone()	Obtain a clone of the object with same hyper-parameters.
clone_tags(estimator[, tag_names])	clone/mirror tags from another estimator as dynamic override.
create_test_instance([parameter_set])	Construct Estimator instance if possible.
create_test_instances_and_names([parameter_set])	Create list of all test instances and a list of names for them.
decision_path(X)	Decision path of decision tree.
fit(X, y, **kwargs)	Wrap fit to call BaseClassifier.fit.
get_class_tag(tag_name[, tag_value_default])	Get tag value from estimator class (only class tags).
get_class_tags()	Get class tags from estimator class and all its parent classes.
get_fitted_params([deep])	Get fitted parameters.
get_param_defaults()	Get parameter defaults for the object.
get_param_names()	Get parameter names for the object.
get_params([deep])	Get parameters for this estimator.
get_tag(tag_name[, tag_value_default, ...])	Get tag value from estimator class and dynamic tag overrides.
get_tags()	Get tags from estimator class and dynamic tag overrides.
get_test_params([parameter_set])	Return testing parameter settings for the estimator.
is_composite()	Check if the object is composite.
load_from_path(serial)	Load object from file location.
load_from_serial(serial)	Load object from serialized memory container.
predict(X, **kwargs)	Wrap predict to call BaseClassifier.predict.
predict_log_proba(X)	Predict class log-probabilities for X.
predict_proba(X, **kwargs)	Wrap predict_proba to call BaseClassifier.predict_proba.
reset()	Reset the object to a clean post-init state.
save([path])	Save serialized self to bytes-like object or to (.zip) file.
score(X, y)	Scores predicted labels against ground truth labels on X.
set_params(**params)	Set the parameters of this object.
set_tags(**tag_dict)	Set dynamic tags to given values.

fit(X, y, **kwargs)

Wrap fit to call BaseClassifier.fit.

This is a fix to get around the problem with multiple inheritance. The problem is that if we just override _fit, this class inherits the fit from the sklearn class BaseTimeSeriesForest. This is the simplest solution, albeit a little hacky.

predict(X, **kwargs) → ndarray

Wrap predict to call BaseClassifier.predict.

predict_proba(X, **kwargs) → ndarray

Wrap predict_proba to call BaseClassifier.predict_proba.

predict_log_proba(X)

Predict class log-probabilities for X.

The predicted class log-probabilities of an input sample is computed as the log of the mean predicted class probabilities of the trees in the forest.

Parameters:

Xarray-like or sparse matrix of shape (n_samples, n_features)

The input samples. Internally, its dtype will be converted to dtype=np.float32. If a sparse matrix is provided, it will be converted into a sparse csr_matrix.

Returns:

parray of shape (n_samples, n_classes), or a list of n_outputs

such arrays if n_outputs > 1. The class probabilities of the input samples. The order of the classes corresponds to that in the attribute classes_.

classmethod get_test_params(parameter_set='default')

Return testing parameter settings for the estimator.

Parameters:

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns:

paramsdict or list of dict, default={}

Parameters to create testing instances of the class. Each dict are parameters to construct an “interesting” test instance, i.e., MyClass(**params) or MyClass(**params[i]) creates a valid test instance. create_test_instance uses the first (or only) dictionary in params.

apply(X)

Abstract method that is implemented by concrete estimators.

property base_estimator_

Estimator used to grow the ensemble.

check_is_fitted()

Check if the estimator has been fitted.

Raises:

NotFittedError

If the estimator has not been fitted yet.

clone()

Obtain a clone of the object with same hyper-parameters.

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 to type(self)(**self.get_params(deep=False)).

Returns:

instance of type(self), clone of self (see above)

clone_tags(estimator, tag_names=None)

clone/mirror tags from another estimator as dynamic override.

Parameters:

estimatorestimator inheriting from :class:BaseEstimator

tag_namesstr or list of str, default = None

Names of tags to clone. If None then all tags in estimator are used as tag_names.

Returns:

Self

Reference to self.

Notes

Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.

classmethod create_test_instance(parameter_set='default')

Construct Estimator instance if possible.

Parameters:

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns:

instanceinstance of the class with default parameters

Notes

get_test_params can return dict or list of dict. This function takes first or single dict that get_test_params returns, and constructs the object with that.

classmethod create_test_instances_and_names(parameter_set='default')

Create list of all test instances and a list of names for them.

Parameters:

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

Returns:

objslist of instances of cls

i-th instance is cls(**cls.get_test_params()[i])

nameslist of str, same length as objs

i-th element is name of i-th instance of obj in tests convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}

parameter_setstr, default=”default”

Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.

decision_path(X)

Decision path of decision tree.

Abstract method that is implemented by concrete estimators.

property feature_importances_

Compute feature importances for time series forest.

classmethod get_class_tag(tag_name, tag_value_default=None)

Get tag value from estimator class (only class tags).

Parameters:

tag_namestr

Name of tag value.

tag_value_defaultany type

Default/fallback value if tag is not found.

Returns:

tag_value

Value of the tag_name tag in self. If not found, returns tag_value_default.

classmethod get_class_tags()

Get class tags from estimator class and all its parent classes.

Returns:

collected_tagsdict

Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance. NOT overridden by dynamic tags set by set_tags or mirror_tags.

get_fitted_params(deep=True)

Get fitted parameters.

State required:

Requires state to be “fitted”.

Parameters:

deepbool, default=True

Whether to return fitted parameters of components.

• If True, will return a dict of parameter name : value for this object, including fitted parameters of fittable components (= BaseEstimator-valued parameters).

• If False, will return a dict of parameter name : value for this object, but not include fitted parameters of components.

Returns:

fitted_paramsdict with str-valued keys

Dictionary of fitted parameters, paramname : paramvalue keys-value pairs include:

• always: all fitted parameters of this object, as via get_param_names values are fitted parameter value for that key, of this object

• if deep=True, also contains keys/value pairs of component parameters parameters of components are indexed as [componentname]__[paramname] all parameters of componentname appear as paramname with its value

• if deep=True, also contains arbitrary levels of component recursion, e.g., [componentname]__[componentcomponentname]__[paramname], etc

classmethod get_param_defaults()

Get parameter defaults for the object.

Returns:

default_dict: dict with str keys

keys are all parameters of cls that have a default defined in __init__ values are the defaults, as defined in __init__

classmethod get_param_names()

Get parameter names for the object.

Returns:

param_names: list of str, alphabetically sorted list of parameter names of cls

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.

get_tag(tag_name, tag_value_default=None, raise_error=True)

Get tag value from estimator class and dynamic tag overrides.

Parameters:

tag_namestr

Name of tag to be retrieved

tag_value_defaultany type, optional; default=None

Default/fallback value if tag is not found

raise_errorbool

whether a ValueError is raised when the tag is not found

Returns:

tag_value

Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.

Raises:

ValueError if raise_error is True i.e. if tag_name is not in self.get_tags(

).keys()

get_tags()

Get tags from estimator class and dynamic tag overrides.

Returns:

collected_tagsdict

Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance and then any overrides and new tags from _tags_dynamic object attribute.

is_composite()

Check if the object is composite.

A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.

Returns:

composite: bool, whether self contains a parameter which is BaseObject

property is_fitted

Whether fit has been called.

classmethod load_from_path(serial)

Load object from file location.

Parameters:

serialresult of ZipFile(path).open(“object)

Returns:

deserialized self resulting in output at path, of cls.save(path)

classmethod load_from_serial(serial)

Load object from serialized memory container.

Parameters:

serial1st element of output of cls.save(None)

Returns:

deserialized self resulting in output serial, of cls.save(None)

reset()

Reset the object to a clean post-init state.

Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))

Detail 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 hyper-parameters (result of get_params)

Not affected by the reset are: object attributes containing double-underscores class and object methods, class attributes

save(path=None)

Save serialized self to bytes-like object or to (.zip) file.

Behaviour: if path is None, returns an in-memory serialized self if path is a file location, stores self at that location as a zip file

saved files are zip files with following contents: _metadata - contains class of self, i.e., type(self) _obj - serialized self. This class uses the default serialization (pickle).

Parameters:

pathNone or file location (str or Path)

if None, self is saved to an in-memory object if file location, self is saved to that file location. If:

path=”estimator” then a zip file estimator.zip will be made at cwd. path=”/home/stored/estimator” then a zip file estimator.zip will be stored in /home/stored/.

Returns:

if path is None - in-memory serialized self

if path is file location - ZipFile with reference to the file

score(X, y) → float

Scores predicted labels against ground truth labels on X.

Parameters:

X3D np.array (any number of channels, equal length series)

of shape [n_instances, n_channels, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

y1D np.ndarray of shape [n_instances] - class labels (ground truth)

indices correspond to instance indices in X

Returns:

float, accuracy score of predict(X) vs y

set_params(**params)

Set the parameters of this object.

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

Parameters:

**paramsdict

BaseObject parameters

Returns:

selfreference to self (after parameters have been set)

set_tags(**tag_dict)

Set dynamic tags to given values.

Parameters:

tag_dictdict

Dictionary of tag name : tag value pairs.

Returns:

Self

Reference to self.

Notes

Changes object state by settting tag values in tag_dict as dynamic tags in self.