SignatureClassifier#
- class SignatureClassifier(estimator=None, augmentation_list=('basepoint', 'addtime'), window_name='dyadic', window_depth=3, window_length=None, window_step=None, rescaling=None, sig_tfm='signature', depth=4, random_state=None)[source]#
Classification module using signature-based features.
This simply initialises the SignatureTransformer class which builds the feature extraction pipeline, then creates a new pipeline by appending a classifier after the feature extraction step.
- The default parameters are set to best practice parameters found in
“A Generalised Signature Method for Multivariate TimeSeries” [1]
Note that the final classifier used on the UEA datasets involved tuning the hyper-parameters:
depth over [1, 2, 3, 4, 5, 6]
window_depth over [2, 3, 4]
RandomForestClassifier hyper-parameters.
as these were found to be the most dataset dependent hyper-parameters.
Thus, we recommend always tuning at least these parameters to any given dataset.
- Parameters:
- estimatorsklearn estimator, default=RandomForestClassifier
This should be any sklearn-type estimator. Defaults to RandomForestClassifier.
- augmentation_list: list of tuple of strings, default=(“basepoint”, “addtime”)
List of augmentations to be applied before the signature transform is applied.
- window_name: str, default=”dyadic”
The name of the window transform to apply.
- window_depth: int, default=3
The depth of the dyadic window. (Active only if window_name == ‘dyadic’].
- window_length: int, default=None
The length of the sliding/expanding window. (Active only if `window_name in [‘sliding, ‘expanding’].
- window_step: int, default=None
The step of the sliding/expanding window. (Active only if `window_name in [‘sliding, ‘expanding’].
- rescaling: str, default=None
The method of signature rescaling.
- sig_tfm: str, default=”signature”
String to specify the type of signature transform. One of: [‘signature’, ‘logsignature’]).
- depth: int, default=4
Signature truncation depth.
- random_state: int, default=None
Random state initialisation.
- Attributes:
- signature_method: sklearn.Pipeline
An sklearn pipeline that performs the signature feature extraction step.
- pipeline: sklearn.Pipeline
The classifier appended to the signature_method pipeline to make a classification pipeline.
- n_classes_int
Number of classes. Extracted from the data.
- classes_ndarray of shape (n_classes_)
Holds the label for each class.
See also
SignatureTransformer
References
[1]Morrill, James, et al. “A generalised signature method for multivariate time series feature extraction.” arXiv preprint arXiv:2006.00873 (2020). https://arxiv.org/pdf/2006.00873.pdf
Methods
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.
fit
(X, y)Fit time series classifier to training data.
get_class_tag
(tag_name[, tag_value_default])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.
Get parameter defaults for the object.
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.
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)Predicts labels for time series in X.
Predicts labels probabilities for sequences in X.
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.
- classmethod get_test_params(parameter_set='default')[source]#
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. SignatureClassifier provides the following special sets:
- “results_comparison” - used in some classifiers to compare against
previously generated results where the default set of parameters cannot produce suitable probability estimates
- 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.
- check_is_fitted()[source]#
Check if the estimator has been fitted.
- Raises:
- NotFittedError
If the estimator has not been fitted yet.
- clone()[source]#
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)[source]#
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')[source]#
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')[source]#
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.
- fit(X, y)[source]#
Fit time series classifier to training data.
- 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.array of int, of shape [n_instances] - class labels for fitting
indices correspond to instance indices in X
- Returns:
- selfReference to self.
Notes
Changes state by creating a fitted model that updates attributes ending in “_” and sets is_fitted flag to True.
- classmethod get_class_tag(tag_name, tag_value_default=None)[source]#
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()[source]#
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)[source]#
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()[source]#
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()[source]#
Get parameter names for the object.
- Returns:
- param_names: list of str, alphabetically sorted list of parameter names of cls
- 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, tag_value_default=None, raise_error=True)[source]#
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()[source]#
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()[source]#
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
- classmethod load_from_path(serial)[source]#
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)[source]#
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)
- predict(X) ndarray [source]#
Predicts labels for time series in X.
- Parameters:
- X3D np.array of shape (n_instances, n_channels, series_length)
or 2D np.array of shape (n_instances, series_length)
- Returns:
- y1D np.array of int, of shape [n_instances] - predicted class labels
indices correspond to instance indices in X
- predict_proba(X) ndarray [source]#
Predicts labels probabilities for sequences in X.
- Parameters:
- X3D np.array of shape (n_cases, n_channels, series_length)
or 2D np.array of shape (n_cases, series_length)
- Returns:
- y2D array of shape (n_cases, n_classes) - predicted class probabilities
First dimension indices correspond to instance indices in X, second dimension indices correspond to class labels, (i, j)-th entry is estimated probability that i-th instance is of class j
- reset()[source]#
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)[source]#
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 [source]#
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)[source]#
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)