Lazy Generic Boosting Classifier (AutoML Hold-out set validation)

LazyBoostingClassifier(
  verbose = 0,
  ignore_warnings = TRUE,
  custom_metric = NULL,
  predictions = FALSE,
  sort_by = "Accuracy",
  random_state = 42,
  estimators = "all",
  preprocess = FALSE,
  n_jobs = NULL
)

Arguments

verbose:

int, progress bar (yes = 1) or not (no = 0) (currently).

ignore_warnings:

bool, ignore warnings.

custom_metric:

function, custom metric.

predictions:

bool, return predictions.

sort_by:

str, sort by metric.

random_state:

int, random state.

estimators:

str, estimators to use. List of names for custom, or just 'all'.

preprocess:

bool, preprocess data or not.

n_jobs:

int, number of jobs.

Value

LazyBoostingClassifier object

Examples


library(mlsauce)
library(datasets)

data(iris)

X <- as.matrix(iris[, 1:4])
y <- as.integer(iris[, 5]) - 1L

n <- dim(X)[1]
p <- dim(X)[2]

set.seed(21341)
train_index <- sample(x = 1:n, size = floor(0.8*n), replace = TRUE)
test_index <- -train_index

X_train <- as.matrix(X[train_index, ])
y_train <- as.integer(y[train_index])
X_test <- as.matrix(X[test_index, ])
y_test <- as.integer(y[test_index])

obj <- LazyBoostingClassifier(verbose=0, ignore_warnings=TRUE,
                              custom_metric=NULL, preprocess=FALSE)

obj$fit(X_train, X_test, y_train, y_test)
#> [[1]]
#>                                                        Accuracy
#> RandomForestClassifier                                0.9701493
#> GenericBooster(MultiTask(ExtraTreeRegressor))         0.9701493
#> GenericBooster(TransformedTargetRegressor)            0.9253731
#> GenericBooster(LinearRegression)                      0.9253731
#> GenericBooster(MultiTask(TweedieRegressor))           0.9253731
#> GenericBooster(Ridge)                                 0.9104478
#> GenericBooster(RidgeCV)                               0.9104478
#> GenericBooster(DecisionTreeRegressor)                 0.9104478
#> GenericBooster(MultiTask(KNeighborsRegressor))        0.9104478
#> GenericBooster(MultiTask(Lars))                       0.9104478
#> GenericBooster(MultiTask(TransformedTargetRegressor)) 0.9104478
#> GenericBooster(MultiTask(LinearRegression))           0.9104478
#> GenericBooster(KNeighborsRegressor)                   0.9104478
#> GenericBooster(MultiTask(DecisionTreeRegressor))      0.8955224
#> GenericBooster(MultiTask(SGDRegressor))               0.8805970
#> GenericBooster(ExtraTreeRegressor)                    0.8805970
#> XGBClassifier                                         0.8507463
#> GenericBooster(MultiTask(LinearSVR))                  0.8208955
#> GenericBooster(MultiTask(PassiveAggressiveRegressor)) 0.7313433
#> GenericBooster(MultiTask(BayesianRidge))              0.7164179
#> GenericBooster(MultiTask(Ridge))                      0.6716418
#> GenericBooster(MultiTask(QuantileRegressor))          0.3880597
#> GenericBooster(MultiTaskElasticNet)                   0.2537313
#> GenericBooster(DummyRegressor)                        0.2388060
#> GenericBooster(LassoLars)                             0.2388060
#> GenericBooster(MultiTaskLasso)                        0.2388060
#> GenericBooster(ElasticNet)                            0.2388060
#> GenericBooster(Lasso)                                 0.2388060
#> GenericBooster(MultiTask(LassoLars))                  0.2388060
#> GenericBooster(MultiTask(Lasso))                      0.2388060
#> GenericBooster(MultiTask(DummyRegressor))             0.2388060
#> GenericBooster(MultiTask(ElasticNet))                 0.2388060
#>                                                       Balanced Accuracy ROC AUC
#> RandomForestClassifier                                        0.9738462    <NA>
#> GenericBooster(MultiTask(ExtraTreeRegressor))                 0.9733333    <NA>
#> GenericBooster(TransformedTargetRegressor)                    0.9353846    <NA>
#> GenericBooster(LinearRegression)                              0.9353846    <NA>
#> GenericBooster(MultiTask(TweedieRegressor))                   0.9348718    <NA>
#> GenericBooster(Ridge)                                         0.9225641    <NA>
#> GenericBooster(RidgeCV)                                       0.9225641    <NA>
#> GenericBooster(DecisionTreeRegressor)                         0.9205128    <NA>
#> GenericBooster(MultiTask(KNeighborsRegressor))                0.9230769    <NA>
#> GenericBooster(MultiTask(Lars))                               0.9215385    <NA>
#> GenericBooster(MultiTask(TransformedTargetRegressor))         0.9215385    <NA>
#> GenericBooster(MultiTask(LinearRegression))                   0.9215385    <NA>
#> GenericBooster(KNeighborsRegressor)                           0.9205128    <NA>
#> GenericBooster(MultiTask(DecisionTreeRegressor))              0.8996795    <NA>
#> GenericBooster(MultiTask(SGDRegressor))                       0.8969231    <NA>
#> GenericBooster(ExtraTreeRegressor)                            0.8943590    <NA>
#> XGBClassifier                                                 0.8676923    <NA>
#> GenericBooster(MultiTask(LinearSVR))                          0.8461538    <NA>
#> GenericBooster(MultiTask(PassiveAggressiveRegressor))         0.7692308    <NA>
#> GenericBooster(MultiTask(BayesianRidge))                      0.7564103    <NA>
#> GenericBooster(MultiTask(Ridge))                              0.7179487    <NA>
#> GenericBooster(MultiTask(QuantileRegressor))                  0.3333333    <NA>
#> GenericBooster(MultiTaskElasticNet)                           0.3466667    <NA>
#> GenericBooster(DummyRegressor)                                0.3333333    <NA>
#> GenericBooster(LassoLars)                                     0.3333333    <NA>
#> GenericBooster(MultiTaskLasso)                                0.3333333    <NA>
#> GenericBooster(ElasticNet)                                    0.3333333    <NA>
#> GenericBooster(Lasso)                                         0.3333333    <NA>
#> GenericBooster(MultiTask(LassoLars))                          0.3333333    <NA>
#> GenericBooster(MultiTask(Lasso))                              0.3333333    <NA>
#> GenericBooster(MultiTask(DummyRegressor))                     0.3333333    <NA>
#> GenericBooster(MultiTask(ElasticNet))                         0.3333333    <NA>
#>                                                         F1 Score  Time Taken
#> RandomForestClassifier                                0.97014925 0.179825068
#> GenericBooster(MultiTask(ExtraTreeRegressor))         0.97008015 1.938587189
#> GenericBooster(TransformedTargetRegressor)            0.92520072 0.223798990
#> GenericBooster(LinearRegression)                      0.92520072 0.156949043
#> GenericBooster(MultiTask(TweedieRegressor))           0.92537313 1.952586889
#> GenericBooster(Ridge)                                 0.91003317 0.134766102
#> GenericBooster(RidgeCV)                               0.91003317 0.187140226
#> GenericBooster(DecisionTreeRegressor)                 0.90975248 0.136926889
#> GenericBooster(MultiTask(KNeighborsRegressor))        0.90940484 4.062046051
#> GenericBooster(MultiTask(Lars))                       0.91044776 2.253069639
#> GenericBooster(MultiTask(TransformedTargetRegressor)) 0.91044776 2.063669443
#> GenericBooster(MultiTask(LinearRegression))           0.91044776 0.801260948
#> GenericBooster(KNeighborsRegressor)                   0.90975248 0.256379128
#> GenericBooster(MultiTask(DecisionTreeRegressor))      0.89597043 1.684742212
#> GenericBooster(MultiTask(SGDRegressor))               0.87920645 1.083753347
#> GenericBooster(ExtraTreeRegressor)                    0.87966997 0.130824089
#> XGBClassifier                                         0.84950709 0.073267937
#> GenericBooster(MultiTask(LinearSVR))                  0.81136254 1.724723816
#> GenericBooster(MultiTask(PassiveAggressiveRegressor)) 0.69578578 1.361441135
#> GenericBooster(MultiTask(BayesianRidge))              0.67382455 1.353857040
#> GenericBooster(MultiTask(Ridge))                      0.60140962 0.824373007
#> GenericBooster(MultiTask(QuantileRegressor))          0.21697962 3.716071844
#> GenericBooster(MultiTaskElasticNet)                   0.15081187 0.144754887
#> GenericBooster(DummyRegressor)                        0.09206977 0.005398989
#> GenericBooster(LassoLars)                             0.09206977 0.009294987
#> GenericBooster(MultiTaskLasso)                        0.09206977 0.008763313
#> GenericBooster(ElasticNet)                            0.09206977 0.012778997
#> GenericBooster(Lasso)                                 0.09206977 0.013282776
#> GenericBooster(MultiTask(LassoLars))                  0.09206977 0.013671160
#> GenericBooster(MultiTask(Lasso))                      0.09206977 0.014795065
#> GenericBooster(MultiTask(DummyRegressor))             0.09206977 0.008087158
#> GenericBooster(MultiTask(ElasticNet))                 0.09206977 0.016119957
#> 
#> [[2]]
#>                                                        Accuracy
#> RandomForestClassifier                                0.9701493
#> GenericBooster(MultiTask(ExtraTreeRegressor))         0.9701493
#> GenericBooster(TransformedTargetRegressor)            0.9253731
#> GenericBooster(LinearRegression)                      0.9253731
#> GenericBooster(MultiTask(TweedieRegressor))           0.9253731
#> GenericBooster(Ridge)                                 0.9104478
#> GenericBooster(RidgeCV)                               0.9104478
#> GenericBooster(DecisionTreeRegressor)                 0.9104478
#> GenericBooster(MultiTask(KNeighborsRegressor))        0.9104478
#> GenericBooster(MultiTask(Lars))                       0.9104478
#> GenericBooster(MultiTask(TransformedTargetRegressor)) 0.9104478
#> GenericBooster(MultiTask(LinearRegression))           0.9104478
#> GenericBooster(KNeighborsRegressor)                   0.9104478
#> GenericBooster(MultiTask(DecisionTreeRegressor))      0.8955224
#> GenericBooster(MultiTask(SGDRegressor))               0.8805970
#> GenericBooster(ExtraTreeRegressor)                    0.8805970
#> XGBClassifier                                         0.8507463
#> GenericBooster(MultiTask(LinearSVR))                  0.8208955
#> GenericBooster(MultiTask(PassiveAggressiveRegressor)) 0.7313433
#> GenericBooster(MultiTask(BayesianRidge))              0.7164179
#> GenericBooster(MultiTask(Ridge))                      0.6716418
#> GenericBooster(MultiTask(QuantileRegressor))          0.3880597
#> GenericBooster(MultiTaskElasticNet)                   0.2537313
#> GenericBooster(DummyRegressor)                        0.2388060
#> GenericBooster(LassoLars)                             0.2388060
#> GenericBooster(MultiTaskLasso)                        0.2388060
#> GenericBooster(ElasticNet)                            0.2388060
#> GenericBooster(Lasso)                                 0.2388060
#> GenericBooster(MultiTask(LassoLars))                  0.2388060
#> GenericBooster(MultiTask(Lasso))                      0.2388060
#> GenericBooster(MultiTask(DummyRegressor))             0.2388060
#> GenericBooster(MultiTask(ElasticNet))                 0.2388060
#>                                                       Balanced Accuracy ROC AUC
#> RandomForestClassifier                                        0.9738462    <NA>
#> GenericBooster(MultiTask(ExtraTreeRegressor))                 0.9733333    <NA>
#> GenericBooster(TransformedTargetRegressor)                    0.9353846    <NA>
#> GenericBooster(LinearRegression)                              0.9353846    <NA>
#> GenericBooster(MultiTask(TweedieRegressor))                   0.9348718    <NA>
#> GenericBooster(Ridge)                                         0.9225641    <NA>
#> GenericBooster(RidgeCV)                                       0.9225641    <NA>
#> GenericBooster(DecisionTreeRegressor)                         0.9205128    <NA>
#> GenericBooster(MultiTask(KNeighborsRegressor))                0.9230769    <NA>
#> GenericBooster(MultiTask(Lars))                               0.9215385    <NA>
#> GenericBooster(MultiTask(TransformedTargetRegressor))         0.9215385    <NA>
#> GenericBooster(MultiTask(LinearRegression))                   0.9215385    <NA>
#> GenericBooster(KNeighborsRegressor)                           0.9205128    <NA>
#> GenericBooster(MultiTask(DecisionTreeRegressor))              0.8996795    <NA>
#> GenericBooster(MultiTask(SGDRegressor))                       0.8969231    <NA>
#> GenericBooster(ExtraTreeRegressor)                            0.8943590    <NA>
#> XGBClassifier                                                 0.8676923    <NA>
#> GenericBooster(MultiTask(LinearSVR))                          0.8461538    <NA>
#> GenericBooster(MultiTask(PassiveAggressiveRegressor))         0.7692308    <NA>
#> GenericBooster(MultiTask(BayesianRidge))                      0.7564103    <NA>
#> GenericBooster(MultiTask(Ridge))                              0.7179487    <NA>
#> GenericBooster(MultiTask(QuantileRegressor))                  0.3333333    <NA>
#> GenericBooster(MultiTaskElasticNet)                           0.3466667    <NA>
#> GenericBooster(DummyRegressor)                                0.3333333    <NA>
#> GenericBooster(LassoLars)                                     0.3333333    <NA>
#> GenericBooster(MultiTaskLasso)                                0.3333333    <NA>
#> GenericBooster(ElasticNet)                                    0.3333333    <NA>
#> GenericBooster(Lasso)                                         0.3333333    <NA>
#> GenericBooster(MultiTask(LassoLars))                          0.3333333    <NA>
#> GenericBooster(MultiTask(Lasso))                              0.3333333    <NA>
#> GenericBooster(MultiTask(DummyRegressor))                     0.3333333    <NA>
#> GenericBooster(MultiTask(ElasticNet))                         0.3333333    <NA>
#>                                                         F1 Score  Time Taken
#> RandomForestClassifier                                0.97014925 0.179825068
#> GenericBooster(MultiTask(ExtraTreeRegressor))         0.97008015 1.938587189
#> GenericBooster(TransformedTargetRegressor)            0.92520072 0.223798990
#> GenericBooster(LinearRegression)                      0.92520072 0.156949043
#> GenericBooster(MultiTask(TweedieRegressor))           0.92537313 1.952586889
#> GenericBooster(Ridge)                                 0.91003317 0.134766102
#> GenericBooster(RidgeCV)                               0.91003317 0.187140226
#> GenericBooster(DecisionTreeRegressor)                 0.90975248 0.136926889
#> GenericBooster(MultiTask(KNeighborsRegressor))        0.90940484 4.062046051
#> GenericBooster(MultiTask(Lars))                       0.91044776 2.253069639
#> GenericBooster(MultiTask(TransformedTargetRegressor)) 0.91044776 2.063669443
#> GenericBooster(MultiTask(LinearRegression))           0.91044776 0.801260948
#> GenericBooster(KNeighborsRegressor)                   0.90975248 0.256379128
#> GenericBooster(MultiTask(DecisionTreeRegressor))      0.89597043 1.684742212
#> GenericBooster(MultiTask(SGDRegressor))               0.87920645 1.083753347
#> GenericBooster(ExtraTreeRegressor)                    0.87966997 0.130824089
#> XGBClassifier                                         0.84950709 0.073267937
#> GenericBooster(MultiTask(LinearSVR))                  0.81136254 1.724723816
#> GenericBooster(MultiTask(PassiveAggressiveRegressor)) 0.69578578 1.361441135
#> GenericBooster(MultiTask(BayesianRidge))              0.67382455 1.353857040
#> GenericBooster(MultiTask(Ridge))                      0.60140962 0.824373007
#> GenericBooster(MultiTask(QuantileRegressor))          0.21697962 3.716071844
#> GenericBooster(MultiTaskElasticNet)                   0.15081187 0.144754887
#> GenericBooster(DummyRegressor)                        0.09206977 0.005398989
#> GenericBooster(LassoLars)                             0.09206977 0.009294987
#> GenericBooster(MultiTaskLasso)                        0.09206977 0.008763313
#> GenericBooster(ElasticNet)                            0.09206977 0.012778997
#> GenericBooster(Lasso)                                 0.09206977 0.013282776
#> GenericBooster(MultiTask(LassoLars))                  0.09206977 0.013671160
#> GenericBooster(MultiTask(Lasso))                      0.09206977 0.014795065
#> GenericBooster(MultiTask(DummyRegressor))             0.09206977 0.008087158
#> GenericBooster(MultiTask(ElasticNet))                 0.09206977 0.016119957
#>