added support for lightning estimators

.travis.yml

@@ -16,6 +16,7 @@ before_install:
   - bash .travis/setup.sh
 
 install:
+  - pip install Cython
   - pip install -r requirements-test.txt
 
 script:

Dockerfile

@@ -26,6 +26,7 @@ RUN apt-get update && \
 WORKDIR /m2cgen
 
 COPY requirements-test.txt ./
-RUN pip3 install --no-cache-dir -r requirements-test.txt
+RUN pip3 install --no-cache-dir Cython && \
+    pip3 install --no-cache-dir -r requirements-test.txt
 
 CMD python3 setup.py develop && pytest -v -x --fast

README.md

@@ -41,8 +41,8 @@ pip install m2cgen
 
 |  | Classification | Regression |
 | --- | --- | --- |
-| **Linear** | <ul><li>LogisticRegression</li><li>LogisticRegressionCV</li><li>PassiveAggressiveClassifier</li><li>Perceptron</li><li>RidgeClassifier</li><li>RidgeClassifierCV</li><li>SGDClassifier</li></ul> | <ul><li>scikit-learn<ul><li>ARDRegression</li><li>BayesianRidge</li><li>ElasticNet</li><li>ElasticNetCV</li><li>HuberRegressor</li><li>Lars</li><li>LarsCV</li><li>Lasso</li><li>LassoCV</li><li>LassoLars</li><li>LassoLarsCV</li><li>LassoLarsIC</li><li>LinearRegression</li><li>OrthogonalMatchingPursuit</li><li>OrthogonalMatchingPursuitCV</li><li>PassiveAggressiveRegressor</li><li>RANSACRegressor(only supported regression estimators can be used as a base estimator)</li><li>Ridge</li><li>RidgeCV</li><li>SGDRegressor</li><li>TheilSenRegressor</li></ul><li>StatsModels<ul><li>Generalized Least Squares (GLS)</li><li>Ordinary Least Squares (OLS)</li><li>Weighted Least Squares (WLS)</li></ul></li><ul> |
-| **SVM** | <ul><li>LinearSVC</li><li>NuSVC</li><li>SVC</li></ul> | <ul><li>LinearSVR</li><li>NuSVR</li><li>SVR</li></ul> |
+| **Linear** | <ul><li>scikit-learn<ul><li>LogisticRegression</li><li>LogisticRegressionCV</li><li>PassiveAggressiveClassifier</li><li>Perceptron</li><li>RidgeClassifier</li><li>RidgeClassifierCV</li><li>SGDClassifier</li></ul></li><li>lightning<ul><li>AdaGradClassifier</li><li>CDClassifier</li><li>FistaClassifier</li><li>SAGAClassifier</li><li>SAGClassifier</li><li>SDCAClassifier</li><li>SGDClassifier</li></ul></li></ul> | <ul><li>scikit-learn<ul><li>ARDRegression</li><li>BayesianRidge</li><li>ElasticNet</li><li>ElasticNetCV</li><li>HuberRegressor</li><li>Lars</li><li>LarsCV</li><li>Lasso</li><li>LassoCV</li><li>LassoLars</li><li>LassoLarsCV</li><li>LassoLarsIC</li><li>LinearRegression</li><li>OrthogonalMatchingPursuit</li><li>OrthogonalMatchingPursuitCV</li><li>PassiveAggressiveRegressor</li><li>RANSACRegressor(only supported regression estimators can be used as a base estimator)</li><li>Ridge</li><li>RidgeCV</li><li>SGDRegressor</li><li>TheilSenRegressor</li></ul><li>StatsModels<ul><li>Generalized Least Squares (GLS)</li><li>Ordinary Least Squares (OLS)</li><li>Weighted Least Squares (WLS)</li></ul><li>lightning<ul><li>AdaGradRegressor</li><li>CDRegressor</li><li>FistaRegressor</li><li>SAGARegressor</li><li>SAGRegressor</li><li>SDCARegressor</li></ul></li></ul> |
+| **SVM** | <ul><li>scikit-learn<ul><li>LinearSVC</li><li>NuSVC</li><li>SVC</li></ul></li><li>lightning<ul><li>LinearSVC</li></ul></li></ul> | <ul><li>scikit-learn<ul><li>LinearSVR</li><li>NuSVR</li><li>SVR</li></ul></li><li>lightning<ul><li>LinearSVR</li></ul></li></ul> |
 | **Tree** | <ul><li>DecisionTreeClassifier</li><li>ExtraTreeClassifier</li></ul> | <ul><li>DecisionTreeRegressor</li><li>ExtraTreeRegressor</li></ul> |
 | **Random Forest** | <ul><li>ExtraTreesClassifier</li><li>LGBMClassifier(rf booster only)</li><li>RandomForestClassifier</li><li>XGBRFClassifier(binary only, multiclass is not supported yet)</li></ul> | <ul><li>ExtraTreesRegressor</li><li>LGBMRegressor(rf booster only)</li><li>RandomForestRegressor</li><li>XGBRFRegressor</li></ul> |
 | **Boosting** | <ul><li>LGBMClassifier(gbdt/dart/goss booster only)</li><li>XGBClassifier(gbtree/gblinear booster only)</li><ul> | <ul><li>LGBMRegressor(gbdt/dart/goss booster only)</li><li>XGBRegressor(gbtree/gblinear booster only)</li></ul> |

m2cgen/assemblers/__init__.py

@@ -25,75 +25,128 @@
 
 SUPPORTED_MODELS = {
     # LightGBM
-    "LGBMClassifier": LightGBMModelAssembler,
-    "LGBMRegressor": LightGBMModelAssembler,
+    "lightgbm.sklearn.LGBMClassifier": LightGBMModelAssembler,
+    "lightgbm.sklearn.LGBMRegressor": LightGBMModelAssembler,
 
     # XGBoost
-    "XGBClassifier": XGBoostModelAssemblerSelector,
-    "XGBRFClassifier": XGBoostModelAssemblerSelector,
-    "XGBRegressor": XGBoostModelAssemblerSelector,
-    "XGBRFRegressor": XGBoostModelAssemblerSelector,
-
-    # SVM
-    "LinearSVC": SklearnLinearModelAssembler,
-    "LinearSVR": SklearnLinearModelAssembler,
-    "NuSVC": SVMModelAssembler,
-    "NuSVR": SVMModelAssembler,
-    "SVC": SVMModelAssembler,
-    "SVR": SVMModelAssembler,
+    "xgboost.sklearn.XGBClassifier": XGBoostModelAssemblerSelector,
+    "xgboost.sklearn.XGBRFClassifier": XGBoostModelAssemblerSelector,
+    "xgboost.sklearn.XGBRegressor": XGBoostModelAssemblerSelector,
+    "xgboost.sklearn.XGBRFRegressor": XGBoostModelAssemblerSelector,
+
+    # Sklearn SVM
+    "sklearn.svm.classes.LinearSVC": SklearnLinearModelAssembler,
+    "sklearn.svm.classes.LinearSVR": SklearnLinearModelAssembler,
+    "sklearn.svm.classes.NuSVC": SVMModelAssembler,
+    "sklearn.svm.classes.NuSVR": SVMModelAssembler,
+    "sklearn.svm.classes.LinearSVCSVC": SVMModelAssembler,
+    "sklearn.svm.classes.SVR": SVMModelAssembler,
+
+    # lightning SVM
+    "lightning.impl.dual_cd.LinearSVC": SklearnLinearModelAssembler,
+    "lightning.impl.dual_cd.LinearSVR": SklearnLinearModelAssembler,
 
     # Sklearn Linear Regressors
-    "ARDRegression": SklearnLinearModelAssembler,
-    "BayesianRidge": SklearnLinearModelAssembler,
-    "ElasticNet": SklearnLinearModelAssembler,
-    "ElasticNetCV": SklearnLinearModelAssembler,
-    "HuberRegressor": SklearnLinearModelAssembler,
-    "Lars": SklearnLinearModelAssembler,
-    "LarsCV": SklearnLinearModelAssembler,
-    "Lasso": SklearnLinearModelAssembler,
-    "LassoCV": SklearnLinearModelAssembler,
-    "LassoLars": SklearnLinearModelAssembler,
-    "LassoLarsCV": SklearnLinearModelAssembler,
-    "LassoLarsIC": SklearnLinearModelAssembler,
-    "LinearRegression": SklearnLinearModelAssembler,
-    "OrthogonalMatchingPursuit": SklearnLinearModelAssembler,
-    "OrthogonalMatchingPursuitCV": SklearnLinearModelAssembler,
-    "PassiveAggressiveRegressor": SklearnLinearModelAssembler,
-    "RANSACRegressor": RANSACModelAssembler,
-    "Ridge": SklearnLinearModelAssembler,
-    "RidgeCV": SklearnLinearModelAssembler,
-    "SGDRegressor": SklearnLinearModelAssembler,
-    "TheilSenRegressor": SklearnLinearModelAssembler,
+    "sklearn.linear_model.bayes.ARDRegression": SklearnLinearModelAssembler,
+    "sklearn.linear_model.bayes.BayesianRidge": SklearnLinearModelAssembler,
+    "sklearn.linear_model.coordinate_descent.ElasticNet":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.coordinate_descent.ElasticNetCV":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.huber.HuberRegressor": SklearnLinearModelAssembler,
+    "sklearn.linear_model.least_angle.Lars": SklearnLinearModelAssembler,
+    "sklearn.linear_model.least_angle.LarsCV": SklearnLinearModelAssembler,
+    "sklearn.linear_model.coordinate_descent.Lasso":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.coordinate_descent.LassoCV":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.least_angle.LassoLars":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.least_angle.LassoLarsCV":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.least_angle.LassoLarsIC":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.base.LinearRegression":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.omp.OrthogonalMatchingPursuit":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.omp.OrthogonalMatchingPursuitCV":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.passive_aggressive.PassiveAggressiveRegressor":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.ransac.RANSACRegressor": RANSACModelAssembler,
+    "sklearn.linear_model.ridge.Ridge": SklearnLinearModelAssembler,
+    "sklearn.linear_model.ridge.RidgeCV": SklearnLinearModelAssembler,
+    "sklearn.linear_model.stochastic_gradient.SGDRegressor":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.theil_sen.TheilSenRegressor":
+        SklearnLinearModelAssembler,
 
     # Statsmodels Linear Regressors
-    "RegressionResultsWrapper": StatsmodelsLinearModelAssembler,
-    "RegularizedResultsWrapper": StatsmodelsLinearModelAssembler,
-
-    # Linear Classifiers
-    "LogisticRegression": SklearnLinearModelAssembler,
-    "LogisticRegressionCV": SklearnLinearModelAssembler,
-    "PassiveAggressiveClassifier": SklearnLinearModelAssembler,
-    "Perceptron": SklearnLinearModelAssembler,
-    "RidgeClassifier": SklearnLinearModelAssembler,
-    "RidgeClassifierCV": SklearnLinearModelAssembler,
-    "SGDClassifier": SklearnLinearModelAssembler,
+    "statsmodels.regression.linear_model.RegressionResultsWrapper":
+        StatsmodelsLinearModelAssembler,
+    "statsmodels.base.elastic_net.RegularizedResultsWrapper":
+        StatsmodelsLinearModelAssembler,
+
+    # lightning Linear Regressors
+    "lightning.impl.adagrad.AdaGradRegressor": SklearnLinearModelAssembler,
+    "lightning.impl.primal_cd.CDRegressor": SklearnLinearModelAssembler,
+    "lightning.impl.fista.FistaRegressor": SklearnLinearModelAssembler,
+    "lightning.impl.sag.SAGARegressor": SklearnLinearModelAssembler,
+    "lightning.impl.sag.SAGRegressor": SklearnLinearModelAssembler,
+    "lightning.impl.sdca.SDCARegressor": SklearnLinearModelAssembler,
+
+    # Sklearn Linear Classifiers
+    "sklearn.linear_model.logistic.LogisticRegression":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.logistic.LogisticRegressionCV":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.passive_aggressive.PassiveAggressiveClassifier":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.perceptron.Perceptron":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.ridge.RidgeClassifier":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.ridge.RidgeClassifierCV":
+        SklearnLinearModelAssembler,
+    "sklearn.linear_model.stochastic_gradient.SGDClassifier":
+        SklearnLinearModelAssembler,
+
+    # lightning Linear Classifiers
+    "lightning.impl.adagrad.AdaGradClassifier": SklearnLinearModelAssembler,
+    "lightning.impl.primal_cd.CDClassifier": SklearnLinearModelAssembler,
+    "lightning.impl.fista.FistaClassifier": SklearnLinearModelAssembler,
+    "lightning.impl.sag.SAGAClassifier": SklearnLinearModelAssembler,
+    "lightning.impl.sag.SAGClassifier": SklearnLinearModelAssembler,
+    "lightning.impl.sdca.SDCAClassifier": SklearnLinearModelAssembler,
+    "lightning.impl.sgd.SGDClassifier": SklearnLinearModelAssembler,
 
     # Decision trees
-    "DecisionTreeClassifier": TreeModelAssembler,
-    "DecisionTreeRegressor": TreeModelAssembler,
-    "ExtraTreeClassifier": TreeModelAssembler,
-    "ExtraTreeRegressor": TreeModelAssembler,
+    "sklearn.tree.tree.DecisionTreeClassifier": TreeModelAssembler,
+    "sklearn.tree.tree.DecisionTreeRegressor": TreeModelAssembler,
+    "sklearn.tree.tree.ExtraTreeClassifier": TreeModelAssembler,
+    "sklearn.tree.tree.ExtraTreeRegressor": TreeModelAssembler,
 
     # Ensembles
-    "ExtraTreesClassifier": RandomForestModelAssembler,
-    "ExtraTreesRegressor": RandomForestModelAssembler,
-    "RandomForestClassifier": RandomForestModelAssembler,
-    "RandomForestRegressor": RandomForestModelAssembler,
+    "sklearn.ensemble.forest.ExtraTreesClassifier":
+        RandomForestModelAssembler,
+    "sklearn.ensemble.forest.ExtraTreesRegressor":
+        RandomForestModelAssembler,
+    "sklearn.ensemble.forest.RandomForestClassifier":
+        RandomForestModelAssembler,
+    "sklearn.ensemble.forest.RandomForestRegressor":
+        RandomForestModelAssembler,
 }
 
 
+def _get_full_model_name(model):
+    type_name = type(model)
+    return "{}.{}".format(type_name.__module__,
+                          type_name.__name__)
+
+
 def get_assembler_cls(model):
-    model_name = type(model).__name__
+    model_name = _get_full_model_name(model)
     assembler_cls = SUPPORTED_MODELS.get(model_name)
 
     if not assembler_cls:

m2cgen/assemblers/linear.py

@@ -33,7 +33,8 @@ def _get_coef(self):
 class SklearnLinearModelAssembler(BaseLinearModelAssembler):
 
     def _get_intercept(self):
-        return self.model.intercept_
+        return getattr(self.model, "intercept_",
+                       np.zeros(self._get_coef().shape[0]))
 
     def _get_coef(self):
         return self.model.coef_

requirements-test.txt

@@ -1,4 +1,4 @@
-numpy==1.15.1
+numpy==1.16.1
 scipy==1.1.0
 scikit-learn==0.20.2
 xgboost==0.90
@@ -10,3 +10,4 @@ coveralls==1.9.2
 pytest-cov==2.8.1
 py-mini-racer==0.1.18
 statsmodels==0.10.2
+git+git://github.com/scikit-learn-contrib/lightning.git@b96f9c674968496e854078163c8814049a7b9f43