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![Python 3.5](https://img.shields.io/badge/python-3.5-blue.svg) | ||
[![PyPI version](https://badge.fury.io/py/mlens.svg)](http://badge.fury.io/py/mlens) | ||
[![Build Status](https://travis-ci.org/flennerhag/mlens.svg?branch=master)](https://travis-ci.org/flennerhag/mlens) | ||
[![Code Health](https://landscape.io/github/flennerhag/mlens/master/landscape.svg?style=flat)](https://landscape.io/github/flennerhag/mlens/master) | ||
[![Coverage Status](https://coveralls.io/repos/github/flennerhag/mlens/badge.svg?branch=master)](https://coveralls.io/github/flennerhag/mlens?branch=master) | ||
![License](https://img.shields.io/badge/license-MIT-blue.svg) | ||
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# ML Ensemble - A library for parallelized ensemble learning | ||
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**ML Ensemble is a Python library for building fully parallelized ensembles with a Scikit-learn's API. It is fully compatible with Scikic-learn objects such as pipelines and grid search classes.** | ||
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The project is in development. Currently, the following classes are implemented: | ||
- `StackingEnsemble`: a one-stop-shop for generating and training ensembles. See [here](mlens/examples/example.ipynb) for an example. | ||
- `PredictionFeature`: an sklearn compatibile class for generating a feature of out-of-sample predicitons. In pipeline, coming soon. | ||
- `Evaluator`: a one-stop-shop for model evaluation that allows you to compare in one table the performance of any number of models, across any number of preprocessing pipelines. By fitting all estimators in one go, grid search time is dramatically reduced as compared to grid search one pipelined model at a time. See [here](mlens/test/example_evaluator.ipynb) for an example. | ||
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## How to install | ||
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#### PyPI | ||
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Execute | ||
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```bash | ||
pip install mlens | ||
``` | ||
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#### Bleeding edge | ||
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To ensure latest version is installed, fork the GitHub repository and install mlxtens using the symlink options. | ||
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```bash | ||
git clone https://flennerhag/mlens.git; cd mlens; | ||
pip install -e . | ||
``` | ||
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To update the package, pull the latest changes from the github repo | ||
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## Usage | ||
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The library utilizes the Scikit-learn API. Specify a set of base estimators, either as a list of estimators or a dictionary of preprocessing cases with associated base estimators, along with a meta estimator. In the simplest case: | ||
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```Python | ||
from mlens.ensemble import StackingEnsemble | ||
from sklearn.linear_model import Lasso | ||
from sklearn.svm import SVR | ||
from sklearn.datasets import load_boston | ||
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# Some data | ||
X, y = load_boston(return_X_y=True) | ||
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# Base estimators and meta estimator | ||
base = [SVR(), RandomForest()] | ||
meta = Lasso() | ||
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# Ensemble | ||
ens = StackingEnsemble(meta, base) | ||
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ens.fit(X, y) | ||
predictions = ens.predict(X) | ||
``` | ||
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For more an example that builds in differentiated preprocessing pipelines for base estimators, see [**here**](mlens/examples/example.ipynb). | ||
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## Roadmap | ||
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The project is rapidly progressing. The parallelized backend is in place so the coming taks is to develop the front-end API for different types of ensembles need to be built. This however is a relatively straightforward task so expect major additions soon. In the pipeline of Ensembles to be implemented are currently: | ||
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- Blending | ||
- Super Learner | ||
- Subsemble | ||
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Stay tuned! | ||
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If you'd like to contribute, don't hesitate to reach out! | ||
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## License | ||
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MIT License | ||
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Copyright (c) 2017 Sebastian Flennerhag | ||
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Permission is hereby granted, free of charge, to any person obtaining a copy | ||
of this software and associated documentation files (the "Software"), to deal | ||
in the Software without restriction, including without limitation the rights | ||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | ||
copies of the Software, and to permit persons to whom the Software is | ||
furnished to do so, subject to the following conditions: | ||
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The above copyright notice and this permission notice shall be included in all | ||
copies or substantial portions of the Software. | ||
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | ||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | ||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | ||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE | ||
SOFTWARE. |