[MRG] ENH enable setting pipeline components as parameters (#1769)

Pipeline and FeatureUnion steps may now be set with set_params, and transformers may be replaced with None to effectively remove them.

Also test and improve ducktyping of Pipeline methods

doc/modules/pipeline.rst

@@ -37,17 +37,16 @@ is an estimator object::
     >>> from sklearn.pipeline import Pipeline
     >>> from sklearn.svm import SVC
     >>> from sklearn.decomposition import PCA
-    >>> estimators = [('reduce_dim', PCA()), ('svm', SVC())]
-    >>> clf = Pipeline(estimators)
-    >>> clf # doctest: +NORMALIZE_WHITESPACE
+    >>> estimators = [('reduce_dim', PCA()), ('clf', SVC())]
+    >>> pipe = Pipeline(estimators)
+    >>> pipe # doctest: +NORMALIZE_WHITESPACE
     Pipeline(steps=[('reduce_dim', PCA(copy=True, iterated_power=4,
     n_components=None, random_state=None, svd_solver='auto', tol=0.0,
-    whiten=False)), ('svm', SVC(C=1.0, cache_size=200, class_weight=None,
+    whiten=False)), ('clf', SVC(C=1.0, cache_size=200, class_weight=None,
     coef0=0.0, decision_function_shape=None, degree=3, gamma='auto',
     kernel='rbf', max_iter=-1, probability=False, random_state=None,
     shrinking=True, tol=0.001, verbose=False))])
 
-
 The utility function :func:`make_pipeline` is a shorthand
 for constructing pipelines;
 it takes a variable number of estimators and returns a pipeline,
@@ -64,23 +63,23 @@ filling in the names automatically::
 
 The estimators of a pipeline are stored as a list in the ``steps`` attribute::
 
-    >>> clf.steps[0]
+    >>> pipe.steps[0]
     ('reduce_dim', PCA(copy=True, iterated_power=4, n_components=None, random_state=None,
       svd_solver='auto', tol=0.0, whiten=False))
 
 and as a ``dict`` in ``named_steps``::
 
-    >>> clf.named_steps['reduce_dim']
+    >>> pipe.named_steps['reduce_dim']
     PCA(copy=True, iterated_power=4, n_components=None, random_state=None,
       svd_solver='auto', tol=0.0, whiten=False)
 
 Parameters of the estimators in the pipeline can be accessed using the
 ``<estimator>__<parameter>`` syntax::
 
-    >>> clf.set_params(svm__C=10) # doctest: +NORMALIZE_WHITESPACE
+    >>> pipe.set_params(clf__C=10) # doctest: +NORMALIZE_WHITESPACE
     Pipeline(steps=[('reduce_dim', PCA(copy=True, iterated_power=4,
         n_components=None, random_state=None, svd_solver='auto', tol=0.0,
-        whiten=False)), ('svm', SVC(C=10, cache_size=200, class_weight=None,
+        whiten=False)), ('clf', SVC(C=10, cache_size=200, class_weight=None,
         coef0=0.0, decision_function_shape=None, degree=3, gamma='auto',
         kernel='rbf', max_iter=-1, probability=False, random_state=None,
         shrinking=True, tol=0.001, verbose=False))])
@@ -90,9 +89,17 @@ This is particularly important for doing grid searches::
 
     >>> from sklearn.model_selection import GridSearchCV
     >>> params = dict(reduce_dim__n_components=[2, 5, 10],
-    ...               svm__C=[0.1, 10, 100])
-    >>> grid_search = GridSearchCV(clf, param_grid=params)
+    ...               clf__C=[0.1, 10, 100])
+    >>> grid_search = GridSearchCV(pipe, param_grid=params)
+
+Individual steps may also be replaced as parameters, and non-final steps may be
+ignored by setting them to ``None``::
 
+    >>> from sklearn.linear_model import LogisticRegression
+    >>> params = dict(reduce_dim=[None, PCA(5), PCA(10)],
+    ...               clf=[SVC(), LogisticRegression()],
+    ...               clf__C=[0.1, 10, 100])
+    >>> grid_search = GridSearchCV(pipe, param_grid=params)
 
 .. topic:: Examples:
 
@@ -172,6 +179,15 @@ Like pipelines, feature unions have a shorthand constructor called
 :func:`make_union` that does not require explicit naming of the components.
 
 
+Like ``Pipeline``, individual steps may be replaced using ``set_params``,
+and ignored by setting to ``None``::
+
+    >>> combined.set_params(kernel_pca=None) # doctest: +NORMALIZE_WHITESPACE
+    FeatureUnion(n_jobs=1, transformer_list=[('linear_pca', PCA(copy=True,
+          iterated_power=4, n_components=None, random_state=None,
+          svd_solver='auto', tol=0.0, whiten=False)), ('kernel_pca', None)],
+        transformer_weights=None)
+
 .. topic:: Examples:
 
  * :ref:`sphx_glr_auto_examples_feature_stacker.py`

doc/whats_new.rst

@@ -286,6 +286,12 @@ Enhancements
      (`#5805 <https://github.com/scikit-learn/scikit-learn/pull/5805>`_)
      By `Ibraim Ganiev`_.
 
+   - Added support for substituting or disabling :class:`pipeline.Pipeline`
+     and :class:`pipeline.FeatureUnion` components using the ``set_params``
+     interface that powers :mod:`sklearn.grid_search`.
+     See :ref:`example_plot_compare_reduction.py`. By `Joel Nothman`_ and
+     `Robert McGibbon`_.
+
 Bug fixes
 .........
 

examples/plot_compare_reduction.py

@@ -0,0 +1,75 @@
+#!/usr/bin/python
+# -*- coding: utf-8 -*-
+"""
+=================================================================
+Selecting dimensionality reduction with Pipeline and GridSearchCV
+=================================================================
+
+This example constructs a pipeline that does dimensionality
+reduction followed by prediction with a support vector
+classifier. It demonstrates the use of GridSearchCV and
+Pipeline to optimize over different classes of estimators in a
+single CV run -- unsupervised PCA and NMF dimensionality
+reductions are compared to univariate feature selection during
+the grid search.
+"""
+# Authors: Robert McGibbon, Joel Nothman
+
+from __future__ import print_function, division
+
+import numpy as np
+import matplotlib.pyplot as plt
+from sklearn.datasets import load_digits
+from sklearn.model_selection import GridSearchCV
+from sklearn.pipeline import Pipeline
+from sklearn.svm import LinearSVC
+from sklearn.decomposition import PCA, NMF
+from sklearn.feature_selection import SelectKBest, chi2
+
+print(__doc__)
+
+pipe = Pipeline([
+    ('reduce_dim', PCA()),
+    ('classify', LinearSVC())
+])
+
+N_FEATURES_OPTIONS = [2, 4, 8]
+C_OPTIONS = [1, 10, 100, 1000]
+param_grid = [
+    {
+        'reduce_dim': [PCA(iterated_power=7), NMF()],
+        'reduce_dim__n_components': N_FEATURES_OPTIONS,
+        'classify__C': C_OPTIONS
+    },
+    {
+        'reduce_dim': [SelectKBest(chi2)],
+        'reduce_dim__k': N_FEATURES_OPTIONS,
+        'classify__C': C_OPTIONS
+    },
+]
+reducer_labels = ['PCA', 'NMF', 'KBest(chi2)']
+
+grid = GridSearchCV(pipe, cv=3, n_jobs=2, param_grid=param_grid)
+digits = load_digits()
+grid.fit(digits.data, digits.target)
+
+mean_scores = np.array(grid.results_['test_mean_score'])
+# scores are in the order of param_grid iteration, which is alphabetical
+mean_scores = mean_scores.reshape(len(C_OPTIONS), -1, len(N_FEATURES_OPTIONS))
+# select score for best C
+mean_scores = mean_scores.max(axis=0)
+bar_offsets = (np.arange(len(N_FEATURES_OPTIONS)) *
+               (len(reducer_labels) + 1) + .5)
+
+plt.figure()
+COLORS = 'bgrcmyk'
+for i, (label, reducer_scores) in enumerate(zip(reducer_labels, mean_scores)):
+    plt.bar(bar_offsets + i, reducer_scores, label=label, color=COLORS[i])
+
+plt.title("Comparing feature reduction techniques")
+plt.xlabel('Reduced number of features')
+plt.xticks(bar_offsets + len(reducer_labels) / 2, N_FEATURES_OPTIONS)
+plt.ylabel('Digit classification accuracy')
+plt.ylim((0, 1))
+plt.legend(loc='upper left')
+plt.show()