[MRG] Svm decision function shape

doc/modules/model_persistence.rst

@@ -22,9 +22,10 @@ persistence model, namely `pickle <http://docs.python.org/library/pickle.html>`_
   >>> iris = datasets.load_iris()
   >>> X, y = iris.data, iris.target
   >>> clf.fit(X, y)  # doctest: +NORMALIZE_WHITESPACE
-  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3, gamma=0.0,
-    kernel='rbf', max_iter=-1, probability=False, random_state=None,
-    shrinking=True, tol=0.001, verbose=False)
+  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+      decision_function_shape=None, degree=3, gamma=0.0, kernel='rbf',
+      max_iter=-1, probability=False, random_state=None, shrinking=True,
+      tol=0.001, verbose=False)
 
   >>> import pickle
   >>> s = pickle.dumps(clf)

doc/modules/pipeline.rst

@@ -42,9 +42,9 @@ is an estimator object::
     >>> clf # doctest: +NORMALIZE_WHITESPACE
     Pipeline(steps=[('reduce_dim', PCA(copy=True, n_components=None,
         whiten=False)), ('svm', SVC(C=1.0, cache_size=200, class_weight=None,
-        coef0=0.0, degree=3, gamma=0.0, kernel='rbf', max_iter=-1,
-        probability=False, random_state=None, shrinking=True, tol=0.001,
-        verbose=False))])
+        coef0=0.0, decision_function_shape=None, degree=3, gamma=0.0,
+        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;
@@ -76,9 +76,9 @@ Parameters of the estimators in the pipeline can be accessed using the
     >>> clf.set_params(svm__C=10) # doctest: +NORMALIZE_WHITESPACE
     Pipeline(steps=[('reduce_dim', PCA(copy=True, n_components=None,
         whiten=False)), ('svm', SVC(C=10, cache_size=200, class_weight=None,
-        coef0=0.0, degree=3, gamma=0.0, kernel='rbf', max_iter=-1,
-        probability=False, random_state=None, shrinking=True, tol=0.001,
-        verbose=False))])
+        coef0=0.0, decision_function_shape=None, degree=3, gamma=0.0,
+        kernel='rbf', max_iter=-1, probability=False, random_state=None,
+        shrinking=True, tol=0.001, verbose=False))])
 
 This is particularly important for doing grid searches::
 

doc/modules/svm.rst

@@ -76,9 +76,10 @@ n_features]`` holding the training samples, and an array y of class labels
     >>> y = [0, 1]
     >>> clf = svm.SVC()
     >>> clf.fit(X, y)  # doctest: +NORMALIZE_WHITESPACE
-    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3,
-    gamma=0.0, kernel='rbf', max_iter=-1, probability=False, random_state=None,
-    shrinking=True, tol=0.001, verbose=False)
+    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+        decision_function_shape=None, degree=3, gamma=0.0, kernel='rbf',
+        max_iter=-1, probability=False, random_state=None, shrinking=True,
+        tol=0.001, verbose=False)
 
 After being fitted, the model can then be used to predict new values::
 
@@ -109,18 +110,27 @@ Multi-class classification
 :class:`SVC` and :class:`NuSVC` implement the "one-against-one"
 approach (Knerr et al., 1990) for multi- class classification. If
 ``n_class`` is the number of classes, then ``n_class * (n_class - 1) / 2``
-classifiers are constructed and each one trains data from two classes::
+classifiers are constructed and each one trains data from two classes.
+To provide a consistent interface with other classifiers, the
+``decision_function_shape`` option allows to aggregate the results of the
+"one-against-one" classifiers to a decision function of shape ``(n_samples,
+n_classes)``::
 
     >>> X = [[0], [1], [2], [3]]
     >>> Y = [0, 1, 2, 3]
-    >>> clf = svm.SVC()
+    >>> clf = svm.SVC(decision_function_shape='ovo')
     >>> clf.fit(X, Y) # doctest: +NORMALIZE_WHITESPACE
-    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3,
-    gamma=0.0, kernel='rbf', max_iter=-1, probability=False, random_state=None,
-    shrinking=True, tol=0.001, verbose=False)
+    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+        decision_function_shape='ovo', degree=3, gamma=0.0, kernel='rbf',
+        max_iter=-1, probability=False, random_state=None, shrinking=True,
+        tol=0.001, verbose=False)
     >>> dec = clf.decision_function([[1]])
     >>> dec.shape[1] # 4 classes: 4*3/2 = 6
     6
+    >>> clf.decision_function_shape = "ovr"
+    >>> dec = clf.decision_function([[1]])
+    >>> dec.shape[1] # 4 classes
+    4
 
 On the other hand, :class:`LinearSVC` implements "one-vs-the-rest"
 multi-class strategy, thus training n_class models. If there are only
@@ -503,9 +513,10 @@ test vectors must be provided.
     >>> # linear kernel computation
     >>> gram = np.dot(X, X.T)
     >>> clf.fit(gram, y) # doctest: +NORMALIZE_WHITESPACE
-    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3,
-    gamma=0.0, kernel='precomputed', max_iter=-1, probability=False,
-    random_state=None, shrinking=True, tol=0.001, verbose=False)
+    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+        decision_function_shape=None, degree=3, gamma=0.0,
+        kernel='precomputed', max_iter=-1, probability=False,
+        random_state=None, shrinking=True, tol=0.001, verbose=False)
     >>> # predict on training examples
     >>> clf.predict(gram)
     array([0, 1])

doc/tutorial/basic/tutorial.rst

@@ -176,9 +176,10 @@ which produces a new array that contains all but
 the last entry of ``digits.data``::
 
   >>> clf.fit(digits.data[:-1], digits.target[:-1])  # doctest: +NORMALIZE_WHITESPACE
-  SVC(C=100.0, cache_size=200, class_weight=None, coef0=0.0, degree=3,
-    gamma=0.001, kernel='rbf', max_iter=-1, probability=False,
-    random_state=None, shrinking=True, tol=0.001, verbose=False)
+  SVC(C=100.0, cache_size=200, class_weight=None, coef0=0.0,
+    decision_function_shape=None, degree=3, gamma=0.001, kernel='rbf',
+    max_iter=-1, probability=False, random_state=None, shrinking=True,
+    tol=0.001, verbose=False)
 
 Now you can predict new values, in particular, we can ask to the
 classifier what is the digit of our last image in the ``digits`` dataset,
@@ -214,9 +215,10 @@ persistence model, namely `pickle <http://docs.python.org/library/pickle.html>`_
   >>> iris = datasets.load_iris()
   >>> X, y = iris.data, iris.target
   >>> clf.fit(X, y)  # doctest: +NORMALIZE_WHITESPACE
-  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3, gamma=0.0,
-    kernel='rbf', max_iter=-1, probability=False, random_state=None,
-    shrinking=True, tol=0.001, verbose=False)
+  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+    decision_function_shape=None, degree=3, gamma=0.0, kernel='rbf',
+    max_iter=-1, probability=False, random_state=None, shrinking=True,
+    tol=0.001, verbose=False)
 
   >>> import pickle
   >>> s = pickle.dumps(clf)
@@ -287,18 +289,20 @@ maintained::
 
     >>> iris = datasets.load_iris()
     >>> clf = SVC()
-    >>> clf.fit(iris.data, iris.target)
-    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3, gamma=0.0,
-      kernel='rbf', max_iter=-1, probability=False, random_state=None,
-      shrinking=True, tol=0.001, verbose=False)
+    >>> clf.fit(iris.data, iris.target)  # doctest: +NORMALIZE_WHITESPACE
+    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+      decision_function_shape=None, degree=3, gamma=0.0, kernel='rbf',
+      max_iter=-1, probability=False, random_state=None, shrinking=True,
+      tol=0.001, verbose=False)
 
     >>> list(clf.predict(iris.data[:3]))
     [0, 0, 0]
 
-    >>> clf.fit(iris.data, iris.target_names[iris.target])
-    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3, gamma=0.0,
-      kernel='rbf', max_iter=-1, probability=False, random_state=None,
-      shrinking=True, tol=0.001, verbose=False)
+    >>> clf.fit(iris.data, iris.target_names[iris.target])  # doctest: +NORMALIZE_WHITESPACE
+    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+      decision_function_shape=None, degree=3, gamma=0.0, kernel='rbf',
+      max_iter=-1, probability=False, random_state=None, shrinking=True,
+      tol=0.001, verbose=False)
 
     >>> list(clf.predict(iris.data[:3]))  # doctest: +NORMALIZE_WHITESPACE
     ['setosa', 'setosa', 'setosa']
@@ -324,17 +328,19 @@ more than once will overwrite what was learned by any previous ``fit()``::
   >>> X_test = rng.rand(5, 10)
 
   >>> clf = SVC()
-  >>> clf.set_params(kernel='linear').fit(X, y)
-  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3, gamma=0.0,
-    kernel='linear', max_iter=-1, probability=False, random_state=None,
-    shrinking=True, tol=0.001, verbose=False)
+  >>> clf.set_params(kernel='linear').fit(X, y)  # doctest: +NORMALIZE_WHITESPACE
+  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+    decision_function_shape=None, degree=3, gamma=0.0, kernel='linear',
+    max_iter=-1, probability=False, random_state=None, shrinking=True,
+    tol=0.001, verbose=False)
   >>> clf.predict(X_test)
   array([1, 0, 1, 1, 0])
 
-  >>> clf.set_params(kernel='rbf').fit(X, y)
-  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3, gamma=0.0,
-    kernel='rbf', max_iter=-1, probability=False, random_state=None,
-    shrinking=True, tol=0.001, verbose=False)
+  >>> clf.set_params(kernel='rbf').fit(X, y)  # doctest: +NORMALIZE_WHITESPACE
+  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+    decision_function_shape=None, degree=3, gamma=0.0, kernel='rbf',
+    max_iter=-1, probability=False, random_state=None, shrinking=True,
+    tol=0.001, verbose=False)
   >>> clf.predict(X_test)
   array([0, 0, 0, 1, 0])
 

doc/tutorial/statistical_inference/supervised_learning.rst

@@ -453,9 +453,10 @@ classification --:class:`SVC` (Support Vector Classification).
     >>> from sklearn import svm
     >>> svc = svm.SVC(kernel='linear')
     >>> svc.fit(iris_X_train, iris_y_train)    # doctest: +NORMALIZE_WHITESPACE
-    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3, gamma=0.0,
-      kernel='linear', max_iter=-1, probability=False, random_state=None,
-      shrinking=True, tol=0.001, verbose=False)
+    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
+        decision_function_shape=None, degree=3, gamma=0.0, kernel='linear',
+        max_iter=-1, probability=False, random_state=None, shrinking=True,
+        tol=0.001, verbose=False)
 
 
 .. warning:: **Normalizing data**

doc/whats_new.rst

@@ -66,6 +66,11 @@ API changes summary
       for retrieving the leaf indices samples are predicted as. By
       `Daniel Galvez`_ and `Gilles Louppe`_.
 
+    - :class:`svm.SVC`` and :class:`svm.NuSVC` now have an ``decision_function_shape``
+      parameter to make their decision function of shape ``(n_samples, n_classes)``
+      by setting ``decision_function_shape='ovr'``. This will be the default behavior
+      starting in 0.19. By `Andreas Müller`_.
+
 .. _changes_0_1_16:
 
 0.16.1

sklearn/base.py

@@ -11,7 +11,11 @@
 from .externals import six
 
 
-###############################################################################
+class ChangedBehaviorWarning(UserWarning):
+    pass
+
+
+##############################################################################
 def clone(estimator, safe=True):
     """Constructs a new estimator with the same parameters.
 

sklearn/grid_search.py

@@ -20,7 +20,7 @@
 import numpy as np
 
 from .base import BaseEstimator, is_classifier, clone
-from .base import MetaEstimatorMixin
+from .base import MetaEstimatorMixin, ChangedBehaviorWarning
 from .cross_validation import _check_cv as check_cv
 from .cross_validation import _fit_and_score
 from .externals.joblib import Parallel, delayed
@@ -304,10 +304,6 @@ def __repr__(self):
             self.parameters)
 
 
-class ChangedBehaviorWarning(UserWarning):
-    pass
-
-
 class BaseSearchCV(six.with_metaclass(ABCMeta, BaseEstimator,
                                       MetaEstimatorMixin)):
     """Base class for hyper parameter search with cross-validation."""
@@ -642,9 +638,10 @@ class GridSearchCV(BaseSearchCV):
     ...                             # doctest: +NORMALIZE_WHITESPACE +ELLIPSIS
     GridSearchCV(cv=None, error_score=...,
            estimator=SVC(C=1.0, cache_size=..., class_weight=..., coef0=...,
-                         degree=..., gamma=..., kernel='rbf', max_iter=-1,
-                         probability=False, random_state=None, shrinking=True,
-                         tol=..., verbose=False),
+                         decision_function_shape=None, degree=..., gamma=...,
+                         kernel='rbf', max_iter=-1, probability=False,
+                         random_state=None, shrinking=True, tol=...,
+                         verbose=False),
            fit_params={}, iid=..., n_jobs=1,
            param_grid=..., pre_dispatch=..., refit=...,
            scoring=..., verbose=...)

sklearn/multiclass.py

@@ -552,36 +552,58 @@ def decision_function(self, X):
         """
         check_is_fitted(self, 'estimators_')
 
-        n_samples = X.shape[0]
-        n_classes = self.classes_.shape[0]
-        votes = np.zeros((n_samples, n_classes))
-        sum_of_confidences = np.zeros((n_samples, n_classes))
-
-        k = 0
-        for i in range(n_classes):
-            for j in range(i + 1, n_classes):
-                pred = self.estimators_[k].predict(X)
-                confidence_levels_ij = _predict_binary(self.estimators_[k], X)
-                sum_of_confidences[:, i] -= confidence_levels_ij
-                sum_of_confidences[:, j] += confidence_levels_ij
-                votes[pred == 0, i] += 1
-                votes[pred == 1, j] += 1
-                k += 1
-
-        max_confidences = sum_of_confidences.max()
-        min_confidences = sum_of_confidences.min()
-
-        if max_confidences == min_confidences:
-            return votes
-
-        # Scale the sum_of_confidences to (-0.5, 0.5) and add it with votes.
-        # The motivation is to use confidence levels as a way to break ties in
-        # the votes without switching any decision made based on a difference
-        # of 1 vote.
-        eps = np.finfo(sum_of_confidences.dtype).eps
-        max_abs_confidence = max(abs(max_confidences), abs(min_confidences))
-        scale = (0.5 - eps) / max_abs_confidence
-        return votes + sum_of_confidences * scale
+        predictions = np.vstack([est.predict(X) for est in self.estimators_]).T
+        confidences = np.vstack([_predict_binary(est, X) for est in self.estimators_]).T
+        return _ovr_decision_function(predictions, confidences,
+                                      len(self.classes_))
+
+
+def _ovr_decision_function(predictions, confidences, n_classes):
+    """Compute a continuous, tie-breaking ovr decision function.
+
+    It is important to include a continuous value, not only votes,
+    to make computing AUC or calibration meaningful.
+
+    Parameters
+    ----------
+    predictions : array-like, shape (n_samples, n_classifiers)
+        Predicted classes for each binary classifier.
+
+    confidences : array-like, shape (n_samples, n_classifiers)
+        Decision functions or predicted probabilities for positive class
+        for each binary classifier.
+
+    n_classes : int
+        Number of classes. n_classifiers must be
+        ``n_classes * (n_classes - 1 ) / 2``
+    """
+    n_samples = predictions.shape[0]
+    votes = np.zeros((n_samples, n_classes))
+    sum_of_confidences = np.zeros((n_samples, n_classes))
+
+    k = 0
+    for i in range(n_classes):
+        for j in range(i + 1, n_classes):
+            sum_of_confidences[:, i] -= confidences[:, k]
+            sum_of_confidences[:, j] += confidences[:, k]
+            votes[predictions[:, k] == 0, i] += 1
+            votes[predictions[:, k] == 1, j] += 1
+            k += 1
+
+    max_confidences = sum_of_confidences.max()
+    min_confidences = sum_of_confidences.min()
+
+    if max_confidences == min_confidences:
+        return votes
+
+    # Scale the sum_of_confidences to (-0.5, 0.5) and add it with votes.
+    # The motivation is to use confidence levels as a way to break ties in
+    # the votes without switching any decision made based on a difference
+    # of 1 vote.
+    eps = np.finfo(sum_of_confidences.dtype).eps
+    max_abs_confidence = max(abs(max_confidences), abs(min_confidences))
+    scale = (0.5 - eps) / max_abs_confidence
+    return votes + sum_of_confidences * scale
 
 
 @deprecated("fit_ecoc is deprecated and will be removed in 0.18."