type t =
[ `BaseEstimator | `Object | `RegressorMixin | `TheilSenRegressor ] Obj.tval of_pyobject : Py.Object.t -> tval to_pyobject : [> tag ] Obj.t -> Py.Object.tval create :
?fit_intercept:bool ->
?copy_X:bool ->
?max_subpopulation:int ->
?n_subsamples:int ->
?max_iter:int ->
?tol:float ->
?random_state:int ->
?n_jobs:int ->
?verbose:int ->
unit ->
tTheil-Sen Estimator: robust multivariate regression model.
The algorithm calculates least square solutions on subsets with size n_subsamples of the samples in X. Any value of n_subsamples between the number of features and samples leads to an estimator with a compromise between robustness and efficiency. Since the number of least square solutions is 'n_samples choose n_subsamples', it can be extremely large and can therefore be limited with max_subpopulation. If this limit is reached, the subsets are chosen randomly. In a final step, the spatial median (or L1 median) is calculated of all least square solutions.
Read more in the :ref:`User Guide <theil_sen_regression>`.
Parameters ---------- fit_intercept : boolean, optional, default True Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations.
copy_X : boolean, optional, default True If True, X will be copied; else, it may be overwritten.
max_subpopulation : int, optional, default 1e4 Instead of computing with a set of cardinality 'n choose k', where n is the number of samples and k is the number of subsamples (at least number of features), consider only a stochastic subpopulation of a given maximal size if 'n choose k' is larger than max_subpopulation. For other than small problem sizes this parameter will determine memory usage and runtime if n_subsamples is not changed.
n_subsamples : int, optional, default None Number of samples to calculate the parameters. This is at least the number of features (plus 1 if fit_intercept=True) and the number of samples as a maximum. A lower number leads to a higher breakdown point and a low efficiency while a high number leads to a low breakdown point and a high efficiency. If None, take the minimum number of subsamples leading to maximal robustness. If n_subsamples is set to n_samples, Theil-Sen is identical to least squares.
max_iter : int, optional, default 300 Maximum number of iterations for the calculation of spatial median.
tol : float, optional, default 1.e-3 Tolerance when calculating spatial median.
random_state : int, RandomState instance or None, optional, default None A random number generator instance to define the state of the random permutations generator. If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`.
n_jobs : int or None, optional (default=None) Number of CPUs to use during the cross validation. ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. ``-1`` means using all processors. See :term:`Glossary <n_jobs>` for more details.
verbose : boolean, optional, default False Verbose mode when fitting the model.
Attributes ---------- coef_ : array, shape = (n_features) Coefficients of the regression model (median of distribution).
intercept_ : float Estimated intercept of regression model.
breakdown_ : float Approximated breakdown point.
n_iter_ : int Number of iterations needed for the spatial median.
n_subpopulation_ : int Number of combinations taken into account from 'n choose k', where n is the number of samples and k is the number of subsamples.
Examples -------- >>> from sklearn.linear_model import TheilSenRegressor >>> from sklearn.datasets import make_regression >>> X, y = make_regression( ... n_samples=200, n_features=2, noise=4.0, random_state=0) >>> reg = TheilSenRegressor(random_state=0).fit(X, y) >>> reg.score(X, y) 0.9884... >>> reg.predict(X:1,) array(-31.5871...)
References ----------
Fit linear model.
Parameters ---------- X : numpy array of shape n_samples, n_features Training data y : numpy array of shape n_samples Target values
Returns ------- self : returns an instance of self.
Get parameters for this estimator.
Parameters ---------- deep : bool, default=True If True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns ------- params : mapping of string to any Parameter names mapped to their values.
Predict using the linear model.
Parameters ---------- X : array_like or sparse matrix, shape (n_samples, n_features) Samples.
Returns ------- C : array, shape (n_samples,) Returns predicted values.
val score :
?sample_weight:[> `ArrayLike ] Np.Obj.t ->
x:[> `ArrayLike ] Np.Obj.t ->
y:[> `ArrayLike ] Np.Obj.t ->
[> tag ] Obj.t ->
floatReturn the coefficient of determination R^2 of the prediction.
The coefficient R^2 is defined as (1 - u/v), where u is the residual sum of squares ((y_true - y_pred) ** 2).sum() and v is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.
Parameters ---------- X : array-like of shape (n_samples, n_features) Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead, shape = (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.
y : array-like of shape (n_samples,) or (n_samples, n_outputs) True values for X.
sample_weight : array-like of shape (n_samples,), default=None Sample weights.
Returns ------- score : float R^2 of self.predict(X) wrt. y.
Notes ----- The R2 score used when calling ``score`` on a regressor will use ``multioutput='uniform_average'`` from version 0.23 to keep consistent with :func:`~sklearn.metrics.r2_score`. This will influence the ``score`` method of all the multioutput regressors (except for :class:`~sklearn.multioutput.MultiOutputRegressor`). To specify the default value manually and avoid the warning, please either call :func:`~sklearn.metrics.r2_score` directly or make a custom scorer with :func:`~sklearn.metrics.make_scorer` (the built-in scorer ``'r2'`` uses ``multioutput='uniform_average'``).
val set_params : ?params:(string * Py.Object.t) list -> [> tag ] Obj.t -> tSet the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form ``<component>__<parameter>`` so that it's possible to update each component of a nested object.
Parameters ---------- **params : dict Estimator parameters.
Returns ------- self : object Estimator instance.
Attribute intercept_: get value or raise Not_found if None.
Attribute intercept_: get value as an option.
val breakdown_ : t -> floatAttribute breakdown_: get value or raise Not_found if None.
val breakdown_opt : t -> float optionAttribute breakdown_: get value as an option.
val n_iter_ : t -> intAttribute n_iter_: get value or raise Not_found if None.
val n_iter_opt : t -> int optionAttribute n_iter_: get value as an option.
val n_subpopulation_ : t -> intAttribute n_subpopulation_: get value or raise Not_found if None.
val n_subpopulation_opt : t -> int optionAttribute n_subpopulation_: get value as an option.
val to_string : t -> stringPrint the object to a human-readable representation.
val show : t -> stringPrint the object to a human-readable representation.
val pp : Format.formatter -> t -> unitPretty-print the object to a formatter.