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Tuning pipelines#
Our machine-learning pipeline typically contains some values or choices which
may influence its prediction performance, such as hyperparameters (e.g. the
regularization parameter alpha
of a RidgeClassifier
, the
learning_rate
of a HistGradientBoostingClassifier
), which estimator to
use (e.g. RidgeClassifier
or HistGradientBoostingClassifier
), or which
steps to include (e.g. should we join a table to bring additional information
or not).
We want to tune those choices by trying several options and keeping those that give the best performance on a validation set.
Skrub expressions provide a convenient way to specify the range of possible values, by inserting it directly in place of the actual value. For example we can write:
RidgeClassifier(alpha=skrub.choose_from([0.1, 1.0, 10.0], name='α'))
instead of:
RidgeClassifier(alpha=1.0)
.
Skrub then inspects
our pipeline to discover all the places where we used objects like
skrub.choose_from()
and builds a grid of hyperparameters for us.
- We will illustrate hyperparameter tuning on the “toxicity” dataset. This
dataset contains 1,000 texts and the task is to predict if they are flagged as being toxic or not.
We start from a very simple pipeline without any hyperparameters.
from sklearn.ensemble import HistGradientBoostingClassifier
import skrub
import skrub.datasets
data = skrub.datasets.fetch_toxicity().toxicity
# This dataset is sorted -- all toxic tweets appear first, so we shuffle it
data = data.sample(frac=1.0, random_state=1)
texts = data[["text"]]
labels = data["is_toxic"]
We mark the texts
column as the input and the labels
column as the target.
See the previous example for a more detailed explanation
of skrub.X
and skrub.y
.
We then encode the text with a MinHashEncoder
and fit a
HistGradientBoostingClassifier
on the resulting features.
pred = X.skb.apply(skrub.MinHashEncoder()).skb.apply(
HistGradientBoostingClassifier(), y=y
)
pred.skb.cross_validate(n_jobs=4)["test_score"]
0 0.635
1 0.590
2 0.645
3 0.595
4 0.585
Name: test_score, dtype: float64
For the sake of the example, we will focus on the number of MinHashEncoder
components and the learning_rate
of the HistGradientBoostingClassifier
to illustrate the skrub.choose_from(...)
objects.
When we use a scikit-learn hyperparameter-tuner like GridSearchCV
or
RandomizedSearchCV
, we need to specify a grid of hyperparameters separately
from the estimator, with something similar to
GridSearchCV(my_pipeline, param_grid={"encoder__n_components: [5, 10, 20]"})
.
Instead, with skrub we can use
skrub.choose_from(...)
directly where the actual value
would normally go. Skrub then takes care of constructing the
GridSearchCV
’s parameter grid for us.
Several utilities are available:
choose_from()
to choose from a discrete set of valueschoose_float()
andchoose_int()
to sample numbers in a given rangechoose_bool()
to choose betweenTrue
andFalse
optional()
to choose between something andNone
; typically to make a transformation step optional such asX.skb.apply(skrub.optional(StandardScaler()))
Choices can be given a name which is used to display hyperparameter search results and plots or to override their outcome. The name is optional.
Note that skrub.choose_float()
and skrub.choose_int()
can be given a
log
argument to sample in log scale.
X, y = skrub.X(texts), skrub.y(labels)
encoder = skrub.MinHashEncoder(
n_components=skrub.choose_int(5, 15, name="N components")
)
classifier = HistGradientBoostingClassifier(
learning_rate=skrub.choose_float(0.01, 0.9, log=True, name="lr")
)
pred = X.skb.apply(encoder).skb.apply(classifier, y=y)
We can then obtain a pipeline that performs the hyperparameter search with
.skb.get_grid_search()
or .skb.get_randomized_search()
. They accept
the same arguments as their scikit-learn counterparts (e.g. scoring
and
n_jobs
). Also, like .skb.get_pipeline()
, they accept a fitted
argument and if it is True
the search is fitted on the data we provided
when initializing our pipeline’s variables.
search = pred.skb.get_randomized_search(n_iter=8, n_jobs=4, random_state=1, fitted=True)
search.results_
If the plotly library is installed, we can visualize the results of the
hyperparameter search with .plot_results()
.
In the plot below, each line represents a combination of hyperparameters (in
this case, only N components
and learning rate
), and each column of
points represents either a hyperparameter, or the score of a given
combination of hyperparameters.
The color of the line represents the score of the combination of hyperparameters.
The plot is interactive, and it is possible to select only a subset of the
hyperparameters to visualize by dragging the mouse over each column to select
the desired range.
This is particularly useful when there are many combinations of hyperparameters,
and we are interested in understanding which hyperparameters have the largest
impact on the score.
Default choice values#
The goal of using the different choose_*
functions is to tune choices on
validation metrics with randomized or grid search. However, even when our
expression contains such choices we can still use it without tuning, for
example in previews or to get a quick first result before spending the
computation time to run the search. When we use .skb.get_pipeline()
, we get a pipeline that does not perform any tuning
and uses those default values. That default pipeline is the one used for
.skb.eval()
.
We can control what should be the default value for each choice. For
choose_int()
, choose_float()
and choose_bool()
, we can use
the default
parameter. For choose_from()
, the default is the first
item from the list or dict of outcomes we provide. For optional()
, we
can pass default=None
to force the default to be the alternative
outcome, None
.
When we do not set an explicit default, skrub picks one for depending on the kind of choice, as detailed in this table in the User Guide.
As mentioned we can control the default value:
skrub.choose_float(1.0, 100.0, default=12.0).default()
12.0
Choices can appear in many places#
Choices are not limited to selecting estimator hyperparameters. They can also be used to choose between different estimators, or in place of any value used in our pipeline.
For example, here we pass a choice to pandas DataFrame’s assign
method.
We want to add a feature that captures the length of the text, but we are not
sure if it is better to count length in characters or in words. We do not
want to add both because it would be redundant. We can add a column to the
dataframe, which will be chosen among the length in characters or the length
in words:
choose_from
can be given a dictionary if we want to provide
names for the individual outcomes, or a list, when names are not needed:
choose_from([1, 100], name='N')
,
choose_from({'small': 1, 'big': 100}, name='N')
.
Choices can be nested arbitrarily. For example, here we want to choose
between 2 possible encoder types: the MinHashEncoder
or the
StringEncoder
. Each of the possible outcomes contains a choice itself:
the number of components.
X, y = skrub.X(texts), skrub.y(labels)
n_components = skrub.choose_int(5, 15, name="N components")
encoder = skrub.choose_from(
{
"minhash": skrub.MinHashEncoder(n_components=n_components),
"lse": skrub.StringEncoder(n_components=n_components),
},
name="encoder",
)
X.skb.apply(encoder, cols="text")
In a similar vein, we might want to choose between a HGB classifier and a Ridge classifier, each with its own set of hyperparameters. We can then define a choice for the classifier and a choice for the hyperparameters of each classifier.
from sklearn.linear_model import RidgeClassifier
hgb = HistGradientBoostingClassifier(
learning_rate=skrub.choose_float(0.01, 0.9, log=True, name="lr")
)
ridge = RidgeClassifier(alpha=skrub.choose_float(0.01, 100, log=True, name="α"))
classifier = skrub.choose_from({"hgb": hgb, "ridge": ridge}, name="classifier")
pred = X.skb.apply(encoder).skb.apply(classifier, y=y)
print(pred.skb.describe_param_grid())
- encoder: 'minhash'
N components: choose_int(5, 15, name='N components')
classifier: 'hgb'
lr: choose_float(0.01, 0.9, log=True, name='lr')
- encoder: 'minhash'
N components: choose_int(5, 15, name='N components')
classifier: 'ridge'
α: choose_float(0.01, 100, log=True, name='α')
- encoder: 'lse'
N components: choose_int(5, 15, name='N components')
classifier: 'hgb'
lr: choose_float(0.01, 0.9, log=True, name='lr')
- encoder: 'lse'
N components: choose_int(5, 15, name='N components')
classifier: 'ridge'
α: choose_float(0.01, 100, log=True, name='α')
search = pred.skb.get_randomized_search(
n_iter=16, n_jobs=4, random_state=1, fitted=True
)
search.plot_results()
Now that we have a more complex pipeline, we can draw more conclusions from the
parallel coordinate plot. For example, we can see that the
HistGradientBoostingClassifier
performs better than the RidgeClassifier
in most cases, that the StringEncoder
outperforms the MinHashEncoder
, and that the choice of the additional length
feature does not have a significant impact on the score.
Concluding, we have seen how to use skrub’s choose_from
objects to tune
hyperparameters, choose optional configurations, and nest choices. We then
looked at how the different choices affect the pipeline and the prediction
scores.
There is more to say about skrub choices than what is covered in this
example. In particular, choices are not limited to choosing estimators and
their hyperparameters: they can be used anywhere an expression can be used,
such as the argument of a deferred()
function, or the argument of
another expression’s method or operator. Finally, choices can be
inter-dependent. Please find more information in the user guide.
Total running time of the script: (0 minutes 53.002 seconds)