Properly Formal API Documenation


class Predictor(type_of_estimator, column_descriptions)
  • type_of_estimator ('regressor' or 'classifier') – Whether you want a classifier or regressor
  • column_descriptions (dictionary, where each attribute name represents a column of data in the training data, and each value describes that column as being either ['categorical', 'output', 'nlp', 'date', 'ignore'] Note that 'continuous' data does not need to be labeled as such: all columns are assumed to be continuous unless labeled otherwise.) – A key/value map noting which column is 'output', along with any columns that are 'nlp', 'date', 'ignore', or 'categorical'. See below for more details.
ml_predictor.train(raw_training_data, user_input_func=None, optimize_final_model=False, perform_feature_selection=None, verbose=True, ml_for_analytics=True, take_log_of_y=None, model_names='GradientBoosting', perform_feature_scaling=True, calibrate_final_model=False, verify_features=False, cv=2, feature_learning=False, fl_data=None, prediction_intervals=False)
  • raw_training_data (DataFrame, or a list of dictionaries, where each dictionary represents a row of data. Each row should have both the training features, and the output value we are trying to predict.) – The data to train on. See below for more information on formatting of this data.
  • user_input_func (function) – [default- None] A function that you can define that will be called as the first step in the pipeline, for both training and predictions. The function will be passed the entire X dataset. The function must not alter the order or length of the X dataset, and must return the entire X dataset. You can perform any feature engineering you would like in this function. Using this function ensures that you perform the same feature engineering for both training and prediction. For more information, please consult the docs for scikit-learn’s FunctionTransformer.
  • optimize_final_model (Boolean) – [default- False] Whether or not to perform GridSearchCV on the final model. True increases computation time significantly, but will likely increase accuracy.
  • perform_feature_selection (Boolean) – [default- True for large datasets (> 100,000 rows), False for small datasets] Whether or not to run feature selection before training the final model. Feature selection means picking only the most useful features, so we don’t confuse the model with too much useless noise. Feature selection typically speeds up computation time by reducing the dimensionality of our dataset, and tends to combat overfitting as well.
  • verbose – [default- True] I try to give you as much information as possible throughout the process. But if you just want the trained pipeline with less verbose logging, set verbose=False and we’ll reduce the amount of logging.
  • ml_for_analytics (Boolean) – [default- True] Whether or not to print out results for which features the trained model found useful. If True, auto_ml will print results that an analyst might find interesting.
  • take_log_of_y (Boolean) – [default- None] For regression problems, accuracy is sometimes improved by taking the natural log of y values during training, so they all exist on a comparable scale.
  • model_names (list of strings) – [default- relevant ‘GradientBoosting’] Which model(s) to try. Includes many scikit-learn models, deep learning with Keras/TensorFlow, and Microsoft’s LightGBM. Currently available options from scikit-learn are [‘ARDRegression’, ‘AdaBoostClassifier’, ‘AdaBoostRegressor’, ‘BayesianRidge’, ‘ElasticNet’, ‘ExtraTreesClassifier’, ‘ExtraTreesRegressor’, ‘GradientBoostingClassifier’, ‘GradientBoostingRegressor’, ‘Lasso’, ‘LassoLars’, ‘LinearRegression’, ‘LogisticRegression’, ‘MiniBatchKMeans’, ‘OrthogonalMatchingPursuit’, ‘PassiveAggressiveClassifier’, ‘PassiveAggressiveRegressor’, ‘Perceptron’, ‘RANSACRegressor’, ‘RandomForestClassifier’, ‘RandomForestRegressor’, ‘Ridge’, ‘RidgeClassifier’, ‘SGDClassifier’, ‘SGDRegressor’]. If you have installed XGBoost, LightGBM, or Keras, you can also include [‘DeepLearningClassifier’, ‘DeepLearningRegressor’, ‘LGBMClassifier’, ‘LGBMRegressor’, ‘XGBClassifier’, ‘XGBRegressor’]. By default we choose scikit-learn’s ‘GradientBoostingRegressor’ or ‘GradientBoostingClassifier’, or if XGBoost is installed, ‘XGBRegressor’ or ‘XGBClassifier’.
  • perform_feature_scaling – [default- True] Whether to scale values, roughly to the range of {-1, 1}. Scaling values is highly recommended for deep learning. auto_ml has it’s own custom scaler that is relatively robust to outliers.
  • calibrate_final_model – [default- False] Whether to calibrate the probability predictions coming from the final trained classifier. Usefulness depends on your scoring metric, and model. The default auto_ml settings mean that the model does not necessarily need to be calibrated. If True, you must pass in values for X_test and y_test as well. This is the dataset we will calibrate the model to. Note that this means you cannot use this as your test dataset once the model has been calibrated to them.
  • verify_features – [default- False] Allows you to verify that all the same features are present in a prediction dataset as the training datset. False by default because it increases serialized model size by around 1MB, depending on your dataset. In order to check whether a prediction dataset has the same features, invoke trained_ml_pipeline. named_steps['final_model']. verify_features(prediction_data). Kind of a clunky UI, but a useful feature smashed into the constraints of a sklearn pipeline.
  • cv – [default- 2] How many folds of cross-validation to perform. The default of 2 works well for very large datasets. It speeds up training speed, and helps combat overfitting. However, for smaller datasets, cv of 3, or even up to 9, might make more sense, if you’re ok with the trade-off in training speed.
  • feature_learning – [default- False] Whether or not to use Deep Learning to learn features from the data. The learned features are then predicted for every row in the training data, and fed into a final model (by default, gradient boosting) to turn those features and the original features into the most accurate predictions possible. If True, you must pass in fl_data as well. For more details, please visit the feature_learning page in these docs.
  • fl_data – [default- None] If feature_learning=True, then this is the dataset we will fit the deep learning model on. This dataset should be different than your df_train dataset.
  • prediction_intervals – [default- False] In addition to predicting a single value, regressors can return upper and lower bounds for that prediction as well. If you pass True, we will return the 95th and 5th percentile (the range we’d expect 90% of values to fall within) when you get predicted intervals. If you pass in two float values between 0 and 1, we will return those particular predicted percentiles when you get predicted intervals. To get these additional predicted values, you must pass in True (or two of your own float values) at training time, and at prediction time, call ml_predictor.predict_intervals(). ml_predictor.predict() will still return just the prediction.
Return type:

self. This is purely to fit the entire pipeline to the data. It doesn’t return anything- it saves the fitted pipeline as a property of the Predictor instance. You can download the saved pipeline by calling .save() after fitting the model.

ml_predictor.train_categorical_ensemble(data, categorical_column, default_category='most_frequently_occurring_category', min_category_size=5)
  • data – Same as for .train
  • categorical_column – The column of data that holds the category you want to train each model on. If you want to train a model for each market you operate in, categorical_column=’market_name’.
  • default_category – [default- most frequently occurring category in the training data] When getting predictions for a category that was not in our training data, which category should we use? By default, uses the largest category from the training data. Can also take on the value “_RAISE_ERROR”, which will predictably raise an error.
  • min_category_size – [default- 5] The minimum size of a category in the training data. If a category has fewer than this number of observations, we will not train a model for it.

For more details, please visit the “categorical_ensembling” page in the docs.

Return type:None. This is purely to fit the entire pipeline to the data. It doesn’t return anything- it saves the fitted pipeline as a property of the Predictor instance.
Parameters:prediction_data – A single dictionary, or a DataFrame, or list of dictionaries. For production environments, the code is optimized to run quickly on a single row passed in as a dictionary (taking around 1 millisecond for the entire pipeline). Batched predictions on thousands of rows at a time using Pandas DataFrames are generally more efficient if you’re getting predictions for a larger dataset.
Return type:list of predicted values, of the same length and order as the prediction_rows passed in. If a single dictionary is passed in, the return value will be the predicted value, not nested in a list (so just a single number or predicted class).
Parameters:prediction_data – Same as for predict above.
Return type:Only works for ‘classifier’ estimators. Same as above, except each row in the returned list will now itself be a list, of length (number of categories in training data) The items in this row’s list will represent the probability of each category.
ml_predictor.score(X_test, y_test, verbose=2)
Parameters:verbose – [default- 2] If 3, even more detailed logging will be included.
Return type:number representing the trained estimator’s score on the validation data.
ml_predictor.predict_intervals(prediction_data, return_type=None)
Parameters:return_type – [default- dict for single prediction, list of lists for multiple predictions] Accepted values are 'df', 'list', 'dict'. If 'df', we will return a pandas DataFrame, with the columns [prediction, prediction_lower, prediction_median, prediction_upper]. If 'list', we will return a single (non-nested) list for single predictions, and a list of lists for batch predictions. If 'dict', we will return a single (non-nested) dictionary for single predictions, and a list of dictionaries for batch predictions.
Return type:dict for single predictions, list of lists if getting predictions on multiple rows. The return type can also be specified using return_type below. The list of predicted values for each row will always be in this order: [prediction, prediction_lower, prediction_median, prediction_upper]. Similarly, each returned dict will always have the properties {'prediction': None', 'prediction_lower': None, 'prediction_median': None, 'prediction_upper': None}'auto_ml_saved_pipeline.dill', verbose=True)
  • file_name (string) – [OPTIONAL] The name of the file you would like the trained pipeline to be saved to.
  • verbose (Boolean) – If True, will log information about the file, the system this was trained on, and which features to make sure to feed in at prediction time.
Return type:

the name of the file the trained ml_predictor is saved to. This function will serialize the trained pipeline to disk, so that you can then load it into a production environment and use it to make predictions. The serialized file will likely be several hundred KB or several MB, depending on number of columns in training data and parameters used.