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[WIP] Choose out of bag scoring metric. Fixes #3455 #3723

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[WIP] Choose out of bag scoring metric. Fixes #3455 #3723

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b502e59
[WIP] Choose out of bag scoring metric. Fixes #3455
staple Sep 30, 2014
9f17373
Provide prediction probabilities and decision function to scorer.
staple Sep 30, 2014
221532a
Move oob_score out of forest, add get_score w/ refactoring.
staple Oct 7, 2014
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37 changes: 37 additions & 0 deletions sklearn/ensemble/bagging.py
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Original file line number Diff line number Diff line change
Expand Up @@ -17,6 +17,7 @@
from ..externals.six import with_metaclass
from ..externals.six.moves import zip
from ..metrics import r2_score, accuracy_score
from ..metrics.scorer import check_scoring, get_score
from ..tree import DecisionTreeClassifier, DecisionTreeRegressor
from ..utils import check_random_state, check_X_y, check_array, column_or_1d
from ..utils.random import sample_without_replacement
Expand All @@ -29,6 +30,42 @@
MAX_INT = np.iinfo(np.int32).max


def oob_score(estimator, X, y, scoring, fit_params=None):
"""Compute an estimator's out of bag score.

Parameters
----------
estimator : estimator object implementing 'fit'
The object to use to fit the data.

X : array-like
The data to fit. Can be, for example a list, or an array at least 2d.

y : array-like
The target variable to try to predict.

scoring : string or callable
A string (see model evaluation documentation) or
a scorer callable object / function with signature
``scorer(estimator, X, y)``.

fit_params : dict, optional
Parameters to pass to the fit method of the estimator.

Returns
-------
score : float
Out of bag score of the estimator.
"""

estimator.oob_predict = True
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Use the set_params API.

scorer = check_scoring(estimator, scoring=scoring)
fit_params = fit_params if fit_params is not None else {}
estimator.fit(X, y, **fit_params)
return get_score(scorer, y, estimator.oob_prediction_,
estimator.oob_prediction_proba_, estimator.oob_decision_function_)


def _parallel_build_estimators(n_estimators, ensemble, X, y, sample_weight,
seeds, verbose):
"""Private function used to build a batch of estimators within a job."""
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