aplr 10.5.1__cp39-cp39-manylinux_2_17_i686.manylinux2014_i686.whl → 10.9.0__cp39-cp39-manylinux_2_17_i686.manylinux2014_i686.whl

aplr/aplr.py

@@ -1,6 +1,7 @@
-from typing import List, Callable, Optional, Dict
+from typing import List, Callable, Optional, Dict, Union
 import numpy as np
 import aplr_cpp
+import itertools
 
 FloatVector = np.ndarray
 FloatMatrix = np.ndarray
@@ -11,8 +12,8 @@ IntMatrix = np.ndarray
 class APLRRegressor:
     def __init__(
         self,
-        m: int = 20000,
-        v: float = 0.1,
+        m: int = 3000,
+        v: float = 0.5,
         random_state: int = 0,
         loss_function: str = "mse",
         link_function: str = "identity",
@@ -21,9 +22,9 @@ class APLRRegressor:
         bins: int = 300,
         max_interaction_level: int = 1,
         max_interactions: int = 100000,
-        min_observations_in_split: int = 20,
-        ineligible_boosting_steps_added: int = 10,
-        max_eligible_terms: int = 5,
+        min_observations_in_split: int = 4,
+        ineligible_boosting_steps_added: int = 15,
+        max_eligible_terms: int = 7,
         verbosity: int = 0,
         dispersion_parameter: float = 1.5,
         validation_tuning_metric: str = "default",
@@ -68,11 +69,12 @@ class APLRRegressor:
         monotonic_constraints_ignore_interactions: bool = False,
         group_mse_by_prediction_bins: int = 10,
         group_mse_cycle_min_obs_in_bin: int = 30,
-        early_stopping_rounds: int = 500,
+        early_stopping_rounds: int = 200,
         num_first_steps_with_linear_effects_only: int = 0,
         penalty_for_non_linearity: float = 0.0,
         penalty_for_interactions: float = 0.0,
         max_terms: int = 0,
+        ridge_penalty: float = 0.0001,
     ):
         self.m = m
         self.v = v
@@ -119,6 +121,7 @@ class APLRRegressor:
         self.penalty_for_non_linearity = penalty_for_non_linearity
         self.penalty_for_interactions = penalty_for_interactions
         self.max_terms = max_terms
+        self.ridge_penalty = ridge_penalty
 
         # Creating aplr_cpp and setting parameters
         self.APLRRegressor = aplr_cpp.APLRRegressor()
@@ -179,6 +182,7 @@ class APLRRegressor:
         self.APLRRegressor.penalty_for_non_linearity = self.penalty_for_non_linearity
         self.APLRRegressor.penalty_for_interactions = self.penalty_for_interactions
         self.APLRRegressor.max_terms = self.max_terms
+        self.APLRRegressor.ridge_penalty = self.ridge_penalty
 
     def fit(
         self,
@@ -195,6 +199,7 @@ class APLRRegressor:
         predictor_learning_rates: List[float] = [],
         predictor_penalties_for_non_linearity: List[float] = [],
         predictor_penalties_for_interactions: List[float] = [],
+        predictor_min_observations_in_split: List[int] = [],
     ):
         self.__set_params_cpp()
         self.APLRRegressor.fit(
@@ -211,6 +216,7 @@ class APLRRegressor:
             predictor_learning_rates,
             predictor_penalties_for_non_linearity,
             predictor_penalties_for_interactions,
+            predictor_min_observations_in_split,
         )
 
     def predict(
@@ -303,6 +309,9 @@ class APLRRegressor:
     def get_cv_error(self) -> float:
         return self.APLRRegressor.get_cv_error()
 
+    def set_intercept(self, value: float):
+        self.APLRRegressor.set_intercept(value)
+
     # For sklearn
     def get_params(self, deep=True):
         return {
@@ -337,6 +346,7 @@ class APLRRegressor:
             "penalty_for_non_linearity": self.penalty_for_non_linearity,
             "penalty_for_interactions": self.penalty_for_interactions,
             "max_terms": self.max_terms,
+            "ridge_penalty": self.ridge_penalty,
         }
 
     # For sklearn
@@ -350,8 +360,8 @@ class APLRRegressor:
 class APLRClassifier:
     def __init__(
         self,
-        m: int = 20000,
-        v: float = 0.1,
+        m: int = 3000,
+        v: float = 0.5,
         random_state: int = 0,
         n_jobs: int = 0,
         cv_folds: int = 5,
@@ -359,16 +369,17 @@ class APLRClassifier:
         verbosity: int = 0,
         max_interaction_level: int = 1,
         max_interactions: int = 100000,
-        min_observations_in_split: int = 20,
-        ineligible_boosting_steps_added: int = 10,
-        max_eligible_terms: int = 5,
+        min_observations_in_split: int = 4,
+        ineligible_boosting_steps_added: int = 15,
+        max_eligible_terms: int = 7,
         boosting_steps_before_interactions_are_allowed: int = 0,
         monotonic_constraints_ignore_interactions: bool = False,
-        early_stopping_rounds: int = 500,
+        early_stopping_rounds: int = 200,
         num_first_steps_with_linear_effects_only: int = 0,
         penalty_for_non_linearity: float = 0.0,
         penalty_for_interactions: float = 0.0,
         max_terms: int = 0,
+        ridge_penalty: float = 0.0001,
     ):
         self.m = m
         self.v = v
@@ -395,6 +406,7 @@ class APLRClassifier:
         self.penalty_for_non_linearity = penalty_for_non_linearity
         self.penalty_for_interactions = penalty_for_interactions
         self.max_terms = max_terms
+        self.ridge_penalty = ridge_penalty
 
         # Creating aplr_cpp and setting parameters
         self.APLRClassifier = aplr_cpp.APLRClassifier()
@@ -429,6 +441,7 @@ class APLRClassifier:
         self.APLRClassifier.penalty_for_non_linearity = self.penalty_for_non_linearity
         self.APLRClassifier.penalty_for_interactions = self.penalty_for_interactions
         self.APLRClassifier.max_terms = self.max_terms
+        self.APLRClassifier.ridge_penalty = self.ridge_penalty
 
     def fit(
         self,
@@ -443,6 +456,7 @@ class APLRClassifier:
         predictor_learning_rates: List[float] = [],
         predictor_penalties_for_non_linearity: List[float] = [],
         predictor_penalties_for_interactions: List[float] = [],
+        predictor_min_observations_in_split: List[int] = [],
     ):
         self.__set_params_cpp()
         self.APLRClassifier.fit(
@@ -457,6 +471,7 @@ class APLRClassifier:
             predictor_learning_rates,
             predictor_penalties_for_non_linearity,
             predictor_penalties_for_interactions,
+            predictor_min_observations_in_split,
         )
         # For sklearn
         self.classes_ = np.arange(len(self.APLRClassifier.get_categories()))
@@ -519,6 +534,7 @@ class APLRClassifier:
             "penalty_for_non_linearity": self.penalty_for_non_linearity,
             "penalty_for_interactions": self.penalty_for_interactions,
             "max_terms": self.max_terms,
+            "ridge_penalty": self.ridge_penalty,
         }
 
     # For sklearn
@@ -531,3 +547,62 @@ class APLRClassifier:
     # For sklearn
     def predict_proba(self, X: FloatMatrix) -> FloatMatrix:
         return self.predict_class_probabilities(X)
+
+
+class APLRTuner:
+    def __init__(
+        self,
+        parameters: Union[Dict[str, List[float]], List[Dict[str, List[float]]]] = {
+            "max_interaction_level": [0, 1],
+            "min_observations_in_split": [4, 10, 20, 100, 500, 1000],
+        },
+        is_regressor: bool = True,
+    ):
+        self.parameters = parameters
+        self.is_regressor = is_regressor
+        self.parameter_grid = self._create_parameter_grid()
+
+    def _create_parameter_grid(self) -> List[Dict[str, float]]:
+        items = sorted(self.parameters.items())
+        keys, values = zip(*items)
+        combinations = list(itertools.product(*values))
+        grid = [dict(zip(keys, combination)) for combination in combinations]
+        return grid
+
+    def fit(self, X: FloatMatrix, y: FloatVector, **kwargs):
+        self.cv_results: List[Dict[str, float]] = []
+        best_validation_result = np.inf
+        for params in self.parameter_grid:
+            if self.is_regressor:
+                model = APLRRegressor(**params)
+            else:
+                model = APLRClassifier(**params)
+            model.fit(X, y, **kwargs)
+            cv_error_for_this_model = model.get_cv_error()
+            cv_results_for_this_model = model.get_params()
+            cv_results_for_this_model["cv_error"] = cv_error_for_this_model
+            self.cv_results.append(cv_results_for_this_model)
+            if cv_error_for_this_model < best_validation_result:
+                best_validation_result = cv_error_for_this_model
+                self.best_model = model
+        self.cv_results = sorted(self.cv_results, key=lambda x: x["cv_error"])
+
+    def predict(self, X: FloatMatrix, **kwargs) -> Union[FloatVector, List[str]]:
+        return self.best_model.predict(X, **kwargs)
+
+    def predict_class_probabilities(self, X: FloatMatrix, **kwargs) -> FloatMatrix:
+        if self.is_regressor == False:
+            return self.best_model.predict_class_probabilities(X, **kwargs)
+        else:
+            raise TypeError(
+                "predict_class_probabilities is only possible when is_regressor is False"
+            )
+
+    def predict_proba(self, X: FloatMatrix, **kwargs) -> FloatMatrix:
+        return self.predict_class_probabilities(X, **kwargs)
+
+    def get_best_estimator(self) -> Union[APLRClassifier, APLRRegressor]:
+        return self.best_model
+
+    def get_cv_results(self) -> List[Dict[str, float]]:
+        return self.cv_results

aplr-10.9.0.dist-info/METADATA

@@ -0,0 +1,59 @@
+Metadata-Version: 2.4
+Name: aplr
+Version: 10.9.0
+Summary: Automatic Piecewise Linear Regression
+Home-page: https://github.com/ottenbreit-data-science/aplr
+Author: Mathias von Ottenbreit
+Author-email: ottenbreitdatascience@gmail.com
+License: MIT
+Platform: Windows
+Platform: Linux
+Platform: MacOS
+Classifier: License :: OSI Approved :: MIT License
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.11
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: license
+Dynamic: license-file
+Dynamic: platform
+Dynamic: requires-dist
+Dynamic: requires-python
+Dynamic: summary
+
+# APLR
+**Automatic Piecewise Linear Regression**
+
+## About
+APLR allows you to build predictive and interpretable regression or classification machine learning models in Python, using the Automatic Piecewise Linear Regression (APLR) methodology developed by Mathias von Ottenbreit. APLR often rivals tree-based methods in predictive accuracy, while offering smoother, more interpretable predictions. 
+
+For further details, see the [documentation](https://github.com/ottenbreit-data-science/aplr/tree/main/documentation). You may also read the published article for additional insights: [Link 1](https://link.springer.com/article/10.1007/s00180-024-01475-4) and [Link 2](https://rdcu.be/dz7bF). Additional functionality has been added since the article was published.
+
+## Installation
+To install APLR, use the following command:
+
+```bash
+pip install aplr
+```
+
+## Availability
+APLR is available for Windows, most Linux distributions, and macOS.
+
+## Usage
+Example Python scripts are available [here](https://github.com/ottenbreit-data-science/aplr/tree/main/examples).
+
+## Sponsorship
+Consider sponsoring Von Ottenbreit Data Science by clicking the **Sponsor** button on the repository. Sufficient funding will help maintain and further develop APLR.
+
+## API Reference
+- [API reference for regression](https://github.com/ottenbreit-data-science/aplr/blob/main/API_REFERENCE_FOR_REGRESSION.md)
+- [API reference for classification](https://github.com/ottenbreit-data-science/aplr/blob/main/API_REFERENCE_FOR_CLASSIFICATION.md)
+
+## Contact Information
+For inquiries, please email: [ottenbreitdatascience@gmail.com](mailto:ottenbreitdatascience@gmail.com)

aplr-10.9.0.dist-info/RECORD

@@ -0,0 +1,8 @@
+aplr_cpp.cpython-39-i386-linux-gnu.so,sha256=XUaNlnx6jp0jzPSXwbs5AhhJQfovewNmiKczVIo2mIc,30587344
+aplr-10.9.0.dist-info/WHEEL,sha256=ev2wLZhGqjCOA38lQufE4AkmIWNb6CT3SFRJyelQWNw,143
+aplr-10.9.0.dist-info/RECORD,,
+aplr-10.9.0.dist-info/top_level.txt,sha256=DXVC0RIFGpzVnPeKWAZTXQdJheOEZL51Wip6Fx7zbR4,14
+aplr-10.9.0.dist-info/METADATA,sha256=YyVcDnXStzsAnm5KWfxaSYgd70qn6IqhqaoLpZI-3IM,2361
+aplr-10.9.0.dist-info/licenses/LICENSE,sha256=g4qcQtkSVPHtGRi3T93DoFCrssvW6ij_emU-2fj_xfY,1113
+aplr/__init__.py,sha256=rRfTgNWnYZlFatyA920lWqBcjwmQUI7FcvEPFUTJgzE,20
+aplr/aplr.py,sha256=18XnQy37U3AApCWESlfKysuHPsl9_LiF2kyubroFr_Q,26718

{aplr-10.5.1.dist-info → aplr-10.9.0.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.43.0)
+Generator: setuptools (78.1.0)
 Root-Is-Purelib: false
 Tag: cp39-cp39-manylinux_2_17_i686
 Tag: cp39-cp39-manylinux2014_i686

aplr-10.5.1.dist-info/METADATA

@@ -1,37 +0,0 @@
-Metadata-Version: 2.1
-Name: aplr
-Version: 10.5.1
-Summary: Automatic Piecewise Linear Regression
-Home-page: https://github.com/ottenbreit-data-science/aplr
-Author: Mathias von Ottenbreit
-Author-email: ottenbreitdatascience@gmail.com
-License: MIT
-Platform: Windows
-Platform: Linux
-Platform: MacOS
-Classifier: License :: OSI Approved :: MIT License
-Requires-Python: >=3.8
-Description-Content-Type: text/markdown
-License-File: LICENSE
-Requires-Dist: numpy >=1.11
-
-# APLR
-Automatic Piecewise Linear Regression.
-
-# About
-Build predictive and interpretable parametric regression or classification machine learning models in Python based on the Automatic Piecewise Linear Regression (APLR) methodology developed by Mathias von Ottenbreit. APLR is often able to compete with tree-based methods on predictiveness, but unlike tree-based methods APLR is interpretable. Please see the [documentation](https://github.com/ottenbreit-data-science/aplr/tree/main/documentation) for more information. Links to published article: [https://link.springer.com/article/10.1007/s00180-024-01475-4](https://link.springer.com/article/10.1007/s00180-024-01475-4) and [https://rdcu.be/dz7bF](https://rdcu.be/dz7bF). More functionality has been added to APLR since the article was published.
-
-# How to install
-***pip install aplr***
-
-# Availability
-Available for Windows, most Linux distributions and MacOS.
-
-# How to use
-Please see the two example Python scripts [here](https://github.com/ottenbreit-data-science/aplr/tree/main/examples). They cover common use cases, but not all of the functionality in this package.
-
-# Sponsorship
-Please consider sponsoring Ottenbreit Data Science by clicking on the Sponsor button. Sufficient funding will enable maintenance of APLR and further development.
-
-# API reference
-Please see the [API reference for regression](https://github.com/ottenbreit-data-science/aplr/blob/main/API_REFERENCE_FOR_REGRESSION.md) and [API reference for classification](https://github.com/ottenbreit-data-science/aplr/blob/main/API_REFERENCE_FOR_CLASSIFICATION.md).

aplr-10.5.1.dist-info/RECORD

@@ -1,8 +0,0 @@
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-aplr/aplr.py,sha256=SHeyJWIPM_2GkD7cP-d-kPaPyki__7_wXe6SV1cYDSQ,23483
-aplr/__init__.py,sha256=rRfTgNWnYZlFatyA920lWqBcjwmQUI7FcvEPFUTJgzE,20
-aplr-10.5.1.dist-info/LICENSE,sha256=g4qcQtkSVPHtGRi3T93DoFCrssvW6ij_emU-2fj_xfY,1113
-aplr-10.5.1.dist-info/WHEEL,sha256=ZHzm9oHdYvMy7ktFtELwJx317aaqMTiLr3TEniwVHtg,144
-aplr-10.5.1.dist-info/top_level.txt,sha256=DXVC0RIFGpzVnPeKWAZTXQdJheOEZL51Wip6Fx7zbR4,14
-aplr-10.5.1.dist-info/RECORD,,
-aplr-10.5.1.dist-info/METADATA,sha256=aMJyYYnUEq1dSMTRtdsqS78C5AjjJisI2_sSYM99NCs,2056