ngboost 0.5.1__tar.gz → 0.5.2.dev0__tar.gz

{ngboost-0.5.1 → ngboost-0.5.2.dev0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ngboost
-Version: 0.5.1
+Version: 0.5.2.dev0
 Summary: Library for probabilistic predictions via gradient boosting.
 Home-page: https://github.com/stanfordmlgroup/ngboost
 License: Apache-2.0

{ngboost-0.5.1 → ngboost-0.5.2.dev0}/ngboost/api.py

@@ -54,6 +54,7 @@ class NGBRegressor(NGBoost, BaseEstimator):
         An NGBRegressor object that can be fit.
     """
 
+    # pylint: disable=too-many-positional-arguments
     def __init__(
         self,
         Dist=Normal,
@@ -97,6 +98,8 @@ class NGBRegressor(NGBoost, BaseEstimator):
             early_stopping_rounds,
         )
 
+        self._estimator_type = "regressor"
+
     def __getstate__(self):
         state = super().__getstate__()
         # Remove the unpicklable entries.
@@ -140,6 +143,7 @@ class NGBClassifier(NGBoost, BaseEstimator):
         An NGBClassifier object that can be fit.
     """
 
+    # pylint: disable=too-many-positional-arguments
     def __init__(
         self,
         Dist=Bernoulli,
@@ -172,6 +176,7 @@ class NGBClassifier(NGBoost, BaseEstimator):
             tol,
             random_state,
         )
+        self._estimator_type = "classifier"
 
     def predict_proba(self, X, max_iter=None):
         """
@@ -232,6 +237,7 @@ class NGBSurvival(NGBoost, BaseEstimator):
         An NGBSurvival object that can be fit.
     """
 
+    # pylint: disable=too-many-positional-arguments
     def __init__(
         self,
         Dist=LogNormal,
@@ -290,6 +296,7 @@ class NGBSurvival(NGBoost, BaseEstimator):
         state_dict["Manifold"] = manifold(state_dict["Score"], state_dict["Dist"])
         self.__dict__ = state_dict
 
+    # pylint: disable=too-many-positional-arguments
     def fit(self, X, T, E, X_val=None, T_val=None, E_val=None, **kwargs):
         """Fits an NGBoost survival model to the data.
         For additional parameters see ngboost.NGboost.fit

{ngboost-0.5.1 → ngboost-0.5.2.dev0}/ngboost/ngboost.py

@@ -50,6 +50,7 @@ class NGBoost:
         An NGBRegressor object that can be fit.
     """
 
+    # pylint: disable=too-many-positional-arguments
     def __init__(
         self,
         Dist=Normal,
@@ -172,6 +173,7 @@ class NGBoost:
         self.base_models.append(models)
         return fitted
 
+    # pylint: disable=too-many-positional-arguments
     def line_search(self, resids, start, Y, sample_weight=None, scale_init=1):
         D_init = self.Manifold(start.T)
         loss_init = D_init.total_score(Y, sample_weight)
@@ -201,6 +203,7 @@ class NGBoost:
         self.scalings.append(scale)
         return scale
 
+    # pylint: disable=too-many-positional-arguments
     def fit(
         self,
         X,
@@ -259,6 +262,7 @@ class NGBoost:
             early_stopping_rounds=early_stopping_rounds,
         )
 
+    # pylint: disable=too-many-positional-arguments
     def partial_fit(
         self,
         X,

{ngboost-0.5.1 → ngboost-0.5.2.dev0}/ngboost/scores.py

@@ -9,7 +9,7 @@ class Score:
         grad = self.d_score(Y)
         if natural:
             metric = self.metric()
-            grad = np.linalg.solve(metric, grad)
+            grad = np.linalg.solve(metric, grad[..., None])[..., 0]
         return grad
 
 

{ngboost-0.5.1 → ngboost-0.5.2.dev0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "ngboost"
-version = "0.5.1"
+version = "0.5.2dev"
 description = "Library for probabilistic predictions via gradient boosting."
 authors = ["Stanford ML Group <avati@cs.stanford.edu>"]
 readme = "README.md"

{ngboost-0.5.1 → ngboost-0.5.2.dev0}/setup.py

@@ -16,7 +16,7 @@ install_requires = \
 
 setup_kwargs = {
     'name': 'ngboost',
-    'version': '0.5.1',
+    'version': '0.5.2.dev0',
     'description': 'Library for probabilistic predictions via gradient boosting.',
     'long_description': '# NGBoost: Natural Gradient Boosting for Probabilistic Prediction\n\n<h4 align="center">\n\n![Python package](https://github.com/stanfordmlgroup/ngboost/workflows/Python%20package/badge.svg)\n[![GitHub Repo Size](https://img.shields.io/github/repo-size/stanfordmlgroup/ngboost?label=Repo+Size)](https://github.com/stanfordmlgroup/ngboost/graphs/contributors)\n[![Github License](https://img.shields.io/badge/License-Apache%202.0-blue.svg)](https://opensource.org/licenses/Apache-2.0)\n[![Code style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)\n[![PyPI](https://img.shields.io/pypi/v/ngboost?logo=pypi&logoColor=white)](https://pypi.org/project/ngboost)\n[![PyPI Downloads](https://img.shields.io/pypi/dm/ngboost?logo=icloud&logoColor=white)](https://pypistats.org/packages/ngboost)\n\n</h4>\n\nngboost is a Python library that implements Natural Gradient Boosting, as described in ["NGBoost: Natural Gradient Boosting for Probabilistic Prediction"](https://stanfordmlgroup.github.io/projects/ngboost/). It is built on top of [Scikit-Learn](https://scikit-learn.org/stable/), and is designed to be scalable and modular with respect to choice of proper scoring rule, distribution, and base learner. A didactic introduction to the methodology underlying NGBoost is available in this [slide deck](https://docs.google.com/presentation/d/1Tn23Su0ygR6z11jy3xVNiLGv0ggiUQue/edit?usp=share_link&ouid=102290675300480810195&rtpof=true&sd=true).\n\n## Installation\n\n```sh\nvia pip\n\npip install --upgrade ngboost\n\nvia conda-forge\n\nconda install -c conda-forge ngboost\n```\n\n## Usage\n\nProbabilistic regression example on the Boston housing dataset:\n\n```python\nfrom ngboost import NGBRegressor\n\nfrom sklearn.model_selection import train_test_split\nfrom sklearn.metrics import mean_squared_error\n\n#Load Boston housing dataset\ndata_url = "http://lib.stat.cmu.edu/datasets/boston"\nraw_df = pd.read_csv(data_url, sep="\\s+", skiprows=22, header=None)\nX = np.hstack([raw_df.values[::2, :], raw_df.values[1::2, :2]])\nY = raw_df.values[1::2, 2]\n\nX_train, X_test, Y_train, Y_test = train_test_split(X, Y, test_size=0.2)\n\nngb = NGBRegressor().fit(X_train, Y_train)\nY_preds = ngb.predict(X_test)\nY_dists = ngb.pred_dist(X_test)\n\n# test Mean Squared Error\ntest_MSE = mean_squared_error(Y_preds, Y_test)\nprint(\'Test MSE\', test_MSE)\n\n# test Negative Log Likelihood\ntest_NLL = -Y_dists.logpdf(Y_test).mean()\nprint(\'Test NLL\', test_NLL)\n```\n\nDetails on available distributions, scoring rules, learners, tuning, and model interpretation are available in our [user guide](https://stanfordmlgroup.github.io/ngboost/intro.html), which also includes numerous usage examples and information on how to add new distributions or scores to NGBoost.\n\n## License\n\n[Apache License 2.0](https://github.com/stanfordmlgroup/ngboost/blob/master/LICENSE).\n\n## Reference\n\nTony Duan, Anand Avati, Daisy Yi Ding, Khanh K. Thai, Sanjay Basu, Andrew Y. Ng, Alejandro Schuler. 2019.\nNGBoost: Natural Gradient Boosting for Probabilistic Prediction.\n[arXiv](https://arxiv.org/abs/1910.03225)\n',
     'author': 'Stanford ML Group',