scikit-survival 0.26.0__cp312-cp312-manylinux_2_24_x86_64.manylinux_2_28_x86_64.whl

sksurv/meta/ensemble_selection.py

@@ -0,0 +1,724 @@
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+import numbers
+
+from joblib import Parallel, delayed
+import numpy as np
+from scipy.stats import kendalltau, rankdata, spearmanr
+from sklearn.base import BaseEstimator, clone
+from sklearn.model_selection import check_cv
+from sklearn.utils._param_validation import Interval, StrOptions
+
+from .base import _fit_and_score
+from .stacking import Stacking
+
+__all__ = ["EnsembleSelection", "EnsembleSelectionRegressor", "MeanEstimator"]
+
+
+def _corr_kendalltau(X):
+    n_variables = X.shape[1]
+    mat = np.empty((n_variables, n_variables), dtype=float)
+    for i in range(n_variables):
+        for j in range(i):
+            v = kendalltau(X[:, i], X[:, j]).correlation
+            mat[i, j] = v
+            mat[j, i] = v
+    return mat
+
+
+class EnsembleAverage(BaseEstimator):
+    """A meta-estimator that averages the predictions of base estimators.
+
+    This estimator is for internal use by :class:`BaseEnsembleSelection`.
+    It takes a list of estimators that have already been fitted and
+    averages their predictions.
+
+    Parameters
+    ----------
+    base_estimators : list of estimators
+        The base estimators to average. The estimators must be fitted.
+
+    name : str, optional, default: None
+        The name of the ensemble.
+    """
+
+    def __init__(self, base_estimators, name=None):
+        self.base_estimators = base_estimators
+        self.name = name
+        assert not hasattr(self.base_estimators[0], "classes_"), "base estimator cannot be a classifier"
+
+    def get_base_params(self):
+        """Get parameters for this estimator's first base estimator.
+
+        Returns
+        -------
+        params : dict
+            Parameter names mapped to their values.
+        """
+        return self.base_estimators[0].get_params()
+
+    def fit(self, X, y=None, **kwargs):  # pragma: no cover; # pylint: disable=unused-argument
+        return self
+
+    def predict(self, X):
+        """Predict using the ensemble of estimators.
+
+        The prediction is the average of the predictions of all base
+        estimators.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Data to predict on.
+
+        Returns
+        -------
+        y_pred : ndarray, shape = (n_samples,)
+            The predicted values.
+        """
+        prediction = np.zeros(X.shape[0])
+        for est in self.base_estimators:
+            prediction += est.predict(X)
+
+        return prediction / len(self.base_estimators)
+
+
+class MeanEstimator(BaseEstimator):
+    """A meta-estimator that averages predictions.
+
+    This estimator computes the mean of an array along its last axis.
+    It is intended to be used as a ``meta_estimator`` in an ensemble model,
+    where it averages the predictions of the base estimators.
+    """
+
+    def fit(self, X, y=None, **kwargs):  # pragma: no cover; # pylint: disable=unused-argument
+        return self
+
+    def predict(self, X):  # pylint: disable=no-self-use
+        """Return the mean of an array along its last axis.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_estimators)
+            The predictions of base estimators.
+
+        Returns
+        -------
+        y_pred : ndarray, shape = (n_samples,)
+            The averaged predictions.
+        """
+        return X.mean(axis=X.ndim - 1)
+
+
+class MeanRankEstimator(BaseEstimator):
+    """A meta-estimator that averages the ranks of predictions of base estimators.
+
+    This estimator first converts the predictions of each base estimator
+    into ranks and then averages the ranks. It is intended to be used as
+    a ``meta_estimator`` in an ensemble model.
+    """
+
+    def fit(self, X, y=None, **kwargs):  # pragma: no cover; # pylint: disable=unused-argument
+        return self
+
+    def predict(self, X):  # pylint: disable=no-self-use
+        """Return the mean of ranks.
+
+        The predictions of each base estimator are first converted into
+        ranks and then averaged.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_estimators)
+            The predictions of base estimators.
+
+        Returns
+        -------
+        y_pred : ndarray, shape = (n_samples,)
+            The averaged ranks.
+        """
+        # convert predictions of individual models into ranks
+        ranks = np.apply_along_axis(rankdata, 0, X)
+        # average predicted ranks
+        return ranks.mean(axis=X.ndim - 1)
+
+
+def _fit_and_score_fold(est, x, y, scorer, train_index, test_index, fit_params, idx, fold):
+    score = _fit_and_score(est, x, y, scorer, train_index, test_index, est.get_params(), fit_params, {})
+    return idx, fold, score, est
+
+
+def _predict(estimator, X, idx):
+    return idx, estimator.predict(X)
+
+
+def _score_regressor(estimator, X, y, idx):
+    name_time = y.dtype.names[1]
+    error = (estimator.predict(X).ravel() - y[name_time]) ** 2
+    return idx, error
+
+
+class BaseEnsembleSelection(Stacking):
+    _parameter_constraints = {
+        **Stacking._parameter_constraints,
+        "scorer": [callable],
+        "n_estimators": [
+            Interval(numbers.Integral, 1, None, closed="left"),
+            Interval(numbers.Real, 0.0, 1.0, closed="right"),
+        ],
+        "min_score": [numbers.Real],
+        "correlation": [StrOptions({"pearson", "kendall", "spearman"})],
+        "min_correlation": [Interval(numbers.Real, -1, 1, closed="both")],
+        "cv": ["cv_object"],
+        "n_jobs": [Interval(numbers.Integral, 1, None, closed="left")],
+        "verbose": ["verbose"],
+    }
+    _parameter_constraints.pop("probabilities")
+
+    def __init__(
+        self,
+        meta_estimator,
+        base_estimators,
+        scorer=None,
+        n_estimators=0.2,
+        min_score=0.66,
+        correlation="pearson",
+        min_correlation=0.6,
+        cv=None,
+        n_jobs=1,
+        verbose=0,
+    ):
+        super().__init__(meta_estimator=meta_estimator, base_estimators=base_estimators)
+
+        self.scorer = scorer
+        self.n_estimators = n_estimators
+        self.min_score = min_score
+        self.correlation = correlation
+        self.min_correlation = min_correlation
+        self.cv = cv
+        self.n_jobs = n_jobs
+        self.verbose = verbose
+
+        self._extra_params.extend(["scorer", "n_estimators", "min_score", "min_correlation", "cv", "n_jobs", "verbose"])
+
+    def __len__(self):
+        """Return the number of fitted models."""
+        if hasattr(self, "fitted_models_"):
+            return len(self.fitted_models_)
+        return 0
+
+    def _check_params(self):
+        self._validate_params()
+
+        if self.n_estimators > len(self.base_estimators):
+            raise ValueError(
+                f"n_estimators ({self.n_estimators}) must not exceed"
+                f" number of base learners ({len(self.base_estimators)})"
+            )
+
+        if isinstance(self.n_estimators, numbers.Integral):
+            self.n_estimators_ = self.n_estimators
+        else:
+            self.n_estimators_ = max(int(self.n_estimators * len(self.base_estimators)), 1)
+
+        if self.correlation == "pearson":
+            self._corr_func = lambda x: np.corrcoef(x, rowvar=0)
+        elif self.correlation == "kendall":
+            self._corr_func = _corr_kendalltau
+        elif self.correlation == "spearman":
+            self._corr_func = lambda x: spearmanr(x, axis=0).correlation
+
+    def _create_base_ensemble(self, out, n_estimators, n_folds):
+        """For each base estimator collect models trained on each fold"""
+        if hasattr(self, "feature_names_in_"):
+            # Delete the attribute when the estimator is fitted on a new dataset
+            # that has no feature names.
+            delattr(self, "feature_names_in_")
+
+        ensemble_scores = np.empty((n_estimators, n_folds))
+        base_ensemble = np.empty_like(ensemble_scores, dtype=object)
+        for model, fold, score, est in out:
+            ensemble_scores[model, fold] = score
+            base_ensemble[model, fold] = est
+
+            if hasattr(est, "n_features_in_"):
+                self.n_features_in_ = est.n_features_in_
+            if hasattr(est, "feature_names_in_"):
+                self.feature_names_in_ = est.feature_names_in_
+
+        self.final_estimator_ = self.meta_estimator
+
+        return ensemble_scores, base_ensemble
+
+    def _create_cv_ensemble(self, base_ensemble, idx_models_included, model_names=None):
+        """For each selected base estimator, average models trained on each fold"""
+        fitted_models = np.empty(len(idx_models_included), dtype=object)
+        for i, idx in enumerate(idx_models_included):
+            model_name = self.base_estimators[idx][0] if model_names is None else model_names[idx]
+            avg_model = EnsembleAverage(base_ensemble[idx, :], name=model_name)
+            fitted_models[i] = avg_model
+
+        return fitted_models
+
+    def _get_base_estimators(self, X):
+        """Takes special care of estimators using custom kernel function
+
+        Parameters
+        ----------
+        X : array, shape = (n_samples, n_features)
+            Samples to pre-compute kernel matrix from.
+
+        Returns
+        -------
+        base_estimators : list
+            Same as `self.base_estimators`, expect that estimators with custom kernel function
+            use ``kernel='precomputed'``.
+
+        kernel_cache : dict
+            Maps estimator name to kernel matrix. Use this for cross-validation instead of `X`.
+        """
+        base_estimators = []
+
+        kernel_cache = {}
+        kernel_fns = {}
+        for i, (name, estimator) in enumerate(self.base_estimators):
+            if hasattr(estimator, "kernel") and callable(estimator.kernel):
+                if not hasattr(estimator, "_get_kernel"):
+                    raise ValueError(
+                        f"estimator {name} uses a custom kernel function, but does not have a _get_kernel method"
+                    )
+
+                kernel_mat = kernel_fns.get(estimator.kernel, None)
+                if kernel_mat is None:
+                    kernel_mat = estimator._get_kernel(X)
+                    kernel_cache[i] = kernel_mat
+                    kernel_fns[estimator.kernel] = kernel_mat
+
+                kernel_cache[i] = kernel_mat
+
+                # We precompute kernel, but only for training, for testing use original custom kernel function
+                kernel_estimator = clone(estimator)
+                kernel_estimator.set_params(kernel="precomputed")
+                base_estimators.append((name, kernel_estimator))
+            else:
+                base_estimators.append((name, estimator))
+
+        return base_estimators, kernel_cache
+
+    def _restore_base_estimators(self, kernel_cache, out, X, cv):
+        """Restore custom kernel functions of estimators for predictions"""
+        train_folds = {fold: train_index for fold, (train_index, _) in enumerate(cv)}
+
+        for idx, fold, _, est in out:
+            if idx in kernel_cache:
+                if not hasattr(est, "fit_X_"):
+                    raise ValueError(
+                        f"estimator {self.base_estimators[idx][0]} uses a custom kernel function, "
+                        "but does not have the attribute `fit_X_` after training"
+                    )
+
+                est.set_params(kernel=self.base_estimators[idx][1].kernel)
+                est.fit_X_ = X[train_folds[fold]]
+
+        return out
+
+    def _fit_and_score_ensemble(self, X, y, cv, **fit_params):
+        """Create a cross-validated model by training a model for each fold with the same model parameters"""
+        fit_params_steps = self._split_fit_params(fit_params)
+
+        folds = list(cv.split(X, y))
+
+        # Take care of custom kernel functions
+        base_estimators, kernel_cache = self._get_base_estimators(X)
+
+        out = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)(
+            delayed(_fit_and_score_fold)(
+                clone(estimator),
+                X if i not in kernel_cache else kernel_cache[i],
+                y,
+                self.scorer,
+                train_index,
+                test_index,
+                fit_params_steps[name],
+                i,
+                fold,
+            )
+            for i, (name, estimator) in enumerate(base_estimators)
+            for fold, (train_index, test_index) in enumerate(folds)
+        )
+
+        if len(kernel_cache) > 0:
+            out = self._restore_base_estimators(kernel_cache, out, X, folds)
+
+        return self._create_base_ensemble(out, len(base_estimators), len(folds))
+
+    def _add_diversity_score(self, scores, predictions):
+        n_models = predictions.shape[1]
+
+        cor = self._corr_func(predictions)
+        assert cor.shape == (n_models, n_models)
+        np.fill_diagonal(cor, 0)
+
+        final_scores = scores.copy()
+        diversity = np.apply_along_axis(lambda x: (n_models - np.sum(x >= self.min_correlation)) / n_models, 0, cor)
+
+        final_scores += diversity
+        return final_scores
+
+    def _fit(self, X, y, cv, **fit_params):
+        raise NotImplementedError()
+
+    def fit(self, X, y=None, **fit_params):
+        """Fit ensemble of models.
+
+        Parameters
+        ----------
+        X : array-like, shape = (n_samples, n_features)
+            Training data.
+
+        y : array-like, shape = (n_samples,), optional
+            Target data if base estimators are supervised.
+
+        **fit_params : dict
+            Parameters passed to the ``fit`` method of each base estimator.
+
+        Returns
+        -------
+        self
+        """
+        self._check_params()
+
+        cv = check_cv(self.cv, X)
+        self._fit(X, y, cv, **fit_params)
+
+        return self
+
+
+class EnsembleSelection(BaseEnsembleSelection):
+    """Ensemble selection for survival analysis that accounts for a score and correlations between predictions.
+
+    The ensemble is pruned during training only according to the specified score (accuracy) and
+    additionally for prediction according to the correlation between predictions (diversity).
+
+    The hillclimbing is based on cross-validation to avoid having to create a separate validation set.
+
+    See [1]_, [2]_, [3]_ for further description.
+
+    Parameters
+    ----------
+    base_estimators : list
+        List of (name, estimator) tuples (implementing fit/predict) that are
+        part of the ensemble.
+
+    scorer : callable
+        Function with signature ``func(estimator, X_test, y_test, **test_predict_params)`` that evaluates the error
+        of the prediction on the test data. The function should return a scalar value.
+        *Larger* values of the score are assumed to be better.
+
+    n_estimators : float or int, optional, default: 0.2
+        If a float, the percentage of estimators in the ensemble to retain, if an int the
+        absolute number of estimators to retain.
+
+    min_score : float, optional, default: 0.2
+        Threshold for pruning estimators based on scoring metric. After `fit`, only estimators
+        with a score above `min_score` are retained.
+
+    min_correlation : float, optional, default: 0.6
+        Threshold for Pearson's correlation coefficient that determines when predictions of
+        two estimators are significantly correlated.
+
+    cv : int, a cv generator instance, or None, optional
+        The input specifying which cv generator to use. It can be an
+        integer, in which case it is the number of folds in a KFold,
+        None, in which case 3 fold is used, or another object, that
+        will then be used as a cv generator. The generator has to ensure
+        that each sample is only used once for testing.
+
+    n_jobs : int, optional, default: 1
+        Number of jobs to run in parallel.
+
+    verbose : integer
+        Controls the verbosity: the higher, the more messages.
+
+    Attributes
+    ----------
+    scores_ : ndarray, shape = (n_base_estimators,)
+        Array of scores (relative to best performing estimator)
+
+    fitted_models_ : ndarray
+        Selected models during training based on `scorer`.
+
+    n_features_in_ : int
+        Number of features seen during ``fit``.
+
+    feature_names_in_ : ndarray, shape = (`n_features_in_`,)
+        Names of features seen during ``fit``. Defined only when `X`
+        has feature names that are all strings.
+
+    References
+    ----------
+
+    .. [1] Pölsterl, S., Gupta, P., Wang, L., Conjeti, S., Katouzian, A., and Navab, N.,
+         "Heterogeneous ensembles for predicting survival of metastatic, castrate-resistant prostate cancer patients".
+         F1000Research, vol. 5, no. 2676, 2016
+
+    .. [2] Caruana, R., Munson, A., Niculescu-Mizil, A.
+        "Getting the most out of ensemble selection". 6th IEEE International Conference on Data Mining, 828-833, 2006
+
+    .. [3] Rooney, N., Patterson, D., Anand, S., Tsymbal, A.
+        "Dynamic integration of regression models. International Workshop on Multiple Classifier Systems".
+        Lecture Notes in Computer Science, vol. 3181, 164-173, 2004
+    """
+
+    _parameter_constraints = {
+        **BaseEnsembleSelection._parameter_constraints,
+    }
+    _parameter_constraints.pop("meta_estimator")
+
+    def __init__(
+        self,
+        base_estimators,
+        *,
+        scorer=None,
+        n_estimators=0.2,
+        min_score=0.2,
+        correlation="pearson",
+        min_correlation=0.6,
+        cv=None,
+        n_jobs=1,
+        verbose=0,
+    ):
+        super().__init__(
+            meta_estimator=MeanRankEstimator(),
+            base_estimators=base_estimators,
+            scorer=scorer,
+            n_estimators=n_estimators,
+            min_score=min_score,
+            correlation=correlation,
+            min_correlation=min_correlation,
+            cv=cv,
+            n_jobs=n_jobs,
+            verbose=verbose,
+        )
+
+    def _fit(self, X, y, cv, **fit_params):
+        scores, base_ensemble = self._fit_and_score_ensemble(X, y, cv, **fit_params)
+        self.fitted_models_, self.scores_ = self._prune_by_cv_score(scores, base_ensemble)
+
+    def _prune_by_cv_score(self, scores, base_ensemble, model_names=None):
+        mean_scores = scores.mean(axis=1)
+        idx_good_models = np.flatnonzero(mean_scores >= self.min_score)
+        if len(idx_good_models) == 0:
+            raise ValueError("no base estimator exceeds min_score, try decreasing it")
+
+        total_score = mean_scores[idx_good_models]
+        max_score = total_score.max()
+        total_score /= max_score
+
+        fitted_models = self._create_cv_ensemble(base_ensemble, idx_good_models, model_names)
+
+        return fitted_models, total_score
+
+    def _prune_by_correlation(self, X):
+        n_models = len(self.fitted_models_)
+
+        out = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)(
+            delayed(_predict)(est, X, i) for i, est in enumerate(self.fitted_models_)
+        )
+
+        predictions = np.empty((X.shape[0], n_models), order="F")
+        for i, p in out:
+            predictions[:, i] = p
+
+        if n_models > self.n_estimators_:
+            final_scores = self._add_diversity_score(self.scores_, predictions)
+            sorted_idx = np.argsort(-final_scores, kind="mergesort")
+
+            selected_models = sorted_idx[: self.n_estimators_]
+            return predictions[:, selected_models]
+
+        return predictions
+
+    def _predict_estimators(self, X):
+        predictions = self._prune_by_correlation(X)
+        return predictions
+
+
+class EnsembleSelectionRegressor(BaseEnsembleSelection):
+    r"""Ensemble selection for regression that accounts for the accuracy and correlation of errors.
+
+    The ensemble is pruned during training according to estimators' accuracy and the correlation
+    between prediction errors per sample. The accuracy of the *i*-th estimator defined as
+    :math:`\frac{ \min_{i=1,\ldots, n}(error_i) }{ error_i }`.
+    In addition to the accuracy, models are selected based on the correlation between residuals
+    of different models (diversity). The diversity of the *i*-th estimator is defined as
+    :math:`\frac{n-count}{n}`, where *count* is the number of estimators for whom the correlation
+    of residuals exceeds `min_correlation`.
+
+    The hillclimbing is based on cross-validation to avoid having to create a separate validation set.
+
+    See [1]_, [2]_, [3]_ for further description.
+
+    Parameters
+    ----------
+    base_estimators : list
+        List of (name, estimator) tuples (implementing fit/predict) that are
+        part of the ensemble.
+
+    scorer : callable
+        Function with signature ``func(estimator, X_test, y_test, **test_predict_params)`` that evaluates the error
+        of the prediction on the test data. The function should return a scalar value.
+        *Smaller* values of the score are assumed to be better.
+
+    n_estimators : float or int, optional, default: 0.2
+        If a float, the percentage of estimators in the ensemble to retain, if an int the
+        absolute number of estimators to retain.
+
+    min_score : float, optional, default: 0.66
+        Threshold for pruning estimators based on scoring metric. After `fit`, only estimators
+        with an accuracy above `min_score` are retained.
+
+    min_correlation : float, optional, default: 0.6
+        Threshold for Pearson's correlation coefficient that determines when residuals of
+        two estimators are significantly correlated.
+
+    cv : int, a cv generator instance, or None, optional
+        The input specifying which cv generator to use. It can be an
+        integer, in which case it is the number of folds in a KFold,
+        None, in which case 3 fold is used, or another object, that
+        will then be used as a cv generator. The generator has to ensure
+        that each sample is only used once for testing.
+
+    n_jobs : int, optional, default: 1
+        Number of jobs to run in parallel.
+
+    verbose : int, optional, default: 0
+        Controls the verbosity: the higher, the more messages.
+
+    Attributes
+    ----------
+    scores_ : ndarray, shape = (n_base_estimators,)
+        Array of scores (relative to best performing estimator)
+
+    fitted_models_ : ndarray
+        Selected models during training based on `scorer`.
+
+    n_features_in_ : int
+        Number of features seen during ``fit``.
+
+    feature_names_in_ : ndarray, shape = (`n_features_in_`,)
+        Names of features seen during ``fit``. Defined only when `X`
+        has feature names that are all strings.
+
+    References
+    ----------
+
+    .. [1] Pölsterl, S., Gupta, P., Wang, L., Conjeti, S., Katouzian, A., and Navab, N.,
+         "Heterogeneous ensembles for predicting survival of metastatic, castrate-resistant prostate cancer patients".
+         F1000Research, vol. 5, no. 2676, 2016
+
+    .. [2] Caruana, R., Munson, A., Niculescu-Mizil, A.
+        "Getting the most out of ensemble selection". 6th IEEE International Conference on Data Mining, 828-833, 2006
+
+    .. [3] Rooney, N., Patterson, D., Anand, S., Tsymbal, A.
+        "Dynamic integration of regression models. International Workshop on Multiple Classifier Systems".
+        Lecture Notes in Computer Science, vol. 3181, 164-173, 2004
+    """
+
+    _parameter_constraints = {
+        **BaseEnsembleSelection._parameter_constraints,
+    }
+    _parameter_constraints.pop("meta_estimator")
+
+    def __init__(
+        self,
+        base_estimators,
+        *,
+        scorer=None,
+        n_estimators=0.2,
+        min_score=0.66,
+        correlation="pearson",
+        min_correlation=0.6,
+        cv=None,
+        n_jobs=1,
+        verbose=0,
+    ):
+        super().__init__(
+            meta_estimator=MeanEstimator(),
+            base_estimators=base_estimators,
+            scorer=scorer,
+            n_estimators=n_estimators,
+            min_score=min_score,
+            correlation=correlation,
+            min_correlation=min_correlation,
+            cv=cv,
+            n_jobs=n_jobs,
+            verbose=verbose,
+        )
+
+    @property
+    def _predict_risk_score(self):
+        return False
+
+    def _fit(self, X, y, cv, **fit_params):
+        scores, base_ensemble = self._fit_and_score_ensemble(X, y, cv, **fit_params)
+        fitted_models, scores = self._prune_by_cv_score(scores, base_ensemble)
+
+        if len(fitted_models) > self.n_estimators_:
+            fitted_models, scores = self._prune_by_correlation(fitted_models, scores, X, y)
+
+        self.fitted_models_ = fitted_models
+        self.scores_ = scores
+
+    def _prune_by_cv_score(self, scores, base_ensemble, model_names=None):
+        mean_scores = scores.mean(axis=1)
+        mean_scores = mean_scores.min() / mean_scores
+
+        idx_good_models = np.flatnonzero(mean_scores >= self.min_score)
+        if len(idx_good_models) == 0:
+            raise ValueError("no base estimator exceeds min_score, try decreasing it")
+
+        fitted_models = self._create_cv_ensemble(base_ensemble, idx_good_models, model_names)
+
+        return fitted_models, mean_scores[idx_good_models]
+
+    def _prune_by_correlation(self, fitted_models, scores, X, y):
+        n_models = len(fitted_models)
+
+        out = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)(
+            delayed(_score_regressor)(est, X, y, i) for i, est in enumerate(fitted_models)
+        )
+
+        error = np.empty((X.shape[0], n_models), order="F")
+        for i, err in out:
+            error[:, i] = err
+
+        final_scores = self._add_diversity_score(scores, error)
+        sorted_idx = np.argsort(-final_scores, kind="mergesort")
+
+        selected_models = sorted_idx[: self.n_estimators_]
+
+        return fitted_models[selected_models], final_scores
+
+    def _predict_estimators(self, X):
+        n_models = len(self.fitted_models_)
+
+        out = Parallel(n_jobs=self.n_jobs, verbose=self.verbose)(
+            delayed(_predict)(est, X, i) for i, est in enumerate(self.fitted_models_)
+        )
+
+        predictions = np.empty((X.shape[0], n_models), order="F")
+        for i, p in out:
+            predictions[:, i] = p
+
+        return predictions