ENH: Pass a classifier object instead of string (scikit-learn-contrib…

…#186)

imblearn/ensemble/balance_cascade.py

@@ -1,13 +1,18 @@
 """Class to perform under-sampling using balace cascade."""
 from __future__ import print_function
 
+import warnings
+
 import numpy as np
+
+from sklearn.base import ClassifierMixin
+from sklearn.neighbors import KNeighborsClassifier
 from sklearn.utils import check_random_state
+from sklearn.utils.validation import has_fit_parameter
 
-from ..base import BaseBinarySampler
+from six import string_types
 
-ESTIMATOR_KIND = ('knn', 'decision-tree', 'random-forest', 'adaboost',
-                  'gradient-boosting', 'linear-svm')
+from ..base import BaseBinarySampler
 
 
 class BalanceCascade(BaseBinarySampler):
@@ -40,18 +45,29 @@ class BalanceCascade(BaseBinarySampler):
         the training will be selected that could lead to a large number of
         subsets. We can probably deduce this number empirically.
 
-    classifier : str, optional (default='knn')
+    classifier : str, optional (default=None)
         The classifier that will be selected to confront the prediction
         with the real labels. The choices are the following: 'knn',
         'decision-tree', 'random-forest', 'adaboost', 'gradient-boosting'
         and 'linear-svm'.
 
+        NOTE: `classifier` is deprecated from 0.2 and will be replaced in 0.4.
+        Use `estimator` instead.
+
+    estimator : object, optional (default=KNeighborsClassifier())
+        An estimator inherited from `sklearn.base.ClassifierMixin` and having
+        an attribute `predict_proba`.
+
     bootstrap : bool, optional (default=True)
         Whether to bootstrap the data before each iteration.
 
     **kwargs : keywords
         The parameters associated with the classifier provided.
 
+        NOTE: `**kwargs` has been deprecated from 0.2 and will be replaced in
+        0.4. Use `estimator` object instead to pass parameters associated
+        to an estimator.
+
     Attributes
     ----------
     min_c_ : str or int
@@ -100,16 +116,97 @@ class BalanceCascade(BaseBinarySampler):
     """
 
     def __init__(self, ratio='auto', return_indices=False, random_state=None,
-                 n_max_subset=None, classifier='knn', bootstrap=True,
-                 **kwargs):
+                 n_max_subset=None, classifier=None, estimator=None,
+                 bootstrap=True, **kwargs):
         super(BalanceCascade, self).__init__(ratio=ratio,
                                              random_state=random_state)
         self.return_indices = return_indices
         self.classifier = classifier
+        self.estimator = estimator
         self.n_max_subset = n_max_subset
         self.bootstrap = bootstrap
         self.kwargs = kwargs
 
+    def _validate_estimator(self):
+        """Private function to create the classifier"""
+
+        if self.classifier is not None:
+            warnings.warn('`classifier` will be replaced in version'
+                          ' 0.4. Use a `estimator` instead.',
+                          DeprecationWarning)
+            self.estimator = self.classifier
+
+        if (self.estimator is not None and
+                isinstance(self.estimator, ClassifierMixin) and
+                hasattr(self.estimator, 'predict')):
+            self.estimator_ = self.estimator
+        elif self.estimator is None:
+            self.estimator_ = KNeighborsClassifier()
+        # To be removed in 0.4
+        elif (self.estimator is not None and
+              isinstance(self.estimator, string_types)):
+            warnings.warn('`estimator` will be replaced in version'
+                          ' 0.4. Use a classifier object instead of a string.',
+                          DeprecationWarning)
+            # Define the classifier to use
+            if self.estimator == 'knn':
+                self.estimator_ = KNeighborsClassifier(
+                    **self.kwargs)
+            elif self.estimator == 'decision-tree':
+                from sklearn.tree import DecisionTreeClassifier
+                self.estimator_ = DecisionTreeClassifier(
+                    random_state=self.random_state,
+                    **self.kwargs)
+            elif self.estimator == 'random-forest':
+                from sklearn.ensemble import RandomForestClassifier
+                self.estimator_ = RandomForestClassifier(
+                    random_state=self.random_state,
+                    **self.kwargs)
+            elif self.estimator == 'adaboost':
+                from sklearn.ensemble import AdaBoostClassifier
+                self.estimator_ = AdaBoostClassifier(
+                    random_state=self.random_state,
+                    **self.kwargs)
+            elif self.estimator == 'gradient-boosting':
+                from sklearn.ensemble import GradientBoostingClassifier
+                self.estimator_ = GradientBoostingClassifier(
+                    random_state=self.random_state,
+                    **self.kwargs)
+            elif self.estimator == 'linear-svm':
+                from sklearn.svm import LinearSVC
+                self.estimator_ = LinearSVC(random_state=self.random_state,
+                                            **self.kwargs)
+            else:
+                raise NotImplementedError
+        else:
+            raise ValueError('Invalid parameter `estimator`')
+
+        self.logger.debug(self.estimator_)
+
+    def fit(self, X, y):
+        """Find the classes statistics before to perform sampling.
+
+        Parameters
+        ----------
+        X : ndarray, shape (n_samples, n_features)
+            Matrix containing the data which have to be sampled.
+
+        y : ndarray, shape (n_samples, )
+            Corresponding label for each sample in X.
+
+        Returns
+        -------
+        self : object,
+            Return self.
+
+        """
+
+        super(BalanceCascade, self).fit(X, y)
+
+        self._validate_estimator()
+
+        return self
+
     def _sample(self, X, y):
         """Resample the dataset.
 
@@ -135,42 +232,9 @@ def _sample(self, X, y):
 
         """
 
-        if self.classifier not in ESTIMATOR_KIND:
-            raise NotImplementedError
-
         random_state = check_random_state(self.random_state)
-
-        # Define the classifier to use
-        if self.classifier == 'knn':
-            from sklearn.neighbors import KNeighborsClassifier
-            classifier = KNeighborsClassifier(
-                **self.kwargs)
-        elif self.classifier == 'decision-tree':
-            from sklearn.tree import DecisionTreeClassifier
-            classifier = DecisionTreeClassifier(
-                random_state=random_state,
-                **self.kwargs)
-        elif self.classifier == 'random-forest':
-            from sklearn.ensemble import RandomForestClassifier
-            classifier = RandomForestClassifier(
-                random_state=random_state,
-                **self.kwargs)
-        elif self.classifier == 'adaboost':
-            from sklearn.ensemble import AdaBoostClassifier
-            classifier = AdaBoostClassifier(
-                random_state=random_state,
-                **self.kwargs)
-        elif self.classifier == 'gradient-boosting':
-            from sklearn.ensemble import GradientBoostingClassifier
-            classifier = GradientBoostingClassifier(
-                random_state=random_state,
-                **self.kwargs)
-        elif self.classifier == 'linear-svm':
-            from sklearn.svm import LinearSVC
-            classifier = LinearSVC(random_state=random_state,
-                                   **self.kwargs)
-        else:
-            raise NotImplementedError
+        support_sample_weight = has_fit_parameter(self.estimator_,
+                                                  "sample_weight")
 
         X_resampled = []
         y_resampled = []
@@ -185,6 +249,7 @@ def _sample(self, X, y):
         # return them later
         if self.return_indices:
             idx_min = np.flatnonzero(y == self.min_c_)
+            idx_maj = np.flatnonzero(y == self.maj_c_)
 
         # Condition to initiliase before the search
         b_subset_search = True
@@ -227,27 +292,42 @@ def _sample(self, X, y):
             X_resampled.append(x_data)
             y_resampled.append(y_data)
             if self.return_indices:
-                idx_under.append(np.concatenate((idx_min, idx_sel_from_maj),
+                idx_under.append(np.concatenate((idx_min,
+                                                 idx_maj[idx_sel_from_maj]),
                                                 axis=0))
 
-            if (not (self.classifier == 'knn' or
-                     self.classifier == 'linear-svm') and
-                    self.bootstrap):
-                # Apply a bootstrap on x_data
-                curr_sample_weight = np.ones((y_data.size,), dtype=np.float64)
+            # Get the indices of interest
+            if self.bootstrap:
                 indices = random_state.randint(0, y_data.size, y_data.size)
-                sample_counts = np.bincount(indices, minlength=y_data.size)
-                curr_sample_weight *= sample_counts
+            else:
+                indices = np.arange(y_data.size)
 
-                # Train the classifier using the current data
-                classifier.fit(x_data, y_data, curr_sample_weight)
+            # Draw samples, using sample weights, and then fit
+            if support_sample_weight:
+                self.logger.debug('Sample-weight is supported')
+                curr_sample_weight = np.ones((y_data.size,), dtype=np.float64)
 
+                if self.bootstrap:
+                    self.logger.debug('Go for a bootstrap')
+                    sample_counts = np.bincount(indices, minlength=y_data.size)
+                    curr_sample_weight *= sample_counts
+                else:
+                    self.logger.debug('No bootstrap')
+                    mask = np.zeros(y_data.size, dtype=np.bool)
+                    mask[indices] = True
+                    not_indices_mask = ~mask
+                    curr_sample_weight[not_indices_mask] = 0
+
+                self.estimator_.fit(x_data, y_data,
+                                    sample_weight=curr_sample_weight)
+
+            # Draw samples, using a mask, and then fit
             else:
-                # Train the classifier using the current data
-                classifier.fit(x_data, y_data)
+                self.logger.debug('Sample-weight is not supported')
+                self.estimator_.fit(x_data[indices], y_data[indices])
 
             # Predict using only the majority class
-            pred_label = classifier.predict(N_x[idx_sel_from_maj, :])
+            pred_label = self.estimator_.predict(N_x[idx_sel_from_maj, :])
 
             # Basically let's find which sample have to be retained for the
             # next round
@@ -288,9 +368,8 @@ def _sample(self, X, y):
                     X_resampled.append(x_data)
                     y_resampled.append(y_data)
                     if self.return_indices:
-                        idx_under.append(np.concatenate((idx_min,
-                                                         idx_sel_from_maj),
-                                                        axis=0))
+                        idx_under.append(np.concatenate(
+                            (idx_min, idx_maj[idx_sel_from_maj]), axis=0))
 
                     self.logger.debug('Creation of the subset #%s', n_subsets)
 
@@ -321,9 +400,8 @@ def _sample(self, X, y):
                 X_resampled.append(x_data)
                 y_resampled.append(y_data)
                 if self.return_indices:
-                    idx_under.append(np.concatenate((idx_min,
-                                                     idx_sel_from_maj),
-                                                    axis=0))
+                    idx_under.append(np.concatenate(
+                        (idx_min, idx_maj[idx_sel_from_maj]), axis=0))
                 self.logger.debug('Creation of the subset #%s', n_subsets)
 
                 # We found a new subset, increase the counter