如何使GridSeachCV在我的管道中使用自定义变换器？

Question

If I exclude my custom transformer the GridSearchCV runs fine, but with, it errors. Here is a fake dataset:

import pandas
import numpy
from sklearn_pandas import DataFrameMapper
from sklearn_pandas import cross_val_score
from sklearn.pipeline import Pipeline
from sklearn.grid_search import GridSearchCV
from sklearn.base import TransformerMixin
from sklearn.preprocessing import LabelBinarizer
from sklearn.ensemble import RandomForestClassifier
import sklearn_pandas
from sklearn.preprocessing import MinMaxScaler

df = pandas.DataFrame({"Letter":["a","b","c","d","a","b","c","d","a","b","c","d","a","b","c","d"],
                       "Number":[1,2,3,4,1,2,3,4,1,2,3,4,1,2,3,4], 
                       "Label":["G","G","B","B","G","G","B","B","G","G","B","B","G","G","B","B"]})

class MyTransformer(TransformerMixin):

    def transform(self, x, **transform_args):
        x["Number"] = x["Number"].apply(lambda row: row*2)
        return x

    def fit(self, x, y=None, **fit_args):
        return self

x_train = df
y_train = x_train.pop("Label")    

mapper = DataFrameMapper([
    ("Number", MinMaxScaler()),
    ("Letter", LabelBinarizer()),
    ])

pipe = Pipeline([
    ("custom", MyTransformer()),
    ("mapper", mapper),
    ("classifier", RandomForestClassifier()),
    ])


param_grid = {"classifier__min_samples_split":[10,20], "classifier__n_estimators":[2,3,4]}

model_grid = sklearn_pandas.GridSearchCV(pipe, param_grid, verbose=2, scoring="accuracy")

model_grid.fit(x_train, y_train)

and the error is

list indices must be integers, not str

How can I make GridSearchCV work while there is a custom transformer in my pipeline?

Answer 1

Short version: pandas and scikit-learn's cross validation methods didn't like to talk in that way (in my version, 0.15); this may be fixed simply by updating scikit-learn to 0.16/stable or 0.17/dev.

The GridSearchCV class validates the data and converts it to an array (so that it can perform CV splits correctly). So you don't get to use Pandas DataFrame features inside of built-in cross validation loops.

You will have to make your own cross-validation routines that don't do the validation if you want to do this kind of thing.

EDIT: This is my experience with scikit-learn's cross validation routines. It is why sklearn-pandas provides cross_val_score. However, so far as I can tell, GridSearchCV is not specialized by sklearn-pandas; your import of it accidentally imports the default sklearn version. Therefore, you may have to implement you own grid search using ParameterGrid and sklearn-pandas's cross_val_score.

Answer 2

I know this answer comes rather late, but I've encountered the same behavior with sklearn and BaseSearchCV derivative classes. The problem actually seems to stem from the _PartitionIterator class in the sklearn cross_validation module, as it makes the assumption that everything emitted from every TransformerMixin class in the pipeline is going to be array-like, and thus it generates slices of indices that are used to index incoming X args in a array-like manner. Here's the __iter__ method:

def __iter__(self):
    ind = np.arange(self.n)
    for test_index in self._iter_test_masks():
        train_index = np.logical_not(test_index)
        train_index = ind[train_index]
        test_index = ind[test_index]
        yield train_index, test_index 

And the BaseSearchCV grid search metaclass calls cross_validation's _fit_and_score , which uses a method called safe_split . Here's the relevant line:

X_subset = [X[idx] for idx in indices]

This will absolutely produce unexpected results if X is a pandas dataframe, which you're emitting from your transform function.

There are two ways I've found to fix this:

1. Make sure to return an array from your transformer:

    return x.as_matrix() 

2. This is a hack. If the pipe of transformers demands the input to the next transformer be a DataFrame, as was my case, you can write a utilities script that is essentially the same as the sklearn grid_search module, but includes some clever validation methods that are called in the _fit method of the BaseSearchCV class:

    def _validate_X(X): """Returns X if X isn't a pandas frame, otherwise the underlying matrix in the frame. """ return X if not isinstance(X, pd.DataFrame) else X.as_matrix() def _validate_y(y): """Returns y if y isn't a series, otherwise the array""" if y is None: return y # if it's a series elif isinstance(y, pd.Series): return np.array(y.tolist()) # if it's a dataframe: elif isinstance(y, pd.DataFrame): # check it's X dims if y.shape[1] > 1: raise ValueError('matrix provided as y') return y[y.columns[0]].tolist() # bail and let the sklearn function handle validation return y 

As an example, here's my "custom grid_search module" .