Adds fit_params to StackingCVClassifier fit method

Author: jrbourbeau

mlxtend/classifier/stacking_cv_classification.py

@@ -111,29 +111,36 @@ def __init__(self, classifiers, meta_classifier,
         self.stratify = stratify
         self.shuffle = shuffle
 
-    def fit(self, X, y, groups=None):
+    def fit(self, X, y, groups=None, **fit_params):
         """ Fit ensemble classifers and the meta-classifier.
 
         Parameters
         ----------
         X : numpy array, shape = [n_samples, n_features]
             Training vectors, where n_samples is the number of samples and
             n_features is the number of features.
-
         y : numpy array, shape = [n_samples]
             Target values.
-
         groups : numpy array/None, shape = [n_samples]
             The group that each sample belongs to. This is used by specific
             folding strategies such as GroupKFold()
+        fit_params : dict, optional
+            Parameters to pass to the fit methods of `classifiers` and
+            `meta_classifier`. Note that only fit parameters for `classifiers`
+            that are the same for each cross-validation split are supported
+            (e.g. `sample_weight` is not currently supported).
 
         Returns
         -------
         self : object
 
         """
         self.clfs_ = [clone(clf) for clf in self.classifiers]
+        self.named_clfs_ = {key: value for key, value in
+                            _name_estimators(self.clfs_)}
         self.meta_clf_ = clone(self.meta_classifier)
+        self.named_meta_clf_ = {'meta-%s' % key: value for key, value in
+                                _name_estimators([self.meta_clf_])}
         if self.verbose > 0:
             print("Fitting %d classifiers..." % (len(self.classifiers)))
 
@@ -144,8 +151,23 @@ def fit(self, X, y, groups=None):
             final_cv.shuffle = self.shuffle
         skf = list(final_cv.split(X, y, groups))
 
+        # Get fit_params for each classifier in self.named_clfs_
+        named_clfs_fit_params = {}
+        for name, clf in six.iteritems(self.named_clfs_):
+            clf_fit_params = {}
+            for key, value in six.iteritems(fit_params):
+                if name in key and 'meta-' not in key:
+                    clf_fit_params[key.replace(name+'__', '')] = value
+            named_clfs_fit_params[name] = clf_fit_params
+        # Get fit_params for self.named_meta_clf_
+        meta_fit_params = {}
+        meta_clf_name = list(self.named_meta_clf_.keys())[0]
+        for key, value in six.iteritems(fit_params):
+            if meta_clf_name in key and 'meta-' in meta_clf_name:
+                meta_fit_params[key.replace(meta_clf_name+'__', '')] = value
+
         all_model_predictions = np.array([]).reshape(len(y), 0)
-        for model in self.clfs_:
+        for name, model in six.iteritems(self.named_clfs_):
 
             if self.verbose > 0:
                 i = self.clfs_.index(model) + 1
@@ -172,7 +194,8 @@ def fit(self, X, y, groups=None):
                           ((num + 1), final_cv.get_n_splits()))
 
                 try:
-                    model.fit(X[train_index], y[train_index])
+                    model.fit(X[train_index], y[train_index],
+                              **named_clfs_fit_params[name])
                 except TypeError as e:
                     raise TypeError(str(e) + '\nPlease check that X and y'
                                     'are NumPy arrays. If X and y are lists'
@@ -215,16 +238,17 @@ def fit(self, X, y, groups=None):
                                                  X[test_index]))
 
         # Fit the base models correctly this time using ALL the training set
-        for model in self.clfs_:
-            model.fit(X, y)
+        for name, model in six.iteritems(self.named_clfs_):
+            model.fit(X, y, **named_clfs_fit_params[name])
 
         # Fit the secondary model
         if not self.use_features_in_secondary:
-            self.meta_clf_.fit(all_model_predictions, reordered_labels)
+            self.meta_clf_.fit(all_model_predictions, reordered_labels,
+                               **meta_fit_params)
         else:
             self.meta_clf_.fit(np.hstack((reordered_features,
                                           all_model_predictions)),
-                               reordered_labels)
+                               reordered_labels, **meta_fit_params)
 
         return self
 

mlxtend/classifier/tests/test_stacking_cv_classifier.py

@@ -8,7 +8,7 @@
 from mlxtend.classifier import StackingCVClassifier
 
 import pandas as pd
-from sklearn.linear_model import LogisticRegression
+from sklearn.linear_model import LogisticRegression, SGDClassifier
 from sklearn.naive_bayes import GaussianNB
 from sklearn.ensemble import RandomForestClassifier
 from sklearn.neighbors import KNeighborsClassifier
@@ -61,6 +61,29 @@ def test_StackingClassifier_proba():
     assert scores_mean == 0.93
 
 
+def test_StackingClassifier_fit_params():
+    np.random.seed(123)
+    meta = LogisticRegression()
+    clf1 = RandomForestClassifier()
+    clf2 = SGDClassifier(random_state=2)
+    sclf = StackingCVClassifier(classifiers=[clf1, clf2],
+                                meta_classifier=meta,
+                                shuffle=False)
+    fit_params = {
+        'sgdclassifier__intercept_init': np.unique(y),
+        'meta-logisticregression__sample_weight': np.full(X.shape[0], 2)
+        }
+
+    scores = cross_val_score(sclf,
+                             X,
+                             y,
+                             cv=5,
+                             scoring='accuracy',
+                             fit_params=fit_params)
+    scores_mean = (round(scores.mean(), 2))
+    assert scores_mean == 0.86
+
+
 def test_gridsearch():
     np.random.seed(123)
     meta = LogisticRegression()