sklearn.isotonic.IsotonicRegression

class sklearn.isotonic.IsotonicRegression(y_min=None, y_max=None, increasing=True, out_of_bounds='nan')[source]

Isotonic regression model.

The isotonic regression optimization problem is defined by:

min sum w_i (y[i] - y_[i]) ** 2

subject to y_[i] <= y_[j] whenever X[i] <= X[j]
and min(y_) = y_min, max(y_) = y_max
where:

  • y[i] are inputs (real numbers)

  • y_[i] are fitted

  • X specifies the order. If X is non-decreasing then y_ is non-decreasing.

  • w[i] are optional strictly positive weights (default to 1.0)

Read more in the User Guide.

Parameters
y_minoptional, default: None

If not None, set the lowest value of the fit to y_min.

y_maxoptional, default: None

If not None, set the highest value of the fit to y_max.

increasingboolean or string, optional, default: True

If boolean, whether or not to fit the isotonic regression with y increasing or decreasing.

The string value “auto” determines whether y should increase or decrease based on the Spearman correlation estimate’s sign.

out_of_boundsstring, optional, default: “nan”

The out_of_bounds parameter handles how x-values outside of the training domain are handled. When set to “nan”, predicted y-values will be NaN. When set to “clip”, predicted y-values will be set to the value corresponding to the nearest train interval endpoint. When set to “raise”, allow interp1d to throw ValueError.

Attributes
X_min_float

Minimum value of input array X_ for left bound.

X_max_float

Maximum value of input array X_ for right bound.

f_function

The stepwise interpolating function that covers the input domain X.

Notes

Ties are broken using the secondary method from Leeuw, 1977.

References

Isotonic Median Regression: A Linear Programming Approach Nilotpal Chakravarti Mathematics of Operations Research Vol. 14, No. 2 (May, 1989), pp. 303-308

Isotone Optimization in R : Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods Leeuw, Hornik, Mair Journal of Statistical Software 2009

Correctness of Kruskal’s algorithms for monotone regression with ties Leeuw, Psychometrica, 1977

Examples

>>> from sklearn.datasets import make_regression
>>> from sklearn.isotonic import IsotonicRegression
>>> X, y = make_regression(n_samples=10, n_features=1, random_state=41)
>>> iso_reg = IsotonicRegression().fit(X.flatten(), y)
>>> iso_reg.predict([.1, .2])
array([1.8628..., 3.7256...])

Methods

fit(self, X, y[, sample_weight])

Fit the model using X, y as training data.

fit_transform(self, X[, y])

Fit to data, then transform it.

get_params(self[, deep])

Get parameters for this estimator.

predict(self, T)

Predict new data by linear interpolation.

score(self, X, y[, sample_weight])

Returns the coefficient of determination R^2 of the prediction.

set_params(self, \*\*params)

Set the parameters of this estimator.

transform(self, T)

Transform new data by linear interpolation
__init__(self, y_min=None, y_max=None, increasing=True, out_of_bounds='nan')[source]

Initialize self. See help(type(self)) for accurate signature.

fit(self, X, y, sample_weight=None)[source]

Fit the model using X, y as training data.

Parameters
Xarray-like, shape=(n_samples,)

Training data.

yarray-like, shape=(n_samples,)

Training target.

sample_weightarray-like, shape=(n_samples,), optional, default: None

Weights. If set to None, all weights will be set to 1 (equal weights).

Returns
selfobject

Returns an instance of self.

Notes

X is stored for future use, as transform needs X to interpolate new input data.

fit_transform(self, X, y=None, **fit_params)[source]

Fit to data, then transform it.

Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.

Parameters
Xnumpy array of shape [n_samples, n_features]

Training set.

ynumpy array of shape [n_samples]

Target values.

Returns
X_newnumpy array of shape [n_samples, n_features_new]

Transformed array.

get_params(self, deep=True)[source]

Get parameters for this estimator.

Parameters
deepboolean, optional

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns
paramsmapping of string to any

Parameter names mapped to their values.

predict(self, T)[source]

Predict new data by linear interpolation.

Parameters
Tarray-like, shape=(n_samples,)

Data to transform.

Returns
T_array, shape=(n_samples,)

Transformed data.

score(self, X, y, sample_weight=None)[source]

Returns the coefficient of determination R^2 of the prediction.

The coefficient R^2 is defined as (1 - u/v), where u is the residual sum of squares ((y_true - y_pred) ** 2).sum() and v is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.

Parameters
Xarray-like, shape = (n_samples, n_features)

Test samples. For some estimators this may be a precomputed kernel matrix instead, shape = (n_samples, n_samples_fitted], where n_samples_fitted is the number of samples used in the fitting for the estimator.

yarray-like, shape = (n_samples) or (n_samples, n_outputs)

True values for X.

sample_weightarray-like, shape = [n_samples], optional

Sample weights.

Returns
scorefloat

R^2 of self.predict(X) wrt. y.

Notes

The R2 score used when calling score on a regressor will use multioutput='uniform_average' from version 0.23 to keep consistent with r2_score. This will influence the score method of all the multioutput regressors (except for MultiOutputRegressor). To specify the default value manually and avoid the warning, please either call r2_score directly or make a custom scorer with make_scorer (the built-in scorer 'r2' uses multioutput='uniform_average').

set_params(self, **params)[source]

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns
self
transform(self, T)[source]

Transform new data by linear interpolation

Parameters
Tarray-like, shape=(n_samples,)

Data to transform.

Returns
T_array, shape=(n_samples,)

The transformed data