sk-stepwise 0.1.2

Add your description here

sk-stepwise

Overview

StepwiseHyperoptOptimizer is a custom Python class that combines the power of the Hyperopt optimization library with a stepwise optimization strategy for hyperparameter tuning of machine learning models. It extends the capabilities of scikit-learn's BaseEstimator and MetaEstimatorMixin, making it easy to integrate into existing machine learning workflows.

This class enables you to optimize a model's hyperparameters in a sequential manner, following a predefined series of hyperparameter spaces. Each step in the sequence focuses on refining a specific set of parameters, allowing for a more targeted and efficient optimization process. The hyperparameter optimization uses Tree of Parzen Estimators (TPE) through the Hyperopt library.

Features

• Stepwise Hyperparameter Tuning: Break down the optimization process into multiple steps, each refining a specific set of hyperparameters.
• Hyperopt Integration: Utilize Hyperopt's TPE algorithm to find the optimal parameters efficiently.
• Scikit-learn Compatibility: StepwiseHyperoptOptimizer is compatible with the scikit-learn ecosystem, making it easy to use in scikit-learn pipelines and workflows.
• Flexible Scoring: Supports both default scikit-learn scoring metrics and custom scoring functions.

Installation

pip install sk-stepwise

If you are planning on developing this package, you should install the precommit hooks and other development dependencies.

pip install -r requirements-dev.txt

You should also install the package in editable mode:

uv pip install -e .

Run the tests with:

uv run pytest

Usage

Here's an example of how to use StepwiseHyperoptOptimizer to optimize a scikit-learn model:

>>> import numpy as np
>>> import pandas as pd
>>> from sklearn.ensemble import RandomForestRegressor
>>> from sk_stepwise import StepwiseHyperoptOptimizer
>>> import hyperopt

>>> # Sample data
>>> X = pd.DataFrame(np.random.rand(100, 5), columns=[f"feature_{i}" for i in range(5)])
>>> y = pd.Series(np.random.rand(100))

>>> # Define the model
>>> model = RandomForestRegressor()

>>> # Define the parameter space sequence for stepwise optimization
>>> param_space_sequence = [
...     {"n_estimators": hyperopt.hp.choice("n_estimators", [50, 100, 150])},
...     {"max_depth": hyperopt.hp.quniform("max_depth", 3, 10, 1)},
...     {"min_samples_split": hyperopt.hp.uniform("min_samples_split", 0.1, 1.0)},
... ]

>>> # Create the optimizer
>>> optimizer = StepwiseHyperoptOptimizer(model=model, param_space_sequence=param_space_sequence, max_evals_per_step=50)

>>> # Fit the optimizer
>>> optimizer.fit(X, y)

>>> # Make predictions
>>> predictions = optimizer.predict(X)

Key Methods

• fit(X, y): Fits the optimizer to the data, performing stepwise hyperparameter optimization.
• predict(X): Uses the optimized model to make predictions.
• score(X, y): Evaluates the optimized model on a test set.

Parameters

• model (_Fitable): A scikit-learn compatible model that implements fit, predict, and set_params methods.
• param_space_sequence (list[dict]): A list of dictionaries representing the hyperparameter spaces for each optimization step.
• max_evals_per_step (int): The maximum number of evaluations to perform for each step of the optimization.
• cv (int): Number of cross-validation folds.
• scoring (str or Callable): The scoring metric to use for evaluation. Default is "neg_mean_squared_error".
• random_state (int): Random seed for reproducibility.

Contributing

Contributions are welcome! Feel free to open issues or pull requests for new features, bug fixes, or documentation improvements.

License

This project is licensed under the MIT License - see the LICENSE file for details.

Acknowledgements

• Hyperopt for hyperparameter optimization.
• scikit-learn for model implementation and evaluation utilities.