4.1. Pipeline and FeatureUnion: combining estimators

4.1.1. Pipeline: chaining estimators

Pipeline can be used to chain multiple estimators into one. This is useful as there is often a fixed sequence of steps in processing the data, for example feature selection, normalization and classification. Pipeline serves two purposes here:

Convenience: You only have to call fit and predict once on your data to fit a whole sequence of estimators.

Joint parameter selection: You can grid search over parameters of all estimators in the pipeline at once.

All estimators in a pipeline, except the last one, must be transformers (i.e. must have a transform method). The last estimator may be any type (transformer, classifier, etc.).

4.1.1.1. Usage

The Pipeline is build using a list of (key, value) pairs, where the key a string containing the name you want to give this step and value is an estimator object:

>>> from sklearn.pipeline import Pipeline
>>> from sklearn.svm import SVC
>>> from sklearn.decomposition import PCA
>>> estimators = [('reduce_dim', PCA()), ('svm', SVC())]
>>> clf = Pipeline(estimators)
>>> clf 
Pipeline(steps=[('reduce_dim', PCA(copy=True, n_components=None,
    whiten=False)), ('svm', SVC(C=1.0, cache_size=200, class_weight=None,
    coef0=0.0, decision_function_shape=None, degree=3, gamma='auto',
    kernel='rbf', max_iter=-1, probability=False, random_state=None,
    shrinking=True, tol=0.001, verbose=False))])

The utility function make_pipeline is a shorthand for constructing pipelines; it takes a variable number of estimators and returns a pipeline, filling in the names automatically:

>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.naive_bayes import MultinomialNB
>>> from sklearn.preprocessing import Binarizer
>>> make_pipeline(Binarizer(), MultinomialNB()) 
Pipeline(steps=[('binarizer', Binarizer(copy=True, threshold=0.0)),
                ('multinomialnb', MultinomialNB(alpha=1.0,
                                                class_prior=None,
                                                fit_prior=True))])

The estimators of a pipeline are stored as a list in the steps attribute:

>>> clf.steps[0]
('reduce_dim', PCA(copy=True, n_components=None, whiten=False))

and as a dict in named_steps:

>>> clf.named_steps['reduce_dim']
PCA(copy=True, n_components=None, whiten=False)

Parameters of the estimators in the pipeline can be accessed using the <estimator>__<parameter> syntax:

>>> clf.set_params(svm__C=10) 
Pipeline(steps=[('reduce_dim', PCA(copy=True, n_components=None,
    whiten=False)), ('svm', SVC(C=10, cache_size=200, class_weight=None,
    coef0=0.0, decision_function_shape=None, degree=3, gamma='auto',
    kernel='rbf', max_iter=-1, probability=False, random_state=None,
    shrinking=True, tol=0.001, verbose=False))])

This is particularly important for doing grid searches:

>>> from sklearn.grid_search import GridSearchCV
>>> params = dict(reduce_dim__n_components=[2, 5, 10],
...               svm__C=[0.1, 10, 100])
>>> grid_search = GridSearchCV(clf, param_grid=params)

4.1.1.2. Notes

Calling fit on the pipeline is the same as calling fit on each estimator in turn, transform the input and pass it on to the next step. The pipeline has all the methods that the last estimator in the pipeline has, i.e. if the last estimator is a classifier, the Pipeline can be used as a classifier. If the last estimator is a transformer, again, so is the pipeline.

4.1.2. FeatureUnion: composite feature spaces

FeatureUnion combines several transformer objects into a new transformer that combines their output. A FeatureUnion takes a list of transformer objects. During fitting, each of these is fit to the data independently. For transforming data, the transformers are applied in parallel, and the sample vectors they output are concatenated end-to-end into larger vectors.

FeatureUnion serves the same purposes as Pipeline - convenience and joint parameter estimation and validation.

FeatureUnion and Pipeline can be combined to create complex models.

(A FeatureUnion has no way of checking whether two transformers might produce identical features. It only produces a union when the feature sets are disjoint, and making sure they are is the caller’s responsibility.)

4.1.2.1. Usage

A FeatureUnion is built using a list of (key, value) pairs, where the key is the name you want to give to a given transformation (an arbitrary string; it only serves as an identifier) and value is an estimator object:

>>> from sklearn.pipeline import FeatureUnion
>>> from sklearn.decomposition import PCA
>>> from sklearn.decomposition import KernelPCA
>>> estimators = [('linear_pca', PCA()), ('kernel_pca', KernelPCA())]
>>> combined = FeatureUnion(estimators)
>>> combined 
FeatureUnion(n_jobs=1, transformer_list=[('linear_pca', PCA(copy=True,
    n_components=None, whiten=False)), ('kernel_pca', KernelPCA(alpha=1.0,
    coef0=1, degree=3, eigen_solver='auto', fit_inverse_transform=False,
    gamma=None, kernel='linear', kernel_params=None, max_iter=None,
    n_components=None, remove_zero_eig=False, tol=0))],
    transformer_weights=None)

Like pipelines, feature unions have a shorthand constructor called make_union that does require manual naming of the components.