MultiOutputRegressor#

class sklearn.multioutput.MultiOutputRegressor(estimator, *, n_jobs=None)[source]#

Multi target regression.

This strategy consists of fitting one regressor per target. This is a simple strategy for extending regressors that do not natively support multi-target regression.

Added in version 0.18.

Parameters:
estimatorestimator object

An estimator object implementing fit and predict.

n_jobsint or None, optional (default=None)

The number of jobs to run in parallel. fit, predict and partial_fit (if supported by the passed estimator) will be parallelized for each target.

When individual estimators are fast to train or predict, using n_jobs > 1 can result in slower performance due to the parallelism overhead.

None means 1 unless in a joblib.parallel_backend context. -1 means using all available processes / threads. See Glossary for more details.

Changed in version 0.20: n_jobs default changed from 1 to None.

Attributes:
estimators_list of n_output estimators

Estimators used for predictions.

n_features_in_int

Number of features seen during fit. Only defined if the underlying estimator exposes such an attribute when fit.

Added in version 0.24.

feature_names_in_ndarray of shape (n_features_in_,)

Names of features seen during fit. Only defined if the underlying estimators expose such an attribute when fit.

Added in version 1.0.

See also

RegressorChain

A multi-label model that arranges regressions into a chain.

MultiOutputClassifier

Classifies each output independently rather than chaining.

Examples

>>> import numpy as np
>>> from sklearn.datasets import load_linnerud
>>> from sklearn.multioutput import MultiOutputRegressor
>>> from sklearn.linear_model import Ridge
>>> X, y = load_linnerud(return_X_y=True)
>>> regr = MultiOutputRegressor(Ridge(random_state=123)).fit(X, y)
>>> regr.predict(X[[0]])
array([[176, 35.1, 57.1]])
fit(X, y, sample_weight=None, **fit_params)[source]#

Fit the model to data, separately for each output variable.

Parameters:
X{array-like, sparse matrix} of shape (n_samples, n_features)

The input data.

y{array-like, sparse matrix} of shape (n_samples, n_outputs)

Multi-output targets. An indicator matrix turns on multilabel estimation.

sample_weightarray-like of shape (n_samples,), default=None

Sample weights. If None, then samples are equally weighted. Only supported if the underlying regressor supports sample weights.

**fit_paramsdict of string -> object

Parameters passed to the estimator.fit method of each step.

Added in version 0.23.

Returns:
selfobject

Returns a fitted instance.

get_metadata_routing()[source]#

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Added in version 1.3.

Returns:
routingMetadataRouter

A MetadataRouter encapsulating routing information.

get_params(deep=True)[source]#

Get parameters for this estimator.

Parameters:
deepbool, default=True

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

Returns:
paramsdict

Parameter names mapped to their values.

partial_fit(X, y, sample_weight=None, **partial_fit_params)[source]#

Incrementally fit the model to data, for each output variable.

Parameters:
X{array-like, sparse matrix} of shape (n_samples, n_features)

The input data.

y{array-like, sparse matrix} of shape (n_samples, n_outputs)

Multi-output targets.

sample_weightarray-like of shape (n_samples,), default=None

Sample weights. If None, then samples are equally weighted. Only supported if the underlying regressor supports sample weights.

**partial_fit_paramsdict of str -> object

Parameters passed to the estimator.partial_fit method of each sub-estimator.

Only available if enable_metadata_routing=True. See the User Guide.

Added in version 1.3.

Returns:
selfobject

Returns a fitted instance.

predict(X)[source]#

Predict multi-output variable using model for each target variable.

Parameters:
X{array-like, sparse matrix} of shape (n_samples, n_features)

The input data.

Returns:
y{array-like, sparse matrix} of shape (n_samples, n_outputs)

Multi-output targets predicted across multiple predictors. Note: Separate models are generated for each predictor.

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

Return coefficient of determination on test data.

The coefficient of determination, \(R^2\), is defined as \((1 - \frac{u}{v})\), 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 of shape (n_samples, n_features)

Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.

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

True values for X.

sample_weightarray-like of shape (n_samples,), default=None

Sample weights.

Returns:
scorefloat

\(R^2\) of self.predict(X) w.r.t. y.

Notes

The \(R^2\) score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score. This influences the score method of all the multioutput regressors (except for MultiOutputRegressor).

set_fit_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → MultiOutputRegressor[source]#

Configure whether metadata should be requested to be passed to the fit method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to fit if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to fit.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:
sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for sample_weight parameter in fit.

Returns:
selfobject

The updated object.

set_params(**params)[source]#

Set the parameters of this estimator.

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

Parameters:
**paramsdict

Estimator parameters.

Returns:
selfestimator instance

Estimator instance.

set_partial_fit_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → MultiOutputRegressor[source]#

Configure whether metadata should be requested to be passed to the partial_fit method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to partial_fit if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to partial_fit.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:
sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for sample_weight parameter in partial_fit.

Returns:
selfobject

The updated object.

set_score_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → MultiOutputRegressor[source]#

Configure whether metadata should be requested to be passed to the score method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to score if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to score.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:
sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for sample_weight parameter in score.

Returns:
selfobject

The updated object.