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..., 57...]])

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 the coefficient of determination of the prediction.

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 = '$UNCHANGED$') 192; MultiOutputRegressor[source]#

Request metadata passed to the fit method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config). Please see 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.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

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 = '$UNCHANGED$') 192; MultiOutputRegressor[source]#

Request metadata passed to the partial_fit method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config). Please see 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.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

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 = '$UNCHANGED$') 192; MultiOutputRegressor[source]#

Request metadata passed to the score method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config). Please see 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.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

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.

Gallery examples#

Comparing random forests and the multi-output meta estimator