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SLEP006: make sure generated set_{method}_request methods are all legit #26505

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SLEP006: make sure generated set_{method}_request methods are all legit#26505
#29920
@adrinjalali

Description

@adrinjalali
adrinjalali
opened on Jun 3, 2023

For all estimators inheriting from BaseEstimator, if a method explicitly accepts an argument other than X, y, Y, a corresponding set_{method}_request is generated for it.

#26503 proposes the cleanup for inverse_transform methods to make sure the corresponding set_inverse_transform_request is only generated when necessary.

We should do the same for all other generated methods and make sure they are legit.

A list of all generated methods can be seen using this code:

from sklearn.utils import all_estimators
from sklearn.base import MetaEstimatorMixin
import inspect

for name, Cls in all_estimators():
    is_meta = issubclass(Cls, MetaEstimatorMixin)
    if is_meta:
        print(f"{name} is a meta-estimator")
    else:
        print(name)
    set_methods = [
        name
        for name, _ in inspect.getmembers(Cls, inspect.isroutine)
        if name.startswith("set_") and name.endswith("request")
    ]
    # get input arguments of the methods in set_methods
    args = {
        name: inspect.getfullargspec(getattr(Cls, name)).kwonlyargs
        for name in set_methods
    }
    for key, value in args.items():
        print(f"  {key}: {value}")
    print()

Which generates the following output:

ARDRegression
  set_predict_request: ['return_std']
  set_score_request: ['sample_weight']

AdaBoostClassifier is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

AdaBoostRegressor is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

AdditiveChi2Sampler

AffinityPropagation

AgglomerativeClustering

BaggingClassifier is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

BaggingRegressor is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

BayesianGaussianMixture

BayesianRidge
  set_fit_request: ['sample_weight']
  set_predict_request: ['return_std']
  set_score_request: ['sample_weight']

BernoulliNB
  set_fit_request: ['sample_weight']
  set_partial_fit_request: ['classes', 'sample_weight']
  set_score_request: ['sample_weight']

BernoulliRBM

Binarizer
  set_transform_request: ['copy']

Birch

BisectingKMeans
  set_fit_request: ['sample_weight']
  set_predict_request: ['sample_weight']
  set_score_request: ['sample_weight']

CCA
  set_predict_request: ['copy']
  set_score_request: ['sample_weight']
  set_transform_request: ['copy']

CalibratedClassifierCV is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

CategoricalNB
  set_fit_request: ['sample_weight']
  set_partial_fit_request: ['classes', 'sample_weight']
  set_score_request: ['sample_weight']

ClassifierChain is a meta-estimator
  set_score_request: ['sample_weight']

ColumnTransformer

ComplementNB
  set_fit_request: ['sample_weight']
  set_partial_fit_request: ['classes', 'sample_weight']
  set_score_request: ['sample_weight']

CountVectorizer
  set_fit_request: ['raw_documents']
  set_transform_request: ['raw_documents']

DBSCAN
  set_fit_request: ['sample_weight']

DecisionTreeClassifier
  set_fit_request: ['check_input', 'sample_weight']
  set_predict_proba_request: ['check_input']
  set_predict_request: ['check_input']
  set_score_request: ['sample_weight']

DecisionTreeRegressor
  set_fit_request: ['check_input', 'sample_weight']
  set_predict_request: ['check_input']
  set_score_request: ['sample_weight']

DictVectorizer
  set_inverse_transform_request: ['dict_type']

DictionaryLearning

DummyClassifier
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

DummyRegressor
  set_fit_request: ['sample_weight']
  set_predict_request: ['return_std']
  set_score_request: ['sample_weight']

ElasticNet
  set_fit_request: ['check_input', 'sample_weight']
  set_score_request: ['sample_weight']

ElasticNetCV
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

EllipticEnvelope
  set_score_request: ['sample_weight']

EmpiricalCovariance
  set_score_request: ['X_test']

ExtraTreeClassifier
  set_fit_request: ['check_input', 'sample_weight']
  set_predict_proba_request: ['check_input']
  set_predict_request: ['check_input']
  set_score_request: ['sample_weight']

ExtraTreeRegressor
  set_fit_request: ['check_input', 'sample_weight']
  set_predict_request: ['check_input']
  set_score_request: ['sample_weight']

ExtraTreesClassifier is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

ExtraTreesRegressor is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

FactorAnalysis

FastICA
  set_inverse_transform_request: ['copy']
  set_transform_request: ['copy']

FeatureAgglomeration
  set_inverse_transform_request: ['Xred']

FeatureHasher
  set_transform_request: ['raw_X']

FeatureUnion

FunctionTransformer

GammaRegressor
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

GaussianMixture

GaussianNB
  set_fit_request: ['sample_weight']
  set_partial_fit_request: ['classes', 'sample_weight']
  set_score_request: ['sample_weight']

GaussianProcessClassifier
  set_score_request: ['sample_weight']

GaussianProcessRegressor
  set_predict_request: ['return_cov', 'return_std']
  set_score_request: ['sample_weight']

GaussianRandomProjection

GenericUnivariateSelect

GradientBoostingClassifier is a meta-estimator
  set_fit_request: ['monitor', 'sample_weight']
  set_score_request: ['sample_weight']

GradientBoostingRegressor is a meta-estimator
  set_fit_request: ['monitor', 'sample_weight']
  set_score_request: ['sample_weight']

GraphicalLasso
  set_score_request: ['X_test']

GraphicalLassoCV
  set_score_request: ['X_test']

GridSearchCV is a meta-estimator
  set_fit_request: ['groups']
  set_inverse_transform_request: ['Xt']

HDBSCAN

HashingVectorizer

HistGradientBoostingClassifier
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

HistGradientBoostingRegressor
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

HuberRegressor
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

IncrementalPCA
  set_partial_fit_request: ['check_input']

IsolationForest is a meta-estimator
  set_fit_request: ['sample_weight']

Isomap

IsotonicRegression
  set_fit_request: ['sample_weight']
  set_predict_request: ['T']
  set_score_request: ['sample_weight']
  set_transform_request: ['T']

KBinsDiscretizer
  set_fit_request: ['sample_weight']
  set_inverse_transform_request: ['Xt']

KMeans
  set_fit_request: ['sample_weight']
  set_predict_request: ['sample_weight']
  set_score_request: ['sample_weight']

KNNImputer

KNeighborsClassifier
  set_score_request: ['sample_weight']

KNeighborsRegressor
  set_score_request: ['sample_weight']

KNeighborsTransformer

KernelCenterer
  set_fit_request: ['K']
  set_transform_request: ['K', 'copy']

KernelDensity
  set_fit_request: ['sample_weight']

KernelPCA

KernelRidge
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

LabelBinarizer
  set_inverse_transform_request: ['threshold']

LabelEncoder

LabelPropagation
  set_score_request: ['sample_weight']

LabelSpreading
  set_score_request: ['sample_weight']

Lars
  set_fit_request: ['Xy']
  set_score_request: ['sample_weight']

LarsCV
  set_fit_request: ['Xy']
  set_score_request: ['sample_weight']

Lasso
  set_fit_request: ['check_input', 'sample_weight']
  set_score_request: ['sample_weight']

LassoCV
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

LassoLars
  set_fit_request: ['Xy']
  set_score_request: ['sample_weight']

LassoLarsCV
  set_fit_request: ['Xy']
  set_score_request: ['sample_weight']

LassoLarsIC
  set_fit_request: ['copy_X']
  set_score_request: ['sample_weight']

LatentDirichletAllocation

LedoitWolf
  set_score_request: ['X_test']

LinearDiscriminantAnalysis
  set_score_request: ['sample_weight']

LinearRegression
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

LinearSVC
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

LinearSVR
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

LocalOutlierFactor

LocallyLinearEmbedding

LogisticRegression
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

LogisticRegressionCV
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

MDS
  set_fit_request: ['init']

MLPClassifier
  set_partial_fit_request: ['classes']
  set_score_request: ['sample_weight']

MLPRegressor
  set_score_request: ['sample_weight']

MaxAbsScaler

MeanShift

MinCovDet
  set_score_request: ['X_test']

MinMaxScaler

MiniBatchDictionaryLearning

MiniBatchKMeans
  set_fit_request: ['sample_weight']
  set_partial_fit_request: ['sample_weight']
  set_predict_request: ['sample_weight']
  set_score_request: ['sample_weight']

MiniBatchNMF
  set_inverse_transform_request: ['W']
  set_partial_fit_request: ['H', 'W']

MiniBatchSparsePCA

MissingIndicator

MultiLabelBinarizer
  set_inverse_transform_request: ['yt']

MultiOutputClassifier is a meta-estimator
  set_fit_request: ['sample_weight']
  set_partial_fit_request: ['classes', 'sample_weight']

MultiOutputRegressor is a meta-estimator
  set_fit_request: ['sample_weight']
  set_partial_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

MultiTaskElasticNet
  set_fit_request: ['check_input', 'sample_weight']
  set_score_request: ['sample_weight']

MultiTaskElasticNetCV
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

MultiTaskLasso
  set_fit_request: ['check_input', 'sample_weight']
  set_score_request: ['sample_weight']

MultiTaskLassoCV
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

MultinomialNB
  set_fit_request: ['sample_weight']
  set_partial_fit_request: ['classes', 'sample_weight']
  set_score_request: ['sample_weight']

NMF
  set_inverse_transform_request: ['W']

NearestCentroid
  set_score_request: ['sample_weight']

NearestNeighbors

NeighborhoodComponentsAnalysis

Normalizer
  set_transform_request: ['copy']

NuSVC
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

NuSVR
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

Nystroem

OAS
  set_score_request: ['X_test']

OPTICS

OneClassSVM
  set_fit_request: ['sample_weight']

OneHotEncoder

OneVsOneClassifier is a meta-estimator
  set_partial_fit_request: ['classes']
  set_score_request: ['sample_weight']

OneVsRestClassifier is a meta-estimator
  set_partial_fit_request: ['classes']
  set_score_request: ['sample_weight']

OrdinalEncoder

OrthogonalMatchingPursuit
  set_score_request: ['sample_weight']

OrthogonalMatchingPursuitCV
  set_score_request: ['sample_weight']

OutputCodeClassifier is a meta-estimator
  set_score_request: ['sample_weight']

PCA

PLSCanonical
  set_predict_request: ['copy']
  set_score_request: ['sample_weight']
  set_transform_request: ['copy']

PLSRegression
  set_predict_request: ['copy']
  set_score_request: ['sample_weight']
  set_transform_request: ['copy']

PLSSVD

PassiveAggressiveClassifier
  set_fit_request: ['coef_init', 'intercept_init']
  set_partial_fit_request: ['classes']
  set_score_request: ['sample_weight']

PassiveAggressiveRegressor
  set_fit_request: ['coef_init', 'intercept_init']
  set_partial_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

PatchExtractor

Perceptron
  set_fit_request: ['coef_init', 'intercept_init', 'sample_weight']
  set_partial_fit_request: ['classes', 'sample_weight']
  set_score_request: ['sample_weight']

Pipeline
  set_inverse_transform_request: ['Xt']
  set_score_request: ['sample_weight']

PoissonRegressor
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

PolynomialCountSketch

PolynomialFeatures

PowerTransformer

QuadraticDiscriminantAnalysis
  set_score_request: ['sample_weight']

QuantileRegressor
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

QuantileTransformer

RANSACRegressor is a meta-estimator
  set_fit_request: ['sample_weight']

RBFSampler

RFE is a meta-estimator

RFECV is a meta-estimator
  set_fit_request: ['groups']

RadiusNeighborsClassifier
  set_score_request: ['sample_weight']

RadiusNeighborsRegressor
  set_score_request: ['sample_weight']

RadiusNeighborsTransformer

RandomForestClassifier is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

RandomForestRegressor is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

RandomTreesEmbedding is a meta-estimator
  set_fit_request: ['sample_weight']

RandomizedSearchCV is a meta-estimator
  set_fit_request: ['groups']
  set_inverse_transform_request: ['Xt']

RegressorChain is a meta-estimator
  set_score_request: ['sample_weight']

Ridge
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

RidgeCV
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

RidgeClassifier
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

RidgeClassifierCV
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

RobustScaler

SGDClassifier
  set_fit_request: ['coef_init', 'intercept_init', 'sample_weight']
  set_partial_fit_request: ['classes', 'sample_weight']
  set_score_request: ['sample_weight']

SGDOneClassSVM
  set_fit_request: ['coef_init', 'offset_init', 'sample_weight']
  set_partial_fit_request: ['sample_weight']

SGDRegressor
  set_fit_request: ['coef_init', 'intercept_init', 'sample_weight']
  set_partial_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

SVC
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

SVR
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

SelectFdr

SelectFpr

SelectFromModel is a meta-estimator

SelectFwe

SelectKBest

SelectPercentile

SelfTrainingClassifier is a meta-estimator

SequentialFeatureSelector is a meta-estimator

ShrunkCovariance
  set_score_request: ['X_test']

SimpleImputer

SkewedChi2Sampler

SparseCoder

SparsePCA

SparseRandomProjection

SpectralBiclustering

SpectralClustering

SpectralCoclustering

SpectralEmbedding

SplineTransformer
  set_fit_request: ['sample_weight']

StackingClassifier is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

StackingRegressor is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

StandardScaler
  set_fit_request: ['sample_weight']
  set_inverse_transform_request: ['copy']
  set_partial_fit_request: ['sample_weight']
  set_transform_request: ['copy']

TSNE

TargetEncoder

TfidfTransformer
  set_transform_request: ['copy']

TfidfVectorizer
  set_fit_request: ['raw_documents']
  set_transform_request: ['raw_documents']

TheilSenRegressor
  set_score_request: ['sample_weight']

TransformedTargetRegressor
  set_score_request: ['sample_weight']

TruncatedSVD

TweedieRegressor
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

VarianceThreshold

VotingClassifier is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

VotingRegressor is a meta-estimator
  set_fit_request: ['sample_weight']
  set_score_request: ['sample_weight']

Observations, among other things:

  • sample_weight for non-meta estimators is legit, but for meta-estimators needs checking. Not all meta-estimators actually consume sample_weight, but many of them have it as an explicit arg.
  • Not all meta-estimators inherit from MetaEstimatorMixin, therefore not marked as meta-estimator above.
  • copy should probably be considered metadata, but not sure
  • check_input should probably not be considered metadata
  • return_std should probably be considered metadata

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