xgboost_regressor#

XGBoost Regressor.

Module Contents#

Classes Summary#

XGBoostRegressor

XGBoost Regressor.

Contents#

class evalml.pipelines.components.estimators.regressors.xgboost_regressor.XGBoostRegressor(eta: float = 0.1, max_depth: int = 6, min_child_weight: int = 1, n_estimators: int = 100, random_seed: Union[int, float] = 0, n_jobs: int = 12, **kwargs)[source]#

XGBoost Regressor.

Parameters
  • eta (float) – Boosting learning rate. Defaults to 0.1.

  • max_depth (int) – Maximum tree depth for base learners. Defaults to 6.

  • min_child_weight (float) – Minimum sum of instance weight (hessian) needed in a child. Defaults to 1.0

  • n_estimators (int) – Number of gradient boosted trees. Equivalent to number of boosting rounds. Defaults to 100.

  • random_seed (int) – Seed for the random number generator. Defaults to 0.

  • n_jobs (int) – Number of parallel threads used to run xgboost. Note that creating thread contention will significantly slow down the algorithm. Defaults to 12.

Attributes

hyperparameter_ranges

{ “eta”: Real(0.000001, 1), “max_depth”: Integer(1, 20), “min_child_weight”: Real(1, 10), “n_estimators”: Integer(1, 1000),}

model_family

ModelFamily.XGBOOST

modifies_features

True

modifies_target

False

name

XGBoost Regressor

SEED_MAX

None

SEED_MIN

None

supported_problem_types

[ ProblemTypes.REGRESSION, ProblemTypes.TIME_SERIES_REGRESSION, ProblemTypes.MULTISERIES_TIME_SERIES_REGRESSION,]

training_only

False

Methods

clone

Constructs a new component with the same parameters and random state.

default_parameters

Returns the default parameters for this component.

describe

Describe a component and its parameters.

feature_importance

Feature importance of fitted XGBoost regressor.

fit

Fits XGBoost regressor component to data.

get_prediction_intervals

Find the prediction intervals using the fitted XGBoostRegressor.

load

Loads component at file path.

needs_fitting

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

parameters

Returns the parameters which were used to initialize the component.

predict

Make predictions using fitted XGBoost regressor.

predict_proba

Make probability estimates for labels.

save

Saves component at file path.

update_parameters

Updates the parameter dictionary of the component.

clone(self)#

Constructs a new component with the same parameters and random state.

Returns

A new instance of this component with identical parameters and random state.

default_parameters(cls)#

Returns the default parameters for this component.

Our convention is that Component.default_parameters == Component().parameters.

Returns

Default parameters for this component.

Return type

dict

describe(self, print_name=False, return_dict=False)#

Describe a component and its parameters.

Parameters
  • print_name (bool, optional) – whether to print name of component

  • return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

Returns dictionary if return_dict is True, else None.

Return type

None or dict

property feature_importance(self) pandas.Series#

Feature importance of fitted XGBoost regressor.

fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None)[source]#

Fits XGBoost regressor component to data.

Parameters
  • X (pd.DataFrame) – The input training data of shape [n_samples, n_features].

  • y (pd.Series, optional) – The target training data of length [n_samples].

Returns

self

get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) Dict[str, pandas.Series][source]#

Find the prediction intervals using the fitted XGBoostRegressor.

Parameters
  • X (pd.DataFrame) – Data of shape [n_samples, n_features].

  • y (pd.Series) – Target data. Ignored.

  • coverage (List[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.

  • predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.

Returns

Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.

Return type

dict

static load(file_path)#

Loads component at file path.

Parameters

file_path (str) – Location to load file.

Returns

ComponentBase object

needs_fitting(self)#

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.

Returns

True.

property parameters(self)#

Returns the parameters which were used to initialize the component.

predict(self, X: pandas.DataFrame) pandas.Series[source]#

Make predictions using fitted XGBoost regressor.

Parameters

X (pd.DataFrame) – Data of shape [n_samples, n_features].

Returns

Predicted values.

Return type

pd.Series

predict_proba(self, X: pandas.DataFrame) pandas.Series#

Make probability estimates for labels.

Parameters

X (pd.DataFrame) – Features.

Returns

Probability estimates.

Return type

pd.Series

Raises

MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#

Saves component at file path.

Parameters
  • file_path (str) – Location to save file.

  • pickle_protocol (int) – The pickle data stream format.

update_parameters(self, update_dict, reset_fit=True)#

Updates the parameter dictionary of the component.

Parameters
  • update_dict (dict) – A dict of parameters to update.

  • reset_fit (bool, optional) – If True, will set _is_fitted to False.