I am trying to create a custom transformer for a Python sklearn pipeline based on guidance from this tutorial: http://danielhnyk.cz/creating-your-own-estimator-scikit-learn/
Right now my custom class/transformer looks like this:
class SelectBestPercFeats(BaseEstimator, TransformerMixin):
def __init__(self, model=RandomForestRegressor(), percent=0.8,
random_state=52):
self.model = model
self.percent = percent
self.random_state = random_state
def fit(self, X, y, **fit_params):
"""
Find features with best predictive power for the model, and
have cumulative importance value less than self.percent
"""
# Check parameters
if not isinstance(self.percent, float):
print("SelectBestPercFeats.percent is not a float, it should be...")
elif not isinstance(self.random_state, int):
print("SelectBestPercFeats.random_state is not a int, it should be...")
# If checks are good proceed with fitting...
else:
try:
self.model.fit(X, y)
except:
print("Error fitting model inside SelectBestPercFeats object")
return self
# Get feature importance
try:
feat_imp = list(self.model.feature_importances_)
feat_imp_cum = pd.Series(feat_imp, index=X.columns) \
.sort_values(ascending=False).cumsum()
# Get features whose cumulative importance is <= `percent`
n_feats = len(feat_imp_cum[feat_imp_cum <= self.percent].index) + 1
self.bestcolumns_ = list(feat_imp_cum.index)[:n_feats]
except:
print ("ERROR: SelectBestPercFeats can only be used with models with"\
" .feature_importances_ parameter")
return self
def transform(self, X, y=None, **fit_params):
"""
Filter out only the important features (based on percent threshold)
for the model supplied.
:param X: Dataframe with features to be down selected
"""
if self.bestcolumns_ is None:
print("Must call fit function on SelectBestPercFeats object before transforming")
else:
return X[self.bestcolumns_]
I am integrating this Class into an sklearn pipeline like this:
# Define feature selection and model pipeline components
rf_simp = RandomForestRegressor(criterion='mse', n_jobs=-1,
n_estimators=600)
bestfeat = SelectBestPercFeats(rf_simp, feat_perc)
rf = RandomForestRegressor(n_jobs=-1,
criterion='mse',
n_estimators=200,
max_features=0.4,
)
# Build Pipeline
master_model = Pipeline([('feat_sel', bestfeat), ('rf', rf)])
# define GridSearchCV parameter space to search,
# only listing one parameter to simplify troubleshooting
param_grid = {
'feat_select__percent': [0.8],
}
# Fit pipeline model
grid = GridSearchCV(master_model, cv=3, n_jobs=-1,
param_grid=param_grid)
# Search grid using CV, and get the best estimator
grid.fit(X_train, y_train)
Whenever I run the last line of code (grid.fit(X_train, y_train)
) I get the following "PicklingError". Can anyone see what is causing this problem in my code?
Or, is there something in my Python setup that's wrong... Might I be missing a package or something similar? I just checked that I can import pickle
successfully
Traceback (most recent call last): File "", line 5, in File "C:\Users\jjaaae\AppData\Local\Programs\Python\Python36\lib\site-packages\sklearn\model_selection_search.py", line 945, in fit return self._fit(X, y, groups, ParameterGrid(self.param_grid)) File "C:\Users\jjaaae\AppData\Local\Programs\Python\Python36\lib\site-packages\sklearn\model_selection_search.py", line 564, in _fit for parameters in parameter_iterable File "C:\Users\jjaaae\AppData\Local\Programs\Python\Python36\lib\site-packages\sklearn\externals\joblib\parallel.py", line 768, in call self.retrieve() File "C:\Users\jjaaae\AppData\Local\Programs\Python\Python36\lib\site-packages\sklearn\externals\joblib\parallel.py", line 719, in retrieve raise exception File "C:\Users\jjaaae\AppData\Local\Programs\Python\Python36\lib\site-packages\sklearn\externals\joblib\parallel.py", line 682, in retrieve self._output.extend(job.get(timeout=self.timeout)) File "C:\Users\jjaaae\AppData\Local\Programs\Python\Python36\lib\multiprocessing\pool.py", line 608, in get raise self._value File "C:\Users\jjaaae\AppData\Local\Programs\Python\Python36\lib\multiprocessing\pool.py", line 385, in _handle_tasks put(task) File "C:\Users\jjaaae\AppData\Local\Programs\Python\Python36\lib\site-packages\sklearn\externals\joblib\pool.py", line 371, in send CustomizablePickler(buffer, self._reducers).dump(obj) _pickle.PicklingError: Can't pickle : attribute lookup SelectBestPercFeats on builtins failed
The pickle package needs the custom class(es) to be defined in another module and then imported. So, create another python package file (e.g. transformation.py
) and then import it like this from transformation import SelectBestPercFeats
. That will resolve the pickling error.
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