Sklearn pass fit() parameters to xgboost in pipeline

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Similar to How to pass a parameter to only one part of a pipeline object in scikit learn? I want to pass parameters to only one part of a pipeline. Usually, it should work fine like:

estimator = XGBClassifier()
pipeline = Pipeline([
        ('clf', estimator)
    ])

and executed like

pipeline.fit(X_train, y_train, clf__early_stopping_rounds=20)

but it fails with:

    /usr/local/lib/python3.5/site-packages/sklearn/pipeline.py in fit(self, X, y, **fit_params)
        114         """
        115         Xt, yt, fit_params = self._pre_transform(X, y, **fit_params)
    --> 116         self.steps[-1][-1].fit(Xt, yt, **fit_params)
        117         return self
        118 

    /usr/local/lib/python3.5/site-packages/xgboost-0.6-py3.5.egg/xgboost/sklearn.py in fit(self, X, y, sample_weight, eval_set, eval_metric, early_stopping_rounds, verbose)
        443                               early_stopping_rounds=early_stopping_rounds,
        444                               evals_result=evals_result, obj=obj, feval=feval,
    --> 445                               verbose_eval=verbose)
        446 
        447         self.objective = xgb_options["objective"]

    /usr/local/lib/python3.5/site-packages/xgboost-0.6-py3.5.egg/xgboost/training.py in train(params, dtrain, num_boost_round, evals, obj, feval, maximize, early_stopping_rounds, evals_result, verbose_eval, learning_rates, xgb_model, callbacks)
        201                            evals=evals,
        202                            obj=obj, feval=feval,
    --> 203                            xgb_model=xgb_model, callbacks=callbacks)
        204 
        205 

    /usr/local/lib/python3.5/site-packages/xgboost-0.6-py3.5.egg/xgboost/training.py in _train_internal(params, dtrain, num_boost_round, evals, obj, feval, xgb_model, callbacks)
         97                                end_iteration=num_boost_round,
         98                                rank=rank,
    ---> 99                                evaluation_result_list=evaluation_result_list))
        100         except EarlyStopException:
        101             break

    /usr/local/lib/python3.5/site-packages/xgboost-0.6-py3.5.egg/xgboost/callback.py in callback(env)
        196     def callback(env):
        197         """internal function"""
    --> 198         score = env.evaluation_result_list[-1][1]
        199         if len(state) == 0:
        200             init(env)

    IndexError: list index out of range

Whereas a

estimator.fit(X_train, y_train, early_stopping_rounds=20)

works just fine.

For the early stopping rounds, you must always specify the validation set given by the argument eval_set. Here is how the error in your code can be fixed.

pipeline.fit(X_train, y_train, clf__early_stopping_rounds=20, clf__eval_set=[(test_X, test_y)])

Advanced Pipelines Tutorial, from xgboost import XGBRegressor from sklearn.pipeline import Pipeline from We are using 5-fold cross validation by passing the argument cv=5 in the GridSearchCV . cv=5, param_grid=param_grid, fit_params=fit_params) searchCV.fit(train_X, train_y). Out[3]: searchCV.cv_results_['mean_test_score']. mean(). Out[7]:. Parameters passed to the fit method of each step, where each parameter name is prefixed such that parameter p for step s has key s__p. Returns self Pipeline. This estimator. fit_predict (X, y=None, **fit_params) [source] ¶ Applies fit_predict of last step in pipeline after transforms.

This is the solution: https://www.kaggle.com/c/otto-group-product-classification-challenge/forums/t/13755/xgboost-early-stopping-and-other-issues both early_stooping_rounds and the watchlist / eval_set need to be passed. Unfortunately, this does not work for me, as the variables on the watchlist would require a preprocessing step which is only applied in the pipeline / I would need to apply this step manually.

Extreme Gradient Boosting with XGBoost, We can use the scikit-learn .fit() / .predict() paradigm that we are already familiar to All we have to do is pass it (or a list of metrics) in as an argument to the metrics Can you now move onto using pipelines and XGBoost? Stacking provides an interesting opportunity to rank LightGBM, XGBoost and Scikit-Learn estimators based on their predictive performance. The idea is to grow all child decision tree ensemble models under similar structural constraints, and use a linear model as the parent estimator (LogisticRegression for classifiers and LinearRegression for regressors).

I recently used the following steps to use the eval metric and eval_set parameters for Xgboost.

1. create the pipeline with the pre-processing/feature transformation steps:
This was made from a pipeline defined earlier which includes the xgboost model as the last step.
pipeline_temp = pipeline.Pipeline(pipeline.cost_pipe.steps[:-1])  
2. Fit this Pipeline
X_trans = pipeline_temp.fit_transform(X_train[FEATURES],y_train)
3. Create your eval_set by applying the transformations to the test set
eval_set = [(X_trans, y_train), (pipeline_temp.transform(X_test), y_test)]
4. Add your xgboost step back into the Pipeline
 pipeline_temp.steps.append(pipeline.cost_pipe.steps[-1])
5. Fit the new pipeline by passing the Parameters
pipeline_temp.fit(X_train[FEATURES], y_train,
             xgboost_model__eval_metric = ERROR_METRIC,
             xgboost_model__eval_set = eval_set)
6. Persist the Pipeline if you wish to.
joblib.dump(pipeline_temp, save_path)

xgboost in sklearn pipeline � Issue #1720 � dmlc/xgboost � GitHub, How can the additional parameters e.g. early_stopping_rounds be passed to a sklearn pipeline in the fit step? As pipeline.fit(X_train, y_train,� XGBoost Hyperparameters Optimization with scikit-learn to rank top 20! Michael Chan . Follow. Mar 20 · 3 min read. Learn quickly how to optimize your hyperparameters for XGboost! (rights: source

TransformedTargetRegressor's fit method doesn't support fit_params , This is a problem when using xgboost. TransformedTargetRegressor does not let you pass arguments to the embedded regressor's fit method. TypeError: fit() got an unexpected keyword argument pipeline = sklearn.pipeline. Fitting TransformedTargetRegressor with sample_weight in Pipeline #� from sklearn.pipeline import Pipeline pipe = Pipeline([ ('scaler', StandardScaler()), ('reduce_dim', PCA()), ('regressor', Ridge()) ]) The pipeline is just a list of ordered elements, each with a name and a corresponding object instance. The pipeline module leverages on the common interface that every scikit-learn library must implement, such

(Tutorial) Learn to use XGBoost in Python, XGBOOST in PYTHON is one of the most popular machine learning algorithms! missing values, tree parameters, scikit-learn compatible API etc. library and call the DataFrame() function passing the argument boston.data . make predictions on the test set using the familiar .fit() and .predict() methods. The pipeline can also be used in grid search to find the best performing parameters. To do this you first need to create a parameter grid for your chosen model. One important thing to note is that

Ensemble Methods: Tuning a XGBoost model with Scikit-Learn, There's several parameters we can use when defining a XGBoost classifier or regressor. so when we are passing all columns to the pipeline we don't have to self.num_features = num_features def fit(self, X, y=None): numerical_features = df.select_dtypes('int64').columns.tolist()# Create a pipeline tutorial - standardscaler, pipeline . How to pass a parameter to only one part of a pipeline object in scikit learn?

Comments
  • I think it would be better if you un-accepted this answer. Your question is basically 'how do I do [x] in an sklearn pipeline' and the answer you link to does not use an sklearn pipeline. and you even say in your answer you accepted that "this does not work for" you because of that. If someone did come along with an answer for how to do this in a pipeline, it would be better that that be accepted.
  • This seems like the best possible solution among all the answers posted.