8000 FEA Store the `GradientBoostingClassifier`/ `GradientBoostingRegressor` OOB Scores as the `oob_score(s)_` fitted attributes by awinml · Pull Request #24882 · scikit-learn/scikit-learn · GitHub
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FEA Store the GradientBoostingClassifier/ GradientBoostingRegressor OOB Scores as the oob_score(s)_ fitted attributes #24882

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Merged
merged 48 commits into from
Jan 12, 2023
Merged

FEA Store the GradientBoostingClassifier/ GradientBoostingRegressor OOB Scores as the oob_score(s)_ fitted attributes #24882

merged 48 commits into from
Jan 12, 2023

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awinml
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@awinml awinml commented Nov 10, 2022 •
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Reference Issues/PRs

Fixes #23400

GradientBoostingClassifier and GradientBoostingRegressor now exposes out-of-bag scores via the oob_scores_ or oob_score_ attributes.

What does this implement/fix? Explain your changes.

Added oob_scores_ and oob_score_ attributes to Gradient Boosting Estimators to store the Out Of Bag loss.

  • oob_scores_ contains the full history of loss values.
  • oob_score_ stores the last element of oob_scores_ for easy access.

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awinml commented Nov 10, 2022

@ogrisel Would please kindly review this PR?

@awinml awinml changed the title FEAT Store the OOB Loss for GradientBoostingClassifier FEA Store the OOB Loss for GradientBoostingClassifier Nov 21, 2022
@jjerphan jjerphan changed the title FEA Store the OOB Loss for GradientBoostingClassifier FEA Store the GradientBoostingClassifier OOB Scores as the oob_score(s)_ fitted attributes Dec 1, 2022
jjerphan
jjerphan reviewed Dec 1, 2022
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Thank you for this contribution, @awinml.

@jjerphan jjerphan added Waiting for Second Reviewer First reviewer is done, need a second one! and removed cython labels Dec 1, 2022
jjerphan
jjerphan reviewed Dec 2, 2022
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awinml and others added 8 commits December 2, 2022 12:56
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Update sklearn/ensemble/tests/test_gradient_boosting.py
2c8ffd1 
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
@awinml @jjerphan
Update sklearn/ensemble/tests/test_gradient_boosting.py
98e5bfc 
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
@awinml @jjerphan
Update sklearn/ensemble/tests/test_gradient_boosting.py
116f916 
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
@awinml @jjerphan
Update doc/whats_new/v1.3.rst
f7fabe5 
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
@awinml @jjerphan
Update sklearn/ensemble/tests/test_gradient_boosting.py
3a08e5a 
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
@awinml @jjerphan
Update sklearn/ensemble/tests/test_gradient_boosting.py
6a1561f 
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
@awinml @jjerphan
Update sklearn/ensemble/tests/test_gradient_boosting.py
9bd7edc 
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
@awinml @jjerphan
Update sklearn/ensemble/tests/test_gradient_boosting.py
051bac4 
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
glemaitre
glemaitre reviewed Jan 10, 2023
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Another pass.

@awinml awinml requested a review from glemaitre January 10, 2023 19:52
betatim
betatim reviewed Jan 11, 2023
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I think that we converge.

@awinml awinml requested a review from glemaitre January 11, 2023 12:08
betatim
betatim reviewed Jan 11, 2023
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betatim
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glemaitre
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glemaitre approved these changes Jan 11, 2023
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Once the comments from @betatim are addressed, LGTM on my side.

awinml and others added 2 commits January 11, 2023 18:29
@awinml awinml changed the title FEA Store the GradientBoostingClassifier OOB Scores as the oob_score(s)_ fitted attributes FEA Store the GradientBoostingClassifier/ GradientBoostingRegressor OOB Scores as the oob_score(s)_ fitted attributes Jan 11, 2023
glemaitre
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Letting @glemaitre merge once this LGTH.

@glemaitre glemaitre merged commit c676917 into scikit-learn:main Jan 12, 2023
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Merging Thanks @awinml

glemaitre added a commit to glemaitre/scikit-learn that referenced this pull request Jan 12, 2023
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FEA Store the GradientBoosting OOB Scores in the oob_score(s)_ fitt…
4a4eee4 
…ed attributes (scikit-learn#24882)

Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
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@glemaitre glemaitre glemaitre approved these changes

@betatim betatim betatim approved these changes

@jjerphan jjerphan jjerphan approved these changes

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Store the OOB Loss for GradientBoostingClassifier
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