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GreedyRegressor

Greedy selection regressor.

This selection method simply updates each model at each time step. The current best model is used to make predictions. It's greedy in the sense that updating each model can be costly. On the other hand, bandit-like algorithms are more temperate in that only update a subset of the models at each step.

Parameters

  • models (List[base.Regressor])

    The models to select from.

  • metric (river.metrics.base.RegressionMetric) – defaults to None

    The metric that is used to measure the performance of each model.

Attributes

  • best_model

    The current best model.

  • models

Examples

>>> from river import datasets
>>> from river import evaluate
>>> from river import linear_model
>>> from river import metrics
>>> from river import model_selection
>>> from river import optim
>>> from river import preprocessing

>>> models = [
...     linear_model.LinearRegression(optimizer=optim.SGD(lr=lr))
...     for lr in [1e-5, 1e-4, 1e-3, 1e-2]
... ]

>>> dataset = datasets.TrumpApproval()
>>> metric = metrics.MAE()
>>> model = (
...     preprocessing.StandardScaler() |
...     model_selection.GreedyRegressor(models, metric)
... )

>>> evaluate.progressive_val_score(dataset, model, metric)
MAE: 1.35

Methods

append

S.append(value) -- append value to the end of the sequence

Parameters

  • item
clear

S.clear() -> None -- remove all items from S

copy
count

S.count(value) -> integer -- return number of occurrences of value

Parameters

  • item
extend

S.extend(iterable) -- extend sequence by appending elements from the iterable

Parameters

  • other
index

S.index(value, [start, [stop]]) -> integer -- return first index of value. Raises ValueError if the value is not present.

Supporting start and stop arguments is optional, but recommended.

Parameters

  • item
  • args
insert

S.insert(index, value) -- insert value before index

Parameters

  • i
  • item
learn_one

Fits to a set of features x and a real-valued target y.

Parameters

  • x (dict)
  • y (numbers.Number)

Returns

Regressor: self

pop

S.pop([index]) -> item -- remove and return item at index (default last). Raise IndexError if list is empty or index is out of range.

Parameters

  • i – defaults to -1
predict_one

Predict the output of features x.

Parameters

  • x

Returns

The prediction.

remove

S.remove(value) -- remove first occurrence of value. Raise ValueError if the value is not present.

Parameters

  • item
reverse

S.reverse() -- reverse IN PLACE

sort