All intermediate steps should be transformers and implement fit and transform

Question:

I am implementing a pipeline using important features selection and then using the same features to train my random forest classifier. Following is my code.

m = ExtraTreesClassifier(n_estimators = 10)
m.fit(train_cv_x,train_cv_y)
sel = SelectFromModel(m, prefit=True)
X_new = sel.transform(train_cv_x)
clf = RandomForestClassifier(5000)

model = Pipeline([('m', m),('sel', sel),('X_new', X_new),('clf', clf),])
params = {'clf__max_features': ['auto', 'sqrt', 'log2']}

gs = GridSearchCV(model, params)
gs.fit(train_cv_x,train_cv_y)

So X_new are the new features selected via SelectFromModel and sel.transform. Then I want to train my RF using the new features selected.

I am getting the following error:

All intermediate steps should be transformers and implement fit and transform, 
ExtraTreesClassifier ...
Asked By: Stupid420

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Answers:

Like the traceback says: each step in your pipeline needs to have a fit() and transform() method (except the last, which just needs fit(). This is because a pipeline chains together transformations of your data at each step.

sel.transform(train_cv_x) is not an estimator and doesn’t meet this criterion.

In fact, it looks like based on what you’re trying to do, you can leave this step out. Internally, ('sel', sel) already does this transformation–that’s why it’s included in the pipeline.

Secondly, ExtraTreesClassifier (the first step in your pipeline), doesn’t have a transform() method, either. You can verify that here, in the class docstring. Supervised learning models aren’t made for transforming data; they’re made for fitting on it and predicting based off that.

What type of classes are able to do transformations?

Without reading between the lines too much about what you’re trying to do here, this would work for you:

  1. First split x and y using train_test_split. The test dataset produced by this is held out for final testing, and the train dataset within GridSearchCV‘s cross-validation will be further broken out into smaller train and validation sets.
  2. Build a pipeline that satisfies what your traceback is trying to tell you.
  3. Pass that pipeline to GridSearchCV, .fit() that grid search on X_train/y_train, then .score() it on X_test/y_test.

Roughly, that would look like this:

from sklearn.model_selection import train_test_split

X_train, X_test, y_train, y_test = train_test_split(
    X, y, test_size=0.33, random_state=444)

sel = SelectFromModel(ExtraTreesClassifier(n_estimators=10, random_state=444), 
                      threshold='mean')
clf = RandomForestClassifier(n_estimators=5000, random_state=444)

model = Pipeline([('sel', sel), ('clf', clf)])
params = {'clf__max_features': ['auto', 'sqrt', 'log2']}

gs = GridSearchCV(model, params)
gs.fit(X_train, y_train)

# How well do your hyperparameter optimizations generalize
# to unseen test data?
gs.score(X_test, y_test)

Two examples for further reading:

Answered By: Brad Solomon

This has happened because the first transformer you pass in a pipeline must have both a fit and transform method.

m = ExtraTreesClassifier(n_estimators = 10)
m.fit(train_cv_x,train_cv_y)

Here m does not have a transform method as ExtraTreesClassifier model does not have a transform method and so fails in the pipeline.

So change the order of the pipeline and add another transformer for the first step in the pipeline

Answered By: Albin

You may also get the error in the title if you were oversampling or undersampling your data using imblearn module and fitting it into a model in a pipeline. If you got this message, then it means you have imported sklearn.pipeline.Pipeline. Import imblearn.pipeline.Pipeline instead and you’re golden. For example,

from imblearn.pipeline import Pipeline
pipe = Pipeline([('o', SMOTE()), ('svc', SVC())])

The problem is, if you’re sampling your data, the intermediate steps obviously need to sample the data as well, which is not supported by sklearn’s Pipeline but is supported by imblearn’s Pipeline.

Answered By: cottontail