What's the full specification for implementing a custom scikit-learn estimator?
python, scikit-learn
Solution
Full instructions are available in the scikit-learn docs, and the principles behind the API are set out in this paper by yours truly et al. In short, besides `fit`, what you need for an estimator are `get_params` and `set_params` that return (as a `dict`) and set (from kwargs) the hyperparameters of the estimator, i.e. the parameters of the learning algorithm itself (as opposed to the data parameters it learns). These parameters should match the `__init__` parameters.
Both methods can be obtained by inheriting from the classes in `sklearn.base`, but you can provide them yourself if you don't want your code to be dependent on scikit-learn.
Note that input validation should be done in `fit`, not the constructor, because otherwise you can still set invalid parameters in `set_params` and have `fit` fail in unexpected ways.
Problem
I'm rolling my own predictor and want to use it like I would use any of the scikit routines (e.g. RandomForestRegressor). I have a class containing `fit` and `predict` methods that seem to work fine. However, when I try to use some of the scikit methods, such as cross validation, I get errors like: ``` Traceback (most recent call last): File "<stdin>", line 1, in <module> File "C:\Python27\lib\site-packages\sklearn\cross_validation.py", line 1152, in cross_val_ score for train, test in cv) File "C:\Python27\lib\site-packages\sklearn\externals\joblib\parallel.py", line 516, in __ call__ for function, args, kwargs in iterable: File "C:\Python27\lib\site-packages\sklearn\cross_validation.py", line 1152, in <genexpr> for train, test in cv) File "C:\Python27\lib\site-packages\sklearn\base.py", line 43, in clone % (repr(estimator), type(estimator))) TypeError: Cannot clone object '<__main__.Custom instance at 0x033A6990>' (type <type 'inst ance'>): it does not seem to be a scikit-learn estimator a it does not implement a 'get_para ms' methods. ``` I see that it wants me to implement some methods (presumably `get_params` as well as maybe `set_params` and `score`) but I'm not sure what the right specification for making these methods is. Is there some information available on this topic? Thanks.