.. _introduction:

An introduction to machine learning with scikit-learn
=====================================================

.. topic:: Section contents

    In this section, we introduce the `machine learning
    <http://en.wikipedia.org/wiki/Machine_learning>`_
    vocabulary that we use throughout scikit-learn and give a
    simple learning example.


Machine learning: the problem setting
-------------------------------------

In general, a learning problem considers a set of n
`samples <http://en.wikipedia.org/wiki/Sample_(statistics)>`_ of
data and then tries to predict properties of unknown data. If each sample is
more than a single number and, for instance, a multi-dimensional entry
(aka `multivariate <http://en.wikipedia.org/wiki/Multivariate_random_variable>`_
data), is it said to have several attributes or **features**.

We can separate learning problems in a few large categories:

 * `supervised learning <http://en.wikipedia.org/wiki/Supervised_learning>`_,
   in which the data comes with additional attributes that we want to predict
   (:ref:`Click here <supervised-learning>`
   to go to the scikit-learn supervised learning page).This problem
   can be either:

    * `classification
      <http://en.wikipedia.org/wiki/Classification_in_machine_learning>`_:
      samples belong to two or more classes and we
      want to learn from already labeled data how to predict the class
      of unlabeled data. An example of classification problem would
      be the handwritten digit recognition example, in which the aim is
      to assign each input vector to one of a finite number of discrete
      categories.  Another way to think of classification is as a discrete
      (as opposed to continuous) form of supervised learning where one has a
      limited number of categories and for each of the n samples provided,
      one is to try to label them with the correct category or class.

    * `regression <http://en.wikipedia.org/wiki/Regression_analysis>`_:
      if the desired output consists of one or more
      continuous variables, then the task is called *regression*. An
      example of a regression problem would be the prediction of the
      length of a salmon as a function of its age and weight.

 * `unsupervised learning <http://en.wikipedia.org/wiki/Unsupervised_learning>`_,
   in which the training data consists of a set of input vectors x
   without any corresponding target values. The goal in such problems
   may be to discover groups of similar examples within the data, where
   it is called `clustering <http://en.wikipedia.org/wiki/Cluster_analysis>`_,
   or to determine the distribution of data within the input space, known as
   `density estimation <http://en.wikipedia.org/wiki/Density_estimation>`_, or
   to project the data from a high-dimensional space down to two or three
   dimensions for the purpose of *visualization*
   (:ref:`Click here <unsupervised-learning>`
   to go to the Scikit-Learn unsupervised learning page).

.. topic:: Training set and testing set

    Machine learning is about learning some properties of a data set
    and applying them to new data. This is why a common practice in
    machine learning to evaluate an algorithm is to split the data
    at hand into two sets, one that we call the **training set** on which
    we learn data properties and one that we call the **testing set**
    on which we test these properties.

.. _loading_example_dataset:

Loading an example dataset
--------------------------

`scikit-learn` comes with a few standard datasets, for instance the
`iris <http://en.wikipedia.org/wiki/Iris_flower_data_set>`_ and `digits
<http://archive.ics.uci.edu/ml/datasets/Pen-Based+Recognition+of+Handwritten+Digits>`_
datasets for classification and the `boston house prices dataset
<http://archive.ics.uci.edu/ml/datasets/Housing>`_ for regression.

In the following, we start a Python interpreter from our shell and then
load the ``iris`` and ``digits`` datasets.  Our notational convention is that
``$`` denotes the shell prompt while ``>>>`` denotes the Python
interpreter prompt::

  $ python
  >>> from sklearn import datasets
  >>> iris = datasets.load_iris()
  >>> digits = datasets.load_digits()

A dataset is a dictionary-like object that holds all the data and some
metadata about the data. This data is stored in the ``.data`` member,
which is a ``n_samples, n_features`` array. In the case of supervised
problem, one or more response variables are stored in the ``.target`` member. More
details on the different datasets can be found in the :ref:`dedicated
section <datasets>`.

For instance, in the case of the digits dataset, ``digits.data`` gives
access to the features that can be used to classify the digits samples::

  >>> print(digits.data)  # doctest: +NORMALIZE_WHITESPACE
  [[  0.   0.   5. ...,   0.   0.   0.]
   [  0.   0.   0. ...,  10.   0.   0.]
   [  0.   0.   0. ...,  16.   9.   0.]
   ...,
   [  0.   0.   1. ...,   6.   0.   0.]
   [  0.   0.   2. ...,  12.   0.   0.]
   [  0.   0.  10. ...,  12.   1.   0.]]

and ``digits.target`` gives the ground truth for the digit dataset, that
is the number corresponding to each digit image that we are trying to
learn::

  >>> digits.target
  array([0, 1, 2, ..., 8, 9, 8])

.. topic:: Shape of the data arrays

    The data is always a 2D array, shape ``(n_samples, n_features)``, although
    the original data may have had a different shape. In the case of the
    digits, each original sample is an image of shape ``(8, 8)`` and can be
    accessed using::

      >>> digits.images[0]
      array([[  0.,   0.,   5.,  13.,   9.,   1.,   0.,   0.],
             [  0.,   0.,  13.,  15.,  10.,  15.,   5.,   0.],
             [  0.,   3.,  15.,   2.,   0.,  11.,   8.,   0.],
             [  0.,   4.,  12.,   0.,   0.,   8.,   8.,   0.],
             [  0.,   5.,   8.,   0.,   0.,   9.,   8.,   0.],
             [  0.,   4.,  11.,   0.,   1.,  12.,   7.,   0.],
             [  0.,   2.,  14.,   5.,  10.,  12.,   0.,   0.],
             [  0.,   0.,   6.,  13.,  10.,   0.,   0.,   0.]])

    The :ref:`simple example on this dataset
    <example_classification_plot_digits_classification.py>` illustrates how starting
    from the original problem one can shape the data for consumption in
    scikit-learn.


Learning and predicting
------------------------

In the case of the digits dataset, the task is to predict, given an image,
which digit it represents. We are given samples of each of the 10
possible classes (the digits zero through nine) on which we *fit* an
`estimator <http://en.wikipedia.org/wiki/Estimator>`_ to be able to *predict*
the classes to which unseen samples belong.

In scikit-learn, an estimator for classification is a Python object that
implements the methods ``fit(X, y)`` and ``predict(T)``.

An example of an estimator is the class ``sklearn.svm.SVC`` that
implements `support vector classification
<http://en.wikipedia.org/wiki/Support_vector_machine>`_. The
constructor of an estimator takes as arguments the parameters of the
model, but for the time being, we will consider the estimator as a black
box::

  >>> from sklearn import svm
  >>> clf = svm.SVC(gamma=0.001, C=100.)

.. topic:: Choosing the parameters of the model

  In this example we set the value of ``gamma`` manually. It is possible
  to automatically find good values for the parameters by using tools
  such as :ref:`grid search <grid_search>` and :ref:`cross validation
  <cross_validation>`.

We call our estimator instance ``clf``, as it is a classifier. It now must
be fitted to the model, that is, it must *learn* from the model. This is
done by passing our training set to the ``fit`` method. As a training
set, let us use all the images of our dataset apart from the last
one. We select this training set with the ``[:-1]`` Python syntax,
which produces a new array that contains all but
the last entry of ``digits.data``::

  >>> clf.fit(digits.data[:-1], digits.target[:-1])  # doctest: +NORMALIZE_WHITESPACE
  SVC(C=100.0, cache_size=200, class_weight=None, coef0=0.0,
    decision_function_shape=None, degree=3, gamma=0.001, kernel='rbf',
    max_iter=-1, probability=False, random_state=None, shrinking=True,
    tol=0.001, verbose=False)

Now you can predict new values, in particular, we can ask to the
classifier what is the digit of our last image in the ``digits`` dataset,
which we have not used to train the classifier::

  >>> clf.predict(digits.data[-1:])
  array([8])

The corresponding image is the following:

.. image:: ../../auto_examples/datasets/images/plot_digits_last_image_001.png
    :target: ../../auto_examples/datasets/plot_digits_last_image.html
    :align: center
    :scale: 50

As you can see, it is a challenging task: the images are of poor
resolution. Do you agree with the classifier?

A complete example of this classification problem is available as an
example that you can run and study:
:ref:`example_classification_plot_digits_classification.py`.


Model persistence
-----------------

It is possible to save a model in the scikit by using Python's built-in
persistence model, namely `pickle <http://docs.python.org/library/pickle.html>`_::

  >>> from sklearn import svm
  >>> from sklearn import datasets
  >>> clf = svm.SVC()
  >>> iris = datasets.load_iris()
  >>> X, y = iris.data, iris.target
  >>> clf.fit(X, y)  # doctest: +NORMALIZE_WHITESPACE
  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
    decision_function_shape=None, degree=3, gamma='auto', kernel='rbf',
    max_iter=-1, probability=False, random_state=None, shrinking=True,
    tol=0.001, verbose=False)

  >>> import pickle
  >>> s = pickle.dumps(clf)
  >>> clf2 = pickle.loads(s)
  >>> clf2.predict(X[0:1])
  array([0])
  >>> y[0]
  0

In the specific case of the scikit, it may be more interesting to use
joblib's replacement of pickle (``joblib.dump`` & ``joblib.load``),
which is more efficient on big data, but can only pickle to the disk
and not to a string::

  >>> from sklearn.externals import joblib
  >>> joblib.dump(clf, 'filename.pkl') # doctest: +SKIP

Later you can load back the pickled model (possibly in another Python process)
with::

  >>> clf = joblib.load('filename.pkl') # doctest:+SKIP

.. note::

   joblib.dump returns a list of filenames. Each individual numpy array
   contained in the ``clf`` object is serialized as a separate file on the
   filesystem. All files are required in the same folder when reloading the
   model with joblib.load.

Note that pickle has some security and maintainability issues. Please refer to
section :ref:`model_persistence` for more detailed information about model
persistence with scikit-learn.


Conventions
-----------

scikit-learn estimators follow certain rules to make their behavior more
predictive.


Type casting
~~~~~~~~~~~~

Unless otherwise specified, input will be cast to ``float64``::

  >>> import numpy as np
  >>> from sklearn import random_projection

  >>> rng = np.random.RandomState(0)
  >>> X = rng.rand(10, 2000)
  >>> X = np.array(X, dtype='float32')
  >>> X.dtype
  dtype('float32')

  >>> transformer = random_projection.GaussianRandomProjection()
  >>> X_new = transformer.fit_transform(X)
  >>> X_new.dtype
  dtype('float64')

In this example, ``X`` is ``float32``, which is cast to ``float64`` by
``fit_transform(X)``.

Regression targets are cast to ``float64``, classification targets are
maintained::

    >>> from sklearn import datasets
    >>> from sklearn.svm import SVC
    >>> iris = datasets.load_iris()
    >>> clf = SVC()
    >>> clf.fit(iris.data, iris.target)  # doctest: +NORMALIZE_WHITESPACE
    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
      decision_function_shape=None, degree=3, gamma='auto', kernel='rbf',
      max_iter=-1, probability=False, random_state=None, shrinking=True,
      tol=0.001, verbose=False)

    >>> list(clf.predict(iris.data[:3]))
    [0, 0, 0]

    >>> clf.fit(iris.data, iris.target_names[iris.target])  # doctest: +NORMALIZE_WHITESPACE
    SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
      decision_function_shape=None, degree=3, gamma='auto', kernel='rbf',
      max_iter=-1, probability=False, random_state=None, shrinking=True,
      tol=0.001, verbose=False)

    >>> list(clf.predict(iris.data[:3]))  # doctest: +NORMALIZE_WHITESPACE
    ['setosa', 'setosa', 'setosa']

Here, the first ``predict()`` returns an integer array, since ``iris.target``
(an integer array) was used in ``fit``. The second ``predict`` returns a string
array, since ``iris.target_names`` was for fitting.


Refitting and updating parameters
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Hyper-parameters of an estimator can be updated after it has been constructed
via the :func:`sklearn.pipeline.Pipeline.set_params` method. Calling ``fit()``
more than once will overwrite what was learned by any previous ``fit()``::

  >>> import numpy as np
  >>> from sklearn.svm import SVC

  >>> rng = np.random.RandomState(0)
  >>> X = rng.rand(100, 10)
  >>> y = rng.binomial(1, 0.5, 100)
  >>> X_test = rng.rand(5, 10)

  >>> clf = SVC()
  >>> clf.set_params(kernel='linear').fit(X, y)  # doctest: +NORMALIZE_WHITESPACE
  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
    decision_function_shape=None, degree=3, gamma='auto', kernel='linear',
    max_iter=-1, probability=False, random_state=None, shrinking=True,
    tol=0.001, verbose=False)
  >>> clf.predict(X_test)
  array([1, 0, 1, 1, 0])

  >>> clf.set_params(kernel='rbf').fit(X, y)  # doctest: +NORMALIZE_WHITESPACE
  SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0,
    decision_function_shape=None, degree=3, gamma='auto', kernel='rbf',
    max_iter=-1, probability=False, random_state=None, shrinking=True,
    tol=0.001, verbose=False)
  >>> clf.predict(X_test)
  array([0, 0, 0, 1, 0])

Here, the default kernel ``rbf`` is first changed to ``linear`` after the
estimator has been constructed via ``SVC()``, and changed back to ``rbf`` to
refit the estimator and to make a second prediction.
