232 lines
10 KiB
ReStructuredText
232 lines
10 KiB
ReStructuredText
Getting Started
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===============
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The purpose of this guide is to illustrate some of the main features that
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``scikit-learn`` provides. It assumes a very basic working knowledge of
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machine learning practices (model fitting, predicting, cross-validation,
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etc.). Please refer to our :ref:`installation instructions
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<installation-instructions>` for installing ``scikit-learn``.
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``Scikit-learn`` is an open source machine learning library that supports
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supervised and unsupervised learning. It also provides various tools for
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model fitting, data preprocessing, model selection, model evaluation,
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and many other utilities.
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Fitting and predicting: estimator basics
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----------------------------------------
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``Scikit-learn`` provides dozens of built-in machine learning algorithms and
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models, called :term:`estimators`. Each estimator can be fitted to some data
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using its :term:`fit` method.
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Here is a simple example where we fit a
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:class:`~sklearn.ensemble.RandomForestClassifier` to some very basic data::
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>>> from sklearn.ensemble import RandomForestClassifier
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>>> clf = RandomForestClassifier(random_state=0)
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>>> X = [[ 1, 2, 3], # 2 samples, 3 features
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... [11, 12, 13]]
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>>> y = [0, 1] # classes of each sample
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>>> clf.fit(X, y)
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RandomForestClassifier(random_state=0)
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The :term:`fit` method generally accepts 2 inputs:
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- The samples matrix (or design matrix) :term:`X`. The size of ``X``
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is typically ``(n_samples, n_features)``, which means that samples are
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represented as rows and features are represented as columns.
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- The target values :term:`y` which are real numbers for regression tasks, or
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integers for classification (or any other discrete set of values). For
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unsupervised learning tasks, ``y`` does not need to be specified. ``y`` is
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usually a 1d array where the ``i`` th entry corresponds to the target of the
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``i`` th sample (row) of ``X``.
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Both ``X`` and ``y`` are usually expected to be numpy arrays or equivalent
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:term:`array-like` data types, though some estimators work with other
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formats such as sparse matrices.
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Once the estimator is fitted, it can be used for predicting target values of
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new data. You don't need to re-train the estimator::
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>>> clf.predict(X) # predict classes of the training data
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array([0, 1])
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>>> clf.predict([[4, 5, 6], [14, 15, 16]]) # predict classes of new data
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array([0, 1])
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You can check :ref:`ml_map` on how to choose the right model for your use case.
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Transformers and pre-processors
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-------------------------------
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Machine learning workflows are often composed of different parts. A typical
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pipeline consists of a pre-processing step that transforms or imputes the
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data, and a final predictor that predicts target values.
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In ``scikit-learn``, pre-processors and transformers follow the same API as
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the estimator objects (they actually all inherit from the same
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``BaseEstimator`` class). The transformer objects don't have a
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:term:`predict` method but rather a :term:`transform` method that outputs a
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newly transformed sample matrix ``X``::
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>>> from sklearn.preprocessing import StandardScaler
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>>> X = [[0, 15],
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... [1, -10]]
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>>> # scale data according to computed scaling values
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>>> StandardScaler().fit(X).transform(X)
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array([[-1., 1.],
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[ 1., -1.]])
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Sometimes, you want to apply different transformations to different features:
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the :ref:`ColumnTransformer<column_transformer>` is designed for these
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use-cases.
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Pipelines: chaining pre-processors and estimators
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--------------------------------------------------
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Transformers and estimators (predictors) can be combined together into a
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single unifying object: a :class:`~sklearn.pipeline.Pipeline`. The pipeline
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offers the same API as a regular estimator: it can be fitted and used for
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prediction with ``fit`` and ``predict``. As we will see later, using a
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pipeline will also prevent you from data leakage, i.e. disclosing some
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testing data in your training data.
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In the following example, we :ref:`load the Iris dataset <datasets>`, split it
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into train and test sets, and compute the accuracy score of a pipeline on
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the test data::
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>>> from sklearn.preprocessing import StandardScaler
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>>> from sklearn.linear_model import LogisticRegression
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>>> from sklearn.pipeline import make_pipeline
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>>> from sklearn.datasets import load_iris
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>>> from sklearn.model_selection import train_test_split
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>>> from sklearn.metrics import accuracy_score
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...
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>>> # create a pipeline object
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>>> pipe = make_pipeline(
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... StandardScaler(),
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... LogisticRegression()
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... )
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...
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>>> # load the iris dataset and split it into train and test sets
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>>> X, y = load_iris(return_X_y=True)
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>>> X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
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...
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>>> # fit the whole pipeline
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>>> pipe.fit(X_train, y_train)
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Pipeline(steps=[('standardscaler', StandardScaler()),
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('logisticregression', LogisticRegression())])
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>>> # we can now use it like any other estimator
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>>> accuracy_score(pipe.predict(X_test), y_test)
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0.97...
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Model evaluation
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----------------
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Fitting a model to some data does not entail that it will predict well on
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unseen data. This needs to be directly evaluated. We have just seen the
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:func:`~sklearn.model_selection.train_test_split` helper that splits a
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dataset into train and test sets, but ``scikit-learn`` provides many other
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tools for model evaluation, in particular for :ref:`cross-validation
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<cross_validation>`.
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We here briefly show how to perform a 5-fold cross-validation procedure,
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using the :func:`~sklearn.model_selection.cross_validate` helper. Note that
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it is also possible to manually iterate over the folds, use different
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data splitting strategies, and use custom scoring functions. Please refer to
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our :ref:`User Guide <cross_validation>` for more details::
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>>> from sklearn.datasets import make_regression
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>>> from sklearn.linear_model import LinearRegression
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>>> from sklearn.model_selection import cross_validate
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...
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>>> X, y = make_regression(n_samples=1000, random_state=0)
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>>> lr = LinearRegression()
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...
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>>> result = cross_validate(lr, X, y) # defaults to 5-fold CV
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>>> result['test_score'] # r_squared score is high because dataset is easy
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array([1., 1., 1., 1., 1.])
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Automatic parameter searches
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----------------------------
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All estimators have parameters (often called hyper-parameters in the
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literature) that can be tuned. The generalization power of an estimator
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often critically depends on a few parameters. For example a
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:class:`~sklearn.ensemble.RandomForestRegressor` has a ``n_estimators``
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parameter that determines the number of trees in the forest, and a
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``max_depth`` parameter that determines the maximum depth of each tree.
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Quite often, it is not clear what the exact values of these parameters
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should be since they depend on the data at hand.
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``Scikit-learn`` provides tools to automatically find the best parameter
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combinations (via cross-validation). In the following example, we randomly
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search over the parameter space of a random forest with a
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:class:`~sklearn.model_selection.RandomizedSearchCV` object. When the search
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is over, the :class:`~sklearn.model_selection.RandomizedSearchCV` behaves as
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a :class:`~sklearn.ensemble.RandomForestRegressor` that has been fitted with
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the best set of parameters. Read more in the :ref:`User Guide
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<grid_search>`::
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>>> from sklearn.datasets import fetch_california_housing
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>>> from sklearn.ensemble import RandomForestRegressor
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>>> from sklearn.model_selection import RandomizedSearchCV
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>>> from sklearn.model_selection import train_test_split
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>>> from scipy.stats import randint
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...
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>>> X, y = fetch_california_housing(return_X_y=True)
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>>> X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
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...
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>>> # define the parameter space that will be searched over
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>>> param_distributions = {'n_estimators': randint(1, 5),
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... 'max_depth': randint(5, 10)}
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...
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>>> # now create a searchCV object and fit it to the data
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>>> search = RandomizedSearchCV(estimator=RandomForestRegressor(random_state=0),
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... n_iter=5,
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... param_distributions=param_distributions,
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... random_state=0)
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>>> search.fit(X_train, y_train)
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RandomizedSearchCV(estimator=RandomForestRegressor(random_state=0), n_iter=5,
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param_distributions={'max_depth': ...,
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'n_estimators': ...},
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random_state=0)
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>>> search.best_params_
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{'max_depth': 9, 'n_estimators': 4}
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>>> # the search object now acts like a normal random forest estimator
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>>> # with max_depth=9 and n_estimators=4
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>>> search.score(X_test, y_test)
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0.73...
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.. note::
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In practice, you almost always want to :ref:`search over a pipeline
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<composite_grid_search>`, instead of a single estimator. One of the main
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reasons is that if you apply a pre-processing step to the whole dataset
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without using a pipeline, and then perform any kind of cross-validation,
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you would be breaking the fundamental assumption of independence between
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training and testing data. Indeed, since you pre-processed the data
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using the whole dataset, some information about the test sets are
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available to the train sets. This will lead to over-estimating the
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generalization power of the estimator (you can read more in this `Kaggle
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post <https://www.kaggle.com/alexisbcook/data-leakage>`_).
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Using a pipeline for cross-validation and searching will largely keep
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you from this common pitfall.
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Next steps
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----------
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We have briefly covered estimator fitting and predicting, pre-processing
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steps, pipelines, cross-validation tools and automatic hyper-parameter
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searches. This guide should give you an overview of some of the main
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features of the library, but there is much more to ``scikit-learn``!
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Please refer to our :ref:`user_guide` for details on all the tools that we
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provide. You can also find an exhaustive list of the public API in the
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:ref:`api_ref`.
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You can also look at our numerous :ref:`examples <general_examples>` that
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illustrate the use of ``scikit-learn`` in many different contexts.
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