fairlearn.reductions.GridSearch#
- class fairlearn.reductions.GridSearch(estimator, constraints, selection_rule='tradeoff_optimization', constraint_weight=0.5, grid_size=10, grid_limit=2.0, grid_offset=None, grid=None, sample_weight_name='sample_weight')[source]#
Estimator to perform a grid search given a blackbox estimator algorithm.
The approach used is taken from section 3.4 of Agarwal et al.1.
Read more in the User Guide.
New in version 0.3.0.
Changed in version 0.4.6: Enabled for more than two sensitive feature values
- Parameters
estimator (estimator) – An estimator implementing methods
fit(X, y, sample_weight)
andpredict(X)
, where X is the matrix of features, y is the vector of labels (binary classification) or continuous values (regression), and sample_weight is a vector of weights. In binary classification labels y and predictions returned bypredict(X)
are either 0 or 1. In regression values y and predictions are continuous.constraints (fairlearn.reductions.Moment) – The disparity constraints expressed as moments
selection_rule (str) – Specifies the procedure for selecting the best model found by the grid search. At the present time, the only valid value is “tradeoff_optimization” which minimizes a weighted sum of the error rate and constraint violation.
constraint_weight (float) – When the selection_rule is “tradeoff_optimization” this specifies the relative weight put on the constraint violation when selecting the best model. The weight placed on the error rate will be
1-constraint_weight
grid_size (int) – The number of Lagrange multipliers to generate in the grid
grid_limit (float) – The largest Lagrange multiplier to generate. The grid will contain values distributed between
-grid_limit
andgrid_limit
by defaultgrid_offset (
pandas.DataFrame
) – Shifts the grid of Lagrangian multiplier by that value. It is ‘0’ by defaultgrid – Instead of supplying a size and limit for the grid, users may specify the exact set of Lagrange multipliers they desire using this argument.
sample_weight_name (str) –
Name of the argument to estimator.fit() which supplies the sample weights (defaults to sample_weight)
New in version 0.5.0.
Methods
fit
(X, y, **kwargs)Run the grid search.
get_params
([deep])Get parameters for this estimator.
predict
(X)Provide a prediction using the best model found by the grid search.
predict_proba
(X)Return probability estimates from the best model found by the grid search.
set_params
(**params)Set the parameters of this estimator.