skada.GaussianReweightAdapter

class skada.GaussianReweightAdapter(reg='auto')[source]

Gaussian approximation re-weighting method.

See [1] for details.

Parameters:
reg'auto' or float, default="auto"

The regularization parameter of the covariance estimator. Possible values:

  • None: no shrinkage.

  • 'auto': automatic shrinkage using the Ledoit-Wolf lemma.

  • float between 0 and 1: fixed shrinkage parameter.

References

[1]

Hidetoshi Shimodaira. Improving predictive inference under covariate shift by weighting the log-likelihood function. In Journal of Statistical Planning and Inference, 2000.

Attributes:
`mean_source_`array-like, shape (n_features,)

Mean of the source data.

`cov_source_`array-like, shape (n_features, n_features)

Mean of the source data.

`mean_target_`array-like, shape (n_features,)

Mean of the target data.

`cov_target_`array-like, shape (n_features, n_features)

Covariance of the target data.

fit(X, y=None, *, sample_domain=None)[source]

Fit adaptation parameters.

Parameters:
Xarray-like, shape (n_samples, n_features)

The source data.

yarray-like, shape (n_samples,)

The source labels.

sample_domainarray-like, shape (n_samples,)

The domain labels (same as sample_domain).

Returns:
selfobject

Returns self.

set_fit_request(*, sample_domain: bool | None | str = '$UNCHANGED$') → GaussianReweightAdapter

Request metadata passed to the fit method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config()). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to fit if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to fit.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:
sample_domainstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for sample_domain parameter in fit.

Returns:
selfobject

The updated object.

set_transform_request(*, allow_source: bool | None | str = '$UNCHANGED$', sample_domain: bool | None | str = '$UNCHANGED$') → GaussianReweightAdapter

Request metadata passed to the transform method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config()). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to transform if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to transform.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:
allow_sourcestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for allow_source parameter in transform.

sample_domainstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for sample_domain parameter in transform.

Returns:
selfobject

The updated object.

Examples using skada.GaussianReweightAdapter

How to use SKADA

How to use SKADA