Customized sampler to implement an outlier rejections estimator

This example illustrates the use of a custom sampler to implement an outlier rejections estimator. It can be used easily within a pipeline in which the number of samples can vary during training, which usually is a limitation of the current scikit-learn pipeline.

# Authors: Guillaume Lemaitre <g.lemaitre58@gmail.com>
# License: MIT

import matplotlib.pyplot as plt
import numpy as np
from sklearn.datasets import make_blobs, make_moons
from sklearn.ensemble import IsolationForest
from sklearn.linear_model import LogisticRegression
from sklearn.metrics import classification_report

from imblearn import FunctionSampler
from imblearn.pipeline import make_pipeline

print(__doc__)

rng = np.random.RandomState(42)


def plot_scatter(X, y, title):
    """Function to plot some data as a scatter plot."""
    plt.figure()
    plt.scatter(X[y == 1, 0], X[y == 1, 1], label="Class #1")
    plt.scatter(X[y == 0, 0], X[y == 0, 1], label="Class #0")
    plt.legend()
    plt.title(title)

Toy data generation

We are generating some non Gaussian data set contaminated with some unform noise.

moons, _ = make_moons(n_samples=500, noise=0.05)
blobs, _ = make_blobs(
    n_samples=500, centers=[(-0.75, 2.25), (1.0, 2.0)], cluster_std=0.25
)
outliers = rng.uniform(low=-3, high=3, size=(500, 2))
X_train = np.vstack([moons, blobs, outliers])
y_train = np.hstack(
    [
        np.ones(moons.shape[0], dtype=np.int8),
        np.zeros(blobs.shape[0], dtype=np.int8),
        rng.randint(0, 2, size=outliers.shape[0], dtype=np.int8),
    ]
)

plot_scatter(X_train, y_train, "Training dataset")

We will generate some cleaned test data without outliers.

moons, _ = make_moons(n_samples=50, noise=0.05)
blobs, _ = make_blobs(
    n_samples=50, centers=[(-0.75, 2.25), (1.0, 2.0)], cluster_std=0.25
)
X_test = np.vstack([moons, blobs])
y_test = np.hstack(
    [np.ones(moons.shape[0], dtype=np.int8), np.zeros(blobs.shape[0], dtype=np.int8)]
)

plot_scatter(X_test, y_test, "Testing dataset")

How to use the FunctionSampler

We first define a function which will use IsolationForest to eliminate some outliers from our dataset during training. The function passed to the FunctionSampler will be called when using the method fit_resample.

def outlier_rejection(X, y):
    """This will be our function used to resample our dataset."""
    model = IsolationForest(max_samples=100, contamination=0.4, random_state=rng)
    model.fit(X)
    y_pred = model.predict(X)
    return X[y_pred == 1], y[y_pred == 1]


reject_sampler = FunctionSampler(func=outlier_rejection)
X_inliers, y_inliers = reject_sampler.fit_resample(X_train, y_train)
plot_scatter(X_inliers, y_inliers, "Training data without outliers")

Integrate it within a pipeline

By elimnating outliers before the training, the classifier will be less affected during the prediction.

pipe = make_pipeline(
    FunctionSampler(func=outlier_rejection),
    LogisticRegression(random_state=rng),
)
y_pred = pipe.fit(X_train, y_train).predict(X_test)
print(classification_report(y_test, y_pred))

clf = LogisticRegression(random_state=rng)
y_pred = clf.fit(X_train, y_train).predict(X_test)
print(classification_report(y_test, y_pred))

plt.show()

              precision    recall  f1-score   support

           0       1.00      1.00      1.00        50
           1       1.00      1.00      1.00        50

    accuracy                           1.00       100
   macro avg       1.00      1.00      1.00       100
weighted avg       1.00      1.00      1.00       100

              precision    recall  f1-score   support

           0       0.86      1.00      0.93        50
           1       1.00      0.84      0.91        50

    accuracy                           0.92       100
   macro avg       0.93      0.92      0.92       100
weighted avg       0.93      0.92      0.92       100

Estimated memory usage: 201 MB