FEA add ValidationCurveDisplay in model_selection module (scikit-lear…

…n#25120)

Co-authored-by: Jérémie du Boisberranger <[email protected]>
Co-authored-by: Olivier Grisel <[email protected]>

doc/modules/classes.rst

@@ -1247,6 +1247,7 @@ Visualization
  :template: display_only_from_estimator.rst
 
  model_selection.LearningCurveDisplay
+ model_selection.ValidationCurveDisplay
 
 .. _multiclass_ref:
 

doc/modules/learning_curve.rst

@@ -71,7 +71,7 @@ The function :func:`validation_curve` can help in this case::
  >>> import numpy as np
  >>> from sklearn.model_selection import validation_curve
  >>> from sklearn.datasets import load_iris
- >>> from sklearn.linear_model import Ridge
+ >>> from sklearn.svm import SVC
 
  >>> np.random.seed(0)
  >>> X, y = load_iris(return_X_y=True)
@@ -80,30 +80,50 @@ The function :func:`validation_curve` can help in this case::
  >>> X, y = X[indices], y[indices]
 
  >>> train_scores, valid_scores = validation_curve(
- ... Ridge(), X, y, param_name="alpha", param_range=np.logspace(-7, 3, 3),
- ...  cv=5)
+ ... SVC(kernel="linear"), X, y, param_name="C", param_range=np.logspace(-7, 3, 3),
+ ... )
  >>> train_scores
- array([[0.93..., 0.94..., 0.92..., 0.91..., 0.92...],
- [0.93..., 0.94..., 0.92..., 0.91..., 0.92...],
- [0.51..., 0.52..., 0.49..., 0.47..., 0.49...]])
+ array([[0.90..., 0.94..., 0.91..., 0.89..., 0.92...],
+ [0.9... , 0.92..., 0.93..., 0.92..., 0.93...],
+ [0.97..., 1... , 0.98..., 0.97..., 0.99...]])
  >>> valid_scores
- array([[0.90..., 0.84..., 0.94..., 0.96..., 0.93...],
- [0.90..., 0.84..., 0.94..., 0.96..., 0.93...],
- [0.46..., 0.25..., 0.50..., 0.49..., 0.52...]])
+ array([[0.9..., 0.9... , 0.9... , 0.96..., 0.9... ],
+ [0.9..., 0.83..., 0.96..., 0.96..., 0.93...],
+ [1.... , 0.93..., 1.... , 1.... , 0.9... ]])
+
+If you intend to plot the validation curves only, the class
+:class:`~sklearn.model_selection.ValidationCurveDisplay` is more direct than
+using matplotlib manually on the results of a call to :func:`validation_curve`.
+You can use the method
+:meth:`~sklearn.model_selection.ValidationCurveDisplay.from_estimator` similarly
+to :func:`validation_curve` to generate and plot the validation curve:
+
+.. plot::
+ :context: close-figs
+ :align: center
+
+ from sklearn.datasets import load_iris
+ from sklearn.model_selection import ValidationCurveDisplay
+ from sklearn.svm import SVC
+ from sklearn.utils import shuffle
+ X, y = load_iris(return_X_y=True)
+ X, y = shuffle(X, y, random_state=0)
+ ValidationCurveDisplay.from_estimator(
+ SVC(kernel="linear"), X, y, param_name="C", param_range=np.logspace(-7, 3, 10)
+ )
 
 If the training score and the validation score are both low, the estimator will
 be underfitting. If the training score is high and the validation score is low,
 the estimator is overfitting and otherwise it is working very well. A low
 training score and a high validation score is usually not possible. Underfitting,
 overfitting, and a working model are shown in the in the plot below where we vary
-the parameter :math:`\gamma` of an SVM on the digits dataset.
+the parameter `gamma` of an SVM with an RBF kernel on the digits dataset.
 
 .. figure:: ../auto_examples/model_selection/images/sphx_glr_plot_validation_curve_001.png
  :target: ../auto_examples/model_selection/plot_validation_curve.html
  :align: center
  :scale: 50%
 
-
 .. _learning_curve:
 
 Learning curve

doc/visualizations.rst

@@ -89,3 +89,4 @@ Display Objects
  metrics.PredictionErrorDisplay
  metrics.RocCurveDisplay
  model_selection.LearningCurveDisplay
+ model_selection.ValidationCurveDisplay

doc/whats_new/v1.3.rst

@@ -51,6 +51,14 @@ random sampling procedures.
  used each time the kernel is called.
  :pr:`26337` by :user:`Yao Xiao <Charlie-XIAO>`.
 
+Changed displays
+----------------
+
+- |Enhancement| :class:`model_selection.LearningCurveDisplay` displays both the
+ train and test curves by default. You can set `score_type="test"` to keep the
+ past behaviour.
+ :pr:`25120` by :user:`Guillaume Lemaitre <glemaitre>`.
+
 Changes impacting all modules
 -----------------------------
 
@@ -548,6 +556,18 @@ Changelog
 :mod:`sklearn.model_selection`
 ..............................
 
+- |MajorFeature| Added the class :class:`model_selection.ValidationCurveDisplay`
+ that allows easy plotting of validation curves obtained by the function
+ :func:`model_selection.validation_curve`.
+ :pr:`25120` by :user:`Guillaume Lemaitre <glemaitre>`.
+
+- |API| The parameter `log_scale` in the class
+ :class:`model_selection.LearningCurveDisplay` has been deprecated in 1.3 and
+ will be removed in 1.5. The default scale can be overriden by setting it
+ directly on the `ax` object and will be set automatically from the spacing
+ of the data points otherwise.
+ :pr:`25120` by :user:`Guillaume Lemaitre <glemaitre>`.
+
 - |Enhancement| :func:`model_selection.cross_validate` accepts a new parameter
  `return_indices` to return the train-test indices of each cv split.
  :pr:`25659` by :user:`Guillaume Lemaitre <glemaitre>`.

examples/miscellaneous/plot_kernel_ridge_regression.py

@@ -203,6 +203,7 @@
  "scoring": "neg_mean_squared_error",
  "negate_score": True,
  "score_name": "Mean Squared Error",
+ "score_type": "test",
  "std_display_style": None,
  "ax": ax,
 }

examples/model_selection/plot_validation_curve.py

@@ -18,53 +18,23 @@
 
 from sklearn.datasets import load_digits
 from sklearn.svm import SVC
-from sklearn.model_selection import validation_curve
+from sklearn.model_selection import ValidationCurveDisplay
 
 X, y = load_digits(return_X_y=True)
 subset_mask = np.isin(y, [1, 2]) # binary classification: 1 vs 2
 X, y = X[subset_mask], y[subset_mask]
 
-param_range = np.logspace(-6, -1, 5)
-train_scores, test_scores = validation_curve(
+disp = ValidationCurveDisplay.from_estimator(
  SVC(),
  X,
  y,
  param_name="gamma",
- param_range=param_range,
- scoring="accuracy",
+ param_range=np.logspace(-6, -1, 5),
+ score_type="both",
  n_jobs=2,
+ score_name="Accuracy",
 )
-train_scores_mean = np.mean(train_scores, axis=1)
-train_scores_std = np.std(train_scores, axis=1)
-test_scores_mean = np.mean(test_scores, axis=1)
-test_scores_std = np.std(test_scores, axis=1)
-
-plt.title("Validation Curve with SVM")
-plt.xlabel(r"$\gamma$")
-plt.ylabel("Score")
-plt.ylim(0.0, 1.1)
-lw = 2
-plt.semilogx(
- param_range, train_scores_mean, label="Training score", color="darkorange", lw=lw
-)
-plt.fill_between(
- param_range,
- train_scores_mean - train_scores_std,
- train_scores_mean + train_scores_std,
- alpha=0.2,
- color="darkorange",
- lw=lw,
-)
-plt.semilogx(
- param_range, test_scores_mean, label="Cross-validation score", color="navy", lw=lw
-)
-plt.fill_between(
- param_range,
- test_scores_mean - test_scores_std,
- test_scores_mean + test_scores_std,
- alpha=0.2,
- color="navy",
- lw=lw,
-)
-plt.legend(loc="best")
+disp.ax_.set_title("Validation Curve for SVM with an RBF kernel")
+disp.ax_.set_xlabel(r"gamma (inverse radius of the RBF kernel)")
+disp.ax_.set_ylim(0.0, 1.1)
 plt.show()

sklearn/model_selection/__init__.py

@@ -33,6 +33,7 @@
 from ._search import ParameterSampler
 
 from ._plot import LearningCurveDisplay
+from ._plot import ValidationCurveDisplay
 
 if typing.TYPE_CHECKING:
  # Avoid errors in type checkers (e.g. mypy) for experimental estimators.
@@ -74,6 +75,7 @@
  "permutation_test_score",
  "train_test_split",
  "validation_curve",
+ "ValidationCurveDisplay",
 ]