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%matplotlib inline

Plot individual and voting regression predictions

.. currentmodule:: sklearn

A voting regressor is an ensemble meta-estimator that fits several base regressors, each on the whole dataset. Then it averages the individual predictions to form a final prediction. We will use three different regressors to predict the data: :class:~ensemble.GradientBoostingRegressor, :class:~ensemble.RandomForestRegressor, and :class:~linear_model.LinearRegression). Then the above 3 regressors will be used for the :class:~ensemble.VotingRegressor.

Finally, we will plot the predictions made by all models for comparison.

We will work with the diabetes dataset which consists of 10 features collected from a cohort of diabetes patients. The target is a quantitative measure of disease progression one year after baseline.

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import matplotlib.pyplot as plt

from sklearn.datasets import load_diabetes
from sklearn.ensemble import GradientBoostingRegressor
from sklearn.ensemble import RandomForestRegressor
from sklearn.linear_model import LinearRegression
from sklearn.ensemble import VotingRegressor

Training classifiers

First, we will load the diabetes dataset and initiate a gradient boosting regressor, a random forest regressor and a linear regression. Next, we will use the 3 regressors to build the voting regressor:

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X, y = load_diabetes(return_X_y=True)

# Train classifiers
reg1 = GradientBoostingRegressor(random_state=1)
reg2 = RandomForestRegressor(random_state=1)
reg3 = LinearRegression(), y), y), y)

ereg = VotingRegressor([('gb', reg1), ('rf', reg2), ('lr', reg3)]), y)

Making predictions

Now we will use each of the regressors to make the 20 first predictions.

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xt = X[:20]

pred1 = reg1.predict(xt)
pred2 = reg2.predict(xt)
pred3 = reg3.predict(xt)
pred4 = ereg.predict(xt)

Plot the results

Finally, we will visualize the 20 predictions. The red stars show the average prediction made by :class:~ensemble.VotingRegressor.

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plt.plot(pred1, 'gd', label='GradientBoostingRegressor')
plt.plot(pred2, 'b^', label='RandomForestRegressor')
plt.plot(pred3, 'ys', label='LinearRegression')
plt.plot(pred4, 'r*', ms=10, label='VotingRegressor')

plt.tick_params(axis='x', which='both', bottom=False, top=False,
plt.xlabel('training samples')
plt.title('Regressor predictions and their average')