Add plots on multiclass predict_proba

python_scripts/trees_classification.py

@@ -240,3 +240,75 @@
 #
 # In the next exercise, you will increase the tree depth to get an intuition on
 # how such parameter affects the space partitioning.
+#
+# Finally, we can try to visualize the output of predict_proba for a multiclass
+# problem using `DecisionBoundaryDisplay`, except that For a K-class problem,
+# you'll have K probability outputs for each data point. Visualizing all these
+# on a single plot can quickly become tricky to interpret. It is then common to
+# instead produce K separate plots, one for each class, in a one-vs-rest (or
+# one-vs-all) fashion.
+#
+# For example, in the plot below, the first column shows in red the certainty on
+# classifying a data point as belonging to the "Adelie" class. Notice that the
+# logistic regression is more certain than our under-fitting tree in this case.
+# Indeed, the shallow tree is unsure between classes "Adelie" and "Chinstrap".
+# In the same column, the blue color represents the certainty of **not**
+# belonging to the "Adelie" class. The same logic applies to the other columns.
+
+# %%
+import numpy as np
+
+classifiers = {
+    "logistic": linear_model,
+    "tree": tree,
+}
+n_classifiers = len(classifiers)
+
+xx = np.linspace(30, 60, 100)
+yy = np.linspace(10, 23, 100)
+xx, yy = np.meshgrid(xx, yy)
+Xfull = pd.DataFrame(
+    {"Culmen Length (mm)": xx.ravel(), "Culmen Depth (mm)": yy.ravel()}
+)
+
+plt.figure(figsize=(12, 4))
+plt.subplots_adjust(bottom=0.2, top=0.95)
+
+for index, (name, classifier) in enumerate(classifiers.items()):
+    classifier.fit(data_train, target_train)
+    target_pred = classifier.predict(data_test)
+    probas = classifier.predict_proba(Xfull)
+    n_classes = len(np.unique(classifier.classes_))
+
+    for k in range(n_classes):
+        plt.subplot(n_classifiers, n_classes, index * n_classes + k + 1)
+        plt.title(f"Class {classifier.classes_[k]}")
+        if k == 0:
+            plt.ylabel(name)
+        imshow_handle = plt.imshow(
+            probas[:, k].reshape((100, 100)),
+            extent=(30, 60, 10, 23),
+            vmin=0.0,
+            vmax=1.0,
+            origin="lower",
+            cmap="RdBu_r",
+        )
+        plt.xticks(())
+        plt.yticks(())
+        idx = target_test == classifier.classes_[k]
+        plt.scatter(
+            data_test["Culmen Length (mm)"].loc[idx],
+            data_test["Culmen Depth (mm)"].loc[idx],
+            marker="o",
+            c="w",
+            edgecolor="k",
+        )
+
+ax = plt.axes([0.15, 0.04, 0.7, 0.05])
+plt.colorbar(imshow_handle, cax=ax, orientation="horizontal")
+_ = plt.title("Probability")
+
+# %% [markdown]
+# In scikit-learn v1.4 `DecisionBoundaryDisplay` will support a `class_of_interest`
+# parameter that will allow in particular for a visualization of `predict_proba` in
+# multi-class settings.