I'm trying to understand why I get different AUC-PR scores using Logistic Regression with and without Pipeline.
Here is my code with using Pipeline:
column_encoder = ColumnTransformer([
('ordinal_enc', OrdinalEncoder(), categorical_cols)
])
pipeline = Pipeline([
('column_encoder', column_enc),
('logreg', LogisticRegressionCV(random_state=777))
])
model = pipeline.fit(X_train, y_train)
y_pred = model.predict(X_test)
print(f'AUC-PR with Pipeline: {average_precision_score(y_test, y_pred):.4f}')
And here is my code without Pipeline:
ord_enc = OrdinalEncoder()
ord_encoded_X_train = ord_enc.fit_transform(X_train[categorical_cols])
ord_encoded_X_test = ord_enc.transform(X_test[categorical_cols])
X_train_encoded = X_train.copy(deep=True)
X_test_encoded = X_test.copy(deep=True)
X_train_encoded.loc[:, categorical_cols] = copy.deepcopy(ord_encoded_X_train)
X_test_encoded.loc[:, categorical_cols] = copy.deepcopy(ord_encoded_X_test)
model = LogisticRegression(random_state=777, max_iter=2000)
model.fit(X_train_encoded, y_train)
y_pred = model.predict(X_test_encoded)
print(f'AUC-PR without Pipeline: {average_precision_score(y_test, y_pred):.4f}')
And finally:
AUC-PR with Pipeline: 0.1133
AUC-PR without Pipeline: 0.2406
So, why is that?
Your ColumnTransformer
is dropping all the columns that aren't in categorical_cols
, because the default for remainder
is "drop"
. Add remainder="passthrough"
to keep the non-categorical columns for the model.
Other quibbles:
max_iter
in the second approach but not the first.average_precision_score
with hard class predictions, when you should use probability predictions.