Hello all,

Description

I noticed that BaseEstimator does not support the use of __slots__, insofar that you cannot round-trip pickle objects that 1) inherit from BaseEstimator and 2) use __slots__ rather than __dict__.

That said, I am not totally certain that I am actually using BaseEstimator correctly, but I thought I'd report it anyway. It may also be outside of the scope of the project...

Steps/Code to Reproduce

Run the following in ipython:

import pickle
import tempfile
from sklearn.base import BaseEstimator

# define a trivial estimator with only one
# parameter that inherits from BaseEstimator
class SlottedEstimator(BaseEstimator):
    __slots__ = ('parameter',)
    def __init__(self, parameter=None):
        if parameter is None:
            parameter = 1
        self.parameter = parameter

# try round-tripping the new estimator with pickle
est = SlottedEstimator(parameter=4)
with tempfile.NamedTemporaryFile() as tmp_f:
    pickle.dump(est, tmp_f)
    tmp_f.flush()
    est2 = pickle.load(open(tmp_f.name, 'rb'))

print(est.parameter)
print(est2.parameter)

Expected Results

>>> 4
>>> 4

Actual Results

4
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-5-b635b31a76c8> in <module>()
     20
     21 print(est.parameter)
---> 22 print(est2.parameter)

AttributeError: parameter

You can verify that this is due to the use of __slots__ by simply commenting out that line and running it again.

Versions

Darwin-16.7.0-x86_64-i386-64bit
Python 3.5.2 (default, Oct 11 2016, 04:59:56)
[GCC 4.2.1 Compatible Apple LLVM 8.0.0 (clang-800.0.38)]
NumPy 1.12.1
SciPy 0.19.0
Scikit-Learn 0.19.1

Comments

I think that the problem is in BaseEstimator.__setstate__ which, for some reason, winds up getting an empty dictionary somewhere in the following block:

        try:
            super(BaseEstimator, self).__setstate__(state)
        except AttributeError:
            self.__dict__.update(state)

If this is inside the scope of the project and all that is needed is a straightforward check for __slots__ instead of __dict__ I'm happy to do it myself and propose a PR.

Cheers, and thanks for the awesome library!