def main():
# TODO List out which components are supplied by Automater
# In this example, we're utilizing X and y generated by the Automater, auto.input_nub, auto.input_layers,
# auto.output_nub, and auto.suggest_loss
save_results = True
# TODO Load data
observations = None
print('Observation columns: {}'.format(list(observations.columns)))
# TODO Train /test split
train_observations, test_observations = train_test_split(observations)
train_observations = train_observations.copy()
test_observations = test_observations.copy()
# TODO List out variable types
data_type_dict = {
'numerical': [],
'categorical': [],
'text': [],
'timeseries': []
}
output_var = None
# Create and fit Automater
auto = Automater(data_type_dict=data_type_dict, output_var=output_var)
auto.fit(train_observations)
# Transform data
train_X, train_y = auto.fit_transform(train_observations)
test_X, test_y = auto.transform(test_observations)
# TODO Create and fit keras (deep learning) model.
x = auto.input_nub
x = Dense(32)(x)
x = Dense(32)(x)
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
model.compile(optimizer='adam', loss=auto.suggest_loss())
model.fit(train_X, train_y)
# Make model predictions and inverse transform model predictions, to get usable results
pred_test_y = model.predict(test_X)
auto.inverse_transform_output(pred_test_y)
# Save all results
if save_results:
temp_dir = lib.get_temp_dir()
model.save(os.path.join(temp_dir, 'model.h5py'))
pickle.dump(train_X, open(os.path.join(temp_dir, 'train_X.pkl'), 'wb'))
pickle.dump(train_y, open(os.path.join(temp_dir, 'train_y.pkl'), 'wb'))
pickle.dump(test_X, open(os.path.join(temp_dir, 'test_X.pkl'), 'wb'))
pickle.dump(test_y, open(os.path.join(temp_dir, 'test_y.pkl'), 'wb'))
pickle.dump(pred_test_y,
open(os.path.join(temp_dir, 'pred_test_y.pkl'), 'wb'))
def main():
# List out which components are supplied by Automater
# In this example, we're utilizing X and y generated by the Automater, auto.input_nub, auto.input_layers,
# auto.output_nub, and auto.suggest_loss
save_results = True
# Load data
observations = lib.load_lending_club()
print('Observation columns: {}'.format(list(observations.columns)))
print('Class balance:\n {}'.format(observations['loan_status'].value_counts()))
# Train /test split
train_observations, test_observations = train_test_split(observations)
train_observations = train_observations.copy()
test_observations = test_observations.copy()
# List out variable types
data_type_dict = {'numerical': ['loan_amnt', 'annual_inc', 'open_acc', 'dti', 'delinq_2yrs',
'inq_last_6mths', 'mths_since_last_delinq', 'pub_rec', 'revol_bal',
'revol_util',
'total_acc', 'pub_rec_bankruptcies'],
'categorical': ['term', 'grade', 'emp_length', 'home_ownership', 'loan_status', 'addr_state',
'application_type', 'disbursement_method'],
'text': ['desc', 'purpose', 'title']}
output_var = 'loan_status'
# Create and fit Automater
auto = Automater(data_type_dict=data_type_dict, output_var=output_var)
auto.fit(train_observations)
# Transform data
train_X, train_y = auto.fit_transform(train_observations)
test_X, test_y = auto.transform(test_observations)
# Create and fit keras (deep learning) model.
x = auto.input_nub
x = Dense(32)(x)
x = Dense(32)(x)
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
model.compile(optimizer='adam', loss=auto.suggest_loss())
model.fit(train_X, train_y)
# Make model predictions and inverse transform model predictions, to get usable results
pred_test_y = model.predict(test_X)
auto.inverse_transform_output(pred_test_y)
# Save all results
if save_results:
temp_dir = lib.get_temp_dir()
model.save(os.path.join(temp_dir, 'model.h5py'))
pickle.dump(train_X, open(os.path.join(temp_dir, 'train_X.pkl'), 'wb'))
pickle.dump(train_y, open(os.path.join(temp_dir, 'train_y.pkl'), 'wb'))
pickle.dump(test_X, open(os.path.join(temp_dir, 'test_X.pkl'), 'wb'))
pickle.dump(test_y, open(os.path.join(temp_dir, 'test_y.pkl'), 'wb'))
pickle.dump(pred_test_y, open(os.path.join(temp_dir, 'pred_test_y.pkl'), 'wb'))
def test_supervised(self):
observations = lib.load_lending_club()
# Train /test split
train_observations, test_observations = train_test_split(observations)
train_observations = train_observations.copy()
test_observations = test_observations.copy()
# Supervised
data_type_dict = {
'numerical': [
'loan_amnt', 'annual_inc', 'open_acc', 'dti', 'delinq_2yrs',
'inq_last_6mths', 'mths_since_last_delinq', 'pub_rec',
'revol_bal', 'revol_util', 'total_acc', 'pub_rec_bankruptcies'
],
'categorical': [
'term', 'grade', 'emp_length', 'home_ownership', 'loan_status',
'addr_state', 'application_type'
],
'text': ['desc', 'purpose', 'title']
}
output_var = 'loan_status'
auto = Automater(data_type_dict=data_type_dict, output_var=output_var)
self.assertTrue(auto.supervised)
expected_input_vars = reduce(lambda x, y: x + y,
data_type_dict.values())
expected_input_vars.remove(output_var)
self.assertCountEqual(expected_input_vars, auto.input_vars)
self.assertEqual(output_var, auto.output_var)
self.assertTrue(isinstance(auto.input_mapper, DataFrameMapper))
self.assertTrue(isinstance(auto.output_mapper, DataFrameMapper))
self.assertFalse(auto.fitted)
self.assertRaises(AssertionError, auto._check_fitted)
# Test fit
auto.fit(train_observations)
self.assertTrue(auto.fitted)
self.assertIsNotNone(auto.input_mapper.built_features)
self.assertTrue(isinstance(auto.input_layers, list))
self.assertEqual(len(expected_input_vars), len(auto.input_layers))
self.assertIsNotNone(auto.input_nub)
self.assertIsNotNone(auto.output_nub)
self.assertIsNotNone(auto.output_mapper.built_features)
# Test transform, df_out=False
train_X, train_y = auto.transform(train_observations)
test_X, test_y = auto.transform(test_observations)
self.assertTrue(isinstance(test_X, list))
self.assertTrue(isinstance(test_y, numpy.ndarray))
self.assertEqual(test_observations.shape[0],
test_X[0].shape[0]) # Correct number of rows back
self.assertEqual(test_observations.shape[0],
test_y.shape[0]) # Correct number of rows back
# Test transform, df_out=True
transformed_observations = auto.transform(test_observations,
df_out=True)
self.assertTrue(isinstance(transformed_observations, pandas.DataFrame))
self.assertEqual(
test_observations.shape[0],
transformed_observations.shape[0]) # Correct number of rows back
# Test suggest_loss
suggested_loss = auto.suggest_loss()
self.assertTrue(callable(suggested_loss))
# Test model building
x = auto.input_nub
x = Dense(32)(x)
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
model.compile(optimizer='Adam', loss=auto.suggest_loss())
model.fit(train_X, train_y)
pred_y = model.predict(test_X)
# Test inverse_transform_output
inv_transformed_pred_y = auto.inverse_transform_output(pred_y)
self.assertEqual(test_observations.shape[0],
inv_transformed_pred_y.shape[0])
def main():
# List out which components are supplied by Automater
# In this example, we're utilizing X and y generated by the Automater, auto.input_nub, auto.input_layers,
# auto.output_nub, and auto.suggest_loss
save_results = True
# Load data
observations = lib.load_instanbul_stocks(as_ts=True)
print('Observation columns: {}'.format(list(observations.columns)))
# Notice that the lagged variables are an array of values
print('One of the lagged variables: \n{}'.format(
observations['ise_lagged']))
# Train /test split
train_observations, test_observations = train_test_split(observations)
train_observations = train_observations.copy()
test_observations = test_observations.copy()
# List out variable types
data_type_dict = {
'numerical':
['ise', 'ise.1', 'sp', 'dax', 'ftse', 'nikkei', 'bovespa', 'eu', 'em'],
'categorical': [],
'text': [],
'timeseries':
['ise_lagged', 'ise.1_lagged', 'sp_lagged', 'dax_lagged']
}
output_var = 'ise'
# Create and fit Automater
auto = Automater(data_type_dict=data_type_dict, output_var=output_var)
auto.fit(train_observations)
# Transform data
train_X, train_y = auto.fit_transform(train_observations)
test_X, test_y = auto.transform(test_observations)
# Create and fit keras (deep learning) model.
x = auto.input_nub
x = Dense(32)(x)
x = Dense(32)(x)
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
model.compile(optimizer='adam', loss=auto.suggest_loss())
model.fit(train_X, train_y)
# Make model predictions and inverse transform model predictions, to get usable results
pred_test_y = model.predict(test_X)
auto.inverse_transform_output(pred_test_y)
# Save all results
if save_results:
temp_dir = lib.get_temp_dir()
model.save(os.path.join(temp_dir, 'model.h5py'))
pickle.dump(train_X, open(os.path.join(temp_dir, 'train_X.pkl'), 'wb'))
pickle.dump(train_y, open(os.path.join(temp_dir, 'train_y.pkl'), 'wb'))
pickle.dump(test_X, open(os.path.join(temp_dir, 'test_X.pkl'), 'wb'))
pickle.dump(test_y, open(os.path.join(temp_dir, 'test_y.pkl'), 'wb'))
pickle.dump(pred_test_y,
open(os.path.join(temp_dir, 'pred_test_y.pkl'), 'wb'))
def main():
# TODO List out which components are supplied by Automater
# In this example, we're utilizing X and y generated by the Automater, auto.input_nub, auto.input_layers,
# auto.output_nub, and auto.suggest_loss
save_results = False
# TODO Load data
observations = lib.load_titanic()
print('Observation columns: {}'.format(list(observations.columns)))
# TODO Train /test split
train_observations, test_observations = train_test_split(observations)
train_observations = train_observations.copy()
test_observations = test_observations.copy()
# TODO List out variable types
data_type_dict = {'numerical': ['age', 'siblings_spouses_aboard', 'parents_children_aboard', 'fare'],
'categorical': ['survived', 'pclass', 'sex'],
'text': ['name'],
'timeseries': []
}
output_var = 'survived'
# Create and fit Automater
auto = Automater(data_type_dict=data_type_dict, output_var=output_var)
auto.fit(train_observations)
# Transform data
train_X, train_y = auto.fit_transform(train_observations)
test_X, test_y = auto.transform(test_observations)
# TODO Create and fit keras (deep learning) model.
x = auto.input_nub
x = Dense(32)(x)
x = Dense(32)(x)
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
print(f'Suggested loss: {auto.suggest_loss()}\n\n')
model.compile(optimizer='adam', loss=auto.suggest_loss(), metrics=['acc'])
# model.fit(train_X, train_y)
model.summary()
print('\n\n' + '^' * 21)
print(train_X)
print('\n\n' + '^' * 21)
print(train_y)
model.fit(train_X, train_y, batch_size=32, epochs=1, validation_split=0.1)
# Make model predictions and inverse transform model predictions, to get usable results
pred_test_y = model.predict(test_X)
auto.inverse_transform_output(pred_test_y)
# Save all results
if save_results:
temp_dir = lib.get_temp_dir()
model.save(os.path.join(temp_dir, 'model.h5py'))
pickle.dump(train_X, open(os.path.join(temp_dir, 'train_X.pkl'), 'wb'))
pickle.dump(train_y, open(os.path.join(temp_dir, 'train_y.pkl'), 'wb'))
pickle.dump(test_X, open(os.path.join(temp_dir, 'test_X.pkl'), 'wb'))
pickle.dump(test_y, open(os.path.join(temp_dir, 'test_y.pkl'), 'wb'))
pickle.dump(pred_test_y, open(os.path.join(temp_dir, 'pred_test_y.pkl'), 'wb'))
