def check_vb(dirnm, datanm_train, datanm_valid, C, num_classes):
spct = 10*70
tdata, tlabels = load_full(dirnm+datanm_train, spct)
#print tdata.shape, tlabels.shape
spct = 10*30
vdata, vlabels = load_full(dirnm+datanm_valid, spct)
h = np.arange(0, 310, 10)
h[0] +=1
# artif
ans = np.zeros((h.size, 2))
tind = kget(tlabels, num_classes, h[-1])
vind = kget(vlabels, num_classes, h[-1])
for l in xrange(0, h.size):
clf = LogisticRegression(C =C, penalty='l2', multi_class = 'ovr',
tol=0.001, n_jobs = -1, verbose = 0, solver = 'newton-cg')
clf.fit(tdata[tind[:h[l]*num_classes]], tlabels[tind[:h[l]*num_classes]])
out_train = clf.predict_proba(tdata[tind[:h[l]*num_classes]])
out_valid = clf.predict_proba(vdata[vind[:h[l]*num_classes]])
ans[l, 0] += log_loss(tlabels[tind[:h[l]*num_classes]], out_train)
ans[l, 1] += log_loss(vlabels[vind[:h[l]*num_classes]], out_valid)
np.savez("logreg_bv", ans= ans, C = C, num_classes = num_classes)
return ans
def check_lambda(dirnm, datanm_train, datanm_valid, datanm_orig_train, datanm_orig_valid, samples_per_class, Cs, num_classes):
spct = 10*70
tdata, tlabels = load_full(dirnm+datanm_train, spct)
print tdata.shape, tlabels.shape
spct = 10
otdata, otlabels = load_full(dirnm+datanm_orig_train, spct)
spct = 10*30
vdata, vlabels = load_full(dirnm+datanm_valid, spct)
spct = 10
ovdata, ovlabels = load_full(dirnm+datanm_orig_valid, spct)
# artif
ans = np.zeros((len(Cs), 4))
for i, C in enumerate(Cs):
clf = LogisticRegression(C =C, penalty='l2', multi_class = 'ovr',
tol=0.001, n_jobs = -1, verbose = 0, solver = 'newton-cg')
clf.fit(tdata, tlabels)
out_train = clf.predict_proba(tdata)
out_valid = clf.predict_proba(vdata)
out_train_real = clf.predict_proba(otdata)
out_valid_real = clf.predict_proba(ovdata)
ans[i, 0] += log_loss(tlabels, out_train)
ans[i, 1] += log_loss(vlabels, out_valid)
ans[i, 2] += log_loss(otlabels, out_train_real)
ans[i, 3] += log_loss(ovlabels, out_valid_real)
np.savez("logreg_lambda", ans= ans, Cs = Cs, num_classes = num_classes, samples_per_class = samples_per_class)
return ans
def check_lambda(datanm, samples_per_class,depv, num_classes, criterion, num_iter = 100):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.3, train_size=0.7, random_state=None)
ans = np.zeros((len(depv), 4))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
for i, d in enumerate(depv):
clf = DecisionTreeClassifier(criterion=criterion, splitter='best',
max_depth=d, min_samples_split=2,
min_samples_leaf=1, min_weight_fraction_leaf=0.0,
max_features=None, random_state=None,
max_leaf_nodes=None, class_weight=None, presort=False)
clf.fit(train_data[0], train_data[1])
out_train = clf.predict_proba(train_data[0])
out_valid = clf.predict_proba(valid_data[0])
ans[i, 0] += log_loss(train_data[1], out_train)
ans[i, 1] += log_loss(valid_data[1], out_valid)
ans[i, 2] += brier(train_data[1], out_train, num_classes)
ans[i, 3] += brier(valid_data[1], out_valid, num_classes)
ans[:, :] /= num_iter
np.savez("rand_forest_lambda_" + criterion, ans= ans, mdep = mdep, num_iter = num_iter, num_classes = num_classes, samples_per_class = samples_per_class)
return ans
def check_vb(datanm, samples_per_class, Cs, num_classes, num_iter = 100):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.5, train_size=0.5, random_state=None)
ans = np.zeros((len(Cs), samples_per_class/2, 2))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
for l in xrange(samples_per_class/2):
ind_train = []
ind_valid = []
for k in xrange(num_classes):
ind_train = ind_train + np.where(train_data[1] == k)[0].tolist()[:l+1]
ind_valid = ind_valid + np.where(valid_data[1] == k)[0].tolist()[:l+1]
ctrain_data = [ train_data[0][ind_train], train_data[1][ind_train] ]
cvalid_data = [ valid_data[0][ind_valid], valid_data[1][ind_valid] ]
for i, C in enumerate(Cs):
clf = LogisticRegression(C =C , penalty='l2', multi_class = 'ovr',
tol=0.001, n_jobs = -1 , verbose = 0)#, solver = 'newton-cg')
clf.fit(ctrain_data[0], ctrain_data[1])
out_train = clf.predict_proba(ctrain_data[0])
out_valid = clf.predict_proba(cvalid_data[0])
ans[i, l, 0] += log_loss(ctrain_data[1], out_train)
ans[i, l, 1] += log_loss(cvalid_data[1], out_valid)
ans /= num_iter
np.savez("logreg_bv", ans= ans, Cs = Cs, num_iter = num_iter, num_classes = num_classes, samples_per_class = samples_per_class)
return ans
def check_lambda(datanm, samples_per_class, Cs, num_classes, gamma, num_iter = 100, kernel = 'linear', strat = 'ovr'):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.3, train_size=0.7, random_state=None)
ans = np.zeros((len(Cs), len(gamma), 4))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
for j, g in enumerate(gamma):
for i, C in enumerate(Cs):
clf = svm.SVC(C=C, kernel=kernel, degree=3, gamma=g, coef0=0.0, shrinking=True,
probability=False, tol=0.001, cache_size=10000, class_weight=None,
verbose=False, max_iter=-1, decision_function_shape=strat, random_state=None)
clf.fit(train_data[0], train_data[1])
out_train = clf.decision_function(train_data[0])
out_valid = clf.decision_function(valid_data[0])
ans[i, j, 2] += hinge_loss(train_data[1], out_train, range(num_classes))
ans[i, j, 3] += hinge_loss(valid_data[1], out_valid, range(num_classes))
#ans[i, j, 0] += log_loss(train_data[1], clf.predict_proba(train_data[0]))
#ans[i, j, 1] += log_loss(valid_data[1], clf.predict_proba(valid_data[0]))
ans[:, :, :] /= num_iter
np.savez("svm_lambda_" + kernel + '_' + strat, ans= ans, Cs = Cs, num_iter = num_iter, num_classes = num_classes, samples_per_class = samples_per_class)
return ans
def main_func(datanm, samples_per_class, C, num_classes, num_iter = 100):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.3, train_size=0.7, random_state=None)
recall = np.zeros((num_classes+1, 2))
precision = np.zeros((num_classes+1, 2))
f1 = np.zeros((num_classes+1, 2))
accuracy = np.zeros((2))
logloss = np.zeros((2))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
clf = LogisticRegression(C =C, penalty='l2', multi_class = 'ovr',
tol=0.001, n_jobs = -1, verbose = 0)#, solver = 'newton-cg')
clf.fit(train_data[0], train_data[1])
out_train = clf.predict_proba(train_data[0])
out_valid = clf.predict_proba(valid_data[0])
logloss[0] += log_loss(train_data[1], out_train)
logloss[1] += log_loss(valid_data[1], out_valid)
out_train = clf.predict(train_data[0])
out_valid = clf.predict(valid_data[0])
accuracy[0] += accuracy_score(train_data[1], out_train)
accuracy[1] += accuracy_score(valid_data[1], out_valid)
precision[:-1, 0] += precision_score(train_data[1], out_train, average = None)
precision[-1, 0] += precision_score(train_data[1], out_train, average = 'macro')
precision[:-1, 1] += precision_score(valid_data[1], out_valid, average = None)
precision[-1, 1] += precision_score(valid_data[1], out_valid, average = 'macro')
recall[:-1, 0] += recall_score(train_data[1], out_train, average = None)
recall[-1, 0] += recall_score(train_data[1], out_train, average = 'macro')
recall[:-1, 1] += recall_score(valid_data[1], out_valid, average = None)
recall[-1, 1] += recall_score(valid_data[1], out_valid, average = 'macro')
f1[:-1, 0] += f1_score(train_data[1], out_train, average = None)
f1[-1, 0] += f1_score(train_data[1], out_train, average = 'macro')
f1[:-1, 1] += f1_score(valid_data[1], out_valid, average = None)
f1[-1, 1] += f1_score(valid_data[1], out_valid, average = 'macro')
f1 /= num_iter
recall /= num_iter
precision /= num_iter
logloss /= num_iter
accuracy /= num_iter
np.savez("logreg_final", accuracy = accuracy, recall = recall, f1 = f1,
precision = precision, logloss = logloss, C = C,
num_iter = num_iter, num_classes = num_classes,
samples_per_class = samples_per_class)
return [accuracy, recall, f1, precision, logloss]
def check_vb(datanm, samples_per_class, Cs, num_classes, gamma, num_iter = 100, kernel = 'linear', strat = 'ovr'):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.5, train_size=0.5, random_state=None)
ans = np.zeros((len(Cs), len(gamma), samples_per_class/2, 4))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
for l in xrange(samples_per_class/2):
ind_train = []
ind_valid = []
for k in xrange(num_classes):
ind_train = ind_train + np.where(train_data[1] == k)[0].tolist()[:l+1]
ind_valid = ind_valid + np.where(valid_data[1] == k)[0].tolist()[:l+1]
ctrain_data = [ train_data[0][ind_train], train_data[1][ind_train] ]
cvalid_data = [ valid_data[0][ind_valid], valid_data[1][ind_valid] ]
for i, C in enumerate(Cs):
for j, g in enumerate(gamma):
clf = svm.SVC(C=C, kernel=kernel, degree=3, gamma=g, coef0=0.0, shrinking=True,
probability=False, tol=0.001, cache_size=10000, class_weight=None,
verbose=False, max_iter=-1, decision_function_shape=strat, random_state=None)
clf.fit(ctrain_data[0], ctrain_data[1])
#out_train = clf.predict_proba(ctrain_data[0])
#out_valid = clf.predict_proba(cvalid_data[0])
#ans[i, l, 0] += log_loss(ctrain_data[1], out_train)
#ans[i, l, 1] += log_loss(cvalid_data[1], out_valid)
out_train = clf.decision_function(train_data[0])
out_valid = clf.decision_function(valid_data[0])
ans[i, j, l, 2] += hinge_loss(train_data[1], out_train, range(num_classes))
ans[i, j, l, 3] += hinge_loss(valid_data[1], out_valid, range(num_classes))
ans /= num_iter
np.savez("svm_bv_" + kernel + '_' + strat, ans= ans, Cs = Cs, num_iter = num_iter, num_classes = num_classes, samples_per_class = samples_per_class)
return ans
def check_vb(datanm, samples_per_class, depv, nest, num_classes, criterion, num_iter = 100):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.5, train_size=0.5, random_state=None)
ans = np.zeros((samples_per_class/2, 4))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
for l in xrange(samples_per_class/2):
ind_train = []
ind_valid = []
for k in xrange(num_classes):
ind_train = ind_train + np.where(train_data[1] == k)[0].tolist()[:l+1]
ind_valid = ind_valid + np.where(valid_data[1] == k)[0].tolist()[:l+1]
ctrain_data = [ train_data[0][ind_train], train_data[1][ind_train] ]
cvalid_data = [ valid_data[0][ind_valid], valid_data[1][ind_valid] ]
clf = RandomForestClassifier(n_estimators=nest, criterion=criterion, max_depth=depv,
min_samples_split=2, min_samples_leaf=1,
min_weight_fraction_leaf=0.0, max_features='auto',
max_leaf_nodes=None, bootstrap=True, oob_score=False,
n_jobs=8, random_state=None, verbose=0, warm_start=False,
class_weight=None)
clf.fit(ctrain_data[0], ctrain_data[1])
out_train = clf.predict_proba(ctrain_data[0])
out_valid = clf.predict_proba(cvalid_data[0])
ans[l, 0] += log_loss(ctrain_data[1], out_train)
ans[l, 1] += log_loss(cvalid_data[1], out_valid)
ans[l, 2] += brier(ctrain_data[1], out_train, num_classes)
ans[l, 3] += brier(cvalid_data[1], out_valid, num_classes)
ans /= num_iter
np.savez("rand_forest_bv_" + criterion, ans= ans, depv = depv, nest=nest, num_iter = num_iter, num_classes = num_classes, samples_per_class = samples_per_class)
return ans
def check_lambda(datanm, samples_per_class, Cs, num_classes, num_iter = 100):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.3, train_size=0.7, random_state=None)
ans = np.zeros((len(Cs), 2))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
for i, C in enumerate(Cs):
clf = LogisticRegression(C =C, penalty='l2', multi_class = 'ovr',
tol=0.001, n_jobs = -1, verbose = 0)#, solver = 'newton-cg')
clf.fit(train_data[0], train_data[1])
out_train = clf.predict_proba(train_data[0])
out_valid = clf.predict_proba(valid_data[0])
ans[i, 0] += log_loss(train_data[1], out_train)
ans[i, 1] += log_loss(valid_data[1], out_valid)
ans[:, :] /= num_iter
np.savez("logreg_lambda", ans= ans, Cs = Cs, num_iter = num_iter, num_classes = num_classes, samples_per_class = samples_per_class)
return ans
def main_func(dirnm, datanm_train, datanm_valid, datanm_orig_train, datanm_orig_valid, Cs, num_classes):
recall = np.zeros((len(Cs), num_classes+1, 4))
precision = np.zeros((len(Cs), num_classes+1, 4))
f1 = np.zeros((len(Cs), num_classes+1, 4))
accuracy = np.zeros((len(Cs), 4))
logloss = np.zeros((len(Cs), 4))
spct = 10*70
tdata, tlabels = load_full(dirnm+datanm_train, spct)
print tdata.shape, tlabels.shape
spct = 10
otdata, otlabels = load_full(dirnm+datanm_orig_train, spct)
spct = 10*30
vdata, vlabels = load_full(dirnm+datanm_valid, spct)
spct = 10
ovdata, ovlabels = load_full(dirnm+datanm_orig_valid, spct)
for i, C in enumerate(Cs):
clf = LogisticRegression(C =C, penalty='l2', multi_class = 'ovr',
tol=0.001, n_jobs = -1, verbose = 0)#, solver = 'newton-cg')
clf.fit(tdata, tlabels)
out_train = clf.predict_proba(tdata)
out_valid = clf.predict_proba(vdata)
out_train_real = clf.predict_proba(otdata)
out_valid_real = clf.predict_proba(ovdata)
logloss[i, 0] += log_loss(tlabels, out_train)
logloss[i, 1] += log_loss(vlabels, out_valid)
logloss[i, 2] += log_loss(otlabels, out_train_real)
logloss[i, 3] += log_loss(ovlabels, out_valid_real)
out_train = clf.predict(tdata)
out_valid = clf.predict(vdata)
out_train_real = clf.predict(otdata)
out_valid_real = clf.predict(ovdata)
accuracy[i, 0] += accuracy_score(tlabels, out_train)
accuracy[i, 1] += accuracy_score(vlabels, out_valid)
accuracy[i, 2] += accuracy_score(otlabels, out_train_real)
accuracy[i, 3] += accuracy_score(ovlabels, out_valid_real)
precision[i, :-1, 0] += precision_score(tlabels, out_train, average = None)
precision[i, -1, 0] += precision_score(tlabels, out_train, average = 'macro')
precision[i, :-1, 1] += precision_score(vlabels, out_valid, average = None)
precision[i, -1, 1] += precision_score(vlabels, out_valid, average = 'macro')
precision[i, :-1, 2] += precision_score(otlabels, out_train_real, average = None)
precision[i, -1, 2] += precision_score(otlabels, out_train_real, average = 'macro')
precision[i, :-1, 3] += precision_score(ovlabels, out_valid_real, average = None)
precision[i, -1, 3] += precision_score(ovlabels, out_valid_real, average = 'macro')
recall[i, :-1, 0] += recall_score(tlabels, out_train, average = None)
recall[i, -1, 0] += recall_score(tlabels, out_train, average = 'macro')
recall[i, :-1, 1] += recall_score(vlabels, out_valid, average = None)
recall[i, -1, 1] += recall_score(vlabels, out_valid, average = 'macro')
recall[i, :-1, 2] += recall_score(otlabels, out_train_real, average = None)
recall[i, -1, 2] += recall_score(otlabels, out_train_real, average = 'macro')
recall[i, :-1, 3] += recall_score(ovlabels, out_valid_real, average = None)
recall[i, -1, 3] += recall_score(ovlabels, out_valid_real, average = 'macro')
f1[i, :-1, 0] += f1_score(tlabels, out_train, average = None)
f1[i, -1, 0] += f1_score(tlabels, out_train, average = 'macro')
f1[i, :-1, 1] += f1_score(vlabels, out_valid, average = None)
f1[i, -1, 1] += f1_score(vlabels, out_valid, average = 'macro')
f1[i, :-1, 2] += f1_score(otlabels, out_train_real, average = None)
f1[i, -1, 2] += f1_score(otlabels, out_train_real, average = 'macro')
f1[i, :-1, 3] += f1_score(ovlabels, out_valid_real, average = None)
f1[i, -1, 3] += f1_score(ovlabels, out_valid_real, average = 'macro')
np.savez("logreg_final", accuracy = accuracy, recall = recall, f1 = f1,
precision = precision, logloss = logloss, C = C,
num_classes = num_classes)
return [accuracy, recall, f1, precision, logloss]
def main_func(datanm, samples_per_class, depv, nest, num_classes, criterion, num_iter = 100):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.3, train_size=0.7, random_state=None)
recall = np.zeros((len(mdep), len(nest), num_classes+1, 2))
precision = np.zeros((len(mdep), len(nest), num_classes+1, 2))
f1 = np.zeros((len(mdep), len(nest), num_classes+1, 2))
accuracy = np.zeros((len(mdep), len(nest), 2))
logloss = np.zeros((len(mdep), len(nest), 2))
brierloss = np.zeros((len(mdep), len(nest), 2))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
for i, d in enumerate(mdep):
for j, n in enumerate(nest):
clf = RandomForestClassifier(n_estimators=n, criterion=criterion, max_depth=d,
min_samples_split=2, min_samples_leaf=1,
min_weight_fraction_leaf=0.0, max_features='auto',
max_leaf_nodes=None, bootstrap=True, oob_score=False,
n_jobs=8, random_state=None, verbose=0, warm_start=False,
class_weight=None)
clf.fit(train_data[0], train_data[1])
out_train = clf.predict_proba(train_data[0])
out_valid = clf.predict_proba(valid_data[0])
logloss[i, j, 0] += log_loss(train_data[1], out_train)
logloss[i, j, 1] += log_loss(valid_data[1], out_valid)
brierloss[i, j, 0] += brier(train_data[1], out_train, num_classes)
brierloss[i, j, 1] += brier(valid_data[1], out_valid, num_classes)
out_train = clf.predict(train_data[0])
out_valid = clf.predict(valid_data[0])
accuracy[i, j, 0] += accuracy_score(train_data[1], out_train)
accuracy[i, j, 1] += accuracy_score(valid_data[1], out_valid)
precision[i, j, :-1, 0] += precision_score(train_data[1], out_train, average = None)
precision[i, j, -1, 0] += precision_score(train_data[1], out_train, average = 'macro')
precision[i, j, :-1, 1] += precision_score(valid_data[1], out_valid, average = None)
precision[i, j, -1, 1] += precision_score(valid_data[1], out_valid, average = 'macro')
recall[i, j, :-1, 0] += recall_score(train_data[1], out_train, average = None)
recall[i, j, -1, 0] += recall_score(train_data[1], out_train, average = 'macro')
recall[i, j, :-1, 1] += recall_score(valid_data[1], out_valid, average = None)
recall[i, j, -1, 1] += recall_score(valid_data[1], out_valid, average = 'macro')
f1[i, j, :-1, 0] += f1_score(train_data[1], out_train, average = None)
f1[i, j, -1, 0] += f1_score(train_data[1], out_train, average = 'macro')
f1[i, j, :-1, 1] += f1_score(valid_data[1], out_valid, average = None)
f1[i, j, -1, 1] += f1_score(valid_data[1], out_valid, average = 'macro')
f1 /= num_iter
recall /= num_iter
precision /= num_iter
logloss /= num_iter
accuracy /= num_iter
np.savez("rand_forest_final", accuracy = accuracy, recall = recall, f1 = f1,
precision = precision, logloss = logloss, depv = depv,
num_iter = num_iter, num_classes = num_classes,
samples_per_class = samples_per_class, brierloss = brierloss)
return [accuracy, recall, f1, precision, logloss, brierloss]
def main_func(datanm, samples_per_class, C, num_classes, gamma, num_iter = 100, kernel = 'linear', strat = 'ovr'):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.3, train_size=0.7, random_state=None)
recall = np.zeros((num_classes+1, 2))
precision = np.zeros((num_classes+1, 2))
f1 = np.zeros((num_classes+1, 2))
accuracy = np.zeros((2))
logloss = np.zeros((2))
hingeloss = np.zeros((2))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
clf = svm.SVC(C=C, kernel=kernel, degree=3, gamma=gamma, coef0=0.0, shrinking=True,
probability=False, tol=0.001, cache_size=10000, class_weight=None,
verbose=False, max_iter=-1, decision_function_shape=strat, random_state=None)
clf.fit(train_data[0], train_data[1])
#out_train = clf.predict_proba(train_data[0])
#out_valid = clf.predict_proba(valid_data[0])
#logloss[0] += log_loss(train_data[1], out_train)
#logloss[1] += log_loss(valid_data[1], out_valid)
out_train = clf.decision_function(train_data[0])
out_valid = clf.decision_function(valid_data[0])
hingeloss[0] += hinge_loss(train_data[1], out_train)
hingeloss[1] += hinge_loss(valid_data[1], out_valid)
out_train = clf.predict(train_data[0])
out_valid = clf.predict(valid_data[0])
accuracy[0] += accuracy_score(train_data[1], out_train)
accuracy[1] += accuracy_score(valid_data[1], out_valid)
precision[:-1, 0] += precision_score(train_data[1], out_train, average = None)
precision[-1, 0] += precision_score(train_data[1], out_train, average = 'macro')
precision[:-1, 1] += precision_score(valid_data[1], out_valid, average = None)
precision[-1, 1] += precision_score(valid_data[1], out_valid, average = 'macro')
recall[:-1, 0] += recall_score(train_data[1], out_train, average = None)
recall[-1, 0] += recall_score(train_data[1], out_train, average = 'macro')
recall[:-1, 1] += recall_score(valid_data[1], out_valid, average = None)
recall[-1, 1] += recall_score(valid_data[1], out_valid, average = 'macro')
f1[:-1, 0] += f1_score(train_data[1], out_train, average = None)
f1[-1, 0] += f1_score(train_data[1], out_train, average = 'macro')
f1[:-1, 1] += f1_score(valid_data[1], out_valid, average = None)
f1[-1, 1] += f1_score(valid_data[1], out_valid, average = 'macro')
f1 /= num_iter
recall /= num_iter
precision /= num_iter
logloss /= num_iter
accuracy /= num_iter
np.savez("svm_final_" + kernel + '_' + strat, accuracy = accuracy, recall = recall, f1 = f1,
precision = precision, logloss = logloss, C = C,
num_iter = num_iter, num_classes = num_classes,
samples_per_class = samples_per_class,
hingeloss = hingeloss)
return [accuracy, recall, f1, precision, logloss, hingeloss]