def test_call_fit_with_arguments_score_does_not_accept():
mlflow.sklearn.autolog()
from sklearn.linear_model import SGDRegressor
assert "intercept_init" in _get_arg_names(SGDRegressor.fit)
assert "intercept_init" not in _get_arg_names(SGDRegressor.score)
mock_obj = mock.Mock()
def mock_score(self, X, y, sample_weight=None): # pylint: disable=unused-argument
mock_obj(X, y, sample_weight)
return 0
assert inspect.signature(
SGDRegressor.score) == inspect.signature(mock_score)
SGDRegressor.score = mock_score
model = SGDRegressor()
X, y = get_iris()
with mlflow.start_run() as run:
model.fit(X, y, intercept_init=0)
mock_obj.assert_called_once_with(X, y, None)
run_id = run.info.run_id
params, metrics, tags, artifacts = get_run_data(run_id)
assert params == truncate_dict(
stringify_dict_values(model.get_params(deep=True)))
assert {TRAINING_SCORE: model.score(X, y)}.items() <= metrics.items()
assert tags == get_expected_class_tags(model)
assert MODEL_DIR in artifacts
assert_predict_equal(load_model_by_run_id(run_id), model, X)
def linear_regression(features, values):
"""
Perform linear regression given a data set with an arbitrary number of features.
"""
###########################
### YOUR CODE GOES HERE ###
###########################
clf = SGDRegressor(alpha=0.1, n_iter=20)
clf.fit(features, values)
params = clf.get_params()
intercept = 0
#print params
#print len(features[0]), len(clf.coef_)
#print clf.coef_
#print clf.intercept_
return clf.intercept_, clf.coef_
def linear_regression(features, values):
"""
Perform linear regression given a data set with an arbitrary number of features.
"""
###########################
### YOUR CODE GOES HERE ###
###########################
clf = SGDRegressor(alpha=0.1, n_iter=20)
clf.fit(features, values)
params = clf.get_params()
intercept = 0
#print params
#print len(features[0]), len(clf.coef_)
#print clf.coef_
#print clf.intercept_
return clf.intercept_, clf.coef_
def test_both_fit_and_score_contain_sample_weight(sample_weight_passed_as):
mlflow.sklearn.autolog()
from sklearn.linear_model import SGDRegressor
# ensure that we use an appropriate model for this test
assert "sample_weight" in _get_arg_names(SGDRegressor.fit)
assert "sample_weight" in _get_arg_names(SGDRegressor.score)
mock_obj = mock.Mock()
def mock_score(self, X, y, sample_weight=None): # pylint: disable=unused-argument
mock_obj(X, y, sample_weight)
return 0
assert inspect.signature(
SGDRegressor.score) == inspect.signature(mock_score)
SGDRegressor.score = mock_score
model = SGDRegressor()
X, y = get_iris()
sample_weight = abs(np.random.randn(len(X)))
with mlflow.start_run() as run:
if sample_weight_passed_as == "positional":
model.fit(X, y, None, None, sample_weight)
elif sample_weight_passed_as == "keyword":
model.fit(X, y, sample_weight=sample_weight)
mock_obj.assert_called_once_with(X, y, sample_weight)
run_id = run.info.run_id
params, metrics, tags, artifacts = get_run_data(run_id)
assert params == truncate_dict(
stringify_dict_values(model.get_params(deep=True)))
assert {TRAINING_SCORE: model.score(X, y)}.items() <= metrics.items()
assert tags == get_expected_class_tags(model)
assert MODEL_DIR in artifacts
assert_predict_equal(load_model_by_run_id(run_id), model, X)
class LinearAprxAgent:
def create_policy(self, func_approximator, epsilon=0):
# from lab 8
def policy_fn(state):
"""
Input:
state: a 2D array with the position and velocity
Output:
A,q_values:
"""
action_index = np.ones(self.num_of_actions,
dtype=float) * epsilon / self.num_of_actions
#transform to the same shape as the model was trained on
state_transformed = self.feature_transformer.transform([state])
q_values = self.func_approximator.predict(state_transformed)
best_action = np.argmax(q_values)
action_index[best_action] += (1.0 - epsilon)
return action_index, q_values # return the potentially stochastic policy (which is due to the exploration)
return policy_fn # return a handle to the function so we can call it in the future
def __init__(self, env):
#RBF Hyper parameters
self.SGD_learning_rate = "optimal" #‘constant’, ‘optimal’, ‘invscaling’, ‘adaptive’
self.tol = 1e-5 #The stopping criterion
self.SGD_max_iter = 1e4
self.func_approximator = SGDRegressor(
learning_rate=self.SGD_learning_rate,
tol=self.tol,
max_iter=self.SGD_max_iter,
loss='huber')
self.feature_transformer = sklearn.pipeline.FeatureUnion([
("rbf1", RBFSampler(gamma=12.8, n_components=50)),
("rbf2", RBFSampler(gamma=6.4, n_components=50)),
("rbf3", RBFSampler(gamma=3.2, n_components=50)),
("rbf4", RBFSampler(gamma=1.6, n_components=50)),
("rbf5", RBFSampler(gamma=0.8, n_components=50)),
("rbf6", RBFSampler(gamma=0.4, n_components=50)),
("rbf7", RBFSampler(gamma=0.2, n_components=50)),
("rbf8", RBFSampler(gamma=0.1, n_components=50))
])
self.num_of_actions = env.action_space.n
self.env = env
#function which is the learned function
self.policy = self.create_policy(self.func_approximator, 1)
self.episodes = 200
# self.print_out_every_x_episodes = int(self.episodes/50)
self.times_exploited = 0
# hyper parameters for epsilon explore
self.initial_epsilon = 1 # initial
self.decrease_factor = (1 / self.episodes) / 1.25 # epsilon
# print("Decrease Factor: " + str(self.decrease_factor))
def train(self):
states, all_rewards, all_total_rewards = self.run_all_episodes(
"Training")
state_transformed = self.feature_transformer.transform(states)
q_values = self.func_approximator.predict(state_transformed)
return states, all_rewards, all_total_rewards, self.func_approximator, state_transformed, q_values
def evaluate(self,
intercept,
coeff,
states_transformed,
q_values,
last_reward,
episodes=100):
self.func_approximator = SGDRegressor(
learning_rate=self.SGD_learning_rate,
tol=self.tol,
max_iter=self.SGD_max_iter,
loss='huber')
self.func_approximator.fit(states_transformed,
last_reward,
coef_init=coeff,
intercept_init=intercept)
self.episodes = episodes
self.epsilon = -1000
states, all_rewards, all_total_rewards = self.run_all_episodes(
"Evaluation", evaluate=True)
return states, all_rewards, all_total_rewards
def run_all_episodes(self, title, evaluate=False):
all_total_rewards = []
all_rewards = []
epsilon = self.initial_epsilon # at the start only explore
power = 1
for episode in range(1, self.episodes + 1):
states, rewards = self.run_episode(epsilon, evaluate)
total_reward = np.sum(rewards)
# if episode % self.print_out_every_x_episodes == 0:
# print("Episode number: " + str(episode) + ". Total reward in episode: " + str(total_reward) + ". Episode executed with epsilon = " + str(epsilon))
# print("Average total reward in last " + str(self.print_out_every_x_episodes) + " episodes: " + str(np.mean(all_rewards[-self.print_out_every_x_episodes:])))
# print("Times exploited the last episode " + str(self.times_exploited))
# print("-----")
self.times_exploited = 0
all_rewards.append(rewards)
all_total_rewards.append(total_reward)
if not evaluate:
epsilon = self.decrease_epsilon(epsilon, power)
power += 0.10
#graph with orange smoothed reward
if not evaluate:
window_size = int(self.episodes / 10)
smoothed_rewards = pd.Series(all_total_rewards).rolling(
window_size, min_periods=window_size).mean()
this_smoothed_reward = smoothed_rewards.values[-1]
smooth_plot(all_total_rewards, smoothed_rewards, title)
return states, all_rewards, all_total_rewards
#exponential decrease in epsilon
def decrease_epsilon(self, epsilon, power):
decrease = 0.005
return epsilon * ((1 - decrease)**power)
def run_episode(self, epsilon, evaluate=False):
rewards = []
states = []
actions = []
done = False
state = self.env.reset()
states.append(state)
while not done:
random_number = np.random.random()
if random_number < epsilon:
#explore
action = np.random.choice(self.num_of_actions)
else:
#exploit
action = self.get_action(state)
self.times_exploited += 1
new_state, reward, done, i = self.env.step(action=action)
states.append(new_state)
actions.append(action)
rewards.append(reward)
if not evaluate:
#update policy function
self.update(states[1:], rewards, epsilon)
state = new_state
return states, rewards
def update(self, states, rewards, epsilon):
#update the linear function
self.feature_transformer.fit(states)
states_transformed = self.feature_transformer.transform(states)
self.func_approximator.fit(states_transformed, rewards)
self.policy = self.create_policy(self.func_approximator, 0)
def get_action(self, state):
#linear function to get best action
actions, q_values = self.policy(state)
return np.argmax(actions)
def get_action_text(self):
return action_text
def get_env(self):
return env
def get_chart_title(self):
return "Action = " + action_text
def get_weights(self):
return self.func_approximator.get_params()
def set_params(self, coef, intercept):
self.func_approximator.set_params(weights.get_items())
svm_reg = SVR(kernel="poly", degree=2, C=100, epsilon=0.1, gamma="scale")
svm_reg.fit(fires_prepared, fires_labels)
#dt
from sklearn.tree import DecisionTreeRegressor
tree_reg = DecisionTreeRegressor(max_depth=2, random_state=42)
tree_reg.fit(fires_prepared, fires_labels)
#rf
from sklearn.ensemble import RandomForestRegressor
forest_reg = RandomForestRegressor(random_state=42)
forest_reg.fit(fires_prepared, fires_labels)
#2-1
from sklearn.model_selection import GridSearchCV
print("sgd_reg.get_params().keys(): ", sgd_reg.get_params().keys())
print("svm_reg.get_params().keys(): ", svm_reg.get_params().keys())
print("tree_reg.get_params().keys(): ", tree_reg.get_params().keys())
print("forest_reg.get_params().keys(): ", forest_reg.get_params().keys())
params_sgd = [
{
'alpha': [0.1, 0.5],
'epsilon': [0.1, 1]
},
{
'alpha': [0.5, 0.6],
'epsilon': [0.1, 0.7]
},
]
np.random.seed(0)
print("среднее значение отклика обучающей выборки: %f" %
np.mean(sgd.predict(X_train)))
print(
"корень из среднеквадратичной ошибки прогноза средним значением на обучающей выборке, обучение: %f"
% np.sqrt(mean_squared_error(sgd.predict(X_train), y_train)))
print(
"корень из среднеквадратичной ошибки прогноза средним значением на обучающей выборке, тест: %f"
% np.sqrt(mean_squared_error(sgd.predict(X_test), y_test)))
print('коэффициент детерминации: %f' % sgd.score(X_test, y_test))
print('абсолютная ошибка: %f' %
mean_absolute_error(y_test, sgd.predict(X_test)))
# In[348]:
sgd.get_params().keys()
# In[349]:
parameters_grid = {
'max_iter': [3, 10, 50, 100],
'penalty': ['l1', 'l2', 'none'],
'alpha': [0., 0.01, 0.014, 0.1],
}
# In[350]:
grid_cv = GridSearchCV(sgd,
parameters_grid,
scoring='mean_absolute_error',
cv=4)
