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train.py
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train.py
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from random import random
import pandas as pd
from sklearn.model_selection import train_test_split
import numpy as np
from sklearn.metrics import accuracy_score
from sklearn.metrics import roc_curve
from sklearn.metrics import roc_auc_score
from sklearn.utils import shuffle
from matplotlib import pyplot as plt
from tools import predict, final_outputs, sigmoid, softmax
import argparse
def standardize(vector, mean, std):
return (vector - mean) / std
def sigmoid_(x): return (x * (1 - x))
def mean_square_error(Y, Y_predict):
loss = np.sum((Y - Y_predict) ** 2)
return loss / Y_predict.shape[0]
def scale_data(df):
return (df - df.mean()) / df.std()
class Neuron(object):
def __init__(self, prev_layer_size):
self.weights = []
for i in range(prev_layer_size):
np.random.seed()
self.weights.append(np.random.uniform())
def __repr__(self):
return '{"bias":"' + str(self.bias) + '" , "output":"' + str(self.output) + '" , "weights":' + str(self.weights) + '}'
class Layer(object):
neurons = []
outputs = []
weights = []
def __init__(self, nb_neurons, prev_nb_neurons, activation):
self.activation = activation
self.neurons = [Neuron(prev_nb_neurons) for i in range(nb_neurons)]
def add_weights(self):
self.weights = [neuron.weights for neuron in self.neurons]
self.weights = np.array(self.weights)
def add_bias(self):
# self.bias = np.random.rand(1, len(self.neurons))
self.bias = np.zeros((1, len(self.neurons)))
self.bias = np.array(self.bias)
def add_outputs(self):
self.outputs = [neuron.output for neuron in self.neurons]
self.outputs = np.array(self.outputs)
def __repr__(self):
return '{"activation":"'+str(self.activation)+'" , "neurons":'+str(self.neurons)+' , "outputs":'+str(self.outputs)+'}'
class Network(object):
layers = []
def add_layer(self, nb_neurons, activation='identity'):
layer = Layer(nb_neurons,
len(self.layers[-1:][0].neurons) if len(self.layers) > 0 else 0, activation)
self.layers.append(layer)
def __repr__(self):
return '{"Network":{"layers":' + str(self.layers) + '}}'
np.seterr(all = 'ignore')
parser = argparse.ArgumentParser()
parser.add_argument("--dataset", help="Set Dataset name to train")
args = parser.parse_args()
#dataset columns
columns = []
for i in range(32):
columns.append('column_' + str(i))
try:
df = pd.read_csv(args.dataset, names=columns)
# numerize column_1
df['M'] = df['column_1'].map({'M': 1, 'B': 0})
df['B'] = df['column_1'].map({'M': 0, 'B': 1})
# split dataset
target = df['M']
X_train_0, X_val, y_train, y_val = train_test_split(df, target, test_size=0.3, random_state=1)
## train data
X_train = X_train_0.drop(['column_1','M'], axis=1)
Y_M = np.reshape(y_train.values, (X_train.shape[0], 1))
Y_B = np.reshape(X_train.B.values, (X_train.shape[0], 1))
X_train = X_train.drop('B', axis=1)
mean, std = X_train.mean().tolist(), X_train.std().tolist()
X_train_scale = scale_data(X_train)
X_train = np.reshape(X_train_scale.values, (X_train.shape[0], X_train.shape[1]))
Y_train = np.concatenate((Y_M, Y_B), axis=1)
#### Validation data
X_val = X_val.drop(['column_1', 'M'], axis=1)
Y_M = np.reshape(y_val.values, (X_val.shape[0], 1))
Y_B = np.reshape(X_val.B.values, (X_val.shape[0], 1))
X_val = X_val.drop('B', axis=1)
X_val_scale = standardize(X_val, mean, std)
X_val = np.reshape(X_val_scale.values, (X_val.shape[0], X_val.shape[1]))
Y_val = np.concatenate((Y_M, Y_B), axis=1)
#### Shuffle
X, Y = shuffle(X_train, Y_train, random_state=np.random.RandomState())
X_val, Y_val = shuffle(X_val, Y_val, random_state=np.random.RandomState())
# Network
epochs = 100 # Number of iterations
inputLayerSize, hiddenLayerSize_1, hiddenLayerSize_2, outputLayerSize = X_train.shape[1], 16, 8,2
L = 0.3 # learning rate
network = Network()
network.add_layer(inputLayerSize, 'input')
network.add_layer(hiddenLayerSize_1, 'hidden_1')
network.add_layer(hiddenLayerSize_2, 'hidden_2')
network.add_layer(outputLayerSize, 'output')
for index, neuron in enumerate(network.layers[0].neurons):
neuron.output = X[index]
network.layers[0].add_outputs()
network.layers[1].add_weights()
network.layers[2].add_weights()
network.layers[3].add_weights()
network.layers[1].add_bias()
network.layers[2].add_bias()
network.layers[3].add_bias()
ns_probs = [0 for _ in range(len(Y[:, 0]))]
val_loss, loss, lr_val_auc, lr_auc = [], [], [], []
for i in range(epochs):
############# feedforward
### Hidden layer 1 ###
z_h_1 = X.dot(network.layers[1].weights.T) + network.layers[1].bias
network.layers[1].outputs = sigmoid(z_h_1)
### Hidden layer 2 ###
z_h_2 = network.layers[1].outputs.dot(network.layers[2].weights.T) + network.layers[2].bias
network.layers[2].outputs = sigmoid(z_h_2)
###output###
z_o = np.dot(network.layers[2].outputs, network.layers[3].weights.T) + network.layers[3].bias
network.layers[3].outputs = softmax(z_o)
### Backpropagation
## Output layer
delta_z_o = network.layers[3].outputs - Y
delta_w13 = network.layers[2].outputs
dw_o = np.dot(delta_z_o.T, delta_w13) / X.shape[0]
db_o = np.sum(delta_z_o, axis=0, keepdims=True) / X.shape[0]
## Hidden layer 2
delta_a_h_2 = np.dot(delta_z_o, network.layers[3].weights)
delta_z_h_2 = sigmoid_(network.layers[2].outputs)
d = delta_a_h_2 * delta_z_h_2
delta_w12 = network.layers[1].outputs
dw_h_2 = np.dot(d.T, delta_w12) / X.shape[0]
db_h_2 = np.sum(d, axis=0, keepdims=True) / X.shape[0]
## Hidden layer 1
delta_a_h_1 = delta_z_h_2.dot(network.layers[2].weights)
delta_z_h_1 = sigmoid_(network.layers[1].outputs)
d = delta_a_h_1 * delta_z_h_1
delta_w11 = X
dw_h_1 = np.dot(d.T, delta_w11) / X.shape[0]
db_h_1 = np.sum(d, axis=0, keepdims=True) / X.shape[0]
### Update weights and bias
network.layers[1].weights -= L * dw_h_1
network.layers[2].weights -= L * dw_h_2
network.layers[3].weights -= L * dw_o
network.layers[1].bias -= L * db_h_1
network.layers[2].bias -= L * db_h_2
network.layers[3].bias -= L * db_o
#### Loss function
Y_predict = final_outputs(network.layers[3].outputs)
loss.append(mean_square_error(Y[:, 0], Y_predict))
Y_val_predict = predict(X_val, network.layers[1].weights, network.layers[1].bias, network.layers[2].weights,
network.layers[2].bias, network.layers[3].weights, network.layers[3].bias)
val_loss.append(mean_square_error(Y_val[:, 0], Y_val_predict))
# calculate scores
lr_auc.append(roc_auc_score(Y[:, 0], Y_predict))
lr_val_auc.append(roc_auc_score(Y_val[:, 0], Y_val_predict))
print("epoch {}/{} - loss: {:.10f} - val_loss: {:.10f} - roc {:.7f} roc_val {:.7f}".format(i + 1, epochs, loss[i], val_loss[i], lr_auc[i], lr_val_auc[i]))
# calculate roc curves
ns_fpr, ns_tpr, _ = roc_curve(Y[:, 0], ns_probs)
lr_fpr, lr_tpr, _ = roc_curve(Y[:, 0], Y_predict)
lr_val_fpr, lr_val_tpr, _ = roc_curve(Y_val[:, 0], Y_val_predict)
# plot the roc curve for the model
plt.figure(2)
# axis labels
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.plot(lr_fpr, lr_tpr, 'b--', label='Roc-Curve')
plt.plot(lr_val_fpr, lr_val_tpr, 'r--', label='Roc-Curve-Validation')
plt.legend()
# plot learning curve
plt.figure(1)
plt.plot(range(1, epochs + 1), loss, 'g--', label='loss')
plt.plot(range(1, epochs + 1), val_loss, 'r--', label='val_loss')
plt.xlabel('epochs')
plt.ylabel('loss value')
plt.legend()
plt.show()
print('Accuracy training = {:.3f}'.format(accuracy_score(Y[:, 0], Y_predict)))
print('Accuracy validation = {:.3f}'.format(accuracy_score(Y_val[:, 0], Y_val_predict)))
f = open("save_metrics.txt", "a")
f.write("######## Metrics of training ########\n{}\n".format(loss))
f.write("######## Metrics of validation ########\n{}\n".format(val_loss))
f.write("######## Accuracy ########\nAccuracy training = {:.3f}\nAccuracy validation = {:.3f}\n".format(accuracy_score(Y[:, 0], Y_predict), accuracy_score(Y_val[:, 0], Y_val_predict)))
f.close()
weights_dic = {}
weights_dic['hidden_1_w'] = network.layers[1].weights
weights_dic['hidden_2_w'] = network.layers[2].weights
weights_dic['output_w'] = network.layers[3].weights
weights_dic['hidden_1_b'] = network.layers[1].bias
weights_dic['hidden_2_b'] = network.layers[2].bias
weights_dic['output_b'] = network.layers[3].bias
weights_dic['mean'] = mean
weights_dic['std'] = std
np.save('weights.npy', weights_dic)
except:
print("Error dataset")