def train_fm_model():
X_train, y_train = load_processed_data(pathify('data', 'processed', 'avazu-cv-train.csv'), label_col='click')
X_val, y_val = load_processed_data(pathify('data', 'processed', 'avazu-cv-val.csv'), label_col='click')
encoder = OneHotEncoder(handle_unknown='ignore').fit(X_train)
X_train = encoder.transform(X_train)
X_val = encoder.transform(X_val)
X_train = csr_matrix(X_train)
X_val = csr_matrix(X_val)
y_train[y_train == 0] = -1
y_val[y_val == 0] = -1
y_train = np.array(y_train)
y_val = np.array(y_val)
fm = mcmc.FMClassification(n_iter=50, init_stdev=0.1, random_state= 123, rank=2)
y_pred = fm.fit_predict_proba(X_train, y_train, X_val)
auc_score = cal_auc(y_val, y_pred)
log.info("auc_score: {:.4f}".format(auc_score))
log_loss = cal_logloss(y_val, y_pred)
log.info("log_loss: {:.4f}".format(log_loss))
save_pickle(fm, pathify('models', 'avazu-fm.pickle'))
return fm
def train_logistic_model():
X_train, y_train = load_processed_data(pathify('data', 'processed', 'avazu-cv-train.csv'), label_col='click')
X_val, y_val = load_processed_data(pathify('data', 'processed', 'avazu-cv-val.csv'), label_col='click')
encoder = OneHotEncoder(handle_unknown='ignore').fit(X_train)
X_train = encoder.transform(X_train)
X_val = encoder.transform(X_val)
# B/c all features after onehot is 0/1.
params = {
'penalty':'l2',
'C':100.0,
'class_weight':'balanced',
'solver':'saga',
'max_iter':500,
'verbose':1,
'n_jobs':-1
}
lr = Pipeline([
('scaler', Normalizer()),
('lr', LogisticRegression(**params))
])
lr.fit(X_train, y_train)
y_pred = lr.predict_proba(X_val)[:, 1]
auc_score = cal_auc(y_val, y_pred)
log.info("auc_score: {:.4f}".format(auc_score))
log_loss = cal_logloss(y_val, y_pred)
log.info("log_loss: {:.4f}".format(log_loss))
save_pickle(lr, pathify('models', 'avazu-lr.pickle'))
return lr
def train_ftrl_model():
X_train, y_train = load_processed_data(pathify('data', 'processed',
'avazu-cv-train.csv'),
label_col='click')
X_val, y_val = load_processed_data(pathify('data', 'processed',
'avazu-cv-val.csv'),
label_col='click')
params = {
'alpha': 0.1, # learning rate
'beta': 1, # smoothing parameter for adaptive learning rate
'L1': 1, # L1 regularization, larger value means more regularized
'L2': 1, # L2 regularization, larger value means more regularized
'num_categories':
2**16, # make sure it is the same value with make_features.py
}
ftrl = ftrl_proximal(**params)
ftrl.fit(X_train, y_train, X_val, y_val)
y_pred = []
for x_val in list(X_val.values):
p = ftrl.predict(x_val)
y_pred.append(p)
y_pred = np.array(y_pred)
auc_score = cal_auc(y_val, y_pred)
log.info("auc_score: {:.4f}".format(auc_score))
log_loss = cal_logloss(y_val, y_pred)
log.info("log_loss: {:.4f}".format(log_loss))
save_pickle(ftrl, pathify('models', 'avazu-ftrl.pickle'))
return ftrl
def train_gradientboosting_model():
x_train, y_train = load_processed_data(pathify('data', 'processed',
'avazu-cv-train.csv'),
label_col='click')
x_val, y_val = load_processed_data(pathify('data', 'processed',
'avazu-cv-val.csv'),
label_col='click')
params = {
'learning_rate': 0.1,
'colsample_bytree': 0.8,
'n_estimators': 100,
'gamma': 1,
'max_depth': 6,
'lambda': 1,
'min_child_weight': 5
}
gb = xgb.XGBClassifier(**params)
gb.fit(x_train,
y_train,
eval_metric='auc',
verbose=True,
eval_set=[(x_val, y_val)])
y_pred = gb.predict_proba(x_val)[:, 1]
auc_score = cal_auc(y_val, y_pred)
log.info("auc_score: {:.4f}".format(auc_score))
log_loss = cal_logloss(y_val, y_pred)
log.info("log_loss: {:.4f}".format(log_loss))
save_pickle(gb, pathify('models', 'avazu-gb.pickle'))
return gb
def make_features(input_file, output_file, mode):
count_filename = pathify('data', 'interim',
'avazu-cv-train-count-features.pickle')
if mode in ['test', 'val']:
count_features = load_pickle(count_filename)
else:
count_features = prepare_count_features(input_file)
save_pickle(count_features, count_filename)
fields = make_output_headers() + list(count_features.keys())
with open(output_file, 'w') as csv_file:
writer = csv.DictWriter(csv_file, fields)
writer.writeheader()
for i, row in (iter_as_dict(input_file)):
if is_million(i):
log.info('Write {} mil.rows to {}'.format(i + 1, output_file))
row_to_write = add_count_features_to_row(row, count_features)
row_to_write['hour'] = make_hour_from_row(row)
if mode == 'test':
row_to_write['click'] = -1
writer.writerow(row_to_write)