def test_plot_roc_train_test():
"""
Test the test and train roc curve plot
"""
assert isinstance(
plot_utils.plot_roc_train_test(DATA[3], Y_PRED, DATA[1], Y_PRED_TRAIN),
matplotlib.figure.Figure)
train_test_data_cent,
logscale=True,
density=True,
labels=leg_labels)
plt.savefig(
f'{PLOT_DIR}/train_test_out/{bin_df}_out.pdf')
plot_utils.plot_feature_imp(train_test_data_cent[0],
train_test_data_cent[1],
model_hdl)
plt.savefig(
f'{PLOT_DIR}/train_test_out/feature_imp_training_{bin_df}.pdf'
)
plot_utils.plot_roc_train_test(train_test_data_cent[3],
test_y_score,
train_test_data_cent[1],
train_y_score,
labels=leg_labels)
plt.savefig(
f'{PLOT_DIR}/train_test_out/roc_train_test_{bin_df}.pdf'
)
plt.close('all')
if COMPUTE_SCORES_FROM_EFF:
# get scores corresponding to BDT efficiencies using test set
eff_array = np.arange(0.10, MAX_EFF, 0.01)
score_array = analysis_utils.score_from_efficiency_array(
train_test_data_cent[3],
test_y_score,
efficiency_selected=eff_array,
keep_lower=False)
def train_test(inputCfg, PtBin, OutPutDirPt, TrainTestData, iBin): #pylint: disable=too-many-statements, too-many-branches
'''
function for model training and testing
'''
n_classes = len(np.unique(TrainTestData[3]))
modelClf = xgb.XGBClassifier(use_label_encoder=False)
TrainCols = inputCfg['ml']['training_columns']
HyperPars = inputCfg['ml']['hyper_par'][iBin]
if not isinstance(TrainCols, list):
print('\033[91mERROR: training columns must be defined!\033[0m')
sys.exit()
if not isinstance(HyperPars, dict):
print(
'\033[91mERROR: hyper-parameters must be defined or be an empty dict!\033[0m'
)
sys.exit()
ModelHandl = ModelHandler(modelClf, TrainCols, HyperPars)
# hyperparams optimization
if inputCfg['ml']['hyper_par_opt']['do_hyp_opt']:
print('Perform bayesian optimization')
BayesOptConfig = inputCfg['ml']['hyper_par_opt']['bayes_opt_config']
if not isinstance(BayesOptConfig, dict):
print('\033[91mERROR: bayes_opt_config must be defined!\033[0m')
sys.exit()
if n_classes > 2:
average_method = inputCfg['ml']['roc_auc_average']
roc_method = inputCfg['ml']['roc_auc_approach']
if not (average_method in ['macro', 'weighted']
and roc_method in ['ovo', 'ovr']):
print(
'\033[91mERROR: selected ROC configuration is not valid!\033[0m'
)
sys.exit()
if average_method == 'weighted':
metric = f'roc_auc_{roc_method}_{average_method}'
else:
metric = f'roc_auc_{roc_method}'
else:
metric = 'roc_auc'
print('Performing hyper-parameters optimisation: ...', end='\r')
OutFileHypPars = open(
f'{OutPutDirPt}/HyperParOpt_pT_{PtBin[0]}_{PtBin[1]}.txt', 'wt')
sys.stdout = OutFileHypPars
ModelHandl.optimize_params_bayes(
TrainTestData,
BayesOptConfig,
metric,
nfold=inputCfg['ml']['hyper_par_opt']['nfolds'],
init_points=inputCfg['ml']['hyper_par_opt']['initpoints'],
n_iter=inputCfg['ml']['hyper_par_opt']['niter'],
njobs=inputCfg['ml']['hyper_par_opt']['njobs'])
OutFileHypPars.close()
sys.stdout = sys.__stdout__
print('Performing hyper-parameters optimisation: Done!')
print(
f'Output saved in {OutPutDirPt}/HyperParOpt_pT_{PtBin[0]}_{PtBin[1]}.txt'
)
print(f'Best hyper-parameters:\n{ModelHandl.get_model_params()}')
else:
ModelHandl.set_model_params(HyperPars)
# train and test the model with the updated hyper-parameters
yPredTest = ModelHandl.train_test_model(
TrainTestData,
True,
output_margin=inputCfg['ml']['raw_output'],
average=inputCfg['ml']['roc_auc_average'],
multi_class_opt=inputCfg['ml']['roc_auc_approach'])
yPredTrain = ModelHandl.predict(TrainTestData[0],
inputCfg['ml']['raw_output'])
# save model handler in pickle
ModelHandl.dump_model_handler(
f'{OutPutDirPt}/ModelHandler_pT_{PtBin[0]}_{PtBin[1]}.pickle')
ModelHandl.dump_original_model(
f'{OutPutDirPt}/XGBoostModel_pT_{PtBin[0]}_{PtBin[1]}.model', True)
#plots
LegLabels = [
inputCfg['output']['leg_labels']['Bkg'],
inputCfg['output']['leg_labels']['Prompt']
]
if inputCfg['output']['leg_labels']['FD'] is not None:
LegLabels.append(inputCfg['output']['leg_labels']['FD'])
OutputLabels = [
inputCfg['output']['out_labels']['Bkg'],
inputCfg['output']['out_labels']['Prompt']
]
if inputCfg['output']['out_labels']['FD'] is not None:
OutputLabels.append(inputCfg['output']['out_labels']['FD'])
#_____________________________________________
plt.rcParams["figure.figsize"] = (10, 7)
MLOutputFig = plot_utils.plot_output_train_test(
ModelHandl,
TrainTestData,
80,
inputCfg['ml']['raw_output'],
LegLabels,
inputCfg['plots']['train_test_log'],
density=True)
if n_classes > 2:
for Fig, Lab in zip(MLOutputFig, OutputLabels):
Fig.savefig(
f'{OutPutDirPt}/MLOutputDistr{Lab}_pT_{PtBin[0]}_{PtBin[1]}.pdf'
)
else:
MLOutputFig.savefig(
f'{OutPutDirPt}/MLOutputDistr_pT_{PtBin[0]}_{PtBin[1]}.pdf')
#_____________________________________________
plt.rcParams["figure.figsize"] = (10, 9)
ROCCurveFig = plot_utils.plot_roc(TrainTestData[3], yPredTest, None,
LegLabels,
inputCfg['ml']['roc_auc_average'],
inputCfg['ml']['roc_auc_approach'])
ROCCurveFig.savefig(
f'{OutPutDirPt}/ROCCurveAll_pT_{PtBin[0]}_{PtBin[1]}.pdf')
pickle.dump(
ROCCurveFig,
open(f'{OutPutDirPt}/ROCCurveAll_pT_{PtBin[0]}_{PtBin[1]}.pkl', 'wb'))
#_____________________________________________
plt.rcParams["figure.figsize"] = (10, 9)
ROCCurveTTFig = plot_utils.plot_roc_train_test(
TrainTestData[3], yPredTest, TrainTestData[1], yPredTrain, None,
LegLabels, inputCfg['ml']['roc_auc_average'],
inputCfg['ml']['roc_auc_approach'])
ROCCurveTTFig.savefig(
f'{OutPutDirPt}/ROCCurveTrainTest_pT_{PtBin[0]}_{PtBin[1]}.pdf')
#_____________________________________________
PrecisionRecallFig = plot_utils.plot_precision_recall(
TrainTestData[3], yPredTest, LegLabels)
PrecisionRecallFig.savefig(
f'{OutPutDirPt}/PrecisionRecallAll_pT_{PtBin[0]}_{PtBin[1]}.pdf')
#_____________________________________________
plt.rcParams["figure.figsize"] = (12, 7)
FeaturesImportanceFig = plot_utils.plot_feature_imp(
TrainTestData[2][TrainCols], TrainTestData[3], ModelHandl, LegLabels)
n_plot = n_classes if n_classes > 2 else 1
for iFig, Fig in enumerate(FeaturesImportanceFig):
if iFig < n_plot:
label = OutputLabels[iFig] if n_classes > 2 else ''
Fig.savefig(
f'{OutPutDirPt}/FeatureImportance{label}_pT_{PtBin[0]}_{PtBin[1]}.pdf'
)
else:
Fig.savefig(
f'{OutPutDirPt}/FeatureImportanceAll_pT_{PtBin[0]}_{PtBin[1]}.pdf'
)
return ModelHandl
def train_xgboost_model(signal,
background,
filename_dict,
params,
params_range,
flag_dict,
training_variables='',
testsize=0.5):
'''
Trains an XGBOOST model using hipe4ml and plot output distribution and feature importance
'''
print('Training XGBOOST model')
training_fig_path = filename_dict['analysis_path'] + "/images/training"
train_test_data = train_test_generator([signal, background], [1, 0],
test_size=testsize)
if training_variables == '':
training_variables = train_test_data[0].columns.tolist()
model_clf = xgb.XGBClassifier()
model_hdl = ModelHandler(model_clf, training_variables)
if not flag_dict['use_default_param']:
model_hdl.set_model_params(params)
if flag_dict['benchmark_opt']:
print('Benchamarking optimizers\n')
import time
from sklearn.metrics import roc_auc_score
times_sk = []
roc_sk = []
for i in range(1):
start = time.time()
model_hdl.optimize_params_bayes(train_test_data,
params_range,
'roc_auc',
njobs=-1)
model_hdl.train_test_model(train_test_data, )
y_pred_test = model_hdl.predict(
train_test_data[2], True) #used to evaluate model performance
roc_sk.append(roc_auc_score(train_test_data[3], y_pred_test))
times_sk.append(time.time() - start)
print('\nBAYES OPTIMIZATION WITH SKLEARN')
print('Mean time : ' + str(np.mean(times_sk)))
print('Mean ROC : ' + str(np.mean(roc_sk)))
print('--------------\n')
print('OPTUNA')
time = []
roc = []
for i in range(1):
for key in params:
if isinstance(params[key], str):
params_range[key] = params[key]
model_hdl.optimize_params_optuna(train_test_data,
params_range,
'roc_auc',
timeout=flag_dict['timeout'],
n_jobs=flag_dict['n_jobs'])
model_hdl.train_test_model(train_test_data, )
y_pred_test = model_hdl.predict(
train_test_data[2], True) #used to evaluate model performance
roc.append(roc_auc_score(train_test_data[3], y_pred_test))
print('\nBAYES OPTIMIZATION WITH SKLEARN')
print('Mean time : ' + str(np.mean(times_sk)))
print('Mean ROC : ' + str(np.mean(roc_sk)))
print('--------------\n')
print('OPTUNA')
print('Fixed time : ' + str(np.mean(time)))
print('Mean ROC : ' + str(np.mean(roc)))
print('--------------\n')
if flag_dict['optimize_bayes']:
import time
print('Doing Bayes optimization of hyperparameters\n')
start = time.time()
model_hdl.optimize_params_bayes(train_test_data,
params_range,
'roc_auc',
n_iter=700,
njobs=flag_dict['n_jobs'])
print('Elapsed time: ' + str(time.time() - start))
if flag_dict['optimize_optuna']:
print('Doing Optuna optimization of hyperparameters\n')
for key in params:
if isinstance(params[key], str):
params_range[key] = params[key]
study = model_hdl.optimize_params_optuna(train_test_data,
params_range,
scoring='roc_auc',
timeout=flag_dict['timeout'],
n_jobs=flag_dict['n_jobs'],
n_trials=None)
print('Parameters optimization done!\n')
if flag_dict['plot_optim']:
print('Saving optimization plots')
fig = optuna.visualization.plot_slice(study)
fig.write_image(training_fig_path + '/optuna_slice.png')
fig = optuna.visualization.plot_optimization_history(study)
fig.write_image(training_fig_path + '/optuna_history.png')
'''fig = optuna.visualization.plot_param_importances(study)
fig.write_image(training_fig_path + '/optuna_param_importance.png')
fig = optuna.visualization.plot_contour(study)
fig.write_image(training_fig_path + '/optuna_contour.png')'''
print('Done\n')
import joblib
joblib.dump(study, filename_dict['analysis_path'] + "model/study.pkl")
model_hdl.train_test_model(train_test_data, )
print(model_hdl.get_model_params())
print('Predicting values on training and test datas')
y_pred_train = model_hdl.predict(train_test_data[0], True)
y_pred_test = model_hdl.predict(train_test_data[2],
True) #used to evaluate model performance
print('Prediction done\n')
plt.rcParams["figure.figsize"] = (10, 7)
leg_labels = ['background', 'signal']
print('Saving Output comparison plot')
plt.figure()
ml_out_fig = plot_utils.plot_output_train_test(model_hdl,
train_test_data,
100,
True,
leg_labels,
True,
density=False)
plt.savefig(training_fig_path + '/output_train_test.png',
dpi=300,
facecolor='white')
plt.close()
print('Done\n')
print('Saving ROC AUC plot')
plt.figure()
roc_train_test_fig = plot_utils.plot_roc_train_test(
train_test_data[3], y_pred_test, train_test_data[1], y_pred_train,
None, leg_labels) #ROC AUC plot
plt.savefig(training_fig_path + '/ROC_AUC_train_test.png',
dpi=300,
facecolor='white')
import pickle
with open(training_fig_path + '/ROC_AUC_train_test.pickle', 'wb') as f:
pickle.dump(roc_train_test_fig, f)
plt.close()
print('Done\n')
print('Saving feature importance plots')
plt.figure()
feat_imp_1, feat_imp_2 = plot_utils.plot_feature_imp(train_test_data[2],
train_test_data[3],
model_hdl,
approximate=True)
feat_imp_1.savefig(training_fig_path +
'/feature_importance_HIPE4ML_violin.png',
dpi=300,
facecolor='white')
feat_imp_2.savefig(training_fig_path +
'/feature_importance_HIPE4ML_bar.png',
dpi=300,
facecolor='white')
plt.close()
print('Done\n')
efficiency_score_conversion(train_test_data, y_pred_test, filename_dict)
return train_test_data, y_pred_test, model_hdl
# second condition needed because of issue with Qt libraries
if MAKE_TRAIN_TEST_PLOT and not MAKE_PRESELECTION_EFFICIENCY:
if not os.path.isdir(f'{PLOT_DIR}/train_test_out'):
os.mkdir(f'{PLOT_DIR}/train_test_out')
out_figs = plot_utils.plot_output_train_test(model_hdl, train_test_data_cent, bins=50,
logscale=True, density=True, labels=leg_labels, output_margin=False)
for i_label, label in enumerate(leg_labels):
out_figs[i_label].savefig(f'{PLOT_DIR}/train_test_out/{bin_df}_out_{label}.pdf')
feat_imp = plot_utils.plot_feature_imp(train_test_data_cent[0], train_test_data_cent[1], model_hdl)
for i_label, label in enumerate(leg_labels):
feat_imp[i_label].savefig(f'{PLOT_DIR}/train_test_out/feature_imp_training_{bin_df}_{label}.pdf')
feat_imp[3].savefig(f'{PLOT_DIR}/train_test_out/feature_imp_training_{bin_df}_all.pdf')
plot_utils.plot_roc_train_test(
train_test_data_cent[3],
test_y_score, train_test_data_cent[1],
train_y_score, labels=leg_labels, multi_class_opt="ovr")
plt.savefig(f'{PLOT_DIR}/train_test_out/roc_train_test_{bin_df}.pdf')
plt.close('all')
if COMPUTE_SCORES_FROM_EFF:
pass
# get scores corresponding to BDT prompt efficiencies using test set
eff_selected = np.arange(0.1, MAX_EFF, 0.01)
eff, score = analysis_utils.bdt_efficiency_array(
train_test_data_cent[3], test_y_score, keep_lower=False)
score_list = []
for eff_val in eff_selected:
interp = scipy.interpolate.InterpolatedUnivariateSpline(score, eff[2]-eff_val)
score_list.append(interp.roots()[0])
def do_hipe4mlplot(self):
self.logger.info("Plotting hipe4ml model")
leglabels = ["Background", "Prompt signal"]
outputlabels = ["Bkg", "SigPrompt"]
# _____________________________________________
plot_utils.plot_distr([self.bkghandler, self.signalhandler],
self.v_train, 100, leglabels)
plt.subplots_adjust(left=0.06,
bottom=0.06,
right=0.99,
top=0.96,
hspace=0.55,
wspace=0.55)
figname = f'{self.dirmlplot}/DistributionsAll_pT_{self.p_binmin}_{self.p_binmax}.pdf'
plt.savefig(figname)
plt.close('all')
# _____________________________________________
corrmatrixfig = plot_utils.plot_corr(
[self.bkghandler, self.signalhandler], self.v_train, leglabels)
for figg, labb in zip(corrmatrixfig, outputlabels):
plt.figure(figg.number)
plt.subplots_adjust(left=0.2, bottom=0.25, right=0.95, top=0.9)
figname = f'{self.dirmlplot}/CorrMatrix{labb}_pT_{self.p_binmin}_{self.p_binmax}.pdf'
figg.savefig(figname)
# _____________________________________________
plt.rcParams["figure.figsize"] = (10, 7)
mloutputfig = plot_utils.plot_output_train_test(
self.p_hipe4ml_model,
self.traintestdata,
80,
self.raw_output_hipe4ml,
leglabels,
self.train_test_log_hipe4ml,
density=True)
figname = f'{self.dirmlplot}/MLOutputDistr_pT_{self.p_binmin}_{self.p_binmax}.pdf'
mloutputfig.savefig(figname)
# _____________________________________________
plt.rcParams["figure.figsize"] = (10, 9)
roccurvefig = plot_utils.plot_roc(self.traintestdata[3],
self.ypredtest_hipe4ml, None,
leglabels,
self.average_method_hipe4ml,
self.roc_method_hipe4ml)
figname = f'{self.dirmlplot}/ROCCurveAll_pT_{self.p_binmin}_{self.p_binmax}.pdf'
roccurvefig.savefig(figname)
# _____________________________________________
plt.rcParams["figure.figsize"] = (10, 9)
roccurvettfig = plot_utils.plot_roc_train_test(
self.traintestdata[3], self.ypredtest_hipe4ml,
self.traintestdata[1], self.ypredtrain_hipe4ml, None, leglabels,
self.average_method_hipe4ml, self.roc_method_hipe4ml)
figname = f'{self.dirmlplot}/ROCCurveTrainTest_pT_{self.p_binmin}_{self.p_binmax}.pdf'
roccurvettfig.savefig(figname)
# _____________________________________________
precisionrecallfig = plot_utils.plot_precision_recall(
self.traintestdata[3], self.ypredtest_hipe4ml, leglabels)
figname = f'{self.dirmlplot}/PrecisionRecallAll_pT_{self.p_binmin}_{self.p_binmax}.pdf'
precisionrecallfig.savefig(figname)
# _____________________________________________
plt.rcParams["figure.figsize"] = (12, 7)
featuresimportancefig = plot_utils.plot_feature_imp(
self.traintestdata[2][self.v_train], self.traintestdata[3],
self.p_hipe4ml_model, leglabels)
for i in range(0, len(featuresimportancefig)):
figname = (f'{self.dirmlplot}/FeatureImportanceOpt{i}_'
f'pT_{self.p_binmin}_{self.p_binmax}.pdf')
featuresimportancefig[i].savefig(figname)