def test_unsupervised(self):
observations = lib.load_lending_club()
# Train /test split
train_observations, test_observations = train_test_split(observations)
train_observations = train_observations.copy()
test_observations = test_observations.copy()
# Unsupervised
data_type_dict = {
'numerical': [
'loan_amnt', 'annual_inc', 'open_acc', 'dti', 'delinq_2yrs',
'inq_last_6mths', 'mths_since_last_delinq', 'pub_rec',
'revol_bal', 'revol_util', 'total_acc', 'pub_rec_bankruptcies'
],
'categorical': [
'term', 'grade', 'emp_length', 'home_ownership', 'loan_status',
'addr_state', 'application_type'
],
'text': ['desc', 'purpose', 'title']
}
auto = Automater(data_type_dict=data_type_dict)
self.assertFalse(auto.supervised)
expected_input_vars = reduce(lambda x, y: x + y,
data_type_dict.values())
self.assertCountEqual(expected_input_vars, auto.input_vars)
self.assertEqual(None, auto.output_var)
self.assertTrue(isinstance(auto.input_mapper, DataFrameMapper))
self.assertIsNone(auto.output_mapper)
self.assertFalse(auto.fitted)
self.assertRaises(AssertionError, auto._check_has_response_var)
# Test fit
auto.fit(train_observations)
self.assertTrue(auto.fitted)
self.assertIsNotNone(auto.input_mapper.built_features)
self.assertTrue(isinstance(auto.input_layers, list))
self.assertEqual(len(expected_input_vars), len(auto.input_layers))
self.assertIsNotNone(auto.input_nub)
self.assertIsNone(auto.output_nub)
self.assertIsNone(auto.output_mapper)
# Test transform, df_out=False
X, y = auto.transform(test_observations)
self.assertTrue(isinstance(X, list))
self.assertIsNone(y)
self.assertEqual(test_observations.shape[0],
X[0].shape[0]) # Correct number of rows back
# Test transform, df_out=True
transformed_observations = auto.transform(test_observations,
df_out=True)
self.assertTrue(isinstance(transformed_observations, pandas.DataFrame))
self.assertEqual(
test_observations.shape[0],
transformed_observations.shape[0]) # Correct number of rows back
def main():
# List out which components are supplied by Automater
# In this example, we're utilizing X and y generated by the Automater, auto.input_nub, auto.input_layers,
# auto.output_nub, and auto.suggest_loss
save_results = True
# Load data
observations = lib.load_lending_club()
print('Observation columns: {}'.format(list(observations.columns)))
print('Class balance:\n {}'.format(observations['loan_status'].value_counts()))
# Train /test split
train_observations, test_observations = train_test_split(observations)
train_observations = train_observations.copy()
test_observations = test_observations.copy()
# List out variable types
data_type_dict = {'numerical': ['loan_amnt', 'annual_inc', 'open_acc', 'dti', 'delinq_2yrs',
'inq_last_6mths', 'mths_since_last_delinq', 'pub_rec', 'revol_bal',
'revol_util',
'total_acc', 'pub_rec_bankruptcies'],
'categorical': ['term', 'grade', 'emp_length', 'home_ownership', 'loan_status', 'addr_state',
'application_type', 'disbursement_method'],
'text': ['desc', 'purpose', 'title']}
output_var = 'loan_status'
# Create and fit Automater
auto = Automater(data_type_dict=data_type_dict, output_var=output_var)
auto.fit(train_observations)
# Transform data
train_X, train_y = auto.fit_transform(train_observations)
test_X, test_y = auto.transform(test_observations)
# Create and fit keras (deep learning) model.
x = auto.input_nub
x = Dense(32)(x)
x = Dense(32)(x)
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
model.compile(optimizer='adam', loss=auto.suggest_loss())
model.fit(train_X, train_y)
# Make model predictions and inverse transform model predictions, to get usable results
pred_test_y = model.predict(test_X)
auto.inverse_transform_output(pred_test_y)
# Save all results
if save_results:
temp_dir = lib.get_temp_dir()
model.save(os.path.join(temp_dir, 'model.h5py'))
pickle.dump(train_X, open(os.path.join(temp_dir, 'train_X.pkl'), 'wb'))
pickle.dump(train_y, open(os.path.join(temp_dir, 'train_y.pkl'), 'wb'))
pickle.dump(test_X, open(os.path.join(temp_dir, 'test_X.pkl'), 'wb'))
pickle.dump(test_y, open(os.path.join(temp_dir, 'test_y.pkl'), 'wb'))
pickle.dump(pred_test_y, open(os.path.join(temp_dir, 'pred_test_y.pkl'), 'wb'))
def main():
logging.getLogger().setLevel(logging.INFO)
# Reference variables
test_run = True
observations = load_lending_club()
if test_run:
observations = observations.sample(n=100)
# Transform the data set, using keras_pandas
categorical_vars = [
'term', 'grade', 'sub_grade', 'emp_length', 'home_ownership',
'verification_status', 'issue_d', 'pymnt_plan', 'purpose',
'addr_state', 'initial_list_status', 'application_type',
'disbursement_method', 'loan_status'
]
numerical_vars = [
'loan_amnt', 'funded_amnt', 'funded_amnt_inv', 'annual_inc',
'installment', 'dti', 'inq_last_6mths', 'open_acc', 'pub_rec',
'revol_bal', 'total_acc', 'pub_rec_bankruptcies', 'int_rate',
'revol_util'
]
text_vars = ['desc', 'title']
for categorical_var in categorical_vars:
observations[categorical_var] = observations[categorical_var].fillna(
'None')
observations[categorical_var] = observations[categorical_var].apply(
str)
auto = Automater(categorical_vars=categorical_vars,
numerical_vars=numerical_vars,
text_vars=text_vars,
response_var='loan_status')
X, y = auto.fit_transform(observations)
# Start model with provided input nub
x = auto.input_nub
# Fill in your own hidden layers
x = Dense(8)(x)
x = Dense(16, activation='relu')(x)
x = Dense(8)(x)
# End model with provided output nub
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
model.compile(optimizer='Adam', loss=auto.loss, metrics=['accuracy'])
# Train model
logging.warning(
'Settle in! This training normally takes about 5-20 minutes on CPU')
model.fit(X, y, epochs=1, validation_split=.2)
pass
def test_lending(self):
observations = load_lending_club()
# Check datatypes
self.assertIsInstance(observations, pandas.DataFrame)
# Check columns
self.assertCountEqual([
'id', 'member_id', 'loan_amnt', 'funded_amnt', 'funded_amnt_inv',
'term', 'int_rate', 'installment', 'grade', 'sub_grade',
'emp_title', 'emp_length', 'home_ownership', 'annual_inc',
'verification_status', 'issue_d', 'loan_status', 'pymnt_plan',
'url', 'desc', 'purpose', 'title', 'zip_code', 'addr_state', 'dti',
'delinq_2yrs', 'earliest_cr_line', 'inq_last_6mths',
'mths_since_last_delinq', 'mths_since_last_record', 'open_acc',
'pub_rec', 'revol_bal', 'revol_util', 'total_acc',
'initial_list_status', 'out_prncp', 'out_prncp_inv', 'total_pymnt',
'total_pymnt_inv', 'total_rec_prncp', 'total_rec_int',
'total_rec_late_fee', 'recoveries', 'collection_recovery_fee',
'last_pymnt_d', 'last_pymnt_amnt', 'next_pymnt_d',
'last_credit_pull_d', 'collections_12_mths_ex_med',
'mths_since_last_major_derog', 'policy_code', 'application_type',
'annual_inc_joint', 'dti_joint', 'verification_status_joint',
'acc_now_delinq', 'tot_coll_amt', 'tot_cur_bal', 'open_acc_6m',
'open_act_il', 'open_il_12m', 'open_il_24m', 'mths_since_rcnt_il',
'total_bal_il', 'il_util', 'open_rv_12m', 'open_rv_24m',
'max_bal_bc', 'all_util', 'total_rev_hi_lim', 'inq_fi',
'total_cu_tl', 'inq_last_12m', 'acc_open_past_24mths',
'avg_cur_bal', 'bc_open_to_buy', 'bc_util',
'chargeoff_within_12_mths', 'delinq_amnt', 'mo_sin_old_il_acct',
'mo_sin_old_rev_tl_op', 'mo_sin_rcnt_rev_tl_op', 'mo_sin_rcnt_tl',
'mort_acc', 'mths_since_recent_bc', 'mths_since_recent_bc_dlq',
'mths_since_recent_inq', 'mths_since_recent_revol_delinq',
'num_accts_ever_120_pd', 'num_actv_bc_tl', 'num_actv_rev_tl',
'num_bc_sats', 'num_bc_tl', 'num_il_tl', 'num_op_rev_tl',
'num_rev_accts', 'num_rev_tl_bal_gt_0', 'num_sats',
'num_tl_120dpd_2m', 'num_tl_30dpd', 'num_tl_90g_dpd_24m',
'num_tl_op_past_12m', 'pct_tl_nvr_dlq', 'percent_bc_gt_75',
'pub_rec_bankruptcies', 'tax_liens', 'tot_hi_cred_lim',
'total_bal_ex_mort', 'total_bc_limit',
'total_il_high_credit_limit', 'revol_bal_joint',
'sec_app_earliest_cr_line', 'sec_app_inq_last_6mths',
'sec_app_mort_acc', 'sec_app_open_acc', 'sec_app_revol_util',
'sec_app_open_act_il', 'sec_app_num_rev_accts',
'sec_app_chargeoff_within_12_mths',
'sec_app_collections_12_mths_ex_med',
'sec_app_mths_since_last_major_derog', 'hardship_flag',
'hardship_type', 'hardship_reason', 'hardship_status',
'deferral_term', 'hardship_amount', 'hardship_start_date',
'hardship_end_date', 'payment_plan_start_date', 'hardship_length',
'hardship_dpd', 'hardship_loan_status',
'orig_projected_additional_accrued_interest',
'hardship_payoff_balance_amount', 'hardship_last_payment_amount',
'disbursement_method', 'debt_settlement_flag',
'debt_settlement_flag_date', 'settlement_status',
'settlement_date', 'settlement_amount', 'settlement_percentage',
'settlement_term'
], observations.columns)
def test_inverse_transform_numerical_response(self):
# :oad data
observations = lib.load_lending_club()
# Set to test run
observations = observations.sample(n=100)
# Declare variable types
categorical_vars = ['term', 'grade', 'sub_grade', 'emp_length', 'home_ownership', 'verification_status',
'issue_d',
'pymnt_plan', 'purpose', 'addr_state', 'initial_list_status', 'application_type',
'disbursement_method', 'loan_status']
numerical_vars = ['loan_amnt', 'funded_amnt', 'funded_amnt_inv', 'annual_inc', 'installment', 'dti',
'inq_last_6mths', 'open_acc', 'pub_rec', 'revol_bal', 'total_acc', 'pub_rec_bankruptcies',
'int_rate', 'revol_util']
text_vars = ['desc', 'title']
# Manual null filling
for categorical_var in categorical_vars:
observations[categorical_var] = observations[categorical_var].fillna('None')
observations[categorical_var] = observations[categorical_var].apply(str)
auto = Automater(categorical_vars=categorical_vars, numerical_vars=numerical_vars, text_vars=text_vars,
response_var='funded_amnt')
X, y = auto.fit_transform(observations)
# Start model with provided input nub
x = auto.input_nub
# Fill in your own hidden layers
x = Dense(8)(x)
x = Dense(16, activation='relu')(x)
x = Dense(8)(x)
# End model with provided output nub
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
model.compile(optimizer='Adam', loss=auto.loss, metrics=['accuracy'])
# Train model
logging.warning('Settle in! This training normally takes about 5-20 minutes on CPU')
model.fit(X, y, epochs=1, validation_split=.2)
unscaled_preds = model.predict(X)
logging.debug('unscaled_preds: {}'.format(list(unscaled_preds)))
scaled_preds = auto.inverse_transform_output(unscaled_preds)
logging.debug('scaled_preds: {}'.format(list(scaled_preds)))
self.assertNotAlmostEquals(0, numpy.mean(scaled_preds))
self.assertNotAlmostEquals(1, numpy.std(scaled_preds))
def main():
# Load data
observations = lib.load_lending_club()
print('Observation columns: {}'.format(list(observations.columns)))
print('Class balance:\n {}'.format(
observations['loan_status'].value_counts()))
# Heuristic data transformations
for var in ['int_rate', 'revol_util']:
# Strip out percent signs
observations[var] = observations[var].apply(
lambda x: str(x).replace('%', ''))
observations[var] = pandas.to_numeric(observations[var],
errors='coerce')
for var in ['mths_since_last_delinq', 'annual_inc_joint']:
# Heuristic null filling for some variables
observations[var] = observations[var].fillna(0)
# List out variable types
numerical_vars = [
'loan_amnt', 'annual_inc', 'open_acc', 'dti', 'delinq_2yrs',
'inq_last_6mths', 'mths_since_last_delinq', 'pub_rec', 'revol_bal',
'revol_util', 'total_acc', 'pub_rec_bankruptcies'
]
categorical_vars = [
'term', 'grade', 'emp_length', 'home_ownership', 'addr_state',
'application_type', 'disbursement_method'
]
text_vars = ['desc', 'purpose', 'title']
# Train /test split
train_observations, test_observations = train_test_split(observations)
train_observations = train_observations.copy()
test_observations = test_observations.copy()
# Create and fit Automater
auto = Automater(numerical_vars=numerical_vars,
categorical_vars=categorical_vars,
text_vars=text_vars,
response_var='loan_amnt')
auto.fit(train_observations)
# Create and fit keras (deep learning) model
# The auto.transform, auto.input_nub, auto.input_layers, and auto.loss are provided by keras-pandas, and
# everything else is core Keras
train_X, train_y = auto.transform(train_observations)
test_X, test_y = auto.transform(test_observations)
x = auto.input_nub
x = Dense(32)(x)
x = Dense(32, activation='relu')(x)
x = Dense(32)(x)
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
model.compile(optimizer='Adam', loss=auto.loss, metrics=['accuracy'])
model.fit(train_X, train_y)
test_y_pred = model.predict(test_X)
# Inverse transform model output, to get usable results and save all results
test_observations[auto.response_var +
'_pred'] = auto.inverse_transform_output(test_y_pred)
print('Predictions: {}'.format(test_observations[auto.response_var +
'_pred']))
pass
def test_supervised(self):
observations = lib.load_lending_club()
# Train /test split
train_observations, test_observations = train_test_split(observations)
train_observations = train_observations.copy()
test_observations = test_observations.copy()
# Supervised
data_type_dict = {
'numerical': [
'loan_amnt', 'annual_inc', 'open_acc', 'dti', 'delinq_2yrs',
'inq_last_6mths', 'mths_since_last_delinq', 'pub_rec',
'revol_bal', 'revol_util', 'total_acc', 'pub_rec_bankruptcies'
],
'categorical': [
'term', 'grade', 'emp_length', 'home_ownership', 'loan_status',
'addr_state', 'application_type'
],
'text': ['desc', 'purpose', 'title']
}
output_var = 'loan_status'
auto = Automater(data_type_dict=data_type_dict, output_var=output_var)
self.assertTrue(auto.supervised)
expected_input_vars = reduce(lambda x, y: x + y,
data_type_dict.values())
expected_input_vars.remove(output_var)
self.assertCountEqual(expected_input_vars, auto.input_vars)
self.assertEqual(output_var, auto.output_var)
self.assertTrue(isinstance(auto.input_mapper, DataFrameMapper))
self.assertTrue(isinstance(auto.output_mapper, DataFrameMapper))
self.assertFalse(auto.fitted)
self.assertRaises(AssertionError, auto._check_fitted)
# Test fit
auto.fit(train_observations)
self.assertTrue(auto.fitted)
self.assertIsNotNone(auto.input_mapper.built_features)
self.assertTrue(isinstance(auto.input_layers, list))
self.assertEqual(len(expected_input_vars), len(auto.input_layers))
self.assertIsNotNone(auto.input_nub)
self.assertIsNotNone(auto.output_nub)
self.assertIsNotNone(auto.output_mapper.built_features)
# Test transform, df_out=False
train_X, train_y = auto.transform(train_observations)
test_X, test_y = auto.transform(test_observations)
self.assertTrue(isinstance(test_X, list))
self.assertTrue(isinstance(test_y, numpy.ndarray))
self.assertEqual(test_observations.shape[0],
test_X[0].shape[0]) # Correct number of rows back
self.assertEqual(test_observations.shape[0],
test_y.shape[0]) # Correct number of rows back
# Test transform, df_out=True
transformed_observations = auto.transform(test_observations,
df_out=True)
self.assertTrue(isinstance(transformed_observations, pandas.DataFrame))
self.assertEqual(
test_observations.shape[0],
transformed_observations.shape[0]) # Correct number of rows back
# Test suggest_loss
suggested_loss = auto.suggest_loss()
self.assertTrue(callable(suggested_loss))
# Test model building
x = auto.input_nub
x = Dense(32)(x)
x = auto.output_nub(x)
model = Model(inputs=auto.input_layers, outputs=x)
model.compile(optimizer='Adam', loss=auto.suggest_loss())
model.fit(train_X, train_y)
pred_y = model.predict(test_X)
# Test inverse_transform_output
inv_transformed_pred_y = auto.inverse_transform_output(pred_y)
self.assertEqual(test_observations.shape[0],
inv_transformed_pred_y.shape[0])
