def xgBoost(df,
test_split=0.2,
sampler=None,
param_dist=None,
nreps=1,
pca=None,
plotImportance=False):
smt = sampler
avg_auc = 0
avg_acc = 0
clf = None
for rep in range(nreps):
testDf, trainDf = models.testTrainSplitDataframe(df,
test_size=test_split)
trainX, trainY = models.dataFrameCleanGetLabels(trainDf)
X_smt, y_smt = models.resampleData(trainX, trainY, resampler=smt)
if param_dist is None:
param_dist = dict(
max_depth=7,
learning_rate=0.1,
n_estimators=40,
gamma=10,
scale_pos_weight=1,
base_score=sum(y_smt) / len(y_smt),
subsample=1,
#colsample_bytree=0.3,
objective='binary:logistic')
print('XGBoost training class distribution:', Counter(y_smt))
# class_balance = len(y) / sum(y) - 1 # n_negative / n_positive
#param_dist = { 'objective':'binary:logistic', 'n_estimators': 2 }
testX, testY = models.dataFrameCleanGetLabels(testDf)
if pca:
X_smt = pca.transform(X_smt)
testX = pca.transform(testX)
auc, acc, clf = models.trainAndTestXGBoost(X_smt,
y_smt,
testX,
testY,
param_dist,
verbose=True)
avg_auc += auc
avg_acc += acc
avg_auc /= nreps
avg_acc /= nreps
if plotImportance:
plot_importance(clf)
plt.show()
return avg_auc, avg_acc
def feedforward(df,
test_split=0.2,
sampler=None,
opt=None,
batchSize=200,
num_models=1):
if opt is None:
opt = dict(cuda=True,
batchSize=batchSize,
testBatchSize=80,
lr=0.00005,
nEpochs=60,
threads=4,
seed=123,
checkpoint_dir='.')
if opt['cuda'] and not torch.cuda.is_available():
raise Exception("No GPU found, please run without cuda enabled.")
#torch.manual_seed(opt['seed'])
device = torch.device("cuda" if opt['cuda'] else "cpu")
testDf, trainDf = models.testTrainSplitDataframe(df, test_size=0.2)
trainX, trainY = models.dataFrameCleanGetLabels(trainDf, labelType=float)
testX, testY = models.dataFrameCleanGetLabels(testDf, labelType=float)
trainX = np.array(trainX)
testX = np.array(testX)
trainY = np.array(trainY)
testY = np.array(testY)
num_features = trainX.shape[1]
modelsList = []
for idx in range(num_models):
print('Ensemble Model', idx)
print('\tResampling model training data')
trainX, validateX, trainY, validateY = train_test_split(trainX,
trainY,
test_size=0.2)
X_smt, y_smt = models.resampleData(trainX, trainY, resampler=sampler)
train_data = []
for i in range(len(X_smt)):
train_data.append([X_smt[i], y_smt[i]])
test_data = []
for i in range(len(testX)):
test_data.append([testX[i], testY[i]])
training_data_loader = DataLoader(dataset=train_data,
num_workers=opt['threads'],
batch_size=opt['batchSize'],
shuffle=True)
testing_data_loader = DataLoader(dataset=test_data,
num_workers=opt['threads'],
batch_size=opt['testBatchSize'],
shuffle=False)
model = Feedforward(num_features).to(device)
criterion = nn.BCELoss()
#criterion = nn.MSELoss()
optimizer = optim.Adam(model.parameters(), lr=opt['lr'])
print('\tTraining Model...')
print('\tEpoch ... ', end='')
for epoch in range(1, opt['nEpochs'] + 1):
train(model, training_data_loader, optimizer, criterion, device,
epoch)
test(model, testing_data_loader, criterion, device)
print(' {}'.format(epoch), end='')
#print(' Model trained.')
#print('\tModel final BCE -- Train: {}, Validate: {}'.format(trainMSE, testMSE))
#print('\tChecking model against validation data')
model.eval()
model.to(torch.device("cpu"))
preds = model(torch.from_numpy(validateX))
preds = preds.detach().numpy()
preds = [1 if val >= 0.5 else 0 for val in preds]
print('\n\tModel AUC:', performance.getAUC(validateY, preds))
modelsList.append(model)
ensembledPredictions = models.getEnsemblePredictionsNN(modelsList, testX)
auc = performance.getAUC(testY, ensembledPredictions)
acc = performance.getAccuracy(testY, ensembledPredictions)
return auc, acc
def feedforwardKFold(df,
test_size=0.2,
sampler=None,
opt=None,
batchSize=100,
k=5,
nreps=1):
if opt is None:
opt = dict(cuda=True,
batchSize=batchSize,
testBatchSize=80,
lr=0.00005,
nEpochs=60,
threads=4,
seed=123,
checkpoint_dir='.')
if opt['cuda'] and not torch.cuda.is_available():
raise Exception("No GPU found, please run without cuda enabled.")
#torch.manual_seed(opt['seed'])
device = torch.device("cuda" if opt['cuda'] else "cpu")
testDf, trainDf = models.testTrainSplitDataframe(df, test_size=test_size)
if test_size == 0.0:
testDf = None
trainDf = df
else:
testDf, trainDf = models.testTrainSplitDataframe(df,
test_size=test_size)
trainDf, labels = models.dataFrameGetLabels(df, labelType=float)
trainDf, labels = models.resampleData(trainDf, labels, resampler=sampler)
foldsCollection = crossValidate.getKfolds(trainDf,
'osu18_groups.tsv',
k,
nreps=nreps)
modelList = []
avg_auc = 0
avg_accuracy = 0
for rep, foldGroup in enumerate(foldsCollection):
foldList = foldGroup[0]
labelList = foldGroup[1]
print('Rep {}'.format(rep))
fold_auc = 0
fold_acc = 0
for idx in range(len(foldList)):
testX = foldList[idx]
testY = labelList[idx]
print('\tFold {}'.format(idx))
print('\t\tTest Size: {}'.format(testX.shape[0]))
#trainX = crossValidate.getRemainder(foldList, testX)
#trainY = crossValidate.getRemainder(labelList, testY)
trainX = np.empty(shape=[0, testX.shape[1]])
trainY = np.empty(shape=[
0,
])
num_features = trainX.shape[1]
for j in range(len(foldList)):
if j != idx:
trainX = np.concatenate((trainX, foldList[j]), axis=0)
trainY = np.concatenate((trainY, labelList[j]), axis=0)
X_smt = trainX
y_smt = trainY
train_data = []
for i in range(len(X_smt)):
train_data.append([X_smt[i], y_smt[i]])
test_data = []
for i in range(len(testX)):
test_data.append([testX[i], testY[i]])
training_data_loader = DataLoader(dataset=train_data,
num_workers=opt['threads'],
batch_size=opt['batchSize'],
shuffle=True)
testing_data_loader = DataLoader(dataset=test_data,
num_workers=opt['threads'],
batch_size=opt['testBatchSize'],
shuffle=False)
model = Feedforward(num_features).to(device)
criterion = nn.BCELoss()
#criterion = nn.MSELoss()
optimizer = optim.Adam(model.parameters(), lr=opt['lr'])
print('\tTraining Model...')
print('\tEpoch ... ', end='')
for epoch in range(1, opt['nEpochs'] + 1):
train(model, training_data_loader, optimizer, criterion,
device, epoch)
test(model, testing_data_loader, criterion, device)
print(' {}'.format(epoch), end='')
#print(' Model trained.')
#print('\tModel final BCE -- Train: {}, Validate: {}'.format(trainMSE, testMSE))
#print('\tChecking model against validation data')
model.eval()
model.to(torch.device("cpu"))
preds = model(torch.from_numpy(testX))
preds = preds.detach().numpy()
preds = [1 if val >= 0.5 else 0 for val in preds]
print('\tModel AUC:', performance.getAUC(testY, preds))
curr_auc = performance.getAUC(testY, preds)
curr_accuracy = performance.getAccuracy(testY, preds)
fold_auc += curr_auc
fold_acc += curr_accuracy
modelList.append(model)
fold_auc /= k
fold_acc /= k
print('Average K-Fold AUC for all folds: {}'.format(fold_auc))
avg_auc += fold_auc
avg_accuracy += fold_acc
avg_auc /= nreps
avg_accuracy /= nreps
if testDf is not None:
testX, testY = models.dataFrameCleanGetLabels(testDf)
testX = np.array(testX)
testY = np.array(testY)
ensembledPredictions = models.getEnsemblePredictionsNN(
modelList, testX)
print('Final Ensemble Predictions')
ens_auc = performance.getAUC(testY, ensembledPredictions)
ens_acc = performance.getAccuracy(testY, ensembledPredictions)
return ens_auc, ens_acc
else:
return avg_auc, avg_accuracy
def xgBoostKFold(df,
test_split=0.2,
sampler=None,
param_dist=None,
k=10,
nreps=1):
if test_split == 0.0:
testDf = None
trainDf = df
else:
testDf, trainDf = models.testTrainSplitDataframe(df,
test_size=test_split)
trainDf, labels = models.dataFrameGetLabels(trainDf, labelType=int)
trainDf, labels = models.resampleData(trainDf, labels, resampler=sampler)
print('XGBoost k-fold training class distribution:', Counter(labels))
k = 5
foldsCollection = crossValidate.getKfolds(trainDf,
'osu18_groups.tsv',
k,
nreps=nreps)
modelList = []
avg_auc = 0
avg_accuracy = 0
for rep, foldGroup in enumerate(foldsCollection):
foldList = foldGroup[0]
labelList = foldGroup[1]
print('Rep {}'.format(rep))
fold_auc = 0
fold_accuracy = 0
for idx in range(len(foldList)):
testX = foldList[idx]
testY = labelList[idx]
print('\tFold {}'.format(idx))
print('\t\tTest Size: {}'.format(testX.shape[0]))
#trainX = crossValidate.getRemainder(foldList, testX)
#trainY = crossValidate.getRemainder(labelList, testY)
trainX = np.empty(shape=[0, testX.shape[1]])
trainY = np.empty(shape=[
0,
])
for j in range(len(foldList)):
if j != idx:
trainX = np.concatenate((trainX, foldList[j]), axis=0)
trainY = np.concatenate((trainY, labelList[j]), axis=0)
X_smt = trainX
y_smt = trainY
_RANDOM_STATE = 1337
# class_balance = len(y) / sum(y) - 1 # n_negative / n_positive
rare_event_rate = sum(y_smt) / len(y_smt)
if param_dist is None:
param_dist = dict(
max_depth=7,
learning_rate=0.1,
n_estimators=40,
gamma=10,
scale_pos_weight=1,
base_score=rare_event_rate,
subsample=1,
#colsample_bytree=0.3,
objective='binary:logistic')
#param_dist = { 'objective':'binary:logistic', 'n_estimators': 2 }
curr_auc, curr_accuracy, clf = models.trainAndTestXGBoost(
X_smt, y_smt, testX, testY, param_dist)
print('Current fold AUC: {}'.format(curr_auc))
print('Current fold accuracy: {}'.format(curr_accuracy))
fold_auc += curr_auc
fold_accuracy += curr_accuracy
modelList.append(clf)
fold_auc /= k
fold_accuracy /= k
print('Average K-Fold AUC for all folds: {}'.format(fold_auc))
avg_auc += fold_auc
avg_accuracy += fold_accuracy
avg_auc /= nreps
avg_accuracy /= nreps
if testDf is not None:
testX, testY = models.dataFrameCleanGetLabels(testDf)
testX = np.array(testX)
testY = np.array(testY)
ensembledPredictions = models.getEnsemblePredictionsXGBoost(
modelList, testX)
print('Final Ensemble Predictions')
ens_auc = performance.getAUC(testY, ensembledPredictions)
ens_acc = performance.getAccuracy(testY, ensembledPredictions)
return ens_auc, ens_acc
else:
return avg_auc, avg_accuracy
help="directory to save checkpoints into")
opt = parser.parse_args()
print(opt)
if opt.cuda and not torch.cuda.is_available():
raise Exception("No GPU found, please run without --cuda")
torch.manual_seed(opt.seed)
device = torch.device("cuda" if opt.cuda else "cpu")
print('==> Loading datasets')
df = pandas.read_csv('osu18_cerenkov_feat_mat.tsv', sep='\t')
testDf, trainDf = models.testTrainSplitDataframe(df, test_size=0.2)
print('==> Splitting Data Set into Train/Test sets')
trainX, trainY = models.dataFrameCleanGetLabels(trainDf, labelType=float)
testX, testY = models.dataFrameCleanGetLabels(testDf, labelType=float)
trainX = np.array(trainX)
testX = np.array(testX)
trainY = np.array(trainY)
testY = np.array(testY)
num_features = trainX.shape[1]
modelsList = []
for idx in range(opt.num_models):