def learning_curve(classifier, y, train, cv, n=15):
"""Plot train and cv loss for increasing train sample sizes."""
chunk = int(len(y)/n)
n_samples = []
train_losses = []
cv_losses = []
previous_cache_dir = classifier.cache_dir
classifier.cache_dir = "diagnostics"
for i in range(n):
train_subset = train[:(i + 1)*chunk]
preds_cv = classifier.fit_predict(y, train_subset, cv,
show_steps=False)
preds_train = classifier.fit_predict(y, train_subset, train_subset,
show_steps=False)
n_samples.append((i + 1)*chunk)
cv_losses.append(hinge_loss(y[cv], preds_cv))
train_losses.append(hinge_loss(y[train_subset], preds_train))
classifier.cache_dir = previous_cache_dir
plt.clf()
plt.plot(n_samples, train_losses, 'r--', n_samples, cv_losses, 'b--')
plt.ylim([min(train_losses) - .01, max(cv_losses) + .01])
plt.savefig('plots/learning_curve.png')
plt.show()
def check_lambda(datanm, samples_per_class, Cs, num_classes, gamma, num_iter = 100, kernel = 'linear', strat = 'ovr'):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.3, train_size=0.7, random_state=None)
ans = np.zeros((len(Cs), len(gamma), 4))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
for j, g in enumerate(gamma):
for i, C in enumerate(Cs):
clf = svm.SVC(C=C, kernel=kernel, degree=3, gamma=g, coef0=0.0, shrinking=True,
probability=False, tol=0.001, cache_size=10000, class_weight=None,
verbose=False, max_iter=-1, decision_function_shape=strat, random_state=None)
clf.fit(train_data[0], train_data[1])
out_train = clf.decision_function(train_data[0])
out_valid = clf.decision_function(valid_data[0])
ans[i, j, 2] += hinge_loss(train_data[1], out_train, range(num_classes))
ans[i, j, 3] += hinge_loss(valid_data[1], out_valid, range(num_classes))
#ans[i, j, 0] += log_loss(train_data[1], clf.predict_proba(train_data[0]))
#ans[i, j, 1] += log_loss(valid_data[1], clf.predict_proba(valid_data[0]))
ans[:, :, :] /= num_iter
np.savez("svm_lambda_" + kernel + '_' + strat, ans= ans, Cs = Cs, num_iter = num_iter, num_classes = num_classes, samples_per_class = samples_per_class)
return ans
def svm(x, y, p):
##Default parameters
default_parameters = [
0.001, 1000
] ##Parameters with order: Tolerance, maximum iteration
##set custom parameters
for i in range(len(p)):
if p[i] != "":
default_parameters[i] = p[i]
##create model
model = LinearSVC(tol=default_parameters[0],
max_iter=default_parameters[1])
##Train and test
accuracy = [
model.fit(x[train], y[train]).score(x[test], y[test])
for train, test in kf.split(x)
]
res = np.array(accuracy)
print("\nSupport Vector Machine\n----------------------\nAccuracy: %.2f" %
res.mean())
print("Loss: %.2f" % hinge_loss(y, model.decision_function(x)))
info = [
'%.2f' % res.mean(),
'%.2f' % hinge_loss(y, model.decision_function(x))
]
return model, info, default_parameters
def learning_curve(classifier, y, train, cv, n=15):
"""Plot train and cv loss for increasing train sample sizes."""
chunk = int(len(y)/n)
n_samples = []
train_losses = []
cv_losses = []
previous_cache_dir = classifier.cache_dir
classifier.cache_dir = "diagnostics"
for i in range(n):
train_subset = train[:(i + 1)*chunk]
preds_cv = classifier.fit_predict(y, train_subset, cv,
show_steps=False)
preds_train = classifier.fit_predict(y, train_subset, train_subset,
show_steps=False)
n_samples.append((i + 1)*chunk)
cv_losses.append(hinge_loss(y[cv], preds_cv, neg_label=0))
train_losses.append(hinge_loss(y[train_subset], preds_train,
neg_label=0))
classifier.cache_dir = previous_cache_dir
plt.clf()
plt.plot(n_samples, train_losses, 'r--', n_samples, cv_losses, 'b--')
plt.ylim([min(train_losses) - .01, max(cv_losses) + .01])
plt.savefig('plots/learning_curve.png')
plt.show()
def test_hinge_loss_binary():
y_true = np.array([-1, 1, 1, -1])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(hinge_loss(y_true, pred_decision), 1.2 / 4)
y_true = np.array([0, 2, 2, 0])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(hinge_loss(y_true, pred_decision), 1.2 / 4)
def test_hinge_loss_binary():
y_true = np.array([-1, 1, 1, -1])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(hinge_loss(y_true, pred_decision), 1.2 / 4)
y_true = np.array([0, 2, 2, 0])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(hinge_loss(y_true, pred_decision), 1.2 / 4)
def test_hinge_loss_binary():
y_true = np.array([-1, 1, 1, -1])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision))
y_true = np.array([0, 2, 2, 0])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision, pos_label=2, neg_label=0))
def test_hinge_loss_binary():
y_true = np.array([-1, 1, 1, -1])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision))
y_true = np.array([0, 2, 2, 0])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4,
hinge_loss(y_true, pred_decision, pos_label=2, neg_label=0))
def test_hinge_loss_binary():
y_true = np.array([-1, 1, 1, -1])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision))
with warnings.catch_warnings():
# Test deprecated pos_label
assert_equal(hinge_loss(-y_true, pred_decision), hinge_loss(y_true, pred_decision, pos_label=-1, neg_label=1))
y_true = np.array([0, 2, 2, 0])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision))
with warnings.catch_warnings():
# Test deprecated pos_label
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision, pos_label=2, neg_label=0))
def svm_classify(all_x, all_y, n_pixels):
# read the original data
accuracies = np.zeros([len(all_y), len(frames)])
losses = np.zeros([len(all_y), len(frames)])
coef = np.zeros([len(all_y), len(frames), n_pixels])
for idx, validation_y in enumerate(all_y):
train_indx = np.delete(np.arange(len(all_y)), idx)
for f in range(n_frames):
train_x = all_x[train_indx, f, :]
validation_x = all_x[idx, f, :].reshape([1, -1])
m = np.mean(train_x, axis=0)
s = np.std(train_x, axis=0)
train_x = (train_x - m) / s
validation_x = (validation_x - m) / s
train_y = all_y[train_indx]
clf = svm.SVC(kernel='linear', class_weight='balanced')
clf.fit(train_x, train_y)
coef[idx, f, :] = clf.coef_
pred = clf.predict(validation_x)
acc = pred == validation_y
accuracies[idx, f] = acc
est = clf.decision_function(validation_x)
loss = hinge_loss([validation_y], est)
losses[idx, f] = loss
return accuracies, losses, coef
def validation_metric_vw(self):
y_pred_holdout = self.get_y_pred_holdout()
if self.outer_loss_function == 'logistic':
if self.labels_clf_count > 2:
y_pred_holdout_proba = y_pred_holdout
else:
y_pred_holdout_proba = [1. / (1 + exp(-i)) for i in y_pred_holdout]
loss = log_loss(self.y_true_holdout, y_pred_holdout_proba)
elif self.outer_loss_function == 'squared':
loss = mean_squared_error(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'hinge':
loss = hinge_loss(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'pr-auc':
loss = -average_precision_score(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'roc-auc':
y_pred_holdout_proba = [1. / (1 + exp(-i)) for i in y_pred_holdout]
fpr, tpr, _ = roc_curve(self.y_true_holdout, y_pred_holdout_proba)
loss = -auc(fpr, tpr)
else:
raise KeyError('Invalide outer loss function')
self.logger.info('parameter suffix: %s' % self.param_suffix)
self.logger.info('loss value: %.6f' % loss)
return loss
def test_hinge_loss_multiclass_invariance_lists():
# Currently, invariance of string and integer labels cannot be tested
# in common invariance tests because invariance tests for multiclass
# decision functions is not implemented yet.
y_true = ['blue', 'green', 'red',
'green', 'white', 'red']
pred_decision = [
[0.36, -0.17, -0.58, -0.99],
[-0.55, -0.38, -0.48, -0.58],
[-1.45, -0.58, -0.38, -0.17],
[-0.55, -0.38, -0.48, -0.58],
[-2.36, -0.79, -0.27, 0.24],
[-1.45, -0.58, -0.38, -0.17]]
dummy_losses = np.array([
1 - pred_decision[0][0] + pred_decision[0][1],
1 - pred_decision[1][1] + pred_decision[1][2],
1 - pred_decision[2][2] + pred_decision[2][3],
1 - pred_decision[3][1] + pred_decision[3][2],
1 - pred_decision[4][3] + pred_decision[4][2],
1 - pred_decision[5][2] + pred_decision[5][3]
])
dummy_losses[dummy_losses <= 0] = 0
dummy_hinge_loss = np.mean(dummy_losses)
assert_equal(hinge_loss(y_true, pred_decision),
dummy_hinge_loss)
def validation_metric_vw(self):
y_pred_holdout = self.get_y_pred_holdout()
if self.outer_loss_function == 'logistic':
if self.labels_clf_count > 2:
y_pred_holdout_proba = y_pred_holdout
else:
y_pred_holdout_proba = [1. / (1 + exp(-i)) for i in y_pred_holdout]
loss = log_loss(self.y_true_holdout, y_pred_holdout_proba)
elif self.outer_loss_function == 'squared':
loss = mean_squared_error(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'hinge':
loss = hinge_loss(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'pr-auc':
loss = -average_precision_score(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'roc-auc':
y_pred_holdout_proba = [1. / (1 + exp(-i)) for i in y_pred_holdout]
fpr, tpr, _ = roc_curve(self.y_true_holdout, y_pred_holdout_proba)
loss = -auc(fpr, tpr)
else:
raise KeyError('Invalide outer loss function')
self.logger.info('parameter suffix: %s' % self.param_suffix)
self.logger.info('loss value: %.6f' % loss)
return loss
def test_hinge_loss_multiclass_invariance_lists():
# Currently, invariance of string and integer labels cannot be tested
# in common invariance tests because invariance tests for multiclass
# decision functions is not implemented yet.
y_true = ['blue', 'green', 'red',
'green', 'white', 'red']
pred_decision = [
[0.36, -0.17, -0.58, -0.99],
[-0.55, -0.38, -0.48, -0.58],
[-1.45, -0.58, -0.38, -0.17],
[-0.55, -0.38, -0.48, -0.58],
[-2.36, -0.79, -0.27, 0.24],
[-1.45, -0.58, -0.38, -0.17]]
dummy_losses = np.array([
1 - pred_decision[0][0] + pred_decision[0][1],
1 - pred_decision[1][1] + pred_decision[1][2],
1 - pred_decision[2][2] + pred_decision[2][3],
1 - pred_decision[3][1] + pred_decision[3][2],
1 - pred_decision[4][3] + pred_decision[4][2],
1 - pred_decision[5][2] + pred_decision[5][3]
])
dummy_losses[dummy_losses <= 0] = 0
dummy_hinge_loss = np.mean(dummy_losses)
assert_equal(hinge_loss(y_true, pred_decision),
dummy_hinge_loss)
def obj(self, data, score, C1, C2):
d, n = data.weight.shape[0], len(data.y)
embed_loss = norm(self.X - data.weight.dot(
self.X), 'fro')**2 / d + self.delta * norm(self.X, 'fro')**2 / d
obj = n*hinge_loss(y_true=data.y, pred_decision=score) \
+1./(2.*C1)*np.sum(self.beta**2) + 1./(2.*C2)*embed_loss
return obj
def validation_metric_vw(self):
v = open('%s' % self.holdout_pred, 'r')
y_pred_holdout = []
for line in v:
y_pred_holdout.append(float(line.split()[0].strip()))
if self.outer_loss_function == 'logistic':
y_pred_holdout_proba = [1. / (1 + exp(-i)) for i in y_pred_holdout]
loss = log_loss(self.y_true_holdout, y_pred_holdout_proba)
elif self.outer_loss_function == 'squared':
loss = mean_squared_error(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'hinge':
loss = hinge_loss(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'pr-auc':
loss = -average_precision_score(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'roc-auc':
y_pred_holdout_proba = [1. / (1 + exp(-i)) for i in y_pred_holdout]
fpr, tpr, _ = roc_curve(self.y_true_holdout, y_pred_holdout_proba)
loss = -auc(fpr, tpr)
self.logger.info('parameter suffix: %s' % self.param_suffix)
self.logger.info('loss value: %.6f' % loss)
return loss
def validation_metric_vw(self):
v = open('%s' % self.holdout_pred, 'r')
y_pred_holdout = []
for line in v:
y_pred_holdout.append(float(line.split()[0].strip()))
if self.outer_loss_function == 'logistic':
y_pred_holdout_proba = [1. / (1 + exp(-i)) for i in y_pred_holdout]
loss = log_loss(self.y_true_holdout, y_pred_holdout_proba)
elif self.outer_loss_function == 'squared':
loss = mean_squared_error(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'hinge':
loss = hinge_loss(self.y_true_holdout, y_pred_holdout)
elif self.outer_loss_function == 'pr-auc':
loss = -average_precision_score(self.y_true_holdout,
y_pred_holdout)
elif self.outer_loss_function == 'roc-auc':
y_pred_holdout_proba = [1. / (1 + exp(-i)) for i in y_pred_holdout]
fpr, tpr, _ = roc_curve(self.y_true_holdout, y_pred_holdout_proba)
loss = -auc(fpr, tpr)
else:
raise KeyError('Invalide outer loss function')
self.logger.info('parameter suffix: %s' % self.param_suffix)
self.logger.info('loss value: %.6f' % loss)
return loss
def calculate_accuracy(train_x, train_y, test_x, test_y):
loss_list = ['benign', 'dos', 'probe', 'u2r', 'r2l']
model.fit(train_x, train_y)
model_predicted = model.predict(test_x)
model_predicted = pd.DataFrame(model_predicted)
model_predicted.columns = test_y.columns
from sklearn.metrics import precision_score, mean_squared_error, f1_score, hinge_loss
precision_score = precision_score(test_y, model_predicted, average='micro')
print('The precision at is ', precision_score)
class_proba = model.predict_proba(test_x)
class_proba_managed = pd.DataFrame()
# temp=class_proba[0]
# [row[1] for row in temp]
class_proba_managed = class_proba[1]
class_proba_managed = pd.DataFrame(class_proba_managed)
class_proba_managed.columns = test_y.columns
loss_function = []
for columns in test_y.columns:
loss_function.append(
hinge_loss(test_y[columns], class_proba_managed[columns]))
average_loss = (sum(loss_function)) / 2
print("The average loss is", average_loss)
def h_loss(estimator, X_test, y_test):
"hinge loss"
y_predicted = estimator.predict(X_test)
score = -hinge_loss(y_test, y_predicted)
return score
def print_metrics(y_true, y_preds):
'''
Description: print out accuracy, recall, precision, hinge loss, and f1-score of model
'''
print "Accuracy: %.4g" % metrics.accuracy_score(y_true, y_preds, normalize=True)
print "Recall: %.4g" % metrics.recall_score(y_true, y_preds)
print "Precision: %.4g" % metrics.precision_score(y_true, y_preds)
print "Hinge loss: %.4g" % metrics.hinge_loss(y_true, y_preds)
print "F1 score: %.4g" % metrics.f1_score(y_true, y_preds)
def svm_run(filters,
c_range=1.0,
kernel_type='rbf',
gamma='auto',
train_sizes=[15, 100, 300, 500, 800],
table_folder="/",
save_file=None,
time_from=32,
time_to=8,
downsample_ratio=None,
oversample=None):
timesteps = time_from - time_to
X_train, X_test, y_train, y_test, churn_number, total_number, feature_names = import_and_preprocess_table(
timesteps, time_from, time_to, filters, table_folder, downsample_ratio,
oversample)
X_train = list(map(lambda x: x.flatten(), X_train))
X_test = list(map(lambda x: x.flatten(), X_test))
clf = svm.SVC(kernel=kernel_type, gamma=gamma, C=c_range)
# train_sizes, train_scores, validation_scores = learning_curve(clf, X_train, y_train, train_sizes=train_sizes, cv=5, shuffle=True, scoring='f1')
train_sizes, train_scores, validation_scores = training_curve(
clf,
X_train,
y_train,
X_test,
y_test,
train_sizes=train_sizes,
shuffle=True,
scoring='precision',
train_last=True)
# print(train_scores, valid_scores)
clf.fit(X_train, y_train)
# cross_val_score(clf, X_train, y_train, scoring='recall_macro', cv=5)
y_pred = clf.predict(X_test)
if kernel_type == 'linear':
feature_importances = clf.coef_.flatten()
else:
feature_importances = []
scores = [
accuracy_score(y_test, y_pred),
precision_score(y_test, y_pred),
recall_score(y_test, y_pred),
hinge_loss(y_test, y_pred),
f1_score(y_test, y_pred)
]
# print_feature_importances(feature_importances, feature_names, all=True)
print(y_pred)
return [
y_pred, y_test, feature_importances, scores, train_sizes, train_scores,
validation_scores, churn_number, total_number, feature_names
]
def test_hinge_loss_binary():
y_true = np.array([-1, 1, 1, -1])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision))
with warnings.catch_warnings():
# Test deprecated pos_label
assert_equal(
hinge_loss(-y_true, pred_decision),
hinge_loss(y_true, pred_decision, pos_label=-1, neg_label=1))
y_true = np.array([0, 2, 2, 0])
pred_decision = np.array([-8.5, 0.5, 1.5, -0.3])
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision))
with warnings.catch_warnings():
# Test deprecated pos_label
assert_equal(1.2 / 4, hinge_loss(y_true, pred_decision,
pos_label=2, neg_label=0))
def class_cost(self, X, Yc):
"""Calculates the current cost of classification"""
predictions = [
x @ wc + rho for x, wc, rho in zip(X, self.Wc, self.rho)
]
h_loss = sum([hinge_loss(y, pred) for y, pred in zip(Yc, predictions)])
return h_loss
def train(self, kernel_type):
print("--- Training {} SVM with Gamma = {} ---".format(
kernel_type, self.bestGamma))
start_time = datetime.now()
# Build the SVM with linear/RBF kernel
clf = self.classifier(kernel_=kernel_type,
gamma_=self.bestGamma,
verbose_=VERBOSE)
clf.fit(self.trainX, self.trainY)
time = datetime.now() - start_time
print("Finish training in ", time)
# Compute the loss of the SVM on the training set and test set
pred_decision_train = clf.decision_function(self.trainX)
loss_train = hinge_loss(self.trainY, pred_decision_train)
pred_decision_test = clf.decision_function(self.testX)
loss_test = hinge_loss(self.testY, pred_decision_test)
print("=> Loss in training set: {:.4f}".format(loss_train))
print("=> Loss in test set: {:.4f}".format(loss_test))
# Compute the accuray
predY_train = clf.predict(self.trainX)
predY = clf.predict(self.testX)
acc_train = accuracy_score(self.trainY, predY_train)
predY_test = clf.predict(self.testX)
predY = clf.predict(self.testX)
acc_test = accuracy_score(self.testY, predY_test)
print("=> Accuracy in training set: {:.4f}".format(acc_train))
print("=> Accuracy in test set: {:.4f}".format(acc_test))
# save the well trained classifier
# plot AUC
fpr, tpr, _ = roc_curve(self.testY, pred_decision_test)
AUC = auc(fpr, tpr)
#plot_auc_curve(fpr, tpr, AUC)
cm = confusion_matrix(self.testY, predY)
plot_confusion_matrix(cm, ["Class 0", "Class 1"],
title=self.dataset_name)
self.clf = clf
def check_vb(datanm, samples_per_class, Cs, num_classes, gamma, num_iter = 100, kernel = 'linear', strat = 'ovr'):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.5, train_size=0.5, random_state=None)
ans = np.zeros((len(Cs), len(gamma), samples_per_class/2, 4))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
for l in xrange(samples_per_class/2):
ind_train = []
ind_valid = []
for k in xrange(num_classes):
ind_train = ind_train + np.where(train_data[1] == k)[0].tolist()[:l+1]
ind_valid = ind_valid + np.where(valid_data[1] == k)[0].tolist()[:l+1]
ctrain_data = [ train_data[0][ind_train], train_data[1][ind_train] ]
cvalid_data = [ valid_data[0][ind_valid], valid_data[1][ind_valid] ]
for i, C in enumerate(Cs):
for j, g in enumerate(gamma):
clf = svm.SVC(C=C, kernel=kernel, degree=3, gamma=g, coef0=0.0, shrinking=True,
probability=False, tol=0.001, cache_size=10000, class_weight=None,
verbose=False, max_iter=-1, decision_function_shape=strat, random_state=None)
clf.fit(ctrain_data[0], ctrain_data[1])
#out_train = clf.predict_proba(ctrain_data[0])
#out_valid = clf.predict_proba(cvalid_data[0])
#ans[i, l, 0] += log_loss(ctrain_data[1], out_train)
#ans[i, l, 1] += log_loss(cvalid_data[1], out_valid)
out_train = clf.decision_function(train_data[0])
out_valid = clf.decision_function(valid_data[0])
ans[i, j, l, 2] += hinge_loss(train_data[1], out_train, range(num_classes))
ans[i, j, l, 3] += hinge_loss(valid_data[1], out_valid, range(num_classes))
ans /= num_iter
np.savez("svm_bv_" + kernel + '_' + strat, ans= ans, Cs = Cs, num_iter = num_iter, num_classes = num_classes, samples_per_class = samples_per_class)
return ans
def get_soft_linear_svm_w_b(self, subset_c):
x = self.X[subset_c]
y = self.Y[subset_c]
reg_par = float(1) / (2.0 * self.lamb * subset_c.shape[0])
model = svm.SVC(kernel='linear', C=reg_par)
model.fit(x, y)
y_pred = model.decision_function(x)
w = model.coef_
reg = self.lamb * (subset_c.shape[0]) * np.dot(w, w.T)[0][0]
hinge_machine_loss = hinge_loss(y, y_pred)
hinge_machine_loss *= y_pred.shape[0]
return reg + hinge_machine_loss
def optimizelinearsvc(sigma, knn, penalty, tolerance): #using the package
x1 = [[0] * D for k in range(knn)]
lossfunction = [0] * knn
totalloss = 0
beta = [0] * knn
beta0 = [0] * knn
x_training = [[] for k in range(knn)]
y_training = [[] for k in range(knn)]
a_training = [0] * knn
# print(np.array(x_training).shape)
#
# print(np.array(y_training).shape)
for k in range(knn):
for i in range(N):
if sigma[i][k] >= 0.5:
x_training[k].append(x[i])
y_training[k].append(y[i])
# index = [[0]*J for k in range(knn)]
# indicator = [0]* knn
# for k in range(knn):
# for j in range(J):
# for i in range(N):
# if y_training[k][i]==j:
# index[k][j] = 1
# break
for k in range(knn):
lin_clf = LinearSVC(C=penalty, tol=tolerance)
lin_clf.fit(x_training[k], y_training[k])
beta[k] = lin_clf.coef_
beta0[k] = lin_clf.intercept_
a_training[k] = accuracy_score(y_training[k],
lin_clf.predict(x_training[k]))
b_training = lin_clf.decision_function(x_training[k])
lossfunction[k] = hinge_loss(y_training[k], b_training)
for k in range(knn):
totalloss = totalloss + a_training[k] * sum(sigma[i][k]
for i in range(N))
# print ('accuracy', accuracy_score(vay, lin_clf.predict(x_testing_extraction)))
for k in range(knn):
for d in range(D):
x1[k][d] = sum(sigma[i][k] * x[i][d]
for i in range(N)) / sum(sigma[i][k]
for i in range(N))
return a_training, beta, beta0, x1, lossfunction, totalloss / N
def prediction(X_train, X_test, y_train, y_test):
[classifier_names, classifiers] = build_classifiers()
for cidx, clf_name in enumerate(classifier_names):
clf = classifiers[cidx].fit(X_train, y_train)
y_pred = clf.predict(X_test)
if hasattr(clf, "decision_function"):
pred_decision = clf.decision_function(X_test)
else:
pred_decision = clf.predict_proba(X_test)#[:, 1]
performances = [cohen_kappa_score(y_test, y_pred), hinge_loss(y_test, pred_decision), matthews_corrcoef(y_test, y_pred)]
print("%s\t cohen_kappa_score: %.2f\t hinge_loss: %.2f\tmatthews_corrcoef:%.2f " % (clf_name, performances[0], performances[1], performances[2]))
cm = confusion_matrix(y_test, y_pred)
return ["%.2f" % item for item in performances], cm
def cross_validation(self, model):
# kfold = cross_validation.KFold(self.train_x.shape[0], n_folds=5, shuffle=True, random_state=self.random_state)
kfold = cross_validation.StratifiedKFold(
self.train_y,
n_folds=self.k_fold_,
shuffle=True,
random_state=self.random_state)
scores = {
'auc': list(),
'hinge_loss': list(),
'log_loss': list(),
'accuracy': list(),
'precision': list(),
'recall': list(),
'f1_value': list()
}
#scores = list()
preds = np.zeros(len(self.train_y))
i = 0
for train_idx, test_idx in kfold:
print(' --------- fold {0} ---------- '.format(i))
train_x = self.train_x.iloc[
train_idx] # 明示的にindex, columsを番号で指定したい, sinhrks.hatenablog.com/entry/2014/11/12/233216
train_y = self.train_y[train_idx]
test_x = self.train_x.iloc[test_idx]
test_y = self.train_y[test_idx]
model.fit(train_x, train_y)
pred = model.predict(test_x)
score = metrics.roc_auc_score(test_y, pred)
preds[test_idx] = pred
score = metrics.roc_auc_score(test_y, pred) # auc
scores['auc'].append(score)
score = metrics.hinge_loss(test_y, pred) # hinge_loss
scores['hinge_loss'].append(score)
score = metrics.log_loss(test_y, pred) # log_loss
scores['log_loss'].append(score)
#score = metrics.accuracy_score(test_y, pred)# accuracy
#scores['accuracy'].append(score)
#score = metrics.precision_score(test_y, pred)# precision
#scores['precision'].append(score)
#score = metrics.recall_score(test_y, pred)# recall
#scores['recall'].append(score)
#score = metrics.f1_score(test_y, pred)# f_value
#scores['f1_value'].append(score)
i += 1
for key in scores.keys():
scores[key] = np.asarray(scores[key], dtype=np.float32)
#print scores.mean(), scores.std()
return scores, preds
def compare(self, model, X, y):
"""Compares the score of a sample in two models.
Returns a crossvalidation of metrics, predictions and score.
:param model: model
:param X: data
:type model: MultiModelClassifier
:type X: ndarray or scipy.sparse matrix, (n_samples, n_features)
"""
scores = {}
y_pred = self.predict(X)
y_pred_prob = self._predict_prob(X)
other_y_pred = model.predict(X)
other_y_pred_prob = model._predict_prob(X)
self._guess_problem(y)
if self._problem == 'binary':
#Binary-only metrics
scores['PreRec'] = (metrics.precision_recall_curve(y, y_pred_prob),
metrics.precision_recall_curve(
y, other_y_pred_prob))
scores['ROC'] = (metrics.roc_curve(y, y_pred_prob),
metrics.roc_curve(y, other_y_pred_prob))
scores['Kappa'] = (metrics.cohen_kappa_score(y, y_pred),
metrics.cohen_kappa_score(y, other_y_pred))
scores['Confusion'] = (metrics.confusion_matrix(y, y_pred),
metrics.confusion_matrix(y, other_y_pred))
scores['HL'] = (metrics.hinge_loss(y, y_pred_prob),
metrics.hinge_loss(y, other_y_pred_prob))
scores['MCC'] = (metrics.matthews_corrcoef(y, y_pred),
metrics.matthews_corrcoef(y, other_y_pred))
return scores
def linear_test(iris_X, iris_y):
optimal_c, iris_X_train, iris_y_train, iris_X_valid, iris_y_valid, iris_X_test, iris_y_test = find_c(
iris_X, iris_y)
# Test loss and accuracy for optimal c
svc = svm.SVC(kernel='linear', C=optimal_c)
svc.fit(iris_X_train, iris_y_train)
predictions = svc.predict(iris_X_test)
test_score = accuracy_score(iris_y_test, predictions)
prediction_dec = svc.decision_function(iris_X_test)
h_loss_t = hinge_loss(iris_y_test, prediction_dec)
print(" Linear>>>>")
print("Testing Score and loss for Optimal C= {} is : {}, {} \n".format(
optimal_c, test_score * 100.0, h_loss_t))
def apply_model_linear(iris_X_train, iris_y_train, iris_X_valid, iris_y_valid,
c):
svc = svm.SVC(kernel='linear', C=c)
svc.fit(iris_X_train, iris_y_train)
# Validation loss and accuracy
predictions = svc.predict(iris_X_valid)
valid_score = accuracy_score(iris_y_valid, predictions)
prediction_dec = svc.decision_function(iris_X_valid)
h_loss_v = hinge_loss(iris_y_valid, prediction_dec)
#
# print(
# "Validation Score and loss for C= {} is : {}, {}".format(c, valid_score * 100.0, h_loss_v))
return h_loss_v
def feature_update(x,v,j,Z,phi_prototypes,prototypes,labels,bag_index):
lamb = 1 #NOTA: Este Lambda de donde?.
Z_copy= deepcopy(Z)
#phi_prototypes_prim = deepcopy(phi_prototypes)
#phi_prototypes_prim[bag_index] = j
#prototypes_prim[bag_index] = deepcopy(train_bags[bag_index][j])
for i_index_bag in range (0,len(train_bags)): #Para Cada Bolsa.
Z_copy[i_index_bag,j] = np.exp(-lamb * _min_hau_bag(train_bags[i_index_bag],[x]))
pred_decision = lin_svc.decision_function(Z_copy)
v_prim = hinge_loss(labels, pred_decision)
if v_prim > v:
v_prim = np.inf
break
return v_prim, Z_copy, phi_prototypes_prim
def calculate_loss(y_true, y_score, outer_loss_function):
if outer_loss_function == 'logistic':
y_pred_holdout_proba = [1. / (1 + exp(-i)) for i in y_score]
loss = log_loss(y_true, y_pred_holdout_proba)
elif outer_loss_function == 'squared':
loss = mean_squared_error(y_true, y_score)
elif outer_loss_function == 'hinge':
loss = hinge_loss(y_true, y_score)
elif outer_loss_function == 'pr-auc':
loss = -average_precision_score(y_true, y_score)
elif outer_loss_function == 'roc-auc':
fpr, tpr, _ = roc_curve(y_true, y_score)
loss = 1 - auc(fpr, tpr)
return loss
def get_soft_kernel_svm_w_b(self, subset_c):
x = self.X[subset_c]
y = self.Y[subset_c]
reg_par = float(1) / (2.0 * self.lamb * subset_c.shape[0])
model = svm.SVC(C=reg_par, kernel='poly', degree=2, gamma='auto')
model.fit(x, y)
coef = model.dual_coef_
sv = model.support_vectors_
w = np.dot(coef, sv)
reg = self.lamb * (subset_c.shape[0]) * np.dot(w, w.T)[0][0]
y_pred = model.decision_function(x)
hinge_machine_loss = hinge_loss(y, y_pred)
hinge_machine_loss *= y_pred.shape[0]
return reg + hinge_machine_loss
def cross_validation(self, model):
# kfold = cross_validation.KFold(self.train_x.shape[0], n_folds=5, shuffle=True, random_state=self.random_state)
kfold = cross_validation.StratifiedKFold(self.train_y,
n_folds=self.k_fold_,
shuffle=True,
random_state=self.random_state)
scores = {'auc':list(),
'hinge_loss':list(),
'log_loss':list(),
'accuracy':list(),
'precision':list(),
'recall':list(),
'f1_value':list()}
#scores = list()
preds = np.zeros(len(self.train_y))
i = 0
for train_idx, test_idx in kfold:
print (' --------- fold {0} ---------- '.format(i))
train_x = self.train_x.toarray()[train_idx]
train_y = self.train_y[train_idx]
test_x = self.train_x.toarray()[test_idx]
test_y = self.train_y[test_idx]
model.fit(train_x, train_y)
pred = model.predict(test_x)
score = metrics.roc_auc_score(test_y, pred)
preds[test_idx] = pred
score = metrics.roc_auc_score(test_y, pred)# auc
scores['auc'].append(score)
score = metrics.hinge_loss(test_y, pred)# hinge_loss
scores['hinge_loss'].append(score)
score = metrics.log_loss(test_y, pred)# log_loss
scores['log_loss'].append(score)
#score = metrics.accuracy_score(test_y, pred)# accuracy
#scores['accuracy'].append(score)
#score = metrics.precision_score(test_y, pred)# precision
#scores['precision'].append(score)
#score = metrics.recall_score(test_y, pred)# recall
#scores['recall'].append(score)
#score = metrics.f1_score(test_y, pred)# f_value
#scores['f1_value'].append(score)
i += 1
for key in scores.keys():
scores[key] = np.asarray(scores[key], dtype=np.float32)
#print key, scores[key].mean(), scores[key].std()
return scores, preds
def learn_SVM(X_train,
Y_train,
X_test,
Y_test,
kernel='linear',
C=1,
gamma=None,
print_result=False,
print_all=True):
""" train an SVM model from extracted characteristics of a signal
INPUT : listes train/test
OUTPUT : training score, confusion matrix
"""
# initialization of the SVM model
# https://scikit-learn.org/stable/modules/generated/sklearn.svm.SVC.html
if gamma is not None:
SVM_model = svm.SVC(kernel=kernel,
C=C,
gamma=gamma,
class_weight='balanced')
else:
SVM_model = svm.SVC(kernel=kernel, C=C, class_weight='balanced')
# training the model
SVM_model.fit(X_train, Y_train)
pred_decision = SVM_model.decision_function(X_test)
loss = hinge_loss(y_true=Y_test, pred_decision=pred_decision)
assert print_result in [True, False]
# if True, display the score of the trained model on the test-set and the confusion matrix
if print_result:
score, confusion_matrix = print_SVM_results(SVM_model,
X_test,
Y_test,
kernel=kernel,
C=C,
gamma=gamma,
print_all=print_all)
else:
# testing the model
score = SVM_model.score(X_test, Y_test)
confusion_matrix = None
return SVM_model, loss, score, confusion_matrix
def train_svm_poly(X_trn, y_trn, l, P, g):
splits = 5
kf = KFold(n_splits=splits, shuffle=True)
clf = svm.SVC(kernel='poly', C=1 / (2 * l), degree=P, coef0=g, gamma=1)
sum_hinge_loss = 0
for train_index, test_index in kf.split(X_trn):
# Split train-test
X_train, X_test = X_trn[train_index], X_trn[test_index]
y_train, y_test = y_trn[train_index], y_trn[test_index]
# Train the model
clf.fit(X_train, y_train)
predictions = clf.decision_function(X_test)
sum_hinge_loss += hinge_loss(y_test, predictions)
avg_hinge_loss = sum_hinge_loss / splits
return avg_hinge_loss
def apply_model_rbf(iris_X_train, iris_y_train, iris_X_valid, iris_y_valid, c,
g, count, to_plot):
svc = svm.SVC(kernel='rbf', gamma=g, C=c)
svc.fit(iris_X_train, iris_y_train)
# Validation loss and accuracy
predictions = svc.predict(iris_X_valid)
valid_score = accuracy_score(iris_y_valid, predictions)
prediction_dec = svc.decision_function(iris_X_valid)
h_loss_v = hinge_loss(iris_y_valid, prediction_dec)
if to_plot:
p = plot_helper.plot_helper(iris_X_train, iris_y_train, c, g, svc,
count)
p.plot()
# print(
# "Validation Score and loss for C= {} and gamma={} is : {}, {}".format(c, g, valid_score * 100.0, h_loss_v))
return h_loss_v
def get_soft_linear_svm_w(self, subset_c):
x = self.X[subset_c]
y = self.Y[subset_c]
reg_par = float(1) / (2.0 * self.lamb * subset_c.shape[0])
model = svm.LinearSVC(fit_intercept=False, C=reg_par, loss='hinge')
model.fit(x, y)
y_pred = model.decision_function(x)
w = model.coef_
b = model.intercept_
assert (b == 0)
reg = self.lamb * (subset_c.shape[0]) * np.dot(w, w.T)[0][0]
hinge_machine_loss = hinge_loss(y, y_pred)
hinge_machine_loss *= y_pred.shape[0]
return reg + hinge_machine_loss
def cross_validation(self, model):
kfold = cross_validation.StratifiedKFold(self.train_y,
n_folds=self.k_fold_,
shuffle=True,
random_state=self.random_state)
scores = {'auc':list(),
'hinge_loss':list(),
'log_loss':list(),
'accuracy':list(),
'precision':list(),
'recall':list(),
'f1_value':list()}
#scores = list()
preds = np.zeros(len(self.train_y))
i = 0
for train_idx, test_idx in kfold:
print (' --------- fold {0} ---------- '.format(i))
train_x = self.train_x.iloc[train_idx] # 明示的にindex, columsを番号で指定したい, sinhrks.hatenablog.com/entry/2014/11/12/233216
train_y = self.train_y[train_idx]
test_x = self.train_x.iloc[test_idx]
test_y = self.train_y[test_idx]
model.fit(train_x, train_y)
pred = model.predict(test_x)
preds[test_idx] = pred
score = metrics.roc_auc_score(test_y, pred)# auc
scores['auc'].append(score)
score = metrics.hinge_loss(test_y, pred)# hinge_loss
scores['hinge_loss'].append(score)
score = metrics.log_loss(test_y, pred)# log_loss
scores['log_loss'].append(score)
#score = metrics.accuracy_score(test_y, pred)# accuracy
#scores['accuracy'].append(score)
#score = metrics.precision_score(test_y, pred)# precision
#scores['precision'].append(score)
#score = metrics.recall_score(test_y, pred)# recall
#scores['recall'].append(score)
#score = metrics.f1_score(test_y, pred)# f_value
#scores['f1_value'].append(score)
i += 1
for key in scores.keys():
scores[key] = np.asarray(scores[key], dtype=np.float32)
#print scores.mean(), scores.std()
return scores, preds
def getResult(self, predict, data_set):
y_true, y_predict = control.calculate_entire_ds(predict, data_set)
result = metrics.classification_report(y_true, y_predict)
result += "\nAccuracy classification: %f\n" % metrics.accuracy_score(y_true, y_predict)
result += "F1 score: %f\n" % metrics.f1_score(y_true, y_predict)
result += "Fbeta score: %f\n" % metrics.fbeta_score(y_true, y_predict, beta=0.5)
result += "Hamming loss: %f\n" % metrics.hamming_loss(y_true, y_predict)
result += "Hinge loss: %f\n" % metrics.hinge_loss(y_true, y_predict)
result += "Jaccard similarity: %f\n" % metrics.jaccard_similarity_score(y_true, y_predict)
result += "Precision: %f\n" % metrics.precision_score(y_true, y_predict)
result += "Recall: %f\n" % metrics.recall_score(y_true, y_predict)
if self.is_binary():
result += "Average precision: %f\n" % metrics.average_precision_score(y_true, y_predict)
result += "Matthews correlation coefficient: %f\n" % metrics.matthews_corrcoef(y_true, y_predict)
result += "Area Under the Curve: %f" % metrics.roc_auc_score(y_true, y_predict)
return result
def run_question_17_svm(x_trn,y_trn,c = [2,20,200],gamma = [1,0.01,0.001],kernel='rbf'):
for penalty in c:
for g in gamma:
hinge_losses = []
kf = KFold(n_splits=5, shuffle=True, random_state=3815)
for train_index, test_index in kf.split(x_trn):
x_trn_5, x_tst_5 = x_trn[train_index], x_trn[test_index]
y_trn_5, y_tst_5 = y_trn[train_index], y_trn[test_index]
clf = svm.SVC(kernel = kernel, C = 1/penalty, gamma = g)
clf.fit(x_trn_5,y_trn_5)
y_pred = clf.decision_function(x_tst_5)
hinge_losses.append(hinge_loss(y_tst_5,y_pred))
mean_hinge_loss = (sum(hinge_losses)/5)
print("The mean hinge loss with 5-Fold cross validation using hinge loss with lambda = " + str(penalty) + " and gamma = " + str(g) + " is: " , mean_hinge_loss)
def test_hinge_loss_multiclass_with_missing_labels():
pred_decision = np.array([
[0.36, -0.17, -0.58, -0.99],
[-0.55, -0.38, -0.48, -0.58],
[-1.45, -0.58, -0.38, -0.17],
[-0.55, -0.38, -0.48, -0.58],
[-1.45, -0.58, -0.38, -0.17]
])
y_true = np.array([0, 1, 2, 1, 2])
labels = np.array([0, 1, 2, 3])
dummy_losses = np.array([
1 - pred_decision[0][0] + pred_decision[0][1],
1 - pred_decision[1][1] + pred_decision[1][2],
1 - pred_decision[2][2] + pred_decision[2][3],
1 - pred_decision[3][1] + pred_decision[3][2],
1 - pred_decision[4][2] + pred_decision[4][3]
])
dummy_losses[dummy_losses <= 0] = 0
dummy_hinge_loss = np.mean(dummy_losses)
assert_equal(hinge_loss(y_true, pred_decision, labels=labels),
dummy_hinge_loss)
def test_hinge_loss_multiclass():
pred_decision = np.array([
[0.36, -0.17, -0.58, -0.99],
[-0.54, -0.37, -0.48, -0.58],
[-1.45, -0.58, -0.38, -0.17],
[-0.54, -0.38, -0.48, -0.58],
[-2.36, -0.79, -0.27, 0.24],
[-1.45, -0.58, -0.38, -0.17]
])
y_true = np.array([0, 1, 2, 1, 3, 2])
dummy_losses = np.array([
1 - pred_decision[0][0] + pred_decision[0][1],
1 - pred_decision[1][1] + pred_decision[1][2],
1 - pred_decision[2][2] + pred_decision[2][3],
1 - pred_decision[3][1] + pred_decision[3][2],
1 - pred_decision[4][3] + pred_decision[4][2],
1 - pred_decision[5][2] + pred_decision[5][3]
])
dummy_losses[dummy_losses <= 0] = 0
dummy_hinge_loss = np.mean(dummy_losses)
assert_equal(hinge_loss(y_true, pred_decision),
dummy_hinge_loss)
def evaluate(estimator, dev_X, dev_y):
print('evaluating on development set', flush=True)
guess_dev = estimator.predict(dev_X)
score_roc_auc_dev = roc_auc_score(dev_y, guess_dev)
print('{:.4f} -- roc auc'.format(score_roc_auc_dev))
score_brier_loss_dev = brier_score_loss(dev_y, guess_dev)
print('{:.4f} -- brier loss'.format(score_brier_loss_dev))
score_log_loss_dev = log_loss(dev_y, estimator.predict_proba(dev_X))
print('{:.4f} -- log loss'.format(score_log_loss_dev))
guess_dev_negative_one = guess_dev.copy().astype('int8')
guess_dev_negative_one[guess_dev_negative_one == 0] = -1
'''
decision_fuction not implemented
# score_hinge_loss_dev = hinge_loss(dev_y, estimator.decision_function(dev_X))
'''
score_hinge_loss_dev = hinge_loss(dev_y, guess_dev_negative_one)
print('{:.4f} -- hinge loss'.format(score_hinge_loss_dev))
score_matthews_corrcoef_dev = matthews_corrcoef(dev_y, guess_dev_negative_one)
print('{:.4f} -- matthews_corrcoef'.format(score_matthews_corrcoef_dev))
print(flush=True)
return score_roc_auc_dev, score_brier_loss_dev,\
score_log_loss_dev, score_hinge_loss_dev, score_matthews_corrcoef_dev
param_grid={"C": [0.001,0.01,0.1,1,10,100]},n_jobs=8)
Clf.fit(TrainFvs,TrainLabels)
PredictedLabels = Clf.predict(TestFvs)
print '*'*100
print 'classification report'
print '-'*20
Accuracy = np.mean(PredictedLabels == TestLabels)
print "Test Set Accuracy = ", Accuracy
print(metrics.classification_report(TestLabels,
PredictedLabels, target_names=['Neg', 'Pos']))
print "Accuracy classification score:", metrics.accuracy_score(TestLabels, PredictedLabels)
print "Hamming loss:", metrics.hamming_loss(TestLabels, PredictedLabels)
print "Average hinge loss:", metrics.hinge_loss(TestLabels, PredictedLabels)
print "Log loss:", metrics.log_loss(TestLabels, PredictedLabels)
print "F1 Score:", metrics.f1_score(TestLabels, PredictedLabels)
print "Zero-one classification loss:", metrics.zero_one_loss(TestLabels, PredictedLabels)
print '*'*100
print 'total vocab size: {} '.format(len(model.vocab.keys()))
# for k,v in model.vocab.iteritems():
# print k
# print v
# raw_input()
def main_func(datanm, samples_per_class, C, num_classes, gamma, num_iter = 100, kernel = 'linear', strat = 'ovr'):
data, labels = load_full(datanm, samples_per_class)
slo = StratifiedShuffleSplit(labels, n_iter=num_iter, test_size=0.3, train_size=0.7, random_state=None)
recall = np.zeros((num_classes+1, 2))
precision = np.zeros((num_classes+1, 2))
f1 = np.zeros((num_classes+1, 2))
accuracy = np.zeros((2))
logloss = np.zeros((2))
hingeloss = np.zeros((2))
for train_index, test_index in slo:
train_data = [data[train_index, :], labels[train_index]]
valid_data = [data[test_index , :], labels[test_index ]]
clf = svm.SVC(C=C, kernel=kernel, degree=3, gamma=gamma, coef0=0.0, shrinking=True,
probability=False, tol=0.001, cache_size=10000, class_weight=None,
verbose=False, max_iter=-1, decision_function_shape=strat, random_state=None)
clf.fit(train_data[0], train_data[1])
#out_train = clf.predict_proba(train_data[0])
#out_valid = clf.predict_proba(valid_data[0])
#logloss[0] += log_loss(train_data[1], out_train)
#logloss[1] += log_loss(valid_data[1], out_valid)
out_train = clf.decision_function(train_data[0])
out_valid = clf.decision_function(valid_data[0])
hingeloss[0] += hinge_loss(train_data[1], out_train)
hingeloss[1] += hinge_loss(valid_data[1], out_valid)
out_train = clf.predict(train_data[0])
out_valid = clf.predict(valid_data[0])
accuracy[0] += accuracy_score(train_data[1], out_train)
accuracy[1] += accuracy_score(valid_data[1], out_valid)
precision[:-1, 0] += precision_score(train_data[1], out_train, average = None)
precision[-1, 0] += precision_score(train_data[1], out_train, average = 'macro')
precision[:-1, 1] += precision_score(valid_data[1], out_valid, average = None)
precision[-1, 1] += precision_score(valid_data[1], out_valid, average = 'macro')
recall[:-1, 0] += recall_score(train_data[1], out_train, average = None)
recall[-1, 0] += recall_score(train_data[1], out_train, average = 'macro')
recall[:-1, 1] += recall_score(valid_data[1], out_valid, average = None)
recall[-1, 1] += recall_score(valid_data[1], out_valid, average = 'macro')
f1[:-1, 0] += f1_score(train_data[1], out_train, average = None)
f1[-1, 0] += f1_score(train_data[1], out_train, average = 'macro')
f1[:-1, 1] += f1_score(valid_data[1], out_valid, average = None)
f1[-1, 1] += f1_score(valid_data[1], out_valid, average = 'macro')
f1 /= num_iter
recall /= num_iter
precision /= num_iter
logloss /= num_iter
accuracy /= num_iter
np.savez("svm_final_" + kernel + '_' + strat, accuracy = accuracy, recall = recall, f1 = f1,
precision = precision, logloss = logloss, C = C,
num_iter = num_iter, num_classes = num_classes,
samples_per_class = samples_per_class,
hingeloss = hingeloss)
return [accuracy, recall, f1, precision, logloss, hingeloss]
def train_svm(train_data, valid_data, test_data, model_dir, C=1.0, kernel='rbf',
num_classes=10, tol=0.001, max_iterations=-1, verbose=False,
random_state=12345678, **kwargs):
"""
Train a Support Vector Machine model on the given data
Args:
X_train: Training feature data
(Type: np.ndarray)
y_train: Training label data
(Type: np.ndarray)
X_test: Testing feature data
(Type: np.ndarray)
y_test: Testing label data
(Type: np.ndarray)
Keyword Args:
C: SVM regularization hyperparameter
(Type: float)
verbose: If True, print verbose messages
(Type: bool)
Returns:
clf: Classifier object
(Type: sklearn.svm.SVC)
y_train_pred: Predicted train output of classifier
(Type: np.ndarray)
y_test_pred: Predicted test output of classifier
(Type: np.ndarray)
"""
np.random.seed(random_state)
random.seed(random_state)
X_train = train_data['features']
y_train = train_data['labels']
model_output_path = os.path.join(model_dir, "model.pkl")
# Create classifier
clf = SVC(C=C, probability=True, kernel=kernel, max_iter=max_iterations,
tol=tol, random_state=random_state, verbose=verbose)
# Fit data and get output for train and valid batches
LOGGER.debug('Fitting model to data...')
clf.fit(X_train, y_train)
LOGGER.info('Saving model...')
joblib.dump(clf, model_output_path)
y_train_pred = clf.predict(X_train)
# Compute new metrics
classes = np.arange(num_classes)
train_loss = hinge_loss(y_train, clf.decision_function(X_train), labels=classes)
train_metrics = compute_metrics(y_train, y_train_pred, num_classes=num_classes)
train_metrics['loss'] = train_loss
train_msg = 'Train - hinge loss: {}, acc: {}'
LOGGER.info(train_msg.format(train_loss, train_metrics['accuracy']))
if valid_data:
X_valid = valid_data['features']
y_valid = valid_data['labels']
y_valid_pred = clf.predict(X_valid)
valid_loss = hinge_loss(y_valid, clf.decision_function(X_valid), labels=classes)
valid_metrics = compute_metrics(y_valid, y_valid_pred, num_classes=num_classes)
valid_metrics['loss'] = valid_loss
valid_msg = 'Valid - hinge loss: {}, acc: {}'
LOGGER.info(valid_msg.format(valid_loss, valid_metrics['accuracy']))
else:
valid_metrics = {}
# Evaluate model on test data
if test_data:
X_test = test_data['features']
y_test_pred_frame = clf.predict_proba(X_test)
y_test_pred = []
for start_idx, end_idx in test_data['file_idxs']:
class_pred = y_test_pred_frame[start_idx:end_idx].mean(axis=0).argmax()
y_test_pred.append(class_pred)
y_test_pred = np.array(y_test_pred)
test_metrics = compute_metrics(test_data['labels'], y_test_pred, num_classes=num_classes)
else:
test_metrics = {}
return clf, train_metrics, valid_metrics, test_metrics
def test_hinge_loss(self):
result = self.df.metrics.hinge_loss()
expected = metrics.hinge_loss(self.target, self.decision)
self.assertEqual(result, expected)
def main():
# if sys.argv[2] == 'svm':
# Clf = LinearSVC(C = 0.1, class_weight = 'balanced',max_iter=100)
# elif sys.argv[2] == 'lr':
# Clf = LogisticRegression (C=0.1,max_iter=100,n_jobs=8)
# elif sys.argv[2] == 'pa':
# Clf = PassiveAggressiveClassifier(C=0.1,n_iter=1,n_jobs=8,class_weight='balanced')
# else:
# Clf = SGDClassifier(n_iter=1,n_jobs=8,class_weight='balanced')
Clf = LinearSVC(C = 0.1, class_weight = 'balanced',max_iter=100)
Clf = LogisticRegression (C=0.1,max_iter=1000,n_jobs=8,class_weight='balanced')
Clf = GridSearchCV(LogisticRegression(max_iter=1000,n_jobs=8,class_weight='balanced'), cv=5,
param_grid={"C": [0.001,0.01,0.1,1,10,100]},n_jobs=8)
# Clf = GridSearchCV(LinearSVC(C = 0.1, class_weight = 'balanced',max_iter=1000), cv=3,
# param_grid={"C": [0.001,0.01,0.1,1,10,100]},n_jobs=8)
File = '/home/annamalai/Senti/UCI/amazon_cells_labelled.txt'
Ngram = 2
print 'Clf: {}, File: {}, ngram: {}'.format(Clf, File, Ngram)
PosSamples = [l.split('\t')[0].strip() for l in open (File).xreadlines() if l.strip().endswith('1')]#[:100]
NegSamples = [l.split('\t')[0].strip() for l in open (File).xreadlines() if l.strip().endswith('0')]#[:100]
print 'loaded {} pos and {} neg samples'.format(len(PosSamples), len(NegSamples))
X = PosSamples + NegSamples
y = [1 for _ in xrange(len(PosSamples))] + [-1 for _ in xrange (len(NegSamples))]
X_train, X_test, y_train, y_test = train_test_split(X,
y,
test_size=0.1,
random_state=random.randint(0,100))
print '# TrainLabels', len(y_train)
print '# TestLabels', len(y_test)
print 'performing CVectorizer'
CVectorizer = CountVectorizer(lowercase = True,
stop_words='english',
# token_pattern='(?u)\b\w\w+\b',
# tokenizer = SGTokenizer,
tokenizer = Tokenizer,
ngram_range=(1,2),
dtype=np.float64,
decode_error = 'ignore',
max_df=0.8)
print 'performing TfidfTransformer and Normalizer'
# TFIDFTransformer = TfidfTransformer()
normalizer = Normalizer()
print 'creating Train and Test FVs'
T0 = time()
TrainFVs = CVectorizer.fit_transform(X_train)
TestFVs = CVectorizer.transform(X_test)
print 'feat ext time', time() - T0
# TrainFVs = TFIDFTransformer.fit_transform(TrainFVs)
# TestFVs = TFIDFTransformer.transform(TestFVs)
TrainFVs = normalizer.fit_transform(TrainFVs)
TestFVs = normalizer.transform(TestFVs)
print 'Trai/test split'
print TrainFVs.shape
print TestFVs.shape
# raw_input('hit any key...')
print 'training classifier with train samples shape:', TrainFVs.shape
T0 = time()
# memory_dump('before_train_mem.txt')
Model = Clf.fit (TrainFVs, y_train) # re-train on current training set (daily)
print 'batch fitted'
print 'training time', time() - T0
# memory_dump('after_train_mem.txt')
print 'testing classifier with test samples shape:', TestFVs.shape
T0 = time()
# memory_dump('before_test_mem.txt')
PredictedLabels = Clf.predict(TestFVs)
print 'testing time', time() - T0
# memory_dump('after_test_mem.txt')
print '*'*100
print 'classification report'
print '-'*20
Accuracy = np.mean(PredictedLabels == y_test)
print "Test Set Accuracy = ", Accuracy
print(metrics.classification_report(y_test,
PredictedLabels, target_names=['Neg', 'Pos']))
print "Accuracy classification score:", metrics.accuracy_score(y_test, PredictedLabels)
print "Hamming loss:", metrics.hamming_loss(y_test, PredictedLabels)
print "Average hinge loss:", metrics.hinge_loss(y_test, PredictedLabels)
print "Log loss:", metrics.log_loss(y_test, PredictedLabels)
print "F1 Score:", metrics.f1_score(y_test, PredictedLabels)
print "Zero-one classification loss:", metrics.zero_one_loss(y_test, PredictedLabels)
print '*'*100
Vocab = CVectorizer.get_feature_names()
# print Vocab[:100]
# raw_input()
try:
FeatureImportances = Clf.coef_[0]
except:
FeatureImportances = Clf.best_estimator_.coef_[0]
print FeatureImportances.shape
raw_input()
PosTopFeatureIndices = FeatureImportances.argsort()[-100:][::-1]
NegTopFeatureIndices = FeatureImportances.argsort()[:100][::-1]
for PosFIndex, NegFIndex in zip(PosTopFeatureIndices, NegTopFeatureIndices):
print Vocab[PosFIndex], '+-', Vocab[NegFIndex]
FeatureImportancesSparseArray = ssp.lil_matrix((TestFVs.shape[1],TestFVs.shape[1]))
FeatureImportancesSparseArray.setdiag(FeatureImportances)
AllFVsTimesW = TestFVs*FeatureImportancesSparseArray
print AllFVsTimesW.shape
Ind = 0
for TestFV in TestFVs:
if PredictedLabels[Ind] != y_test[Ind]:
Ind += 1
continue
if len(X_test[Ind].split()) < 5:
Ind += 1
continue
print 'Sample: {}, actual label: {}'.format(X_test[Ind], y_test[Ind])
# print TestFV
# print TestFV.shape
CurTestFV = np.array(AllFVsTimesW[Ind].toarray())
CurTestFV = CurTestFV.transpose()
CurTestFV = CurTestFV.reshape(CurTestFV.shape[0],)
# print CurTestFV.shape
# raw_input()
PosTopFeatureIndices = CurTestFV.argsort()[-2:][::-1]
NegTopFeatureIndices = CurTestFV.argsort()[:2][::-1]
PosFeatImps= CurTestFV.argsort()[-2:]
NegFeatImps = CurTestFV.argsort()[:2]
Tmp = AllFVsTimesW[Ind].todense()
Tmp = np.sort(Tmp)
# print PosTopFeatureIndices, AllFVsTimesW[Ind].todense().argsort(), Tmp
# print NegTopFeatureIndices, NegFeatImps
if y_test[Ind] == 1:
print 'top postive feats:', colored(', '.join(['['+Vocab[PosFIndex]+']' for PosFIndex in PosTopFeatureIndices]), 'green')
else:
print 'top negative feats: ', colored(', '.join (['['+Vocab[NegFIndex]+']' for NegFIndex in NegTopFeatureIndices]), 'red')
Ind += 1
raw_input()