def checker(predictions,
y_true,
probabilities,
scorer,
verbose=False,
plainout=False,
tier=None):
"Check our model prediction and dump logloss value"
if verbose:
loss = 0
tot = 0
if tier:
print("Predictions for tier %s :" % tier)
for pval, yval in zip(predictions, y_true):
if verbose:
print("predict value %s, real value %s" % (pval, yval))
loss += logloss(pval, yval)
tot += 1
print("Final Logloss :", loss / tot)
plain = ""
# sklearn metrics for regression
if not scorer:
print("ERROR: no scorer provided, please see --help for their list")
sys.exit(1)
slist = ['tp', 'tn', 'fp', 'fn', 'tpr', 'tnr', 'fpr', 'fnr', 'auc']
res = None
for scr in scorer.split(','):
if scr.lower() in slist:
if not res:
res = rates(y_true, predictions, probabilities)
if plainout:
plain += str(res[scr.lower()]) + ','
else:
print("Score metric (%s): %s" %
(scr.upper(), res[scr.lower()]))
continue
scr_str = repr(metrics.SCORERS[scr]).replace('make_scorer(',
'').replace(')', '')
method = scr_str.split(',')[0]
res = getattr(metrics, method)(y_true, predictions)
if plainout:
plain += str(res) + ','
else:
print("Score metric (%s): %s" % (method, res))
if plainout:
if tier:
print("%s,%s" % (tier, plain[:-1]))
else:
print(plain[:-1])
def checker(predictions, y_true, probabilities, scorer, verbose=False, plainout=False, tier=None):
"Check our model prediction and dump logloss value"
if verbose:
loss = 0
tot = 0
if tier:
print("Predictions for tier %s :" % tier)
for pval, yval in zip(predictions, y_true):
if verbose:
print("predict value %s, real value %s" % (pval, yval))
loss += logloss(pval, yval)
tot += 1
print("Final Logloss :", loss/tot)
plain = ""
# sklearn metrics for regression
if not scorer:
print("ERROR: no scorer provided, please see --help for their list")
sys.exit(1)
slist = ['tp', 'tn', 'fp', 'fn', 'tpr', 'tnr', 'fpr', 'fnr', 'auc']
res = None
for scr in scorer.split(','):
if scr.lower() in slist:
if not res:
res = rates(y_true, predictions, probabilities)
if plainout:
plain += str(res[scr.lower()]) + ','
else:
print("Score metric (%s): %s" % (scr.upper(), res[scr.lower()]))
continue
scr_str = repr(metrics.SCORERS[scr]).replace('make_scorer(', '').replace(')', '')
method = scr_str.split(',')[0]
res = getattr(metrics, method)(y_true, predictions)
if plainout:
plain += str(res) + ','
else:
print("Score metric (%s): %s" % (method, res))
if plainout:
if tier:
print("%s,%s" % (tier, plain[:-1]))
else:
print(plain[:-1])
def model(train_file, newdata_file, idcol, tcol, learner, lparams=None,
drops=None, split=0.3, scorer=None, scaler=None, ofile=None,
idx=0, limit=-1, gsearch=None, crossval=None, seed=123,
verbose=False, timeout=None, proba=False):
"""
Build and run ML algorihtm for given train/test dataframe
and classifier name. The learners are defined externally
in DCAF.ml.clf module.
"""
clf = learners()[learner]
if proba and not (hasattr(clf, 'predict_proba') and callable(getattr(clf, 'predict_proba'))):
raise Exception("ERROR: model %s does not provide method 'predict_proba'" % learner)
if lparams:
if isinstance(lparams, str):
lparams = json.loads(lparams)
elif isinstance(lparams, dict):
pass
else:
raise Exception('Invalid data type for lparams="%s", type: %s' % (lparams, type(lparams)))
for key, val in lparams.items():
setattr(clf, key, val)
setattr(clf, "random_state", seed)
random.seed(seed)
if scaler:
clf = Pipeline([('scaler',getattr(preprocessing, scaler)()), ('clf', clf)])
print(clf)
if split:
if isinstance(split, int):
split = split/100.
elif isinstance(split, float):
pass
elif isinstance(split, basestring):
split = float(split)
print("Split level: train %s%%, validation %s%%" % (round((1-split)*100), round(split*100)))
if verbose:
print("idx/limit", idx, limit)
# read data and normalize it
if drops:
if isinstance(drops, basestring):
drops = drops.split(',')
if idcol not in drops:
drops += [idcol]
else:
drops = [idcol]
xdf = read_data(train_file, drops, idx, limit, scaler)
# get target variable and exclude choice from train data
target = xdf[tcol]
xdf = xdf.drop(tcol, axis=1)
if verbose:
print("Train file", train_file)
print("Columns:", ','.join(xdf.columns))
print("train shapes:", xdf.shape, target.shape)
if verbose>1:
print("Target:", tcol, target)
# split our train data
if split:
x_train, x_rest, y_train, y_rest = \
train_test_split(xdf, target, test_size=split, random_state=seed)
if verbose:
print("train shapes after splitting:", x_train.shape, y_train.shape)
else:
x_train = xdf
y_train = target
x_rest = None
y_rest = None
if gsearch:
param_search(clf, x_train, y_train, x_rest, y_rest, gsearch)
sys.exit(0)
if crossval:
crossvalidation(clf, xdf, target)
sys.exit(0)
time0 = time.time()
fit = clf.fit(x_train, y_train)
rtime = time.time()-time0
if verbose:
print("Train elapsed time", time.time()-time0)
if split:
if proba:
print("ERROR in model.py: probabilities not supported in split mode")
sys.exit(1)
time0 = time.time()
predictions = fit.predict(x_rest)
rtime += time.time()-time0
try:
importances = clf.feature_importances_
if importances.any():
print("Feature ranking:")
columns = xdf.columns
indices = np.argsort(importances)[::-1]
num = 9 if len(columns)>9 else len(columns)
for f in range(num):
print("%d. importance %f, feature %s" % (f + 1, importances[indices[f]], columns[indices[f]]))
except:
pass
if scorer:
for scr in scorer.split(','):
slist = ['tp', 'tn', 'fp', 'fn', 'tpr', 'tnr', 'fpr', 'fnr']
if scr.lower() in slist:
res = rates(y_rest, predictions)
print("Score metric (%s): %s" % (scr.upper(), res[scr.lower()]))
continue
scr_str = repr(metrics.SCORERS[scr]).replace('make_scorer(', '').replace(')', '')
method = scr_str.split(',')[0]
res = getattr(metrics, method)(y_rest, predictions)
print("Score metric (%s): %s" % (method, res))
if verbose:
loss = 0
tot = 0
for pval, yval in zip(predictions, y_rest):
if verbose>1:
print("predict value %s, real value %s" % (pval, yval))
loss += logloss(pval, yval)
tot += 1
print("Final Logloss", loss/tot)
else:
print("Since there is no train/validation splitting, no prediction metrics will be shown")
# new data file for which we want to predict
if newdata_file:
nfiles = []
if os.path.isfile(newdata_file):
nfiles = [newdata_file]
else:
if newdata_file.find(',') != -1:
nfiles = newdata_file.split(',')
elif newdata_file.find('*') != -1:
nfiles = glob.glob(newdata_file)
elif os.path.isdir(newdata_file):
for ext in ['.csv.gz', '.csv', 'csv.bz2']:
nfiles = [f for f in findfiles(fin, ext)]
else:
print("ERROR: no files found for --newdata=%s" % newdata_file)
sys.exit(1)
if not len(nfiles):
print("WARNING: no files to predict in %s" % newdata_file)
return
outfname = None
for ni, nfile in enumerate(nfiles): # iterate on files to predict
if len(nfiles) > 1:
outfname = '%s_%s_%s' % (learner, ofile, ni)
print("You provided file list, the output file name %s will be replaced with %s_%s_%s" % (ofile, learner, ofile, ni))
else:
outfname = ofile
tdf = read_data(nfile, drops, scaler=scaler)
if tcol in tdf.columns:
tdf = tdf.drop(tcol, axis=1)
if verbose:
print("New data file", nfile)
print("Columns:", ','.join(tdf.columns))
print("test shapes:", tdf.shape)
datasets = [int(i) for i in list(tdf.get('dataset', []))]
if datasets:
dbs_h = get_dbs_header(tdf, nfile)
dbses = [int(i) for i in list(tdf[dbs_h])]
if verbose:
print(tdf)
time0 = time.time()
predictions = fit.predict(tdf) if not proba else np.asarray(fit.predict_proba(tdf))[:,list(fit.classes_).index(1)]
rtime += time.time()-time0
if datasets:
out = pd.DataFrame({'dataset':datasets, dbs_h: dbses, 'prediction':predictions})
else:
out = pd.DataFrame({'prediction':predictions})
if outfname:
out.to_csv(outfname, header=True, index=False)
if timeout: # output running time
data = {}
if os.path.isfile(timeout): # append if file exists
headers = []
for line in open(timeout, 'r'):
line = line.strip(" \r\n").split(',')
if not headers:
headers = line
if line[0] != 'model' or line[1] != 'running_time_s':
print("Error writing model running time to %s: unrecognized output file found." % timeout)
continue
else:
data[line[0]] = float(line[1])
if learner in data:
data[learner] += rtime
else:
data[learner] = rtime
fstream = open(timeout, 'w')
fstream.write("model,running_time_s\n")
for key in sorted(data.keys()):
fstream.write("%s,%.3f\n" % (key,data[key]))
fstream.close()