def evaluation_cross_validation_multiclass_storage(traindat=traindat, label_traindat=label_traindat):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import CrossValidationPrintOutput
from shogun.Evaluation import CrossValidationMKLStorage, CrossValidationMulticlassStorage
from shogun.Evaluation import MulticlassAccuracy, F1Measure
from shogun.Evaluation import StratifiedCrossValidationSplitting
from shogun.Features import MulticlassLabels
from shogun.Features import RealFeatures, CombinedFeatures
from shogun.Kernel import GaussianKernel, CombinedKernel
from shogun.Classifier import MKLMulticlass
from shogun.Mathematics import Statistics, MSG_DEBUG
# training data, combined features all on same data
features=RealFeatures(traindat)
comb_features=CombinedFeatures()
comb_features.append_feature_obj(features)
comb_features.append_feature_obj(features)
comb_features.append_feature_obj(features)
labels=MulticlassLabels(label_traindat)
# kernel, different Gaussians combined
kernel=CombinedKernel()
kernel.append_kernel(GaussianKernel(10, 0.1))
kernel.append_kernel(GaussianKernel(10, 1))
kernel.append_kernel(GaussianKernel(10, 2))
# create mkl using libsvm, due to a mem-bug, interleaved is not possible
svm=MKLMulticlass(1.0,kernel,labels);
svm.set_kernel(kernel);
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy=StratifiedCrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium=MulticlassAccuracy()
# cross-validation instance
cross_validation=CrossValidation(svm, comb_features, labels,
splitting_strategy, evaluation_criterium)
cross_validation.set_autolock(False)
# append cross vlaidation output classes
#cross_validation.add_cross_validation_output(CrossValidationPrintOutput())
#mkl_storage=CrossValidationMKLStorage()
#cross_validation.add_cross_validation_output(mkl_storage)
multiclass_storage=CrossValidationMulticlassStorage()
multiclass_storage.append_binary_evaluation(F1Measure())
cross_validation.add_cross_validation_output(multiclass_storage)
cross_validation.set_num_runs(3)
# perform cross-validation
result=cross_validation.evaluate()
roc_0_0_0 = multiclass_storage.get_fold_ROC(0,0,0)
#print roc_0_0_0
auc_0_0_0 = multiclass_storage.get_fold_evaluation_result(0,0,0,0)
#print auc_0_0_0
return roc_0_0_0, auc_0_0_0
def modelselection_grid_search_linear_modular(traindat=traindat,
label_traindat=label_traindat):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import ContingencyTableEvaluation, ACCURACY
from shogun.Evaluation import StratifiedCrossValidationSplitting
from shogun.ModelSelection import GridSearchModelSelection
from shogun.ModelSelection import ModelSelectionParameters, R_EXP
from shogun.ModelSelection import ParameterCombination
from shogun.Features import Labels
from shogun.Features import RealFeatures
from shogun.Classifier import LibLinear, L2R_L2LOSS_SVC
# build parameter tree to select C1 and C2
param_tree_root = ModelSelectionParameters()
c1 = ModelSelectionParameters("C1")
param_tree_root.append_child(c1)
c1.build_values(-2.0, 2.0, R_EXP)
c2 = ModelSelectionParameters("C2")
param_tree_root.append_child(c2)
c2.build_values(-2.0, 2.0, R_EXP)
# training data
features = RealFeatures(traindat)
labels = Labels(label_traindat)
# classifier
classifier = LibLinear(L2R_L2LOSS_SVC)
# print all parameter available for modelselection
# Dont worry if yours is not included but, write to the mailing list
classifier.print_modsel_params()
# splitting strategy for cross-validation
splitting_strategy = StratifiedCrossValidationSplitting(labels, 10)
# evaluation method
evaluation_criterium = ContingencyTableEvaluation(ACCURACY)
# cross-validation instance
cross_validation = CrossValidation(classifier, features, labels,
splitting_strategy,
evaluation_criterium)
# model selection instance
model_selection = GridSearchModelSelection(param_tree_root,
cross_validation)
# perform model selection with selected methods
#print "performing model selection of"
#param_tree_root.print_tree()
best_parameters = model_selection.select_model()
# print best parameters
#print "best parameters:"
#best_parameters.print_tree()
# apply them and print result
best_parameters.apply_to_machine(classifier)
result = cross_validation.evaluate()
def modelselection_random_search_liblinear_modular (traindat=traindat, label_traindat=label_traindat):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import ContingencyTableEvaluation, ACCURACY
from shogun.Evaluation import StratifiedCrossValidationSplitting
from shogun.ModelSelection import RandomSearchModelSelection
from shogun.ModelSelection import ModelSelectionParameters, R_EXP
from shogun.ModelSelection import ParameterCombination
from shogun.Features import BinaryLabels
from shogun.Features import RealFeatures
from shogun.Classifier import LibLinear, L2R_L2LOSS_SVC
# build parameter tree to select C1 and C2
param_tree_root=ModelSelectionParameters()
c1=ModelSelectionParameters("C1");
param_tree_root.append_child(c1)
c1.build_values(-2.0, 2.0, R_EXP);
c2=ModelSelectionParameters("C2");
param_tree_root.append_child(c2);
c2.build_values(-2.0, 2.0, R_EXP);
# training data
features=RealFeatures(traindat)
labels=BinaryLabels(label_traindat)
# classifier
classifier=LibLinear(L2R_L2LOSS_SVC)
# print all parameter available for modelselection
# Dont worry if yours is not included but, write to the mailing list
#classifier.print_modsel_params()
# splitting strategy for cross-validation
splitting_strategy=StratifiedCrossValidationSplitting(labels, 10)
# evaluation method
evaluation_criterium=ContingencyTableEvaluation(ACCURACY)
# cross-validation instance
cross_validation=CrossValidation(classifier, features, labels,
splitting_strategy, evaluation_criterium)
cross_validation.set_autolock(False)
# model selection instance
model_selection=RandomSearchModelSelection(param_tree_root,
cross_validation,0.5)
# perform model selection with selected methods
#print "performing model selection of"
#param_tree_root.print_tree()
best_parameters=model_selection.select_model()
# print best parameters
#print "best parameters:"
#best_parameters.print_tree()
# apply them and print result
best_parameters.apply_to_machine(classifier)
result=cross_validation.evaluate()
def modelselection_grid_search_kernel():
num_subsets = 3
num_vectors = 20
dim_vectors = 3
# create some (non-sense) data
matrix = rand(dim_vectors, num_vectors)
# create num_feautres 2-dimensional vectors
features = RealFeatures()
features.set_feature_matrix(matrix)
# create labels, two classes
labels = Labels(num_vectors)
for i in range(num_vectors):
labels.set_label(i, 1 if i % 2 == 0 else -1)
# create svm
classifier = LibSVM()
# splitting strategy
splitting_strategy = StratifiedCrossValidationSplitting(
labels, num_subsets)
# accuracy evaluation
evaluation_criterion = ContingencyTableEvaluation(ACCURACY)
# cross validation class for evaluation in model selection
cross = CrossValidation(classifier, features, labels, splitting_strategy,
evaluation_criterion)
cross.set_num_runs(1)
# print all parameter available for modelselection
# Dont worry if yours is not included, simply write to the mailing list
classifier.print_modsel_params()
# model parameter selection
param_tree = create_param_tree()
param_tree.print_tree()
grid_search = GridSearchModelSelection(param_tree, cross)
print_state = True
best_combination = grid_search.select_model(print_state)
print("best parameter(s):")
best_combination.print_tree()
best_combination.apply_to_machine(classifier)
# larger number of runs to have tighter confidence intervals
cross.set_num_runs(10)
cross.set_conf_int_alpha(0.01)
result = cross.evaluate()
print("result: ")
result.print_result()
return 0
def evaluation_cross_validation_mkl_weight_storage(traindat=traindat, label_traindat=label_traindat):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import CrossValidationPrintOutput
from shogun.Evaluation import CrossValidationMKLStorage
from shogun.Evaluation import ContingencyTableEvaluation, ACCURACY
from shogun.Evaluation import StratifiedCrossValidationSplitting
from shogun.Features import BinaryLabels
from shogun.Features import RealFeatures, CombinedFeatures
from shogun.Kernel import GaussianKernel, CombinedKernel
from shogun.Classifier import LibSVM, MKLClassification
from shogun.Mathematics import Statistics
# training data, combined features all on same data
features=RealFeatures(traindat)
comb_features=CombinedFeatures()
comb_features.append_feature_obj(features)
comb_features.append_feature_obj(features)
comb_features.append_feature_obj(features)
labels=BinaryLabels(label_traindat)
# kernel, different Gaussians combined
kernel=CombinedKernel()
kernel.append_kernel(GaussianKernel(10, 0.1))
kernel.append_kernel(GaussianKernel(10, 1))
kernel.append_kernel(GaussianKernel(10, 2))
# create mkl using libsvm, due to a mem-bug, interleaved is not possible
svm=MKLClassification(LibSVM());
svm.set_interleaved_optimization_enabled(False);
svm.set_kernel(kernel);
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy=StratifiedCrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium=ContingencyTableEvaluation(ACCURACY)
# cross-validation instance
cross_validation=CrossValidation(svm, comb_features, labels,
splitting_strategy, evaluation_criterium)
cross_validation.set_autolock(False)
# append cross vlaidation output classes
#cross_validation.add_cross_validation_output(CrossValidationPrintOutput())
mkl_storage=CrossValidationMKLStorage()
cross_validation.add_cross_validation_output(mkl_storage)
cross_validation.set_num_runs(3)
# perform cross-validation
result=cross_validation.evaluate()
# print mkl weights
weights=mkl_storage.get_mkl_weights()
def modelselection_grid_search_kernel():
num_subsets=3
num_vectors=20
dim_vectors=3
# create some (non-sense) data
matrix=rand(dim_vectors, num_vectors)
# create num_feautres 2-dimensional vectors
features=RealFeatures()
features.set_feature_matrix(matrix)
# create labels, two classes
labels=BinaryLabels(num_vectors)
for i in range(num_vectors):
labels.set_label(i, 1 if i%2==0 else -1)
# create svm
classifier=LibSVM()
# splitting strategy
splitting_strategy=StratifiedCrossValidationSplitting(labels, num_subsets)
# accuracy evaluation
evaluation_criterion=ContingencyTableEvaluation(ACCURACY)
# cross validation class for evaluation in model selection
cross=CrossValidation(classifier, features, labels, splitting_strategy, evaluation_criterion)
cross.set_num_runs(1)
# print all parameter available for modelselection
# Dont worry if yours is not included, simply write to the mailing list
classifier.print_modsel_params()
# model parameter selection
param_tree=create_param_tree()
param_tree.print_tree()
grid_search=GridSearchModelSelection(param_tree, cross)
print_state=True
best_combination=grid_search.select_model(print_state)
print("best parameter(s):")
best_combination.print_tree()
best_combination.apply_to_machine(classifier)
# larger number of runs to have tighter confidence intervals
cross.set_num_runs(10)
cross.set_conf_int_alpha(0.01)
result=cross.evaluate()
print("result: ")
result.print_result()
return 0
def modelselection_grid_search_simple(traindat=traindat, label_traindat=label_traindat):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import ContingencyTableEvaluation, ACCURACY
from shogun.Evaluation import StratifiedCrossValidationSplitting
from shogun.ModelSelection import GridSearchModelSelection
from shogun.ModelSelection import ModelSelectionParameters, R_EXP
from shogun.ModelSelection import ParameterCombination
from shogun.Features import Labels
from shogun.Features import RealFeatures
from shogun.Classifier import LibLinear, L2R_L2LOSS_SVC
# build parameter tree to select C1 and C2
param_tree_root=ModelSelectionParameters()
c1=ModelSelectionParameters("C1");
param_tree_root.append_child(c1)
c1.build_values(-2.0, 2.0, R_EXP);
c2=ModelSelectionParameters("C2");
param_tree_root.append_child(c2);
c2.build_values(-2.0, 2.0, R_EXP);
# training data
features=RealFeatures(traindat)
labels=Labels(label_traindat)
# classifier
classifier=LibLinear(L2R_L2LOSS_SVC)
# splitting strategy for cross-validation
splitting_strategy=StratifiedCrossValidationSplitting(labels, 10)
# evaluation method
evaluation_criterium=ContingencyTableEvaluation(ACCURACY)
# cross-validation instance
cross_validation=CrossValidation(classifier, features, labels,
splitting_strategy, evaluation_criterium)
# model selection instance
model_selection=GridSearchModelSelection(param_tree_root,
cross_validation)
# perform model selection with selected methods
print "performing model selection of"
param_tree_root.print_tree()
best_parameters=model_selection.select_model()
# print best parameters
print "best parameters:"
best_parameters.print_tree()
# apply them and print result
best_parameters.apply_to_machine(classifier)
result=cross_validation.evaluate()
result.print_result()
def modelselection_grid_search_kernel (num_subsets, num_vectors, dim_vectors):
# init seed for reproducability
Math.init_random(1)
random.seed(1);
# create some (non-sense) data
matrix=random.rand(dim_vectors, num_vectors)
# create num_feautres 2-dimensional vectors
features=RealFeatures()
features.set_feature_matrix(matrix)
# create labels, two classes
labels=BinaryLabels(num_vectors)
for i in range(num_vectors):
labels.set_label(i, 1 if i%2==0 else -1)
# create svm
classifier=LibSVM()
# splitting strategy
splitting_strategy=StratifiedCrossValidationSplitting(labels, num_subsets)
# accuracy evaluation
evaluation_criterion=ContingencyTableEvaluation(ACCURACY)
# cross validation class for evaluation in model selection
cross=CrossValidation(classifier, features, labels, splitting_strategy, evaluation_criterion)
cross.set_num_runs(1)
# print all parameter available for modelselection
# Dont worry if yours is not included, simply write to the mailing list
#classifier.print_modsel_params()
# model parameter selection
param_tree=create_param_tree()
#param_tree.print_tree()
grid_search=GridSearchModelSelection(param_tree, cross)
print_state=False
best_combination=grid_search.select_model(print_state)
#print("best parameter(s):")
#best_combination.print_tree()
best_combination.apply_to_machine(classifier)
# larger number of runs to have tighter confidence intervals
cross.set_num_runs(10)
cross.set_conf_int_alpha(0.01)
result=cross.evaluate()
casted=CrossValidationResult.obtain_from_generic(result);
#print "result mean:", casted.mean
return classifier,result,casted.mean
def evaluation_cross_validation_regression(fm_train=traindat,
fm_test=testdat,
label_train=label_traindat,
width=0.8,
tau=1e-6):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import MeanSquaredError
from shogun.Evaluation import CrossValidationSplitting
from shogun.Features import Labels, RealFeatures
from shogun.Kernel import GaussianKernel
from shogun.Regression import KernelRidgeRegression
# training data
features = RealFeatures(fm_train)
labels = Labels(label_train)
# kernel and predictor
kernel = GaussianKernel()
predictor = KernelRidgeRegression(tau, kernel, labels)
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but here, the std x-val is used
splitting_strategy = CrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium = MeanSquaredError()
# cross-validation instance
cross_validation = CrossValidation(predictor, features, labels,
splitting_strategy,
evaluation_criterium)
# (optional) repeat x-val 10 times
cross_validation.set_num_runs(10)
# (optional) request 95% confidence intervals for results (not actually needed
# for this toy example)
cross_validation.set_conf_int_alpha(0.05)
# (optional) tell machine to precompute kernel matrix. speeds up. may not work
predictor.data_lock(labels, features)
# perform cross-validation and print results
result = cross_validation.evaluate()
print "mean:", result.mean
if result.has_conf_int:
print "[", result.conf_int_low, ",", result.conf_int_up, "] with alpha=", result.conf_int_alpha
def evaluation_cross_validation_regression(fm_train=traindat,fm_test=testdat,label_train=label_traindat,width=0.8,tau=1e-6):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import MeanSquaredError
from shogun.Evaluation import CrossValidationSplitting
from shogun.Features import Labels, RealFeatures
from shogun.Kernel import GaussianKernel
from shogun.Regression import KernelRidgeRegression
# training data
features=RealFeatures(fm_train)
labels=Labels(label_train)
# kernel and predictor
kernel=GaussianKernel()
predictor=KernelRidgeRegression(tau, kernel, labels)
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but here, the std x-val is used
splitting_strategy=CrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium=MeanSquaredError()
# cross-validation instance
cross_validation=CrossValidation(predictor, features, labels,
splitting_strategy, evaluation_criterium)
# (optional) repeat x-val 10 times
cross_validation.set_num_runs(10)
# (optional) request 95% confidence intervals for results (not actually needed
# for this toy example)
cross_validation.set_conf_int_alpha(0.05)
# (optional) tell machine to precompute kernel matrix. speeds up. may not work
predictor.data_lock(labels, features)
# perform cross-validation and print results
result=cross_validation.evaluate()
print "mean:", result.mean
if result.has_conf_int:
print "[", result.conf_int_low, ",", result.conf_int_up, "] with alpha=", result.conf_int_alpha
def evaluation_cross_validation_classification(traindat=traindat,
label_traindat=label_traindat):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import ContingencyTableEvaluation, ACCURACY
from shogun.Evaluation import StratifiedCrossValidationSplitting
from shogun.Features import Labels
from shogun.Features import RealFeatures
from shogun.Classifier import LibLinear, L2R_L2LOSS_SVC
# training data
features = RealFeatures(traindat)
labels = Labels(label_traindat)
# classifier
classifier = LibLinear(L2R_L2LOSS_SVC)
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy = StratifiedCrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium = ContingencyTableEvaluation(ACCURACY)
# cross-validation instance
cross_validation = CrossValidation(classifier, features, labels,
splitting_strategy,
evaluation_criterium)
# (optional) repeat x-val 10 times
cross_validation.set_num_runs(10)
# (optional) request 95% confidence intervals for results (not actually needed
# for this toy example)
cross_validation.set_conf_int_alpha(0.05)
# perform cross-validation and print results
result = cross_validation.evaluate()
print "mean:", result.mean
if result.has_conf_int:
print "[", result.conf_int_low, ",", result.conf_int_up, "] with alpha=", result.conf_int_alpha
def evaluation_cross_validation_classification(traindat=traindat, label_traindat=label_traindat):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import ContingencyTableEvaluation, ACCURACY
from shogun.Evaluation import StratifiedCrossValidationSplitting
from shogun.Features import Labels
from shogun.Features import RealFeatures
from shogun.Classifier import LibLinear, L2R_L2LOSS_SVC
# training data
features = RealFeatures(traindat)
labels = Labels(label_traindat)
# classifier
classifier = LibLinear(L2R_L2LOSS_SVC)
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy = StratifiedCrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium = ContingencyTableEvaluation(ACCURACY)
# cross-validation instance
cross_validation = CrossValidation(classifier, features, labels, splitting_strategy, evaluation_criterium)
# (optional) repeat x-val 10 times
cross_validation.set_num_runs(10)
# (optional) request 95% confidence intervals for results (not actually needed
# for this toy example)
cross_validation.set_conf_int_alpha(0.05)
# perform cross-validation and print results
result = cross_validation.evaluate()
print "mean:", result.mean
if result.has_conf_int:
print "[", result.conf_int_low, ",", result.conf_int_up, "] with alpha=", result.conf_int_alpha
def modelselection_grid_search_krr_modular(fm_train=traindat,fm_test=testdat,label_train=label_traindat,\
width=2.1,C=1,epsilon=1e-5,tube_epsilon=1e-2):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import MeanSquaredError
from shogun.Evaluation import CrossValidationSplitting
from shogun.Features import Labels
from shogun.Features import RealFeatures
from shogun.Regression import KernelRidgeRegression
from shogun.ModelSelection import GridSearchModelSelection
from shogun.ModelSelection import ModelSelectionParameters
# training data
features_train=RealFeatures(traindat)
features_test=RealFeatures(testdat)
labels=Labels(label_traindat)
# labels
labels=Labels(label_train)
# predictor, set tau=0 here, doesnt matter
predictor=KernelRidgeRegression()
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy=CrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium=MeanSquaredError()
# cross-validation instance
cross_validation=CrossValidation(predictor, features_train, labels,
splitting_strategy, evaluation_criterium)
# (optional) repeat x-val 10 times
cross_validation.set_num_runs(10)
# (optional) request 95% confidence intervals for results (not actually needed
# for this toy example)
cross_validation.set_conf_int_alpha(0.05)
# print all parameter available for modelselection
# Dont worry if yours is not included but, write to the mailing list
#predictor.print_modsel_params()
# build parameter tree to select regularization parameter
param_tree_root=create_param_tree()
# model selection instance
model_selection=GridSearchModelSelection(param_tree_root,
cross_validation)
# perform model selection with selected methods
#print "performing model selection of"
#print "parameter tree:"
#param_tree_root.print_tree()
#print "starting model selection"
# print the current parameter combination, if no parameter nothing is printed
print_state=False
best_parameters=model_selection.select_model(print_state)
# print best parameters
#print "best parameters:"
#best_parameters.print_tree()
# apply them and print result
best_parameters.apply_to_machine(predictor)
result=cross_validation.evaluate()
# splitting strategy for cross-validation splitting_strategy=StratifiedCrossValidationSplitting(labels, 10) # evaluation method evaluation_criterium=ContingencyTableEvaluation(ACCURACY) # cross-validation instance cross_validation=CrossValidation(classifier, features, labels, splitting_strategy, evaluation_criterium) # model selection instance model_selection=GridSearchModelSelection(param_tree_root, cross_validation) # perform model selection with selected methods print "performing model selection of" param_tree_root.print_tree() print "before select model" best_parameters=model_selection.select_model(True) print "after select model" # print best parameters print "best parameters:" best_parameters.print_tree() # apply them and print result best_parameters.apply_to_machine(classifier) results = cross_validation.evaluate() results.print_result() print results.conf_int_low print results.conf_int_up print results.conf_int_alpha
def modelselection_grid_search_libsvr_modular (fm_train=traindat,fm_test=testdat,label_train=label_traindat,\
width=2.1,C=1,epsilon=1e-5,tube_epsilon=1e-2):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import MeanSquaredError
from shogun.Evaluation import CrossValidationSplitting
from shogun.Features import RegressionLabels
from shogun.Features import RealFeatures
from shogun.Kernel import GaussianKernel
from shogun.Regression import LibSVR
from shogun.ModelSelection import GridSearchModelSelection
from shogun.ModelSelection import ModelSelectionParameters, R_EXP
from shogun.ModelSelection import ParameterCombination
# training data
features_train = RealFeatures(traindat)
labels = RegressionLabels(label_traindat)
# kernel
kernel = GaussianKernel(features_train, features_train, width)
# print all parameter available for modelselection
# Dont worry if yours is not included but, write to the mailing list
#kernel.print_modsel_params()
labels = RegressionLabels(label_train)
# predictor
predictor = LibSVR(C, tube_epsilon, kernel, labels)
predictor.set_epsilon(epsilon)
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy = CrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium = MeanSquaredError()
# cross-validation instance
cross_validation = CrossValidation(predictor, features_train, labels,
splitting_strategy,
evaluation_criterium)
# (optional) repeat x-val 10 times
cross_validation.set_num_runs(10)
# (optional) request 95% confidence intervals for results (not actually needed
# for this toy example)
cross_validation.set_conf_int_alpha(0.05)
# print all parameter available for modelselection
# Dont worry if yours is not included but, write to the mailing list
#predictor.print_modsel_params()
# build parameter tree to select C1 and C2
param_tree_root = ModelSelectionParameters()
c1 = ModelSelectionParameters("C1")
param_tree_root.append_child(c1)
c1.build_values(-2.0, 2.0, R_EXP)
c2 = ModelSelectionParameters("C2")
param_tree_root.append_child(c2)
c2.build_values(-2.0, 2.0, R_EXP)
# model selection instance
model_selection = GridSearchModelSelection(param_tree_root,
cross_validation)
# perform model selection with selected methods
#print "performing model selection of"
#print "parameter tree"
#param_tree_root.print_tree()
#print "starting model selection"
# print the current parameter combination, if no parameter nothing is printed
print_state = False
# lock data before since model selection will not change the kernel matrix
# (use with care) This avoids that the kernel matrix is recomputed in every
# iteration of the model search
predictor.data_lock(labels, features_train)
best_parameters = model_selection.select_model(print_state)
# print best parameters
#print "best parameters:"
#best_parameters.print_tree()
# apply them and print result
best_parameters.apply_to_machine(predictor)
result = cross_validation.evaluate()
def evaluation_cross_validation_multiclass_storage(
traindat=traindat, label_traindat=label_traindat):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import CrossValidationPrintOutput
from shogun.Evaluation import CrossValidationMKLStorage, CrossValidationMulticlassStorage
from shogun.Evaluation import MulticlassAccuracy, F1Measure
from shogun.Evaluation import StratifiedCrossValidationSplitting
from shogun.Features import MulticlassLabels
from shogun.Features import RealFeatures, CombinedFeatures
from shogun.Kernel import GaussianKernel, CombinedKernel
from shogun.Classifier import MKLMulticlass
from shogun.Mathematics import Statistics, MSG_DEBUG
# training data, combined features all on same data
features = RealFeatures(traindat)
comb_features = CombinedFeatures()
comb_features.append_feature_obj(features)
comb_features.append_feature_obj(features)
comb_features.append_feature_obj(features)
labels = MulticlassLabels(label_traindat)
# kernel, different Gaussians combined
kernel = CombinedKernel()
kernel.append_kernel(GaussianKernel(10, 0.1))
kernel.append_kernel(GaussianKernel(10, 1))
kernel.append_kernel(GaussianKernel(10, 2))
# create mkl using libsvm, due to a mem-bug, interleaved is not possible
svm = MKLMulticlass(1.0, kernel, labels)
svm.set_kernel(kernel)
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy = StratifiedCrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium = MulticlassAccuracy()
# cross-validation instance
cross_validation = CrossValidation(svm, comb_features, labels,
splitting_strategy,
evaluation_criterium)
cross_validation.set_autolock(False)
# append cross vlaidation output classes
#cross_validation.add_cross_validation_output(CrossValidationPrintOutput())
#mkl_storage=CrossValidationMKLStorage()
#cross_validation.add_cross_validation_output(mkl_storage)
multiclass_storage = CrossValidationMulticlassStorage()
multiclass_storage.append_binary_evaluation(F1Measure())
cross_validation.add_cross_validation_output(multiclass_storage)
cross_validation.set_num_runs(3)
# perform cross-validation
result = cross_validation.evaluate()
roc_0_0_0 = multiclass_storage.get_fold_ROC(0, 0, 0)
#print roc_0_0_0
auc_0_0_0 = multiclass_storage.get_fold_evaluation_result(0, 0, 0, 0)
#print auc_0_0_0
return roc_0_0_0, auc_0_0_0
def modelselection_grid_search_libsvr_modular(fm_train=traindat,fm_test=testdat,label_train=label_traindat,\
width=2.1,C=1,epsilon=1e-5,tube_epsilon=1e-2):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import MeanSquaredError
from shogun.Evaluation import CrossValidationSplitting
from shogun.Features import Labels
from shogun.Features import RealFeatures
from shogun.Kernel import GaussianKernel
from shogun.Regression import LibSVR
from shogun.ModelSelection import GridSearchModelSelection
from shogun.ModelSelection import ModelSelectionParameters, R_EXP
from shogun.ModelSelection import ParameterCombination
# training data
features_train=RealFeatures(traindat)
labels=Labels(label_traindat)
# kernel
kernel=GaussianKernel(features_train, features_train, width)
# print all parameter available for modelselection
# Dont worry if yours is not included but, write to the mailing list
#kernel.print_modsel_params()
labels=Labels(label_train)
# predictor
predictor=LibSVR(C, tube_epsilon, kernel, labels)
predictor.set_epsilon(epsilon)
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy=CrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium=MeanSquaredError()
# cross-validation instance
cross_validation=CrossValidation(predictor, features_train, labels,
splitting_strategy, evaluation_criterium)
# (optional) repeat x-val 10 times
cross_validation.set_num_runs(10)
# (optional) request 95% confidence intervals for results (not actually needed
# for this toy example)
cross_validation.set_conf_int_alpha(0.05)
# print all parameter available for modelselection
# Dont worry if yours is not included but, write to the mailing list
#predictor.print_modsel_params()
# build parameter tree to select C1 and C2
param_tree_root=ModelSelectionParameters()
c1=ModelSelectionParameters("C1");
param_tree_root.append_child(c1)
c1.build_values(-2.0, 2.0, R_EXP);
c2=ModelSelectionParameters("C2");
param_tree_root.append_child(c2);
c2.build_values(-2.0, 2.0, R_EXP);
# model selection instance
model_selection=GridSearchModelSelection(param_tree_root,
cross_validation)
# perform model selection with selected methods
#print "performing model selection of"
#print "parameter tree"
#param_tree_root.print_tree()
#print "starting model selection"
# print the current parameter combination, if no parameter nothing is printed
print_state=False
# lock data before since model selection will not change the kernel matrix
# (use with care) This avoids that the kernel matrix is recomputed in every
# iteration of the model search
predictor.data_lock(labels, features_train)
best_parameters=model_selection.select_model(print_state)
# print best parameters
#print "best parameters:"
#best_parameters.print_tree()
# apply them and print result
best_parameters.apply_to_machine(predictor)
result=cross_validation.evaluate()
def modelselection_grid_search_krr_modular(fm_train=traindat,fm_test=testdat,label_train=label_traindat,\
width=2.1,C=1,epsilon=1e-5,tube_epsilon=1e-2):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import MeanSquaredError
from shogun.Evaluation import CrossValidationSplitting
from shogun.Features import RegressionLabels
from shogun.Features import RealFeatures
from shogun.Regression import KernelRidgeRegression
from shogun.ModelSelection import GridSearchModelSelection
from shogun.ModelSelection import ModelSelectionParameters
# training data
features_train = RealFeatures(traindat)
features_test = RealFeatures(testdat)
labels = RegressionLabels(label_traindat)
# labels
labels = RegressionLabels(label_train)
# predictor, set tau=0 here, doesnt matter
predictor = KernelRidgeRegression()
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy = CrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium = MeanSquaredError()
# cross-validation instance
cross_validation = CrossValidation(predictor, features_train, labels,
splitting_strategy,
evaluation_criterium)
# (optional) repeat x-val 10 times
cross_validation.set_num_runs(10)
# (optional) request 95% confidence intervals for results (not actually needed
# for this toy example)
cross_validation.set_conf_int_alpha(0.05)
# print all parameter available for modelselection
# Dont worry if yours is not included but, write to the mailing list
#predictor.print_modsel_params()
# build parameter tree to select regularization parameter
param_tree_root = create_param_tree()
# model selection instance
model_selection = GridSearchModelSelection(param_tree_root,
cross_validation)
# perform model selection with selected methods
#print "performing model selection of"
#print "parameter tree:"
#param_tree_root.print_tree()
#print "starting model selection"
# print the current parameter combination, if no parameter nothing is printed
print_state = False
best_parameters = model_selection.select_model(print_state)
# print best parameters
#print "best parameters:"
#best_parameters.print_tree()
# apply them and print result
best_parameters.apply_to_machine(predictor)
result = cross_validation.evaluate()