def test_validation_curve_cv_splits_consistency():
n_samples = 100
n_splits = 5
X, y = make_classification(n_samples=100, random_state=0)
scores1 = validation_curve(SVC(kernel='linear', random_state=0), X, y,
'C', [0.1, 0.1, 0.2, 0.2],
cv=OneTimeSplitter(n_splits=n_splits,
n_samples=n_samples))
# The OneTimeSplitter is a non-re-entrant cv splitter. Unless, the
# `split` is called for each parameter, the following should produce
# identical results for param setting 1 and param setting 2 as both have
# the same C value.
assert_array_almost_equal(*np.vsplit(np.hstack(scores1)[(0, 2, 1, 3), :],
2))
scores2 = validation_curve(SVC(kernel='linear', random_state=0), X, y,
'C', [0.1, 0.1, 0.2, 0.2],
cv=KFold(n_splits=n_splits, shuffle=True))
# For scores2, compare the 1st and 2nd parameter's scores
# (Since the C value for 1st two param setting is 0.1, they must be
# consistent unless the train test folds differ between the param settings)
assert_array_almost_equal(*np.vsplit(np.hstack(scores2)[(0, 2, 1, 3), :],
2))
scores3 = validation_curve(SVC(kernel='linear', random_state=0), X, y,
'C', [0.1, 0.1, 0.2, 0.2],
cv=KFold(n_splits=n_splits))
# OneTimeSplitter is basically unshuffled KFold(n_splits=5). Sanity check.
assert_array_almost_equal(np.array(scores3), np.array(scores1))
def validation_crv(estimator, X, y, title, n_jobs=1):
param_range = np.logspace(-6, -1, 5)
train_scores, test_scores = validation_curve(
estimator, X, y, param_name="max_features", param_range=param_range,
cv=10, scoring="accuracy", n_jobs=n_jobs)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title(title)
plt.xlabel("$\gamma$")
plt.ylabel("Score")
plt.ylim(0.0, 1.1)
lw = 2
plt.semilogx(param_range, train_scores_mean, label="Training score",
color="darkorange", lw=lw)
plt.fill_between(param_range, train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std, alpha=0.2,
color="darkorange", lw=lw)
plt.semilogx(param_range, test_scores_mean, label="Cross-validation score",
color="navy", lw=lw)
plt.fill_between(param_range, test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std, alpha=0.2,
color="navy", lw=lw)
plt.legend(loc="best")
return plt
def plot_validation_curve(self, X_train, X_test, y_train, y_test, pipeline, param_name, param_range, title, filename, cv=4, param_range_plot=None):
train_scores, test_scores = validation_curve(estimator=pipeline,
X=X_train,
y=y_train,
param_name=param_name,
param_range=param_range,
cv=cv)
#train_scores = 1. - train_scores
#test_scores = 1. - test_scores
train_mean = np.mean(train_scores, axis=1)
train_std = np.std(train_scores, axis=1)
test_mean = np.mean(test_scores, axis=1)
test_std = np.std(test_scores, axis=1)
if param_range_plot != None:
param_range = param_range_plot
plot_series(param_range,
[train_mean, test_mean],
[train_std, test_std],
['training accuracy', 'validation accuracy'],
['blue', 'green'],
['o', 's'],
title,
param_name,
'Accuracy',
filename)
def test_validation_curve_clone_estimator():
X, y = make_classification(n_samples=2, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
param_range = np.linspace(1, 0, 10)
_, _ = validation_curve(
MockEstimatorWithSingleFitCallAllowed(), X, y,
param_name="param", param_range=param_range, cv=2
)
def test_validation_curve():
X, y = make_classification(n_samples=2, n_features=1, n_informative=1,
n_redundant=0, n_classes=2,
n_clusters_per_class=1, random_state=0)
param_range = np.linspace(0, 1, 10)
with warnings.catch_warnings(record=True) as w:
train_scores, test_scores = validation_curve(
MockEstimatorWithParameter(), X, y, param_name="param",
param_range=param_range, cv=2
)
if len(w) > 0:
raise RuntimeError("Unexpected warning: %r" % w[0].message)
assert_array_almost_equal(train_scores.mean(axis=1), param_range)
assert_array_almost_equal(test_scores.mean(axis=1), 1 - param_range)
def test_validation_curve(self):
digits = datasets.load_digits()
df = pdml.ModelFrame(digits)
param_range = np.logspace(-2, -1, 2)
svc = df.svm.SVC(random_state=self.random_state)
result = df.model_selection.validation_curve(svc, 'gamma',
param_range)
expected = ms.validation_curve(svm.SVC(random_state=self.random_state),
digits.data, digits.target,
'gamma', param_range)
self.assertEqual(len(result), 2)
self.assert_numpy_array_almost_equal(result[0], expected[0])
self.assert_numpy_array_almost_equal(result[1], expected[1])
def validation_curve(estimator, epochs, y, param_name, param_range, cv=None):
"""Validation curve on epochs.
Parameters
----------
estimator : object that implements "fit" and "predict" method.
the estimator whose Validation curve must be found
epochs : instance of mne.Epochs.
The epochs.
y : array
The labels.
param_name : str
Name of the parameter that will be varied.
param_range : array
The values of the parameter that will be evaluated.
cv : int, cross-validation generator or an iterable, optional
Determines the cross-validation strategy.
Returns
-------
train_scores : array
The scores in the training set
test_scores : array
The scores in the test set
"""
from sklearn.model_selection import validation_curve
if not isinstance(estimator, GlobalAutoReject):
msg = 'No guarantee that it will work on this estimator.'
raise NotImplementedError(msg)
BaseEpochs = _get_epochs_type()
if not isinstance(epochs, BaseEpochs):
raise ValueError('Only accepts MNE epochs objects.')
data_picks = _handle_picks(epochs.info, picks=None)
X = epochs.get_data()[:, data_picks, :]
n_epochs, n_channels, n_times = X.shape
estimator.n_channels = n_channels
estimator.n_times = n_times
train_scores, test_scores = \
validation_curve(estimator, X.reshape(n_epochs, -1), y=y,
param_name="thresh", param_range=param_range,
cv=cv, n_jobs=1, verbose=0)
return train_scores, test_scores
def plot_validation_curve(self, estimator, x_train, y_train, cv, data_label, param_range, param_name, n_jobs=-1):
# plot the validation curves
plt.clf()
train_scores, test_scores = validation_curve(estimator=estimator,
X=x_train,
y=y_train,
param_name=param_name,
param_range=param_range,
cv=cv,
n_jobs=n_jobs)
train_mean = np.mean(train_scores, axis=1)
train_std = np.std(train_scores, axis=1)
test_mean = np.mean(test_scores, axis=1)
test_std = np.std(test_scores, axis=1)
plt.plot(param_range, train_mean,
color='blue', marker='o',
markersize=5,
label='training accuracy')
plt.fill_between(param_range,
train_mean + train_std,
train_mean - train_std,
alpha=0.15, color='blue')
plt.plot(param_range, test_mean,
color='green', marker='s',
markersize=5, linestyle='--',
label='validation accuracy')
plt.fill_between(param_range,
test_mean + test_std,
test_mean - test_std,
alpha=0.15, color='green')
plt.grid()
plt.title("Validation curve: %s" % (data_label))
plt.xlabel(param_name)
plt.ylabel('Accurancy')
plt.legend(loc='lower right')
fn = self.save_path + data_label + '_' + param_name + '_validationcurve.png'
plt.savefig(fn)
def plot_cv_parameters(classifier,X_train,y_train,param, param_range,cv=10):
train_scores,test_scores= validation_curve(estimator=classifier,
X=X_train,
y=y_train,
param_name=param,
param_range=param_range,
cv=10)
train_mean = np.mean(train_scores,axis=1)
train_std = np.std(train_scores,axis=1)
test_mean = np.mean(test_scores,axis=1)
test_std = np.std(test_scores,axis=1)
fig = plt.figure(figsize=(10,5))
plt.plot(param_range,
train_mean,
color='blue',
marker='o' ,
markersize=5,
label='training accuracy')
plt.fill_between(param_range,
train_mean+train_std,
train_mean-train_std,
alpha=0.15,color='blue')
plt.plot(param_range,
test_mean,
color='green',
linestyle="--",
marker='s',
markersize=5,
label='validation accuracy')
plt.fill_between(param_range,
test_mean+test_std,
test_mean-test_std,
alpha=0.15,color='green')
plt.grid()
plt.xscale('log')
plt.xlabel(param)
plt.ylabel('Accuracy')
plt.legend(loc='lower right')
plt.ylim([0.6 ,1.1])
plt.show()
def ModelComplexity(X, y):
""" Calculates the performance of the model as model complexity increases.
The learning and testing errors rates are then plotted. """
# Create 10 cross-validation sets for training and testing
cv = ShuffleSplit(n_splits = 10, test_size = 0.2, random_state = 0)
# Vary the max_depth parameter from 1 to 10
max_depth = np.arange(1,11)
# Calculate the training and testing scores
train_scores, test_scores = validation_curve(DecisionTreeRegressor(), X, y, \
param_name = "max_depth", param_range = max_depth, cv = cv, scoring = 'r2')
# Find the mean and standard deviation for smoothing
train_mean = np.mean(train_scores, axis=1)
train_std = np.std(train_scores, axis=1)
test_mean = np.mean(test_scores, axis=1)
test_std = np.std(test_scores, axis=1)
# Plot the validation curve
pl.figure(figsize=(7, 5))
pl.title('Decision Tree Regressor Complexity Performance')
pl.plot(max_depth, train_mean, 'o-', color = 'r', label = 'Training Score')
pl.plot(max_depth, test_mean, 'o-', color = 'g', label = 'Validation Score')
pl.fill_between(max_depth, train_mean - train_std, \
train_mean + train_std, alpha = 0.15, color = 'r')
pl.fill_between(max_depth, test_mean - test_std, \
test_mean + test_std, alpha = 0.15, color = 'g')
# Visual aesthetics
pl.legend(loc = 'lower right')
pl.xlabel('Maximum Depth')
pl.ylabel('Score')
pl.ylim([-0.05,1.05])
pl.show()
w = min(W,dx)
image(temppath,imgx,imgy,width=w)
imgy = imgy + dy + 20
os.remove(temppath)
size(W, HEIGHT+dy+40)
else:
def pltshow(mplpyplot):
mplpyplot.show()
# nodebox section end
digits = load_digits()
X, y = digits.data, digits.target
param_range = np.logspace(-6, -1, 5)
train_scores, test_scores = validation_curve(
SVC(), X, y, param_name="gamma", param_range=param_range,
cv=10, scoring="accuracy", n_jobs=1)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve with SVM")
plt.xlabel("$\gamma$")
plt.ylabel("Score")
plt.ylim(0.0, 1.1)
lw = 2
plt.semilogx(param_range, train_scores_mean, label="Training score",
color="darkorange", lw=lw)
plt.fill_between(param_range, train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std, alpha=0.2,
# In[ ]:
from sklearn import svm
from sklearn.model_selection import learning_curve
from sklearn.model_selection import validation_curve
from sklearn.model_selection import train_test_split
from matplotlib import pyplot as plt
get_ipython().magic(u'matplotlib inline')
# Find better 'gamma' by default C value
param_range = np.logspace(-2, 0, 20)
print(param_range)
train_scores, test_scores = validation_curve(svm.SVC(C=0.6),
whole_data_x_scaled,
whole_data_y,
param_name="gamma",
param_range=param_range,
cv=10,
scoring="accuracy",
n_jobs=1)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve with SVM")
plt.xlabel("$\gamma$")
plt.ylabel("Score")
plt.ylim(0.6, 1.1)
lw = 2
plt.semilogx(param_range,
def plot_validation_curve(model, partition, pname, prange):
r"""Generate scikit-learn validation curves.
Parameters
----------
model : alphapy.Model
The model object with plotting specifications.
partition : alphapy.Partition
Reference to the dataset.
pname : str
Name of the hyperparameter to test.
prange : numpy array
The values of the hyperparameter that will be evaluated.
Returns
-------
None : None
References
----------
http://scikit-learn.org/stable/auto_examples/model_selection/plot_validation_curve.html#sphx-glr-auto-examples-model-selection-plot-validation-curve-py
"""
logger.info("Generating Validation Curves")
plot_dir = get_plot_directory(model)
pstring = datasets[partition]
# Extract model parameters.
cv_folds = model.specs['cv_folds']
n_jobs = model.specs['n_jobs']
scorer = model.specs['scorer']
verbosity = model.specs['verbosity']
# Get X, Y for correct partition.
X, y = get_partition_data(model, partition)
# Define plotting constants.
spacing = 0.5
alpha = 0.2
# Calculate a validation curve for each algorithm.
for algo in model.algolist:
logger.info("Algorithm: %s", algo)
# get estimator
estimator = model.estimators[algo]
# set up plot
train_scores, test_scores = validation_curve(estimator,
X,
y,
param_name=pname,
param_range=prange,
cv=cv_folds,
scoring=scorer,
n_jobs=n_jobs)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
# set up figure
plt.style.use('classic')
plt.figure()
# plot learning curves
title = BSEP.join([algo, "Validation Curve [", pstring, "]"])
plt.title(title)
# x-axis
x_min, x_max = min(prange) - spacing, max(prange) + spacing
plt.xlabel(pname)
plt.xlim(x_min, x_max)
# y-axis
plt.ylabel("Score")
plt.ylim(0.0, 1.1)
# plot scores
plt.plot(prange, train_scores_mean, label="Training Score", color="r")
plt.fill_between(prange,
train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std,
alpha=alpha,
color="r")
plt.plot(prange,
test_scores_mean,
label="Cross-Validation Score",
color="g")
plt.fill_between(prange,
test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std,
alpha=alpha,
color="g")
plt.legend(loc="best") # save the plot
tag = USEP.join([pstring, algo])
write_plot('matplotlib', plt, 'validation_curve', tag, plot_dir)
def validation_curve_model(X,
Y,
model,
param_name,
parameters,
cv,
ylim,
log=True):
train_scores, test_scores = validation_curve(model,
X,
Y,
param_name=param_name,
param_range=parameters,
cv=cv,
scoring="accuracy")
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.figure()
plt.title("Validation curve")
plt.fill_between(parameters,
train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std,
alpha=0.1,
color="r")
plt.fill_between(parameters,
test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std,
alpha=0.1,
color="g")
if log == True:
plt.semilogx(parameters,
train_scores_mean,
'o-',
color="r",
label="Training score")
plt.semilogx(parameters,
test_scores_mean,
'o-',
color="g",
label="Cross-validation score")
else:
plt.plot(parameters,
train_scores_mean,
'o-',
color="r",
label="Training score")
plt.plot(parameters,
test_scores_mean,
'o-',
color="g",
label="Cross-validation score")
#plt.ylim([0.55, 0.9])
if ylim is not None:
plt.ylim(*ylim)
plt.ylabel('Score')
plt.xlabel('Parameter C')
plt.legend(loc="best")
return plt
import numpy as np
from sklearn.model_selection import validation_curve
from sklearn.tree import DecisionTreeClassifier
from sklearn.model_selection import train_test_split
from sklearn.metrics import roc_auc_score
from hw1_util import create_two_spirals, get_hill_valley_data
X, y = create_two_spirals()
X, y = get_hill_valley_data()
param_range = range(1, 60)
train_scores, test_scores = validation_curve(
DecisionTreeClassifier(max_features='auto'),
X,
y,
param_name="max_depth",
param_range=param_range,
cv=10,
scoring="accuracy",
n_jobs=1)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve with DecisionTreeClassifier")
plt.xlabel("Max depth")
plt.ylabel("Score")
plt.ylim(0.0, 1.1)
lw = 2
plt.plot(param_range,
def tune_hyper_parameter(self, param_name, param_range):
train_scores, valid_scores = validation_curve(self.model,
self.X_train,
self.y_train,
param_name,
param_range,
cv=5,
scoring='f1',
n_jobs=-1,
verbose=51)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
valid_scores_mean = np.mean(valid_scores, axis=1)
valid_scores_std = np.std(valid_scores, axis=1)
title = "MC Curve for " + param_name + "\n" + self.model_type
title_dic = {'fontsize': 7, 'fontweight': 'bold'}
fig, (ax1), = plt.subplots(1, 1, figsize=(3, 2))
ax1.set_title(title, title_dic)
ax1.set_ylabel("Mean F1 Score", title_dic)
ax1.tick_params(axis="x", labelsize=7)
ax1.tick_params(axis="y", labelsize=7)
ax1.yaxis.set_major_formatter(FormatStrFormatter('%.3f'))
ax1.set_xlabel(param_name, title_dic)
plt.fill_between(param_range,
train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std,
alpha=0.2,
color="darkred",
lw=2)
plt.fill_between(param_range,
valid_scores_mean - valid_scores_std,
valid_scores_mean + valid_scores_std,
alpha=0.2,
color="navy",
lw=2)
ax1.plot(param_range,
train_scores_mean,
"r",
linewidth=2,
label="train")
ax1.plot(param_range,
valid_scores_mean,
"b",
linewidth=2,
label="cross val")
if param_name == 'max_iter':
ax1.set_xlabel("iterations", title_dic)
ax1.legend(loc='best', fontsize=6)
ax1.grid()
plt.tight_layout()
path = OUTPUT_PATH + '/' + self.model_type + "/"
filename = "MC_Curve_" + param_name + ".png"
filename = os.path.join(path, filename)
plt.savefig(filename)
def drawvalidationCurve(): train_scores, valid_scores = validation_curve(Ridge(), X, y, "alpha", np.logspace(-7, 3, 3))
# %% [markdown]
# Then, create an `AbaBoostRegressor`. Use the function
# `sklearn.model_selection.validation_curve` to get training and test scores
# by varying the number of estimators.
# *Hint: vary the number of estimators between 1 and 60.*
# %%
import numpy as np
from sklearn.ensemble import AdaBoostRegressor
from sklearn.model_selection import validation_curve
adaboost = AdaBoostRegressor()
param_range = np.unique(np.logspace(0, 1.8, num=30).astype(int))
train_scores, test_scores = validation_curve(adaboost,
data_train,
target_train,
param_name="n_estimators",
param_range=param_range,
n_jobs=-1)
# %% [markdown]
# Plot both the mean training and test scores. You can also plot the
# standard deviation of the scores.
# %%
import matplotlib.pyplot as plt
plt.errorbar(param_range,
train_scores.mean(axis=1),
yerr=train_scores.std(axis=1),
label="Training score",
alpha=0.7)
def boost_plot(train_set,
label_train,
validation_set,
label_validation,
depth=8):
print("Boosting test")
boost_clf = ensemble.AdaBoostRegressor(tree.DecisionTreeRegressor(
criterion='mse', max_depth=25),
n_estimators=600,
learning_rate=1.5)
grad_boost_clf = ensemble.GradientBoostingRegressor(max_depth=7,
n_estimators=600,
learning_rate=0.05)
boost_clf.fit(train_set, label_train)
grad_boost_clf.fit(train_set, label_train)
ada_computed_values = boost_clf.predict(validation_set)
mean_absolute_error = sklearn.metrics.mean_absolute_error(
label_validation, ada_computed_values, multioutput='uniform_average')
print("ada mean error is : ", mean_absolute_error)
mean_max_absolute_error_arrays = np.mean(
np.amax(np.absolute(np.subtract(ada_computed_values,
label_validation)),
axis=1))
print("ada mean max error per row is : ", mean_max_absolute_error_arrays)
grad_computed_values = grad_boost_clf.predict(validation_set)
mean_absolute_error = sklearn.metrics.mean_absolute_error(
label_validation, grad_computed_values, multioutput='uniform_average')
print("grad mean error is : ", mean_absolute_error)
mean_max_absolute_error_arrays = np.mean(
np.amax(np.absolute(np.subtract(grad_computed_values,
label_validation)),
axis=1))
print("grad mean max error per row is : ", mean_max_absolute_error_arrays)
X = np.concatenate((train_set, validation_set), axis=0)
y = np.concatenate((label_train, label_validation), axis=0)
# z = np.transpose(norm_values[:, -1:])[0]
param_range = np.arange(0.1, 2.5, 0.5)
# train_scores, test_scores = validation_curve(
# ensemble.AdaBoostRegressor(tree.DecisionTreeRegressor(criterion='mse', max_depth=9), n_estimators=200), X,
# y, param_name="learning_rate", param_range=param_range, cv=6, scoring="neg_mean_absolute_error", n_jobs=1)
train_scores, test_scores = validation_curve(
ensemble.GradientBoostingRegressor(max_depth=9, n_estimators=200),
X,
y,
param_name="learning_rate",
param_range=param_range,
cv=3,
scoring="neg_mean_absolute_error",
n_jobs=1)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
print(test_scores)
plt.title(
"Eye Validation Curve with Boosting (GradBoost) : criterion : 'entropy'"
)
plt.xlabel("learning_rate")
plt.ylabel("Score")
plt.ylim(-10, 10)
lw = 2
plt.plot(param_range,
train_scores_mean,
label="Training score",
color="darkorange",
lw=lw)
plt.fill_between(param_range,
train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std,
alpha=0.2,
color="darkorange",
lw=lw)
plt.plot(param_range,
test_scores_mean,
label="Cross-validation score",
color="navy",
lw=lw)
plt.fill_between(param_range,
test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std,
alpha=0.2,
color="navy",
lw=lw)
plt.legend(loc="best")
plt.show()
print(train_sizes)
print("Max cross-validation score:")
# print((train_sizes[np.argmax(test_mean)]))
print(test_mean[np.argmax(test_mean)])
print("Max training score at the same point as max cross-validation score:")
print(train_mean[np.argmax(test_mean)])
# In[89]:
# Model complexity analysis
print("Max depth model complexity analysis")
train_scores, test_scores = validation_curve(
DecisionTreeClassifier(criterion='entropy'),
x_train,
y_train,
param_name="max_depth",
param_range=range(2, 51),
scoring="accuracy",
n_jobs=-1,
cv=5)
train_mean = np.mean(train_scores, axis=1)
test_mean = np.mean(test_scores, axis=1)
train_sizes = list(range(2, 51))
plt.close()
plot_data(train_sizes,
test_mean,
title="Figure 5 (Decision Tree Validation Curve - Wine Quality)",
x_label="Max depth",
y_label="Accuracy Score",
color="blue",
label='Cross-validation score')
# load & scale dataset
X, y = load_boston(return_X_y=True)
X = StandardScaler().fit_transform(X)
y = StandardScaler().fit_transform(y.reshape(-1, 1))
# regression by decision trees
subsets = ShuffleSplit(n_splits=5, test_size=0.33, random_state=23)
dtree_model = DecisionTreeRegressor()
dtree_max_depth = range(1, 11)
trn_scores, tst_scores = validation_curve(dtree_model,
X,
y,
param_name='max_depth',
param_range=dtree_max_depth,
cv=subsets,
scoring='r2')
mean_trn_scores = np.mean(trn_scores, axis=1)
mean_tst_scores = np.mean(tst_scores, axis=1)
dtree_scores = pd.concat([
pd.DataFrame({
'max_depth': dtree_max_depth,
'score': mean_trn_scores,
'subset': 'train'
}),
pd.DataFrame({
'max_depth': dtree_max_depth,
'score': mean_tst_scores,
import matplotlib.pyplot as plt
import numpy as np
from sklearn.datasets import load_digits
from sklearn.svm import SVC
from sklearn.model_selection import validation_curve
digits = load_digits()
X, y = digits.data, digits.target
param_range = np.logspace(-6, -1, 5)
train_scores, test_scores = validation_curve(SVC(),
X,
y,
param_name="gamma",
param_range=param_range,
cv=10,
scoring="accuracy",
n_jobs=1)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve with SVM")
plt.xlabel("$\gamma$")
plt.ylabel("Score")
plt.ylim(0.0, 1.1)
lw = 2
plt.semilogx(param_range,
train_scores_mean,
from sklearn.svm import SVC
from sklearn.model_selection import validation_curve
param_range = np.logspace(-3, 3, 4)
train_scores, test_scores = validation_curve(SVC(), X, y,
param_name='gamma',
param_range=param_range, cv=3)
print(train_scores)
print(test_scores)
# This code based on scikit-learn validation_plot example
# See: http://scikit-learn.org/stable/auto_examples/model_selection/plot_validation_curve.html
plt.figure()
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title('Validation Curve with SVM')
plt.xlabel('$\gamma$ (gamma)')
plt.ylabel('Score')
plt.ylim(0.0, 1.1)
lw = 2
plt.semilogx(param_range, train_scores_mean, label='Training score',
color='darkorange', lw=lw)
plt.fill_between(param_range, train_scores_mean - train_scores_std,
# ## Addressing over- and underfitting with validation curves
# In[16]:
from sklearn.model_selection import validation_curve
param_range = [0.001, 0.01, 0.1, 1.0, 10.0, 100.0]
train_scores, test_scores = validation_curve(
estimator=pipe_lr,
X=X_train,
y=y_train,
param_name='logisticregression__C',
param_range=param_range,
cv=10)
train_mean = np.mean(train_scores, axis=1)
train_std = np.std(train_scores, axis=1)
test_mean = np.mean(test_scores, axis=1)
test_std = np.std(test_scores, axis=1)
plt.plot(param_range, train_mean,
color='blue', marker='o',
markersize=5, label='training accuracy')
plt.fill_between(param_range, train_mean + train_std,
train_mean - train_std, alpha=0.15,
plt.scatter(x_test, y_test, color='blue', label='Test set')
plt.title('The data')
plt.legend(loc='best')
############################################################
# Plot a validation curve
from sklearn.model_selection import validation_curve
degrees = np.arange(1, 21)
model = make_pipeline(PolynomialFeatures(), LinearRegression())
# The parameter to vary is the "degrees" on the pipeline step
# "polynomialfeatures"
train_scores, validation_scores = validation_curve(
model, x[:, np.newaxis], y,
param_name='polynomialfeatures__degree',
param_range=degrees)
# Plot the mean train error and validation error across folds
plt.figure(figsize=(6, 4))
plt.plot(degrees, validation_scores.mean(axis=1), lw=2,
label='cross-validation')
plt.plot(degrees, train_scores.mean(axis=1), lw=2, label='training')
plt.legend(loc='best')
plt.xlabel('degree of fit')
plt.ylabel('explained variance')
plt.title('Validation curve')
plt.tight_layout()
alpha=0.15,
color='green')
plt.grid()
plt.xlabel('Number of training samples')
plt.ylabel('Accuracy')
plt.legend(loc='lower right')
plt.ylim([0.8, 1.03])
plt.tight_layout()
plt.show()
param_range = [0.001, 0.01, 0.1, 1.0, 10.0, 100.0]
train_scores, test_scores = validation_curve(
estimator=pipe_lr,
X=X_train,
y=y_train,
param_name='logisticregression__C',
param_range=param_range,
cv=10)
train_mean = np.mean(train_scores, axis=1)
train_std = np.std(train_scores, axis=1)
test_mean = np.mean(test_scores, axis=1)
test_std = np.std(test_scores, axis=1)
plt.plot(param_range,
train_mean,
color='blue',
marker='o',
markersize=5,
label='training accuracy')
def plot_validation_curve(estimator,
title,
X,
y,
param_name,
param_range,
ylim=None,
cv=None,
scoring='accuracy',
n_jobs=-1,
verbose=1,
islog=False):
plt.figure()
plt.title(title)
if ylim is not None:
plt.ylim(*ylim)
plt.xticks(param_range)
plt.xlabel(param_name)
plt.ylabel("Score")
train_scores, test_scores = validation_curve(estimator,
X,
y,
param_name=param_name,
param_range=param_range,
cv=cv,
scoring=scoring,
n_jobs=n_jobs,
verbose=verbose)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
if islog:
lw = 2
plt.semilogx(param_range,
train_scores_mean,
label="Training score",
color="darkorange",
lw=lw)
plt.fill_between(param_range,
train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std,
alpha=0.2,
color="darkorange",
lw=lw)
plt.semilogx(param_range,
test_scores_mean,
label="Cross-validation score",
color="navy",
lw=lw)
plt.fill_between(param_range,
test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std,
alpha=0.2,
color="navy",
lw=lw)
else:
plt.fill_between(param_range,
train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std,
alpha=0.1,
color="r")
plt.fill_between(param_range,
test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std,
alpha=0.1,
color="g")
plt.plot(param_range,
train_scores_mean,
'o-',
color="r",
label="Training score")
plt.plot(param_range,
test_scores_mean,
'o-',
color="g",
label="Cross-validation score")
plt.legend(loc="best")
plt.show()
def plot_validation_curve(estimator,
X,
y,
title=None,
ylim=None,
param_name=None,
param_range=[1, 100, 1000, 10000],
cv=10,
scoring=None,
n_jobs=None):
plt.figure()
plt.title(title)
if ylim is not None:
plt.ylim(*ylim)
plt.xlabel("Training examples")
plt.ylabel("Score")
train_scores, test_scores = validation_curve(estimator,
X,
y,
param_name=param_name,
param_range=param_range,
cv=cv,
scoring=scoring,
n_jobs=n_jobs)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve")
plt.xlabel(param_name)
plt.ylabel("Score")
plt.ylim(-0.1, 1.1)
lw = 2
# plt.grid()
# plt.fill_between(param_range, train_scores_mean - train_scores_std,
# train_scores_mean + train_scores_std, alpha=0.01,
# color="r")
# plt.fill_between(param_range, test_scores_mean - test_scores_std,
# test_scores_mean + test_scores_std, alpha=0.01, color="g")
# plt.plot(param_range, train_scores_mean, 'o-', color="r",
# label="Training score")
# plt.plot(param_range, test_scores_mean, 'o-', color="g",
# label="Cross-validation score")
# plt.legend(loc="best")
plt.semilogx(param_range,
train_scores_mean,
label="Training score",
color="darkorange",
lw=lw)
plt.fill_between(param_range,
train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std,
alpha=0.1,
color="darkorange",
lw=lw)
plt.semilogx(param_range,
test_scores_mean,
label="Cross-validation score",
color="navy",
lw=lw)
plt.fill_between(param_range,
test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std,
alpha=0.1,
color="navy",
lw=lw)
plt.legend(loc="best")
return plt
kfold = KFold(n_splits=10)
cv = kfold
scores = cross_val_score(rbf_kernel_svm_clf, X,y,cv=cv)
print('gamma : {}'.format(gamma))
print('Cross-Validation scores: {}'.format(scores))
title = "Learning Curves ("+name+")"
plt = plot_learning_curve(rbf_kernel_svm_clf, title, X, y, cv=10)
plt.savefig(name+'_lc.png')
print(name+'_lc.png')
plt.show()
param_range = np.logspace(-6, -1, 5)
train_scores, test_scores = validation_curve(
rbf_kernel_svm_clf, X, y, param_name='svc__gamma', param_range=param_range,
scoring="accuracy", n_jobs=1)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve (" + name +")")
plt.xlabel(r"$\gamma$")
plt.ylabel("Score")
plt.ylim(0.0, 1.1)
lw = 2
plt.semilogx(param_range, train_scores_mean, label="Training score",
color="darkorange", lw=lw)
plt.fill_between(param_range, train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std, alpha=0.2,
color="darkorange", lw=lw)
def validation_curves(X, Y, alg1, alg2, alg3, CV, score, csv_name):
"""
Given training data, iteratively runs some ML algorithms (currently, this
is nearest neighbor, decision tree, and support vector methods), varying
the training set size for each prediction category: reactor type, cooling
time, enrichment, and burnup
Parameters
----------
X : dataframe that includes all training data
Y : series with labels for training data
alg1 : optimized learner 1
alg2 : optimized learner 2
alg3 : optimized learner 3
CV : cross-validation generator
score :
csv_name : string containing the train set, nuc subset, and parameter being
predicted for naming purposes
Returns
-------
*validation_curve.csv : csv file with val curve results for each
prediction category
"""
# Note: I'm trying to avoid loops here so the code is inelegant
# Varied alg params for validation curves
k_list = np.linspace(1, 25, 10).astype(int)
depth_list = np.linspace(3, 25, 10).astype(int)
feat_list = np.linspace(5, 47, 10).astype(int)
gamma_list = np.logspace(-4, -1, 10)
c_list = np.logspace(0, 5, 10)
# knn
train, cv = validation_curve(alg1,
X,
Y,
'n_neighbors',
k_list,
cv=CV,
scoring=score,
n_jobs=4)
train_mean = np.mean(train, axis=1)
train_std = np.std(train, axis=1)
cv_mean = np.mean(cv, axis=1)
cv_std = np.std(cv, axis=1)
df1 = pd.DataFrame({
'ParamList': k_list,
'TrainScore': train_mean,
'TrainStd': train_std,
'CV-Score': cv_mean,
'CV-Std': cv_std
})
df1['Algorithm'] = 'knn'
# dtree
train, cv = validation_curve(alg2,
X,
Y,
'max_depth',
depth_list,
cv=CV,
scoring=score,
n_jobs=4)
train_mean = np.mean(train, axis=1)
train_std = np.std(train, axis=1)
cv_mean = np.mean(cv, axis=1)
cv_std = np.std(cv, axis=1)
df2 = pd.DataFrame({
'ParamList': depth_list,
'TrainScore': train_mean,
'TrainStd': train_std,
'CV-Score': cv_mean,
'CV-Std': cv_std
})
df2['Algorithm'] = 'dtree'
train, cv = validation_curve(alg2,
X,
Y,
'max_features',
feat_list,
cv=CV,
scoring=score,
n_jobs=4)
train_mean = np.mean(train, axis=1)
train_std = np.std(train, axis=1)
cv_mean = np.mean(cv, axis=1)
cv_std = np.std(cv, axis=1)
df3 = pd.DataFrame({
'ParamList': feat_list,
'TrainScore': train_mean,
'TrainStd': train_std,
'CV-Score': cv_mean,
'CV-Std': cv_std
})
df3['Algorithm'] = 'dtree'
# svr
train, cv = validation_curve(alg3,
X,
Y,
'gamma',
gamma_list,
cv=CV,
scoring=score,
n_jobs=4)
train_mean = np.mean(train, axis=1)
train_std = np.std(train, axis=1)
cv_mean = np.mean(cv, axis=1)
cv_std = np.std(cv, axis=1)
df4 = pd.DataFrame({
'ParamList': gamma_list,
'TrainScore': train_mean,
'TrainStd': train_std,
'CV-Score': cv_mean,
'CV-Std': cv_std
})
df4['Algorithm'] = 'svr'
train, cv = validation_curve(alg3,
X,
Y,
'C',
c_list,
cv=CV,
scoring=score,
n_jobs=4)
train_mean = np.mean(train, axis=1)
train_std = np.std(train, axis=1)
cv_mean = np.mean(cv, axis=1)
cv_std = np.std(cv, axis=1)
df5 = pd.DataFrame({
'ParamList': c_list,
'TrainScore': train_mean,
'TrainStd': train_std,
'CV-Score': cv_mean,
'CV-Std': cv_std
})
df5['Algorithm'] = 'svr'
vc_data = pd.concat([df1, df2, df3, df4, df5])
vc_data.to_csv(csv_name + '_validation_curve.csv')
return
def draw_validation_curve(model,
param_range,
param,
name,
ax,
features,
labels,
metric='roc_auc',
cv=3,
n_jobs=1,
title=None):
'''
A function to draw a validation curve using cross-validation.
model = the algorithm or pipeline used to model the data
param_range = the inputs to validate
param = the hyperparameter to evaluate
name = name of the hyperparameter to use for the graph axis
metric = evaluation metric
title = name of the algorithm to use for the graph title
'''
train_scores, test_scores = validation_curve(model,
features,
labels,
param_name=param,
param_range=param_range,
cv=cv,
scoring=metric,
n_jobs=n_jobs)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve with %s" % title)
plt.xlabel(name)
plt.ylabel("Score")
plt.ylim(0.0, 1.1)
lw = 2
plt.semilogx(param_range,
train_scores_mean,
label="Training score",
color="darkorange",
lw=lw)
plt.fill_between(param_range,
train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std,
alpha=0.2,
color="darkorange",
lw=lw)
plt.semilogx(param_range,
test_scores_mean,
label="Cross-validation score",
color="navy",
lw=lw)
plt.fill_between(param_range,
test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std,
alpha=0.2,
color="navy",
lw=lw)
plt.legend(loc="best")
# We can use the :class:`~sklearn.model_selection.validation_curve` to inspect
# the impact of varying the parameter `k_neighbors`. In this case, we need
# to use a score to evaluate the generalization score during the
# cross-validation.
# %%
from sklearn.metrics import cohen_kappa_score, make_scorer
from sklearn.model_selection import validation_curve
scorer = make_scorer(cohen_kappa_score)
param_range = range(1, 11)
train_scores, test_scores = validation_curve(
model,
X,
y,
param_name="smote__k_neighbors",
param_range=param_range,
cv=3,
scoring=scorer,
)
# %%
train_scores_mean = train_scores.mean(axis=1)
train_scores_std = train_scores.std(axis=1)
test_scores_mean = test_scores.mean(axis=1)
test_scores_std = test_scores.std(axis=1)
# %% [markdown]
# We can now plot the results of the cross-validation for the different
# parameter values that we tried.
"""
from __future__ import print_function
from sklearn.model_selection import validation_curve
from sklearn.datasets import load_digits
from sklearn.svm import SVC
import matplotlib.pyplot as plt
import numpy as np
digits = load_digits()
X = digits.data
y = digits.target
param_range = np.logspace(-6, -2.3, 5)
train_loss, test_loss = validation_curve(SVC(),
X,
y,
param_name='gamma',
param_range=param_range,
cv=10,
scoring='neg_mean_squared_error')
train_loss_mean = -np.mean(train_loss, axis=1)
test_loss_mean = -np.mean(test_loss, axis=1)
plt.plot(param_range, train_loss_mean, 'o-', color="r", label="Training")
plt.plot(param_range,
test_loss_mean,
'o-',
color="g",
label="Cross-validation")
plt.xlabel("gamma")
plt.ylabel("Loss")
import numpy as np
from sklearn.model_selection import validation_curve
from sklearn.model_selection import train_test_split
boston = datasets.load_boston()
print(boston.data.shape)
#print(boston.data)
X = boston.data
y = boston.target
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state = 4)
# 針對不同gamma參數進行fit model，並選擇gamma參數
param_range = np.logspace(-6, -3, 10)
train_loss, test_loss = validation_curve(SVR(), X_train, y_train, param_name = "gamma",
param_range = param_range,
cv = 10, scoring = "neg_mean_squared_error")
train_loss_mean = -np.mean(train_loss, axis = 1)
test_loss_mean = -np.mean(test_loss, axis = 1)
plt.plot(param_range, train_loss_mean, "o-", color = "r", label = "Training")
plt.plot(param_range, test_loss_mean, "o-", color = "g", label = "Cross_validation")
plt.xlabel("gamma")
plt.ylabel("Loss")
plt.legend(loc = "best")
plt.show()
# 針對不同 C 參數進行fit model，並選擇 C 參數
param_range = np.logspace(-1, 2, 10)
# plt.grid(True)
# plt.xlabel("C values")
# plt.ylabel("accuracy Score")
# plt.axis([0, max(x) + 0.001, min(min(train_scores), min(valid_scores)), max(max(train_scores), max(valid_scores))])
# plt.title("Validation Curve SVM-C")
# plt.legend()
# plt.show()
# plt.clf()
x = [1, 2]
train_scores, valid_scores = validation_curve(SVC(gamma=10, random_state=42),
X_train,
y_train,
"kernel", ['linear', 'rbf'],
cv=5,
verbose=1000,
n_jobs=-1,
scoring='accuracy')
train_scores = np.mean(train_scores, axis=1)
valid_scores = np.mean(valid_scores, axis=1)
plt.plot(x, train_scores, label="Train score")
plt.plot(x, valid_scores, label="Validation score")
plt.grid(True)
plt.xlabel("Kernel")
plt.ylabel("accuracy Score")
plt.axis([
0,
max(x) + 0.001,
scorer = metrics.make_scorer(metrics.cohen_kappa_score)
# Generate the dataset
X, y = datasets.make_classification(n_classes=2, class_sep=2,
weights=[0.1, 0.9], n_informative=10,
n_redundant=1, flip_y=0, n_features=20,
n_clusters_per_class=4, n_samples=5000,
random_state=RANDOM_STATE)
smote = os.SMOTE(random_state=RANDOM_STATE)
cart = tree.DecisionTreeClassifier(random_state=RANDOM_STATE)
pipeline = pl.make_pipeline(smote, cart)
param_range = range(1, 11)
train_scores, test_scores = ms.validation_curve(
pipeline, X, y, param_name="smote__k_neighbors", param_range=param_range,
cv=3, scoring=scorer, n_jobs=1)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
fig = plt.figure()
ax = fig.add_subplot(1, 1, 1)
plt.plot(param_range, test_scores_mean, label='SMOTE')
ax.fill_between(param_range, test_scores_mean + test_scores_std,
test_scores_mean - test_scores_std, alpha=0.2)
idx_max = np.argmax(test_scores_mean)
plt.scatter(param_range[idx_max], test_scores_mean[idx_max],
label=r'Cohen Kappa: ${0:.2f}\pm{1:.2f}$'.format(
Y_class1_train_LR = Y_probas_train_LR[np.newaxis, :, 1].T
Y_class1_train_DT = Y_probas_train_DT[np.newaxis, :, 1].T
Y_class1_train_RF = Y_probas_train_RF[np.newaxis, :, 1].T
X_meta_train = np.concatenate(
(Y_class1_train_svm, Y_class1_train_knn, Y_class1_train_LR,
Y_class1_train_DT, Y_class1_train_RF),
axis=1) #concatenate horizontally, final shape (m, 5)
Y_meta_train = Y_train
x = [0.1, 1, 10, 100, 1000, 1100, 1300, 1500]
train_scores, valid_scores = validation_curve(
LogisticRegression(random_state=42),
X_train,
Y_meta_train,
"C",
x,
cv=3,
verbose=1000,
n_jobs=-1,
scoring='accuracy')
train_scores = np.mean(train_scores, axis=1)
valid_scores = np.mean(valid_scores, axis=1)
plt.plot(x, train_scores, label="Train score")
plt.plot(x, valid_scores, label="Validation score")
plt.grid(True)
plt.xlabel("C values")
plt.ylabel("accuracy Score")
plt.axis([
0,
] #16273个样本假设检验不通过的
dataMat = dataMat.drop(delnames, axis=1)
dataMat = StandardScaler().fit_transform(dataMat)
# param_range = np.logspace(-6, -1, 5)
param_range = [0.0001, 0.001, 0.01, 0.1]
train_scores, test_scores = validation_curve(estimator=SVC(
kernel='rbf',
gamma='auto',
shrinking=True,
probability=True,
tol=0.0001,
cache_size=1000,
max_iter=-1,
class_weight='balanced',
decision_function_shape='ovr',
random_state=None),
X=dataMat,
y=labelMat,
param_name='C',
param_range=param_range,
cv=10,
scoring="accuracy",
n_jobs=1)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve with SVM")
from sklearn.model_selection import validation_curve #validation_curve模块
from sklearn.datasets import load_digits
from sklearn.svm import SVC
import matplotlib.pyplot as plt
import numpy as np
#digits数据集
digits = load_digits()
X = digits.data
y = digits.target
#建立参数测试集
param_range = np.logspace(-6, -2.3, 5)
#使用validation_curve快速找出参数对模型的影响
train_loss, test_loss = validation_curve(
SVC(), X, y, param_name='gamma', param_range=param_range, cv=10, scoring='neg_mean_squared_error')
#平均每一轮的平均方差
train_loss_mean = -np.mean(train_loss, axis=1)
test_loss_mean = -np.mean(test_loss, axis=1)
#可视化图形
plt.plot(param_range, train_loss_mean, 'o-', color="r",
label="Training")
plt.plot(param_range, test_loss_mean, 'o-', color="g",
label="Cross-validation")
plt.xlabel("gamma")
plt.ylabel("Loss")
plt.legend(loc="best")
plt.show()
def main():
"""
機械学習パイプラインによる、機械学習処理フロー（scikit-learn ライブラリの Pipeline クラスを使用）
学習曲線, 検証曲線よるモデルの汎化性能の評価
"""
print("Enter main()")
# データの読み込み
prePro = DataPreProcess.DataPreProcess()
prePro.setDataFrameFromCsvFile(
"https://raw.githubusercontent.com/rasbt/python-machine-learning-book/master/code/datasets/wdbc/wdbc.data"
)
#prePro.print( "Breast Cancer Wisconsin dataset" )
dat_X = prePro.df_.loc[:, 2:].values
dat_y = prePro.df_.loc[:, 1].values
#===========================================
# 前処理 [PreProcessing]
#===========================================
# 欠損データへの対応
#prePro.meanImputationNaN()
# ラベルデータをエンコード
prePro.encodeClassLabelByLabelEncoder(colum=1)
prePro.print("Breast Cancer Wisconsin dataset")
# データをトレードオフデータとテストデータに分割
X_train, X_test, y_train, y_test \
= DataPreProcess.DataPreProcess.dataTrainTestSplit( X_input = dat_X, y_input = dat_y, ratio_test = 0.2 )
#-------------------------------------------
# Pipeline の設定
#-------------------------------------------
# パイプラインに各変換器、推定器を設定
pipe_logReg = Pipeline(steps=[ # タプル (任意の識別文字, 変換器 or 推定器のクラス) で指定
("scl", StandardScaler()), # スケーリング： 変換器のクラス（fit() 関数を持つ）
("clf", LogisticRegression(penalty='l2', random_state=0)
) # ロジスティクス回帰（L2正則化）：推定器のクラス（predict()関数を持つ）
])
# パイプラインに設定した変換器の fit() 関数を実行
#pipe_logReg.fit( X_train, y_train )
#
#print( "Test Accuracy: %.3f" % pipe_logReg.score( X_test, y_test ) )
#============================================
# Learning Process
#===========================================
# パイプラインに設定した推定器の predict() 実行
#y_predict = pipe_logReg.predict(X_test)
#print("predict : ", y_predict )
#===========================================
# 学習曲線による汎化性能の確認
#===========================================
# learning_curve() 関数で"交差検証"による正解率を算出
train_sizes, train_scores, test_scores \
= learning_curve(
estimator = pipe_logReg, # 推定器 : Pipeline に設定しているロジスティクス回帰
X = X_train, #
y = y_train, #
train_sizes = numpy.linspace(0.1, 1.0, 10), # トレードオフサンプルの絶対数 or 相対数
# トレーニングデータサイズに応じた, 等間隔の10 個の相対的な値を設定
cv = 10, # 交差検証の回数（分割数）
n_jobs = -1 # 全てのCPUで並列処理
)
# 平均値、分散値を算出
train_means = numpy.mean(train_scores, axis=1) # axis = 1 : 行方向
train_stds = numpy.std(train_scores, axis=1)
test_means = numpy.mean(test_scores, axis=1)
test_stds = numpy.std(test_scores, axis=1)
#
print("train_sizes : \n",
train_sizes) # トレーニングデータサイズに応じた, 等間隔の10 個の相対的な値のリスト
print("train_scores : \n", train_scores)
print("test_scores : \n", test_scores)
print("train_means : \n", train_means)
print("train_stds : \n", train_stds)
print("test_means : \n", test_means)
print("test_stds : \n", test_stds)
#-------------------------------------------
# 学習曲線を描写
#-------------------------------------------
Plot2D.Plot2D.drawLearningCurve(train_sizes=train_sizes,
train_means=train_means,
train_stds=train_stds,
test_means=test_means,
test_stds=test_stds)
plt.title("Learning Curve \n LogisticRegression (L2 regularization)")
plt.xlabel('Number of training samples')
plt.ylabel('Accuracy')
plt.legend(loc='best')
plt.ylim([0.8, 1.01])
plt.tight_layout()
plt.savefig("./MachineLearningPipeline_scikit-learn_1.png",
dpi=300,
bbox_inches='tight')
plt.show()
#===========================================
# 検証曲線による汎化性能の確認
#===========================================
param_range = [0.001, 0.01, 0.1, 1.0, 10.0, 100.0]
# validication_curve() 関数で"交差検証"による正解率を算出
train_scores, test_scores \
= validation_curve(
estimator = pipe_logReg, #
X = X_train,
y = y_train,
param_name = 'clf__C', #
param_range = param_range,
cv = 10
)
# 上書き
train_means = numpy.mean(train_scores, axis=1)
train_stds = numpy.std(train_scores, axis=1)
test_means = numpy.mean(test_scores, axis=1)
test_stds = numpy.std(test_scores, axis=1)
#
print("param_range : \n", param_range)
print("train_scores : \n", train_scores)
print("test_scores : \n", test_scores)
print("train_means : \n", train_means)
print("train_stds : \n", train_stds)
print("test_means : \n", test_means)
print("test_stds : \n", test_stds)
#-------------------------------------------
# 検証曲線を描写
#-------------------------------------------
Plot2D.Plot2D.drawValidationCurve(param_range=param_range,
train_means=train_means,
train_stds=train_stds,
test_means=test_means,
test_stds=test_stds)
plt.xscale('log') # log スケール
plt.title("Validation Curve \n LogisticRegression (L2 regularization)")
plt.xlabel('Parameter C [Reverse regularization parameter]')
plt.ylabel('Accuracy')
plt.legend(loc='best')
plt.ylim([0.8, 1.01])
plt.tight_layout()
plt.savefig("./MachineLearningPipeline_scikit-learn_2.png",
dpi=300,
bbox_inches='tight')
plt.show()
print("Finish main()")
return
out_performance,
color="navy",
marker='o',
label="Mean test Acc. from 5-fold CV")
plt.grid(True)
plt.legend()
plt.title('5-fold CV Curve for Decision Tree on max_depth by cross_val_score')
plt.show()
##########
base_clf = DecisionTreeClassifier(random_state=0)
train_scores, test_scores = validation_curve(base_clf,
X,
y,
param_name="max_depth",
param_range=candidate_max_depth,
scoring="accuracy",
n_jobs=-1,
cv=5)
train_scores_mean = np.mean(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
plt.figure(1, figsize=(8, 8))
plt.ylabel("Accuracy")
plt.xlabel("max_depth")
plt.title(
"K-fold(k={}) CV Curve for Decision Tree on max_depth by validation_curve".
format(train_scores.shape[1]))
plt.plot(candidate_max_depth,
train_scores_mean,
marker='o',
train_x = np.array(train_x).T # 转置回来，变为编码后的矩阵
# 定义模型
model = se.RandomForestClassifier(
max_depth=8, # 最大深度
random_state=7 # 随机种子
)
# 产生数组，用于验证
n_estimators = np.arange(50, 550, 50) # 产生一个数组
print('n_estimators:', n_estimators)
# 通过不同的参数，构建多个随机森林，验证其准确率
train_scores, test_scores = ms.validation_curve(
model,
train_x,
train_y,
'n_estimators', # 待验证的参数名称
n_estimators, # 待验证的参数值
cv=5 # 折叠数量
)
# print(test_scores)
train_mean = train_scores.mean(axis=1) # 求各个折叠下性能均值
test_mean = test_scores.mean(axis=1) # 求各个折叠下测试性能均值
# 可视化
mp.figure('n_estimators', facecolor='lightgray')
mp.title('n_estimators', fontsize=20)
mp.xlabel('n_estimators', fontsize=14)
mp.ylabel('F1 Score', fontsize=14)
mp.tick_params(labelsize=10)
mp.grid(linestyle=':')
# plt.plot(param_range, test_scores_mean, label="Cross-validation score",
# color="navy", lw=lw)
# plt.fill_between(param_range, test_scores_mean - test_scores_std,
# test_scores_mean + test_scores_std, alpha=0.2,
# color="navy", lw=lw)
# plt.legend(loc="best")
# print('plot time bro')
# plt.show()
# LEARNING RATE INIT
param_range = np.arange(0.001, 0.05, 0.001)
train_scores, test_scores = validation_curve(MLPClassifier(
hidden_layer_sizes=(100, 5), solver='sgd', learning_rate='constant'),
X,
y,
param_name="learning_rate_init",
param_range=param_range,
cv=10,
scoring="accuracy",
n_jobs=1)
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve with MLPClassifier")
plt.xlabel("Learning Rate")
plt.ylabel("Score")
plt.ylim(0.0, 1.1)
lw = 2
X_test = np.linspace(-0.1, 1.1, 500)[:, None]
plt.scatter(X.ravel(), y, color='black')
axis = plt.axis()
for degree in [1, 3, 5]:
y_test = PolynomialRegression(degree).fit(X, y).predict(X_test)
plt.plot(X_test.ravel(), y_test, label='degree={0}'.format(degree))
plt.xlim(-0.1, 1.0)
plt.ylim(-2, 12)
plt.legend(loc='best');
#%%
from sklearn.model_selection import validation_curve
degree = np.arange(0, 21)
train_score, val_score = validation_curve(PolynomialRegression(), X, y,
'polynomialfeatures__degree', degree, cv=7)
plt.plot(degree, np.median(train_score, 1), color='blue', label='training score')
plt.plot(degree, np.median(val_score, 1), color='red', label='validation score')
plt.legend(loc='best')
plt.ylim(0, 1)
plt.xlabel('degree')
plt.ylabel('score');
#%%
plt.scatter(X.ravel(), y)
lim = plt.axis()
y_test = PolynomialRegression(3).fit(X, y).predict(X_test)
plt.plot(X_test.ravel(), y_test);
plt.axis(lim);
def draw_validation_curve(X, y, clf_type):
param_range = np.logspace(0, 2, 5)
if str(clf_type) == str(CLF_TYPE.K_SVM):
train_scores, test_scores = validation_curve(SVC(),
X,
y,
param_name="C",
verbose=2,
param_range=param_range,
cv=3,
scoring="accuracy",
n_jobs=2)
elif str(clf_type) == str(CLF_TYPE.Logistic):
train_scores, test_scores = validation_curve(LogisticRegression(),
X,
y,
param_name="C",
verbose=2,
param_range=param_range,
cv=5,
scoring="accuracy",
n_jobs=1)
elif str(clf_type) == str(CLF_TYPE.SVM):
train_scores, test_scores = validation_curve(LinearSVC(),
X,
y,
param_name="C",
verbose=2,
param_range=param_range,
cv=5,
scoring="accuracy",
n_jobs=1)
else:
print('clf type not implemented')
return
train_scores_mean = np.mean(train_scores, axis=1)
train_scores_std = np.std(train_scores, axis=1)
test_scores_mean = np.mean(test_scores, axis=1)
test_scores_std = np.std(test_scores, axis=1)
plt.title("Validation Curve with " + str(clf_type))
plt.xlabel(r"$\gamma$")
plt.ylabel("Score")
plt.ylim(0.0, 1.1)
lw = 2
plt.semilogx(param_range,
train_scores_mean,
label="Training score",
color="darkorange",
lw=lw)
plt.fill_between(param_range,
train_scores_mean - train_scores_std,
train_scores_mean + train_scores_std,
alpha=0.2,
color="darkorange",
lw=lw)
plt.semilogx(param_range,
test_scores_mean,
label="Cross-validation score",
color="navy",
lw=lw)
plt.fill_between(param_range,
test_scores_mean - test_scores_std,
test_scores_mean + test_scores_std,
alpha=0.2,
color="navy",
lw=lw)
plt.legend(loc="best")
plt.show()
alpha=0.15, color='blue')
plt.plot(train_sizes, test_mean, color='green', linestyle='--', marker='s',
markersize=5, label='validation accuracy')
plt.fill_between(train_sizes, test_mean + test_std, test_mean - test_std,
alpha=0.15, color='green')
plt.grid()
plt.xlabel('Number of training samples')
plt.ylabel('Accuracy')
plt.legend(loc='lower right')
plt.ylim([0.9, 1.0])
plt.show() # evidence of slight overfit due to gap between curves
# create validation curves for C (the inverse regularization param of logreg)
param_range = [0.001, 0.01, 0.1, 1.0, 10.0, 100.0]
train_scores, test_scores = ms.validation_curve(estimator=PIPE_LR,
X=FEAT_TRAIN,
y=LABEL_TRAIN,
param_name='clf__C',
param_range=param_range,
cv=10)
train_mean = np.mean(train_scores, axis=1)
train_std = np.std(train_scores, axis=1)
test_mean = np.mean(test_scores, axis=1)
test_std = np.std(test_scores, axis=1)
# plot validation curves
plt.plot(param_range, train_mean, color='blue', marker='o', markersize=5,
label='training accuracy')
plt.fill_between(param_range, test_mean + train_std, train_mean - train_std,
alpha=0.15, color='blue')
plt.plot(param_range, test_mean, color='green', linestyle='--', marker='s',
markersize=5, label='validation accuracy')
plt.fill_between(param_range, test_mean + test_std, test_mean - test_std,
alpha=0.15, color='green')
