print("Mean validation score: {0:.3f} (std: {1:.3f})".format(
score.mean_validation_score,
np.std(score.cv_validation_scores)))
print("Parameters: {0}".format(score.parameters))
print("")
X = np.load('data/X51.npy')
Y = np.load('data/y51.npy')
# fixes errors with Nan data
X = preprocessing.Imputer().fit_transform(X)
print(X.shape,Y.shape)
# Recursive oversampling and undersampling
adsn = ADASYN(imb_threshold=0.5,ratio=0.7)
X,Y = adsn.fit_transform(X,Y)
X,Y = deleteClass(X,Y,100,2)
print(int(np.sqrt(X.shape[1])))
# Create the RFE object and compute a cross-validated score.
rf = RandomForestClassifier(n_jobs=-1)
gbm =xgb.XGBClassifier(n_estimators=300)
# The "accuracy" scoring is proportional to the number of correct
# classifications
param_dist = {"n_estimators": [10,50,100,150,300],
"criterion": ['gini', 'entropy'],
"bootstrap": [True,False],
"max_features": [10,20,30,40,45,48],
"class_weight": ['auto']}
param_dist_xgb = {"max_depth": [5,10,15,25,30],
print("length of test data")
print(len(x_features_test))
return(x_features_train, x_features_test, x_labels_train, x_labels_test)
adsn = ADASYN(k=7,imb_threshold=0.7, ratio=1, random_state=0)
# now we can devided our data into training and test data
# Call our method data prepration on our dataset
x = data
x = x.dropna(axis=0,how='any')
x_features = x.ix[:, x.columns != "Class"]
x_labels = x.ix[:, x.columns == "Class"]
os_data_X, os_data_y = adsn.fit_transform(x_features.values, [i[0] for i in x_labels.values])
data_train_X, data_test_X, data_train_y, data_test_y = data_prepration(os_data_X, os_data_y)
columns = x_features.columns
print(columns)
data_train_X = pd.DataFrame(data=data_train_X, columns=columns )
data_train_y= pd.DataFrame(data=data_train_y, columns=["Class"])
print("Length of oversampled data is ", len(data_train_X))
print("Number of normal transcation in oversampled data", len(data_train_y[data_train_y["Class"] == 0]))
print("No.of fraud transcation", len(data_train_y[data_train_y["Class"]==1]))
print("Number of normal people in oversampled data is ",len(data_train_y[data_train_y["Class"] == 0])/len(data_train_X))
print("Number of people having diabetes in oversampled data is ", len(data_train_y[data_train_y["Class"]==1])/len(data_train_X))
def main():
print('-----------------------------')
print('| Active Learning Activated |')
print('-----------------------------')
X = np.load('X.npy')
Y = np.load('Y.npy')
print(Counter(Y))
# fixes errors with Nan data
X = preprocessing.Imputer().fit_transform(X)
print(X.shape, Y.shape)
adsn = ADASYN(ratio=0.7)
X, Y = adsn.fit_transform(X, Y)
print(Counter(Y))
X, Y = deleteClass(X, Y, 100, 2)
print(Counter(Y))
# The feature division is not clear by their column number,
# It was attempted intuitively while cross-checking with the
# feature_importance attribute to make two equally good subspaces
# Features regarding the first classifier
clasOneCols = [0, 1, 2, 3, 4, 5, 9, 10, 11, 12, 13, 14, 15, 16, 32]
clasOneData = X[:, clasOneCols]
# Features regarding the second classifier
clasTwoCols = [
6, 7, 8, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31
]
clasTwoData = X[:, clasTwoCols]
#print(clasOneData.shape, clasTwoData.shape)
#assisning weights to penalize majority class over minority
#class_weights={0 : 1, 1 : 0.2 , 2 : 0.1 , 3 : 0.2, 4 :1}
rfr1 = RandomForestClassifier(n_estimators=300,
class_weight='auto',
n_jobs=-1)
rfr2 = RandomForestClassifier(n_estimators=300,
class_weight='auto',
n_jobs=-1)
rfr3 = RandomForestClassifier(n_estimators=300,
class_weight='auto',
n_jobs=-1)
n_samples = 700
tolac1 = []
tolac2 = []
tolac3 = []
rate = []
ranges = ['33', '25', '20']
df = []
for i in [3, 4, 5, 10]:
skf = StratifiedKFold(Y, n_folds=i, shuffle=True)
for test, train in skf:
#print(len(train),len(test), float(len(train))/len(test))
rfr1.fit(clasOneData[train], Y[train])
rfr2.fit(clasTwoData[train], Y[train])
rfr3.fit(X[train], Y[train])
pred1 = rfr1.predict(clasOneData[test])
tolac1.append(tolAcc(Y[test], pred1))
#print('Tolerance accuracy 1: %s' % tolAcc(Y[test],pred1))
pred2 = rfr2.predict(clasTwoData[test])
tolac2.append(tolAcc(Y[test], pred2))
# print('Tolerance accuracy 2: %s' % tolAcc(Y[test],pred2))
pred3 = rfr3.predict(X[test])
tolac3.append(tolAcc(Y[test], pred3))
#print('Combined: %s' % tolAcc(Y[test],pred3))
pred1 = pred1.astype(np.int64)
pred2 = pred2.astype(np.int64)
aggreement_rate = activeLabeling(pred1, pred2)
rate.append(aggreement_rate)
#print(rfr3.feature_importances_)
print(rate[0:3])
print('Mean is : %s' % np.mean(rate[0:3]))
print(rate[3:6])
print('Mean is : %s' % np.mean(rate[3:7]))
print(rate[9:12])
print('Mean is : %s' % np.mean(rate[7:12]))
print(rate[12:16])
print('Mean is : %s' % np.mean(rate[12:-1]))
def main(argv):
#Change to parent directory to load data
#os.chdir(os.path.pardir)
X = np.load('data/X51.npy')
Y = np.load('data/y51.npy')
labels = np.load('data/LOO.npy')
print(X.shape)
#fixes errors with Nan data
# X= preprocessing.Imputer().fit_transform(X)
# Recursive oversampling and undersampling
#adsn = ADASYN(imb_threshold=0.5,ratio=0.7)
#X,Y = adsn.fit_transform(X,Y)
#X,Y = adsn.fit_transform(X,Y)
#X,Y = deleteClass(X,Y,100,2)
#Grouping 5 classes to 3
"""for i in range(0,Y.shape[0]):
if Y[i]==0 or Y[i]==1:
Y[i]==0
elif Y[i]==2:
Y[i]=1
else:
Y[i]=2
"""
print(Counter(Y))
# Synthetic data is only to be used during training to
# enhance recall of minority classes. New data are appended
# as first rows of X,y
size_b = X.shape[0]
adsn = ADASYN(imb_threshold=0.5, ratio=0.7)
X, Y = adsn.fit_transform(X, Y)
size_a = X.shape[0]
generated_samp = size_a - size_b
newX = X[1:generated_samp]
newY = Y[1:generated_samp]
#Shuffling original data to ensure no time dependence
realX, realY = shuffle(X[generated_samp:-1],
Y[generated_samp:-1],
random_state=0)
realX, realY = shuffle(realX, realY, random_state=15)
print('--------------')
# appending real data after generated so that test set will not contain synthetic data
allX = np.concatenate((newX, realX), axis=0)
allY = np.concatenate((newY, realY), axis=0)
X, Y = deleteClass(allX, allY, 200, 2)
print(X.shape, Y.shape)
# creating training set with synthetic data, test set only real data
train = [i for i in range(0, int(0.7 * X.shape[0]))]
test = [i for i in range(int(0.7 * X.shape[0]), X.shape[0])]
print(Counter(Y))
if sys.argv[1] == '-ensemble':
RF = []
outputRF = []
outRFtest = []
totalacc = 0
totalRF = 0
totalXGB = 0
#Tests with all features / most important
#feats =[0,1,2,3,4,5,6,7,13,16,22,23,24,25,26,27,29,30,31,32,33,35,38,39,40,41,44,46,47,50]
#X = X[:,feats]
print(X.shape, Y.shape)
n_folds = 3
skf = StratifiedKFold(Y, n_folds=n_folds)
kf = KFold(X.shape[0], n_folds=n_folds, shuffle=True)
for traini, testi in kf:
print(len(traini), len(testi))
# Although data is oversampled, still a small imbalance is present
rfr = RandomForestClassifier(n_estimators=300,
class_weight='auto',
n_jobs=-1,
criterion='entropy',
max_features=X.shape[1],
min_samples_split=1)
gbm = xgb.XGBClassifier(n_estimators=50,
learning_rate=0.5,
colsample_bytree=0.3).fit(
X[traini], Y[traini])
rfr.fit(X[traini], Y[traini])
pred = rfr.predict(X[testi])
pred1 = gbm.predict(X[testi])
# Print to screen mean error and Tolerance Score
tempacc, trueRF = tolAcc(Y[testi], pred)
print('Random Forest: %s' % tempacc)
tempacc1, trueXGB = tolAcc(Y[testi], pred1)
print('XGBoost: %s' % tempacc1)
totalXGB += trueXGB
totalRF += trueRF
totalacc += tempacc
print('True RF: {0}'.format(totalRF / n_folds))
print('True XGB: {0}'.format(totalXGB / n_folds))
print('LOSO TP accuracy: {0}'.format(totalacc / n_folds))
elif sys.argv[1] == '-cali':
# These parameters have been computed with RandomizedSearchCV
rf_c = RandomForestClassifier(n_estimators=300,
bootstrap=False,
class_weight='auto',
n_jobs=-1,
criterion='entropy',
max_features=15,
min_samples_split=1)
gbm = xgb.XGBClassifier(n_estimators=300,
learning_rate=0.2,
colsample_bytree=0.5,
objective='multi:softmax',
max_depth=15,
gamma=0.001)
#Non-calibrated random forest
rf_c.fit(X[train], Y[train])
pred = rf_c.predict(X[test])
tolac, trueacc = tolAcc(Y[test], pred)
print(tolac)
# Using isotonic calibration with 3-fold cv to improve results
# Both on RF and XGBoost
rf_c1 = RandomForestClassifier(n_estimators=300,
bootstrap=False,
class_weight='auto',
n_jobs=-1,
criterion='entropy',
max_features=15,
min_samples_split=1)
cc = CalibratedClassifierCV(rf_c1, method='isotonic', cv=3)
cc.fit(X[train], Y[train])
pred = cc.predict(X[test])
tolac, trueacc = tolAcc(Y[test], pred)
print(tolac)
cc = CalibratedClassifierCV(gbm, method='isotonic', cv=3)
cc.fit(X[train], Y[train])
pred = cc.predict(X[test])
tolac, trueacc = tolAcc(Y[test], pred)
print(tolac)
#Comparing to not-calibrated xgboost
gbm.fit(X[train], Y[train])
pred = gbm.predict(X[test])
tolac, trueacc = tolAcc(Y[test], pred)
print(tolac)
def main(argv):
# Change to parent directory to load data
# os.chdir(os.path.pardir)
X = np.load("data/X51.npy")
Y = np.load("data/y51.npy")
labels = np.load("data/LOO.npy")
print(X.shape)
# fixes errors with Nan data
# X= preprocessing.Imputer().fit_transform(X)
# Recursive oversampling and undersampling
# adsn = ADASYN(imb_threshold=0.5,ratio=0.7)
# X,Y = adsn.fit_transform(X,Y)
# X,Y = adsn.fit_transform(X,Y)
# X,Y = deleteClass(X,Y,100,2)
# Grouping 5 classes to 3
"""for i in range(0,Y.shape[0]):
if Y[i]==0 or Y[i]==1:
Y[i]==0
elif Y[i]==2:
Y[i]=1
else:
Y[i]=2
"""
print(Counter(Y))
# Synthetic data is only to be used during training to
# enhance recall of minority classes. New data are appended
# as first rows of X,y
size_b = X.shape[0]
adsn = ADASYN(imb_threshold=0.5, ratio=0.7)
X, Y = adsn.fit_transform(X, Y)
size_a = X.shape[0]
generated_samp = size_a - size_b
newX = X[1:generated_samp]
newY = Y[1:generated_samp]
# Shuffling original data to ensure no time dependence
realX, realY = shuffle(X[generated_samp:-1], Y[generated_samp:-1], random_state=0)
realX, realY = shuffle(realX, realY, random_state=15)
print("--------------")
# appending real data after generated so that test set will not contain synthetic data
allX = np.concatenate((newX, realX), axis=0)
allY = np.concatenate((newY, realY), axis=0)
X, Y = deleteClass(allX, allY, 200, 2)
print(X.shape, Y.shape)
# creating training set with synthetic data, test set only real data
train = [i for i in range(0, int(0.7 * X.shape[0]))]
test = [i for i in range(int(0.7 * X.shape[0]), X.shape[0])]
print(Counter(Y))
if sys.argv[1] == "-ensemble":
RF = []
outputRF = []
outRFtest = []
totalacc = 0
totalRF = 0
totalXGB = 0
# Tests with all features / most important
# feats =[0,1,2,3,4,5,6,7,13,16,22,23,24,25,26,27,29,30,31,32,33,35,38,39,40,41,44,46,47,50]
# X = X[:,feats]
print(X.shape, Y.shape)
n_folds = 3
skf = StratifiedKFold(Y, n_folds=n_folds)
kf = KFold(X.shape[0], n_folds=n_folds, shuffle=True)
for traini, testi in kf:
print(len(traini), len(testi))
# Although data is oversampled, still a small imbalance is present
rfr = RandomForestClassifier(
n_estimators=300,
class_weight="auto",
n_jobs=-1,
criterion="entropy",
max_features=X.shape[1],
min_samples_split=1,
)
gbm = xgb.XGBClassifier(n_estimators=50, learning_rate=0.5, colsample_bytree=0.3).fit(X[traini], Y[traini])
rfr.fit(X[traini], Y[traini])
pred = rfr.predict(X[testi])
pred1 = gbm.predict(X[testi])
# Print to screen mean error and Tolerance Score
tempacc, trueRF = tolAcc(Y[testi], pred)
print("Random Forest: %s" % tempacc)
tempacc1, trueXGB = tolAcc(Y[testi], pred1)
print("XGBoost: %s" % tempacc1)
totalXGB += trueXGB
totalRF += trueRF
totalacc += tempacc
print("True RF: {0}".format(totalRF / n_folds))
print("True XGB: {0}".format(totalXGB / n_folds))
print("LOSO TP accuracy: {0}".format(totalacc / n_folds))
elif sys.argv[1] == "-cali":
# These parameters have been computed with RandomizedSearchCV
rf_c = RandomForestClassifier(
n_estimators=300,
bootstrap=False,
class_weight="auto",
n_jobs=-1,
criterion="entropy",
max_features=15,
min_samples_split=1,
)
gbm = xgb.XGBClassifier(
n_estimators=300,
learning_rate=0.2,
colsample_bytree=0.5,
objective="multi:softmax",
max_depth=15,
gamma=0.001,
)
# Non-calibrated random forest
rf_c.fit(X[train], Y[train])
pred = rf_c.predict(X[test])
tolac, trueacc = tolAcc(Y[test], pred)
print(tolac)
# Using isotonic calibration with 3-fold cv to improve results
# Both on RF and XGBoost
rf_c1 = RandomForestClassifier(
n_estimators=300,
bootstrap=False,
class_weight="auto",
n_jobs=-1,
criterion="entropy",
max_features=15,
min_samples_split=1,
)
cc = CalibratedClassifierCV(rf_c1, method="isotonic", cv=3)
cc.fit(X[train], Y[train])
pred = cc.predict(X[test])
tolac, trueacc = tolAcc(Y[test], pred)
print(tolac)
cc = CalibratedClassifierCV(gbm, method="isotonic", cv=3)
cc.fit(X[train], Y[train])
pred = cc.predict(X[test])
tolac, trueacc = tolAcc(Y[test], pred)
print(tolac)
# Comparing to not-calibrated xgboost
gbm.fit(X[train], Y[train])
pred = gbm.predict(X[test])
tolac, trueacc = tolAcc(Y[test], pred)
print(tolac)
def main():
print('-----------------------------')
print('| Active Learning Activated |')
print('-----------------------------')
X = np.load('X.npy')
Y = np.load('Y.npy')
print(Counter(Y))
# fixes errors with Nan data
X = preprocessing.Imputer().fit_transform(X)
print(X.shape,Y.shape)
adsn = ADASYN(ratio=0.7)
X,Y = adsn.fit_transform(X,Y)
print(Counter(Y))
X,Y = deleteClass(X,Y,100,2)
print(Counter(Y))
# The feature division is not clear by their column number,
# It was attempted intuitively while cross-checking with the
# feature_importance attribute to make two equally good subspaces
# Features regarding the first classifier
clasOneCols = [0,1,2,3,4,5,9,10,11,12,13,14,15,16,32]
clasOneData= X[:,clasOneCols]
# Features regarding the second classifier
clasTwoCols = [6,7,8,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31]
clasTwoData= X[:,clasTwoCols]
#print(clasOneData.shape, clasTwoData.shape)
#assisning weights to penalize majority class over minority
#class_weights={0 : 1, 1 : 0.2 , 2 : 0.1 , 3 : 0.2, 4 :1}
rfr1= RandomForestClassifier(n_estimators=300,class_weight='auto',n_jobs=-1)
rfr2= RandomForestClassifier(n_estimators=300,class_weight='auto',n_jobs=-1)
rfr3= RandomForestClassifier(n_estimators=300,class_weight='auto',n_jobs=-1)
n_samples = 700
tolac1 = []
tolac2 = []
tolac3 = []
rate =[]
ranges=['33','25','20']
df =[]
for i in [3,4,5,10]:
skf = StratifiedKFold(Y,n_folds=i,shuffle=True)
for test,train in skf:
#print(len(train),len(test), float(len(train))/len(test))
rfr1.fit(clasOneData[train],Y[train])
rfr2.fit(clasTwoData[train],Y[train])
rfr3.fit(X[train],Y[train])
pred1 = rfr1.predict(clasOneData[test])
tolac1.append(tolAcc(Y[test],pred1))
#print('Tolerance accuracy 1: %s' % tolAcc(Y[test],pred1))
pred2 = rfr2.predict(clasTwoData[test])
tolac2.append(tolAcc(Y[test],pred2))
# print('Tolerance accuracy 2: %s' % tolAcc(Y[test],pred2))
pred3 = rfr3.predict(X[test])
tolac3.append(tolAcc(Y[test],pred3))
#print('Combined: %s' % tolAcc(Y[test],pred3))
pred1 = pred1.astype(np.int64)
pred2 = pred2.astype(np.int64)
aggreement_rate = activeLabeling(pred1,pred2)
rate.append(aggreement_rate)
#print(rfr3.feature_importances_)
print(rate[0:3])
print('Mean is : %s' % np.mean(rate[0:3]))
print(rate[3:6])
print('Mean is : %s' % np.mean(rate[3:7]))
print(rate[9:12])
print('Mean is : %s' % np.mean(rate[7:12]))
print(rate[12:16])
print('Mean is : %s' % np.mean(rate[12:-1]))
x_features, x_labels
): # preparing data for training and testing as we are going to use different data
x_features_train, x_features_test, x_labels_train, x_labels_test = train_test_split(
x_features, x_labels, test_size=0.3, random_state=0)
print("length of training data")
print(len(x_features_train))
print("length of test data")
print(len(x_features_test))
return (x_features_train, x_features_test, x_labels_train, x_labels_test)
adsn = ADASYN(k=7, imb_threshold=0.6, ratio=6.5)
x = data
x_features = x.ix[:, x.columns != "Class"]
x_labels = x.ix[:, x.columns == "Class"]
os_data_X, os_data_y = adsn.fit_transform(
x_features.values, [i[0] for i in x_labels.values]) # first oversampling
# then splitting
data_train_X, data_test_X, data_train_y, data_test_y = data_prepration(
os_data_X, os_data_y)
columns = x_features.columns
print(columns)
data_train_X = pd.DataFrame(data=data_train_X, columns=columns)
data_train_y = pd.DataFrame(data=data_train_y, columns=["Class"])
data_test_X = pd.DataFrame(data=data_test_X, columns=columns)
data_test_y = pd.DataFrame(data=data_test_y, columns=["Class"])
os_data_X = data_train_X
os_data_y = data_train_y
data_test_X_pandas = pd.DataFrame(data=data_test_X, columns=columns)
# now we divide our data into training and test data
# Call our method data preparation on our data-set
print("Mean validation score: {0:.3f} (std: {1:.3f})".format(
score.mean_validation_score, np.std(score.cv_validation_scores)))
print("Parameters: {0}".format(score.parameters))
print("")
X = np.load('data/X51.npy')
Y = np.load('data/y51.npy')
# fixes errors with Nan data
X = preprocessing.Imputer().fit_transform(X)
print(X.shape, Y.shape)
# Recursive oversampling and undersampling
adsn = ADASYN(imb_threshold=0.5, ratio=0.7)
X, Y = adsn.fit_transform(X, Y)
X, Y = deleteClass(X, Y, 100, 2)
print(int(np.sqrt(X.shape[1])))
# Create the RFE object and compute a cross-validated score.
rf = RandomForestClassifier(n_jobs=-1)
gbm = xgb.XGBClassifier(n_estimators=300)
# The "accuracy" scoring is proportional to the number of correct
# classifications
param_dist = {
"n_estimators": [10, 50, 100, 150, 300],
"criterion": ['gini', 'entropy'],
"bootstrap": [True, False],
"max_features": [10, 20, 30, 40, 45, 48],
"class_weight": ['auto']
y_trai=y_train.copy().as_matrix()
X_tes=X_test.copy()
columns=X_train.columns.values
oversample=False
from sklearn.grid_search import ParameterGrid
grid = ParameterGrid({"k": [3,4,5,6,7],
"ratio": [0.1,0.2,0.3,0.4,0.5] })
def plot_scores(scores):
scores=pd.DataFrame(scores,index=['RT','gbc','ets','lgr','adboost','dt','voting'],columns=['auc','accuracy','f1','precision','recall','kappa'])
scores.plot()
if(oversample):
# scores=[]
# for params in grid:
# print params
adsn = ADASYN(imb_threshold=0.8,ratio=1)
X_trai, y_trai = adsn.fit_transform(X_trai,y_trai) # your imbalanced dataset is in X,y
# X_trai,y_trai=u.test_rest(X_trai,y_trai)
u.all_lassifer(X_trai,y_trai,X_test,y_test)
# u.all_lassifer(X_trai,y_trai,X_tes,y_tes)
# scores.append(u.boostingClassifier(X_trai,y_trai,X_tes,y_tes))
# scroes=pd.DataFrame(scores,columns=['auc','f1','accuracy','precision','recall','kappa'])
# print Counter(y_trai)
else:
# scores=[]
predcit=[]
grid = ParameterGrid({'c':[0] })
for params in grid:
print params
X_trai,y_trai=u.test_rest(X_trai,y_trai,ratio=3,**params)
X_trai,y_trai=u.test_smote(X_trai,y_trai,c=0)
def adasyn_this_test(all_x, all_y, tolerable_imbalance=0.9):
from adasyn import ADASYN
adsn = ADASYN(k=7, imb_threshold=tolerable_imbalance, ratio=0.75)
new_X, new_y = adsn.fit_transform(all_x, all_y)
return new_X, new_y