class RandomSubspace(PoolGenerator):
def __init__(self,
base_classifier=None,
n_classifiers=100,
combination_rule='majority_vote',
max_features=0.5):
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
self.combiner = Combiner(rule=combination_rule)
self.classifiers = None
self.ensemble = None
self.max_features = max_features
def fit(self, X, y):
self.ensemble = Ensemble()
for i in range(self.n_classifiers):
chosen_features = np.random.choice(X.shape[1], int(
np.ceil(X.shape[1] * self.max_features)), replace=False)
transformer = FeatureSubsamplingTransformer(
features=chosen_features)
classifier = BrewClassifier(classifier=sklearn.base.clone(
self.base_classifier), transformer=transformer)
classifier.fit(X, y)
self.ensemble.add(classifier)
return
def predict(self, X):
out = self.ensemble.output(X)
return self.combiner.combine(out)
class RandomSubspace(PoolGenerator):
def __init__(self, base_classifier=None, n_classifiers=100, combination_rule='majority_vote', max_features=0.5):
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
self.combiner = Combiner(rule=combination_rule)
self.classifiers = None
self.ensemble = None
self.max_features = max_features
def fit(self, X, y):
self.ensemble = Ensemble()
for i in range(self.n_classifiers):
chosen_features = np.random.choice(X.shape[1], int(np.ceil(X.shape[1]*self.max_features)), replace=False)
transformer = FeatureSubsamplingTransformer(features=chosen_features)
classifier = BrewClassifier(classifier=sklearn.base.clone(self.base_classifier), transformer=transformer)
classifier.fit(X, y)
self.ensemble.add(classifier)
return
def predict(self, X):
out = self.ensemble.output(X)
return self.combiner.combine(out)
def fit(self, X, y):
self.ensemble = Ensemble()
# this parameter should change between [10, 100] with
# increments of 10, for every classifier in the ensemble
b = 10
for i in range(self.n_classifiers):
#print()
#print('classifier : {}'.format(i))
#print('------------------------')
#print('b = {}'.format(b))
data, target = self.smote_bootstrap_sample(X,
y,
b=float(b),
k=self.k)
#print('data = {}'.format(data.shape))
#print()
classifier = sklearn.base.clone(self.base_classifier)
classifier.fit(data, target)
self.ensemble.add(classifier)
if b >= 100:
b = 10
else:
b += 10
return
def select(self, ensemble, x):
if ensemble.in_agreement(x):
return Ensemble([ensemble.classifiers[0]]), None
mcb_x = ensemble.output(x, mode='labels')[0, :]
# intialize variables
# the the indexes of the KNN of x
[idx] = self.knn.kneighbors(x, return_distance=False)
X, y = self.Xval[idx], self.yval[idx]
mcb_v = ensemble.output(X, mode='labels')
idx = []
for i in range(X.shape[0]):
sim = np.mean(mcb_x == mcb_v[i, :])
if sim > self.similarity_threshold:
idx = idx + [i]
if len(idx) == 0:
idx = np.arange(X.shape[0])
scores = [clf.score(X[idx], y[idx]) for clf in ensemble.classifiers]
scores = np.array(scores)
# if best classifier is significantly better
# use best_classifier
best_i = np.argmax(scores)
best_j_score = np.max(scores[np.arange(len(scores)) != best_i])
if scores[best_i] - scores[best_j] >= self.significance_threshold:
best_classifier = ensemble.classifiers[best_i]
return Ensemble(classifiers=[best_classifier]), None
return Ensemble(classifiers=ensemble.classifiers), None
class Bagging(PoolGenerator):
def __init__(self, base_classifier=None, n_classifiers=100, combination_rule='majority_vote'):
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
self.ensemble = None
self.combiner = Combiner(rule=combination_rule)
def fit(self, X, y):
self.ensemble = Ensemble()
for _ in range(self.n_classifiers):
# bootstrap
idx = np.random.choice(X.shape[0], X.shape[0], replace=True)
data, target = X[idx, :], y[idx]
classifier = sklearn.base.clone(self.base_classifier)
classifier.fit(data, target)
self.ensemble.add(classifier)
return
def predict(self, X):
out = self.ensemble.output(X)
return self.combiner.combine(out)
class BaggingSK(PoolGenerator):
'''
This class should not be used, use brew.generation.bagging.Bagging instead.
'''
def __init__(self, base_classifier=None, n_classifiers=100, combination_rule='majority_vote'):
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
# using the sklearn implementation of bagging for now
self.sk_bagging = BaggingClassifier(base_estimator=base_classifier,
n_estimators=n_classifiers, max_samples=1.0, max_features=1.0)
self.ensemble = Ensemble()
self.combiner = Combiner(rule=combination_rule)
def fit(self, X, y):
self.sk_bagging.fit(X, y)
self.ensemble.add_classifiers(self.sk_bagging.estimators_)
#self.classes_ = set(y)
def predict(self, X):
out = self.ensemble.output(X)
return self.combiner.combine(out)
def select(self, ensemble, x):
if ensemble.in_agreement(x):
return Ensemble([ensemble.classifiers[0]]), None
# obtain the K nearest neighbors in the validation set
[idx] = self.knn.kneighbors(x,
n_neighbors=self.K,
return_distance=False)
neighbors_X = self.Xval[idx] # k neighbors
neighbors_y = self.yval[idx] # k neighbors target
# pool_output (sample, classifier_output)
pool_output = np.zeros((neighbors_X.shape[0], len(ensemble)))
for i, clf in enumerate(ensemble.classifiers):
pool_output[:, i] = clf.predict(neighbors_X)
x_outputs = [
ensemble.classifiers[j].predict(x) for j in range(len(ensemble))
]
x_outputs = np.asarray(x_outputs).flatten()
scores = np.zeros(len(ensemble))
for j in range(pool_output.shape[1]):
# get correctly classified samples
mask_classified_correctly = pool_output[:, j] == neighbors_y
# get classified samples with the same class as 'x'
mask_classified_same_class = (pool_output[:, j] == x_outputs[j])
# get correctly classified samples with the same class as 'x'
mask = mask_classified_correctly * mask_classified_same_class
# calculate score
scores[j] = float(
sum(mask)) / (sum(mask_classified_same_class) + 10e-24)
return Ensemble([ensemble.classifiers[np.argmax(scores)]]), None
class Bagging(PoolGenerator):
def __init__(self,
base_classifier=None,
n_classifiers=100,
combination_rule='majority_vote'):
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
self.ensemble = None
self.combiner = Combiner(rule=combination_rule)
def fit(self, X, y):
self.ensemble = Ensemble()
for _ in range(self.n_classifiers):
# bootstrap
idx = np.random.choice(X.shape[0], X.shape[0], replace=True)
data, target = X[idx, :], y[idx]
classifier = sklearn.base.clone(self.base_classifier)
classifier.fit(data, target)
self.ensemble.add(classifier)
return
def predict(self, X):
out = self.ensemble.output(X)
return self.combiner.combine(out)
class BaggingSK(PoolGenerator):
'''
This class should not be used, use brew.generation.bagging.Bagging instead.
'''
def __init__(self,
base_classifier=None,
n_classifiers=100,
combination_rule='majority_vote'):
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
# using the sklearn implementation of bagging for now
self.sk_bagging = BaggingClassifier(base_estimator=base_classifier,
n_estimators=n_classifiers,
max_samples=1.0,
max_features=1.0)
self.ensemble = Ensemble()
self.combiner = Combiner(rule=combination_rule)
def fit(self, X, y):
self.sk_bagging.fit(X, y)
self.ensemble.add_classifiers(self.sk_bagging.estimators_)
#self.classes_ = set(y)
def predict(self, X):
out = self.ensemble.output(X)
return self.combiner.combine(out)
def select(self, ensemble, x):
if ensemble.in_agreement(x):
return Ensemble([ensemble.classifiers[0]]), None
# obtain the K nearest neighbors in the validation set
[idx] = self.knn.kneighbors(x, return_distance=False)
neighbors_X = self.Xval[idx] # k neighbors
neighbors_y = self.yval[idx] # k neighbors target
# pool_output (sample, classifier_output)
pool_output = np.zeros((neighbors_X.shape[0], len(ensemble)))
for i, clf in enumerate(ensemble.classifiers):
pool_output[:, i] = clf.predict(neighbors_X)
x_outputs = [
ensemble.classifiers[j].predict(x) for j in range(len(ensemble))
]
x_outputs = np.asarray(x_outputs).flatten()
d = {}
scores = np.zeros(len(ensemble))
for j in range(pool_output.shape[1]):
# get correctly classified samples
mask_classified_correctly = pool_output[:, j] == neighbors_y
# get classified samples with the same class as 'x'
mask_classified_same_class = (pool_output[:, j] == x_outputs[j])
# get correctly classified samples with the same class as 'x'
mask = mask_classified_correctly * mask_classified_same_class
# calculate score
scores[j] = float(
sum(mask)) / (sum(mask_classified_same_class) + 10e-24)
d[str(scores[j])] = d[str(scores[j])] + [j] if str(
scores[j]) in d else [j]
best_scores = sorted([float(k) for k in list(d.keys())], reverse=True)
options = None
for j, score in enumerate(best_scores):
pred = [x_outputs[i] for i in d[str(score)]]
pred = np.asarray(pred).flatten()
bincount = np.bincount(pred.astype(int))
if options is not None:
for i in range(len(bincount)):
bincount[i] = bincount[i] if i in options else 0
imx = np.argmax(bincount)
votes = np.argwhere(bincount == bincount[imx]).flatten()
count = len(votes)
if count == 1:
ens = Ensemble([ensemble.classifiers[np.argmax(pred == imx)]])
return ens, None
elif options is None:
options = votes
return Ensemble([ensemble.classifiers[np.argmax(scores)]]), None
def select(self, ensemble, x):
if ensemble.in_agreement(x):
return Ensemble([ensemble.classifiers[0]]), None
# intialize variables
# the the indexes of the KNN of x
classifiers = ensemble.classifiers
[idx] = self.knn.kneighbors(x, return_distance=False)
X, y = self.Xval[idx], self.yval[idx]
scores = np.asarray([clf.score(X, y) for clf in classifiers])
return Ensemble([classifiers[np.argmax(scores)]]), None
def fit(self, X, y):
self.ensemble = Ensemble()
for _ in range(self.n_classifiers):
# bootstrap
idx = np.random.choice(X.shape[0], X.shape[0], replace=True)
data, target = X[idx, :], y[idx]
classifier = sklearn.base.clone(self.base_classifier)
classifier.fit(data, target)
self.ensemble.add(classifier)
return
def select(self, ensemble, x):
ensemble_mask = None
neighbors_X, neighbors_y = self.get_neighbors(x)
pool_output = ensemble.output(neighbors_X, mode='labels')
# gradually decrease neighborhood size if no
# classifier predicts ALL the neighbors correctly
for i in range(self.K, 0, -1):
pool_mask = _get_pool_mask(pool_output[:i], neighbors_y[:i],
np.all)
# if at least one classifier gets all neighbors right
if pool_mask is not None:
ensemble_mask = pool_mask
break
# if NO classifiers get the nearest neighbor correctly
if ensemble_mask is None:
if self.v2007:
# Increase neighborhood until one classifier
# gets at least ONE (i.e. ANY) neighbors correctly.
# Starts with 2 because mask_all with k=1 is
# the same as mask_any with k=1
for i in range(2, self.K + 1):
pool_mask = _get_pool_mask(pool_output[:i],
neighbors_y[:i], np.any)
if pool_mask is not None:
ensemble_mask = pool_mask
break
[selected_idx] = np.where(ensemble_mask)
if selected_idx.size > 0:
pool = Ensemble(
classifiers=[ensemble.classifiers[i] for i in selected_idx])
else: # use all classifiers
# pool = ensemble
classifiers = self._get_best_classifiers(ensemble, neighbors_X,
neighbors_y, x)
pool = Ensemble(classifiers=classifiers)
# KNORA-ELIMINATE-W that supposedly uses weights, does not make
# any sense, so even if self.weighted is True, always return
# None for the weights
return pool, None
def fit(self, X, y):
self.ensemble = Ensemble()
# this parameter should change between [10, 100] with
# increments of 10, for every classifier in the ensemble
b = 10
for i in range(self.n_classifiers):
#print()
#print('classifier : {}'.format(i))
#print('------------------------')
#print('b = {}'.format(b))
data, target = self.smote_bootstrap_sample(X, y, b=b, k=self.k)
#print('data = {}'.format(data.shape))
#print()
classifier = sklearn.base.clone(self.base_classifier)
classifier.fit(data, target)
self.ensemble.add(classifier)
if b >= 100:
b = 10
else:
b += 10
return
def fit(self, X, y):
self.ensemble = Ensemble()
for i in range(self.n_classifiers):
chosen_features = np.random.choice(X.shape[1], int(
np.ceil(X.shape[1] * self.max_features)), replace=False)
transformer = FeatureSubsamplingTransformer(
features=chosen_features)
classifier = BrewClassifier(classifier=sklearn.base.clone(
self.base_classifier), transformer=transformer)
classifier.fit(X, y)
self.ensemble.add(classifier)
return
def select(self, ensemble, x):
neighbors_X, neighbors_y = self.get_neighbors(x)
pool_output = ensemble.output(neighbors_X, mode='labels')
output_mask = (pool_output == neighbors_y[:, np.newaxis])
[selected_idx] = np.where(np.any(output_mask, axis=0))
if selected_idx.size > 0:
if self.weighted:
weights = 1.0 / \
(np.sqrt(np.sum((x - neighbors_X)**2, axis=1)) + 10e-8)
weighted_votes = np.dot(weights, output_mask[:, selected_idx])
else:
weighted_votes = np.sum(output_mask[:, selected_idx], axis=0)
pool = Ensemble(
classifiers=[ensemble.classifiers[i] for i in selected_idx])
# if no classifiers are selected,
# use all classifiers with no weights
else:
pool = ensemble
weighted_votes = None
return pool, weighted_votes
def select(self, ensemble, x):
neighbors_X, neighbors_y = self.get_neighbors(x)
k = self.K
pool = []
while k > 0:
nn_X = neighbors_X[:k, :]
nn_y = neighbors_y[:k]
for i, c in enumerate(ensemble.classifiers):
if np.all(c.predict(nn_X) == nn_y[np.newaxis, :]):
pool.append(c)
if not pool: # empty
k = k - 1
else:
break
if not pool: # still empty
# select the classifier that recognizes
# more samples in the whole neighborhood
# also select classifiers that recognize
# the same number of neighbors
pool = self._get_best_classifiers(ensemble, neighbors_X,
neighbors_y, x)
return Ensemble(classifiers=pool), None
def __init__(self,
base_classifier=None,
n_classifiers=100,
combination_rule='majority_vote'):
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
# using the sklearn implementation of bagging for now
self.sk_bagging = BaggingClassifier(base_estimator=base_classifier,
n_estimators=n_classifiers,
max_samples=1.0,
max_features=1.0)
self.ensemble = Ensemble()
self.combiner = Combiner(rule=combination_rule)
def test__arguments(self):
c = MockClassifier()
pool = Ensemble(classifiers=[c])
combiner = Combiner(rule='majority_vote')
model = EnsembleClassifier(ensemble=pool, combiner=combiner)
def fit(self, X, y):
#if self.validation_X == None and self.validation_y == None:
self.validation_X = X
self.validation_y = y
self.classes_ = set(y)
self.ensemble = Ensemble()
clfs = self.bootstrap_classifiers(X, y, self.K, 0.5)
self.ensemble.add(np.random.choice(clfs))
for i in range(1, self.n_classifiers):
clfs = self.bootstrap_classifiers(X, y, self.K,
self._calc_pos_prob())
self.ensemble.add(max(clfs, key=lambda clf: self.fitness(clf)))
self.validation_X = None
self.validation_y = None
return self
def __init__(self, base_classifier=None, n_classifiers=100, combination_rule='majority_vote'):
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
# using the sklearn implementation of bagging for now
self.sk_bagging = BaggingClassifier(base_estimator=base_classifier,
n_estimators=n_classifiers, max_samples=1.0, max_features=1.0)
self.ensemble = Ensemble()
self.combiner = Combiner(rule=combination_rule)
def __init__(self, classifierList, combiningMethod):
classifiers = [None] * (len(classifierList))
for key, tuple in enumerate(classifierList):
classifiers[key] = tuple[1]
hybridEnsemble = Ensemble(classifiers=classifiers)
hybridEnsembleClassifier = EnsembleClassifier(
ensemble=hybridEnsemble, combiner=Combiner(combiningMethod))
super().__init__(hybridEnsembleClassifier)
self.name = "ensemble"
def select(self, ensemble, x):
if ensemble.in_agreement(x):
return Ensemble([ensemble.classifiers[0]]), None
n_sel_1, n_sel_2 = self.n_1, self.n_2
if isinstance(self.n_1, float):
n_sel_1 = int(n_sel_1 * len(ensemble))
if isinstance(self.n_2, float):
n_sel_2 = int(n_sel_2 * len(ensemble))
n_sel_1 = max(n_sel_1, 1)
n_sel_2 = max(n_sel_2, 1)
# intialize variables
# the the indexes of the KNN of x
classifiers = ensemble.classifiers
[idx] = self.knn.kneighbors(x, return_distance=False)
X, y = self.Xval[idx], self.yval[idx]
acc_scores = np.array([clf.score(X, y) for clf in classifiers])
out = ensemble.output(X, mode='labels')
oracle = np.equal(out, y[:, np.newaxis])
div_scores = np.zeros(len(ensemble), dtype=float)
for i in range(len(ensemble)):
tmp = []
for j in range(len(ensemble)):
if i != j:
d = kuncheva_double_fault_measure(oracle[:, [i, j]])
tmp.append(d)
div_scores[i] = np.mean(tmp)
z = zip(np.arange(len(ensemble)), acc_scores, div_scores)
z = sorted(z, key=lambda e: e[1], reverse=True)[:n_sel_1]
z = sorted(z, key=lambda e: e[2], reverse=False)[:n_sel_2]
z = zip(*z)[0]
classifiers = [classifiers[i] for i in z]
return Ensemble(classifiers=classifiers), None
def select(self, ensemble, x):
if ensemble.in_agreement(x):
return Ensemble([ensemble.classifiers[0]]), None
# intialize variables
# the the indexes of the KNN of x
classifiers = ensemble.classifiers
[idx] = self.knn.kneighbors(x, return_distance=False)
X, y = self.Xval[idx], self.yval[idx]
# d[score] = indexes of the classifiers with that score
d = {}
scores = [clf.score(X, y) for clf in ensemble.classifiers]
for i, scr in enumerate(scores):
d[scr] = d[scr] + [i] if scr in d else [i]
best_scores = sorted([k for k in d.iterkeys()], reverse=True)
# if there was a single best classifier, return it
if len(d[best_scores[0]]) == 1:
i = d[best_scores[0]][0]
return Ensemble([classifiers[i]]), None
options = None
for j, score in enumerate(best_scores):
pred = [classifiers[i].predict(x) for i in d[score]]
pred = np.asarray(pred).flatten()
bincount = np.bincount(pred)
if options is not None:
for i in range(len(bincount)):
bincount[i] = bincount[i] if i in options else 0
imx = np.argmax(bincount)
votes = np.argwhere(bincount == bincount[imx]).flatten()
count = len(votes)
if count == 1:
return Ensemble([classifiers[np.argmax(pred == imx)]]), None
elif options is None:
options = votes
return Ensemble([classifiers[np.argmax(scores)]]), None
def fit(self, X, y):
self.ensemble = Ensemble()
for i in range(self.n_classifiers):
chosen_features = np.random.choice(X.shape[1], int(np.ceil(X.shape[1]*self.max_features)), replace=False)
transformer = FeatureSubsamplingTransformer(features=chosen_features)
classifier = BrewClassifier(classifier=sklearn.base.clone(self.base_classifier), transformer=transformer)
classifier.fit(X, y)
self.ensemble.add(classifier)
return
def fit(self, X, y):
self.ensemble = Ensemble()
for _ in range(self.n_classifiers):
# bootstrap
idx = np.random.choice(X.shape[0], X.shape[0], replace=True)
data, target = X[idx, :], y[idx]
classifier = sklearn.base.clone(self.base_classifier)
classifier.fit(data, target)
self.ensemble.add(classifier)
return
def select(self, ensemble, x):
neighbors_X, neighbors_y = self.get_neighbors(x)
pool = []
for c in ensemble.classifiers:
for i, neighbor in enumerate(neighbors_X):
if c.predict(neighbor) == neighbors_y[i]:
pool.append(c)
break
weights = []
for clf in pool:
msk = clf.predict(neighbors_X) == neighbors_y
weights = weights + [sum(msk)]
return Ensemble(classifiers=pool), weights
def fit(self, X, y):
#if self.validation_X == None and self.validation_y == None:
self.validation_X = X
self.validation_y = y
self.classes_ = set(y)
self.ensemble = Ensemble()
clfs = self.bootstrap_classifiers(X, y, self.K, 0.5)
self.ensemble.add(np.random.choice(clfs))
for i in range(1, self.n_classifiers):
clfs = self.bootstrap_classifiers(X, y, self.K, self._calc_pos_prob())
self.ensemble.add(max(clfs, key=lambda clf: self.fitness(clf)))
self.validation_X = None
self.validation_y = None
return self
def select(self, ensemble, x):
selected_classifier = None
nn_X, nn_y, dists = self.get_neighbors(x,
return_distance=True)
idx_selected, prob_selected = [], []
all_probs = np.zeros(len(ensemble))
for idx, clf in enumerate(ensemble.classifiers):
prob = self.probabilities(clf, nn_X, nn_y, dists, x)
if prob > 0.5:
idx_selected = idx_selected + [idx]
prob_selected = prob_selected + [prob]
all_probs[idx] = prob
if len(prob_selected) == 0:
prob_selected = [np.max(all_probs)]
idx_selected = [np.argmax(all_probs)]
p_correct_m = max(prob_selected)
m = np.argmax(prob_selected)
selected = True
diffs = []
for j, p_correct_j in enumerate(prob_selected):
d = p_correct_m - p_correct_j
diffs.append(d)
if j != m and d < self.threshold:
selected = False
if selected:
selected_classifier = ensemble.classifiers[idx_selected[m]]
else:
idx_selected = np.asarray(idx_selected)
mask = np.array(np.array(diffs) < self.threshold, dtype=bool)
i = np.random.choice(idx_selected[mask])
selected_classifier = ensemble.classifiers[i]
return Ensemble([selected_classifier]), None
class SmoteBaggingNew(SmoteBagging):
def fit(self, X, y):
self.ensemble = Ensemble()
# this parameter should change between [10, 100] with
# increments of 10, for every classifier in the ensemble
b = 10
for i in range(self.n_classifiers):
# print()
# print('classifier : {}'.format(i))
# print('------------------------')
# print('b = {}'.format(b))
data, target = self.smote_bootstrap_sample(
X, y, b=float(b), k=self.k)
# print('data = {}'.format(data.shape))
# print()
classifier = sklearn.base.clone(self.base_classifier)
classifier.fit(data, target)
self.ensemble.add(classifier)
if b >= 100:
b = 10
else:
b += 10
return
def smote_bootstrap_sample(self, X, y, b, k):
count = np.bincount(y) # number of instances of each class
majority_class = count.argmax() # majority class
majority_count = count.max() # majority class
data = np.empty((0, X.shape[1]))
target = np.empty((0,))
class_data = X[(y == majority_class), :]
idx = np.random.choice(majority_count, (majority_count,))
data = np.concatenate((data, class_data[idx, :]))
target = np.concatenate(
(target, majority_class * np.ones((majority_count,))))
minority_class = count.argmin()
minority_count = count.min()
# print majority_count
N_syn = int((majority_count) * (b / 100))
# print N_syn
N_res = majority_count - N_syn
# print N_res
N_syn, N_res = N_res, N_syn
class_data = X[(y == minority_class), :]
idx = np.random.choice(class_data.shape[0], (N_res,))
sampled_min_data = class_data[idx, :]
# print sampled_min_data.shape
if N_syn > 0:
N_smote = np.ceil(N_syn / minority_count) * 100
N_smote = 100 if N_smote < 100 else int(N_smote - N_smote % 100)
synthetic = smote(X[y == minority_class], N=int(N_smote), k=self.k)
idx = np.random.choice(synthetic.shape[0], (N_syn,))
new_class_data = np.concatenate(
(sampled_min_data, synthetic[idx, :]))
data = np.concatenate((data, new_class_data))
target = np.concatenate(
(target, minority_class * np.ones((new_class_data.shape[0],))))
else:
data = np.concatenate((data, sampled_min_data))
target = np.concatenate(
(target, minority_class * np.ones((sampled_min_data.shape[0],)))) # noqa
return data, target
def test_none_combiner(self):
c = MockClassifier()
pool = Ensemble(classifiers=[c])
model = EnsembleClassifier(ensemble=pool)
def test_len_with_one_added(self):
ens = Ensemble()
ens.add(MockClassifier())
assert len(ens) == 1
class SmoteBagging(PoolGenerator):
def __init__(self, base_classifier=None,
n_classifiers=100,
combination_rule='majority_vote', k=2):
#self.b = b
self.k = k
self.n_classifiers = n_classifiers
self.base_classifier = base_classifier
self.ensemble = None
self.combiner = Combiner(rule=combination_rule)
def smote_bootstrap_sample(self, X, y, b, k):
classes = np.unique(y)
count = np.bincount(y) # number of instances of each class
majority_class = count.argmax() # majority clas
majority_count = count.max() # majority class
data = np.empty((0, X.shape[1]))
target = np.empty((0,))
for i in classes:
class_data = X[(y==i),:]
if i == majority_class: # majority class
# regular bootstrap (i.e. 100% sampling rate)
idx = np.random.choice(majority_count, (majority_count,))
data = np.concatenate((data, class_data[idx,:]))
target = np.concatenate((target, i * np.ones((majority_count,))))
#print('original class data = {}'.format(class_data.shape))
#print('sampled class data = {}'.format(class_data[idx,:].shape))
#print()
else: # minority classes
# bootstrap the class data with defined sampling rate
sample_rate = (majority_count / class_data.shape[0]) * (b/100)
idx = np.random.choice(class_data.shape[0], (int(sample_rate * class_data.shape[0]),))
sampled_class_data = class_data[idx,:]
#print('original class data = {}'.format(class_data.shape))
#print('majority_count = {}'.format(majority_count))
#print('class data = {}'.format(class_data.shape))
#print('b = {}'.format(b))
#print('sample rate = {}'.format(sample_rate))
#print('sampled class data = {}'.format(sampled_class_data.shape))
# run smote on bootstrapped data to obtain synthetic samples
# ceil to make sure N_smote is a multiple of 100, and the small value to avoid a zero
N_smote = int( np.ceil((majority_count / sampled_class_data.shape[0]) * (1 - b/100 + 10e-8)) * 100 )
#print(N_smote)
#print('----------')
#print('smote parameters:')
#print('T : {}'.format(sampled_class_data.shape))
#print('N : {}'.format(N_smote))
synthetic = smote(sampled_class_data, N=N_smote, k=self.k)
#print('synthetic data = {})'.format(synthetic.shape))
#print(synthetic)
# add synthetic samples to sampled class data
n_missing = majority_count - sampled_class_data.shape[0]
idx = np.random.choice(synthetic.shape[0], (n_missing,))
new_class_data = np.concatenate((sampled_class_data, synthetic[idx,:]))
#print('new class data = {})'.format(new_class_data.shape))
#print()
data = np.concatenate((data, new_class_data))
target = np.concatenate((target, i * np.ones((new_class_data.shape[0],))))
return data, target
def fit(self, X, y):
self.ensemble = Ensemble()
# this parameter should change between [10, 100] with
# increments of 10, for every classifier in the ensemble
b = 10
for i in range(self.n_classifiers):
#print()
#print('classifier : {}'.format(i))
#print('------------------------')
#print('b = {}'.format(b))
data, target = self.smote_bootstrap_sample(X, y, b=b, k=self.k)
#print('data = {}'.format(data.shape))
#print()
classifier = sklearn.base.clone(self.base_classifier)
classifier.fit(data, target)
self.ensemble.add(classifier)
if b >= 100:
b = 10
else:
b += 10
return
def predict(self, X):
out = self.ensemble.output(X)
return self.combiner.combine(out)
class ICSBaggingNew(PoolGenerator):
def __init__(self, K=10, alpha=0.75, base_classifier=None, n_classifiers=100,
combination_rule='majority_vote', diversity_metric='e', max_samples=1.0,
positive_label=1):
self.K = K
self.alpha = alpha
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
self.positive_label = positive_label
self.ensemble = None
self.combiner = Combiner(rule=combination_rule)
self.diversity = Diversity(metric=diversity_metric)
self.validation_X = None
self.validation_y = None
def set_validation(self, X, y):
self.validation_X = X
self.validation_y = y
def fitness(self, classifier):
'''
#TODO normalize diversity metric.
'''
self.ensemble.add(classifier)
y_pred = self.predict(self.validation_X)
y_true = self.validation_y
auc = evaluation.auc_score(y_true, y_pred)
div = self.diversity.calculate(self.ensemble, self.validation_X, y_true)
self.ensemble.classifiers.pop() # create interface for this later
return self.alpha * auc + (1.0 - self.alpha) * div
def _calc_pos_prob(self):
y_pred = self.predict(self.validation_X)
y_true = self.validation_y
# obtaining recall scores for each label (assuming the labels are binary)
pos_acc = recall_score(y_true, y_pred, average='binary', pos_label=self.positive_label)
neg_acc = recall_score(y_true, y_pred, average='binary', pos_label=int(not self.positive_label))
return neg_acc / (pos_acc + neg_acc)
def bootstrap_classifiers(self, X, y, K, pos_prob):
pos_idx = (y == self.positive_label)
neg_idx = (y == int(not self.positive_label))
X_pos, y_pos = X[pos_idx,:], y[pos_idx] # positive examples
X_neg, y_neg = X[neg_idx,:], y[neg_idx] # negative examples
classifiers = []
for i in range(K):
X_new = np.zeros(X.shape)
y_new = np.zeros(y.shape)
for j in range(X.shape[0]):
if pos_prob > np.random.random():
# add a randomly chosen positive example
idx = np.random.randint(X_pos.shape[0])
X_new[j,:] = X_pos[idx,:]
y_new[j] = self.positive_label
else:
# add a randomly chosen negative example
idx = np.random.randint(X_neg.shape[0])
X_new[j,:] = X_neg[idx,:]
y_new[j] = int(not self.positive_label)
# if no positive example is present, make sure you insert at least one
if not np.any(y_new == self.positive_label):
idx_new = np.random.randint(X_new.shape[0]) # chosen spot for replacement on new array
idx_pos = np.random.randint(X_pos.shape[0]) # chosen positive example index
X_new[idx_new,:] = X_pos[idx_pos,:]
y_new[idx_new] = self.positive_label
# if no negative example is present, make sure you insert at least one
elif not np.any(y_new == int(not self.positive_label)):
idx_new = np.random.randint(X_new.shape[0]) # chosen spot for replacement on new array
idx_neg = np.random.randint(X_neg.shape[0]) # chosen positive example index
X_new[idx_new,:] = X_neg[idx_neg,:]
y_new[idx_new] = int(not self.positive_label)
# train classifier with the bootstrapped data
clf = sklearn.base.clone(self.base_classifier)
clf.fit(X_new, y_new)
classifiers.append(clf)
return classifiers
def fit(self, X, y):
#if self.validation_X == None and self.validation_y == None:
self.validation_X = X
self.validation_y = y
self.classes_ = set(y)
self.ensemble = Ensemble()
clfs = self.bootstrap_classifiers(X, y, self.K, 0.5)
self.ensemble.add(np.random.choice(clfs))
for i in range(1, self.n_classifiers):
clfs = self.bootstrap_classifiers(X, y, self.K, self._calc_pos_prob())
self.ensemble.add(max(clfs, key=lambda clf: self.fitness(clf)))
self.validation_X = None
self.validation_y = None
return self
def predict(self, X):
out = self.ensemble.output(X)
return self.combiner.combine(out)
class ICSBagging(PoolGenerator):
def __init__(self, K=10, alpha=0.75, base_classifier=None, n_classifiers=100,
combination_rule='majority_vote', diversity_metric='e', max_samples=1.0,
positive_label=1):
self.K = K
self.alpha = alpha
self.base_classifier = base_classifier
self.n_classifiers = n_classifiers
self.combination_rule = combination_rule
self.positive_label = positive_label
self.classifiers = None
self.ensemble = None
self.combiner = Combiner(rule=combination_rule)
self.diversity_metric = diversity_metric
self.diversity = Diversity(metric=diversity_metric)
self.validation_X = None
self.validation_y = None
def set_validation(self, X, y):
self.validation_X = X
self.validation_y = y
def fitness(self, classifier):
'''
#TODO normalize diversity metric.
'''
self.ensemble.add(classifier)
out = self.ensemble.output(self.validation_X)
y_pred = self.combiner.combine(out)
y_true = self.validation_y
auc = evaluation.auc_score(y_true, y_pred)
div = self.diversity.calculate(self.ensemble,
self.validation_X, self.validation_y)
#diversity = entropy_measure_e(self.ensemble,
# self.validation_X, self.validation_y)
self.ensemble.classifiers.pop()
return self.alpha * auc + (1.0 - self.alpha) * div
def _calc_pos_prob(self):
y_pred = self.combiner.combine(self.ensemble.output(self.validation_X))
mask = self.positive_label == self.validation_y
pos_acc = float(sum(y_pred[mask] == self.validation_y[mask]))/len(self.validation_y[mask])
neg_acc = float(sum(y_pred[~mask] == self.validation_y[~mask]))/len(self.validation_y[~mask])
return 1.0 - (pos_acc / (pos_acc + neg_acc))
def bootstrap_classifiers(self, X, y, K, pos_prob):
mask = self.positive_label == y
negative_label = y[~mask][0]
clfs = []
sets_cX, sets_cy = [], []
for i in range(K):
cX, cy = [], []
for j in range(X.shape[0]):
if np.random.random() < pos_prob:
idx = np.random.random_integers(0, len(X[mask]) - 1)
cX = cX + [X[mask][idx]]
cy = cy + [self.positive_label]
else:
idx = np.random.random_integers(0, len(X[~mask]) - 1)
cX = cX + [X[~mask][idx]]
cy = cy + [negative_label]
if not self.positive_label in cy:
idx_1 = np.random.random_integers(0, len(cX) - 1)
idx_2 = np.random.random_integers(0, len(X[mask])- 1)
cX[idx_1] = X[mask][idx_2]
cy[idx_1] = self.positive_label
elif not negative_label in cy:
idx_1 = np.random.random_integers(0, len(cX) - 1)
idx_2 = np.random.random_integers(0, len(X[~mask])- 1)
cX[idx_1] = X[~mask][idx_2]
cy[idx_1] = negative_label
#print len(cX), len(cy), X.shape[0], len(X), np.bincount(cy)
sets_cX, sets_cy = sets_cX + [cX], sets_cy + [cy]
clf = sklearn.base.clone(self.base_classifier)
clfs = clfs + [clf.fit(cX, cy)]
return clfs
def fit(self, X, y):
#if self.validation_X == None and self.validation_y == None:
self.validation_X = X
self.validation_y = y
self.classes_ = set(y)
self.ensemble = Ensemble()
clfs = self.bootstrap_classifiers(X, y, self.K, 0.5)
self.ensemble.add(np.random.choice(clfs))
for i in range(1, self.n_classifiers):
clfs = self.bootstrap_classifiers(X, y, self.K, self._calc_pos_prob())
self.ensemble.add(max(clfs, key=lambda clf: self.fitness(clf)))
self.validation_X = None
self.validation_y = None
return self
def predict(self, X):
out = self.ensemble.output(X)
return self.combiner.combine(out)
def test_init_mult_classifiers(self):
c1 = MockClassifier()
c2 = MockClassifier()
c3 = MockClassifier()
ens = Ensemble(classifiers=[c1, c2, c3])
assert len(ens.classifiers) == 3
def test_len_with_empty_init(self):
ens = Ensemble()
assert len(ens) == 0
def test_len_with_mult_added(self):
ens = Ensemble()
ens.add(MockClassifier())
ens.add(MockClassifier())
ens.add(MockClassifier())
assert len(ens) == 3
def test_add_empty_init(self):
ens = Ensemble()
c = MockClassifier()
ens.add(c)
assert ens.classifiers[0] is c
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.gridspec as gridspec
import itertools
import brew
from brew.base import Ensemble
from brew.combination.combiner import Combiner
from brew.stacking.stacker import EnsembleStack
from brew.stacking.stacker import EnsembleStackClassifier
import sklearn
from sklearn.linear_model import LogisticRegression
from sklearn.svm import SVC
from sklearn.ensemble import RandomForestClassifier
from sklearn.ensemble import ExtraTreesClassifier
layer_1 = [
SVC(probability=True),
RandomForestClassifier(n_estimators=100),
ExtraTreesClassifier(n_estimators=100)
]
layer_2 = [SVC(probability=True), LogisticRegression(max_iter=500)]
stack = EnsembleStack(cv=10) # number of folds per layer
stack.add_layer(Ensemble(layer_1))
stack.add_layer(Ensemble(layer_2))
clf = EnsembleStackClassifier(stack, Combiner('mean'))
def test_add_empty_init(self):
ens = Ensemble()
c = MockClassifier()
ens.add(c)
assert ens.classifiers[0] is c
def test_empty_init(self):
ens = Ensemble()
assert ens.classifiers != None
assert len(ens.classifiers) == 0
my_data = genfromtxt('/Users/samarth/Desktop/data.csv', delimiter=',')
for item in range(0, my_data.shape[0]):
var = my_data[item][4]
my_data[item][4] = int(range_scaler(5538, 600000, 100, 1000, var))
'''
if my_data[item][6] < 100 or my_data[item][6] > 1000 or (my_data[item][6]>my_data[item][4]):
my_data = np.delete(my_data, (item), axis = 0)
'''
my_data = my_data[np.logical_not(
np.logical_and(my_data[:, 4] < 100, my_data[:, 4] > 1000))]
my_data = my_data[np.logical_not(my_data[:, 4] > my_data[:, 6])]
ensemble = Ensemble([clf1, clf2, clf3])
eclf = EnsembleClassifier(ensemble=ensemble, combiner=Combiner('mean'))
layer_1 = Ensemble([clf1, clf2, clf3])
layer_2 = Ensemble([sklearn.clone(clf1)])
stack = EnsembleStack(cv=3)
stack.add_layer(layer_1)
stack.add_layer(layer_2)
sclf = EnsembleStackClassifier(stack)
clf_list = [clf1, clf2, clf3, eclf, sclf]
lbl_list = [
'Logistic Regression', 'Random Forest', 'RBF kernel SVM', 'Ensemble',
def test_init_one_classifier(self):
c = MockClassifier()
ens = Ensemble(classifiers=[c])
assert len(ens.classifiers) == 1