def test_sequentialSearchCV_equivalence():
# Test the functional equivalence of SequentialSearchCV to a manual sequence
iris = datasets.load_iris()
X = iris.data[:, [0, 2]]
y = iris.target
cv = KFold(2, shuffle=True, random_state=42)
svm1 = SVC(random_state=42)
svm2 = SVC(random_state=42)
param_grid1 = {'C': [1, 2], 'kernel': ['rbf', 'linear']}
param_grid2 = {'shrinking': [True, False]}
gs1 = GridSearchCV(svm1, param_grid1, cv=cv).fit(X, y)
gs2 = RandomizedSearchCV(gs1.best_estimator_,
param_grid2,
cv=cv,
random_state=42).fit(X, y)
ss = SequentialSearchCV(svm2,
searches=[('gs1', GridSearchCV, param_grid1, {
'cv': cv
}),
('gs2', RandomizedSearchCV, param_grid2,
{
'cv': cv,
'random_state': 42
})]).fit(X, y)
assert gs1.best_params_ == ss.best_params_['gs1']
assert gs2.best_params_ == ss.best_params_['gs2']
def test_sequentialSearchCV_equivalence() -> None:
"""Test the equivalence of SequentialSearchCV to a manual sequence."""
iris = datasets.load_iris()
X = iris.data[:, [0, 2]]
y = iris.target
cv = KFold(2, shuffle=True, random_state=42)
svm1 = SVC(random_state=42)
svm2 = SVC(random_state=42)
param_grid1 = {'C': [1, 2], 'kernel': ['rbf', 'linear']}
param_grid2 = {'shrinking': [True, False]}
gs1 = GridSearchCV(svm1, param_grid1, cv=cv).fit(X, y)
gs2 = RandomizedSearchCV(gs1.best_estimator_,
param_grid2,
cv=cv,
random_state=42).fit(X, y)
ss = SequentialSearchCV(svm2,
searches=[
('gs1', GridSearchCV, param_grid1, {
'cv': cv
}),
('gs2', RandomizedSearchCV, param_grid2, {
'cv': cv,
'random_state': 42,
'refit': True
}), ('gs3', GridSearchCV, param_grid1)
]).fit(X, y)
assert gs1.best_params_ == ss.all_best_params_['gs1']
assert gs2.best_params_ == ss.all_best_params_['gs2']
assert (isinstance(ss.cv_results_, dict))
assert (ss.best_estimator_ is not None)
assert (isinstance(ss.best_score_, float))
print(ss.best_index_)
assert (isinstance(ss.n_splits_, int))
assert (isinstance(ss.refit_time_, float))
assert (isinstance(ss.multimetric, bool))
needs_proba=True)
}
kwargs_step4 = {
'n_iter': 50, 'random_state': 42, 'verbose': 1, 'n_jobs': -1,
'scoring': make_scorer(mean_squared_error, greater_is_better=False,
needs_proba=True)
}
searches = [('step1', RandomizedSearchCV, step1_esn_params, kwargs_step1),
('step2', RandomizedSearchCV, step2_esn_params, kwargs_step2),
('step3', GridSearchCV, step3_esn_params, kwargs_step3),
('step4', RandomizedSearchCV, step4_esn_params, kwargs_step4)]
base_esn = ESNClassifier(**initially_fixed_params)
sequential_search = \
SequentialSearchCV(base_esn, searches=searches).fit(X_train, y_train)
# ## Test the ESN
#
# In the test case, we train the ESN using the entire training set as seen
# before. Next, we compute the predicted outputs on the training and test set
# and fix a threshold of 0.5, above a note is assumed to be predicted.
#
# We report the accuracy score for each frame in order to follow the reference
# paper.
param_grid = {'hidden_layer_size': [500, 1000, 2000, 4000, 5000]}
base_esn = sequential_search.best_estimator_
for params in ParameterGrid(param_grid):
print(params)
esn = clone(base_esn).set_params(**params)
# The searches are defined similarly to the steps of a
# sklearn.pipeline.Pipeline:
searches = [('step1', RandomizedSearchCV, step1_esn_params, kwargs_step1),
('step2', RandomizedSearchCV, step2_esn_params, kwargs_step2),
('step3', RandomizedSearchCV, step3_esn_params, kwargs_step3),
('step4', RandomizedSearchCV, step4_esn_params, kwargs_step4)]
base_esn = ESNClassifier(**initially_fixed_params)
# Optimization
# We provide a SequentialSearchCV that basically iterates through the list of
# searches that we have defined before. It can be combined with any model
# selection tool from
# scikit-learn.
sequential_search = SequentialSearchCV(base_esn,
searches=searches).fit(X_tr, y_tr)
# Use the ESN with final hyper-parameters
#
# After the optimization, we extract the ESN with final hyper-parameters as the
# result # of the optimization.
base_esn = sequential_search.best_estimator_
# Test the ESN
# Finally, we increase the reservoir size and compare the impact of uni- and
# bidirectional ESNs. Notice that the ESN strongly benefit from both,
# increasing the reservoir size and from the bi-directional working mode.
param_grid = {
'hidden_layer_size': [50, 100, 200, 400, 500],
'bidirectional': [False, True]
}
'scoring': scorer,
'cv': TimeSeriesSplit()
}
step_2_params = {'leakage': [0.2, 0.4, 0.7, 0.9, 1.0]}
kwargs_2 = {
'verbose': 5,
'scoring': scorer,
'n_jobs': -1,
'cv': TimeSeriesSplit()
}
searches = [('step1', RandomizedSearchCV, step_1_params, kwargs_1),
('step2', GridSearchCV, step_2_params, kwargs_2)]
# Perform the search
esn_opti = SequentialSearchCV(esn, searches).fit(X_train.reshape(-1, 1),
y_train)
print(esn_opti)
# Programming pattern for sequence processing
# Load the dataset
X, y = load_digits(return_X_y=True, as_sequence=True)
print("Number of digits: {0}".format(len(X)))
print("Shape of digits {0}".format(X[0].shape))
# Divide the dataset into training and test subsets
X_tr, X_te, y_tr, y_te = train_test_split(X, y, test_size=0.2, random_state=42)
print("Number of digits in training set: {0}".format(len(X_tr)))
print("Shape of the first digit: {0}".format(X_tr[0].shape))
print("Number of digits in test set: {0}".format(len(X_te)))
print("Shape of the first digit: {0}".format(X_te[0].shape))
# These parameters were optimized using SequentialSearchCV
scorer = make_scorer(score_func=mean_squared_error, greater_is_better=False)
kwargs = {
'verbose': 5,
'scoring': scorer,
'n_jobs': -1,
'cv': TimeSeriesSplit()
}
esn = ESNRegressor(regressor=Ridge(), **initially_fixed_params)
searches = [('step1', GridSearchCV, step1_esn_params, kwargs),
('step2', GridSearchCV, step2_esn_params, kwargs),
('step3', GridSearchCV, step3_esn_params, kwargs)]
sequential_search_esn = SequentialSearchCV(esn, searches=searches).fit(
X_train.reshape(-1, 1), y_train)
# Hyperparameter optimization ELM
initially_fixed_elm_params = {
'hidden_layer_size': 100,
'activation': 'tanh',
'k_in': 1,
'alpha': 1e-5,
'random_state': 42
}
step1_elm_params = {'input_scaling': np.linspace(0.1, 5.0, 50)}
step2_elm_params = {'bias_scaling': np.linspace(0.0, 1.5, 16)}
scorer = make_scorer(score_func=mean_squared_error, greater_is_better=False)
'scoring': make_scorer(accuracy_score)
}
kwargs_step3 = {
'verbose': 1,
'n_jobs': -1,
'scoring': make_scorer(accuracy_score)
}
kwargs_step4 = {
'n_iter': 50,
'random_state': 42,
'verbose': 1,
'n_jobs': -1,
'scoring': make_scorer(accuracy_score)
}
searches = [('step1', RandomizedSearchCV, step1_esn_params, kwargs_step1),
('step2', RandomizedSearchCV, step2_esn_params, kwargs_step2),
('step3', GridSearchCV, step3_esn_params, kwargs_step3),
('step4', RandomizedSearchCV, step4_esn_params, kwargs_step4)]
base_km_esn = ESNClassifier(input_to_node=PredefinedWeightsInputToNode(
predefined_input_weights=w_in.T),
**initially_fixed_params)
try:
sequential_search = load("../sequential_search_fsdd_km_sparse_200.joblib")
except FileNotFoundError:
sequential_search = SequentialSearchCV(base_km_esn, searches=searches).fit(
X_train_scaled, y_train)
dump(sequential_search, "../sequential_search_fsdd_km_sparse_200.joblib")
}
step2_esn_params = {'leakage': np.linspace(0.1, 1.0, 10)}
step3_esn_params = {'bias_scaling': np.linspace(0.0, 1.5, 16)}
scorer = make_scorer(score_func=mean_squared_error, greater_is_better=False)
kwargs = {'verbose': 5, 'scoring': scorer, 'n_jobs': -1}
esn = ESNRegressor(regressor=Ridge(), **initially_fixed_esn_params)
ts_split = TimeSeriesSplit()
searches = [('step1', GridSearchCV, step1_esn_params, kwargs),
('step2', GridSearchCV, step2_esn_params, kwargs),
('step3', GridSearchCV, step3_esn_params, kwargs)]
sequential_search_esn = SequentialSearchCV(esn, searches=searches).fit(
X_train, y_train)
esn_step1 = sequential_search_esn.all_best_estimator_["step1"]
esn_step2 = sequential_search_esn.all_best_estimator_["step2"]
esn_step3 = sequential_search_esn.all_best_estimator_["step3"]
esn_step1.predict(X=unit_impulse)
fig = plt.figure()
im = plt.imshow(np.abs(esn_step1.hidden_layer_state[:, 1:].T),
vmin=0,
vmax=1.0)
plt.xlim([0, 100])
plt.ylim([0, esn_step1.hidden_layer_state.shape[1] - 1])
plt.xlabel('n')
plt.ylabel('R[n]')
plt.colorbar(im)
'n_jobs': -1,
'scoring': 'accuracy'}
elm = ELMClassifier(regressor=Ridge(), **initially_fixed_params)
# The searches are defined similarly to the steps of a sklearn.pipeline.Pipeline:
searches = [('step1', RandomizedSearchCV, step1_params, kwargs1),
('step2', GridSearchCV, step2_params, kwargs2)]
# # Perform the sequential search
# In[ ]:
sequential_search = SequentialSearchCV(elm, searches=searches).fit(X_train, y_train)
# # Extract the final results
# In[ ]:
final_fixed_params = initially_fixed_params
final_fixed_params.update(sequential_search.all_best_params_["step1"])
final_fixed_params.update(sequential_search.all_best_params_["step2"])
# # Test
# Increase reservoir size and compare different regression methods. Make sure that you have enough RAM for that, because all regression types without chunk size require a lot of memory. This is the reason why, especially for large datasets, the incremental regression is recommeded.
