def perform_classifier_cross_validation(classifier, dtm_train,targets_train,
dtm_test, targets_test):
cv = 3
k_fold = KFold(len(targets_train), n_folds=cv,shuffle=True,
random_state=42)
scoring = 'f1_macro'
scores = cross_validation.cross_val_score(classifier, dtm_train,
targets_train,cv=k_fold,
scoring=scoring)
print("Same classifier with cross validation:")
print("Scores for folds" +"("+str(cv)+"):"+ str(scores))
print(scoring + ": %0.2f (+/- %0.2f)" % (scores.mean(), scores.std() * 2))
targets_train_predicted = cross_validation.cross_val_predict(classifier,
dtm_train,targets_train, cv=cv)
print_classifier_metrics(targets_train,targets_train_predicted,
"train-with-cv")
targets_test_predicted = cross_validation.cross_val_predict(classifier,
dtm_test,targets_test,cv=cv)
print_classifier_metrics(targets_test, targets_test_predicted,
"test-with-cv")
return classifier
def apply_cross_validated_learning(datasetname, X, y, resultsfolder, nfolds=5):
dataspacename = datasetname + "_nfolds-" + str(nfolds)
experimentrootpath = IOtools.ensure_dir(os.path.join(resultsfolder, dataspacename))
scorefilepath = os.path.join(experimentrootpath, metaexperimentation.scorefilename+".csv")
metaexperimentation.initialize_score_file(scorefilepath)
# SVM
kernels = ["linear", "rbf", "sigmoid", "poly"]
Cs = [1, 10, 100, 1000]
for kernel in kernels:
for c in Cs:
alg = "SVM"
modelname = "_m-" + alg + "_k-" + kernel + "_C-" + str(c)
experimentname = "nfolds-" + str(nfolds) + modelname
clf = svm.SVC(kernel=kernel, C=c)
ypredicted = cross_validation.cross_val_predict(clf, X, y, cv=nfolds)
#print metrics.accuracy_score(y, ypredicted)
reportresults(y, ypredicted, experimentname, experimentrootpath, scorefilepath)
# Naive Bayes
NBmodels = [naive_bayes.MultinomialNB(), naive_bayes.GaussianNB()]
for nbmodel in NBmodels:
alg = "NB"
modelname = "_m-" + nbmodel.__class__.__name__
experimentname = "nfolds-" + str(nfolds) + modelname
ypredicted = cross_validation.cross_val_predict(nbmodel, X, y, cv=nfolds)
reportresults(y, ypredicted, experimentname, experimentrootpath, scorefilepath)
def main():
parser = argparse.ArgumentParser(description='Train an ML model')
required = parser.add_argument_group('required options')
required.add_argument('-x', '--trainfile', required=True, help='File containing training data')
required.add_argument('-y', '--targetfile', required=True, help='File containing target data')
#required.add_argument('-o', '--modelfile', required=True, help='Output filename for trained model object')
#required.add_argument('-t', '--targettype', default=int)
args = parser.parse_args()
#X = np.loadtxt(args.trainfile, skiprows=1)
X = np.loadtxt(args.trainfile)
#Y = np.loadtxt(args.targetfile, dtype=args.targettype)
#Y = np.loadtxt(args.targetfile)
Y = np.genfromtxt(args.targetfile,dtype='str')
assert len(X) == len(Y), "length mismatch between train and target data"
clf1 = linear_model.LogisticRegression(penalty='l2',C=1e5,solver='newton-cg',tol=0.00001)
clf1.fit(X, Y)
predicted1=cross_validation.cross_val_predict(clf1,X,Y,cv=2)
print("Prediction accuracy of logistic regression : ", metrics.accuracy_score(Y, predicted1))
#predicted=cross_validation.cross_val_predict(clf1,x,x_tr,cv=2)
clf2 = svm.SVC(C=1e5,kernel='rbf')
clf2.fit(X, Y)
predicted2=cross_validation.cross_val_predict(clf2,X,Y,cv=2)
print("Prediction accuracy of SVM : ", metrics.accuracy_score(Y, predicted2))
clf3 = naive_bayes.BernoulliNB(alpha=1.9)
clf3.fit(X, Y)
predicted3=cross_validation.cross_val_predict(clf3,X,Y,cv=2)
print("Prediction accuracy of naive bayes : ", metrics.accuracy_score(Y, predicted3))
clf4 = tree.DecisionTreeClassifier(criterion='entropy')
clf4.fit(X, Y)
predicted4=cross_validation.cross_val_predict(clf4,X,Y,cv=2)
print("Prediction accuracy of decision trees : ", metrics.accuracy_score(Y, predicted4))
#with open(args.modelfile, "wb") as outfile:
# pickle.dump(clf1, outfile, pickle.HIGHEST_PROTOCOL)
with open('bin_file_lr',"wb") as outfile1:
pickle.dump(clf1, outfile1, pickle.HIGHEST_PROTOCOL)
with open('bin_file_svm',"wb") as outfile2:
pickle.dump(clf2, outfile2, pickle.HIGHEST_PROTOCOL)
with open('bin_file_bayes',"wb") as outfile3:
pickle.dump(clf3, outfile3, pickle.HIGHEST_PROTOCOL)
with open('bin_file_dtree',"wb") as outfile4:
pickle.dump(clf4, outfile4, pickle.HIGHEST_PROTOCOL)
def test_cross_val_predict_sparse_prediction():
# check that cross_val_predict gives same result for sparse and dense input
X, y = make_multilabel_classification(
n_classes=2, n_labels=1, allow_unlabeled=False, return_indicator=True, random_state=1
)
X_sparse = csr_matrix(X)
y_sparse = csr_matrix(y)
classif = OneVsRestClassifier(SVC(kernel="linear"))
preds = cval.cross_val_predict(classif, X, y, cv=10)
preds_sparse = cval.cross_val_predict(classif, X_sparse, y_sparse, cv=10)
preds_sparse = preds_sparse.toarray()
assert_array_almost_equal(preds_sparse, preds)
def test_cross_val_predict_pandas():
# check cross_val_score doesn't destroy pandas dataframe
types = [(MockDataFrame, MockDataFrame)]
try:
from pandas import Series, DataFrame
types.append((Series, DataFrame))
except ImportError:
pass
for TargetType, InputFeatureType in types:
# X dataframe, y series
X_df, y_ser = InputFeatureType(X), TargetType(y)
check_df = lambda x: isinstance(x, InputFeatureType)
check_series = lambda x: isinstance(x, TargetType)
clf = CheckingClassifier(check_X=check_df, check_y=check_series)
cval.cross_val_predict(clf, X_df, y_ser)
def run(params):
train = loadDataFrame(params,'train')
if params['test']:
test = loadDataFrame(params,'test')
train = runPreprocess(train,params)
clf = getSpecifiedClf(params)
try:
dataset,target = splitDatasetTarget(train,params['target'])
except:
raise Exception('Target not specified')
try:
cross_val = params['cross_validate']
except:
cross_val = False
clfName = getNameFromModel(clf)
if cross_val and clfName != 'XGBClassifier':
print('Beginning cross validation')
predicted = cross_validation.cross_val_predict(clf,dataset,target,cv=5,n_jobs=-1)
accuracyChecker(target,predicted)
return
if clfName == 'XGBClassifier':
print('Xgboost CV selected. Beginning to find optimal rounds')
clf = xgboostCV(clf,dataset,target)
print('Xgboost Accuracy on 80-20 split (for speed)')
trainX,testX,trainY,testY = splitTrainTest(dataset,target)
clf.fit(trainX,trainY)
predicted = clf.predict(testX)
accuracyChecker(testY,predicted)
def get_testing_metrics(model, X, y, metrics, as_indexes, n_folds, X_test=None):
y_pred = cross_val_predict(
model,
X,
y,
cv=StratifiedKFold(
y,
n_folds=n_folds,
shuffle=True,
random_state=RANDOM_STATE
)
)
print "y_pred", y_pred
model.fit(X, y)
result = get_y_true_y_pred_based_metrics(y, y_pred, metrics)
if FEATURES in metrics:
result[FEATURES] = model.get_support(indices=True)
if OBJECTS in metrics:
if as_indexes:
result[OBJECTS] = [get_data_keeper().get_object_name_by_index(index) for (index,) in X]
else:
result[OBJECTS] = list(X.index)
if TEST_PREDICTIONS in metrics:
result[TEST_PREDICTIONS] = X_test, model.predict(X_test)
return result
def cross_validate(self):
progress_logger.info("Starting cross validation.")
validate_clf = linear_model.LogisticRegression(class_weight=self.weights)
predictions = cross_validation.cross_val_predict(validate_clf, self.X, self.Y.ravel(), cv=5)
fp_count = 0.0
tp_count = 0.0
fn_count = 0.0
tn_count = 0.0
miscount = 0.0
for i in range(len(predictions)):
prediction = predictions[i]
expected = self.Y[i][0]
if prediction == 1 and expected == 1:
tp_count += 1
elif prediction == 1 and expected == 0:
fp_count += 1
elif prediction == 0 and expected == 1:
fn_count += 1
elif prediction == 0 and expected == 0:
tn_count += 1
else:
miscount += 1
if miscount > 0:
debug_logger.warn("During cross validation, found {} miscounts.".format(miscount))
total_count = fp_count + tp_count + fn_count + tn_count
self.validation_accuracy = (tp_count + tn_count) / total_count if total_count != 0 else 0.0
fp_rate = fp_count / (fp_count + tn_count) if fp_count + tn_count != 0 else 0.0
fn_rate = fn_count / (fn_count + tp_count) if fn_count + tp_count != 0 else 0.0
progress_logger.info("Confusion matrix - True positives: {}, False positives: {}, False negatives: {}, True negatives: {}".format(
tp_count, fp_count, fn_count, tn_count))
progress_logger.info("Validation Accuracy: {}".format(self.validation_accuracy))
progress_logger.info("False positive rate: {}".format(fp_rate))
progress_logger.info("False negative rate: {}".format(fn_rate))
def crossvalidation(x, y):
"""
Cross validation metric. Also plot confusion matrix and save cls if flags are set to 1.
:param x: features (valence, arousal)
:param y: target (emotion)
:return:
"""
c_array = np.logspace(0, 3, 4)
gamma_array = np.logspace(-3, 3, 7)
# feature scaling
if feature_scaling:
std_scale = preprocessing.StandardScaler().fit(x)
x = std_scale.transform(x)
for c in c_array:
for gamma in gamma_array:
clf = svm.SVC(kernel='linear', C=c, gamma=gamma) #kernel= rbf #kernel= poly #kernel= linear
scores = cross_validation.cross_val_score(clf, x, y, cv=3)
print("Accuracy: %0.2f (+/- %0.2f) %f %f" % (scores.mean(), scores.std() * 2, c, gamma))
pred = cross_validation.cross_val_predict(clf, x, y, cv=3)
print("Classes accuracy: ", classes_accuracy(y, pred))
print(np.array(y))
print(pred)
#plot last one, not best, CARE!!!
if plot_confusion_matrix:
confusion_matrix.prepare_plot(y, pred)
if save_clf:
clf.fit(x, y)
joblib.dump(clf, 'classifiers\\'+configuration.get('clf_name')+'.pkl')
def main():
pickle_folder = '../pickles_no_rms'
pickle_folders_to_load = [f for f in os.listdir(pickle_folder) if os.path.isdir(join(pickle_folder, f))]
pickle_folders_to_load = sorted(pickle_folders_to_load)
pickle_folders_to_load = [p for p in pickle_folders_to_load if 'drums1__' not in p]
sdr_type = 'background'
fits = []
sdrs = []
for pick in pickle_folders_to_load:
beat_spec_name = join(pickle_folder, pick, pick + '__beat_spec.pick')
beat_spec = pickle.load(open(beat_spec_name, 'rb'))
entropy, log_mean = beat_spectrum_prediction_statistics(beat_spec)
fit_X = [entropy, log_mean]
fits.append(fit_X)
sdrs_name = join(pickle_folder, pick, pick + '__sdrs.pick')
sdr_vals = pickle.load(open(sdrs_name, 'rb'))
cur_sdr = sdr_vals[sdr_type][0]
sdrs.append(cur_sdr)
fits = np.array(fits)
sdrs = np.array(sdrs).reshape(-1, 1)
knn = neighbors.KNeighborsRegressor(5, weights='distance')
scores = cross_validation.cross_val_predict(knn, fits, sdrs, cv=10, verbose=1)
print("Accuracy: %0.2f (+/- %0.2f)" % (scores.mean() - sdrs.mean(), scores.std() * 2))
def classify_cv(data, cats, k):
clf = svm.SVC(gamma=0.001, C=100.)
vect = TfidfVectorizer(analyzer = 'word', stop_words = stopwords)
tfidf_matrix = vect.fit_transform(data)
predicted = cross_validation.cross_val_predict(clf, tfidf_matrix, cats, cv=k)
conf_matrix = metrics.confusion_matrix(cats, predicted)
print (metrics.classification_report(cats, predicted))
def main():
pickle_folder = "../mir_1k/pickles"
pickle_folders_to_load = [f for f in os.listdir(pickle_folder) if "__beat_spec.pick" in f]
pickle_folders_to_load = sorted(pickle_folders_to_load)
sdr_type = "background"
fits = []
sdrs = []
for pick in pickle_folders_to_load:
pick = pick.replace("__beat_spec.pick", "")
beat_spec_path = join(pickle_folder, pick + "__beat_spec.pick")
beat_spec = pickle.load(open(beat_spec_path, "rb"))
entropy, log_mean = beat_spectrum_prediction_statistics(beat_spec)
fit_X = [entropy, log_mean]
fits.append(fit_X)
sdrs_name = join(pickle_folder, pick + "__sdrs.pick")
sdr_vals = pickle.load(open(sdrs_name, "rb"))
cur_sdr = sdr_vals[sdr_type][0]
sdrs.append(cur_sdr)
fits = np.array(fits)
sdrs = np.array(sdrs).reshape(-1, 1)
knn = neighbors.KNeighborsRegressor(5, weights="distance")
scores = cross_validation.cross_val_predict(knn, fits, sdrs, cv=10, verbose=1)
print("Accuracy: %0.2f (+/- %0.2f)" % (scores.mean(), scores.std() * 2))
def main():
start_time = time.clock()
vectors, labels, anchors = prepare_data()
print("Gonna go out and classify. Wish me luck.")
support_vector_machine = grid_search.GridSearchCV(svm.SVC(), PARAM_GRID, cv = GRID_SEARCH_CV)
classifier = pipeline.make_pipeline(preprocessing.StandardScaler(), support_vector_machine)
predicted_labels = cross_validation.cross_val_predict(classifier, vectors, labels, cv = CV)
end_time = time.clock()
file_string = str(datetime.datetime.today()) + "-" + "-".join( DIRECTORIES + [str(ANCHORS_PER_CLASS) + "anchors", str(ITEMS_PER_CLASS) + "items"] ) + ".txt"
with open( os.path.join("reports", file_string), "w") as f:
date = "date: " + str(datetime.datetime.now())
compressor_filters = pretty_print(lzma_filters)
anchors_used = "anchors used: " + pretty_print(anchors)
time_indication = "indication of time spent: " + str(end_time - start_time)
anchors = "anchors per class: " + str(ANCHORS_PER_CLASS)
preloaded_anchors = "Used preloaded anchors: " + str(USE_REPRESENTATIVE_ANCHORS)
grid_search_cv = "grid search cv: " + str(GRID_SEARCH_CV)
cv = "cv: " + str(CV)
report = metrics.classification_report(labels, predicted_labels, digits=4)
print report + "\n"
print time_indication
f.writelines("\n".join([date, compressor_filters, anchors_used, time_indication, anchors, preloaded_anchors, grid_search_cv, cv, report]))
def run_xval(prefix, clf, data, cv, features=cgo13_features, seed=1):
X = features(data)
y = getlabels(data)
predicted = cross_validation.cross_val_predict(clf, X, y, cv=cv)
return Metrics(prefix, data, predicted, clf)
def test_knn_score_equal_sklearn_loocv_score(self):
acc, correct, cmat = \
score(self.distance, self.label, k=5, metric='distance')
# scoring only one k value, so take just the first elements:
acc = acc[0, 0]
correct = correct[0]
cmat = cmat[0]
# This should work too, but is much slower than using precomp. dist.
#=======================================================================
# knclassifier = KNeighborsClassifier(n_neighbors=5, algorithm='brute',
# metric='cosine')
#=======================================================================
knclassifier = KNeighborsClassifier(n_neighbors=5, algorithm='brute',
metric='precomputed')
n = self.distance.shape[0] # for LOO-CV
loo_cv = LeaveOneOut(n)
predicted_sklearn = cross_val_predict(
knclassifier, self.distance, self.label, cv=loo_cv)
acc_sklearn = accuracy_score(self.label, predicted_sklearn)
if not np.allclose(acc, acc_sklearn):
return self.assertAlmostEqual(acc, acc_sklearn, places=7)
else:
correct_sklearn = predicted_sklearn == self.label
equal_prediction = np.all(correct == correct_sklearn)
msg = """Accuracies of hub toolbox k-NN and sklearn-kNN are almost
equal, but the predictions per data point are not."""
return self.assertTrue(equal_prediction, msg)
def main():
dataTuples=getDataInFormat()
print "Length of dataTuples is: ", len(dataTuples)
shuffle(dataTuples)
trainTuples=dataTuples
del dataTuples
ids, labels, vectors= getLabelsAndVectors(trainTuples)
del trainTuples
followerCountsList = loadFollowerCountsFromFile()
space=getSpace(vectors)
reducedSpace=getReducedSpace(vectors, space)
spaceWithMetaFeatures= augmentSpace(reducedSpace, emotionFeatures)
print "Total # of features in your space is: ", len(space)
print "Total # of features in your reducedSpace is: ", len(reducedSpace)
oneHotVectors=getOneHotVectors(ids, labels, vectors,spaceWithMetaFeatures , followerCountsList)
trainVectors, trainLabels=getOneHotVectorsAndLabels(oneHotVectors)
del oneHotVectors
clf = OneVsRestClassifier(SVC(C=1, kernel = 'linear',gamma=0.1, verbose= False, probability=False))
clf.fit(trainVectors, trainLabels)
print "\nDone fitting classifier on training data...\n"
print "\nDone fitting classifier on training data...\n"
print "="*50, "\n"
print "Results with 10-fold cross validation:\n"
print "="*50, "\n"
predicted = cross_validation.cross_val_predict(clf, trainVectors, trainLabels, cv=10)
print "*"*20
print "\t accuracy_score\t", metrics.accuracy_score(trainLabels, predicted)
print "*"*20
print "precision_score\t", metrics.precision_score(trainLabels, predicted)
print "recall_score\t", metrics.recall_score(trainLabels, predicted)
print "\nclassification_report:\n\n", metrics.classification_report(trainLabels, predicted)
print "\nconfusion_matrix:\n\n", metrics.confusion_matrix(trainLabels, predicted)
def regression_test(X, Y):
norm_train_x = preprocessing.MinMaxScaler((-1,1)).fit_transform(X)
max_layer_size = len(x_cols)**2
max_layers = [Layer("Sigmoid", units=max_layer_size/4),
Layer("Sigmoid", units=max_layer_size/2),
# Layer("Sigmoid", units=max_layer_size/2),
# Layer("Sigmoid", units=max_layer_size/4),
Layer("Linear")]
nn = Regressor(layers=max_layers,learning_rate=0.08, n_iter=300)
regressors = [('Random Forest Regressor', RandomForestRegressor(n_estimators=100), False),
('AdaBoost Regressor', AdaBoostRegressor(), False),
('SVR', SVR(), False),
('Neural Net w/ Sigmoid -> Sigmoid -> Linear', nn, True)]
for name, reg, norm in regressors:
if norm:
train_x = norm_train_x
else:
train_x = X
print name
preds = cross_validation.cross_val_predict(reg, train_x, Y, cv=K)
print 'R^2:', metrics.r2_score(Y, preds)
def checkSkflowAccuracy(dataset,target):
# baseline: 0.6923 with max_feat=0.5
classifier = RandomForestClassifier(max_depth=8, n_estimators=500, n_jobs=8, random_state=1, max_features=0.9)
predicted = cross_validation.cross_val_predict(classifier,dataset,target,cv=5)
score = metrics.accuracy_score(target,predicted)
print("Accuracy: " + str(score))
print(metrics.confusion_matrix(target,predicted,labels=[0,1,2,3,4,5]))
def training(features, targets, feature_description,
validation_features, model_flag):
"""
Train the data with XGBoost model and 10-cross fold validation
method. Output the result in confusion matrix.
:param model_flag:
:param validation_features:
:param features: X, 2-D matrix
:param targets: Y 1-D target array
:param feature_description: brief description of the feature
"""
model_name = model_name_dict[model_flag]
model = model_dict[model_flag]
model.fit(features, targets)
prediction = model.predict(validation_features)
file_names = np.load('ZL_validation_file_names.npy')
validation_result = open('validation_result_' + model_name +
feature_description, 'w')
# output validation result with specified format.
p = re.compile('(validation\.[0-9]+)')
for i in range(len(prediction)):
# format: validation_xxxxx type
print >> validation_result, \
p.findall(file_names[i])[0].replace('.', '_'), \
type_array[int(prediction[i])]
validation_result.close()
prediction = cross_validation.cross_val_predict(
model, features, targets, cv=10)
cm = confusion_matrix(targets, prediction)
output_confusion_matrix_tex(
cm, model_name + '_' + feature_description)
def eval_log_reg(the_training_data, the_truth):
K_FOLD = 10
# Linear regression
lr = linear_model.LogisticRegression()
# Evaluate
scores = cross_validation.cross_val_score(lr, the_training_data, the_truth, cv=K_FOLD)
print("Accuracy: %0.2f (+/- %0.2f)" % (scores.mean(), scores.std() * 2))
predicted = cross_validation.cross_val_predict(lr, the_training_data, the_truth, cv=K_FOLD)
print "Confusion matrix:"
print metrics.confusion_matrix(the_truth, predicted)
X_train, X_test, y_train, y_test = cross_validation.train_test_split(
the_training_data, the_truth, test_size=1.0/K_FOLD, random_state=0)
lr.fit(X_train, y_train)
labels = X_train.columns
coefficients = [(labels[i],val) for i,val in enumerate(lr.__dict__['coef_'][0])]
coefficients.sort(key=lambda x: abs(x[1]), reverse=True)
print "Most predictive features:"
for i in range(0,5):
print " %s: %0.2f" % (coefficients[i][0], coefficients[i][1])
numExamples = np.shape(X_train)[0]
print "Training examples: %d" % numExamples
usedUtterances = [example.split(".csv_")[0] for example in X_train.index]
numUtterances = len(set(usedUtterances))
print "Training utterances: %d" % numUtterances
return [scores.mean(), scores.std() * 2, len(coefficients), numExamples, numUtterances]
def fit(self,X,y):
'''
fit the model
'''
if self.use_append == True:
self.__X = X
self.__y = y
elif self.use_append == False:
self.__y = y
temp = []
for clf in self.stage_one_clfs:
y_pred = cross_val_predict(clf[1], X, y, cv=5, n_jobs=1)
clf[1].fit(X,y)
y_pred = np.reshape(y_pred,(len(y_pred),1))
if self.use_append == True:
self.__X = np.hstack((self.__X,y_pred))
elif self.use_append == False:
temp.append(y_pred)
if self.print_scores == True:
score = mean_squared_error(self.__y,y_pred)
print("Score of %s: %0.3f" %(clf[0],score))
if self.use_append == False:
self.__X = np.array(temp).T[0]
# fit the second stage models
for clf in self.stage_two_clfs:
clf[1].fit(self.__X,self.__y)
def run_svm(x, y):
s = svm.SVR()
scores = cross_validation.cross_val_score(s, x, y, cv=10)
print("Accuracy: %0.2f (+/- %0.2f)" % (scores.mean(), scores.std() * 2))
predictions = cross_validation.cross_val_predict(s, x, y, cv=10)
return predictions
def transform(self, X):
# Purpose of skip is to skip the estimator
if self.skip:
return X
# Is the data being transformed the same as the training data
is_train_data = False
if isinstance(X, pd.DataFrame) and self.hashed_value == hash(X.values.data.tobytes()):
is_train_data = True
if isinstance(X, np.ndarray) and self.hashed_value == hash(X.data.tobytes()):
is_train_data = True
# If the dataset is the training data, use CV predictions
if is_train_data:
feature = cross_val_predict(clone(self.model), X, self.y)#, cv=self.train_cv)
# Otherwise, use the model to predict
else:
feature = self.model.predict(X)
# Add feature to dataset
if isinstance(X, pd.DataFrame):
X[self.feature_name] = feature
if isinstance(X, np.ndarray):
X = np.c_[X, feature]
return X
def predict_evaluate_models(fn ,ax=None, sel=["Penalties_Conceeded","Tries_Scored"], goal="Referee", verbosity=0):
class_weight = 'auto'
X, y, names = data_prepare(fn, sel=sel, goal=goal, verbosity=verbosity-1)
if verbosity > 2:
y_shuffled = y.copy()
np.random.shuffle(y_shuffled)
print ("All zeros accuracy:",1.0-np.sum(y)/len(y))
print ("y_shuffled f1_csore:",metrics.f1_score(y, y_shuffled))
n_folds = 10
cv = cross_validation.StratifiedKFold(y, n_folds=n_folds)
#cv = cross_validation.LeaveOneOut(n=len(y))
results = []
for sclf in ('svm','svmp','svmr','lgCV','gnb','rf','knc'):
clf = get_clf(sclf,class_weight=class_weight)
y_pred = cross_validation.cross_val_predict(clf, X, y, cv=cv)
#print "pred:",y_pred
res = [
metrics.accuracy_score(y, y_pred),
metrics.precision_score(y, y_pred),
metrics.recall_score(y, y_pred),
metrics.f1_score(y, y_pred),
]
if verbosity > 0:
print (sclf,res)
results.append( (sclf,res) )
return results
def main():
parser = argparse.ArgumentParser(description=__doc__)
parser.add_argument("--data_dir","-dr",default = "/home/1546/code/keyword_extraction/stanford_parser/no_location_features")
parser.add_argument('--method','-m',type=int,default=0,choices=range(4),
help=
"""chose methods from:
0:linear_svc
1:logistic regression
2:naive bayes
3:decision tree
""")
parser.add_argument("--top_size","-ts",type=int,default = 20)
parser.add_argument("--need_positive","-np",action='store_true')
args=parser.parse_args()
X,y,entity_info = load_data_set(args.data_dir)
clf = get_classifier(args.method)
predicted = cross_validation.cross_val_predict(clf,X,y,cv=5)
#accuracy = metrics.accuracy_score(y,predicted)
#f1 = metrics.f1_score(y,predicted)
#print "performance:"
#print "accuracy: %f, f1: %f" %(accuracy,f1)
show_performance_on_entity_types(y,predicted,entity_info)
print classification_report(y, predicted)
def tune_and_train_rf(X_train, y_train, strat_k_fold=None):
'''
Uses oob estimates to find optimal max_depth between None + 0...20
Refits with best max_depth
'''
oob_r2 = []
cv_list = [None] + range(1, 20)
for md in cv_list:
rf = RandomForestRegressor(n_estimators=100, max_depth=md, oob_score=True, random_state=0, n_jobs=-1)
rf.fit(X_train, y_train)
oob_r2.append(rf.oob_score_)
best_max_depth = cv_list[np.argmax(oob_r2)]
print("best max_depth: %s" % best_max_depth)
# CV
rf = RandomForestRegressor(n_estimators=100, max_depth=best_max_depth, oob_score=True, random_state=0, n_jobs=-1)
cv_results = None
if strat_k_fold:
y_predicted_cv = cross_val_predict(rf, X_train, y_train, cv=strat_k_fold, n_jobs=-1)
cv_r2 = []
cv_mae = []
for k_train, k_test in strat_k_fold:
cv_r2.append(r2_score(y_train[k_test], y_predicted_cv[k_test]))
cv_mae.append(mean_absolute_error(y_train[k_test], y_predicted_cv[k_test]))
cv_results = {'y_predicted_cv': y_predicted_cv,
'cv_r2': cv_r2,
'cv_mae': cv_mae,
'oob_r2': oob_r2}
# refit
rf.fit(X_train, y_train)
return rf, cv_results
def main():
dataset = samples.get_dataset()
X, y, page_labels = build_Xy_from_pages_dataset(dataset)
clf = create_classifier()
# this gives the prediction result for every element
# when it was in the test dataset during cross validation
cv_iter = cross_validation.LabelKFold(page_labels, n_folds=10)
predicted = cross_validation.cross_val_predict(clf, X, y, cv=cv_iter)
cm = metrics.confusion_matrix(y, predicted)
print('\nConfusion matrix:')
print(cm, '\n\n')
print(metrics.classification_report(y, predicted))
print('Training and peeking at the word weights...')
X_train, y_train = X[:-20], y[:-20]
clf = get_trained_classifier(X_train, y_train)
cv = clf.steps[-2][1]
svc = clf.steps[-1][1]
word_weights = zip(svc.coef_[0], cv.vocabulary_)
print('Top 10 weights for negative cases')
for weight, word in sorted(word_weights)[:10]:
print('%0.5f %s' % (weight, word))
print('\nTop 10 weights for positive cases')
for weight, word in sorted(word_weights)[-10:][::-1]:
print('%0.5f %s' % (weight, word))
import pickle
with open('classifier.pickle', 'w') as f:
pickle.dump(clf, f)
def ada_boost_cv(x_train,
y_train,
cv,
max_tree_depth,
n_estimators,
learning_rate):
tree_classifier = DecisionTreeClassifier(max_depth=max_tree_depth,
class_weight="balanced")
ada_boost_classifier = AdaBoostClassifier(base_estimator=tree_classifier,
n_estimators=n_estimators,
learning_rate=learning_rate)
y_bar = cross_val_predict(estimator=ada_boost_classifier,
X=x_train,
y=y_train,
cv=cv,
n_jobs=cv)
y_bar_proba = ada_boost_classifier.predict_proba(x_train)
print(list(zip(y_bar,y_bar_proba)))
cm = confusion_matrix(y_train,y_bar)
accuracy_negative = cm[0,0] / np.sum(cm[0,:])
accuracy_positive = cm[1,1] / np.sum(cm[1,:])
precision = cm[1,1] / (cm[1,1] + cm[0,1])
recall = cm[1,1] / (cm[1,1] + cm[1,0])
f1_score = 2 * precision * recall / (precision + recall)
return accuracy_positive, accuracy_negative, precision, recall, f1_score
def kfCrossVal(loansData):
# Import required libraries
from sklearn.cross_validation import cross_val_predict
from sklearn import linear_model
import sklearn.metrics as met
import matplotlib.pyplot as plt
from sklearn.preprocessing import PolynomialFeatures
# Create linear regression model using FICO score as the only predictor
# Interest Rate is the dependent variable
lr = linear_model.LinearRegression()
y = loansData.as_matrix(columns=['Interest.Rate'])
x = loansData[['Loan.Length', 'FICO.Score']].as_matrix()
# Run the kfold cross validation and store the results as an array
predicted = cross_val_predict(lr, x, y, cv=10)
# Try and run as quadratic?
# POLY2 = smf.ols(formula = 'Y ~ 1 + X + I(X**2)', data=TRAIN_DF).fit()
# Calculate MAE, MSE, and R2
print("Mean Absolute Error: {}".format(met.mean_absolute_error(y, predicted)))
print("Mean Squared Error: {}".format(met.mean_squared_error(y, predicted)))
print("R Squared: {}".format(met.r2_score(y, predicted)))
# Plot the actual versus predicted values
fix, ax = plt.subplots()
ax.scatter(y, predicted)
ax.plot([y.min(), y.max()], [y.min(), y.max()], 'k--', lw=4)
ax.set_xlabel('Measured')
ax.set_ylabel('Predicted')
plt.show()
def benchmark(clf_class, params, name):
print("parameters:", params)
t0 = time()
clf = clf_class(**params).fit(X_train, y_train)
print("done in %fs" % (time() - t0))
t0 = time()
pred = clf.predict(X_test)
print("done in %fs" % (time() - t0))
#execute_prediction(clf)
print(clf.score(X_test, y_test))
predicted = cross_validation.cross_val_predict(clf, X,
y, cv=10)
score = metrics.accuracy_score(y, predicted)
print(score)
print("Classification report on test set for classifier:")
print(clf)
print()
print(classification_report(y_test, pred,
target_names=target_names))
cm = confusion_matrix(y_test, pred)
print("Confusion matrix:")
print(cm)
# Show confusion matrix
#pl.matshow(cm)
#pl.title('Confusion matrix of the %s classifier' % name)
#pl.colorbar()
np.set_printoptions(precision=2)
print('Confusion matrix, without normalization')
plt.figure()
plot_confusion_matrix(cm)
# plt.figure()
# for color, i, target_name in zip(colors, [0, 1, 2], target_names):
# plt.scatter(X_r2[Y == i, 0], X_r2[Y == i, 1], alpha=.8, color=color,
# label=target_name)
# plt.legend(loc='best', shadow=False, scatterpoints=1)
# plt.title('LDA of Data')
plt.show()
import ipdb
ipdb.set_trace()
h = 0.02 #step size in mesh
clf = LogisticRegression(C=1e5, penalty='l2')
clf.fit(X, Y)
predicted = cross_validation.cross_val_predict(clf, X, Y, cv=5)
print "accuracy score: ", metrics.accuracy_score(Y, predicted)
print "precision score: ", metrics.precision_score(Y,
predicted,
average='weighted')
print "recall score: ", metrics.recall_score(Y, predicted, average='weighted')
Y_test = clf.predict_proba(X_test)
# create submission
submission = pd.DataFrame(Y_test,
columns=['predict_0', 'predict_1', 'predict_2'])
submission.head()
submission['id'] = testDF.index.values
cols = submission.columns.tolist()
cols = cols[-1:] + cols[:-1]
submission = submission[cols]
n_folds=5,
shuffle=True,
random_state=1)
# Perform cross-validation
scores = cross_validation.cross_val_score(cv=kf,
estimator=clf,
X=X_train,
y=y_train,
scoring='accuracy')
print('Scores: ' + str(scores))
print('Accuracy: %0.2f (+/- %0.2f)' % (scores.mean(), 2 * scores.std()))
# Gather predictions
predictions = cross_validation.cross_val_predict(cv=kf,
estimator=clf,
X=X_train,
y=y_train)
accuracy_score = metrics.accuracy_score(y_train, predictions)
print('accuracy score: ' + str(accuracy_score))
confusion_matrix = metrics.confusion_matrix(y_train, predictions)
class_names = encoder.classes_.tolist()
#Train the classifier
clf.fit(X=X_train, y=y_train)
model = {'classifier': clf, 'classes': encoder.classes_, 'scaler': X_scaler}
# Save classifier to disk
keep_probes = []
for sname in selectors.keys():
subject_probes = np.array(
[i for i, x in enumerate(data['subjects']) if x == sname])
subject_probes = subject_probes[selectors[sname]]
keep_probes += list(subject_probes)
data['neural_responses'] = data['neural_responses'][:, keep_probes]
# filter out the target stimuli (80 -- fruit)
#for dropstim in [60, 70, 80, 90]:
for dropstim in [80]:
keepidx = data['image_category'] != dropstim
data['image_category'] = data['image_category'][keepidx]
data['neural_responses'] = data['neural_responses'][keepidx]
# uncomment for a permutation test
#data['image_category'] = np.random.permutation(data['image_category'])
# obtain CV predictions
print 'Data size', data['neural_responses'].shape
clf = RandomForestClassifier(n_estimators=3000)
predicted = cross_validation.cross_val_predict(clf,
data['neural_responses'],
data['image_category'],
cv=n_cv)
# display results
print confusion_matrix(data['image_category'], predicted)
print f1_score(data['image_category'], predicted, average='weighted')
if __name__ == "__main__":
input_data = load_input_data()
target_data = load_target_data()
print("Number of data points: ", len(target_data))
decisionTree = RandomForestClassifier(max_features="log2")
# Cross validation using K-fold and leave one out
cv = KFold(len(target_data), n_folds=2, shuffle=True)
cv2 = LeaveOneOut(len(target_data)) # only needs the number of points
# Calculating scores for the model
scores = cross_val_score(decisionTree, input_data, target_data, cv=cv)
print("SCORES: ", scores)
print("Accuracy: %0.2f (+/- %0.2f)" % (scores.mean(), scores.std() * 2))
# Value of the output when it was in the test set
estimated_results = cross_val_predict(decisionTree,
input_data,
target_data,
cv=cv)
print("PREDICTED VALUES:", estimated_results)
# Train the model
decisionTree.fit(input_data, target_data)
predicted = decisionTree.predict(input_data)
expected = target_data
print(metrics.classification_report(expected, predicted))
print(metrics.confusion_matrix(expected, predicted))
#-logistic,Author:ssb--
from sklearn import metrics, cross_validation
from sklearn import datasets
import numpy as np
from sklearn.metrics import accuracy_score,precision_score,recall_score,f1_score,classification_report,confusion_matrix
import pandas as pd
import matplotlib.pyplot as plt
df=pd.read_csv('dataSample1.csv')
samples=df.loc[:,['Openness','Conscientousness','Extraversion','Agreeableness','Emotional_Range','Conversation','Openness to Change','Hedonism','Self-enhancement','Self-transcendence']]
target=df.loc[:,'Profession']
cv_folds = cross_validation.StratifiedKFold(target, n_folds=5, shuffle=False, random_state=0)
from sklearn.linear_model import LogisticRegression
Logistic_predict = cross_validation.cross_val_predict(LogisticRegression(), samples, target, cv=cv_folds)
for (fold_no in 1:cv_folds):
report=classification_report(target,Logistic_predict) #report
print(report)
X = data.reshape((len(data), -1))
X = preprocessing.scale(X)
Y = target.flatten()
#X, Y = shuffle(X, Y)
print(X.shape, Y.shape)
clf = RandomForestRegressor(n_estimators=50, criterion='mse')
#clf = LinearRegression()
#clf = SVR()
#clf = BayesianRidge(compute_score=True)
Y_pred = cross_val_predict(clf, X, Y, cv=10)
r, p = pearsonr(Y, Y_pred)
print("Correlation: ", r)
print("Variance explained: ", r**2)
print("P-value: ", p**2)
print("RMSE: ", mean_squared_error(Y, Y_pred)**0.5)
Y_pred = Y_pred[Y != 0]
Y = Y[Y != 0]
print("MAPE: ", mean_absolute_percentage_error(Y, Y_pred))
target_pred = Y_pred.reshape(-1, 16)
for i in range(0, 16):
plt.text(j, i, cm[i, j],
horizontalalignment="center",
color="white" if cm[i, j] > thresh else "black")
plt.tight_layout()
plt.subplots_adjust(bottom=0.15)
plt.ylabel('Classe correta')
plt.xlabel('Classe predita')
tabela = PrettyTable(['Modelo', 'f1', 'Mean Squared Error'])
# In[6]:
# Regressao Logistica
# Modelo
logistic = lm.LogisticRegression().fit(X, y)
predicted = cv.cross_val_predict(logistic, X, y, cv=10)
# Cross Validation
scores = cv.cross_val_score(lm.LogisticRegression(), X, y, cv=10,
scoring='f1_weighted')
print ('Regressao Logistica')
print (scores.mean())
# Avaliacao
cnf_matrix = metrics.confusion_matrix(y, predicted)
cr = metrics.classification_report(y, predicted)
print (cr)
with open('cr.txt', 'w') as text_file:
text_file.write(cr)
text_file.write('\n')
mse = metrics.mean_squared_error(y, predicted)
tabela.add_row(['Regressao Logistica', scores.mean(), mse])
# Matriz de Confusao Normalizada
# In[62]:
model = lm.fit(df, score)
# In[63]:
accuracyscore = cross_val_score(model, df, score, cv=6)
# In[64]:
accuracyscore
# In[65]:
predictions = cross_val_predict(model, df, score, cv=6)
# In[66]:
plt.scatter(score, predictions)
plt.xlabel("True Value")
plt.ylabel("Predictions")
plt.show()
# In[67]:
R_square = metrics.r2_score(score, predictions)
# In[68]:
R_square
print X_test.shape, y_test.shape
# fit a model
lm = linear_model.LinearRegression()
model = lm.fit(X_train, y_train)
predictions = lm.predict(X_test)
## The line / model
plt.scatter(y_test, predictions)
plt.xlabel("True Values")
plt.ylabel("Predictions")
print "Score:", model.score(X_test, y_test)
'''
Now let's try out k-fold cross-validation. Again scikit-learn provides useful functions to do the heavy lifting. The function cross_val_predict returns the predicted values for each data point when it's in the testing slice.
'''
from sklearn.cross_validation import cross_val_score, cross_val_predict
from sklearn import metrics
# Perform 6-fold cross validation
scores = cross_val_score(model, df, y, cv=6)
print "Cross-validated scores:", scores
# Make cross validated predictions
predictions = cross_val_predict(model, df, y, cv=6)
plt.scatter(y, predictions)
accuracy = metrics.r2_score(y, predictions)
print "Cross-Predicted Accuracy:", accuracy
따라서 리그레이션 말고 다른 모델로 예측하기 추천
'''
plt.scatter(y_train, model.predict(x_train))
plt.xlabel('true values')
plt.ylabel('predictions')
plt.title('train')
plt.scatter(y_test, pred)
plt.xlabel('true values')
plt.ylabel('predictions')
plt.tile('test')
#cross validation
from sklearn.cross_validation import cross_val_score, cross_val_predict
scores = cross_val_score(model, x_train, y_train, cv=6)
pred = cross_val_predict(model, x_train, y_train, cv=6)
plt.scatter(y, pred)
#k fold cross validation
import numpy as np
from sklearn.model_selection import KFold
x = np.array([[1, 2], [3, 4], [1, 2], [3, 4]])
y = np.array([1, 2, 3, 4])
kf = KFold(n_splits=2)
kf.get_n_splits(x)
for train_index, test_index in kf.split(x):
print('train:', train_index, 'test:', test_index)
print(y[train_index], y[test_index])
#leave one out
hidden_layer_sizes=(25),
learning_rate='constant',
learning_rate_init=0.001,
max_iter=200,
momentum=0.9,
nesterovs_momentum=True,
power_t=0.5,
random_state=1,
shuffle=True,
solver='lbfgs',
tol=0.0001,
validation_fraction=0.1,
verbose=False,
warm_start=False)
y_pred = cross_val_predict(estimator, X, y, cv=10)
print(classification_report(y, y_pred))
#print metrics.confusion_matrix(y, y_pred)
print("AUC score ", roc_auc_score(y, y_pred))
# Split the dataset in two equal parts
X_train, X_test, y_train, y_test = train_test_split(X,
y,
test_size=0.4,
random_state=1)
a = 0
if a == 0:
# Set the parameters by cross-validation
tuned_parameters = [{
print(train1.columns)
X = train1.values
X_test = test1.values
# In[ ]:
#kernel = 1*RBF(length_scale=1.0)
kernel = 1.0**2 * Matern(length_scale=1.0, length_scale_bounds=(1e-05, 100000.0), nu=0.5)
gp = GaussianProcessRegressor(kernel=kernel, alpha=5e-9, optimizer='fmin_l_bfgs_b',
n_restarts_optimizer=0, normalize_y=False, copy_X_train=True,
random_state=2016)
clf = Pipeline([('scaler', StandardScaler()), ('gp', gp)])
y_log_centered = y_log - y_log.mean()
y_pred = cross_val_predict(clf, X, y_log_centered, cv=5, n_jobs=-1)
y = np.expm1(y_log)
y_pred = np.expm1(y_pred + y_log.mean())
score = rmsle(y,y_pred)
print(score) # 0.1459
# In[ ]:
import matplotlib as mpl
import matplotlib.pyplot as plt
# get_ipython().magic(u'matplotlib inline')
import seaborn as sns
sns.set(style="whitegrid", color_codes=True)
plt.scatter(y_pred, y)
skip_header=1,
converters={
1: day_to_number,
3: number_from_end_string,
4: number_from_end_string
})
network_X = network_file[:, (0, 1, 2, 3, 4, 6)]
network_Y = network_file[:, 5]
fixed_set_RMSE = []
average_RMSE = []
for poly_degree in range(1, 8):
regr = make_pipeline(PolynomialFeatures(poly_degree), LinearRegression())
predicted = cross_validation.cross_val_predict(regr, network_X, network_Y,
10, 1, 0, None, 0)
scores = cross_validation.cross_val_score(regr,
network_X,
network_Y,
cv=10,
scoring='mean_squared_error')
print '----poly_degree---', poly_degree
print 'All RMSEs', numpy.sqrt(-scores)
print 'Mean RMSE', numpy.mean(numpy.sqrt(-scores))
print 'Best RMSE', numpy.min(numpy.sqrt(-scores))
fixed_set_RMSE.append(numpy.mean(numpy.sqrt(-scores[0])))
average_RMSE.append(numpy.mean(numpy.sqrt(-scores)))
#Residual
y_test.reset_index(drop=True, inplace=True)
x_test
#SUBMISSION SETUP
tuned_clf.fit(x_train, y_train)
tuned_clf.score(x_test, y_test)
results = cval.cross_val_score(gr_clf,
x_train,
y_train,
scoring='f1_micro',
cv=kf_total,
n_jobs=-1)
results
cpred = cval.cross_val_predict(gr_clf, x_test, y_test, cv=kf_total, n_jobs=-1)
cpred
cpred = pd.DataFrame(prediction, columns=['damage_grade'])
cpred.set_index(test_values['building_id'], inplace=True)
cpred.to_csv('prediction.csv')
tuned_clf.fit(x_sample, y_sample)
tuned_clf.score(x_test, y_test)
prediction = tuned_clf.predict(test_values)
prediction = pd.DataFrame(prediction, columns=['damage_grade'])
prediction.set_index(test_id['building_id'], inplace=True)
prediction.to_csv('prediction.csv')
x_sample
#MORE TEST STUFF
x_sample.corr()
x_sample.drop(columns=['secondary_use'], inplace=True)
X = pd.read_csv('sample/Classifier_Features.csv')
#select small samples (200 raws) for example
X = X[0:200]
X.fillna(0, inplace=True)
X.drop(['REVIEW_TEXT'], axis=1, inplace=True)
#print X.head()
Y = X.pop('CLASS') #store label 'CLASS' in Y
numeric_variables = list(X.dtypes[X.dtypes != "object"].index)
X = X[numeric_variables]
cl0 = DecisionTreeClassifier(max_depth=5)
cl1 = RandomForestClassifier(n_estimators=100, criterion="gini", n_jobs=2)
# use sklearn cross_validation package to fit model
predicted_0 = cross_validation.cross_val_predict(cl0, X, Y, cv=10)
predicted_1 = cross_validation.cross_val_predict(cl1, X, Y, cv=10)
print(" ")
print(
"********************Classification Model Results ************************"
)
print("--------------------------------------------------------------")
print("Decision Tree Accuracy: ", metrics.accuracy_score(Y, predicted_0))
print("Confusion Matrix For Decision Tree Classifier")
print(metrics.confusion_matrix(Y, predicted_0))
print("AUC Score : ", metrics.roc_auc_score(Y, predicted_0))
print("Recall : ", metrics.recall_score(Y, predicted_0))
print("Average Precision Score : ",
metrics.average_precision_score(Y, predicted_0))
from sklearn.model_selection import cross_val_predict
import numpy as np
predictors = ["Pclass", "Sex", "Age",
"Fare","NlengthD","NameLength", "FsizeD", "Title","Deck"]
# Initialize our algorithm with the default paramters
# n_estimators is the number of trees we want to make
# min_samples_split is the minimum number of rows we need to make a split
# min_samples_leaf is the minimum number of samples we can have at the place where a tree branch ends (the bottom points of the tree)
rf = RandomForestClassifier(random_state=1, n_estimators=10, min_samples_split=2,
min_samples_leaf=1)
kf = KFold(titanic.shape[0], n_folds=5, random_state=1)
cv = ShuffleSplit(n_splits=10, test_size=0.3, random_state=50)
predictions = cross_validation.cross_val_predict(rf, titanic[predictors],titanic["Survived"],cv=kf)
predictions = pd.Series(predictions)
scores = cross_val_score(rf, titanic[predictors], titanic["Survived"],
scoring='f1', cv=kf)
# Take the mean of the scores (because we have one for each fold)
print(scores.mean())
# In[ ]:
predictors = ["Pclass", "Sex", "Age",
"Fare","NlengthD","NameLength", "FsizeD", "Title","Deck","TicketNumber"]
rf = RandomForestClassifier(random_state=1, n_estimators=50, max_depth=9,min_samples_split=6, min_samples_leaf=4)
rf.fit(titanic[predictors],titanic["Survived"])
kf = KFold(titanic.shape[0], n_folds=5, random_state=1)
def search_models(model,
param_dists,
train_features,
train_pred_true,
test_features,
n_iter=10,
scoring='r2',
cv=5,
n_jobs=-1,
pred_column='prediction',
file_path='',
file_basename='',
show_svg=False):
r"""Search hyper-parameters for best regression model and report.
Args:
model (sklearn): Regression model from `sklearn`.
param_dists (dict): Dictionary with keys as string parameter names
and values as `scipy.stats` distributions [1]_ or lists.
train_features (pandas.DataFrame): The data to be fit for training.
train_pred_true (pandas.Series): The target relative to `train_features`
for regression.
test_features (pandas.DataFrame): The data to be fit for testing
as a final evaluation.
n_iter (int, optional, default=10): Number of parameter settings
that are sampled. Trades off runtime vs quality of the solution.
scoring (str, optional, default='r2'): Scoring function.
Default is R^2, coefficient of determination.
See scikit-learn model evaluation documentation [2]_.
cv (int, optional, default=5): Number of folds for K-fold cross-validation.
n_jobs (int, optional, default=-1): The number of CPUs to use to do the
computation. -1 is all CPUs.
pred_column (str, optional, default='prediction'): Name for output
prediction column in CSV.
file_path (str, optional, default=''): Path for generated files.
file_basename (str, optional, default=''): Base name for generated files.
show_svg (bool, optional, default=False): Show SVG plot.
Returns:
None
Raises:
ValueError
See Also:
sklearn.grid_search.RandomizedSearchCV
References:
.. [1] http://docs.scipy.org/doc/scipy/reference/stats.html
.. [2] http://scikit-learn.org/stable/modules/model_evaluation.html
"""
# TODO: move to demo/main.py as a top-level script.
# TODO: outliers by Bonferroni correcte p-values
# TODO: outliers by prediction distribution
# Check input.
if not isinstance(train_features, pd.DataFrame):
raise ValueError("`train_features` must be a `pandas.DataFrame`")
if not isinstance(train_pred_true, pd.Series):
raise ValueError("`train_pred_true` must be a `pandas.Series`")
if not isinstance(test_features, pd.DataFrame):
raise ValueError("`test_features` must be a `pandas.DataFrame`")
# Search for best model and report.
search = sk_gs.RandomizedSearchCV(estimator=model,
param_distributions=param_dists,
n_iter=n_iter,
scoring=scoring,
n_jobs=n_jobs,
cv=cv)
time_start = time.time()
search.fit(X=train_features, y=train_pred_true)
time_stop = time.time()
print(("Elapsed search time (seconds) = {elapsed:.1f}").format(
elapsed=time_stop - time_start))
model_best = search.best_estimator_
print(("Best params = {params}").format(params=search.best_params_))
grid_best = max(search.grid_scores_,
key=lambda elt: elt.mean_validation_score)
if not np.isclose(search.best_score_, grid_best.mean_validation_score):
raise AssertionError(
"Program error. Max score from `search.grid_scores_` was not found correctly."
)
print(("Best score (R^2) = {mean:.4f} +/- {std:.4f}").format(
mean=grid_best.mean_validation_score,
std=np.std(grid_best.cv_validation_scores)))
train_pred_best = sk_cv.cross_val_predict(estimator=model_best,
X=train_features,
y=train_pred_true,
cv=cv,
n_jobs=n_jobs)
print("Score from best model training predictions (R^2) = {score:.4f}".
format(score=sk_met.r2_score(y_true=train_pred_true,
y_pred=train_pred_best)))
train_pred_default = sk_cv.cross_val_predict(estimator=model,
X=train_features,
y=train_pred_true,
cv=cv,
n_jobs=n_jobs)
print("Score from default model training predictions (R^2) = {score:.4f}".
format(score=sk_met.r2_score(y_true=train_pred_true,
y_pred=train_pred_default)))
if hasattr(model_best, 'feature_importances_'):
print("Plot feature importances from best model:")
plot_feature_importances(model=model_best,
train_features=train_features)
print("Plot actual vs predicted values from best model:")
plot_actual_vs_predicted(y_true=train_pred_true, y_pred=train_pred_best)
# Create predictions for `test_features`.
# Order by index, save as CSV, and graph.
test_pred_best = model_best.predict(X=test_features)
file_csv = r'predictions_{name}.csv'.format(name=file_basename)
path_csv = os.path.join(file_path, file_csv)
print("Predictions CSV file =\n{path}".format(path=path_csv))
df_csv = pd.DataFrame(data=test_pred_best,
index=test_features.index,
columns=[pred_column]).sort_index()
df_csv.to_csv(path_or_buf=path_csv, header=True, index=True, quoting=None)
if hasattr(model_best.estimators_[0], 'tree_'):
file_dot = r'graph_{name}.dot'.format(name=file_basename)
path_dot = os.path.join(file_path, file_dot)
print("Graphviz dot and SVG files =\n{path}\n{path}.svg".format(
path=path_dot))
sk_tree.export_graphviz(decision_tree=model_best.estimators_[0],
out_file=path_dot,
feature_names=test_features.columns)
cmd = ['dot', '-Tsvg', path_dot, '-O']
# Use pre-Python 3.5 subprocess API for backward compatibility.
subprocess.check_call(args=cmd)
if show_svg:
display(SVG(filename=path_dot + '.svg'))
return None
test_predictions=alg.predict(titanic[predictors].iloc[test,:])
predictions.append(test_predictions)
predictions=np.concatenate(predictions, axis=0)
# predictions[predictions>0.5]=1
# predictions[predictions<=0.5]=0
# accuracy=sum(predictions[predictions==titanic["Survived"]])/len(predictions)
# print(accuracy)
predictions_new = list(range(len(predictions)))
titanic_survived_list = list(titanic['Survived'])
summ = 0
for i in list(range(len(predictions))):
if predictions[i] > 0.5:
predictions_new[i] = 1
else:
predictions_new[i] = 0
if predictions_new[i] == titanic_survived_list[i]:
summ = summ+1
# print predictions_new
# print titanic['Survived']
accuracy = summ/float(len(predictions))
print(accuracy)
from sklearn import cross_validation
from sklearn.linear_model import LogisticRegression#逻辑回归
alg=LogisticRegression(random_state=1)
scores=cross_validation.cross_val_predict(alg, titanic[predictors],titanic["Survived"],cv=3)
print(scores.mean())
def predict(classifier, x, y):
predictions = cross.cross_val_predict(classifier, x, y, cv=10)
return predictions
def cross_val_predict_score(model, actuals, predictions):
from sklearn.cross_validation import cross_val_predict
return cross_val_predict(model, actuals, predictions)
import os
import numpy as np
from ranknet import RankNet
from sklearn.cross_validation import cross_val_predict
os.system("rm -rf testlog")
data1 = np.random.rand(1000, 30)
data2 = np.random.rand(1000, 30)
label = [True]*1000
rn = RankNet(hidden_units=[20, 10],
learning_rate=0.01, verbose=True)
data = rn.pack_data(data1, data2)
err = rn.pretrain(data1)
print("Reconstruction Error", err)
cost = rn.fit(data, logdir="logfine")
print("Cost", cost)
score = rn.get_scores(data1)
if False:
cvpred = cross_val_predict(rn, data, label, cv=2)
input1 = np.random.rand(10, 30)
input2 = np.random.rand(10, 30)
input_ = rn.pack_data(input1, input2)
prob = rn.predict_prob(input_)
pred = rn.predict(input_)
score = rn.get_scores(input1)
score = rn.get_scores(input2)
# Feature correlation
Feature_corr = df.corr() # .corr is used for find corelation
plt.figure(figsize=(30, 30))
sns.heatmap(Feature_corr, cbar=True, square=True, cmap='coolwarm')
# Random Forest Regressor Model and important features
clf = RandomForestRegressor(n_estimators=500, max_features=25)
clf.fit(X_train, Y_train)
importance = clf.feature_importances_
X1 = df.drop(['Progression'], axis=1)
dfi = pd.DataFrame(importance, index=X1.columns, columns=["Importance"])
dfi = dfi.sort_values(['Importance'], ascending=False)
dfi.plot(kind='bar', color='Purple')
# Cross-validated data Prediction
Predicted_Train = cross_val_predict(clf, X_train, Y_train, cv=5)
fig_Train, ax_Train = plt.subplots()
ax_Train = sns.regplot(x=Y_train,
y=Predicted_Train,
scatter_kws={
"color": "green",
's': 60
},
line_kws={
"color": "gold",
"lw": 3
},
marker="o")
plt.ylim(-0.15, 0.05)
plt.xlim(-0.15, 0.05)
ax_Train.set_xlabel('Real Progression Rate')
data_all['Sex'] = data_all['Sex'].map({'male': 1, 'female': 2})
sns.countplot(data_all['Cabin'])
data_all['Cabin'] = data_all['Cabin'].astype('category').cat.codes
data_all.info()
####建model
data_all.drop('Survived', 1, inplace=True)
X_train = data_all[0:len(train_data)]
X_test = data_all.iloc[len(train_data):]
# Scikit-learn 需要train dataset及label dataset（即答案）各一
Y_label = train_data.Survived
#cross validation
#decision tree
Y_pred = cross_validation.cross_val_predict(DecisionTreeClassifier(),
X_train,
Y_label,
cv=10)
acc_decision_tree = metrics.accuracy_score(Y_label, Y_pred)
#Random Forest
Y_pred = cross_validation.cross_val_predict(
RandomForestClassifier(n_estimators=1000), X_train, Y_label, cv=10)
acc_rf = metrics.accuracy_score(Y_label, Y_pred)
#print (metrics.classification_report(Y_label, Y_pred) )
#Logistic Regression
Y_pred = cross_validation.cross_val_predict(LogisticRegression(),
X_train,
Y_label,
cv=10)
acc_LR = metrics.accuracy_score(Y_label, Y_pred)
#SVC
Y_pred = cross_validation.cross_val_predict(SVC(), X_train, Y_label, cv=10)
result = []
for i in selected:
result.append(all_elem[i])
return result
housing_file = numpy.genfromtxt('../../Datasets/housing_data.csv', delimiter=',', skip_header=1)
housing_X = housing_file[:, (0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12)]
housing_Y = housing_file[:, 13]
fixed_set_RMSE = []
average_RMSE = []
for poly_degree in range(1, 5):
regr = make_pipeline(PolynomialFeatures(poly_degree), LinearRegression())
predicted = cross_validation.cross_val_predict(regr, housing_X, housing_Y, 10, 1, 0, None, 0)
scores = cross_validation.cross_val_score(regr, housing_X, housing_Y, cv=10, scoring='mean_squared_error')
print '----poly_degree---', poly_degree
print 'All RMSEs', numpy.sqrt(-scores)
print 'Mean RMSE', numpy.mean(numpy.sqrt(-scores))
print 'Best RMSE', numpy.min(numpy.sqrt(-scores))
fixed_set_RMSE.append(numpy.mean(numpy.sqrt(-scores[0])))
average_RMSE.append(numpy.mean(numpy.sqrt(-scores)))
#Residual
residual = []
for i in range(len(housing_X)):
residual.append(housing_Y[i] - predicted[i])
print "**************************************"
# print "lrate: ", learning_rate
# print "alpha: ", alpha
# print "n_est: ", n_estimators
#gb=GradientBoostingRegressor(max_depth=1,learning_rate=0.04,n_estimators=100)
#gb=GradientBoostingRegressor(loss='lad',max_depth=1,learning_rate=0.05,n_estimators=440)
#gb=GradientBoostingRegressor(loss='huber',max_depth=1,learning_rate=0.45,n_estimators=200,alpha=0.45)
#gb=GradientBoostingRegressor(loss='quantile',max_depth=1,learning_rate=0.028,n_estimators=109,alpha=0.36,criterion="friedman_mse")
#gb=GradientBoostingRegressor(loss='quantile',max_depth=1,learning_rate=0.028,n_estimators=109,alpha=0.36,criterion="friedman_mse",subsample=0.6)
gb = GradientBoostingRegressor()
gb.fit(x, y)
gbsc = gb.score(x, y)
print "R2 score is: ", gbsc
gbsc_hpc = gb.score(x_hpc, y_hpc)
print "R2 score on hpc is: ", gbsc_hpc
predictions = cross_val_predict(gb, x, y, cv=10)
np.clip(predictions, 0, 1, out=predictions)
predictions_h = gb.predict(x_hpc)
np.clip(predictions_h, 0, 1, out=predictions_h)
err = np.mean(abs((predictions - y) / y))
var = np.var(abs((predictions - y) / y))
print "Cross-Predicted Relative Error: ", err
print "Cross-Predicted Var of Relative Error: ", var
np.savetxt('result1.txt', predictions, delimiter='\n', fmt='%.3f')
err = np.mean(abs((predictions - y)))
var = np.var(abs((predictions - y)))
print "Cross-Predicted Abs Error: ", err
print "Cross-Predicted Var of Abs Error: ", var
err_h = np.mean(abs((predictions_h - y_hpc) / y_hpc))
var_h = np.var(abs((predictions_h - y_hpc) / y_hpc))
print predictions_h
def main():
#picklef = open(config_file, 'r')
#config_dict = pickle.load(picklef)
print "\n========================="
print "SURROGATE MODEL GENERATOR"
print "========================="
print "PARSE AND CLEAN DATA"
print "========================="
# load design and target data into a pandas dataframe from the input csv
dataframe = pd.read_csv(input_data_file)
# drop rows (samples) with NaNs in them
dataframe = dataframe[dataframe.isnull() == False]
# split the dataframe into design and target dataframes
design_data = dataframe[features]
design_labels = design_data.axes
target_data = dataframe[targets]
target_labels = target_data.axes
if DEBUG:
print "\nFeatures:\n", design_data
print "\nTargets:\n", target_data
print "\nParsed data shapes\n design data: ", np.shape(
design_data), "\n target data: ", np.shape(target_data)
print " #samples: %d\n #input parameters: %d" % (np.shape(design_data)[0],
np.shape(design_data)[1])
print " #output parameters: %d" % np.shape(target_data)[1]
if DEBUG:
print "design data:"
print design_data
print "target_data:"
print target_data
if test_split > 0.0:
print "\n========================="
print "SPLIT TRAIN AND TEST DATASETS"
print "========================="
# split the data into a training set and a testing set for validation later.
X_train, X_test, Y_train, Y_test = cross_validation.train_test_split(
design_data, target_data, test_size=test_split)
print "\nX_train, Y_train:", np.shape(X_train), np.shape(Y_train)
print "X_test, Y_test:", np.shape(X_test), np.shape(Y_test)
print "training sample size: %d" % np.shape(X_train)[0]
print "testing sample size: %d" % np.shape(X_test)[0]
if DEBUG:
print "X_train:\n", X_train
print "Y_train:\n", Y_train
else:
X_train = design_data
Y_train = target_data
X_test, Y_test = [], []
# standardize the training data to mean 0 and variance 1
if normalize is True:
print "\n========================="
print "DATA NORMALIZATION AND SCALING"
print "========================="
# initialize a StandardScaler object to calculate the means and scaling values of each design
# parameter (that is, it calculates the means and stdevs over the columns).
# We then use the scaler object to transform the entire input data set (except for the design ID
# number) to their normalized values.
X_train_scaler = preprocessing.MinMaxScaler(
feature_range=(0, 1)).fit(X_train)
X_train_scaled = pd.DataFrame(X_train_scaler.transform(X_train),
columns=X_train.axes[1])
if test_split > 0.0:
X_test_scaler = preprocessing.MinMaxScaler(
feature_range=(0, 1)).fit(X_test)
X_test_scaled = pd.DataFrame(X_test_scaler.transform(X_test),
columns=X_test.axes[1])
else:
X_test_scaled = []
print "\n feature min: ", X_train_scaler.data_min_
print " feature max: ", X_train_scaler.data_max_
print " feature range: ", X_train_scaler.data_range_
print " feature scales: \n", X_train_scaler.scale_
print "\nScaled training inputs:"
print " shape: ", np.shape(X_train_scaled)
if DEBUG:
print "\n X_train_scaled:\n", X_train_scaled
print "\nScaled testing inputs:"
print " shape:", np.shape(X_test_scaled)
print "\n X_test_scaled:\n", X_test_scaled
Y_train_scaler = preprocessing.MinMaxScaler(
feature_range=(0, 1)).fit(Y_train)
Y_train_scaled = pd.DataFrame(Y_train_scaler.transform(Y_train),
columns=Y_train.axes[1])
if test_split > 0.0:
Y_test_scaler = preprocessing.MinMaxScaler(
feature_range=(0, 1)).fit(Y_test)
Y_test_scaled = pd.DataFrame(Y_test_scaler.transform(Y_test),
columns=Y_test.axes[1])
else:
Y_test_scaled = []
print "\n output min: ", Y_train_scaler.data_min_
print " output max: ", Y_train_scaler.data_max_
print " output range: ", Y_train_scaler.data_range_
print " output scales: \n", Y_train_scaler.scale_
print "\nScaled training inputs:"
print " shape: ", np.shape(Y_train_scaled)
if DEBUG:
print "\n Y_train_scaled:\n", Y_train_scaled
print "\nScaled testing inputs:"
print " shape:", np.shape(Y_test_scaled)
print "\n Y_test_scaled:\n", Y_test_scaled
#print "\nBefore scaling:"
#print np.shape(X_train)
#print X_train
# This is just for visualizing the normalization transformations with histograms
if DEBUG is True and 1:
fig, axes = plt.subplots(np.shape(X_train)[1],
sharex=True,
sharey=True)
for ax, label in izip(axes, X_train.axes[1]):
ax.hist(X_train[label], bins=7)
ax.set_title(label)
fig.suptitle(
"Distribution of design parameters before normalization")
fig, axes = plt.subplots(np.shape(X_train_scaled)[1],
sharex=True,
sharey=True)
print X_train_scaled.axes
for ax, label in izip(axes, X_train_scaled.axes[1]):
ax.hist(X_train_scaled[label], bins=7)
ax.set_title(label)
fig.suptitle(
"Distribution of design parameters after normalization")
if len(Y_train) is not 0 and len(Y_train_scaled) is not 0:
fig, axes = plt.subplots(np.shape(Y_train)[1],
sharex=True,
sharey=True)
for ax, label in izip(axes, Y_train.axes[1]):
ax.hist(Y_train[label], bins=7)
ax.set_title(label)
fig.suptitle(
"Distribution of performance parameters before normalization"
)
fig, axes = plt.subplots(np.shape(Y_train_scaled)[1],
sharex=True,
sharey=True)
for ax, label in izip(axes, Y_train_scaled.axes[1]):
ax.hist(Y_train_scaled[label], bins=7)
ax.set_title(label)
fig.suptitle(
"Distribution of performance parameters after normalization"
)
plt.show()
else:
X_train_scaled = X_train
X_test_scaled = X_test
print "\n========================="
print "SUPPORT VECTOR REGRESSION"
print "========================="
surrogate_models = [
] # Array to hold the surrogate model objects for each output parameter
# If gridsearch is True, use scikit-learn's gridsearch to systematically search for optimal
# hyperparameter values. Else, we use hyperparameter values set by the user to construct and
# train surrogate models for each performance variable.
if gridsearch:
# construct a surrogate model for each output parameter (performance metric)
print "My God... They're learning..."
for n, target_parameter in enumerate(Y_train_scaled):
print "\n------------------------"
print target_parameter
print "------------------------"
if DEBUG: print Y_train_scaled[target_parameter]
model = generate_optimized_surrogate(
X_train_scaled,
Y_train_scaled[target_parameter],
label=target_parameter,
C_range=C_range,
epsilon_range=epsilon_scale,
grid_iter=optimize_iter,
scoring=model_scoring)
surrogate_models.append(model)
else:
for n, target_parameter in enumerate(Y_train_scaled):
print "\n------------------------"
print target_parameter
print "------------------------"
model = SVR(kernel='rbf',
C=C_tuple[n],
epsilon=epsilon_tuple[n],
gamma='auto').fit(X_train_scaled,
Y_train_scaled[target_parameter])
surrogate_models.append(model)
print "\nSurrogate models:\n", surrogate_models
"""
print np.shape(surrogate_model)
print surrogate_model
# make predictions over the output surrogate data.
#prediction_outputs = [model.predict(X_train_scaled) for model in surrogate_model]
prediction_outputs = surrogate_model[1].predict(X_train_scaled)
print np.shape(prediction_outputs)
print prediction_outputs
"""
# If the sampled data was split into training and testing sets, evaluate the generated models
# on the testing data. Otherwise, compute cross-validated scores using the training data.
# First, instantiate a list to hold our scaler (transformation) objects to transform the values
# predicted by the models to the range of the performance metrics being modeled.
Y_scalers = []
for n, model in enumerate(surrogate_models):
print "\n------------------------"
print targets[n]
print "------------------------"
if test_split > 0.0:
print "\n========================="
print "MODEL EVALUATION"
print "========================="
predictions = model.predict(X_test_scaled)
target_values = Y_test[targets[n]]
# reverse-transform the outputs and predictions back to their original values
Y_test_scaler = preprocessing.MinMaxScaler().fit(
Y_test[targets[n]].reshape(-1, 1))
predictions = Y_test_scaler.inverse_transform(
predictions.reshape(-1, 1))
#print Y_test[:,n]
#print predictions
#result_array = np.column_stack((Y_test[:,n].reshape(-1,1), predictions))
print "test values, predicted values"
print target_values, predictions
print "model score:", metrics.mean_squared_error(
target_values, predictions)
#print "model score: ", model.score(target_values, predictions)
print "model parameters:"
parameters = model.get_params()
print ' C: ', parameters['C']
print ' epsilon: ', parameters['epsilon']
#print ' gamma: ', parameters['gamma']
# If a testing set was not set aside, use Leave-One-Out (LOO) cross-validation
else:
scaled_target_values = Y_train_scaled[targets[n]].values
target_values = Y_train[targets[n]].values
scores = cross_validation.cross_val_score(
model,
X_train_scaled.values,
scaled_target_values,
scoring='mean_squared_error',
cv=len(Y_train_scaled))
avg_score = np.mean(scores)
score_std = np.std(scores)
print "model avg score: %1.5f (+/-%1.5f)" % (-avg_score, score_std)
predictions = cross_validation.cross_val_predict(
model,
X_train_scaled.values,
scaled_target_values,
cv=len(Y_train_scaled))
# Make a scaler and inverse transform the predictions back to their original, unscaled ranges
Y_test_scaler = preprocessing.MinMaxScaler().fit(target_values)
predictions = Y_test_scaler.inverse_transform(predictions)
Y_scalers.append(Y_test_scaler)
print "Y_scalers[%d]: " % n, Y_scalers[n]
# plot the predicted vs actual values
fig, ax = plt.subplots()
ax.scatter(predictions, target_values, marker='x')
ax.plot(target_values, target_values, c='b', linestyle='--')
ax.set_xlabel("Predicted Values")
ax.set_ylabel("Actual Values")
ax.set_title("Predicted vs Actual Target Values: %s" % targets[n])
fig.savefig('%s%s_%s_predicted_vs_actual.png' %
(output_directory, data_title, targets[n]))
"""
if test_split > 0.0:
print "\n========================="
print "MODEL EVALUATION"
print "========================="
# step through each model and evaluate its performance on the testing data
for n, model in enumerate(surrogate_models):
print "\n------------------------"
print targets[n]
print "------------------------"
predictions = model.predict(X_test_scaled)
target_values = Y_test[targets[n]]
# reverse-transform the outputs and predictions back to their original values
Y_test_scaler = preprocessing.MinMaxScaler().fit(Y_test[targets[n]].reshape(-1,1))
predictions = Y_test_scaler.inverse_transform(predictions.reshape(-1,1))
#print Y_test[:,n]
#print predictions
#result_array = np.column_stack((Y_test[:,n].reshape(-1,1), predictions))
print "test values, predicted values"
print target_values, predictions
print "model score:", metrics.mean_squared_error(target_values, predictions)
#print "model score: ", model.score(target_values, predictions)
print "model parameters:"
parameters = model.get_params()
print ' C: ', parameters['C']
print ' epsilon: ', parameters['epsilon']
#print ' gamma: ', parameters['gamma']
# plot the predicted vs actual values
fig, ax = plt.subplots()
ax.scatter(predictions, target_values, marker = 'x')
ax.plot(target_values, target_values, c='b', linestyle='--')
ax.set_xlabel("Predicted Values")
ax.set_ylabel("Actual Values")
ax.set_title("Predicted vs Actual Target Values: %s" %targets[n])
fig.savefig('%s%s_predicted_vs_actual.png' %(output_directory, targets[n]))
else:
print "\n========================="
print "MODEL CROSS-VALIDATION"
print "========================="
# Use cross-validation to evaluate the models created above
for n, model in enumerate(surrogate_models):
print "\n------------------------"
print targets[n]
print "------------------------"
scaled_target_values = Y_train_scaled[targets[n]].values
target_values = Y_train[targets[n]].values
scores = cross_validation.cross_val_score(model,
X_train_scaled.values,
scaled_target_values,
scoring = 'mean_squared_error',
cv = len(Y_train_scaled))
avg_score = np.mean(scores)
score_std = np.std(scores)
print "model avg score: %1.5f (+/-%1.5f)" %(-avg_score, score_std)
predictions = cross_validation.cross_val_predict(model,
X_train_scaled.values,
scaled_target_values,
cv = len(Y_train_scaled))
# Make a scaler and inverse transform the predictions back to their original, unscaled ranges
Y_test_scaler = preprocessing.MinMaxScaler().fit(target_values)
predictions = Y_test_scaler.inverse_transform(predictions)
# plot the predicted vs actual values
fig, ax = plt.subplots()
ax.scatter(predictions, target_values, marker = 'x')
ax.plot(target_values, target_values, c='b', linestyle='--')
ax.set_xlabel("Predicted Values")
ax.set_ylabel("Actual Values")
ax.set_title("Predicted vs Actual Target Values: %s" %targets[n])
fig.savefig('%s%s_predicted_vs_actual.png' %(output_directory, targets[n]))
"""
if save_models is True:
model_file = data_title + "_surrogate_models.pkl"
input_scaler_file = data_title + "_input_scalers.pkl"
scaler_file = data_title + "_datascalers.pkl"
models_savefile = output_directory + model_file
input_scalers_savefile = output_directory + input_scaler_file
scalers_savefile = output_directory + scaler_file
#models_savefile = "%s%s_surrogate_models.pkl" %(output_directory, data_name)
#scalers_savefile = "%s%s_datascalers.pkl" %(output_directory, data_name)
with open(models_savefile, 'w') as f:
pickle.dump(surrogate_models, f)
with open(input_scalers_savefile, 'w') as f:
pickle.dump(X_train_scaler, f)
with open(scalers_savefile, 'w') as f:
pickle.dump(Y_scalers, f)
return surrogate_models, Y_scalers
def linearRegression(X, Y, datasetName, workFlow=False, workFlowNo=0):
"""
:param X: data consisting of features (excluding class variable)
:param Y: column vector consisting of class variable
:param datasetName: Network / Housing
:param workFlow: for question 3
:return: models linear regression and performs 10 fold Cross Validation
displays statistics of various features and plots graphs for predicted/residual and actual values
"""
print "LINEAR REGRESSION"
print "Executing..."
print
# can change to model on the entire dataset but by convention splitting the dataset is a better option
X_train, X_test, Y_train, Y_test = cross_validation.train_test_split(
X, Y, test_size=0.10, random_state=5)
lm = linear_model.LinearRegression(
) # sklearn Linear Regression model used for cross validation
lm.fit(X_train, Y_train)
scores = cross_validation.cross_val_score(
lm, X, Y, cv=10,
scoring='mean_squared_error') # cross validation 10 folds
predicted = cross_validation.cross_val_predict(lm, X, Y, cv=10)
# differentiate between workflow execution and whole dataset execution
if workFlow:
est = sm.OLS(Y, X).fit(
) # panda OLS library used to build model on entire dataset and provide stats on variable
print est.summary()
else:
print "WORKFLOW_" + str(workFlowNo)
print "Estimated intercept coefficient: ", lm.intercept_
estimatedCoefficients = pd.DataFrame(
zip(X.columns, lm.coef_),
columns=['Features', 'EstimatedCoefficients'])
print estimatedCoefficients
rmseEstimator = np.mean((scores * -1)**0.5) # average of the RMSE values
print
print "RMSE Values of Estimator : " + str(rmseEstimator)
print
# plot graph for Fitted values vs Actual values
plt.scatter(Y, predicted)
plt.figure(1)
plt.xlabel("Actual Median Value")
plt.ylabel("Predicted Median Value")
plt.title('Fitted values vs Actual Values')
plt.plot([Y.min(), Y.max()], [Y.min(), Y.max()], 'k--', lw=4)
if workFlow:
plt.savefig(
"../Graphs/{0}/Question {1}/LR - Fitted vs Actual.png".format(
datasetName, '2a' if datasetName == "Network" else '4a'))
else:
plt.savefig(
"../Graphs/{0}/Question 3/LR - Fitted vs Actual WorkFlow {1}.png".
format(datasetName, workFlowNo))
# plot graph for Residual values vs Fitted Values
plt.figure(2)
plt.xlabel('Fitted Values')
plt.ylabel('Residuals')
plt.title('Residuals vs Fitted Values plot')
plt.scatter(predicted, predicted - Y, c='b', s=40, alpha=0.5)
plt.hlines(y=0, xmin=-10, xmax=50)
if workFlow:
plt.savefig(
"../Graphs/{0}/Question {1}/LR - Residuals vs Fitted.png".format(
datasetName, '2a' if datasetName == "Network" else '4a'))
else:
plt.savefig(
"../Graphs/{0}/Question 3/LR - Residuals vs Fitted WorkFlow {1}.png"
.format(datasetName, workFlowNo))
plt.show()
from sklearn import datasets from sklearn import linear_model from sklearn.cross_validation import cross_val_predict import matplotlib.pyplot as plt boston = datasets.load_boston() #print(boston.DESCR) #print(boston.target) print(boston.data) #CRIM(犯罪率) ZN(房星大於25000ft比率) #INDOUS(住宅比率) CHAS(有吳臨河) NOX(空汙比率) RM(房間數) #AGE(自有住宅比例) DIS(離市中心距離) RAD(離高速公路距離) #TAX(房屋稅率) PTRATIO(小學老師比率) B(黑人比率) #STAT(低收人比率) MEDV(受僱者收入)4 lr = linear_model.LinearRegression() predict = cross_val_predict(lr, boston.data, boston.target, cv=10) plt.figure() plt.scatter(boston.target, predict) y = boston.target plt.plot([y.min(), y.max()], [y.min(), y.max()], 'k--', lw=4) plt.plot() plt.show() print(predict) # In[1]: from sklearn import datasets import matplotlib.pyplot as plt import numpy as np data = datasets.fetch_olivetti_faces() #print(data.DESCR)
def randomForestRegression(X, Y, datasetName):
"""
:param X: data consisting of features (excluding class variable)
:param Y: column vector consisting of class variable
:param datasetName: Network / Housing
:return: models random forest regression with fine-tuning of tree depth and maximum number of trees
"""
print "RANDOM FOREST REGRESSION"
print "Executing..."
print
# fine tuning of depth of tree
depth = range(4, 15)
rmse = []
for eachDepth in range(
len(depth)): # test depth of tree using 10 folds cross validation
estimator = RandomForestRegressor(n_estimators=20,
max_depth=depth[eachDepth])
scores = cross_validation.cross_val_score(estimator,
X,
Y,
cv=10,
scoring='mean_squared_error')
rmse.append((np.mean(scores) * -1)**(0.5))
# plot graphs for RMSE vs Depth of Tree
plt.figure(1)
plt.plot(depth, rmse)
plt.title('RMSE vs Depth of Tree')
plt.xlabel('Depth')
plt.ylabel('Root Mean Square Error')
plt.savefig("../Graphs/{0}/Question 2b/RMSE vs Depth of Tree.png".format(
datasetName))
bestDepth = depth[rmse.index(
min(rmse))] # best depth obtained on basis of RMSE
# fine tuning of number of maximum tree
noOfTrees = range(20, 220, 40)
rmse = []
for eachTreeSize in range(
len(noOfTrees)
): # test maximum number of tree using 10 folds cross validation
estimator = RandomForestRegressor(n_estimators=noOfTrees[eachTreeSize],
max_depth=bestDepth)
scores = cross_validation.cross_val_score(estimator,
X,
Y,
cv=10,
scoring='mean_squared_error')
rmse.append((np.mean(scores) * -1)**(0.5))
bestTrees = noOfTrees[rmse.index(min(rmse))]
# plot graphs for RMSE vs Maximum No. of Tree
plt.figure(2)
plt.plot(noOfTrees, rmse)
plt.title('RMSE vs Maximum No of Tree')
plt.xlabel('Number of Tree')
plt.ylabel('Root Mean Square Error')
plt.savefig(
"../Graphs/{0}/Question 2b/RMSE vs No of Tree.png".format(datasetName))
rfe = RandomForestRegressor(n_estimators=bestTrees, max_depth=bestDepth)
predicted = cross_validation.cross_val_predict(rfe, X, Y, cv=10)
# plot graph for Fitted values vs Actual values
plt.figure(3)
plt.scatter(Y, predicted)
plt.xlabel("Actual Median Value")
plt.ylabel("Predicted Median Value")
plt.title('Fitted values vs Actual Values')
plt.plot([Y.min(), Y.max()], [Y.min(), Y.max()], 'k--', lw=4)
plt.savefig("../Graphs/{0}/Question {1}/LR - Fitted vs Actual.png".format(
datasetName, '2b' if datasetName == "Network" else '4a'))
plt.figure(4)
plt.xlabel('Fitted Values')
plt.ylabel('Residuals')
plt.title('Residuals vs Fitted Values plot')
plt.scatter(predicted, predicted - Y, c='b', s=40, alpha=0.5)
plt.hlines(y=0, xmin=-10, xmax=50)
plt.savefig(
"../Graphs/{0}/Question {1}/LR - Residuals vs Fitted.png".format(
datasetName, '2b' if datasetName == "Network" else '4a'))
# print the best rmse of random forest with maximum no of trees = 140 and depth = 9
print "RANDOM FOREST REGRESSION"
print "PARAMETER TUNING"
print "Max Depth : " + str(bestDepth)
print "Number of Maximum Tree " + str(bestTrees)
print "Root Mean Squared Error : " + str(min(rmse))
plt.show()
boston = datasets.load_boston()
# 输出数据集介绍文档
print(boston.DESCR)
# 导入线性支持向量机回归模块
from sklearn.svm import LinearSVR
# 导入交叉验证模块
from sklearn.cross_validation import cross_val_predict
feature = boston.data
target = boston.target
# 建立线性支持向量机回归模型
model = LinearSVR()
# 交叉验证,数据集等分为10份
predictions = cross_val_predict(model, feature, target, cv=10)
import matplotlib.pyplot as plt
# 绘制散点图
plt.scatter(target, predictions)
# 绘制45°参考线
plt.plot([target.min(), target.max()],
[target.min(), target.max()],
'r--',
lw=2)
# 设置坐标轴名称
plt.xlabel('true_target')
plt.ylabel('prediction')
plt.show()
