def xv_eval_experts(expert_names, get_indices, aug_train_set):
rmsles = []
for fold_id, split in enumerate(generate_xv_splits(aug_train_set)):
# Select subset of test set according to get_indices.
X_train, y_train, X_test, y_test = split
test_is = get_indices(X_test)
X_test = X_test[test_is].reset_index(drop=True)
y_test = y_test[test_is].reset_index(drop=True)
# Get predictions from experts and compute RMSLE.
y_test_pred = get_predictions(fold_id, expert_names, get_indices, X_test)
rmsle = np.sqrt(mean_squared_error(y_test.values, y_test_pred))
rmsles.append(rmsle)
return {"rmsles": rmsles, "rmsle_avg": np.mean(rmsles), "rmsle_std": np.std(rmsles)}
def xv_eval_experts(expert_names, get_indices, aug_train_set):
rmsles = []
for fold_id, split in enumerate(generate_xv_splits(aug_train_set)):
# Select subset of test set according to get_indices.
X_train, y_train, X_test, y_test = split
test_is = get_indices(X_test)
X_test = X_test[test_is].reset_index(drop=True)
y_test = y_test[test_is].reset_index(drop=True)
# Get predictions from experts and compute RMSLE.
y_test_pred = get_predictions(
fold_id, expert_names, get_indices, X_test)
rmsle = np.sqrt(mean_squared_error(y_test.values, y_test_pred))
rmsles.append(rmsle)
return {
'rmsles': rmsles,
'rmsle_avg': np.mean(rmsles),
'rmsle_std': np.std(rmsles),
}
def train_and_save_expert(expert_name, aug_train_set, folds=True):
get_indices = getattr(expert_params, expert_name + "_get_indices")
params = getattr(expert_params, expert_name + "_params")
if folds:
folds_gen = enumerate(generate_xv_splits(aug_train_set))
else:
X_train = aug_train_set.copy(deep=False)
y_train = X_train.pop("log_cost")
folds_gen = [("all", (X_train, y_train, None, None))]
print "Training {}...".format(expert_name)
for fold_id, split in folds_gen:
print "fold {}...".format(fold_id)
path = get_expert_path(expert_name, fold_id)
if os.path.exists(path):
print " -> skipping because {} exists".format(path)
else:
# Select subset of train set according to get_indices.
X_train, y_train, X_test, y_test = split
train_is = get_indices(X_train)
X_train = X_train[train_is].reset_index(drop=True)
y_train = y_train[train_is].reset_index(drop=True)
# Featurize and train model.
featurizer = AllCategoricalsFeaturizer()
featurizer.fit(X_train)
X_train_feats = featurizer.transform(X_train)
X_train_np = X_train_feats.astype(np.float).values
y_train_np = y_train.values
xgtrain = xgb.DMatrix(X_train_np, label=y_train_np)
model = xgb.train(params.items(), xgtrain, params["num_rounds"])
print " -> saving to {}".format(path)
os.makedirs(path)
with open(os.path.join(path, "featurizer"), "w") as f:
pickle.dump(featurizer, f)
model.save_model(os.path.join(path, "model"))
def train_and_save_expert(expert_name, aug_train_set, folds=True):
get_indices = getattr(expert_params, expert_name + '_get_indices')
params = getattr(expert_params, expert_name + '_params')
if folds:
folds_gen = enumerate(generate_xv_splits(aug_train_set))
else:
X_train = aug_train_set.copy(deep=False)
y_train = X_train.pop('log_cost')
folds_gen = [('all', (X_train, y_train, None, None))]
print "Training {}...".format(expert_name)
for fold_id, split in folds_gen:
print "fold {}...".format(fold_id)
path = get_expert_path(expert_name, fold_id)
if os.path.exists(path):
print " -> skipping because {} exists".format(path)
else:
# Select subset of train set according to get_indices.
X_train, y_train, X_test, y_test = split
train_is = get_indices(X_train)
X_train = X_train[train_is].reset_index(drop=True)
y_train = y_train[train_is].reset_index(drop=True)
# Featurize and train model.
featurizer = AllCategoricalsFeaturizer()
featurizer.fit(X_train)
X_train_feats = featurizer.transform(X_train)
X_train_np = X_train_feats.astype(np.float).values
y_train_np = y_train.values
xgtrain = xgb.DMatrix(X_train_np, label=y_train_np)
model = xgb.train(params.items(), xgtrain, params['num_rounds'])
print " -> saving to {}".format(path)
os.makedirs(path)
with open(os.path.join(path, 'featurizer'), 'w') as f:
pickle.dump(featurizer, f)
model.save_model(os.path.join(path, 'model'))
import numpy as np
import os
if __name__ == "__main__":
get_indices = layer1_get_indices
# get_indices = layer2_get_indices
print "Loading augmented dataset..."
aug_train_set, aug_test_set = get_augmented_train_and_test_set()
print "Dumping xv folds using {}...".format(get_indices.__name__)
featurizer = AllCategoricalsFeaturizer()
base_path = 'folds'
for i, split in enumerate(generate_xv_splits(aug_train_set)):
print i
# Select subset of train and test set according to get_indices.
X_train, y_train, X_test, y_test = split
train_is = get_indices(X_train)
X_train = X_train[train_is].reset_index(drop=True)
y_train = y_train[train_is].reset_index(drop=True)
test_is = get_indices(X_test)
X_test = X_test[test_is].reset_index(drop=True)
y_test = y_test[test_is].reset_index(drop=True)
split_np = featurize_and_to_numpy(
featurizer, X_train, y_train, X_test, y_test)
X_train_np, y_train_np, X_test_np, y_test_np = split_np
np.savez_compressed(
