def predict(self, data):
model_pred_list = []
final_pred = []
# Get predictions from each model
model_cnt = 0
for algo_id in self.stats:
model_to_eval = self.stats[algo_id]
for idx, (_, _, path) in enumerate(model_to_eval):
with open(path, 'rb') as f:
op_list, model = pkl.load(f)
_node = data.copy_()
_node = construct_node(_node, op_list)
if self.base_model_mask[model_cnt] == 1:
if self.task_type in CLS_TASKS:
model_pred_list.append(
model.predict_proba(_node.data[0]))
else:
model_pred_list.append(model.predict(_node.data[0]))
model_cnt += 1
# Calculate the average of predictions
for i in range(len(data.data[0])):
sample_pred_list = [
model_pred[i] for model_pred in model_pred_list
]
pred_average = reduce(lambda x, y: x + y,
sample_pred_list) / len(sample_pred_list)
final_pred.append(pred_average)
return np.array(final_pred)
def fit(self, data):
# Split training data for phase 1 and phase 2
test_size = 0.2
# Train basic models using a part of training data
model_cnt = 0
suc_cnt = 0
feature_p2 = None
for algo_id in self.stats.keys():
model_to_eval = self.stats[algo_id]
for idx, (config, _, path) in enumerate(model_to_eval):
with open(path, 'rb')as f:
op_list, model = pkl.load(f)
_node = data.copy_()
_node = construct_node(_node, op_list, mode='train')
X, y = _node.data
if self.task_type in CLS_TASKS:
x_p1, x_p2, y_p1, y_p2 = train_test_split(X, y, test_size=test_size,
stratify=data.data[1], random_state=1)
else:
x_p1, x_p2, y_p1, y_p2 = train_test_split(X, y, test_size=test_size,
random_state=1)
if self.base_model_mask[model_cnt] == 1:
estimator = fetch_predict_estimator(self.task_type, algo_id, config[0], x_p1, y_p1,
weight_balance=_node.enable_balance,
data_balance=_node.data_balance)
with open(os.path.join(self.output_dir, '%s-blending-model%d' % (self.timestamp, model_cnt)),
'wb') as f:
pkl.dump(estimator, f)
if self.task_type in CLS_TASKS:
pred = estimator.predict_proba(x_p2)
n_dim = np.array(pred).shape[1]
if n_dim == 2:
# Binary classificaion
n_dim = 1
# Initialize training matrix for phase 2
if feature_p2 is None:
num_samples = len(x_p2)
feature_p2 = np.zeros((num_samples, self.ensemble_size * n_dim))
if n_dim == 1:
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) * n_dim] = pred[:, 1:2]
else:
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) * n_dim] = pred
else:
pred = estimator.predict(x_p2).reshape(-1, 1)
n_dim = 1
# Initialize training matrix for phase 2
if feature_p2 is None:
num_samples = len(x_p2)
feature_p2 = np.zeros((num_samples, self.ensemble_size * n_dim))
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) * n_dim] = pred
suc_cnt += 1
model_cnt += 1
self.meta_learner.fit(feature_p2, y_p2)
return self
def get_feature(self, data):
# Predict the labels via stacking
feature_p2 = None
model_cnt = 0
suc_cnt = 0
for algo_id in self.stats.keys():
model_to_eval = self.stats[algo_id]
for idx, (config, _, path) in enumerate(model_to_eval):
with open(path, 'rb') as f:
op_list, model = pkl.load(f)
_node = data.copy_()
_node = construct_node(_node, op_list)
if self.base_model_mask[model_cnt] == 1:
for j in range(self.kfold):
with open(
os.path.join(
self.output_dir, '%s-model%d_part%d' %
(self.timestamp, model_cnt, j)),
'rb') as f:
estimator = pkl.load(f)
if self.task_type in CLS_TASKS:
pred = estimator.predict_proba(_node.data[0])
n_dim = np.array(pred).shape[1]
if n_dim == 2:
n_dim = 1
if feature_p2 is None:
num_samples = len(_node.data[0])
feature_p2 = np.zeros(
(num_samples, self.ensemble_size * n_dim))
# Get average predictions
if n_dim == 1:
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) * n_dim] = \
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) * n_dim] + pred[:,
1:2] / self.kfold
else:
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) * n_dim] = \
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) * n_dim] + pred / self.kfold
else:
pred = estimator.predict(_node.data[0]).reshape(
-1, 1)
n_dim = 1
# Initialize training matrix for phase 2
if feature_p2 is None:
num_samples = len(_node.data[0])
feature_p2 = np.zeros(
(num_samples, self.ensemble_size * n_dim))
# Get average predictions
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) * n_dim] = \
feature_p2[:, suc_cnt * n_dim:(suc_cnt + 1) * n_dim] + pred / self.kfold
suc_cnt += 1
model_cnt += 1
return feature_p2
def predict(self, data):
predictions = []
cur_idx = 0
for algo_id in self.stats.keys():
model_to_eval = self.stats[algo_id]
for idx, (_, _, path) in enumerate(model_to_eval):
with open(path, 'rb') as f:
op_list, estimator = pkl.load(f)
_node = data.copy_()
_node = construct_node(_node, op_list)
X_test = _node.data[0]
if cur_idx in self.model_idx:
if self.task_type in CLS_TASKS:
predictions.append(estimator.predict_proba(X_test))
else:
predictions.append(estimator.predict(X_test))
else:
if len(self.shape) == 1:
predictions.append(np.zeros(len(_node.data[0])))
else:
predictions.append(
np.zeros((len(_node.data[0]), self.shape[1])))
cur_idx += 1
predictions = np.asarray(predictions)
# if predictions.shape[0] == len(self.weights_),
# predictions include those of zero-weight models.
if predictions.shape[0] == len(self.weights_):
return np.average(predictions, axis=0, weights=self.weights_)
# if prediction model.shape[0] == len(non_null_weights),
# predictions do not include those of zero-weight models.
elif predictions.shape[0] == np.count_nonzero(self.weights_):
non_null_weights = [w for w in self.weights_ if w > 0]
return np.average(predictions, axis=0, weights=non_null_weights)
# If none of the above applies, then something must have gone wrong.
else:
raise ValueError("The dimensions of ensemble predictions"
" and ensemble weights do not match!")
def _predict(self, test_data: DataNode):
if self.ensemble_method is not None:
if self.es is None:
raise AttributeError("AutoML is not fitted!")
return self.es.predict(test_data)
else:
if self.inner_opt_algorithm == 'combined':
best_op_list, estimator = load_combined_transformer_estimator(
self.output_dir, self.best_config, self.timestamp)
else:
best_op_list, estimator = load_transformer_estimator(
self.output_dir, self.optimal_algo_id,
self.best_hpo_config, self.best_fe_config, self.timestamp)
test_data_node = test_data.copy_()
test_data_node = construct_node(test_data_node, best_op_list)
if self.task_type in CLS_TASKS:
return estimator.predict_proba(test_data_node.data[0])
else:
return estimator.predict(test_data_node.data[0])
def __call__(self, config, **kwargs):
start_time = time.time()
return_dict = dict()
self.seed = 1
downsample_ratio = kwargs.get('resource_ratio', 1.0)
if 'holdout' in self.resampling_strategy:
try:
# Prepare data node.
with warnings.catch_warnings():
warnings.filterwarnings("ignore")
if self.resampling_params is None or 'test_size' not in self.resampling_params:
test_size = 0.33
else:
test_size = self.resampling_params['test_size']
from sklearn.model_selection import ShuffleSplit
ss = ShuffleSplit(n_splits=1,
test_size=test_size,
random_state=self.seed)
for train_index, test_index in ss.split(
self.data_node.data[0], self.data_node.data[1]):
_x_train, _x_val = self.data_node.data[0][
train_index], self.data_node.data[0][test_index]
_y_train, _y_val = self.data_node.data[1][
train_index], self.data_node.data[1][test_index]
self.train_node.data = [_x_train, _y_train]
self.val_node.data = [_x_val, _y_val]
data_node, op_list = parse_config(self.train_node,
config,
record=True)
_val_node = self.val_node.copy_()
_val_node = construct_node(_val_node, op_list)
_x_train, _y_train = data_node.data
_x_val, _y_val = _val_node.data
config_dict = config.get_dictionary().copy()
# regression gadgets
regressor_id, clf = get_estimator(config_dict,
self.estimator_id)
score = validation(clf,
self.scorer,
_x_train,
_y_train,
_x_val,
_y_val,
random_state=self.seed)
if 'rw_lock' not in kwargs or kwargs['rw_lock'] is None:
self.logger.info(
'rw_lock not defined! Possible read-write conflicts may happen!'
)
lock = kwargs.get('rw_lock', Lock())
lock.acquire()
if np.isfinite(score):
save_flag, model_path, delete_flag, model_path_deleted = self.topk_model_saver.add(
config, score, regressor_id)
if save_flag is True:
with open(model_path, 'wb') as f:
pkl.dump([op_list, clf], f)
self.logger.info("Model saved to %s" % model_path)
self.topk_model_saver.save_topk_config()
try:
if delete_flag and os.path.exists(model_path_deleted):
os.remove(model_path_deleted)
self.logger.info("Model deleted from %s" %
model_path_deleted)
except:
pass
lock.release()
except Exception as e:
import traceback
traceback.print_exc()
self.logger.info('Evaluator: %s' % (str(e)))
score = -np.inf
elif 'cv' in self.resampling_strategy:
# Prepare data node.
try:
with warnings.catch_warnings():
warnings.filterwarnings("ignore")
if 'cv' in self.resampling_strategy:
if self.resampling_params is None or 'folds' not in self.resampling_params:
folds = 5
else:
folds = self.resampling_params['folds']
from sklearn.model_selection import KFold
kfold = KFold(n_splits=folds,
random_state=self.seed,
shuffle=False)
scores = list()
for train_index, test_index in kfold.split(
self.data_node.data[0], self.data_node.data[1]):
_x_train, _x_val = self.data_node.data[0][
train_index], self.data_node.data[0][test_index]
_y_train, _y_val = self.data_node.data[1][
train_index], self.data_node.data[1][test_index]
self.train_node.data = [_x_train, _y_train]
self.val_node.data = [_x_val, _y_val]
data_node, op_list = parse_config(self.train_node,
config,
record=True)
_val_node = self.val_node.copy_()
_val_node = construct_node(_val_node, op_list)
_x_train, _y_train = data_node.data
_x_val, _y_val = _val_node.data
config_dict = config.get_dictionary().copy()
# regressor gadgets
regressor_id, clf = get_estimator(
config_dict, self.estimator_id)
_score = validation(clf,
self.scorer,
_x_train,
_y_train,
_x_val,
_y_val,
random_state=self.seed)
scores.append(_score)
score = np.mean(scores)
# TODO: Don't save models for cv
if 'rw_lock' not in kwargs or kwargs['rw_lock'] is None:
self.logger.info(
'rw_lock not defined! Possible read-write conflicts may happen!'
)
lock = kwargs.get('rw_lock', Lock())
lock.acquire()
if np.isfinite(score):
_ = self.topk_model_saver.add(config, score, regressor_id)
self.topk_model_saver.save_topk_config()
lock.release()
except Exception as e:
import traceback
traceback.print_exc()
self.logger.info('Evaluator: %s' % (str(e)))
score = -np.inf
elif 'partial' in self.resampling_strategy:
try:
# Prepare data node.
with warnings.catch_warnings():
warnings.filterwarnings("ignore")
if self.resampling_params is None or 'test_size' not in self.resampling_params:
test_size = 0.33
else:
test_size = self.resampling_params['test_size']
from sklearn.model_selection import ShuffleSplit
ss = ShuffleSplit(n_splits=1,
test_size=test_size,
random_state=self.seed)
for train_index, test_index in ss.split(
self.data_node.data[0], self.data_node.data[1]):
_x_train, _x_val = self.data_node.data[0][
train_index], self.data_node.data[0][test_index]
_y_train, _y_val = self.data_node.data[1][
train_index], self.data_node.data[1][test_index]
self.train_node.data = [_x_train, _y_train]
self.val_node.data = [_x_val, _y_val]
data_node, op_list = parse_config(self.train_node,
config,
record=True)
_val_node = self.val_node.copy_()
_val_node = construct_node(_val_node, op_list)
_x_train, _y_train = data_node.data
if downsample_ratio != 1:
down_ss = ShuffleSplit(n_splits=1,
test_size=downsample_ratio,
random_state=self.seed)
for _, _val_index in down_ss.split(_x_train, _y_train):
_act_x_train, _act_y_train = _x_train[
_val_index], _y_train[_val_index]
else:
_act_x_train, _act_y_train = _x_train, _y_train
_val_index = list(range(len(_x_train)))
_x_val, _y_val = _val_node.data
config_dict = config.get_dictionary().copy()
# Regressor gadgets
regressor_id, clf = get_estimator(config_dict,
self.estimator_id)
score = validation(clf,
self.scorer,
_act_x_train,
_act_y_train,
_x_val,
_y_val,
random_state=self.seed)
# TODO: Only save models with maximum resources
if 'rw_lock' not in kwargs or kwargs['rw_lock'] is None:
self.logger.info(
'rw_lock not defined! Possible read-write conflicts may happen!'
)
lock = kwargs.get('rw_lock', Lock())
lock.acquire()
if np.isfinite(score) and downsample_ratio == 1:
save_flag, model_path, delete_flag, model_path_deleted = self.topk_model_saver.add(
config, score, regressor_id)
if save_flag is True:
with open(model_path, 'wb') as f:
pkl.dump([op_list, clf], f)
self.logger.info("Model saved to %s" % model_path)
self.topk_model_saver.save_topk_config()
try:
if delete_flag and os.path.exists(model_path_deleted):
os.remove(model_path_deleted)
self.logger.info("Model deleted from %s" %
model_path_deleted)
except:
pass
lock.release()
except Exception as e:
import traceback
traceback.print_exc()
self.logger.info('Evaluator: %s' % (str(e)))
score = -np.inf
else:
raise ValueError('Invalid resampling strategy: %s!' %
self.resampling_strategy)
try:
self.logger.info(
'Evaluation<%s> | Score: %.4f | Time cost: %.2f seconds | Shape: %s'
% (regressor_id, self.scorer._sign * score,
time.time() - start_time, _x_train.shape))
except:
pass
# Turn it into a minimization problem.
return_dict['objective_value'] = -score
return -score
def __call__(self, config, **kwargs):
start_time = time.time()
return_dict = dict()
if self.name is None:
raise ValueError('This evaluator has no name/type!')
assert self.name in ['hpo', 'fe']
if self.name == 'hpo':
hpo_config = config if config is not None else self.hpo_config
fe_config = kwargs.get('ano_config', self.fe_config)
else:
fe_config = config if config is not None else self.fe_config
hpo_config = kwargs.get('ano_config', self.hpo_config)
# Prepare configuration.
self.seed = 1
downsample_ratio = kwargs.get('resource_ratio', 1.0)
if 'holdout' in self.resampling_strategy:
try:
with warnings.catch_warnings():
warnings.filterwarnings("ignore")
if self.resampling_params is None or 'test_size' not in self.resampling_params:
test_size = 0.33
else:
test_size = self.resampling_params['test_size']
from sklearn.model_selection import StratifiedShuffleSplit
ss = StratifiedShuffleSplit(n_splits=1, test_size=test_size, random_state=self.seed)
for train_index, test_index in ss.split(self.data_node.data[0], self.data_node.data[1]):
_X_train, _X_val = self.data_node.data[0][train_index], self.data_node.data[0][test_index]
_y_train, _y_val = self.data_node.data[1][train_index], self.data_node.data[1][test_index]
self.train_node.data = [_X_train, _y_train]
self.val_node.data = [_X_val, _y_val]
data_node, op_list = parse_config(self.train_node, fe_config, record=True, if_imbal=self.if_imbal)
_val_node = self.val_node.copy_()
_val_node = construct_node(_val_node, op_list)
_X_train, _y_train = data_node.data
_X_val, _y_val = _val_node.data
config_dict = hpo_config.get_dictionary().copy()
# Prepare training and initial params for classifier.
init_params, fit_params = {}, {}
if data_node.enable_balance == 1:
init_params, fit_params = self.get_fit_params(_y_train, self.estimator_id)
for key, val in init_params.items():
config_dict[key] = val
if data_node.data_balance == 1:
fit_params['data_balance'] = True
classifier_id, clf = get_estimator(config_dict, self.estimator_id)
if self.onehot_encoder is None:
self.onehot_encoder = OneHotEncoder(categories='auto')
y = np.reshape(_y_train, (len(_y_train), 1))
self.onehot_encoder.fit(y)
score = validation(clf, self.scorer, _X_train, _y_train, _X_val, _y_val,
random_state=self.seed,
onehot=self.onehot_encoder if isinstance(self.scorer,
_ThresholdScorer) else None,
fit_params=fit_params)
if 'rw_lock' not in kwargs or kwargs['rw_lock'] is None:
self.logger.info('rw_lock not defined! Possible read-write conflicts may happen!')
lock = kwargs.get('rw_lock', Lock())
lock.acquire()
if np.isfinite(score):
save_flag, model_path, delete_flag, model_path_deleted = self.topk_model_saver.add(hpo_config,
fe_config,
score,
classifier_id)
if save_flag is True:
with open(model_path, 'wb') as f:
pkl.dump([op_list, clf], f)
self.logger.info("Model saved to %s" % model_path)
self.topk_model_saver.save_topk_config()
try:
if delete_flag and os.path.exists(model_path_deleted):
os.remove(model_path_deleted)
self.logger.info("Model deleted from %s" % model_path_deleted)
except:
pass
lock.release()
except Exception as e:
import traceback
self.logger.info('%s-evaluator: %s' % (self.name, str(e)))
score = -np.inf
traceback.print_exc(file=sys.stdout)
elif 'cv' in self.resampling_strategy:
# Prepare data node.
try:
with warnings.catch_warnings():
warnings.filterwarnings("ignore")
if 'cv' in self.resampling_strategy:
if self.resampling_params is None or 'folds' not in self.resampling_params:
folds = 5
else:
folds = self.resampling_params['folds']
from sklearn.model_selection import StratifiedKFold
skfold = StratifiedKFold(n_splits=folds, random_state=self.seed, shuffle=False)
scores = list()
for train_index, test_index in skfold.split(self.data_node.data[0], self.data_node.data[1]):
_X_train, _X_val = self.data_node.data[0][train_index], self.data_node.data[0][test_index]
_y_train, _y_val = self.data_node.data[1][train_index], self.data_node.data[1][test_index]
self.train_node.data = [_X_train, _y_train]
self.val_node.data = [_X_val, _y_val]
data_node, op_list = parse_config(self.train_node, fe_config, record=True,
if_imbal=self.if_imbal)
_val_node = self.val_node.copy_()
_val_node = construct_node(_val_node, op_list)
_X_train, _y_train = data_node.data
_X_val, _y_val = _val_node.data
config_dict = hpo_config.get_dictionary().copy()
# Prepare training and initial params for classifier.
init_params, fit_params = {}, {}
if data_node.enable_balance == 1:
init_params, fit_params = self.get_fit_params(_y_train, self.estimator_id)
for key, val in init_params.items():
config_dict[key] = val
if data_node.data_balance == 1:
fit_params['data_balance'] = True
classifier_id, clf = get_estimator(config_dict, self.estimator_id)
if self.onehot_encoder is None:
self.onehot_encoder = OneHotEncoder(categories='auto')
y = np.reshape(_y_train, (len(_y_train), 1))
self.onehot_encoder.fit(y)
_score = validation(clf, self.scorer, _X_train, _y_train, _X_val, _y_val,
random_state=self.seed,
onehot=self.onehot_encoder if isinstance(self.scorer,
_ThresholdScorer) else None,
fit_params=fit_params)
scores.append(_score)
score = np.mean(scores)
# TODO: Don't save models for cv
if 'rw_lock' not in kwargs or kwargs['rw_lock'] is None:
self.logger.info('rw_lock not defined! Possible read-write conflicts may happen!')
lock = kwargs.get('rw_lock', Lock())
lock.acquire()
if np.isfinite(score):
_ = self.topk_model_saver.add(hpo_config, fe_config, score, classifier_id)
self.topk_model_saver.save_topk_config()
lock.release()
except Exception as e:
import traceback
traceback.print_exc()
self.logger.info('Evaluator: %s' % (str(e)))
score = -np.inf
elif 'partial' in self.resampling_strategy:
try:
# Prepare data node.
with warnings.catch_warnings():
warnings.filterwarnings("ignore")
if self.resampling_params is None or 'test_size' not in self.resampling_params:
test_size = 0.33
else:
test_size = self.resampling_params['test_size']
from sklearn.model_selection import StratifiedShuffleSplit
ss = StratifiedShuffleSplit(n_splits=1, test_size=test_size, random_state=self.seed)
for train_index, test_index in ss.split(self.data_node.data[0], self.data_node.data[1]):
_X_train, _X_val = self.data_node.data[0][train_index], self.data_node.data[0][test_index]
_y_train, _y_val = self.data_node.data[1][train_index], self.data_node.data[1][test_index]
self.train_node.data = [_X_train, _y_train]
self.val_node.data = [_X_val, _y_val]
data_node, op_list = parse_config(self.train_node, fe_config, record=True, if_imbal=self.if_imbal)
_val_node = self.val_node.copy_()
_val_node = construct_node(_val_node, op_list)
_X_train, _y_train = data_node.data
if downsample_ratio != 1:
down_ss = StratifiedShuffleSplit(n_splits=1, test_size=downsample_ratio,
random_state=self.seed)
for _, _val_index in down_ss.split(_X_train, _y_train):
_act_x_train, _act_y_train = _X_train[_val_index], _y_train[_val_index]
else:
_act_x_train, _act_y_train = _X_train, _y_train
_val_index = list(range(len(_X_train)))
_X_val, _y_val = _val_node.data
config_dict = hpo_config.get_dictionary().copy()
# Prepare training and initial params for classifier.
init_params, fit_params = {}, {}
if data_node.enable_balance == 1:
init_params, fit_params = self.get_fit_params(_y_train, self.estimator_id)
for key, val in init_params.items():
config_dict[key] = val
if 'sample_weight' in fit_params:
fit_params['sample_weight'] = fit_params['sample_weight'][_val_index]
if data_node.data_balance == 1:
fit_params['data_balance'] = True
classifier_id, clf = get_estimator(config_dict, self.estimator_id)
if self.onehot_encoder is None:
self.onehot_encoder = OneHotEncoder(categories='auto')
y = np.reshape(_y_train, (len(_y_train), 1))
self.onehot_encoder.fit(y)
score = validation(clf, self.scorer, _act_x_train, _act_y_train, _X_val, _y_val,
random_state=self.seed,
onehot=self.onehot_encoder if isinstance(self.scorer,
_ThresholdScorer) else None,
fit_params=fit_params)
# TODO: Only save models with maximum resources
if 'rw_lock' not in kwargs or kwargs['rw_lock'] is None:
self.logger.info('rw_lock not defined! Possible read-write conflicts may happen!')
lock = kwargs.get('rw_lock', Lock())
lock.acquire()
if np.isfinite(score) and downsample_ratio == 1:
save_flag, model_path, delete_flag, model_path_deleted = self.topk_model_saver.add(hpo_config,
fe_config, score,
classifier_id)
if save_flag is True:
with open(model_path, 'wb') as f:
pkl.dump([op_list, clf], f)
self.logger.info("Model saved to %s" % model_path)
self.topk_model_saver.save_topk_config()
try:
if delete_flag and os.path.exists(model_path_deleted):
os.remove(model_path_deleted)
self.logger.info("Model deleted from %s" % model_path_deleted)
except:
pass
lock.release()
except Exception as e:
import traceback
traceback.print_exc()
self.logger.info('Evaluator: %s' % (str(e)))
score = -np.inf
else:
raise ValueError('Invalid resampling strategy: %s!' % self.resampling_strategy)
try:
self.logger.info('Evaluation<%s> | Score: %.4f | Time cost: %.2f seconds | Shape: %s' %
(classifier_id,
self.scorer._sign * score,
time.time() - start_time, _X_train.shape))
except:
pass
# Turn it into a minimization problem.
return_dict['objective_value'] = -score
return -score
def __init__(self,
stats,
ensemble_method: str,
ensemble_size: int,
task_type: int,
metric: _BaseScorer,
data_node,
output_dir=None):
self.stats = stats
self.ensemble_method = ensemble_method
self.ensemble_size = ensemble_size
self.task_type = task_type
self.metric = metric
self.output_dir = output_dir
self.node = data_node
self.predictions = []
self.train_labels = None
self.timestamp = str(time.time())
logger_name = 'EnsembleBuilder'
self.logger = get_logger(logger_name)
for algo_id in self.stats.keys():
model_to_eval = self.stats[algo_id]
for idx, (_, _, path) in enumerate(model_to_eval):
with open(path, 'rb') as f:
op_list, model = pkl.load(f)
_node = self.node.copy_()
_node = construct_node(_node, op_list)
# TODO: Test size
test_size = 0.33
X, y = _node.data
if self.task_type in CLS_TASKS:
ss = StratifiedShuffleSplit(n_splits=1,
test_size=test_size,
random_state=1)
else:
ss = ShuffleSplit(n_splits=1,
test_size=test_size,
random_state=1)
for train_index, val_index in ss.split(X, y):
X_valid = X[val_index]
y_valid = y[val_index]
if self.train_labels is not None:
assert (self.train_labels == y_valid).all()
else:
self.train_labels = y_valid
if self.task_type in CLS_TASKS:
y_valid_pred = model.predict_proba(X_valid)
else:
y_valid_pred = model.predict(X_valid)
self.predictions.append(y_valid_pred)
if len(self.predictions) < self.ensemble_size:
self.ensemble_size = len(self.predictions)
if ensemble_method == 'ensemble_selection':
return
if task_type in CLS_TASKS:
self.base_model_mask = choose_base_models_classification(
np.array(self.predictions), self.ensemble_size)
else:
self.base_model_mask = choose_base_models_regression(
np.array(self.predictions), np.array(y_valid),
self.ensemble_size)
self.ensemble_size = sum(self.base_model_mask)
def fit(self, data):
# Split training data for phase 1 and phase 2
if self.task_type in CLS_TASKS:
kf = StratifiedKFold(n_splits=self.kfold)
else:
kf = KFold(n_splits=self.kfold)
# Train basic models using a part of training data
model_cnt = 0
suc_cnt = 0
feature_p2 = None
for algo_id in self.stats.keys():
model_to_eval = self.stats[algo_id]
for idx, (config, _, path) in enumerate(model_to_eval):
with open(path, 'rb') as f:
op_list, model = pkl.load(f)
_node = data.copy_()
_node = construct_node(_node, op_list, mode='train')
X, y = _node.data
if self.base_model_mask[model_cnt] == 1:
for j, (train, test) in enumerate(kf.split(X, y)):
x_p1, x_p2, y_p1, _ = X[train], X[test], y[train], y[
test]
estimator = fetch_predict_estimator(
self.task_type,
algo_id,
config,
x_p1,
y_p1,
weight_balance=data.enable_balance,
data_balance=data.data_balance,
combined=True)
with open(
os.path.join(
self.output_dir, '%s-model%d_part%d' %
(self.timestamp, model_cnt, j)),
'wb') as f:
pkl.dump(estimator, f)
if self.task_type in CLS_TASKS:
pred = estimator.predict_proba(x_p2)
n_dim = np.array(pred).shape[1]
if n_dim == 2:
# Binary classificaion
n_dim = 1
# Initialize training matrix for phase 2
if feature_p2 is None:
num_samples = len(train) + len(test)
feature_p2 = np.zeros(
(num_samples, self.ensemble_size * n_dim))
if n_dim == 1:
feature_p2[test,
suc_cnt * n_dim:(suc_cnt + 1) *
n_dim] = pred[:, 1:2]
else:
feature_p2[test, suc_cnt *
n_dim:(suc_cnt + 1) * n_dim] = pred
else:
pred = estimator.predict(x_p2).reshape(-1, 1)
n_dim = 1
# Initialize training matrix for phase 2
if feature_p2 is None:
num_samples = len(train) + len(test)
feature_p2 = np.zeros(
(num_samples, self.ensemble_size * n_dim))
feature_p2[test, suc_cnt * n_dim:(suc_cnt + 1) *
n_dim] = pred
suc_cnt += 1
model_cnt += 1
# Train model for stacking using the other part of training data
self.meta_learner.fit(feature_p2, y)
return self