async def evaluate(model: xgb.core.Booster, data: Tuple[xgb.DMatrix,
xgb.DMatrix],
args: argparse.Namespace):
"""
Cross validate results, this will print result out as [iteration] metric_name:mean_value
:param xgb.core.Booster model: Trained XGBoost MNIST model
:param Tuple[xgb.DMatrix, xgb.DMatrix] data: MNIST database train and test data and labels
:param argparse.Namespace args: An object to take the attributes
The default is a new empty Namespace object
:return: None
"""
dtrain = data[0]
dtest = data[1]
y_pred = model.predict(dtest)
_logger.info('y_pred.shape: {}'.format(y_pred.shape))
# ------------- extract most confident predictions ---------------------------------------------
# output is a vector of ndata * nclass, which can be further reshaped to ndata * nclass matrix
# probabilities contains predicted probability of each data point belonging to each class
probabilities = y_pred.reshape(y_pred.shape[0], y_pred.shape[1])
# classes is an array of the most confident classification predictions
classes = np.argmax(probabilities, axis=1).tolist()
y_pred_precision_score = precision_score(dtest.get_label(),
classes,
average='macro')
_logger.info('y_pred_precision_score: %s' % y_pred_precision_score)
_logger.info('running cross validation')
cv_result = xgb.cv(args.booster_params,
dtrain,
num_boost_round=10,
nfold=5,
metrics={EVAL_METRIC},
seed=0,
callbacks=[
xgb.callback.print_evaluation(show_stdv=False),
xgb.callback.early_stop(3)
])
_logger.info('evaluate.cv_result: %s' % cv_result)
def evaluate_XGBoost_model(regressor: xgb.core.Booster, X_test: pd.DataFrame,
parameters: Dict) -> pd.DataFrame:
#X_test = X_test.values
#print(regressor.feature_names)
target_name = parameters['target']
output_id = parameters['id_name']
use_features = regressor.feature_names
is_train = parameters['isTrain']
xgb_test = xgb.DMatrix(X_test[use_features],
feature_names=regressor.feature_names)
y_pred = regressor.predict(xgb_test,
ntree_limit=regressor.best_ntree_limit)
print('y predicted on XGBoost!')
if is_train:
y_test = X_test[target_name]
print(type(y_pred))
fpr, tpr, _ = roc_curve(y_test, y_pred)
plt.plot([0, 1], [0, 1], linestyle='--', label='No Skill')
plt.plot(fpr, tpr, marker='.', label='XGBM')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.legend(loc='lower right')
score = roc_auc_score(y_test, y_pred)
output_date = datetime.date.today()
filepath_ = 'data/07_model_output/ROC_plot_XGB' + str(
output_date) + '.png'
single_plot_writer = MatplotlibLocalWriter(filepath=filepath_)
single_plot_writer.save(plt)
plt.clf()
#y_pred = np.argmax(y_pred, axis=1)
#roc_curve = r
score = roc_auc_score(y_test, y_pred)
logger = logging.getLogger(__name__)
logger.info('XGBoost AUC is %.3f.', score)
output = pd.DataFrame({'ID': output_id, 'y_pred': y_pred})
return output
def predict_df(model: xgb.core.Booster, df: pd.DataFrame):
dm = xgb.DMatrix(df)
res = model.predict(dm)
return np.asarray([np.argmax(line) for line in res])