class DoubleBalance(BaseBalance):
"""Class for the double balance strategy.
Class to get the two way rebalancing function and arguments.
It super samples ones depending on the number of 0's and total number
of samples in the training data.
Arguments
---------
a: float
Governs the weight of the 1's. Higher values mean linearly more 1's
in your training sample.
alpha: float
Governs the scaling the weight of the 1's, as a function of the
ratio of ones to zeros. A positive value means that the lower the
ratio of zeros to ones, the higher the weight of the ones.
b: float
Governs how strongly we want to sample depending on the total
number of samples. A value of 1 means no dependence on the total
number of samples, while lower values mean increasingly stronger
dependence on the number of samples.
beta: float
Governs the scaling of the weight of the zeros depending on the
number of samples. Higher values means that larger samples are more
strongly penalizing zeros.
"""
name = "double"
def __init__(self, a=2.155, alpha=0.94, b=0.789, beta=1.0):
super(DoubleBalance, self).__init__()
self.a = a
self.alpha = alpha
self.b = b
self.beta = beta
self.fallback_model = SimpleBalance()
def sample(self, X, y, train_idx, shared):
one_idx = train_idx[np.where(y[train_idx] == 1)]
zero_idx = train_idx[np.where(y[train_idx] == 0)]
# Fall back to simple sampling if we have only ones or zeros.
if len(one_idx) == 0 or len(zero_idx) == 0:
self.fallback_model.sample(X, y, train_idx, shared)
n_one = len(one_idx)
n_zero = len(zero_idx)
n_train = n_one + n_zero
# Compute the weights.
one_weight = _one_weight(n_one, n_zero, self.a, self.alpha)
zero_weight = _zero_weight(n_one + n_zero, self.b, self.beta)
tot_zo_weight = one_weight * n_one + zero_weight * n_zero
n_one_train = random_round(
one_weight * n_one * n_train / tot_zo_weight)
n_one_train = max(1, min(n_train - 2, n_one_train))
n_zero_train = n_train - n_one_train
# Get random ones and zeros.
one_train_idx = fill_training(one_idx, n_one_train)
zero_train_idx = fill_training(zero_idx, n_zero_train)
all_idx = np.concatenate([one_train_idx, zero_train_idx])
np.random.shuffle(all_idx)
return X[all_idx], y[all_idx]
def full_hyper_space(self):
from hyperopt import hp
parameter_space = {
"bal_a": hp.lognormal("bal_a", 0, 1),
"bal_alpha": hp.uniform("bal_alpha", 0, 2),
"bal_b": hp.uniform("bal_b", 0, 1),
# "bal_beta": hp.uniform("bal_beta", 0, 2),
}
return parameter_space, {}
class DoubleBalance(BaseBalance):
"""Dynamic Resampling balance strategy.
Class to get the two way rebalancing function and arguments.
It super samples ones depending on the number of 0's and total number
of samples in the training data.
Arguments
---------
a: float
Governs the weight of the 1's. Higher values mean linearly more 1's
in your training sample.
alpha: float
Governs the scaling the weight of the 1's, as a function of the
ratio of ones to zeros. A positive value means that the lower the
ratio of zeros to ones, the higher the weight of the ones.
b: float
Governs how strongly we want to sample depending on the total
number of samples. A value of 1 means no dependence on the total
number of samples, while lower values mean increasingly stronger
dependence on the number of samples.
beta: float
Governs the scaling of the weight of the zeros depending on the
number of samples. Higher values means that larger samples are more
strongly penalizing zeros.
"""
name = "double"
def __init__(self,
a=2.155,
alpha=0.94,
b=0.789,
beta=1.0,
random_state=None):
super(DoubleBalance, self).__init__()
self.a = a
self.alpha = alpha
self.b = b
self.beta = beta
self.fallback_model = SimpleBalance()
self._random_state = get_random_state(random_state)
def sample(self, X, y, train_idx, shared):
"""Resample the training data.
Arguments
---------
X: np.array
Complete feature matrix.
y: np.array
Labels for all papers.
train_idx: np.array
Training indices, that is all papers that have been reviewed.
shared: dict
Dictionary to share data between balancing models and other models.
Returns
-------
np.array, np.array:
X_train, y_train: the resampled matrix, labels.
"""
# Get inclusions and exclusions
one_idx = train_idx[np.where(y[train_idx] == 1)]
zero_idx = train_idx[np.where(y[train_idx] == 0)]
# Fall back to simple sampling if we have only ones or zeroes.
if len(one_idx) == 0 or len(zero_idx) == 0:
self.fallback_model.sample(X, y, train_idx, shared)
n_one = len(one_idx)
n_zero = len(zero_idx)
n_train = n_one + n_zero
# Compute sampling weights.
one_weight = _one_weight(n_one, n_zero, self.a, self.alpha)
zero_weight = _zero_weight(n_one + n_zero, self.b, self.beta)
tot_zo_weight = one_weight * n_one + zero_weight * n_zero
# Number of inclusions to sample.
n_one_train = random_round(
one_weight * n_one * n_train / tot_zo_weight, self._random_state)
# Should be at least 1, and at least two spots should be for exclusions.
n_one_train = max(1, min(n_train - 2, n_one_train))
# Number of exclusions to sample
n_zero_train = n_train - n_one_train
# Sample records of ones and zeroes
one_train_idx = fill_training(one_idx, n_one_train, self._random_state)
zero_train_idx = fill_training(zero_idx, n_zero_train,
self._random_state)
# Merge and shuffle.
all_idx = np.concatenate([one_train_idx, zero_train_idx])
self._random_state.shuffle(all_idx)
# Return resampled feature matrix and labels.
return X[all_idx], y[all_idx]
def full_hyper_space(self):
from hyperopt import hp
parameter_space = {
"bal_a": hp.lognormal("bal_a", 0, 1),
"bal_alpha": hp.uniform("bal_alpha", 0, 2),
"bal_b": hp.uniform("bal_b", 0, 1),
# "bal_beta": hp.uniform("bal_beta", 0, 2),
}
return parameter_space, {}