def test_cross_val_meta_stack(self):
x, y = DataGenerator.get_digits_data()
x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.33, random_state=42)
xgb_initparam = ParamsGenerator.get_xgb_init_param()
rf_initparam = ParamsGenerator.get_rf_init_param()
ext_initparam = ParamsGenerator.get_ext_init_param()
xgb_bestparam = CrossValStack.get_best_xgbopt(x_train, y_train, xgb_initparam)
rf_bestparam = CrossValStack.get_best_sklopt(x_train, y_train, rf_initparam)
ext_bestparam = CrossValStack.get_best_etopt(x_train, y_train, ext_initparam)
res = CrossValStack.cross_val_meta_stack(x_train, y_train, x_test, xgb_bestparam, rf_bestparam, ext_bestparam,
csvstack_cv=3)
dfres = pd.DataFrame([res[0][:, 1], res[1][:, 1], res[2][:, 1]]).transpose()
dfres.columns = ['p1', 'p2', 'p3']
y_test_xgb = CrossValStack.predict_opt_clf(XGBOpt.XGBOpt(x_train, y_train), xgb_bestparam, x_test, x_test)[0]
y_test_skl = CrossValStack.predict_opt_clf(SklearnOpt.SklearnOpt(x_train, y_train), rf_bestparam, x_test, x_test)[0]
y_test_ext = CrossValStack.predict_opt_clf(SklearnOpt.SklearnOpt(x_train, y_train), ext_bestparam, x_test, x_test)[0]
print metrics.roc_auc_score(y_test, y_test_xgb)
print metrics.roc_auc_score(y_test, y_test_skl)
print metrics.roc_auc_score(y_test, y_test_ext)
print metrics.roc_auc_score(y_test, (dfres.p1+dfres.p2+dfres.p3).values/3)
self.assertEqual(len(res), 3)
def test_cross_val_stack(self):
x, y = DataGenerator.get_digits_data()
x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.33, random_state=42)
xgb_initparam = ParamsGenerator.get_xgb_init_param()
rf_initparam = ParamsGenerator.get_rf_init_param()
ext_initparam = ParamsGenerator.get_ext_init_param()
xgb_bestparam = CrossValStack.get_best_xgbopt(x_train, y_train, xgb_initparam)
rf_bestparam = CrossValStack.get_best_sklopt(x_train, y_train, rf_initparam)
ext_bestparam = CrossValStack.get_best_etopt(x_train, y_train, ext_initparam)
res = CrossValStack.cross_val_stack(x_train, y_train, x_test, xgb_bestparam, rf_bestparam, ext_bestparam)
dfres = pd.DataFrame([res[0][:, 1], res[1][:, 1], res[2][:, 1]]).transpose()
dfres.columns = ['p1', 'p2', 'p3']
y_test_xgb = CrossValStack.predict_opt_clf(XGBOpt.XGBOpt(x_train, y_train), xgb_bestparam, x_test, x_test)[0]
y_test_skl = CrossValStack.predict_opt_clf(SklearnOpt.SklearnOpt(x_train, y_train), rf_bestparam, x_test, x_test)[0]
y_test_ext = CrossValStack.predict_opt_clf(SklearnOpt.SklearnOpt(x_train, y_train), ext_bestparam, x_test, x_test)[0]
print metrics.roc_auc_score(y_test, y_test_xgb)
print metrics.roc_auc_score(y_test, y_test_skl)
print metrics.roc_auc_score(y_test, y_test_ext)
print metrics.roc_auc_score(y_test, dfres.p1.values)
print metrics.roc_auc_score(y_test, dfres.p2.values)
print metrics.roc_auc_score(y_test, dfres.p3.values)
print metrics.roc_auc_score(y_test, (dfres.p1+dfres.p2+dfres.p3).values/3)
print metrics.roc_auc_score(y_test, dfres.p1.values)
print metrics.roc_auc_score(y_test, (dfres.p1+dfres.p2+dfres.p3).values/3)
self.assertEqual(len(res), 5)
def test_cross_val_stack(self):
x, y = DataGenerator.get_digits_data()
# In order to obtain some categorical columns
x['i63'] = x['i63'].map(str)
x['i62'] = x['i62'].map(str)
x_train, x_test, y_train, y_test = train_test_split(x,
y,
test_size=0.33,
random_state=42)
dic = {}
x_shadow = x_train.copy()
x_train.loc[:, 'source'] = 0
x_shadow.loc[:, 'source'] = 1
x_all = pd.concat([x_train, x_shadow])
shadow_selector = x_all['source'] == 0
ChaosGeneration.chaos_feature_importance(x_all,
y_train,
shadow_selector,
feat_dic=dic,
feat_iter=10,
nb_features=20,
chaos_gen_iter=30)
sorted_x = sorted(dic.items(), key=operator.itemgetter(1))
self.assertGreater(len(dic), len(x_train.columns))
self.assertGreater(len(dic), len(x_shadow.columns))
def test_kerasopt_auc(self):
x, y = DataGenerator.get_digits_data()
kerasopt = KerasOpt.KerasOpt(x, y)
param = HyperoptParam.HyperoptParam.param_space_reg_keras_dnn
param['eval_metric'] = 'auc'
best = kerasopt.run_hp(param)
self.assertIsNotNone(best)
self.assertLess(kerasopt.score, -0.85)
def test_xgbopt_tree_auc(self):
x, y = DataGenerator.get_digits_data()
xgbopt = XGBOpt.XGBOpt(x, y)
param = HyperoptParam.HyperoptParam.param_space_reg_xgb_tree
param['eval_metric'] = 'auc'
best = xgbopt.run_hp(param)
self.assertIsNotNone(best)
self.assertLess(xgbopt.score, -0.99)
def test_lropt_logloss(self):
x, y = DataGenerator.get_digits_data()
skopt = SklearnOpt.SklearnOpt(x, y)
param = HyperoptParam.HyperoptParam.param_space_clf_skl_lr
param['eval_metric'] = 'logloss'
param['type'] = 'logistic_regression'
best = skopt.run_hp(param)
self.assertIsNotNone(best)
self.assertLess(skopt.score, 0.011)
def test_etopt_logloss(self):
x, y = DataGenerator.get_digits_data()
skopt = SklearnOpt.SklearnOpt(x, y)
param = HyperoptParam.HyperoptParam.param_space_reg_skl_rf
param['eval_metric'] = 'logloss'
param['type'] = 'extra_trees'
best = skopt.run_hp(param)
self.assertIsNotNone(best)
self.assertLess(skopt.score, 0.03)
def test_rfopt_auc(self):
x, y = DataGenerator.get_digits_data()
skopt = SklearnOpt.SklearnOpt(x, y)
param = HyperoptParam.HyperoptParam.param_space_reg_skl_rf
param['eval_metric'] = 'auc'
param['type'] = 'random_forest'
best = skopt.run_hp(param)
self.assertIsNotNone(best)
self.assertLess(skopt.score, -0.99)
def test_xgbopt_tree_logloss(self):
x, y = DataGenerator.get_digits_data()
xgbopt = XGBOpt.XGBOpt(x, y)
param = HyperoptParam.HyperoptParam.param_space_reg_xgb_tree
param['max_evals'] = 10
param['eval_metric'] = 'logloss'
best = xgbopt.run_hp(param)
self.assertIsNotNone(best)
self.assertLess(xgbopt.score, 0.04)
def test_cross_val_stack_none(self):
x, y = DataGenerator.get_digits_data()
# In order to obtain some categorical columns
x["i63"] = x["i63"].map(str)
x["i62"] = x["i62"].map(str)
x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.33, random_state=42)
dic = {}
x_train.loc[:, "source"] = 0
shadow_selector = x_train["source"] == 0
ChaosGeneration.chaos_feature_importance(
x_train, y_train, shadow_selector, feat_dic=dic, feat_iter=10, nb_features=20, chaos_gen_iter=30
)
sorted_x = sorted(dic.items(), key=operator.itemgetter(1))
self.assertGreater(len(dic), len(x_train.columns))
def test_handle_nocategoric_nonreg(self):
x, y = DataGenerator.get_digits_data()
x_train, x_test, y_train, y_test = train_test_split(x,
y,
test_size=0.33,
random_state=42)
dic = {}
x_train.loc[:, 'source'] = 0
shadow_selector = x_train['source'] == 0
ChaosGeneration.chaos_feature_importance(x_train,
y_train,
shadow_selector,
feat_dic=dic,
feat_iter=10,
nb_features=20,
chaos_gen_iter=30)
self.assertGreater(len(dic), len(x_train.columns))
