],
joiner=NumpyTranspose(),
judge=SKLearnWrapper(
Ridge(),
HyperparameterSpace({
"alpha": LogUniform(0.7, 1.4),
"fit_intercept": Boolean()
})),
)
])
print("Meta-fitting on train:")
p = p.meta_fit(X_train,
y_train,
metastep=RandomSearch(n_iter=10,
higher_score_is_better=True,
validation_technique=KFoldCrossValidation(
scoring_function=r2_score,
k_fold=10)))
# Here is an alternative way to do it, more "pipeliney":
# p = RandomSearch(
# n_iter=15,
# higher_score_is_better=True,
# validation_technique=KFoldCrossValidation(scoring_function=r2_score, k_fold=3)
# ).set_step(p).fit(X_train, y_train).get_best_model()
print("")
print("Transforming train and test:")
y_train_predicted = p.transform(X_train)
y_test_predicted = p.transform(X_test)
print("")
def main():
boston = load_boston()
X, y = shuffle(boston.data, boston.target, random_state=13)
X = X.astype(np.float32)
X_train, X_test, y_train, y_test = train_test_split(X,
y,
test_size=0.25,
shuffle=False)
# Note that the hyperparameter spaces are defined here during the pipeline definition, but it could be already set
# within the classes ar their definition if using custom classes, or also it could be defined after declaring the
# pipeline using a flat dict or a nested dict.
p = Pipeline([
AddFeatures([
SKLearnWrapper(
PCA(n_components=2),
HyperparameterSpace({"n_components": RandInt(1, 3)})),
SKLearnWrapper(
FastICA(n_components=2),
HyperparameterSpace({"n_components": RandInt(1, 3)})),
]),
ModelStacking(
[
SKLearnWrapper(
GradientBoostingRegressor(),
HyperparameterSpace({
"n_estimators": RandInt(50, 600),
"max_depth": RandInt(1, 10),
"learning_rate": LogUniform(0.07, 0.7)
})),
SKLearnWrapper(
KMeans(),
HyperparameterSpace({"n_clusters": RandInt(5, 10)})),
],
joiner=NumpyTranspose(),
judge=SKLearnWrapper(
Ridge(),
HyperparameterSpace({
"alpha": LogUniform(0.7, 1.4),
"fit_intercept": Boolean()
})),
)
])
print("Meta-fitting on train:")
p = p.meta_fit(X_train,
y_train,
metastep=RandomSearch(
n_iter=10,
higher_score_is_better=True,
validation_technique=KFoldCrossValidationWrapper(
scoring_function=r2_score, k_fold=10)))
# Here is an alternative way to do it, more "pipeliney":
# p = RandomSearch(
# p,
# n_iter=15,
# higher_score_is_better=True,
# validation_technique=KFoldCrossValidation(scoring_function=r2_score, k_fold=3)
# ).fit(X_train, y_train)
print("")
print("Transforming train and test:")
y_train_predicted = p.predict(X_train)
y_test_predicted = p.predict(X_test)
print("")
print("Evaluating transformed train:")
score_transform = r2_score(y_train_predicted, y_train)
print('R2 regression score:', score_transform)
print("")
print("Evaluating transformed test:")
score_test = r2_score(y_test_predicted, y_test)
print('R2 regression score:', score_test)
