def predict_TestData(Food_df,People_df):
cTrainF = rand(len(Food_df)) > .5
cTestF = ~cTrainF
cTrainP = rand(len(People_df)) > .5
cTestP = ~cTrainP
TrainX_df = pd_concat([People_df[cTrainP], Food_df[cTrainF]],axis=0)
TestX_df = pd_concat([People_df[cTestP], Food_df[cTestF]],axis=0)
TrainX= TrainX_df.ix[:,2:].values
TestX= TestX_df.ix[:,2:].values
TrainY = concatenate([ones(len(People_df[cTrainP])), zeros(len(Food_df[cTrainF]))])
TestY = concatenate([ones(len(People_df[cTestP])), zeros(len(Food_df[cTestF]))])
ET_classifier = ExtraTreesClassifier(n_estimators=50, max_depth=None, min_samples_split=1, random_state=0)
ET_classifier.fit(TrainX,TrainY)
ET_prediction = ET_classifier.predict(TestX)
LinSVC_classifier = svm.LinearSVC()
LinSVC_classifier.fit(TrainX,TrainY)
LinSVC_predict = LinSVC_classifier.predict(TestX)
a=DataFrame()
a["url"]=TestX_df.urls.values
a["answer"]=TestY
a["ET_predict"]=ET_prediction
a["LinSVC_predict"]=LinSVC_predict
a.to_csv("prediction_for_TestData.csv")
def tree(train_data, train_labels, all_bigrams, task):
forest = ExtraTreesClassifier(n_estimators=100, random_state=0)
forest.fit(train_data, train_labels)
importances = forest.feature_importances_
indices = np.argsort(importances)[::-1]
# Print the feature ranking
print "-"*45
print task
for f in range(20):
print("%d. feature, name: %s, importance: %f" % (f + 1, all_bigrams[indices[f]], importances[indices[f]]))
# Plot the feature importances of the forest
pl.figure()
n = train_data.shape[1]
n = 2000
pl.title("Sorted feature importance for %s" %(task))
pl.bar(range(n), importances[indices][:n], color="black", align="center")
pl.xlim([0, (n)])
pl.xticks([num for num in range(0, n+1, 250)])
pl.savefig(task+'.pdf', bbox_inches='tight')
print "plot saved"
return indices
def main():
# Define the known data points or "training" data
explanatory_fields = "d100 dd0 dd5 fday ffp gsdd5 gsp map mat_tenths mmax_tenths mmindd0 mmin_tenths mtcm_tenths mtwm_tenths sday".split()
explanatory_rasters = [os.path.join(TRAINING_DIR, "current_" + r + ".img") for r in explanatory_fields]
response_shapes = os.path.join(TRAINING_DIR, "DF.shp")
# Load the training rasters using the sampled subset
try:
cached = json.load(open("_cached_training.json"))
train_xs = np.array(cached['train_xs'])
train_y = np.array(cached['train_y'])
except IOError:
train_xs, train_y = load_training_vector(response_shapes,
explanatory_rasters, response_field='GRIDCODE')
cache = {'train_xs': train_xs.tolist(), 'train_y': train_y.tolist()}
with open("_cached_training.json", 'w') as fh:
fh.write(json.dumps(cache))
print(train_xs.shape, train_y.shape)
# Train the classifier
clf = ExtraTreesClassifier(n_estimators=120, n_jobs=3)
clf.fit(train_xs, train_y)
print(clf)
evaluate_clf(clf, train_xs, train_y, feature_names=explanatory_fields)
def eval_param(params):
"""Evaluation of one set of xgboost's params.
Then, use 3 folds as training and cv in a row as xgboost's watchlist with an early_stop at 50.
"""
global df_results, train, target, test
print ("Training with params : ")
print (params)
random_state = 42
avg_score = 0.
n_folds = 3
predict = np.zeros(test.shape[0])
#dtest = xgb.DMatrix(test)
skf = StratifiedKFold(target, n_folds=n_folds, random_state=random_state)
for train_index, cv_index in skf:
# train
x_train, x_cv = train[train_index], train[cv_index]
y_train, y_cv = target[train_index], target[cv_index]
clf = ExtraTreesClassifier(**params).fit(x_train, y_train)
#bst = xgb.train(params, dtrain, num_round, watchlist, early_stopping_rounds=early_stopping_rounds, maximize=True)
# test / score
predict_cv = clf.predict_proba(x_cv, y_cv)#bst.predict(dvalid, ntree_limit=bst.best_iteration)
avg_score += -log_loss(y_cv, predict_cv)
predict += clf.predict_proba(test)#bst.predict(dtest, ntree_limit=bst.best_iteration)
predict /= n_folds
avg_score /= n_folds
# store
new_row = pd.DataFrame([np.append([avg_score], list(params.values()))],
columns=np.append(['score'], list(params.keys())))
df_results = df_results.append(new_row, ignore_index=True)
np.savetxt('hyperopt_preds/pred' + str(df_results.index.max()) + '.txt', predict, fmt='%s')
df_results.to_csv('hyperopt_results_sgd.csv')
print ("\tScore {0}\n\n".format(avg_score))
return {'loss': - avg_score, 'status': STATUS_OK}
def calc_prob(df_features_driver, df_features_other):
df_train = df_features_driver.append(df_features_other)
df_train.reset_index(inplace = True)
df_train.Driver = df_train.Driver.astype(int)
# So far, the best result was achieved by using a RandomForestClassifier with Bagging
# model = BaggingClassifier(base_estimator = ExtraTreesClassifier())
# model = BaggingClassifier(base_estimator = svm.SVC(gamma=2, C=1))
# model = BaggingClassifier(base_estimator = linear_model.LogisticRegression())
# model = BaggingClassifier(base_estimator = linear_model.LogisticRegression())
# model = BaggingClassifier(base_estimator = AdaBoostClassifier())
#model = RandomForestClassifier(200)
# model = BaggingClassifier(base_estimator = [RandomForestClassifier(), linear_model.LogisticRegression()])
# model = EnsembleClassifier([BaggingClassifier(base_estimator = RandomForestClassifier()),
# GradientBoostingClassifier])
#model = GradientBoostingClassifier(n_estimators = 10000)
model = ExtraTreesClassifier(n_estimators=100,max_features='auto',random_state=0, n_jobs=2, criterion='entropy', bootstrap=True)
# model = ExtraTreesClassifier(500, criterion='entropy')
feature_columns = df_train.iloc[:, 4:]
# Train the classifier
model.fit(feature_columns, df_train.Driver)
df_submission = pd.DataFrame()
df_submission['driver_trip'] = create_first_column(df_features_driver)
probs_array = model.predict_proba(feature_columns[:200]) # Return array with the probability for every driver
probs_df = pd.DataFrame(probs_array)
df_submission['prob'] = np.array(probs_df.iloc[:, 1])
return df_submission
def learn(f):
global raw_data
print 'testing classifier'
data = raw_data[raw_data['label'] != 'unknown']
data = data[data['file type'] == 'EXECUTE']
X = data.as_matrix(f)
y = np.array(data['label'].tolist())
#clf = RandomForestClassifier(n_estimators=100)
clf = ExtraTreesClassifier(n_estimators=100)
#clf = AdaBoostClassifier()
scores = sklearn.cross_validation.cross_val_score(clf, X, y, cv=10)
print("predicted accuracy: %0.2f (+/- %0.2f)" % (scores.mean(), scores.std() * 2))
seed = 3301
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=seed)
clf.fit(X_train, y_train)
scores = clf.score(X_test, y_test)
print("actual accuracy: %0.2f" % scores)
importances = zip(f, clf.feature_importances_)
importances.sort(key=lambda k:k[1], reverse=True)
for im in importances[0:20]:
print im[0].ljust(30), im[1]
#y_pred = clf.predict(X_test)
#labels = ['good', 'bad']
#cm = confusion_matrix(y_test, y_pred, labels)
#plot_cm(cm, labels)
#joblib.dump(clf, 'model.pkl')
return clf
def doTreeFeatureSelection(estimator, X, y): clf = ExtraTreesClassifier() clf = clf.fit(X, y) #print str(clf.feature_importances_) model = SelectFromModel(clf, prefit=True) return model
def ET_classif(features_df=None, labels_df=None):
'''Scoring function to be used in SelectKBest feature selection class
object.
This scoring function assigns varaible importances to the features
passed in to it using the ExtraTreesClassifier. It then returns
the features as two identical arrays mimicking the scores and
p-values arrays required by SelectKBest to pick the top K
features.
Args:
features_df: Pandas dataframe of features to be used to predict
using the ExtraTreesClassifier.
labels_df: Pandas dataframe of the labels being predicted.
Returns:
Two identical arrays containing the feature importance scores
returned for each feature by the ExtraTreesClassifier.
'''
reducer = ExtraTreesClassifier(n_estimators=500, bootstrap=False,
oob_score=False, max_features=.10,
min_samples_split=10, min_samples_leaf=2,
criterion='gini', random_state=42)
reducer.fit(features_df, labels_df)
return reducer.feature_importances_, reducer.feature_importances_
def feature_engineering_common(Y, X, X1):
print "### Shape of training set (X)", X.shape
print "### Shape of labels (Y)", Y.shape
print "### Shape of Kaggle Test set (X1)", X1.shape
# Scale features
scaler = preprocessing.StandardScaler()
X_SCALED = scaler.fit_transform(X)
X1_SCALED = scaler.transform(X1)
print "### (After scaling) Shape of training set", X_SCALED.shape
print "### (After scaling ) Shape of Kaggle Test set", X1_SCALED.shape
# Find Important Features using Random Forest
xtClf = ExtraTreesClassifier().fit(X_SCALED, Y)
X_SCALED_SUBSET = xtClf.transform(X_SCALED)
X1_SCALED_SUBSET = xtClf.transform(X1_SCALED)
importances = xtClf.feature_importances_
print xtClf.feature_importances_
print "### (After scaling & feature selection using Random Forrest) Shape of training set", X_SCALED_SUBSET.shape
print "### (After scaling & feature selection using Random Forrest) Shape of Kaggle Test set", X1_SCALED_SUBSET.shape
indices = np.argsort(importances)[::-1]
# Print the feature ranking
print("Feature ranking:")
for f in xrange(10):
print("%d. feature %d (%f)" % (f + 1, indices[f], importances[indices[f]]))
def train_random_forest(X_train,y_train,**kwargs):
from sklearn.ensemble import ExtraTreesClassifier
n_estimators = kwargs.pop('n_estimators',300)
max_features = kwargs.pop('max_features','auto')
n_jobs = kwargs.pop('n_jobs',-1)
verbose = kwargs.pop('verbose',0)
tuned_params = kwargs.pop('tuned_params',None)
# initialize baseline classifier
clf = ExtraTreesClassifier(n_estimators=n_estimators,random_state=42,
n_jobs=n_jobs,verbose=verbose,criterion='gini',
max_features=max_features,oob_score=True,
bootstrap=True)
if tuned_params is not None: # optimize if desired
from sklearn.grid_search import GridSearchCV
cv = GridSearchCV(clf,tuned_params,cv=5,scoring='roc_auc',
n_jobs=n_jobs,verbose=verbose,refit=True)
cv.fit(X_train, y_train)
clf = cv.best_estimator_
else: # otherwise train with the specified parameters (no tuning)
clf.fit(X_train,y_train)
return clf
def feature_important(filename):
from sklearn.datasets import make_classification
from sklearn.ensemble import ExtraTreesClassifier
content = read_csv(filename)
X = [c.decisions for c in content]
y = [c.objective for c in content]
# Build a forest and compute the feature importances
forest = ExtraTreesClassifier(n_estimators=250,
random_state=0)
forest.fit(X, y)
importances = forest.feature_importances_
std = np.std([tree.feature_importances_ for tree in forest.estimators_],
axis=0)
indices = np.argsort(importances)[::-1]
# Print the feature ranking
print("Feature ranking:")
#
for f in range(len(X[0])):
print("%d. feature %d (%f)" % (f + 1, indices[f], importances[indices[f]]))
# Plot the feature importances of the forest
plt.figure()
plt.title("Feature importances")
plt.bar(range(len(X[0])), importances[indices],
color="r", yerr=std[indices], align="center")
plt.xticks(range(len(X[0])), indices)
plt.xlim([-1, len(X[0])])
plt.show()
def tree_based_selection(self, data_set, data_target, feature_names):
"""
:param data_set:
:return:
"""
clf = ExtraTreesClassifier()
clf = clf.fit(data_set, data_target)
print clf.feature_importances_
model = SelectFromModel(clf, prefit=True)
feature_set = model.transform(data_set)
fea_index = []
for A_col in np.arange(data_set.shape[1]):
for B_col in np.arange(feature_set.shape[1]):
if (data_set[:, A_col] == feature_set[:, B_col]).all():
fea_index.append(A_col)
check = {}
for i in fea_index:
check[feature_names[i]] = data_set[0][i]
print np.array(check)
return feature_set, fea_index
def top_importances(features_df=None, labels_df=None, top_N=10):
''' Finds the top N importances using the ExtraTreesClassifier.
Finds the top N importances of a dataframe of features and a dataframe
of labels using the ExtraTreesClassifier.
Args:
features_df: Pandas dataframe of features used to predict.
labels_df: Pandas dataframe of labels to be predicted.
top_N: interger value of the top N most importance features to return.
Returns:
Pandas dataframe containing the top N importances and their
importance scores.
'''
reducer = ExtraTreesClassifier(n_estimators=2000, bootstrap=False,
oob_score=False, max_features=.10,
min_samples_split=10, min_samples_leaf=2,
criterion='gini')
reducer.fit(features_df, labels_df)
scores = pd.DataFrame(reducer.feature_importances_,
index=features_df.columns)
scores.columns = ['Importances']
scores = scores.sort(['Importances'], ascending=False)
return scores[0:top_N]
def crossVal(positions, X, y, missedYFile):
outF = open(missedYFile, 'w')
posArray = np.array(positions)
# Split into training and test
sss = StratifiedShuffleSplit(y, 4, test_size=0.1, random_state=442)
cvRound = 0
for train_index, test_index in sss:
clf = ExtraTreesClassifier(n_estimators=300,
random_state=13,
bootstrap=True,
max_features=20,
min_samples_split=1,
max_depth=8,
min_samples_leaf=13,
n_jobs=4
)
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]
pos_test = posArray[test_index]
clf = clf.fit(X_train, y_train)
preds = clf.predict(X_test)
metrics.confusion_matrix( y_test, preds )
print( metrics.classification_report(y_test, clf.predict(X_test)) )
for loc,t,p in zip(pos_test, y_test, preds):
if t=='0' and p=='1':
print >> outF, loc + '\t' + str(cvRound)
cvRound += 1
outF.close()
class FeaturesSelectionRandomForests(object):
def __init__(self, n_estimators = 100, feature_importance_th = 0.005):
self.n_estimators = n_estimators
self.feature_importance_th = feature_importance_th
def fit(self, X, y, n_estimators = None, feature_importance_th = None):
if n_estimators is not None:
assert isinstance(n_estimators,(int,long,float))
self.n_estimators = n_estimators
if feature_importance_th is not None:
assert isinstance(feature_importance_th,(int,long,float))
self.feature_importance_th = feature_importance_th
#filter features by forest model
self.trees = ExtraTreesClassifier(n_estimators=100, compute_importances=True)
self.trees.fit(X, y)
self.features_mask = np.where(self.trees.feature_importances_ > 0.005)[0]
def plot_features_importance(self):
pd.DataFrame(self.trees.feature_importances_).plot(kind='bar')
plt.show()
def transform(self, X):
assert hasattr(self,"features_mask")
return X[:, self.features_mask]
def tree_based_feature_selection(self, x: np.ndarray, y: np.ndarray) -> np.ndarray:
n = len(self.features)
forest = ExtraTreesClassifier(n_estimators=250, random_state=0)
forest.fit(x, y)
importances = forest.feature_importances_
print(importances)
std = np.std([tree.feature_importances_ for tree in forest.estimators_], axis=0)
indices = np.argsort(importances)[::-1]
print("Feature ranking:")
for f in range(n):
print("%d. feature %d: %s (%f)" % (f + 1, indices[f], self.features[indices[f]],importances[indices[f]]))
# Plot the feature importances of the forest
# plt.figure()
# plt.title("Feature importances")
# plt.bar(range(n), importances[indices],
# color="r", yerr=std[indices], align="center")
# plt.xticks(range(n), indices)
# plt.xlim([-1, n])
# plt.show()
n = 12
print(indices[0:n+1])
print(self.features[indices[0:n+1]])
new_x = x[:, indices[0:n+1]]
return new_x
def kfold_cv(X_train, y_train,idx,k):
kf = StratifiedKFold(y_train,n_folds=k)
xx=[]
count=0
for train_index, test_index in kf:
count+=1
X_train_cv, X_test_cv = X_train[train_index,:],X_train[test_index,:]
gc.collect()
y_train_cv, y_test_cv = y_train[train_index],y_train[test_index]
y_pred=np.zeros(X_test_cv.shape[0])
m=0
for j in range(m):
clf=xgb_classifier(eta=0.1,min_child_weight=20,col=0.5,subsample=0.7,depth=5,num_round=200,seed=j*77,gamma=0.1)
y_pred+=clf.train_predict(X_train_cv,(y_train_cv),X_test_cv,y_test=(y_test_cv))
#y_pred/=m;
clf=ExtraTreesClassifier(n_estimators=700,max_features= 50,criterion= 'entropy',min_samples_split= 3,
max_depth= 60, min_samples_leaf= 4,verbose=1,n_jobs=-1)
#clf=RandomForestClassifier(n_jobs=-1,n_estimators=100,max_depth=100)
clf.fit(X_train_cv,(y_train_cv))
y_pred=clf.predict_proba(X_test_cv).T[1]
print y_pred.shape
xx.append(llfun(y_test_cv,(y_pred)))
ypred=y_pred
yreal=y_test_cv
idx=idx[test_index]
print xx[-1]#,y_pred.shape
break
print xx,'average:',np.mean(xx),'std',np.std(xx)
return ypred,yreal,idx#np.mean(xx)
def plotImportance(X,y):
forest = ExtraTreesClassifier(n_estimators=250,
random_state=0)
forest.fit(X, y)
importances = forest.feature_importances_
std = np.std([tree.feature_importances_ for tree in forest.estimators_],
axis=0)
indices = np.argsort(importances)[::-1]
n=X.shape[1]
#Print the feature ranking
#print("Feature ranking:")
#for f in range(n):
# print("%d. feature %d (%f)" % (f + 1, indices[f], importances[indices[f]]))
# Plot the feature importances of the forest
plt.figure(figsize=(20,15))
plt.title("Feature importances")
plt.bar(range(n), importances[indices],
color="r", yerr=std[indices], align="center")
plt.xticks(range(n), X.columns[indices],rotation=90)
plt.xlim([-1, n])
plt.savefig('featuresel.pdf')
def train_classifiers(X_data, y_data):
############ Linear SVM: 0.908 #############
clf_LSVM = svm.SVC(kernel = 'linear')
clf_LSVM.fit(X_data, y_data)
############ MultinomialNB: 0.875 #############
clf_MNB = MultinomialNB()
clf_MNB.fit(X_data, y_data)
############ Random Forest: 0.910 #############
clf_RF = RandomForestClassifier(n_estimators=200, criterion='entropy')
clf_RF.fit(X_data, y_data)
############ Extra Tree: 0.915 ##################
clf_ETC = ExtraTreesClassifier(n_estimators=500, max_depth=None, min_samples_split=1, random_state=0)
clf_ETC.fit(X_data, y_data)
############ AdaBoost: 0.88 ##################
clf_Ada = AdaBoostClassifier()
clf_Ada.fit(X_data, y_data)
############ rbf SVM: 0.895 #############
clf_rbf = svm.SVC(C=200, gamma=0.06, kernel='rbf')
clf_rbf.fit(X_data, y_data)
############ GradientBoosting: 0.88 #############
clf_GBC = GradientBoostingClassifier()
clf_GBC.fit(X_data, y_data)
return clf_LSVM, clf_MNB, clf_RF, clf_ETC, clf_Ada, clf_rbf, clf_GBC
def get_important_features(Xtrain, Ytrain, n=250, threshold=0.01, verbose=False):
""" Use entirety of provided X, Y to train random forest
Arguments
Xtrain -- Training data
Ytrain -- Training prediction
Optional Arguments
n -- number of ensemble members
threshold -- threshold of importance above which a feature is relevant
verbose -- if true, prints results of ranking
Returns
ranking -- a ranked list of indices of important features
"""
# Train and fit tree classifier ensemble
classifier = ExtraTreesClassifier(n_estimators=n, random_state=0)
classifier.fit(Xtrain, Ytrain)
# Compute important features
importances = classifier.feature_importances_
std = np.std([tree.feature_importances_ for tree in classifier.estimators_], axis=0)
indices = np.argsort(importances)[::-1]
ranking = [[indices[f], importances[indices[f]]] for f in range(Xtrain.shape[1])]
ranking = filter(lambda r: r[1] >= threshold, ranking)
if verbose:
for r in range(len(ranking)):
print str(r+1) + ". ", ranking[r][0], ranking[r][1]
return ranking
def get_most_important_features(train):
train = train.drop('ID', 1)
train_y = train['TARGET']
train_X = train.drop('TARGET', 1)
random_forest = RandomForestClassifier(n_estimators=100)
random_forest.fit(train_X, train_y)
feater_importance = pd.Series(random_forest.feature_importances_, index=train_X.columns)
feater_importance.sort_values(inplace=True)
feater_importance.tail(20).plot(kind='barh', figsize=(15 ,7), title='Feature importance by random forest')
# plt.savefig("feature_importance.png")
grad_boosting = GradientBoostingClassifier()
grad_boosting.fit(train_X, train_y)
feater_importance = pd.Series(grad_boosting.feature_importances_, index=train_X.columns)
feater_importance.sort_values(inplace=True)
feater_importance.tail(20).plot(kind='barh', figsize=(10,7), title='Feature importance by gradient boosting')
# plt.savefig("feature_importance2.png")
extra_trees = ExtraTreesClassifier()
extra_trees.fit(train_X, train_y)
feater_importance = pd.Series(extra_trees.feature_importances_, index=train_X.columns)
feater_importance.sort_values(inplace=True)
feater_importance.tail(20).plot(kind='barh', figsize=(20,7), title='Feature importance by extra trees classifier')
def remove_feature_tree_based(train_X,train_Y):
'''
Removes features based on trees - see sklearn:
http://scikit-learn.org/dev/auto_examples/ensemble/plot_forest_importances.html#example-ensemble-plot-forest-importances-py
Actually removes based on "importance"
'''
forest = ExtraTreesClassifier(n_estimators=1000,
compute_importances = True,
random_state = 0)
forest.fit(train_X, train_Y)
importances = forest.feature_importances_
std = np.std([tree.feature_importances_ for tree in forest.estimators_],
axis=0)
indices = np.argsort(importances)[::-1]
x_labels = ['rc1', 'rc2', 'dca1', 'dca2','dcm1', 'dcm2','ace1','ace2','acsc1', 'acsc2', 'acsv1', 'acsv2', 'acss1','acss2', 'acsk1', 'acsk2', 'taca1', 'taca2', 'tdc1', 'tdc2', 'gmin', 'gmean', 'trd','ep111','ep112','ep211', 'ep212', 'ep311','ep312', 'ep411','ep412','ep511','ep512','ep611','ep612','ep121','ep122','ep221', 'ep222', 'ep321','ep322', 'ep421','ep422','ep521','ep522','ep621','ep622']
# Print the feature ranking
print "Feature ranking:"
for f in xrange(46):
print "%d. feature %s (%f)" % (f + 1, x_labels[indices[f]], importances[indices[f]])
# Transform the data to have only the features that are important
x_new = forest.transform(train_X)
return (forest, x_new)
def FeaturesImportance(trainData, trainLabels):
forest = ExtraTreesClassifier(n_estimators=250, random_state=0)
forest.fit(trainData, trainLabels)
importances = forest.feature_importances_
indices = np.argsort(importances)[::-1]
# Print the feature ranking
print("Feature ranking:")
for f in range(16):
print("%d. feature %d (%f)" % (f + 1, indices[f], importances[indices[f]]))
# Plot the feature importances of the forest
plt.figure()
plt.title("Feature importances")
plt.bar(range(16), importances[range(16)], color="r", align="center")
plt.xticks(range(16), [r'$x_1$', r'$x_2$', r'$x_3$', r'$x_4$', r'$x_5$',
r'$x_6$', r'$x_7$', r'$x_8$', r'$x_9$', r'$x_{10}$',
r'$x_{11}$', r'$x_{12}$', r'$x_{13}$', r'$x_{14}$', r'$x_{15}$',
r'$x_{16}$'])
plt.yticks([0.0, 0.05, 0.10, 0.15, 0.20, 0.25], [r'$0.00$', r'$0.05$', r'$0.10$', r'$0.15$', r'$0.20$', r'$0.25$'])
plt.xlabel('Features')
plt.ylabel('Importance')
plt.xlim([-1, 16])
plt.show()
return importances
def reduceRF(label):
global x_data_rf_reduced, importantFeatureLocs
model = ExtraTreesClassifier()
model.fit(x_data, y_data[:, label])
# the relative importance of each attribute
importance = model.feature_importances_
weight = float(0)
del importantFeatureLocs[:] # reset
#print(importance)
for ele in np.sort(importance)[::-1]:
weight += float(ele)
featureIndex = np.where(importance==ele)
for loc in featureIndex[0]:
importantFeatureLocs.append(loc)
if weight > RFThreshold :
break
# remove duplications
importantFeatureLocs = list(set(importantFeatureLocs))
# extracting relevant columns from input data. Note that importantFeatureLocs
# may be unsorted (since python 'set' is unsorted), so features are extracted
# in unorderd fashion. This info is stored in the softmax model class
x_data_rf_reduced = x_data[:, importantFeatureLocs]
def fit(self, X, Y, sample_weight=None):
from sklearn.ensemble import ExtraTreesClassifier
from sklearn.feature_selection import SelectFromModel
num_features = X.shape[1]
max_features = int(float(self.max_features) * (np.log(num_features) + 1))
# Use at most half of the features
max_features = max(1, min(int(X.shape[1] / 2), max_features))
estimator = ExtraTreesClassifier(
n_estimators=self.n_estimators,
criterion=self.criterion,
max_depth=self.max_depth,
min_samples_split=self.min_samples_split,
min_samples_leaf=self.min_samples_leaf,
bootstrap=self.bootstrap,
max_features=max_features,
max_leaf_nodes=self.max_leaf_nodes,
oob_score=self.oob_score,
n_jobs=self.n_jobs,
verbose=self.verbose,
random_state=self.random_state,
class_weight=self.class_weight,
)
estimator.fit(X, Y, sample_weight=sample_weight)
self.preprocessor = SelectFromModel(estimator=estimator, threshold="mean", prefit=True)
return self
def extratreeclassifier(input_file,Output,test_size):
lvltrace.lvltrace("LVLEntree dans extratreeclassifier split_test")
ncol=tools.file_col_coma(input_file)
data = np.loadtxt(input_file, delimiter=',', usecols=range(ncol-1))
X = data[:,1:]
y = data[:,0]
n_samples, n_features = X.shape
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=test_size)
print X_train.shape, X_test.shape
clf = ExtraTreesClassifier(n_estimators=10)
clf.fit(X_train,y_train)
y_pred = clf.predict(X_test)
print "Extremely Randomized Trees"
print "classification accuracy:", metrics.accuracy_score(y_test, y_pred)
print "precision:", metrics.precision_score(y_test, y_pred)
print "recall:", metrics.recall_score(y_test, y_pred)
print "f1 score:", metrics.f1_score(y_test, y_pred)
print "\n"
results = Output+"_Extremely_Random_Forest_metrics_test.txt"
file = open(results, "w")
file.write("Extremely Random Forest Classifier estimator accuracy\n")
file.write("Classification Accuracy Score: %f\n"%metrics.accuracy_score(y_test, y_pred))
file.write("Precision Score: %f\n"%metrics.precision_score(y_test, y_pred))
file.write("Recall Score: %f\n"%metrics.recall_score(y_test, y_pred))
file.write("F1 Score: %f\n"%metrics.f1_score(y_test, y_pred))
file.write("\n")
file.write("True Value, Predicted Value, Iteration\n")
for n in xrange(len(y_test)):
file.write("%f,%f,%i\n"%(y_test[n],y_pred[n],(n+1)))
file.close()
title = "Extremely Randomized Trees %f"%test_size
save = Output + "Extremely_Randomized_Trees_confusion_matrix"+"_%s.png"%test_size
plot_confusion_matrix(y_test, y_pred,title,save)
lvltrace.lvltrace("LVLSortie dans extratreeclassifier split_test")
def _cascade_layer(self, X, y=None, layer=0):
n_tree = getattr(self, 'n_cascadeRFtree')
n_cascadeRF = getattr(self, 'n_cascadeRF')
min_samples = getattr(self, 'min_samples_cascade')
prf = RandomForestClassifier(
n_estimators=100, max_features=8,
bootstrap=True, criterion="entropy", min_samples_split=20,
max_depth=None, class_weight='balanced', oob_score=True)
crf = ExtraTreesClassifier(
n_estimators=100, max_depth=None,
bootstrap=True, oob_score=True)
prf_pred = []
if y is not None:
# print('Adding/Training Layer, n_layer={}'.format(self.n_layer))
for irf in range(n_cascadeRF):
prf.fit(X, y)
crf.fit(X, y)
setattr(self, '_casprf{}_{}'.format(self.n_layer, irf), prf)
setattr(self, '_cascrf{}_{}'.format(self.n_layer, irf), crf)
probas = prf.oob_decision_function_
probas += crf.oob_decision_function_
prf_pred.append(probas)
elif y is None:
for irf in range(n_cascadeRF):
prf = getattr(self, '_casprf{}_{}'.format(layer, irf))
crf = getattr(self, '_cascrf{}_{}'.format(layer, irf))
probas = prf.predict_proba(X)
probas += crf.predict_proba(X)
prf_pred.append(probas)
return prf_pred
class MyExtraTree(MyClassifier):
def __init__(self, params=dict()):
self._params = params
self._extree = ExtraTreesClassifier(**(self._params))
def update_params(self, updates):
self._params.update(updates)
self._extree = ExtraTreesClassifier(**(self._params))
def fit(self, Xtrain, ytrain):
self._extree.fit(Xtrain, ytrain)
# def predict(self, Xtest, option = None):
# return self._extree.predict(Xtest)
def predict_proba(self, Xtest, option = None):
return self._extree.predict_proba(Xtest)[:, 1]
def predict_proba_multi(self, Xtest, option = None):
return self._extree.predict_proba(Xtest)
def plt_feature_importance(self, fname_list, f_range = list()):
importances = self._extree.feature_importances_
std = np.std([tree.feature_importances_ for tree in self._extree.estimators_], axis=0)
indices = np.argsort(importances)[::-1]
fname_array = np.array(fname_list)
if not f_range:
f_range = range(indices.shape[0])
n_f = len(f_range)
plt.figure()
plt.title("Extra Tree Feature importances")
plt.barh(range(n_f), importances[indices[f_range]],
color="b", xerr=std[indices[f_range]], ecolor='k',align="center")
plt.yticks(range(n_f), fname_array[indices[f_range]])
plt.ylim([-1, n_f])
plt.show()
def list_feature_importance(self, fname_list, f_range = list(), return_list = False):
importances = self._extree.feature_importances_
indices = np.argsort(importances)[::-1]
print 'Extra tree feature ranking:'
if not f_range :
f_range = range(indices.shape[0])
n_f = len(f_range)
for i in range(n_f):
f = f_range[i]
print '{0:d}. feature[{1:d}] {2:s} ({3:f})'.format(f + 1, indices[f], fname_list[indices[f]], importances[indices[f]])
if return_list:
return [indices[f_range[i]] for i in range(n_f)]
def select_with_forest(X, y, n_trees=10, treshold=0.01):
from sklearn.preprocessing import LabelEncoder
from sklearn.ensemble import ExtraTreesClassifier
import pandas as pd
import numpy as np
# encode labels (str -> int):
le = LabelEncoder()
X = X.copy()
for col in X.columns:
le.fit(X[col].unique())
X[col] = le.transform(X[col])
# train the classifier:
forest = ExtraTreesClassifier(criterion="entropy", n_estimators=n_trees)
forest.fit(X, y)
print('number of selected features: ', np.sum(forest.feature_importances_ >= treshold))
# select important features:
importances = pd.DataFrame()
importances['predictor name'] = X.columns.tolist()
importances['importance'] = forest.feature_importances_
importances = importances.sort_values(by='importance', ascending=False)
#X2 = forest.transform(X, treshold)
#labels2 = X.columns[list(forest.feature_importances_>=treshold)]
#X2 = pd.DataFrame(X2)
#X2.columns = labels2
return importances #X2
def algo_fit_cross_validated(training_matrix, target):
# Build a forest and compute the feature importances
forest = ExtraTreesClassifier(n_estimators=250,
random_state=0)
forest.fit(training_matrix, target)
importances = forest.feature_importances_
std = np.std([tree.feature_importances_ for tree in forest.estimators_],
axis=0)
indices = np.argsort(importances)[::-1]
l = list(training_matrix.columns.values)
for f in range(training_matrix.shape[1]):
print("%d. feature %d(%s) (%f)" % (f + 1, indices[f], l[indices[f]], importances[indices[f]]))
##### Works well ######
# SVM
# svm = SVC(kernel="linear", C=0.06)
# svm.fit(training_matrix, target)
#
# scores_svm = cross_validation.cross_val_score(svm, training_matrix, target, cv=5)
# print("(svm) Accuracy: %0.5f (+/- %0.2f)" % (scores_svm.mean(), scores_svm.std() * 2))
#
# return svm
##### Works well ######
# Random Forest
rf = RandomForestClassifier(n_estimators=1500, max_depth=2, max_features=4)
scores_rf = cross_validation.cross_val_score(rf, training_matrix, target, cv=5)
print("(Random Forest) Accuracy: %0.5f (+/- %0.2f)" % (scores_rf.mean(), scores_rf.std() * 2))
rf.fit(training_matrix, target)
return rf
test_positions = np.take(selected_positions, test_index, axis=0)
img_train, img_test = input.train_test_images(
train_positions, test_positions)
save_rgb(fold_dir + "train.png", img_train, format='png')
save_rgb(fold_dir + "test.png", img_test, format='png')
if rotation_oversampling:
X_train, y_train = input.rotation_oversampling(
X_train, y_train)
X_train = X_train.reshape(len(X_train), -1)
X_test = X_test.reshape(len(X_test), -1)
if feature_selection:
fs = ExtraTreesClassifier(n_estimators=200)
fs = fs.fit(X_train, y_train)
model = SelectFromModel(fs, prefit=True)
X_train, X_test = model.transform(X_train), model.transform(
X_test)
print(X_train.shape)
else:
model = None
print("Size training set", len(X_train))
print("Size test set", len(X_test))
if fold_num == 1:
file.write("Size training set: %d\n" % len(X_train))
file.write("Size test set: %d\n" % len(X_test))
file.write("Class distribution:\n")
def classify(algorithm, fname, input_data, label_name, n_cores, random_state):
train_y = np.array(input_data[label_name])
input_data = input_data.drop('ID', axis=1)
training_x = input_data.drop(label_name, axis=1)
le = preprocessing.LabelEncoder()
le.fit(train_y)
train_y = le.transform(train_y)
cv_metrics = pd.DataFrame()
# 10-fold cross validation
predicted_n_actual_pd = pd.DataFrame(
columns=['ID', 'predicted', 'actual', 'fold'])
kf = KFold(n_splits=10, shuffle=True, random_state=random_state)
fold = 1
for train, test in kf.split(training_x):
# number of train and test instances is based on training_x.
train_cv_features, test_cv_features, train_cv_label, test_cv_label = training_x.iloc[
train], training_x.iloc[test], train_y[train], train_y[test]
if algorithm == 'GB':
temp_classifier = GradientBoostingClassifier(n_estimators=300,
random_state=1)
elif (algorithm == 'RF'):
temp_classifier = RandomForestClassifier(n_estimators=300,
random_state=1,
n_jobs=n_cores)
elif (algorithm == 'M5P'):
temp_classifier = ExtraTreesClassifier(n_estimators=300,
random_state=1,
n_jobs=n_cores)
elif (algorithm == 'KNN'):
temp_classifier = KNeighborsClassifier(n_neighbors=3,
n_jobs=n_cores)
elif (algorithm == 'NEURAL'):
temp_classifier = MLPClassifier(random_state=1)
temp_classifier.fit(train_cv_features, train_cv_label)
temp_prediction = temp_classifier.predict(test_cv_features)
predicted_n_actual_pd = predicted_n_actual_pd.append(pd.DataFrame({
'ID':
test,
'actual':
test_cv_label,
'predicted':
temp_prediction,
'fold':
fold
}),
ignore_index=True,
sort=True)
fold += 1
try:
roc_auc = round(
roc_auc_score(predicted_n_actual_pd['actual'].to_list(),
predicted_n_actual_pd['predicted'].to_list()), 3)
except ValueError:
roc_auc = 0.0
matthews = round(
matthews_corrcoef(predicted_n_actual_pd['actual'].to_list(),
predicted_n_actual_pd['predicted'].to_list()), 3)
balanced_accuracy = round(
balanced_accuracy_score(predicted_n_actual_pd['actual'].to_list(),
predicted_n_actual_pd['predicted'].to_list()),
3)
f1 = round(
f1_score(predicted_n_actual_pd['actual'].to_list(),
predicted_n_actual_pd['predicted'].to_list()), 3)
try:
tn, fp, fn, tp = confusion_matrix(
predicted_n_actual_pd['actual'].to_list(),
predicted_n_actual_pd['predicted'].to_list()).ravel()
except:
tn, fp, fn, tp = 0, 0, 0, 0
cv_metrics = cv_metrics.append(pd.DataFrame(np.column_stack(['cv',roc_auc, matthews,\
balanced_accuracy, f1, tn, fp, fn, tp]),\
columns=['type','roc_auc','matthew','bacc','f1','TN','FP','FN','TP']), ignore_index=True, sort=True)
cv_metrics = cv_metrics.round(3)
cv_metrics = cv_metrics.astype({
'TP': 'int64',
'TN': 'int64',
'FP': 'int64',
'FN': 'int64'
})
cv_metrics = cv_metrics[[
'type', 'matthew', 'f1', 'bacc', 'roc_auc', 'TP', 'TN', 'FP', 'FN'
]]
predicted_n_actual_pd['predicted'] = le.inverse_transform(
predicted_n_actual_pd['predicted'].to_list())
predicted_n_actual_pd['actual'] = le.inverse_transform(
predicted_n_actual_pd['actual'].to_list())
fname_predicted_n_actual_pd = os.path.join(
output_result_dir, 'cv_{}_predited_data.csv'.format(algorithm))
predicted_n_actual_pd['ID'] = predicted_n_actual_pd['ID'] + 1
predicted_n_actual_pd = predicted_n_actual_pd.sort_values(by=['ID'])
predicted_n_actual_pd.to_csv(fname_predicted_n_actual_pd, index=False)
return cv_metrics
def test_importances_asymptotic():
# Check whether variable importances of totally randomized trees
# converge towards their theoretical values (See Louppe et al,
# Understanding variable importances in forests of randomized trees, 2013).
def binomial(k, n):
return 0 if k < 0 or k > n else comb(int(n), int(k), exact=True)
def entropy(samples):
n_samples = len(samples)
entropy = 0.
for count in np.bincount(samples):
p = 1. * count / n_samples
if p > 0:
entropy -= p * np.log2(p)
return entropy
def mdi_importance(X_m, X, y):
n_samples, n_features = X.shape
features = list(range(n_features))
features.pop(X_m)
values = [np.unique(X[:, i]) for i in range(n_features)]
imp = 0.
for k in range(n_features):
# Weight of each B of size k
coef = 1. / (binomial(k, n_features) * (n_features - k))
# For all B of size k
for B in combinations(features, k):
# For all values B=b
for b in product(*[values[B[j]] for j in range(k)]):
mask_b = np.ones(n_samples, dtype=np.bool)
for j in range(k):
mask_b &= X[:, B[j]] == b[j]
X_, y_ = X[mask_b, :], y[mask_b]
n_samples_b = len(X_)
if n_samples_b > 0:
children = []
for xi in values[X_m]:
mask_xi = X_[:, X_m] == xi
children.append(y_[mask_xi])
imp += (coef
* (1. * n_samples_b / n_samples) # P(B=b)
* (entropy(y_) -
sum([entropy(c) * len(c) / n_samples_b
for c in children])))
return imp
data = np.array([[0, 0, 1, 0, 0, 1, 0, 1],
[1, 0, 1, 1, 1, 0, 1, 2],
[1, 0, 1, 1, 0, 1, 1, 3],
[0, 1, 1, 1, 0, 1, 0, 4],
[1, 1, 0, 1, 0, 1, 1, 5],
[1, 1, 0, 1, 1, 1, 1, 6],
[1, 0, 1, 0, 0, 1, 0, 7],
[1, 1, 1, 1, 1, 1, 1, 8],
[1, 1, 1, 1, 0, 1, 1, 9],
[1, 1, 1, 0, 1, 1, 1, 0]])
X, y = np.array(data[:, :7], dtype=np.bool), data[:, 7]
n_features = X.shape[1]
# Compute true importances
true_importances = np.zeros(n_features)
for i in range(n_features):
true_importances[i] = mdi_importance(i, X, y)
# Estimate importances with totally randomized trees
clf = ExtraTreesClassifier(n_estimators=500,
max_features=1,
criterion="entropy",
random_state=0).fit(X, y)
importances = sum(tree.tree_.compute_feature_importances(normalize=False)
for tree in clf.estimators_) / clf.n_estimators
# Check correctness
assert_almost_equal(entropy(y), sum(importances))
assert_less(np.abs(true_importances - importances).mean(), 0.01)
max_iter=-1,
probability=False,
random_state=None,
shrinking=True,
tol=0.001,
verbose=False)
#knn = KNeighborsClassifier(algorithm='brute',n_neighbors=3,metric='mahalanobis')
nn = MLPClassifier(alpha=0.0001,
hidden_layer_sizes=(500, ),
random_state=None,
max_iter=500,
activation='logistic',
solver='adam')
grad_boost = GradientBoostingClassifier(n_estimators=500, learning_rate=1)
extrat = ExtraTreesClassifier(n_estimators=50,
max_depth=None,
class_weight='balanced')
clf_array = [rf, dtree, nn, svml, extrat, grad_boost]
eclf = VotingClassifier(estimators=[('Random Forest', rf),
('Decision Tree', dtree), ('NN', nn),
('GRADIENT', grad_boost),
('EXTRAT', extrat)]) #('NN',nn),
for clf_array, label in zip([rf, dtree, svml, nn, grad_boost, extrat, eclf], [
'Random Forest', 'Decision Tree', 'SVML', 'NN', 'GRADIENT', 'EXTRAT',
'Ensemble'
]): #'NN',
scores = cross_val_score(clf_array,
training_samples,
# Generate a list of all combinations of categories, up to a max length
category_subsets = []
max_classes = 5
for L in range(1, max_classes + 1):
for subset in itertools.combinations(categories, L):
category_subsets.append(subset)
# Now make a look-up table for the index corresponding to a tuple of categories
subset_index = {}
for i, category_subset in enumerate(category_subsets):
subset_index[category_subset] = i
if do_train_coarse:
# Coarse classifier
coarse_classifier = Pipeline([
('features', CountVectorizer(ngram_range=(1,2))),
('classifier', ExtraTreesClassifier(max_depth=150, random_state=88,
n_estimators=200, n_jobs=cpu_count()-1)),
])
# Fit coarse classifier
print 'Fitting coarse classifier'
coarse_classifier.fit(train.question, train.coarse_label)
if do_train_fine:
# Fine classifiers
fine_classifiers = []
for _ in range(len(category_subsets)):
fine_classifier = Pipeline([
('features', CountVectorizer(ngram_range=(1,2))),
('classifier', ExtraTreesClassifier(max_depth=150, random_state=88*2,
n_estimators=400, n_jobs=cpu_count()-1)),
])
from sklearn.model_selection import train_test_split
X_train_val, X_test, y_train_val, y_test = train_test_split(
mnist.data, mnist.target, test_size=10000, random_state=42)
X_train, X_val, y_train, y_val = train_test_split(
X_train_val, y_train_val, test_size=10000, random_state=42)
# Exercise: Then train various classifiers, such as a Random Forest classifier,
# an Extra-Trees classifier, and an SVM.
from sklearn.ensemble import RandomForestClassifier, ExtraTreesClassifier
from sklearn.svm import LinearSVC
from sklearn.neural_network import MLPClassifier
random_forest_clf = RandomForestClassifier(random_state=42)
extra_trees_clf = ExtraTreesClassifier(random_state=42)
svm_clf = LinearSVC(random_state=42)
mlp_clf = MLPClassifier(random_state=42)
estimators = [random_forest_clf, extra_trees_clf, svm_clf, mlp_clf]
for estimator in estimators:
print("Training the", estimator)
estimator.fit(X_train, y_train)
[estimator.score(X_val, y_val) for estimator in estimators]
# Out[3]: [0.9467, 0.9512, 0.8327, 0.9592]
# The linear SVM is far outperformed by the other classifiers.
# However, let's keep it for now since it may improve the voting classifier's performance.
# Exercise: Next, try to combine them into an ensemble that outperforms them all on the validation set,
from sklearn import datasets
from sklearn import metrics
from sklearn.ensemble import ExtraTreesClassifier
import pandas as pd
from sklearn.cross_validation import train_test_split
data = pd.read_csv('Xtrain.csv', sep=',', header=None)
dataset = data.values
header = dataset[0,1:dataset.shape[1]]
dataset = dataset[1:dataset.shape[0],:]
''' Split data into training and testing '''
X = dataset[:,1:dataset.shape[1]]
y = dataset[:,0]
seed = 7
test_size = 0.33
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=test_size, random_state=seed)
# fit an Extra Trees model to the data
model = ExtraTreesClassifier()
model.fit(X_train, y_train)
# display the relative importance of each attribute
print(model.feature_importances_)
LogisticRegression(C=0.1, penalty='l2', solver='lbfgs',
n_jobs=-1))),
("nb", OneVsRestClassifier(BernoulliNB(alpha=5.0))),
("rf",
OneVsRestClassifier(
RandomForestClassifier(n_estimators=300,
max_depth=10,
min_samples_split=5,
n_jobs=-1))),
("xgb",
OneVsRestClassifier(
XGBClassifier(n_estimators=150, max_depth=8, n_jobs=8))),
("et",
OneVsRestClassifier(
ExtraTreesClassifier(n_estimators=300,
max_depth=10,
min_samples_split=10,
n_jobs=-1))),
("ensemble", OneVsRestClassifier(ensemble)),
#("svm", SVC(C=100, gamma=0.0001, probability=True)),
]
results = {}
X_train = feature_extractor.fit_transform(Xr_train, y_train['label_pa'])
X_test = feature_extractor.transform(Xr_test)
for name, classifier in models:
print(name)
results[name] = {}
cv = StratifiedKFold(n_splits=5, random_state=42)
def randomised_search(self):
print_to_consol('Running randomized search to find best classifier')
#create the decision forest
clf1 = ExtraTreesClassifier(random_state=20,
class_weight='balanced',
max_features=self.numf,
max_depth=1)
logging.info(f'Initialised classifier \n')
#set up randomized search
param_dict = {
'criterion': ['gini', 'entropy'],
'n_estimators': randint(100,
10000), #number of base estimators to use
'min_samples_split': randint(2, 20),
'min_samples_leaf': randint(1, 20),
'max_leaf_nodes': randint(10, 20)
}
logging.info(
f'Following parameters will be explored in randomized search \n'
f'{param_dict} \n')
#building and running the randomized search
rand_search = RandomizedSearchCV(clf1,
param_dict,
random_state=5,
cv=self.cv,
n_iter=self.numc,
scoring='accuracy',
n_jobs=-1)
rand_search_fitted = rand_search.fit(self.X_train_scaled, self.y_train)
best_parameters = rand_search_fitted.best_params_
best_scores = rand_search_fitted.best_score_
logging.info(
f'Running randomised search for best patameters of classifier \n'
f'Best parameters found: {best_parameters} \n'
f'Best accuracy scores found: {best_scores} \n')
self.model = rand_search_fitted.best_estimator_
datestring = datetime.strftime(datetime.now(), '%Y%m%d_%H%M')
joblib.dump(
self.model,
os.path.join(self.directory,
'best_predictor_' + datestring + '.pkl'))
logging.info(f'Writing best classifier to disk in {self.directory} \n')
print_to_consol(
'Getting 95% confidence interval for uncalibrated classifier')
alpha, upper, lower = get_confidence_interval(
self.X_train_scaled, self.y_train, self.X_test_scaled, self.y_test,
self.model, self.directory, self.bootiter, 'uncalibrated')
logging.info(f'{alpha}% confidence interval {upper}% and {lower}% \n'
f'for uncalibrated classifier. \n')
print_to_consol('Getting feature importances for best classifier')
best_clf_feat_import = self.model.feature_importances_
best_clf_feat_import_sorted = sorted(zip(best_clf_feat_import,
self.X_train_scaled.columns),
reverse=True)
logging.info(
f'Feature importances for best classifier {best_clf_feat_import_sorted} \n'
)
all_clf_feat_import_mean = np.mean(
[tree.feature_importances_ for tree in self.model.estimators_],
axis=0)
all_clf_feat_import_mean_sorted = sorted(zip(
all_clf_feat_import_mean, self.X_train_scaled.columns),
reverse=True)
print_to_consol('Plotting feature importances for best classifier')
feature_importances_best_estimator(best_clf_feat_import_sorted,
self.directory)
logging.info(
f'Plotting feature importances for best classifier in decreasing order \n'
)
feature_importances_error_bars(self.model, self.X_train_scaled.columns,
self.directory)
logging.info(
f'Plotting feature importances for best classifier with errorbars \n'
)
'name': 'Ridge Classifier'
},
'GradientBoostingClassifier': {
'model': GradientBoostingClassifier(max_features=2),
'name': 'Gradient Boost'
},
'SVC': {
'model': SVC(),
'name': 'SVC'
},
'BaggingClassifier': {
'model': BaggingClassifier(), #base_estimator = LinearRegression()),
'name': 'Bagging Classifier'
},
'ExtraTreesClassifier': {
'model': ExtraTreesClassifier(),
'name': 'Extra Trees Classifier'
},
'KNeighborsClassifier': {
'model': KNeighborsClassifier(),
'name': 'K Neighbors Classifier'
},
'DecisionTreeClassifier': {
'model': DecisionTreeClassifier(),
'name': 'Decision Tree Classifier'
},
'AdaBoostClassifier': {
'model': AdaBoostClassifier(), #base_estimator = LinearRegression()),
'name': 'AdaBoost'
},
'LogisticRegression': {
train_x = enc.fit_transform(df)
test_y = data_2015['delay'] >= 15
df = data_2015.drop('delay', axis=1)
df['carrier'] = pd.factorize(df['carrier'])[0]
df['dest'] = pd.factorize(df['dest'])[0]
test_x = enc.transform(df)
print train_x.shape
from sklearn.ensemble import ExtraTreesClassifier
# Create Random Forest classifier with 50 trees
clf_etc = ExtraTreesClassifier(n_estimators=50,
max_depth=None,
min_samples_split=1,
random_state=0,
n_jobs=-1)
clf_etc.fit(train_x.toarray(), train_y)
# Evaluate on test set
pr = clf_etc.predict(test_x.toarray())
# print results
cm = confusion_matrix(test_y, pr)
print "<------- ExtraTreesClassifier -------->"
print "Confusion matrix:"
print pd.DataFrame(cm)
report_svm = precision_recall_fscore_support(list(test_y),
list(pr),
average='binary')
columns=["probability(0)", "probability(1)"])
adjusted = pandas.concat((adjusted, adjusted_proba), axis=1)
store_csv(adjusted, name + ".csv")
build_audit(DecisionTreeClassifier(random_state=13, min_samples_leaf=2),
"DecisionTreeAudit",
compact=False)
build_audit(
BaggingClassifier(DecisionTreeClassifier(random_state=13,
min_samples_leaf=5),
random_state=13,
n_estimators=3,
max_features=0.5), "DecisionTreeEnsembleAudit")
build_audit(DummyClassifier(strategy="most_frequent"), "DummyAudit")
build_audit(ExtraTreesClassifier(random_state=13, min_samples_leaf=5),
"ExtraTreesAudit")
build_audit(
GradientBoostingClassifier(random_state=13, loss="exponential", init=None),
"GradientBoostingAudit")
build_audit(
OptimalLGBMClassifier(objective="binary",
n_estimators=37,
num_iteration=17), "LGBMAudit")
build_audit(LinearDiscriminantAnalysis(solver="lsqr"),
"LinearDiscriminantAnalysisAudit")
build_audit(
LogisticRegression(multi_class="multinomial",
solver="newton-cg",
max_iter=500), "MultinomialLogisticRegressionAudit")
build_audit(LogisticRegressionCV(multi_class="ovr"),
def get_model_from_name(model_name, training_params=None):
# For Keras
epochs = 250
if os.environ.get('is_test_suite',
0) == 'True' and model_name[:12] == 'DeepLearning':
print(
'Heard that this is the test suite. Limiting number of epochs, which will increase training speed dramatically at the expense of model accuracy'
)
epochs = 30
all_model_params = {
'LogisticRegression': {
'n_jobs': -2
},
'RandomForestClassifier': {
'n_jobs': -2
},
'ExtraTreesClassifier': {
'n_jobs': -1
},
'AdaBoostClassifier': {
'n_estimators': 10
},
'SGDClassifier': {
'n_jobs': -1
},
'Perceptron': {
'n_jobs': -1
},
'LinearSVC': {
'dual': False
},
'LinearRegression': {
'n_jobs': -2
},
'RandomForestRegressor': {
'n_jobs': -2
},
'LinearSVR': {
'dual': False,
'loss': 'squared_epsilon_insensitive'
},
'ExtraTreesRegressor': {
'n_jobs': -1
},
'MiniBatchKMeans': {
'n_clusters': 8
},
'GradientBoostingRegressor': {
'presort': False,
'learning_rate': 0.05,
'warm_start': True
},
'GradientBoostingClassifier': {
'presort': False,
'learning_rate': 0.05,
'warm_start': True
},
'SGDRegressor': {
'shuffle': False
},
'PassiveAggressiveRegressor': {
'shuffle': False
},
'AdaBoostRegressor': {
'n_estimators': 10
},
'XGBRegressor': {
'nthread': -1,
'n_estimators': 200
},
'XGBClassifier': {
'nthread': -1,
'n_estimators': 200
},
'LGBMRegressor': {
'n_estimators': 2000,
'learning_rate': 0.05,
'num_leaves': 8,
'lambda_l2': 0.001
},
'LGBMClassifier': {
'n_estimators': 2000,
'learning_rate': 0.05,
'num_leaves': 8,
'lambda_l2': 0.001
},
'DeepLearningRegressor': {
'epochs': epochs,
'batch_size': 50,
'verbose': 2
},
'DeepLearningClassifier': {
'epochs': epochs,
'batch_size': 50,
'verbose': 2
},
'CatBoostRegressor': {},
'CatBoostClassifier': {}
}
model_params = all_model_params.get(model_name, None)
if model_params is None:
model_params = {}
if training_params is not None:
print('Now using the model training_params that you passed in:')
print(training_params)
# Overwrite our stock params with what the user passes in (i.e., if the user wants 10,000 trees, we will let them do it)
model_params.update(training_params)
print(
'After overwriting our defaults with your values, here are the final params that will be used to initialize the model:'
)
print(model_params)
model_map = {
# Classifiers
'LogisticRegression': LogisticRegression(),
'RandomForestClassifier': RandomForestClassifier(),
'RidgeClassifier': RidgeClassifier(),
'GradientBoostingClassifier': GradientBoostingClassifier(),
'ExtraTreesClassifier': ExtraTreesClassifier(),
'AdaBoostClassifier': AdaBoostClassifier(),
'SGDClassifier': SGDClassifier(),
'Perceptron': Perceptron(),
'PassiveAggressiveClassifier': PassiveAggressiveClassifier(),
'LinearSVC': LinearSVC(),
# Regressors
'LinearRegression': LinearRegression(),
'RandomForestRegressor': RandomForestRegressor(),
'Ridge': Ridge(),
'LinearSVR': LinearSVR(),
'ExtraTreesRegressor': ExtraTreesRegressor(),
'AdaBoostRegressor': AdaBoostRegressor(),
'RANSACRegressor': RANSACRegressor(),
'GradientBoostingRegressor': GradientBoostingRegressor(),
'Lasso': Lasso(),
'ElasticNet': ElasticNet(),
'LassoLars': LassoLars(),
'OrthogonalMatchingPursuit': OrthogonalMatchingPursuit(),
'BayesianRidge': BayesianRidge(),
'ARDRegression': ARDRegression(),
'SGDRegressor': SGDRegressor(),
'PassiveAggressiveRegressor': PassiveAggressiveRegressor(),
# Clustering
'MiniBatchKMeans': MiniBatchKMeans()
}
if xgb_installed:
model_map['XGBClassifier'] = XGBClassifier()
model_map['XGBRegressor'] = XGBRegressor()
if lgb_installed:
model_map['LGBMRegressor'] = LGBMRegressor()
model_map['LGBMClassifier'] = LGBMClassifier()
if catboost_installed:
model_map['CatBoostRegressor'] = CatBoostRegressor(
calc_feature_importance=True)
model_map['CatBoostClassifier'] = CatBoostClassifier(
calc_feature_importance=True)
if keras_installed:
model_map['DeepLearningClassifier'] = KerasClassifier(
build_fn=make_deep_learning_classifier)
model_map['DeepLearningRegressor'] = KerasRegressor(
build_fn=make_deep_learning_model)
try:
model_without_params = model_map[model_name]
except KeyError as e:
print(
'It appears you are trying to use a library that is not available when we try to import it, or using a value for model_names that we do not recognize'
)
raise (e)
model_with_params = model_without_params.set_params(**model_params)
return model_with_params
from sklearn.ensemble import ExtraTreesClassifier
from sklearn.ensemble import BaggingClassifier
import pickle
#%%
comment_start = 0
comment_end = 50000
matrix_size = 5000
#%% Diğer sınıflandırma metodlarıda karşılaştırılarak en yüksek başarılı sınıf seçilir.
models=[GaussianNB(),
RandomForestClassifier(n_estimators=100),
KNeighborsClassifier(n_neighbors=5),
DecisionTreeClassifier(),
SVC(gamma='scale'),
GradientBoostingClassifier(),
LogisticRegression(multi_class="auto", solver="liblinear"),
ExtraTreesClassifier(n_estimators=100),
BaggingClassifier()]
def best_model(models, show_metrics=False):
print("INFO: Finding Accuracy Best Classifier...", end="\n\n")
best_clf=None
best_acc=0
for clf in models:
clf.fit(x_train, y_train)
y_pred=clf.predict(x_test)
acc=metrics.accuracy_score(y_test, y_pred)
print(clf.__class__.__name__, end=" ")
print("Accuracy: {:.3f}".format(acc))
if best_acc<acc:
best_acc=acc
def compute_score(X_train, y_train, X_test, y_test, cat_indicator, n_jobs, orig_timeout):
trees = 100
max_iter = 1000
if len(X_train) >= 100000:
trees = 10
max_iter = 100
print("Start!")
timeout = orig_timeout
start = timer()
(X_train, X_test, cat_indicator) = reduce_dimensionality(X_train, X_test, cat_indicator)
classifiers = [BernoulliNB(), LinearDiscriminantAnalysis(), LogisticRegression(random_state=1), AdaBoostClassifier(random_state=1), LinearSVC(max_iter=max_iter, random_state=1), ExtraTreesClassifier(random_state=1, n_estimators=trees), RandomForestClassifier(random_state=1, n_estimators=trees), BaggingClassifier(random_state=1, n_estimators=10), MLPClassifier(random_state=1,early_stopping=True), GradientBoostingClassifier(max_features=5, random_state=1, n_estimators=10)]
model_steps = [SimpleImputer(strategy='median'), RobustScaler()]
ohe = OneHotEncoder(handle_unknown='ignore', sparse=False)
cats = []
rows = len(X_train)
# use rule of thumb to exclude categorical atts with high cardinality for one-hot-encoding
max_num_cols = math.log(rows, 2)
if rows > 100000:
max_num_cols = max_num_cols/4
# Iterate over all categorical attributes
for i in range(len(cat_indicator)):
if cat_indicator[i] is True:
arity = len(X_train.iloc[:,i].unique())
if arity <= max_num_cols:
cats.append(i)
if len(cats) > 0:
start1=timer()
X_train.reset_index(drop=True,inplace=True)
X_object = X_train.iloc[:,cats]
codes = ohe.fit_transform(X_object)
X_train = pd.concat([X_train.drop(X_train.columns[cats],axis=1),
pd.DataFrame(codes).astype(int)], axis=1)
end1=timer()
for m in model_steps:
X_train = m.fit_transform(X_train)
y_train = pd.DataFrame(y_train)
X_train = pd.DataFrame(X_train)
num_atts = X_train.shape[1]
if num_atts <= 50 and rows <= 10000:
classifiers.append(KNeighborsClassifier(n_neighbors=10))
# For ensembles
if num_atts >= 500:
classifiers[5].max_features="log2"
classifiers[6].max_features="log2"
classifiers[7].max_features=0.8
classifiers[9].max_features=min(5, num_atts)
# For bagging
if num_atts < 100:
if rows <= 10000:
classifiers[7].n_estimators = 100
elif rows <= 50000:
classifiers[7].n_estimators = 50
else:
classifiers[7].n_estimators = 10
async_message_thread = Pool((int)(n_jobs))
results = [async_message_thread.apply_async(score_solution, (X_train, y_train, c)) for c in classifiers]
index = 0
scores = []
end = timer()
time_used = end - start
timeout = timeout - time_used
print("time remaining = ", timeout)
for r in results:
try:
start_solution = timer()
score = r.get(timeout=timeout)
scores.append(score)
end_solution = timer()
time_used = end_solution - start_solution
timeout = timeout - time_used
if timeout <= 0:
timeout = 3
except TimeoutError:
timeout = 1
except:
print(sys.exc_info()[0])
print("Solution terminated: ", classifiers[index])
print(X_train.shape)
scores.append(-1)
end_solution = timer()
time_used = end_solution - start_solution
timeout = timeout - time_used
if timeout <= 0:
timeout = 1
index = index + 1
pca = None
RFpca = None
print("time remaining = ", timeout)
if timeout >= 10 and len(X_train) < 100000:
from sklearn.decomposition import PCA
start_solution = timer()
n_comp = min(10, X_train.shape[1])
pca = PCA(n_components=n_comp)
Xpca = pca.fit_transform(X_train)
end_solution = timer()
time_used = end_solution - start_solution
print("PCA = ", time_used)
RFpca = RandomForestClassifier(random_state=1)
score = score_solution(pd.DataFrame(Xpca), y_train, RFpca)
scores.append(score)
classifiers.append(RFpca)
else:
classifiers.append(None)
scores.append(-1)
timeout = timeout - time_used
bagged_trees = classifiers[7].n_estimators
while timeout > 0.1 * orig_timeout:
trees = trees + 100
print("Trying trees = ", trees)
classifiers.append(ExtraTreesClassifier(random_state=1, n_estimators=trees))
classifiers.append(RandomForestClassifier(random_state=1, n_estimators=trees))
bagged_trees = bagged_trees + 10
classifiers.append(BaggingClassifier(random_state=1, max_features=classifiers[7].max_features, n_estimators=bagged_trees))
results = [async_message_thread.apply_async(score_solution, (X_train, y_train, c)) for c in classifiers[10:13]]
for r in results:
try:
start_solution = timer()
score = r.get(timeout=timeout)
scores.append(score)
end_solution = timer()
time_used = end_solution - start_solution
timeout = timeout - time_used
if timeout <= 0:
timeout = 1
except TimeoutError:
timeout = 1
except:
print(sys.exc_info()[0])
print("Solution terminated: ")
scores.append(-1)
end_solution = timer()
time_used = end_solution - start_solution
timeout = timeout - time_used
if timeout <= 0:
timeout = 1
if trees > 1000:
break
print(scores)
# Sort solutions by their scores and rank them
sorted_x = np.argsort(scores)
best_model = None
bestindex = sorted_x[len(scores)-1]
if bestindex == 10:
# Best is PCA-RF model
best_model = RFpca
best_model.fit(Xpca, y_train)
model_steps.append(pca)
cl = "pca+rf"
else:
best_model = classifiers[bestindex]
print(best_model)
best_model.fit(X_train, y_train)
cl = type(best_model).__name__
if len(cats) > 0:
# OHE
X_test.reset_index(drop=True,inplace=True)
X_object = X_test.iloc[:,cats]
codes = ohe.transform(X_object)
X_test = pd.concat([X_test.drop(X_test.columns[cats],axis=1),
pd.DataFrame(codes).astype(int)], axis=1)
for m in model_steps:
X_test = m.transform(X_test)
y_hat = best_model.predict(X_test)
best = accuracy_score(y_test, y_hat)
#for c in classifiers:
# c.fit(X_train, y_train)
# y_hat = c.predict(X_test)
# best1 = accuracy_score(y_test, y_hat)
# print(c)
# print(best1)
return (best, len(X_train.columns), cl)
learning_rate=0.75)
model2.fit(train_X, train_y)
model3 = RandomForestClassifier(n_jobs=-1,
n_estimators=500,
warm_start=True,
#'max_features': 0.2,
max_depth=6,
min_samples_leaf=2,
max_features='sqrt',
verbose=0
)
model3.fit(train_X, train_y)
model4 = ExtraTreesClassifier(n_jobs=-1,
n_estimators=500,
#max_features=0.5,
max_depth=8,
min_samples_leaf=2,
verbose=0)
model4.fit(train_X, train_y)
model5 = SVC(kernel='linear',
C=0.025)
model5.fit(train_X, train_y)
train_X1 = model1.predict(train_X)
train_X2 = model2.predict(train_X)
train_X3 = model3.predict(train_X)
train_X4 = model4.predict(train_X)
train_X5 = model5.predict(train_X)
train_X1 = train_X1[:, np.newaxis]
train_X2 = train_X2[:, np.newaxis]
def fun(in_road): # ok
start = time.time()
index = []
# 获取csv文件里面一共有几列
col_num = get_col.getCol(in_road)
data_dimension = col_num - 1
# 载入数据集
dataset = loadtxt(in_road, delimiter=",", skiprows=1)
print(type(dataset))
# split data into x and y
x = dataset[:, 0:data_dimension] # x[:,m:n]，即取所有数据的第m到n-1列数据，含左不含右
y = dataset[:, data_dimension]
random_s = [8, 20, 40, 100, 200, 1000] # 依据不同的种子运算多次，之后进行投票选择继续约减
for rs in random_s:
# 把数据集拆分成训练集和测试集
x_train, x_test, y_train, y_test = train_test_split(x,
y,
test_size=0.33,
random_state=rs)
print("-----------------XGBoost-----------------")
# 拟合XGBoost模型
model1 = XGBClassifier(
learning_rate=0.1,
n_estimators=1000, # 树的个数--1000棵树建立xgboost
max_depth=5, # 树的深度
min_child_weight=1, # 叶子节点最小权重
gamma=0., # 惩罚项中叶子结点个数前的参数
subsample=0.8, # 随机选择80%样本建立决策树
colsample_btree=0.8, # 随机选择80%特征建立决策树
objective='reg:logistic', # 指定损失函数
scale_pos_weight=1, # 解决样本个数不平衡的问题
random_state=27 # 随机数种子
)
model1.fit(x_train, y_train)
# 强特征排序
importance = model1.feature_importances_
top = pd.Series(importance).sort_values(ascending=False)
# 输出前10的index索引
print(list(top.index)[:top_num])
index.extend(list(top.index)[:top_num])
# 对测试集做预测
y_pred = model1.predict(x_test)
predictions = [round(value) for value in y_pred]
accuracy = accuracy_score(y_test, predictions)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
precision = precision_score(y_test, predictions)
print("precision: %.2f%%" % (precision * 100.0))
print("-----------------LightGBM-----------------")
params = {
'task': 'train',
'boosting_type': 'gbdt', # GBDT算法为基础
'objective': 'binary',
'metric': 'auc', # 评判指标
'max_bin': 255, # 大会有更准的效果,更慢的速度
'learning_rate': 0.1, # 学习率
'num_leaves': 64, # 大会更准,但可能过拟合
# 'max_depth': -1, 小数据集下限制最大深度可防止过拟合,小于0表示无限制
'feature_fraction': 0.8, # 防止过拟合
'bagging_freq': 5, # 防止过拟合
'bagging_fraction': 0.8, # 防止过拟合
'min_data_in_leaf': 10, # 防止过拟合
'min_sum_hessian_in_leaf': 3.0, # 防止过拟合
# 'header': True 数据集是否带表头
'verbose':
-1 # 忽略掉警告：No further splits with positive gain, best gain: -inf
}
lgb_train = lgb.Dataset(x_train, label=y_train)
model2 = lgb.train(params, train_set=lgb_train)
importance = model2.feature_importance()
top = pd.Series(importance).sort_values(ascending=False)
print(list(top.index)[:top_num])
index.extend(list(top.index)[:top_num])
y_pred = model2.predict(x_test)
predictions = [round(value) for value in y_pred]
accuracy = accuracy_score(y_test, predictions)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
precision = precision_score(y_test, predictions)
print("precision: %.2f%%" % (precision * 100.0))
print("-----------------ExtraTree是随机森林的一个变种-----------------")
model4 = ExtraTreesClassifier(n_estimators=10,
max_depth=None,
min_samples_split=2,
random_state=0)
model4.fit(x_train, y_train)
importance = model4.feature_importances_
top = pd.Series(importance).sort_values(ascending=False)
print(list(top.index)[:top_num])
index.extend(list(top.index)[:top_num])
y_pred = model4.predict(x_test)
predictions = [round(value) for value in y_pred]
accuracy = accuracy_score(y_test, predictions)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
precision = precision_score(y_test, predictions)
print("precision: %.2f%%" % (precision * 100.0))
end = time.time()
running_time = end - start
print('-----------time--------')
print(running_time)
print(index)
#排序
sort = get_count_by_counter(index)
top_index = sort.most_common(top_num)
return top_index
import numpy as np
import pandas as pd
from sklearn.ensemble import ExtraTreesClassifier
from sklearn.model_selection import train_test_split
from sklearn.pipeline import make_pipeline, make_union
from sklearn.svm import LinearSVC
from tpot.builtins import StackingEstimator
# NOTE: Make sure that the class is labeled 'target' in the data file
tpot_data = pd.read_csv('PATH/TO/DATA/FILE',
sep='COLUMN_SEPARATOR',
dtype=np.float64)
features = tpot_data.drop('target', axis=1).values
training_features, testing_features, training_target, testing_target = \
train_test_split(features, tpot_data['target'].values, random_state=42)
# Score on the training set was:0.9270935960591131
exported_pipeline = make_pipeline(
StackingEstimator(estimator=LinearSVC(
C=0.01, dual=True, loss="hinge", penalty="l2", tol=1e-05)),
ExtraTreesClassifier(bootstrap=True,
criterion="entropy",
max_features=0.7500000000000001,
min_samples_leaf=5,
min_samples_split=2,
n_estimators=100))
exported_pipeline.fit(training_features, training_target)
results = exported_pipeline.predict(testing_features)
},
'lr': {
'cv_param': {
'C': [.01, .05, .1, .5, 1.0, 5.0, 10.0],
'penalty': ['l1', 'l2']
},
'estimator': LogisticRegression(random_state=Repeat * 10 + 2)
},
'et': {
'cv_param': {
'criterion': ['gini', 'entropy'],
'max_depth': [3, 5, 7, None],
'n_estimators': [10, 20, 30, 50, 100]
},
'estimator':
ExtraTreesClassifier(n_jobs=-1, random_state=Repeat * 10 + 2)
},
'rf': {
'cv_param': {
'criterion': ['gini', 'entropy'],
'max_depth': [3, 5, 7, None],
'n_estimators': [10, 20, 30, 50, 100]
},
'estimator':
RandomForestClassifier(n_jobs=-1, random_state=Repeat * 10 + 2)
}
}
n_clf = len(CLF)
Fscore_trn = np.zeros(n_clf)
Fscore_tst = np.zeros(n_clf)
prob_trn = np.zeros([n_clf, n_cases_trn, 10])
def classifier():
np.random.seed(0) # seed to shuffle the train set
n_folds = 5
verbose = True
shuffle = False
X, y, X_submission, soln = load()
if shuffle:
idx = np.random.permutation(y.size)
X = X[idx]
y = y[idx]
skf = list(StratifiedKFold(y, n_folds))
clfs = [
RandomForestClassifier(n_estimators=10, n_jobs=-1, criterion='gini'),
RandomForestClassifier(n_estimators=10, n_jobs=-1,
criterion='entropy'),
ExtraTreesClassifier(n_estimators=10, n_jobs=-1, criterion='gini'),
ExtraTreesClassifier(n_estimators=10, n_jobs=-1, criterion='entropy')
]
print "Creating train and test sets for blending."
dataset_blend_train = np.zeros((X.shape[0], len(clfs)))
dataset_blend_test = np.zeros((X_submission.shape[0], len(clfs)))
for j, clf in enumerate(clfs):
print j, clf
dataset_blend_test_j = np.zeros((X_submission.shape[0], len(skf)))
for i, (train, test) in enumerate(skf):
print "Fold", i
X_train = X[train]
y_train = y[train]
X_test = X[test]
y_test = y[test]
for item in X_train:
if len(item) != 1776:
print len(item)
clf.fit(X_train, y_train)
y_submission = clf.predict_proba(X_test)[:, 1]
dataset_blend_train[test, j] = y_submission
dataset_blend_test_j[:, i] = clf.predict_proba(X_submission)[:, 1]
dataset_blend_test[:, j] = dataset_blend_test_j.mean(1)
print len(dataset_blend_test[0])
print "Without Blending"
y_submission = dataset_blend_test.mean(1)
y_submission = (y_submission - y_submission.min()) / (y_submission.max() -
y_submission.min())
print "Saving Results."
np.savetxt(fname='test_ans.csv', X=y_submission, fmt='%0.9f')
print "LogLoss."
print logloss(y_submission, soln)
print "Blending."
clf = LogisticRegression()
clf.fit(dataset_blend_train, y)
y_submission = clf.predict_proba(dataset_blend_test)[:, 1]
print "Linear stretch of predictions to [0,1]"
y_submission = (y_submission - y_submission.min()) / (y_submission.max() -
y_submission.min())
print "LogLoss."
print logloss(y_submission, soln)
# plt.show()
# 传统决策树，随机森林算法 极端随机数的区别
DT = DecisionTreeClassifier(max_depth=None,
min_samples_split=2,
random_state=0)
RF = RandomForestClassifier(n_estimators=10,
max_features=math.sqrt(n_features),
max_depth=None,
min_samples_split=2,
bootstrap=True)
EC = ExtraTreesClassifier(n_estimators=10,
max_features=math.sqrt(n_features),
max_depth=None,
min_samples_split=2,
bootstrap=False)
# 训练
DT.fit(x_train, y_train)
RF.fit(x_train, y_train)
EC.fit(x_train, y_train)
#区域预测
# 第0列的范围
x1_min, x1_max = x[:, 0].min(), x[:, 0].max()
# 第1列的范围
x2_min, x2_max = x[:, 1].min(), x[:, 1].max()
# 生成网格采样点行列均为200点
x1, x2 = np.mgrid[x1_min:x1_max:200j, x2_min:x2_max:200j]
tmp_len = len(train[train_series.isnull()])
if tmp_len > 0:
#print "mean", train_series.mean()
train.loc[train_series.isnull(), train_name] = -999
#and Test
tmp_len = len(test[test_series.isnull()])
if tmp_len > 0:
test.loc[test_series.isnull(), test_name] = -999
X_train = train
X_test = test
print('Training...')
extc = ExtraTreesClassifier(n_estimators=750,
max_features=60,
criterion='entropy',
min_samples_split=4,
max_depth=40,
min_samples_leaf=2,
n_jobs=-1)
extc.fit(X_train, target)
print('Predict...')
y_pred = extc.predict_proba(X_test)
#print y_pred
pd.DataFrame({
"ID": id_test,
"PredictedProb": y_pred[:, 1]
}).to_csv('extra_trees.csv', index=False)
def TestPerformance2(X, Y, nF=3, testTimes=10, bScaled=1, _test_size=0.1):
if bScaled == 1:
X_scaled = preprocessing.scale(X)
X = X_scaled
print('--------------------START-----------')
hitResult0 = []
hitResult1 = []
hitResult2 = []
hitResult3 = []
hitResult4 = []
times = np.zeros(5, )
for iter in range(testTimes):
X_train, X_test, y_train, y_test = train_test_split(
X, Y, test_size=_test_size)
starttime = datetime.datetime.now()
model = IWKNN()
w = model.fit(X_train, y_train)
endtime = datetime.datetime.now()
times[0] = times[0] + (endtime - starttime).seconds
print('------------IWKNN------------')
HitFeatures(hitResult0, w, nF)
# fit an Extra Trees model to the data
starttime = datetime.datetime.now()
model = ExtraTreesClassifier()
model.fit(X, Y)
endtime = datetime.datetime.now()
times[1] = times[1] + (endtime - starttime).seconds
print('------------ExtraTreesClassifier------------')
# display the relative importance of each attribute
# print(model.feature_importances_)
HitFeatures(hitResult1, model.feature_importances_, nF)
starttime = datetime.datetime.now()
model = LogisticRegression()
# create the RFE model and select 3 attributes
rfe = RFE(model, nF)
rfe = rfe.fit(X, Y)
endtime = datetime.datetime.now()
times[2] = times[2] + (endtime - starttime).seconds
# summarize the selection of the attributes
print('------------rfe logistic regression------------')
# print(rfe.support_)
# print(rfe.ranking_)
# print(support2value(rfe.support_))
HitFeatures(hitResult2, support2value(rfe.support_), nF)
# print(rfe.scores_)
starttime = datetime.datetime.now()
model = svm.SVC(kernel='linear')
# create the RFE model and select 3 attributes
rfe = RFE(model, nF)
rfe = rfe.fit(X, Y)
endtime = datetime.datetime.now()
times[3] = times[3] + (endtime - starttime).seconds
# summarize the selection of the attributes
print('------------rfe svm linear------------')
# print(rfe.support_)
# print(rfe.ranking_)
# print(support2value(rfe.support_))
HitFeatures(hitResult3, support2value(rfe.support_), nF)
starttime = datetime.datetime.now()
ridge = Ridge(alpha=1)
ridge.fit(X, Y)
endtime = datetime.datetime.now()
times[4] = times[4] + (endtime - starttime).seconds
print('------------ridge------------')
# print (ridge.coef_)
# print (ridge.intercept_)
HitFeatures(hitResult4, ridge.coef_, nF)
print('time=')
print(times)
"QuadraticDiscriminantAnalysis":
QuadraticDiscriminantAnalysis(),
"SupportVectorMachine":
SVC(kernel="poly", degree=5),
"LogisticRegression":
LogisticRegression(solver="saga", n_jobs=-1),
"ArtificalNeuralNetwork":
MLPClassifier(hidden_layer_sizes=30, max_iter=2000, solver="lbfgs"),
"DecisionTree":
DecisionTreeClassifier(random_state=42),
"ExtraTree":
ExtraTreeClassifier(random_state=42),
"RandomForest":
RandomForestClassifier(n_jobs=-1, random_state=42),
"ExtraTrees":
ExtraTreesClassifier(n_jobs=-1, random_state=42),
"XGBoost":
XGBClassifier(use_label_encoder=False,
eval_metric="error",
n_jobs=-1,
random_state=42),
"LightGBM":
LGBMClassifier(n_estimators=128, n_jobs=-1, random_state=42),
"AdaBoost":
AdaBoostClassifier(n_estimators=128, learning_rate=1.0, random_state=42),
"Bagging":
BaggingClassifier(n_estimators=128, n_jobs=-1, random_state=42),
"GradientBoosting":
GradientBoostingClassifier(n_estimators=128,
learning_rate=1.0,
random_state=42),
num_round,
watchlist,
obj=logregobj,
feval=evalerror)
# scikit-learn ExtraTreesClassifier..................................
import gc
from time import time
from sklearn.pipeline import make_pipeline
from sklearn.ensemble import ExtraTreesClassifier
from sklearn.model_selection import StratifiedKFold, GridSearchCV
from sklearn.model_selection import cross_val_score
from sklearn.metrics import roc_auc_score
pipe_ext = make_pipeline(ExtraTreesClassifier(
random_state=SEED,
n_jobs=CPU,
))
param_grid_ext = {
'extratreesclassifier__n_estimators': [1000],
'extratreesclassifier__max_depth': [4, 6, 8],
'extratreesclassifier__min_samples_split': [10],
'extratreesclassifier__min_samples_leaf': [10],
'extratreesclassifier__max_features': ['sqrt'],
'extratreesclassifier__n_jobs': [CPU]
}
gridcv_ext = GridSearchCV(pipe_ext,
param_grid=param_grid_ext,
scoring='roc_auc',
n_jobs=1,
cv=StratifiedKFold(n_splits=5,
shuffle=True,
# ## Selecting the best Features for our Model
# In[42]:
x = df4.drop("quality",axis=True)
y = df4["quality"]
# In[43]:
from sklearn.ensemble import ExtraTreesClassifier
model = ExtraTreesClassifier()
model.fit(x,y)
# In[44]:
print(model.feature_importances_)
# In[45]:
feat_importances = pd.Series(model.feature_importances_,index =x.columns)
feat_importances.nlargest(9).plot(kind="barh")
plt.show()
class SentimentAnalysis:
def readFile(self, filePath):
data = []
y = []
with open(filePath, 'r') as file:
csvreader = csv.reader(file, delimiter='\t')
next(csvreader)
for row in csvreader:
data.append(row[2])
if len(row) > 3:
y.append(row[3])
return data, y
def preprocess(self, data):
preprocessedCorpus = []
for phrase in data:
# All to lower case
phrase = phrase.lower()
# Split to tokens
tokenizer = RegexpTokenizer(r'\w+')
tokens = tokenizer.tokenize(phrase)
# Stopword filtering
nonstopTokens = [token for token in tokens if not token in self.stopWords]
# Stemming
stemmer = SnowballStemmer("english")
for index, item in enumerate(nonstopTokens):
stemmedWord = stemmer.stem(item)
nonstopTokens[index] = stemmedWord
# Remove numbers
finalTokens = [token for token in nonstopTokens if not token.isnumeric()]
# Add to corpus
preprocessedCorpus.append(" ".join(nonstopTokens))
return preprocessedCorpus
def extractFeatures(self, corpus):
wordIds = []
CountVectorizer(binary=binary,
tokenizer=lambda x: x.split(),
min_df=min_df,
ngram_range=(1, 1),
stop_words=stopwords),
ClassifierOvOAsFeatures()
for phrase in corpus:
wordIds.append([self.word2id[word] for word in phrase.split(" ")])
return wordIds
def classify(self):
leafNodeSizeRange = range(1,100)
scoreCrossVal = list()
for minLeafNodeSize in leafNodeSizeRange:
self.classifier = RandomForestClassifier(n_estimators=200, criterion='gini',
min_samples_leaf=minLeafNodeSize, n_jobs=-1)
scores = cross_val_score(self.classifier, self.X, self.y, cv=10)
scoreCrossVal.append(scores.mean())
print(scores.mean())
index, val = max(enumerate(scoreCrossVal), key=operator.itemgetter(1))
print("Max cross validation score: " + str(val))
optimLeafNodeSize = leafNodeSizeRange[index]
print("Optimal min leaf node size: " + str(optimLeafNodeSize))
plt.figure()
plt.plot(leafNodeSizeRange, scoreCrossVal)
plt.xlabel('Minimum samples in leaf node')
plt.ylabel('Cross validation score')
plt.title('Random Forest')
plt.show()
maxDepthRange = range(30, 100, 5)
scoreCrossVal = list()
for maxTreeDepth in maxDepthRange:
self.classifier = RandomForestClassifier(n_estimators=200, criterion='gini',
max_depth=maxTreeDepth,n_jobs=-1)
scores = cross_val_score(self.classifier, self.X, self.y, cv=10)
scoreCrossVal.append(scores.mean())
index, val = max(enumerate(scoreCrossVal), key=operator.itemgetter(1))
print("Max cross validation score: " + str(val))
optimTreeDepth = maxDepthRange[index]
print("Optimal max tree depth: " + str(optimTreeDepth))
plt.figure()
plt.plot(maxDepthRange, scoreCrossVal)
plt.xlabel('Maximum tree depth')
plt.ylabel('Cross validation score')
plt.title('Random Forest')
plt.show()
# Try an extremely randomized forest.
leafNodeSizeRange = range(1, 100)
scoreCrossVal = list()
for minLeafNodeSize in leafNodeSizeRange:
print("Running model " + str(minLeafNodeSize) + "...")
self.classifier = ExtraTreesClassifier(n_estimators=200, criterion='gini',
min_samples_leaf=minLeafNodeSize)
scores = cross_val_score(self.classifier, self.X, self.y, cv=10)
scoreCrossVal.append(scores.mean())
index, val = max(enumerate(scoreCrossVal), key=operator.itemgetter(1))
print("Max cross validation score: " + str(val))
optimLeafNodeSize = leafNodeSizeRange[index]
print("Optimal min leaf node size: " + str(optimLeafNodeSize))
plt.figure()
plt.plot(leafNodeSizeRange, scoreCrossVal)
plt.xlabel('Minimum samples in leaf node')
plt.ylabel('Cross validation score')
plt.title('Extremely Randomized Forest')
plt.show()
class BaseSkModel(object):
"""
モデルに関する情報を定義する。モデル名、フォルダパス、目的変数等
"""
version_str = 'base'
""" モデルのバージョン名 """
model_name = ''
""" 学習モデルの名前（XGBoostとか）。init時の引数で定義される """
model_path = ""
""" モデルデータが格納される親フォルダ。 """
class_list = ['競走種別コード', '場コード']
""" 分類軸のリスト。このリスト毎に学習モデルを生成 """
obj_column_list = ['WIN_FLAG', 'JIKU_FLAG', 'ANA_FLAG']
""" 説明変数のリスト。このリストの説明変数毎に処理を実施する """
ens_folder_path = ""
""" モデルデータが格納される親フォルダ。 """
dict_folder = ""
""" 辞書フォルダのパス """
index_list = ["RACE_KEY", "UMABAN", "NENGAPPI"]
""" 対象データの主キー。ModeがRaceの場合はRACEにする """
clfs = [
RandomForestClassifier(n_estimators=100, n_jobs=-1, criterion='gini'),
ExtraTreesClassifier(n_estimators=100, n_jobs=-1, criterion='gini'),
GradientBoostingClassifier(learning_rate=0.05,
subsample=0.5,
max_depth=6,
n_estimators=50),
KNeighborsClassifier(n_neighbors=10, n_jobs=-1),
GaussianNB(),
XGBClassifier(learning_rate=0.1,
n_estimators=1000,
max_depth=5,
min_child_weight=1,
gamma=0,
subsample=0.8,
colsample_bytree=0.5,
objective='binary:logistic',
scale_pos_weight=1,
seed=0)
]
""" アンサンブル学習時に利用するクラス """
learning_df = ""
def __init__(self, model_name, version_str, start_date, end_date,
mock_flag, test_flag, mode):
self.model_name = model_name
self.version_str = version_str
self.start_date = start_date
self.end_date = end_date
self.dict_path = mc.return_base_path(test_flag)
self._set_folder_path(mode)
self.model_folder = self.model_path + model_name + '/'
self.proc = self._get_skproc_object(version_str, start_date, end_date,
model_name, mock_flag, test_flag)
def _set_folder_path(self, mode):
self.model_path = self.dict_path + 'model/' + self.version_str + '/'
self.dict_folder = self.dict_path + 'dict/' + self.version_str + '/'
self.ens_folder_path = self.dict_path + 'intermediate/' + self.version_str + '_' + mode + '/'
def _get_skproc_object(self, version_str, start_date, end_date, model_name,
mock_flag, test_flag):
print("-- check! this is BaseSkModel class: " +
sys._getframe().f_code.co_name)
proc = BaseSkProc(version_str, start_date, end_date, model_name,
mock_flag, test_flag, self.obj_column_list)
return proc
def create_learning_data(self):
""" 学習用データを作成。処理はprocを呼び出す """
self.learning_df = self.proc.proc_create_learning_data()
def get_all_learning_df_for_save(self):
save_learning_df = self.learning_df.drop(self.class_list, axis=1)
return save_learning_df
def get_val_list(self, df, cls_val):
val_list = df[cls_val].drop_duplicates().astype(str)
return val_list
def get_filter_df(self, df, cls_val, val):
if cls_val == "コース":
query_str = cls_val + " == '" + str(val) + "'"
else:
query_str = cls_val + " == " + val
print(query_str)
filter_df = df.query(query_str)
# 分類対象のデータを削除
filter_df.drop(self.class_list, axis=1, inplace=True)
return filter_df
def create_featrue_select_data(self, learning_df):
""" 説明変数ごとに特徴量作成の処理（TargetEncodingとか）の処理を実施
:param dataframe learning_df: dataframe
"""
self.proc.proc_create_featrue_select_data(learning_df)
def proc_learning_sk_model(self, df, cls_val, val):
""" 説明変数ごとに、指定された場所の学習を行う
:param dataframe df: dataframe
:param str basho: str
"""
if not df.dropna().empty:
if len(df.index) >= 30:
print("----- アンサンブル学習用のクラスをセット -----")
self.proc.set_ensemble_params(self.clfs, self.index_list,
self.ens_folder_path)
print("proc_learning_sk_model: df", df.shape)
for target in self.obj_column_list:
print(target)
self.proc.learning_sk_model(df, cls_val, val, target)
else:
print("---- 少数レコードのため学習スキップ -- " + str(len(df.index)))
else:
print("---- NaNデータが含まれているため学習をスキップ")
def create_predict_data(self):
""" 予測用データを作成。処理はprocを呼び出す """
predict_df = self.proc.proc_create_predict_data()
return predict_df
def proc_predict_sk_model(self, df, cls_val, val):
""" predictする処理をまとめたもの。指定されたbashoのターゲットフラグ事の予測値を作成して連結したものをdataframeとして返す
:param dataframe df: dataframe
:param str val: str
:return: dataframe
"""
all_df = pd.DataFrame()
if not df.empty:
for target in self.obj_column_list:
pred_df = self.proc._predict_sk_model(df, cls_val, val, target)
if not pred_df.empty:
grouped_df = pred_df #self._calc_grouped_data(pred_df)
grouped_df["target"] = target
grouped_df["target_date"] = pred_df[
"NENGAPPI"].dt.strftime('%Y/%m/%d')
grouped_df["model_name"] = self.model_name
all_df = pd.concat([all_df, grouped_df]).round(3)
return all_df
def create_import_data(self, all_df):
""" データフレームをアンサンブル化（Vote）して格納 """
all_df.dropna(inplace=True)
grouped_all_df = all_df.groupby(["RACE_KEY", "UMABAN", "target"],
as_index=False).mean()
date_df = all_df[["RACE_KEY", "target_date"]].drop_duplicates()
temp_grouped_df = pd.merge(grouped_all_df, date_df, on="RACE_KEY")
grouped_df = self._calc_grouped_data(temp_grouped_df)
import_df = grouped_df[[
"RACE_KEY", "UMABAN", "pred", "prob", "predict_std",
"predict_rank", "target", "target_date"
]].round(3)
print(import_df)
return import_df
def eval_pred_data(self, df):
""" 予測されたデータの精度をチェック """
check_df = self.proc.create_eval_prd_data(df)
for target in self.obj_column_list:
print(target)
target_df = check_df[check_df["target"] == target]
target_df = target_df.query("predict_rank == 1")
target_df.loc[:, "的中"] = target_df.apply(lambda x: 1
if x[target] == 1 else 0,
axis=1)
print(target_df)
avg_rate = target_df["的中"].mean()
print(round(avg_rate * 100, 1))
def import_data(self, df):
print("-- check! this is BaseSkModel class: " +
sys._getframe().f_code.co_name)
@classmethod
def get_recent_day(cls, start_date):
print("-- check! this is BaseSkModel class: " +
sys._getframe().f_code.co_name)
def set_target_date(self, start_date, end_date):
""" 学習等データ作成の対象期間をセットする
:param str start_date: 開始日（文字列）
:param str end_date: 終了日（文字列）
"""
self.start_date = start_date
self.end_date = end_date
def set_test_table(self, table_name):
""" test用のテーブルをセットする """
self.table_name = table_name
def _calc_grouped_data(self, df):
""" 与えられたdataframe(予測値）に対して偏差化とランク化を行ったdataframeを返す
:param dataframe df: dataframe
:return: dataframe
"""
grouped = df.groupby(["RACE_KEY", "target"])
grouped_df = grouped.describe()['prob'].reset_index()
merge_df = pd.merge(df, grouped_df, on=["RACE_KEY", "target"])
merge_df['predict_std'] = (
merge_df['prob'] - merge_df['mean']) / merge_df['std'] * 10 + 50
df['predict_rank'] = grouped['prob'].rank("dense", ascending=False)
merge_df = pd.merge(
merge_df,
df[["RACE_KEY", "UMABAN", "predict_rank", "target"]],
on=["RACE_KEY", "UMABAN", "target"])
return_df = merge_df[[
'RACE_KEY', 'UMABAN', 'pred', 'prob', 'predict_std',
'predict_rank', "target", "target_date"
]]
return return_df
y_train = np.loadtxt('y_train_clas.csv', delimiter=',', skiprows=1)[:, 1]
X_data_test = np.loadtxt('X_test_clas.csv', delimiter=',', skiprows=1)
''' Optional Hyperparameter tuning:
pipeline = make_pipeline(ExtraTreesClassifier())
# Declare hyperparameters to tune
hyperparameters = {'extratreesclassifier__random_state': range(0,50,1),
'extratreesclassifier__n_estimators' : range(60,70,1),
'extratreesclassifier__max_features' : [None, 'sqrt', 'log2'],
'extratreesclassifier__max_depth' : [None, 4, 5, 6, 7, 8, 10]}
# Tune model using cross-validation
#clextr = RandomizedSearchCV(pipeline, hyperparameters, n_iter=1000)
'''
## fitting the model
clextr = ExtraTreesClassifier(random_state=22)
# Fit the model for the data
clextr.fit(X_train, y_train)
y_predict = clextr.predict(X_data_test)
# store data into the csv file
test_header = "Id,EpiOrStroma"
n_points = X_data_test.shape[0]
y_predict_pp = np.ones((n_points, 2))
y_predict_pp[:, 0] = range(n_points)
y_predict_pp[:, 1] = y_predict
np.savetxt('clas_et_submission.csv',
y_predict_pp,
fmt='%d',
delimiter=",",
header=test_header,
feature_set_test.append(feature_extraction(Xtest[i][j]))
feature_sets_train = np.array(feature_set_train)
feature_sets_test = np.array(feature_set_test)
print("Loading Feature Set Matrix...")
print("FeatureSet Train: ", feature_sets_train.shape)
print("FeatureSet Test: ", feature_sets_test.shape)
# In[8]:
ytrain = ytrain.reshape(-1, )
ytest = ytest.reshape(-1, )
# print ("ytrain Reshaped!")
# In[9]:
Emodel = ExtraTreesClassifier(n_estimators=150, random_state=5047)
Emodel.fit(feature_sets_train, ytrain)
# In[10]:
t1 = time()
pred = Emodel.predict(feature_sets_test[0].reshape(1, -1))
print("Running the Classifier, Sony Dependent mode... ")
print("Predicted Label: ", pred[0])
t2 = time()
print("Time taken per prediction (in sec): ", t2 - t1)
# In[ ]: