def train(self, tr_x, tr_y, va_x=None, va_y=None):
# データのセット・スケーリング
validation = va_x is not None
self.one_hot_encoder = Util.load('one-hot-enc.pkl')
tr_x = self.one_hot_encoder.transform(tr_x[self.categoricals])
scaler = StandardScaler()
# scaler = MinMaxScaler()
scaler.fit(tr_x)
tr_x = scaler.transform(tr_x)
if validation:
va_x = self.one_hot_encoder.transform(va_x[self.categoricals])
va_x = scaler.transform(va_x)
# パラメータ
classes = self.params['classes']
layers = self.params['layers']
dropout = self.params['dropout']
units = self.params['units']
nb_epoch = self.params['nb_epoch']
patience = self.params['patience']
# モデルの構築
model = Sequential()
model.add(Dense(units, input_shape=(tr_x.shape[1],)))
model.add(PReLU())
model.add(BatchNormalization())
model.add(Dropout(dropout))
for l in range(layers - 1):
units = int(units/2)
model.add(Dense(units))
model.add(PReLU())
model.add(BatchNormalization())
model.add(Dropout(dropout))
model.add(Dense(classes))
adam = optimizers.Adam(lr=1e-4)
model.compile(optimizer=adam, loss="mean_absolute_error")
if validation:
early_stopping = EarlyStopping(monitor='val_loss', patience=patience,
verbose=1, restore_best_weights=True)
save_best = ModelCheckpoint('nn_model.w8', save_weights_only=True, save_best_only=True, verbose=1)
model.fit(tr_x, tr_y, epochs=nb_epoch, batch_size=128, verbose=2,
validation_data=(va_x, va_y), callbacks=[save_best, early_stopping])
else:
model.fit(tr_x, tr_y, nb_epoch=nb_epoch, batch_size=128, verbose=2)
# モデル・スケーラーの保持
model.load_weights('nn_model.w8')
self.model = model
self.scaler = scaler
def load_model(self, path):
model_path = os.path.join(path, f'{self.run_fold_name}.model')
self.model = Util.load(model_path)
def calc_feature_importance(self,
dir_name,
run_name,
features,
n_splits,
type='gain'):
"""feature importanceの計算
"""
model_array = []
for i in range(n_splits):
model_path = os.path.join(dir_name, f'{run_name}-fold{i}.model')
model = Util.load(model_path)
model_array.append(model)
if type == 'gain':
# gainの計算
val_gain = model_array[0].feature_importance(
importance_type='gain')
val_gain = pd.Series(val_gain)
for m in model_array[1:]:
s = pd.Series(m.feature_importance(importance_type='gain'))
val_gain = pd.concat([val_gain, s], axis=1)
if n_splits == 1:
val_gain = val_gain.values
df = pd.DataFrame(val_gain,
index=features,
columns=['importance'
]).sort_values('importance',
ascending=False)
df.to_csv(dir_name + run_name + '_importance_gain.csv')
df = df.sort_values('importance', ascending=True).tail(100)
# 出力
fig, ax1 = plt.subplots(figsize=(10, 30))
plt.tick_params(labelsize=10) # 図のラベルのfontサイズ
# 棒グラフを出力
ax1.set_title('feature importance gain')
ax1.set_xlabel('feature importance')
ax1.barh(df.index,
df['importance'],
label='importance',
align="center",
alpha=0.6)
# 凡例を表示（グラフ左上、ax2をax1のやや下に持っていく）
ax1.legend(bbox_to_anchor=(1, 1),
loc='upper right',
borderaxespad=0.5,
fontsize=12)
# グリッド表示(ax1のみ)
ax1.grid(True)
plt.tight_layout()
plt.savefig(dir_name + run_name + '_fi_gain.png',
dpi=200,
bbox_inches="tight")
plt.close()
else:
# 各foldの平均を算出
val_mean = val_gain.mean(axis=1)
val_mean = val_mean.values
importance_df_mean = pd.DataFrame(
val_mean, index=features,
columns=['importance']).sort_values('importance')
# 各foldの標準偏差を算出
val_std = val_gain.std(axis=1)
val_std = val_std.values
importance_df_std = pd.DataFrame(
val_std, index=features,
columns=['importance']).sort_values('importance')
# マージ
df = pd.merge(importance_df_mean,
importance_df_std,
left_index=True,
right_index=True,
suffixes=['_mean', '_std'])
# 変動係数を算出
df['coef_of_var'] = df['importance_std'] / df['importance_mean']
df['coef_of_var'] = df['coef_of_var'].fillna(0)
df = df.sort_values('importance_mean', ascending=False)
df.to_csv(dir_name + run_name + '_importance_gain.csv')
df = df.sort_values('importance_mean',
ascending=True).tail(100)
# 出力
fig, ax1 = plt.subplots(figsize=(10, 30))
plt.tick_params(labelsize=10) # 図のラベルのfontサイズ
# 棒グラフを出力
ax1.set_title('feature importance gain')
ax1.set_xlabel('feature importance mean & std')
ax1.barh(df.index,
df['importance_mean'],
label='importance_mean',
align="center",
alpha=0.6)
ax1.barh(df.index,
df['importance_std'],
label='importance_std',
align="center",
alpha=0.6)
# 折れ線グラフを出力
ax2 = ax1.twiny()
ax2.plot(df['coef_of_var'],
df.index,
linewidth=1,
color="crimson",
marker="o",
markersize=8,
label='coef_of_var')
ax2.set_xlabel('Coefficient of variation')
# 凡例を表示（グラフ左上、ax2をax1のやや下に持っていく）
ax1.legend(bbox_to_anchor=(1, 1),
loc='upper right',
borderaxespad=0.5,
fontsize=12)
ax2.legend(bbox_to_anchor=(1, 0.94),
loc='upper right',
borderaxespad=0.5,
fontsize=12)
# グリッド表示(ax1のみ)
ax1.grid(True)
ax2.grid(False)
plt.tight_layout()
plt.savefig(dir_name + run_name + '_fi_gain.png',
dpi=200,
bbox_inches="tight")
plt.close()
else:
# splitの計算
val_split = self.model_array[0].feature_importance(
importance_type='split')
val_split = pd.Series(val_split)
for m in model_array[1:]:
s = pd.Series(m.feature_importance(importance_type='split'))
val_split = pd.concat([val_split, s], axis=1)
if n_splits == 1:
val_split = val_split.values
df = pd.DataFrame(val_split,
index=features,
columns=['importance'
]).sort_values('importance',
ascending=False)
df.to_csv(dir_name + run_name + '_importance_split.csv')
df = df.sort_values('importance', ascending=True).tail(100)
# 出力
fig, ax1 = plt.subplots(figsize=(10, 30))
plt.tick_params(labelsize=10) # 図のラベルのfontサイズ
# 棒グラフを出力
ax1.set_title('feature importance split')
ax1.set_xlabel('feature importance')
ax1.barh(df.index,
df['importance'],
label='importance',
align="center",
alpha=0.6)
# 凡例を表示（グラフ左上、ax2をax1のやや下に持っていく）
ax1.legend(bbox_to_anchor=(1, 1),
loc='upper right',
borderaxespad=0.5,
fontsize=12)
# グリッド表示(ax1のみ)
ax1.grid(True)
plt.tight_layout()
plt.savefig(dir_name + run_name + '_fi_gain.png',
dpi=200,
bbox_inches="tight")
plt.close()
else:
# 各foldの平均を算出
val_mean = val_split.mean(axis=1)
val_mean = val_mean.values
importance_df_mean = pd.DataFrame(
val_mean, index=features,
columns=['importance']).sort_values('importance')
# 各foldの標準偏差を算出
val_std = val_split.std(axis=1)
val_std = val_std.values
importance_df_std = pd.DataFrame(
val_std, index=features,
columns=['importance']).sort_values('importance')
# マージ
df = pd.merge(importance_df_mean,
importance_df_std,
left_index=True,
right_index=True,
suffixes=['_mean', '_std'])
df['coef_of_var'] = df['importance_std'] / df['importance_mean']
df['coef_of_var'] = df['coef_of_var'].fillna(0)
df = df.sort_values('importance_mean', ascending=True)
# 出力
fig, ax1 = plt.subplots(figsize=(10, 90))
plt.tick_params(labelsize=8) # 図のラベルのfontサイズ
# 棒グラフを出力
ax1.set_title('feature importance split')
ax1.set_xlabel('feature importance mean & std')
ax1.barh(df.index,
df['importance_mean'],
label='importance_mean',
align="center",
alpha=0.6)
ax1.barh(df.index,
df['importance_std'],
label='importance_std',
align="center",
alpha=0.6)
# 折れ線グラフを出力
ax2 = ax1.twiny()
ax2.plot(df['coef_of_var'],
df.index,
linewidth=1,
color="crimson",
marker="o",
markersize=8,
label='coef_of_var')
ax2.set_xlabel('Coefficient of variation')
# 凡例を表示（グラフ左上、ax2をax1のやや下に持っていく）
ax1.legend(bbox_to_anchor=(1, 1),
loc='upper right',
borderaxespad=0.5,
fontsize=12)
ax2.legend(bbox_to_anchor=(1, 0.94),
loc='upper right',
borderaxespad=0.5,
fontsize=12)
# グリッド表示(ax1のみ)
ax1.grid(True)
ax2.grid(False)
plt.tight_layout()
plt.savefig(dir_name + run_name + '_fi_split.png',
dpi=300,
bbox_inches="tight")
plt.close()
def load_model(self, path):
model_path = os.path.join(path, f'{self.run_fold_name}.h5')
scaler_path = os.path.join(path, f'{self.run_fold_name}-scaler.pkl')
self.model = load_model(model_path)
self.scaler = Util.load(scaler_path)
self.one_hot_encoder = Util.load('one-hot-enc.pkl')