/
unbalanced.py
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/
unbalanced.py
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# -*- coding: utf-8 -*-
"""
Created on Thu Nov 12 13:55:47 2015
@author: Mariia
"""
import matplotlib.pyplot as plt
import numpy as np
from sklearn.datasets import make_classification
from sklearn.decomposition import PCA
from unbalanced_dataset import UnderSampler, NearMiss, CondensedNearestNeighbour, OneSidedSelection,\
NeighbourhoodCleaningRule, TomekLinks, ClusterCentroids, OverSampler, SMOTE,\
SMOTETomek, SMOTEENN, EasyEnsemble, BalanceCascade
# Save a nice dark grey as a variable
almost_black = '#262626'
# Generate some data
x, y = make_classification(n_classes=2, class_sep=2, weights=[0.1, 0.9],
n_informative=3, n_redundant=1, flip_y=0,
n_features=20, n_clusters_per_class=1,
n_samples=1000, random_state=10)
# Instanciate a PCA object for the sake of easy visualisation
pca = PCA(n_components = 2)
# Fit and transform x to visualise inside a 2D feature space
x_vis = pca.fit_transform(x)
# Plot the original data
# Plot the two classes
plt.scatter(x_vis[y==0, 0], x_vis[y==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor='red', linewidth=0.15)
plt.scatter(x_vis[y==1, 0], x_vis[y==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor='blue', linewidth=0.15)
plt.legend()
plt.show()
# Generate the new dataset using under-sampling method
verbose = False
# 'Random under-sampling'
US = UnderSampler(verbose=verbose)
usx, usy = US.fit_transform(x, y)
# 'Tomek links'
TL = TomekLinks(verbose=verbose)
tlx, tly = TL.fit_transform(x, y)
# 'Clustering centroids'
CC = ClusterCentroids(verbose=verbose)
ccx, ccy = CC.fit_transform(x, y)
# 'NearMiss-1'
NM1 = NearMiss(version=1, verbose=verbose)
nm1x, nm1y = NM1.fit_transform(x, y)
# 'NearMiss-2'
NM2 = NearMiss(version=2, verbose=verbose)
nm2x, nm2y = NM2.fit_transform(x, y)
# 'NearMiss-3'
NM3 = NearMiss(version=3, verbose=verbose)
nm3x, nm3y = NM3.fit_transform(x, y)
# 'Condensed Nearest Neighbour'
CNN = CondensedNearestNeighbour(size_ngh=51, n_seeds_S=51, verbose=verbose)
cnnx, cnny = CNN.fit_transform(x, y)
# 'One-Sided Selection'
OSS = OneSidedSelection(size_ngh=51, n_seeds_S=51, verbose=verbose)
ossx, ossy = OSS.fit_transform(x, y)
# 'Neighboorhood Cleaning Rule'
NCR = NeighbourhoodCleaningRule(size_ngh=51, verbose=verbose)
ncrx, ncry = NCR.fit_transform(x, y)
# Apply PCA to be able to visualise the results
usx_vis = pca.transform(usx)
tlx_vis = pca.transform(tlx)
ccx_vis = pca.transform(ccx)
nm1x_vis = pca.transform(nm1x)
nm2x_vis = pca.transform(nm2x)
nm3x_vis = pca.transform(nm3x)
cnnx_vis = pca.transform(cnnx)
ossx_vis = pca.transform(ossx)
ncrx_vis = pca.transform(ncrx)
# Initialise the figure
palette = ['red', 'blue', 'green']
fs = 10 # fontsize
fig, axes = plt.subplots(nrows=3, ncols=3, figsize=(15,15))
# Random under-sampling
axes[0, 0].scatter(usx_vis[usy==0, 0], usx_vis[usy==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[0, 0].scatter(usx_vis[usy==1, 0], usx_vis[usy==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[0, 0].set_title('Random under-sampling', fontsize=fs)
# Tomek links
axes[0, 1].scatter(tlx_vis[tly==0, 0], tlx_vis[tly==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[0, 1].scatter(tlx_vis[tly==1, 0], tlx_vis[tly==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[0, 1].set_title('Tomek links', fontsize=fs)
# Cluster centroids
axes[0, 2].scatter(ccx_vis[ccy==0, 0], ccx_vis[ccy==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[0, 2].scatter(ccx_vis[ccy==1, 0], ccx_vis[ccy==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[0, 2].set_title('Cluster centroids', fontsize=fs)
# NearMiss-1
axes[1, 0].scatter(nm1x_vis[nm1y==0, 0], nm1x_vis[nm1y==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[1, 0].scatter(nm1x_vis[nm1y==1, 0], nm1x_vis[nm1y==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[1, 0].set_title('NearMiss-1', fontsize=fs)
# NearMiss-2
axes[1, 1].scatter(nm2x_vis[nm2y==0, 0], nm2x_vis[nm2y==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[1, 1].scatter(nm2x_vis[nm2y==1, 0], nm2x_vis[nm2y==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[1, 1].set_title('NearMiss-2', fontsize=fs)
# NearMiss-3
axes[1, 2].scatter(nm3x_vis[nm3y==0, 0], nm3x_vis[nm3y==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[1, 2].scatter(nm3x_vis[nm3y==1, 0], nm3x_vis[nm3y==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[1, 2].set_title('NearMiss-3', fontsize=fs)
# Condensed nearest neighbour
axes[2, 0].scatter(cnnx_vis[cnny==0, 0], cnnx_vis[cnny==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[2, 0].scatter(cnnx_vis[cnny==1, 0], cnnx_vis[cnny==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[2, 0].set_title('Condensed nearest neighbour', fontsize=fs)
# One-sided selection
axes[2, 1].scatter(ossx_vis[ossy==0, 0], ossx_vis[ossy==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[2, 1].scatter(ossx_vis[ossy==1, 0], ossx_vis[ossy==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[2, 1].set_title('One-sided selection', fontsize=fs)
# Neighboorhood cleaning rule
axes[2, 2].scatter(ncrx_vis[ncry==0, 0], ncrx_vis[ncry==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[2, 2].scatter(ncrx_vis[ncry==1, 0], ncrx_vis[ncry==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[2, 2].set_title('Neighboorhood cleaning rule', fontsize=fs)
plt.show()
# Generate the new dataset using under-sampling method
verbose = False
ratio = float(np.count_nonzero(y==1)) / float(np.count_nonzero(y==0))
# 'Random over-sampling'
OS = OverSampler(ratio=ratio, verbose=verbose)
osx, osy = OS.fit_transform(x, y)
# 'SMOTE'
smote = SMOTE(ratio=ratio, verbose=verbose, kind='regular')
smox, smoy = smote.fit_transform(x, y)
# 'SMOTE bordeline 1'
bsmote1 = SMOTE(ratio=ratio, verbose=verbose, kind='borderline1')
bs1x, bs1y = bsmote1.fit_transform(x, y)
# 'SMOTE bordeline 2'
bsmote2 = SMOTE(ratio=ratio, verbose=verbose, kind='borderline2')
bs2x, bs2y = bsmote2.fit_transform(x, y)
# 'SMOTE SVM'
svm_args={'class_weight' : 'auto'}
svmsmote = SMOTE(ratio=ratio, verbose=verbose, kind='svm', **svm_args)
svsx, svsy = svmsmote.fit_transform(x, y)
# 'SMOTE Tomek links'
STK = SMOTETomek(ratio=ratio, verbose=verbose)
stkx, stky = STK.fit_transform(x, y)
# 'SMOTE ENN'
SENN = SMOTEENN(ratio=ratio, verbose=verbose)
ennx, enny = SENN.fit_transform(x, y)
# 'EasyEnsemble'
EE = EasyEnsemble(verbose=verbose)
eex, eey = EE.fit_transform(x, y)
# 'BalanceCascade'
BS = BalanceCascade(verbose=verbose)
bsx, bsy = BS.fit_transform(x, y)
# Apply PCA to be able to visualise the results
osx_vis = pca.transform(osx)
smox_vis = pca.transform(smox)
bs1x_vis = pca.transform(bs1x)
bs2x_vis = pca.transform(bs2x)
svsx_vis = pca.transform(svsx)
stkx_vis = pca.transform(stkx)
ennx_vis = pca.transform(ennx)
# Project each subset of the ensemble
eex_vis = []
for e in eex:
eex_vis.append(pca.transform(e))
bsx_vis = []
for e in bsx:
bsx_vis.append(pca.transform(e))
# Initialise the figure
fs = 10 # fontsize
fig, axes = plt.subplots(nrows=3, ncols=3, figsize=(15,15))
# Random over-sampling
axes[0, 0].scatter(osx_vis[osy==0, 0], osx_vis[osy==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[0, 0].scatter(osx_vis[osy==1, 0], osx_vis[osy==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[1], linewidth=0.15)
axes[0, 0].set_title('Random over-sampling', fontsize=fs)
# SMOTE
axes[0, 1].scatter(smox_vis[smoy==0, 0], smox_vis[smoy==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[0, 1].scatter(smox_vis[smoy==1, 0], smox_vis[smoy==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[1], linewidth=0.15)
axes[0, 1].set_title('SMOTE', fontsize=fs)
# SMOTE borderline 1
axes[0, 2].scatter(bs1x_vis[bs1y==0, 0], bs1x_vis[bs1y==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[0, 2].scatter(bs1x_vis[bs1y==1, 0], bs1x_vis[bs1y==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[1], linewidth=0.15)
axes[0, 2].set_title('SMOTE borderline 1', fontsize=fs)
# SMOTE borderline 2
axes[1, 0].scatter(bs2x_vis[bs2y==0, 0], bs2x_vis[bs2y==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[1, 0].scatter(bs2x_vis[bs2y==1, 0], bs2x_vis[bs2y==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[1], linewidth=0.15)
axes[1, 0].set_title('SMOTE borderline 2', fontsize=fs)
# SMOTE SVM
axes[1, 1].scatter(svsx_vis[svsy==0, 0], svsx_vis[svsy==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[1, 1].scatter(svsx_vis[svsy==1, 0], svsx_vis[svsy==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[1, 1].set_title('SMOTE SVM', fontsize=fs)
# SMOTE Tomek links
axes[1, 2].scatter(stkx_vis[stky==0, 0], stkx_vis[stky==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[1, 2].scatter(stkx_vis[stky==1, 0], stkx_vis[stky==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[1, 2].set_title('SMOTE Tomek links', fontsize=fs)
# SMOTE ENN
axes[2, 0].scatter(ennx_vis[enny==0, 0], ennx_vis[enny==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
axes[2, 0].scatter(ennx_vis[enny==1, 0], ennx_vis[enny==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=palette[2], linewidth=0.15)
axes[2, 0].set_title('Condensed nearest neighbour', fontsize=fs)
# Easy-Ensemble
axes[2, 1].scatter(eex_vis[0][eey[0]==0, 0], eex_vis[0][eey[0]==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
for iy, e in enumerate(eex_vis):
axes[2, 1].scatter(e[eey[iy]==1, 0], e[eey[iy]==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=np.random.rand(3,), linewidth=0.15)
axes[2, 1].set_title('Easy-Ensemble', fontsize=fs)
# Balance-Cascade
axes[2, 2].scatter(bsx_vis[0][bsy[0]==0, 0], bsx_vis[0][bsy[0]==0, 1], label="Class #0", alpha=0.5,
edgecolor=almost_black, facecolor=palette[0], linewidth=0.15)
for iy, e in enumerate(bsx_vis):
axes[2, 2].scatter(e[bsy[iy]==1, 0], e[bsy[iy]==1, 1], label="Class #1", alpha=0.5,
edgecolor=almost_black, facecolor=np.random.rand(3,), linewidth=0.15)
axes[2, 2].set_title('Balance-Cascade', fontsize=fs)
plt.show()