def test_evaluate_multiclass_classification_all_metrics(self): X_train, Y_train, X_test, Y_test = get_dataset("iris") X_valid = X_test[:25,] Y_valid = Y_test[:25,] X_test = X_test[25:,] Y_test = Y_test[25:,] D = Dummy() D.info = {"metric": BAC_METRIC, "task": MULTICLASS_CLASSIFICATION, "is_sparse": False, "label_num": 3} D.data = {"X_train": X_train, "Y_train": Y_train, "X_valid": X_valid, "X_test": X_test} D.feat_type = ["numerical", "Numerical", "numerical", "numerical"] configuration_space = get_configuration_space(D.info, include_estimators=["lda"], include_preprocessors=["pca"]) # Test all scoring functions err = [] for i in range(N_TEST_RUNS): print("Evaluate configuration: %d; result:" % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = HoldoutEvaluator(D_, configuration, all_scoring_functions=True) if not self._fit(evaluator): continue err.append(evaluator.predict()) print(err[-1]) self.assertIsInstance(err[-1], dict) for key in err[-1]: self.assertEqual(len(err[-1]), 5) self.assertTrue(np.isfinite(err[-1][key])) self.assertGreaterEqual(err[-1][key], 0.0) print("Number of times it was worse than random guessing:" + str(np.sum(err > 1)))
def test_5000_classes(self): weights = ([0.0002] * 4750) + ([0.0001] * 250) X, Y = sklearn.datasets.make_classification( n_samples=10000, n_features=20, n_classes=5000, n_clusters_per_class=1, n_informative=15, n_redundant=5, n_repeated=0, weights=weights, flip_y=0, class_sep=1.0, hypercube=True, shift=None, scale=1.0, shuffle=True, random_state=1, ) self.assertEqual(250, np.sum(np.bincount(Y) == 1)) D = Dummy() D.info = {"metric": ACC_METRIC, "task": MULTICLASS_CLASSIFICATION, "is_sparse": False, "label_num": 1} D.data = {"X_train": X, "Y_train": Y, "X_valid": X, "X_test": X} D.feat_type = ["numerical"] * 5000 configuration_space = get_configuration_space( D.info, include_estimators=["lda"], include_preprocessors=["no_preprocessing"] ) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = HoldoutEvaluator(D_, configuration) evaluator.fit()
def test_with_abalone(self): dataset = 'abalone' dataset_path = os.path.join(os.path.dirname(__file__), '.datasets', dataset) D = CompetitionDataManager(dataset_path) configuration_space = get_configuration_space( D.info, include_estimators=['extra_trees'], include_preprocessors=['no_preprocessing']) errors = [] for i in range(N_TEST_RUNS): configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = NestedCVEvaluator(D_, configuration, inner_cv_folds=2, outer_cv_folds=2) if not self._fit(evaluator): continue err = evaluator.predict() self.assertLess(err, 0.99) self.assertTrue(np.isfinite(err)) errors.append(err) # This is a reasonable bound self.assertEqual(10, len(errors)) self.assertLess(min(errors), 0.77)
def _create_search_space(tmp_dir, data_info, watcher, log_function): task_name = 'CreateConfigSpace' watcher.start_task(task_name) config_space_path = os.path.join(tmp_dir, 'space.pcs') configuration_space = paramsklearn.get_configuration_space( data_info) sp_string = pcs_parser.write(configuration_space) _write_file_with_data(config_space_path, sp_string, 'Configuration space', log_function) watcher.stop_task(task_name) return configuration_space, config_space_path
def main(): parser = ArgumentParser() parser.add_argument("configuration_directory", metavar="configuration-directory") parser.add_argument("output_directory", metavar="output-directory") parser.add_argument("--cutoff", type=int, default=-1, help="Only consider the validation performances up to " "this time.") parser.add_argument("--num-runs", type=int, default=1) parser.add_argument("--only-best", type=bool, default=False, help="Look only for the best configuration in the " "validation files.") args = parser.parse_args() configuration_directory = args.configuration_directory output_dir = args.output_directory cutoff = int(args.cutoff) num_runs = args.num_runs for sparse, task in [(1, BINARY_CLASSIFICATION), (1, MULTICLASS_CLASSIFICATION), (0, BINARY_CLASSIFICATION), (0, MULTICLASS_CLASSIFICATION)]: for metric in ['acc_metric', 'auc_metric', 'bac_metric', 'f1_metric', 'pac_metric']: output_dir_ = os.path.join(output_dir, '%s_%s_%s' % ( metric, TASK_TYPES_TO_STRING[task], 'sparse' if sparse else 'dense')) configuration_space = paramsklearn.get_configuration_space( {'is_sparse': sparse, 'task': task} ) try: os.makedirs(output_dir_) except: pass outputs, configurations = retrieve_matadata( validation_directory=configuration_directory, num_runs=num_runs, metric=metric, cutoff=cutoff, configuration_space=configuration_space, only_best=args.only_best) if len(outputs) == 0: raise ValueError("Nothing found!") write_output(outputs, configurations, output_dir_, configuration_space, metric)
def test_evaluate_multiclass_classification(self): X_train, Y_train, X_test, Y_test = get_dataset("iris") X_valid = X_test[:25,] Y_valid = Y_test[:25,] X_test = X_test[25:,] Y_test = Y_test[25:,] D = Dummy() D.info = {"metric": BAC_METRIC, "task": MULTICLASS_CLASSIFICATION, "is_sparse": False, "label_num": 3} D.data = {"X_train": X_train, "Y_train": Y_train, "X_valid": X_valid, "X_test": X_test} D.feat_type = ["numerical", "Numerical", "numerical", "numerical"] configuration_space = get_configuration_space( D.info, include_estimators=["extra_trees"], include_preprocessors=["select_rates"] ) err = np.zeros([N_TEST_RUNS]) num_models_better_than_random = 0 for i in range(N_TEST_RUNS): print("Evaluate configuration: %d; result:" % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = CVEvaluator(D_, configuration, with_predictions=True) if not self._fit(evaluator): print() continue e_, Y_optimization_pred, Y_valid_pred, Y_test_pred = evaluator.predict() err[i] = e_ print(err[i], configuration["classifier:__choice__"]) num_targets = len(np.unique(Y_train)) self.assertTrue(np.isfinite(err[i])) self.assertGreaterEqual(err[i], 0.0) # Test that ten models were trained self.assertEqual(len(evaluator.models), 10) self.assertEqual(Y_optimization_pred.shape[0], Y_train.shape[0]) self.assertEqual(Y_optimization_pred.shape[1], num_targets) self.assertEqual(Y_valid_pred.shape[0], Y_valid.shape[0]) self.assertEqual(Y_valid_pred.shape[1], num_targets) self.assertEqual(Y_test_pred.shape[0], Y_test.shape[0]) self.assertEqual(Y_test_pred.shape[1], num_targets) # Test some basic statistics of the dataset if err[i] < 0.5: self.assertTrue(0.3 < Y_valid_pred.mean() < 0.36666) self.assertGreaterEqual(Y_valid_pred.std(), 0.01) self.assertTrue(0.3 < Y_test_pred.mean() < 0.36666) self.assertGreaterEqual(Y_test_pred.std(), 0.01) num_models_better_than_random += 1 self.assertGreater(num_models_better_than_random, 5)
def test_evaluate_binary_classification(self): X_train, Y_train, X_test, Y_test = get_dataset('iris') eliminate_class_two = Y_train != 2 X_train = X_train[eliminate_class_two] Y_train = Y_train[eliminate_class_two] eliminate_class_two = Y_test != 2 X_test = X_test[eliminate_class_two] Y_test = Y_test[eliminate_class_two] X_valid = X_test[:25, ] Y_valid = Y_test[:25, ] X_test = X_test[25:, ] Y_test = Y_test[25:, ] D = Dummy() D.info = { 'metric': AUC_METRIC, 'task': BINARY_CLASSIFICATION, 'is_sparse': False, 'label_num': 2 } D.data = { 'X_train': X_train, 'Y_train': Y_train, 'X_valid': X_valid, 'X_test': X_test } D.feat_type = ['numerical', 'Numerical', 'numerical', 'numerical'] configuration_space = get_configuration_space( D.info, include_estimators=['lda'], include_preprocessors=['pca']) err = np.zeros([N_TEST_RUNS]) for i in range(N_TEST_RUNS): print('Evaluate configuration: %d; result:' % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = HoldoutEvaluator(D_, configuration) if not self._fit(evaluator): continue err[i] = evaluator.predict() self.assertTrue(np.isfinite(err[i])) print(err[i]) self.assertGreaterEqual(err[i], 0.0)
def test_predict_proba_binary_classification(self): X_train, Y_train, X_test, Y_test = get_dataset('iris') eliminate_class_two = Y_train != 2 X_train = X_train[eliminate_class_two] Y_train = Y_train[eliminate_class_two] eliminate_class_two = Y_test != 2 X_test = X_test[eliminate_class_two] Y_test = Y_test[eliminate_class_two] X_valid = X_test[:25, ] Y_valid = Y_test[:25, ] X_test = X_test[25:, ] Y_test = Y_test[25:, ] class Dummy2(object): def predict_proba(self, y, batch_size=200): return np.array([[0.1, 0.9], [0.7, 0.3]]) model = Dummy2() task_type = BINARY_CLASSIFICATION D = Dummy() D.info = { 'metric': BAC_METRIC, 'task': task_type, 'is_sparse': False, 'label_num': 3 } D.data = { 'X_train': X_train, 'Y_train': Y_train, 'X_valid': X_valid, 'X_test': X_test } D.feat_type = ['numerical', 'Numerical', 'numerical', 'numerical'] configuration_space = get_configuration_space( D.info, include_estimators=['lda'], include_preprocessors=['select_rates']) configuration = configuration_space.sample_configuration() evaluator = HoldoutEvaluator(D, configuration) pred = evaluator.predict_proba(None, model, task_type) expected = [[0.9], [0.3]] for i in range(len(expected)): self.assertEqual(expected[i], pred[i])
def test_metalearning(self): dataset_name = 'digits' initial_challengers = { ACC_METRIC: "--initial-challengers \" " "-balancing:strategy 'weighting' " "-classifier:__choice__ 'proj_logit'", AUC_METRIC: "--initial-challengers \" " "-balancing:strategy 'none' " "-classifier:__choice__ 'random_forest'", BAC_METRIC: "--initial-challengers \" " "-balancing:strategy 'weighting' " "-classifier:__choice__ 'proj_logit'", F1_METRIC: "--initial-challengers \" " "-balancing:strategy 'weighting' " "-classifier:__choice__ 'proj_logit'", PAC_METRIC: "--initial-challengers \" " "-balancing:strategy 'none' " "-classifier:__choice__ 'random_forest'" } for metric in initial_challengers: configuration_space = get_configuration_space( { 'metric': metric, 'task': MULTICLASS_CLASSIFICATION, 'is_sparse': False }, include_preprocessors=['no_preprocessing']) X_train, Y_train, X_test, Y_test = get_dataset(dataset_name) categorical = [False] * X_train.shape[1] meta_features_label = calc_meta_features(X_train, Y_train, categorical, dataset_name) meta_features_encoded_label = calc_meta_features_encoded(X_train, Y_train, categorical, dataset_name) initial_configuration_strings_for_smac = \ create_metalearning_string_for_smac_call( meta_features_label, meta_features_encoded_label, configuration_space, dataset_name, metric, MULTICLASS_CLASSIFICATION, False, 1, None) print(metric) print(initial_configuration_strings_for_smac[0]) self.assertTrue(initial_configuration_strings_for_smac[ 0].startswith(initial_challengers[metric]))
def _create_search_space( tmp_dir, data_info, backend, watcher, logger, include_estimators=None, include_preprocessors=None ): task_name = "CreateConfigSpace" watcher.start_task(task_name) configspace_path = os.path.join(tmp_dir, "space.pcs") configuration_space = paramsklearn.get_configuration_space( data_info, include_estimators=include_estimators, include_preprocessors=include_preprocessors ) sp_string = pcs_parser.write(configuration_space) backend.write_txt_file(configspace_path, sp_string, "Configuration space") watcher.stop_task(task_name) return configuration_space, configspace_path
def test_file_output(self): output_dir = os.path.join(os.getcwd(), '.test') try: shutil.rmtree(output_dir) except Exception: pass X_train, Y_train, X_test, Y_test = get_dataset('boston') X_valid = X_test[:25, ] Y_valid = Y_test[:25, ] X_test = X_test[25:, ] Y_test = Y_test[25:, ] D = Dummy() D.info = { 'metric': R2_METRIC, 'task': REGRESSION, 'is_sparse': False, 'label_num': 3 } D.data = { 'X_train': X_train, 'Y_train': Y_train, 'X_valid': X_valid, 'X_test': X_test } D.feat_type = ['numerical', 'Numerical', 'numerical', 'numerical'] D.name = 'test' configuration_space = get_configuration_space(D.info) while True: configuration = configuration_space.sample_configuration() evaluator = HoldoutEvaluator(D, configuration, with_predictions=True, all_scoring_functions=True, output_dir=output_dir, output_y_test=True) if not self._fit(evaluator): continue evaluator.predict() evaluator.file_output() self.assertTrue(os.path.exists(os.path.join( output_dir, '.auto-sklearn', 'true_targets_ensemble.npy'))) break
def test_evaluate_multiclass_classification_all_metrics(self): X_train, Y_train, X_test, Y_test = get_dataset('iris') X_valid = X_test[:25, ] Y_valid = Y_test[:25, ] X_test = X_test[25:, ] Y_test = Y_test[25:, ] D = Dummy() D.info = { 'metric': BAC_METRIC, 'task': MULTICLASS_CLASSIFICATION, 'is_sparse': False, 'label_num': 3 } D.data = { 'X_train': X_train, 'Y_train': Y_train, 'X_valid': X_valid, 'X_test': X_test } D.feat_type = ['numerical', 'Numerical', 'numerical', 'numerical'] configuration_space = get_configuration_space( D.info, include_estimators=['lda'], include_preprocessors=['pca']) # Test all scoring functions err = [] for i in range(N_TEST_RUNS): print('Evaluate configuration: %d; result:' % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = HoldoutEvaluator(D_, configuration, all_scoring_functions=True) if not self._fit(evaluator): continue err.append(evaluator.predict()) print(err[-1]) self.assertIsInstance(err[-1], dict) for key in err[-1]: self.assertEqual(len(err[-1]), 5) self.assertTrue(np.isfinite(err[-1][key])) self.assertGreaterEqual(err[-1][key], 0.0)
def test_evaluate_multilabel_classification(self): X_train, Y_train, X_test, Y_test = get_dataset('iris') Y_train = np.array(convert_to_bin(Y_train, 3)) Y_train[:, -1] = 1 Y_test = np.array(convert_to_bin(Y_test, 3)) Y_test[:, -1] = 1 X_valid = X_test[:25, ] Y_valid = Y_test[:25, ] X_test = X_test[25:, ] Y_test = Y_test[25:, ] D = Dummy() D.info = { 'metric': F1_METRIC, 'task': MULTILABEL_CLASSIFICATION, 'is_sparse': False, 'label_num': 3 } D.data = { 'X_train': X_train, 'Y_train': Y_train, 'X_valid': X_valid, 'X_test': X_test } D.feat_type = ['numerical', 'Numerical', 'numerical', 'numerical'] configuration_space = get_configuration_space( D.info, include_estimators=['extra_trees'], include_preprocessors=['no_preprocessing']) err = np.zeros([N_TEST_RUNS]) for i in range(N_TEST_RUNS): print('Evaluate configuration: %d; result:' % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = HoldoutEvaluator(D_, configuration) if not self._fit(evaluator): continue err[i] = evaluator.predict() print(err[i]) self.assertTrue(np.isfinite(err[i])) self.assertGreaterEqual(err[i], 0.0)
def test_evaluate_regression(self): X_train, Y_train, X_test, Y_test = get_dataset("boston") X_valid = X_test[:200,] Y_valid = Y_test[:200,] X_test = X_test[200:,] Y_test = Y_test[200:,] D = Dummy() D.info = {"metric": R2_METRIC, "task": REGRESSION, "is_sparse": False, "label_num": 1} D.data = {"X_train": X_train, "Y_train": Y_train, "X_valid": X_valid, "X_test": X_test} D.feat_type = [ "numerical", "Numerical", "numerical", "numerical", "numerical", "numerical", "numerical", "numerical", "numerical", "numerical", "numerical", ] configuration_space = get_configuration_space( D.info, include_estimators=["extra_trees"], include_preprocessors=["no_preprocessing"] ) err = np.zeros([N_TEST_RUNS]) for i in range(N_TEST_RUNS): print("Evaluate configuration: %d; result:" % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = HoldoutEvaluator(D_, configuration) if not self._fit(evaluator): continue err[i] = evaluator.predict() self.assertTrue(np.isfinite(err[i])) print(err[i]) self.assertGreaterEqual(err[i], 0.0) print("Number of times it was worse than random guessing:" + str(np.sum(err > 1)))
def test_evaluate_regression(self): X_train, Y_train, X_test, Y_test = get_dataset('boston') X_valid = X_test[:200, ] Y_valid = Y_test[:200, ] X_test = X_test[200:, ] Y_test = Y_test[200:, ] D = Dummy() D.info = { 'metric': R2_METRIC, 'task': REGRESSION, 'is_sparse': False, 'label_num': 1 } D.data = { 'X_train': X_train, 'Y_train': Y_train, 'X_valid': X_valid, 'X_test': X_test } D.feat_type = ['numerical', 'Numerical', 'numerical', 'numerical', 'numerical', 'numerical', 'numerical', 'numerical', 'numerical', 'numerical', 'numerical'] configuration_space = get_configuration_space( D.info, include_estimators=['extra_trees'], include_preprocessors=['no_preprocessing']) err = np.zeros([N_TEST_RUNS]) for i in range(N_TEST_RUNS): print('Evaluate configuration: %d; result:' % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = HoldoutEvaluator(D_, configuration) if not self._fit(evaluator): continue err[i] = evaluator.predict() self.assertTrue(np.isfinite(err[i])) print(err[i]) self.assertGreaterEqual(err[i], 0.0)
def test_file_output(self): output_dir = os.path.join(os.getcwd(), ".test") try: shutil.rmtree(output_dir) except Exception: pass X_train, Y_train, X_test, Y_test = get_dataset("boston") X_valid = X_test[:25,] Y_valid = Y_test[:25,] X_test = X_test[25:,] Y_test = Y_test[25:,] D = Dummy() D.info = {"metric": R2_METRIC, "task": REGRESSION, "is_sparse": False, "label_num": 3} D.data = {"X_train": X_train, "Y_train": Y_train, "X_valid": X_valid, "X_test": X_test} D.feat_type = ["numerical", "Numerical", "numerical", "numerical"] D.name = "test" configuration_space = get_configuration_space(D.info) while True: configuration = configuration_space.sample_configuration() evaluator = HoldoutEvaluator( D, configuration, with_predictions=True, all_scoring_functions=True, output_dir=output_dir, output_y_test=True, ) if not self._fit(evaluator): continue evaluator.predict() evaluator.file_output() self.assertTrue(os.path.exists(os.path.join(output_dir, ".auto-sklearn", "true_targets_ensemble.npy"))) break
def test_evaluate_binary_classification(self): X_train, Y_train, X_test, Y_test = get_dataset("iris") eliminate_class_two = Y_train != 2 X_train = X_train[eliminate_class_two] Y_train = Y_train[eliminate_class_two] eliminate_class_two = Y_test != 2 X_test = X_test[eliminate_class_two] Y_test = Y_test[eliminate_class_two] X_valid = X_test[:25,] Y_valid = Y_test[:25,] X_test = X_test[25:,] Y_test = Y_test[25:,] D = Dummy() D.info = {"metric": AUC_METRIC, "task": BINARY_CLASSIFICATION, "is_sparse": False, "label_num": 2} D.data = {"X_train": X_train, "Y_train": Y_train, "X_valid": X_valid, "X_test": X_test} D.feat_type = ["numerical", "Numerical", "numerical", "numerical"] configuration_space = get_configuration_space(D.info, include_estimators=["lda"], include_preprocessors=["pca"]) err = np.zeros([N_TEST_RUNS]) for i in range(N_TEST_RUNS): print("Evaluate configuration: %d; result:" % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = HoldoutEvaluator(D_, configuration) if not self._fit(evaluator): continue err[i] = evaluator.predict() self.assertTrue(np.isfinite(err[i])) print(err[i]) self.assertGreaterEqual(err[i], 0.0) print("Number of times it was worse than random guessing:" + str(np.sum(err > 1)))
def test_predict_proba_binary_classification(self): X_train, Y_train, X_test, Y_test = get_dataset("iris") eliminate_class_two = Y_train != 2 X_train = X_train[eliminate_class_two] Y_train = Y_train[eliminate_class_two] eliminate_class_two = Y_test != 2 X_test = X_test[eliminate_class_two] Y_test = Y_test[eliminate_class_two] X_valid = X_test[:25,] Y_valid = Y_test[:25,] X_test = X_test[25:,] Y_test = Y_test[25:,] class Dummy2(object): def predict_proba(self, y, batch_size=200): return np.array([[0.1, 0.9], [0.7, 0.3]]) model = Dummy2() task_type = BINARY_CLASSIFICATION D = Dummy() D.info = {"metric": BAC_METRIC, "task": task_type, "is_sparse": False, "label_num": 3} D.data = {"X_train": X_train, "Y_train": Y_train, "X_valid": X_valid, "X_test": X_test} D.feat_type = ["numerical", "Numerical", "numerical", "numerical"] configuration_space = get_configuration_space( D.info, include_estimators=["lda"], include_preprocessors=["select_rates"] ) configuration = configuration_space.sample_configuration() evaluator = HoldoutEvaluator(D, configuration) pred = evaluator.predict_proba(None, model, task_type) expected = [[0.9], [0.3]] for i in range(len(expected)): self.assertEqual(expected[i], pred[i])
def test_evaluate_multilabel_classification(self): X_train, Y_train, X_test, Y_test = get_dataset("iris") Y_train = np.array(convert_to_bin(Y_train, 3)) Y_train[:, -1] = 1 Y_test = np.array(convert_to_bin(Y_test, 3)) Y_test[:, -1] = 1 X_valid = X_test[:25,] Y_valid = Y_test[:25,] X_test = X_test[25:,] Y_test = Y_test[25:,] D = Dummy() D.info = {"metric": F1_METRIC, "task": MULTILABEL_CLASSIFICATION, "is_sparse": False, "label_num": 3} D.data = {"X_train": X_train, "Y_train": Y_train, "X_valid": X_valid, "X_test": X_test} D.feat_type = ["numerical", "Numerical", "numerical", "numerical"] configuration_space = get_configuration_space( D.info, include_estimators=["extra_trees"], include_preprocessors=["no_preprocessing"] ) err = np.zeros([N_TEST_RUNS]) for i in range(N_TEST_RUNS): print("Evaluate configuration: %d; result:" % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = HoldoutEvaluator(D_, configuration) if not self._fit(evaluator): continue err[i] = evaluator.predict() print(err[i]) self.assertTrue(np.isfinite(err[i])) self.assertGreaterEqual(err[i], 0.0) print("Number of times it was worse than random guessing:" + str(np.sum(err > 1)))
def test_evaluate_multiclass_classification(self): X_train, Y_train, X_test, Y_test = get_dataset('iris') X_valid = X_test[:25, ] Y_valid = Y_test[:25, ] X_test = X_test[25:, ] Y_test = Y_test[25:, ] D = Dummy() D.info = { 'metric': ACC_METRIC, 'task': MULTICLASS_CLASSIFICATION, 'is_sparse': False, 'label_num': 3 } D.data = { 'X_train': X_train, 'Y_train': Y_train, 'X_valid': X_valid, 'X_test': X_test } D.feat_type = ['numerical', 'Numerical', 'numerical', 'numerical'] configuration_space = get_configuration_space( D.info, include_estimators=['lda'], include_preprocessors=['pca']) err = np.zeros([N_TEST_RUNS]) num_models_better_than_random = 0 for i in range(N_TEST_RUNS): print('Evaluate configuration: %d; result:' % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = NestedCVEvaluator(D_, configuration, with_predictions=True, all_scoring_functions=True) if not self._fit(evaluator): continue e_, Y_optimization_pred, Y_valid_pred, Y_test_pred = \ evaluator.predict() err[i] = e_[ACC_METRIC] print(err[i], configuration['classifier:__choice__']) print(e_['outer:bac_metric'], e_[BAC_METRIC]) # Test the outer CV num_targets = len(np.unique(Y_train)) self.assertTrue(np.isfinite(err[i])) self.assertGreaterEqual(err[i], 0.0) # Test that ten models were trained self.assertEqual(len(evaluator.outer_models), 5) self.assertTrue(all([model is not None for model in evaluator.outer_models])) self.assertEqual(Y_optimization_pred.shape[0], Y_train.shape[0]) self.assertEqual(Y_optimization_pred.shape[1], num_targets) self.assertEqual(Y_valid_pred.shape[0], Y_valid.shape[0]) self.assertEqual(Y_valid_pred.shape[1], num_targets) self.assertEqual(Y_test_pred.shape[0], Y_test.shape[0]) self.assertEqual(Y_test_pred.shape[1], num_targets) # Test some basic statistics of the predictions if err[i] < 0.5: self.assertTrue(0.3 < Y_valid_pred.mean() < 0.36666) self.assertGreaterEqual(Y_valid_pred.std(), 0.1) self.assertTrue(0.3 < Y_test_pred.mean() < 0.36666) self.assertGreaterEqual(Y_test_pred.std(), 0.1) num_models_better_than_random += 1 # Test the inner CV self.assertEqual(len(evaluator.inner_models), 5) for fold in range(5): self.assertEqual(len(evaluator.inner_models[fold]), 5) self.assertTrue(all([model is not None for model in evaluator.inner_models[fold] ])) self.assertGreaterEqual(len(evaluator.outer_indices[fold][0]), 75) for inner_fold in range(5): self.assertGreaterEqual( len(evaluator.inner_indices[fold][inner_fold][0]), 60) self.assertGreater(num_models_better_than_random, 9)
def test_metalearning(self): dataset_name = 'digits' initial_challengers = { 'acc_metric': ["--initial-challengers \" " "-adaboost:algorithm 'SAMME.R' " "-adaboost:learning_rate '0.400363929326' " "-adaboost:max_depth '5' " "-adaboost:n_estimators '319' " "-balancing:strategy 'none' " "-classifier 'adaboost' " "-imputation:strategy 'most_frequent' " "-preprocessor 'no_preprocessing' " "-rescaling:strategy 'min/max'\""], 'auc_metric': ["--initial-challengers \" " "-adaboost:algorithm 'SAMME.R' " "-adaboost:learning_rate '0.966883114819' " "-adaboost:max_depth '5' " "-adaboost:n_estimators '412' " "-balancing:strategy 'weighting' " "-classifier 'adaboost' " "-imputation:strategy 'median' " "-preprocessor 'no_preprocessing' " "-rescaling:strategy 'min/max'\""], 'bac_metric': ["--initial-challengers \" " "-adaboost:algorithm 'SAMME.R' " "-adaboost:learning_rate '0.400363929326' " "-adaboost:max_depth '5' " "-adaboost:n_estimators '319' " "-balancing:strategy 'none' " "-classifier 'adaboost' " "-imputation:strategy 'most_frequent' " "-preprocessor 'no_preprocessing' " "-rescaling:strategy 'min/max'\""], 'f1_metric': ["--initial-challengers \" " "-adaboost:algorithm 'SAMME.R' " "-adaboost:learning_rate '0.966883114819' " "-adaboost:max_depth '5' " "-adaboost:n_estimators '412' " "-balancing:strategy 'weighting' " "-classifier 'adaboost' " "-imputation:strategy 'median' " "-preprocessor 'no_preprocessing' " "-rescaling:strategy 'min/max'\""], 'pac_metric': ["--initial-challengers \" " "-adaboost:algorithm 'SAMME.R' " "-adaboost:learning_rate '0.400363929326' " "-adaboost:max_depth '5' " "-adaboost:n_estimators '319' " "-balancing:strategy 'none' " "-classifier 'adaboost' " "-imputation:strategy 'most_frequent' " "-preprocessor 'no_preprocessing' " "-rescaling:strategy 'min/max'\""] } for metric in initial_challengers: configuration_space = get_configuration_space( { 'metric': metric, 'task': MULTICLASS_CLASSIFICATION, 'is_sparse': False }, include_preprocessors=['no_preprocessing']) X_train, Y_train, X_test, Y_test = get_dataset(dataset_name) categorical = [False] * X_train.shape[1] meta_features_label = calc_meta_features(X_train, Y_train, categorical, dataset_name) meta_features_encoded_label = calc_meta_features_encoded(X_train, Y_train, categorical, dataset_name) initial_configuration_strings_for_smac = \ create_metalearning_string_for_smac_call( meta_features_label, meta_features_encoded_label, configuration_space, dataset_name, metric, MULTICLASS_CLASSIFICATION, False, 1, None) print(metric) self.assertEqual(initial_challengers[metric], initial_configuration_strings_for_smac)
def main(dataset_info, mode, seed, params, mode_args=None): """This command line interface has three different operation modes: * CV: useful for the Tweakathon * 1/3 test split: useful to evaluate a configuration * cv on 2/3 train split: useful to optimize hyperparameters in a training mode before testing a configuration on the 1/3 test split. It must by no means be used for the Auto part of the competition! """ debug_log("Run script") num_run = None if mode != 'test': num_run = get_new_run_num() for key in params: try: params[key] = int(params[key]) except Exception: try: params[key] = float(params[key]) except Exception: pass if seed is not None: seed = int(float(seed)) else: seed = 1 output_dir = os.getcwd() D = store_and_or_load_data(dataset_info=dataset_info, outputdir=output_dir) cs = get_configuration_space(D.info) configuration = configuration_space.Configuration(cs, params) metric = D.info['metric'] global evaluator # Train/test split if mode == 'holdout': make_mode_holdout( D, seed, configuration, num_run) elif mode == 'test': make_mode_holdout( D, seed, configuration, metric) elif mode == 'cv': make_mode_cv( D, seed, configuration, num_run, mode_args['folds']) elif mode == 'partial_cv': make_mode_partial_cv( D, seed, configuration, num_run, metric, mode_args['folds'], mode_args['fold']), elif mode == 'nested_cv': make_mode_nested_cv( D, seed, configuration, num_run, mode_args['inner_folds'], mode_args['outer_folds']), else: raise ValueError('Must choose a legal mode.')
def test_evaluate_multiclass_classification_partial_fit(self): X_train, Y_train, X_test, Y_test = get_dataset('iris') X_valid = X_test[:25, ] Y_valid = Y_test[:25, ] X_test = X_test[25:, ] Y_test = Y_test[25:, ] D = Dummy() D.info = { 'metric': 'bac_metric', 'task': MULTICLASS_CLASSIFICATION, 'is_sparse': False, 'target_num': 3 } D.data = { 'X_train': X_train, 'Y_train': Y_train, 'X_valid': X_valid, 'X_test': X_test } D.feat_type = ['numerical', 'Numerical', 'numerical', 'numerical'] configuration_space = get_configuration_space( D.info, include_estimators=['ridge'], include_preprocessors=['select_rates']) err = np.zeros([N_TEST_RUNS]) num_models_better_than_random = 0 for i in range(N_TEST_RUNS): print('Evaluate configuration: %d; result:' % i) configuration = configuration_space.sample_configuration() D_ = copy.deepcopy(D) evaluator = CVEvaluator(D_, configuration, with_predictions=True) if not self._partial_fit(evaluator, fold=i % 10): print() continue e_, Y_optimization_pred, Y_valid_pred, Y_test_pred = \ evaluator.predict() err[i] = e_ print(err[i], configuration['classifier']) self.assertTrue(np.isfinite(err[i])) self.assertGreaterEqual(err[i], 0.0) # Test that only one model was trained self.assertEqual(len(evaluator.models), 10) self.assertEqual(1, np.sum([True if model is not None else False for model in evaluator.models])) self.assertLess(Y_optimization_pred.shape[0], 13) self.assertEqual(Y_valid_pred.shape[0], Y_valid.shape[0]) self.assertEqual(Y_test_pred.shape[0], Y_test.shape[0]) # Test some basic statistics of the dataset if err[i] < 0.5: self.assertTrue(0.3 < Y_valid_pred.mean() < 0.36666) self.assertGreaterEqual(Y_valid_pred.std(), 0.01) self.assertTrue(0.3 < Y_test_pred.mean() < 0.36666) self.assertGreaterEqual(Y_test_pred.std(), 0.01) num_models_better_than_random += 1 self.assertGreaterEqual(num_models_better_than_random, 5)