def DLmodel_regressor(Xtrain_in,
ytrain_in,
Xtest_in,
ytest_in,
lime_flag=False,
df_row=None):
start_time = time.time()
estimator = KerasRegressor(build_fn=DLmodel_baseline,
epochs=20,
batch_size=5,
verbose=10)
seed = 23
numpy.random.seed(seed)
estimator.fit(Xtrain_in, ytrain_in)
y_test_pred = estimator.predict(Xtest_in)
y_train_pred = estimator.predict(Xtrain_in)
score_test = r2_score(y_test_pred, ytest_in)
score_train = r2_score(y_train_pred, ytrain_in)
adj_Rscore_train = adjusted_R2score_calc(Xtrain_in, score_train)
adj_Rscore_test = adjusted_R2score_calc(Xtest_in, score_test)
time_end = time.time() - start_time
mrs_train = mean_squared_error(y_train_pred, ytrain_in)
mrs_test = mean_squared_error(y_test_pred, ytest_in)
if lime_flag:
lime_explainer(Xtrain_in, df_row, estimator, "Keras_base")
time_end = time.time() - start_time
log_record_result("Keras base model", time_end, score_train, score_test,
adj_Rscore_train, adj_Rscore_test, mrs_train, mrs_test)
plot_residuals(Xtest_in, ytest_in, estimator,
"Keras_base") #plots residual
return "Keras base model", str(time_end), str(score_train), str(
score_test), str(adj_Rscore_train), str(adj_Rscore_test)
def adaboost(X_train, y_train, X_test, y_test, lime_flag=False,
base_estimator=None, n_estimators=50, learning_rate=1.0, algorithm='SAMME.R', random_state=None):
'''
Parameters:
X_train, y_train, X_test, y_test- Learning set
lime_flag- enable or disable lime
'''
start_time = time.time()
# cretae instance
adaboost= AdaBoostClassifier(base_estimator=base_estimator, n_estimators=n_estimators, learning_rate=learning_rate,
algorithm=algorithm, random_state=random_state)
adaboost.fit(X_train,y_train)
#Predict on test set
y_pred= adaboost.predict(X_test)
# understand the model through lime
if lime_flag:
lime_explainer(X_train, y_train, X_test, y_test, df_row=2, model_predictor= adaboost, alogorithm_name="adaboost")
time_end=time.time() - start_time
# Scores
model_evaluation(X_train,y_train, X_test, y_test,y_pred, adaboost, time_end, alg_name='adaboost')
# resturn model object
return adaboost
def gb(X_train, y_train, X_test, y_test, lime_flag=False,
loss='deviance', learning_rate=0.1, n_estimators=100, subsample=1.0,
criterion='friedman_mse', min_samples_split=2, min_samples_leaf=1,
min_weight_fraction_leaf=0.0, max_depth=3, min_impurity_decrease=0.0,
min_impurity_split=None, init=None, random_state=None, max_features=None,
verbose=0, max_leaf_nodes=None, warm_start=False, presort='auto',
validation_fraction=0.1, n_iter_no_change=None, tol=0.0001):
'''
Parameters:
X_train, y_train, X_test, y_test- Learning set
lime_flag- enable or disable lime
'''
start_time = time.time()
# cretae instance
gb= GradientBoostingClassifier(loss=loss, learning_rate=learning_rate, n_estimators=n_estimators, subsample=subsample,
criterion=criterion, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf,
min_weight_fraction_leaf=min_weight_fraction_leaf, max_depth=max_depth, min_impurity_decrease=min_impurity_decrease, min_impurity_split=min_impurity_split, init=init, random_state=random_state, max_features=max_features, verbose=verbose, max_leaf_nodes=max_leaf_nodes, warm_start=warm_start, presort=presort,
validation_fraction=validation_fraction, n_iter_no_change=n_iter_no_change, tol=tol)
gb.fit(X_train,y_train)
#Predict on test set
y_pred= gb.predict(X_test)
# understand the model through lime
if lime_flag:
lime_explainer(X_train, y_train, X_test, y_test, df_row=2, model_predictor= gb, alogorithm_name="gb")
time_end=time.time() - start_time
# Scores
model_evaluation(X_train,y_train, X_test, y_test,y_pred, gb, time_end, alg_name='gb')
# resturn model object
return gb
def rf(X_train, y_train, X_test, y_test, lime_flag=False,
n_estimators=50, criterion='gini', max_depth=None,
min_samples_split=40, min_samples_leaf=20, min_weight_fraction_leaf=0.0,
max_features='auto', max_leaf_nodes=None, min_impurity_decrease=0.0,
min_impurity_split=None, bootstrap=True, oob_score=False, n_jobs=-1,
random_state=42, verbose=0, warm_start=False, class_weight=None):
'''
Parameters:
X_train, y_train, X_test, y_test- Learning set
lime_flag- enable or disable lime
'''
start_time = time.time()
# cretae instance
rf= RandomForestClassifier(n_estimators=n_estimators, criterion=criterion, max_depth=max_depth,
min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf,
min_weight_fraction_leaf=min_weight_fraction_leaf,
max_features=max_features, max_leaf_nodes=max_leaf_nodes, min_impurity_decrease=min_impurity_decrease,
min_impurity_split=min_impurity_split, bootstrap=bootstrap, oob_score=oob_score, n_jobs=n_jobs,
random_state=random_state, verbose=verbose, warm_start=warm_start, class_weight=class_weight)
rf.fit(X_train,y_train)
#Predict on test set
y_pred= rf.predict(X_test)
# understand the model through lime
if lime_flag:
lime_explainer(X_train, y_train, X_test, y_test, df_row=2, model_predictor= rf, alogorithm_name="rf")
time_end=time.time() - start_time
# Scores
model_evaluation(X_train,y_train, X_test, y_test,y_pred, rf, time_end, alg_name='rf')
# resturn model object
return rf
def dt(X_train, y_train, X_test, y_test, lime_flag=False,
criterion='gini', splitter='best',
max_depth=None, min_samples_split=2, min_samples_leaf=1,
min_weight_fraction_leaf=0.0, max_features=None, random_state=None,
max_leaf_nodes=None, min_impurity_decrease=0.0, min_impurity_split=None,
class_weight=None, presort=False):
'''
Parameters:
X_train, y_train, X_test, y_test- Learning set
lime_flag- enable or disable lime
'''
start_time = time.time()
# cretae instance
dt= DecisionTreeClassifier(criterion=criterion, splitter=splitter,
max_depth=max_depth, min_samples_split=min_samples_split, min_samples_leaf=min_samples_leaf,
min_weight_fraction_leaf=min_weight_fraction_leaf, max_features=max_features, random_state=random_state,
max_leaf_nodes=max_leaf_nodes, min_impurity_decrease=min_impurity_decrease, min_impurity_split=min_impurity_split,
class_weight=class_weight, presort=presort)
dt.fit(X_train,y_train)
#Predict on test set
y_pred= dt.predict(X_test)
feat_imp= pd.DataFrame(dt.feature_importances_,index = X_train.columns,
columns=['Importance']).sort_values('Importance',ascending=False)
print(feat_imp.loc[feat_imp['Importance']>0].shape[0] , "Features have more than zero importance")
print(feat_imp.loc[feat_imp['Importance']>0])
# understand the model through lime
if lime_flag:
lime_explainer(X_train, y_train, X_test, y_test, df_row=2, model_predictor= dt, alogorithm_name="Decision Tree")
time_end=time.time() - start_time
# Scores
model_evaluation(X_train,y_train, X_test, y_test,y_pred, dt, time_end, alg_name='Decision Tree')
# resturn model object
return dt
def gpc(X_train, y_train, X_test, y_test, lime_flag=False, kernel=1.0 * RBF(1.0),
optimizer='fmin_l_bfgs_b',
n_restarts_optimizer=0,warm_start=False ,
random_state=42, n_jobs=-1 ,
max_iter_predict= 1000 ,
copy_X_train=True ):
'''
Parameters:
X_train, y_train, X_test, y_test- Learning set
lime_flag- enable or disable lime
'''
start_time = time.time()
# cretae instance
gpc= GaussianProcessClassifier(kernel=1.0 * RBF(1.0) ,
optimizer=optimizer,
n_restarts_optimizer=n_restarts_optimizer,
max_iter_predict=max_iter_predict ,
warm_start=warm_start,
copy_X_train=copy_X_train,
random_state=random_state,
n_jobs=n_jobs)
gpc.fit(X_train,y_train)
#Predict on test set
y_pred= gpc.predict(X_test)
# understand the model through lime
if lime_flag:
lime_explainer(X_train, y_train, X_test, y_test, df_row=2, model_predictor= gpc, alogorithm_name="gpc")
time_end=time.time() - start_time
# Scores
model_evaluation(X_train,y_train, X_test, y_test,y_pred, gpc, time_end, alg_name='gpc')
# resturn model object
return gpc
def sgd(X_train, y_train, X_test, y_test, lime_flag=False,
loss= 'log', penalty='l2', alpha=0.0001, l1_ratio=0.15,
fit_intercept=True, max_iter=1000, tol=None, shuffle=True, verbose=0,
epsilon=0.1, n_jobs=-1, random_state=42, learning_rate='optimal',
eta0=0.0, power_t=0.5, early_stopping=False, validation_fraction=0.1,
n_iter_no_change=5, class_weight=None, warm_start=False, average=False, n_iter=None):
'''
Parameters:
X_train, y_train, X_test, y_test- Learning set
lime_flag- enable or disable lime
'''
start_time = time.time()
# cretae instance
sgd= SGDClassifier(loss=loss, penalty=penalty, alpha=alpha, l1_ratio=l1_ratio,
fit_intercept=fit_intercept, max_iter=max_iter, tol=tol, shuffle=shuffle, verbose=verbose,
epsilon=epsilon, n_jobs=n_jobs, random_state=random_state, learning_rate=learning_rate,
eta0=eta0, power_t=power_t, early_stopping=early_stopping, validation_fraction=validation_fraction,
n_iter_no_change=n_iter_no_change, class_weight=class_weight, warm_start=warm_start, average=average,
n_iter=n_iter)
sgd.fit(X_train,y_train)
#Predict on test set
y_pred= sgd.predict(X_test)
# understand the model through lime
if lime_flag:
lime_explainer(X_train, y_train, X_test, y_test, df_row=2, model_predictor= sgd, alogorithm_name="SGD")
time_end=time.time() - start_time
# Scores
model_evaluation(X_train,y_train, X_test, y_test,y_pred, sgd, time_end, alg_name='SGD')
# resturn model object
return sgd
def DLmodel_regressor_gridsearch(Xtrain_in,
ytrain_in,
Xtest_in,
ytest_in,
lime_flag=False,
df_row=None):
start_time = time.time()
estimator = KerasRegressor(build_fn=DLmodel_model, verbose=10)
batch_size = [20, 50, 100]
epochs = [50, 100, 200]
param_grid = dict(batch_size=batch_size,
epochs=epochs) #, neurons=neurons)
grid = GridSearchCV(estimator=estimator, param_grid=param_grid, n_jobs=-1)
grid_result = grid.fit(Xtrain_in, ytrain_in)
seed = 23
np.random.seed(seed)
estimator.fit(Xtrain_in, ytrain_in)
y_test_pred = grid_result.predict(Xtest_in)
y_train_pred = grid_result.predict(Xtrain_in)
score_test = r2_score(y_test_pred, ytest_in)
score_train = r2_score(y_train_pred, ytrain_in)
adj_Rscore_train = adjusted_R2score_calc(Xtrain_in, score_train)
adj_Rscore_test = adjusted_R2score_calc(Xtest_in, score_test)
best_parameters = grid.best_params_
time_end = time.time() - start_time
mrs_train = mean_squared_error(y_train_pred, ytrain_in)
mrs_test = mean_squared_error(y_test_pred, ytest_in)
if lime_flag:
lime_explainer(Xtrain_in, df_row, grid, "Keras_grid")
time_end = time.time() - start_time
log_record_result("Keras base model gridsearch",
time_end,
score_train,
score_test,
adj_Rscore_train,
adj_Rscore_test,
mrs_train=mrs_train,
mrs_test=mrs_test,
best_param=best_parameters)
plot_residuals(Xtest_in, ytest_in, grid, "Keras_grid") #plots residual
return "Keras base model gridsearch", str(time_end), str(score_train), str(
score_test), str(adj_Rscore_train), str(adj_Rscore_test), str(
best_parameters)
def logistic_regression(X_train, y_train, X_test, y_test, lime_flag=False, penalty='l2', dual=True, tol=0.0001, C=1.0, fit_intercept=True, intercept_scaling=1, class_weight=None, random_state=None, solver='liblinear', max_iter=100, verbose=0, warm_start=False, n_jobs=-1):
'''
Parameters:
X_train, y_train, X_test, y_test- Learning set
lime_flag- enable or disable lime
penalty, dual, tol=, C=, fit_intercept, intercept_scaling, class_weight, random_state, solver, max_iter, multi_class, verbose=, warm_start, n_jobs : Parameters to sklearn logistic regression class
'''
start_time = time.time()
# cretae instance
log= LogisticRegression(penalty=penalty, dual=dual, tol=tol, C=C, fit_intercept=fit_intercept, intercept_scaling=intercept_scaling, class_weight=class_weight, random_state=random_state, solver=solver, max_iter=max_iter, verbose=verbose, warm_start=warm_start, n_jobs=n_jobs)
#fit on train set
log.fit(X_train,y_train)
#Predict on test set
y_pred= log.predict(X_test)
# understand the model through lime
if lime_flag:
lime_explainer(X_train, y_train, X_test, y_test, df_row=2, model_predictor= log, alogorithm_name="Logistic_Regression")
time_end=time.time() - start_time
# Scores
model_evaluation(X_train,y_train, X_test, y_test,y_pred, log, time_end, alg_name='Logistic_Regression')
# resturn model object
return log
def mlpc(X_train,
y_train,
X_test,
y_test,
lime_flag=False,
hidden_layer_sizes=(100, ),
activation='relu',
solver='adam',
alpha=0.0001,
batch_size='auto',
learning_rate='constant',
learning_rate_init=0.001,
power_t=0.5,
max_iter=200,
shuffle=True,
random_state=None,
tol=0.0001,
verbose=False,
warm_start=False,
momentum=0.9,
nesterovs_momentum=True,
early_stopping=False,
validation_fraction=0.1,
beta_1=0.9,
beta_2=0.999,
epsilon=1e-08,
n_iter_no_change=10):
'''
Parameters:
X_train, y_train, X_test, y_test- Learning set
lime_flag- enable or disable lime
'''
start_time = time.time()
# cretae instance
mlpc = MLPClassifier(hidden_layer_sizes=hidden_layer_sizes,
activation=activation,
solver=solver,
alpha=alpha,
batch_size=batch_size,
learning_rate='constant',
learning_rate_init=0.001,
power_t=power_t,
max_iter=max_iter,
shuffle=shuffle,
random_state=random_state,
tol=tol,
verbose=verbose,
warm_start=warm_start,
momentum=momentum,
nesterovs_momentum=nesterovs_momentum,
early_stopping=early_stopping,
validation_fraction=validation_fraction,
beta_1=beta_1,
beta_2=beta_2,
epsilon=epsilon,
n_iter_no_change=n_iter_no_change)
mlpc.fit(X_train, y_train)
#Predict on test set
y_pred = mlpc.predict(X_test)
# understand the model through lime
if lime_flag:
lime_explainer(X_train,
y_train,
X_test,
y_test,
df_row=2,
model_predictor=mlpc,
alogorithm_name="mlpc")
time_end = time.time() - start_time
# Scores
model_evaluation(X_train,
y_train,
X_test,
y_test,
y_pred,
mlpc,
time_end,
alg_name='mlpc')
# resturn model object
return mlpc
def grid_search(X_train, y_train, X_test, y_test, lime_flag= True,
tuned_parameters = [{'kernel': ['rbf'] , 'gamma': [1e-3, 1e-4] ,
'C': [1, 10, 100, 1000]} , {'kernel': ['linear'] , 'C': [1, 10, 100, 1000]}] ,model= SVC()):
'''
X_train, y_train, X_test, y_test: train and test set
tuned_parameters: parameters to be tuned
model: classifier for grid search
'''
start_time = time.time()
scores = ['precision', 'recall', 'accuracy', 'f1', 'roc_auc']
for score in scores:
print("# Tuning hyper-parameters for %s" % score)
print()
clf = GridSearchCV(model, tuned_parameters, cv=5,scoring= score)
clf.fit(X_train, y_train)
#Best parameters
print("Best parameters set found on development set:")
print()
print(clf.best_params_)
print()
print("Grid scores on development set:")
print()
means = clf.cv_results_['mean_test_score']
stds = clf.cv_results_['std_test_score']
for mean, std, params in zip(means, stds, clf.cv_results_['params']):
print((mean, std * 2, params))
print()
#classification report
print("Detailed classification report:")
y_true, y_pred = y_test, clf.predict(X_test)
print(classification_report(y_true, y_pred))
# Accuracy Score
acc =accuracy_score(y_pred= y_pred, y_true=y_test) * 100
print('Accuracy '+ str(acc))
print('Balanced accuracy score '+ str(balanced_accuracy_score(y_pred= y_pred, y_true=y_test) * 100))
#f1_score
f1=f1_score(y_pred= y_pred, y_true=y_test, average='macro') * 100
print('F1 score ' + str(f1))
#precision_score
prec=precision_score(y_pred= y_pred, y_true=y_test, average='weighted')* 100
print('Precision score ' + str(prec))
#log_loss
print('Log loss ' + str(log_loss(y_pred= y_pred, y_true=y_test) ))
#recall_score
recall=recall_score(y_pred= y_pred, y_true=y_test)*100
print('Recall score ' + str( recall))
#roc_curve
y_pred_proba = clf.predict_proba(X_test)[:,1]
false_positive_rate, true_positive_rate, thresholds = roc_curve(y_true=y_test, y_score=y_pred_proba)
plt.plot([0,1],[0,1],'k--')
plt.plot(false_positive_rate,true_positive_rate, label='Grid Search')
plt.xlabel('False positive rate')
plt.ylabel('True positive rate')
plt.title('ROC curve of ' + 'Grid Search')
plt.show()
#roc_auc_score
roc= roc_auc_score(y_test,y_pred_proba) * 100
print('ROC AUC score ' + str(roc))
#confusion_matrix
print('Confusion matrix ' + str(confusion_matrix(y_test,y_pred)))
pd.crosstab(y_test, y_pred, rownames=['True'], colnames=['Predicted'], margins=True)
# understand the model through lime
if lime_flag:
lime_explainer(X_train, y_train, X_test, y_test, df_row=2, model_predictor= clf, alogorithm_name="Grid Search")
time_end=time.time() - start_time
# Scores
model_evaluation(X_train,y_train, X_test, y_test,y_pred, clf, time_end, alg_name='Grid Search')
# resturn model object
return clf