def test_fit_sample_weight():
"""Check that a warning is raised if sample_weights is passed to fit()."""
logitboost = LogitBoost()
with pytest.warns(RuntimeWarning):
logitboost.fit(X_simple,
y_simple_binary,
sample_weight=np.ones(len(X_simple)))
def test_bad_base_estimator():
"""Tests for errors raised when the base estimator is bad."""
# LogitBoost base estimators should be regressors, not classifiers
base_estimator = DecisionTreeClassifier()
# Validation is done at fitting, not at initialization
logitboost = LogitBoost(base_estimator)
with pytest.raises(ValueError):
logitboost.fit(X_simple, y_simple_binary)
def test_feature_importances_():
"""Check that the feature_importances_ attribute behaves as expected."""
# DecisionTreeRegressor supports feature_importances_
logitboost = LogitBoost(DecisionTreeRegressor())
# Binary classification should work
logitboost.fit(X_simple, y_simple_binary)
assert logitboost.feature_importances_.shape == (np.shape(X_simple)[1], )
# Multiclass classification should currently fail
logitboost.fit(X_simple, y_simple_multiclass)
with pytest.raises(NotImplementedError):
_ = logitboost.feature_importances_
# Ridge doesn't support feature_importances_
logitboost = LogitBoost(Ridge())
# Even binary classification shouldn't work
logitboost.fit(X_simple, y_simple_binary)
with pytest.raises(AttributeError):
_ = logitboost.feature_importances_
# Check that the feature_importance_ attribute identifies bad features
X, y = load_breast_cancer(return_X_y=True)
# Add a useless constant feature columns to X: it should be the least
# important
X = np.column_stack((X, np.zeros(len(X))))
logitboost = LogitBoost(random_state=0)
logitboost.fit(X, y)
feature_importances = logitboost.feature_importances_
dummy_importance = feature_importances[-1]
assert dummy_importance == min(feature_importances)
def boost_elasticnet(X_train, X_test, y_train, y_test):
# applying bagging to logistic regression with elasticnet
# Args:
# X_train, X_test, y_train, y_test
# Returns:
# DataFrame: Preprocessed DataFrame. where Alpha and L1 ratio are hyperparameters of elastic net, estimator is hyperparameter for bagging, confusion matrix is the confusion matrix for each combination of those hyperparameters
df = pd.DataFrame(
columns=['Estimators', 'Learning Rate', 'Confusion Matrix'])
rows = []
alphas = [0.0001, 0.001, 0.01] #,0.1,1]
estimators = [50, 100, 150]
rates = [0.5, 0.75, 1]
# for al in alphas:
# estimator = SGDClassifier(loss = 'log',alpha= al,penalty = 'l1',random_state=0)
for n_est in estimators:
for rate in rates:
ada = LogitBoost(n_estimators=n_est,
learning_rate=rate,
random_state=0) #algorithm='SAMME',
ada.fit(X_train, y_train)
predicted_labels = ada.predict(X_test)
tn, fp, fn, tp = confusion_matrix(y_test,
predicted_labels,
labels=[0, 1]).ravel()
convert_matrix = [tn, fp, fn, tp]
rows.append([n_est, rate, convert_matrix])
for i in range(len(rows)):
df = df.append(
{
'Estimators': rows[i][0],
'Learning Rate': rows[i][1],
'Confusion Matrix': rows[i][2]
},
ignore_index=True)
return df
alpha=0.7,
)
plt.title("t-SNE plot of the training data")
plt.xlabel("1st embedding axis")
plt.ylabel("2nd embedding axis")
plt.legend(loc="best", frameon=True, shadow=True)
plt.tight_layout()
plt.show()
plt.close()
lboost = LogitBoost(base_estimator=LogisticRegression(),
n_estimators=200,
random_state=0)
lboost.fit(X_train, y_train)
y_pred_train = lboost.predict(X_train)
y_pred_test = lboost.predict(X_test)
accuracy_train = accuracy_score(y_train, y_pred_train)
accuracy_test = accuracy_score(y_test, y_pred_test)
print("Training accuracy: %.4f" % accuracy_train)
print("Test accuracy: %.4f" % accuracy_test)
report_train = classification_report(y_train, y_pred_train)
report_test = classification_report(y_test, y_pred_test)
print("Training\n%s" % report_train)
print("Testing\n%s" % report_test)
def _toy_dataset_test(load_func,
test_size=(1. / 3),
random_state=0,
min_score_train=0.9,
min_score_test=0.9):
"""Create a classification unit test from a scikit-learn toy dataset."""
# Fetch the dataset
data = load_func()
X = data.data
y = data.target_names[data.target]
# Distinct classes
classes = data.target_names
n_classes = len(classes)
# Binary/multiclass classification indicator
is_binary = (n_classes == 2)
# Shuffle data and split it into training/testing samples
X_train, X_test, y_train, y_test = \
train_test_split(X, y, test_size=test_size, shuffle=True, stratify=y,
random_state=random_state)
for bootstrap in (True, False):
# Fit a LogitBoost model
logitboost = LogitBoost(bootstrap=bootstrap, random_state=random_state)
logitboost.fit(X_train, y_train)
# Compute accuracy scores and assert minimum accuracy
score_train = logitboost.score(X_train, y_train)
score_test = logitboost.score(X_test, y_test)
assert score_train >= min_score_train, \
("Failed with bootstrap=%s: training score %.3f less than %.3f"
% (bootstrap, score_train, min_score_train))
assert score_test >= min_score_test, \
("Failed with bootstrap=%s: testing score %.3f less than %.3f"
% (bootstrap, score_test, min_score_test))
# Get probabilities and the decision function
predict_proba = logitboost.predict_proba(X_test)
decision_function = logitboost.decision_function(X_test)
# predict_proba() should always return (n_samples, n_classes)
assert predict_proba.shape == (X_test.shape[0], n_classes)
# decision_function() shape depends on the classification task
if is_binary:
assert decision_function.shape == (X_test.shape[0], )
else:
assert decision_function.shape == (X_test.shape[0], n_classes)
# Check that the last item of a staged method is the same as a regular
# method
staged_predict = np.asarray(list(logitboost.staged_predict(X_test)))
staged_predict_proba = \
np.asarray(list(logitboost.staged_predict_proba(X_test)))
staged_decision_function = \
np.asarray(list(logitboost.staged_decision_function(X_test)))
staged_score = \
np.asarray(list(logitboost.staged_score(X_test, y_test)))
np.testing.assert_equal(staged_predict[-1], logitboost.predict(X_test))
np.testing.assert_almost_equal(staged_predict_proba[-1],
logitboost.predict_proba(X_test))
np.testing.assert_almost_equal(staged_decision_function[-1],
logitboost.decision_function(X_test))
np.testing.assert_almost_equal(staged_score[-1],
logitboost.score(X_test, y_test))
# contributions() should return one non-negative number for each
# estimator in the ensemble
contrib = logitboost.contributions(X_train)
assert contrib.shape == (logitboost.n_estimators, )
assert np.all(contrib >= 0)
subsample=1, # 所有样本建立决策树
colsample_btree=1, # 所有特征建立决策树
scale_pos_weight=1, # 解决样本个数不平衡的问题
random_state=27, # 随机数
slient=0,
)
xg.fit(feature_train_balance, label_train_balance)
xg_pred = xg.predict_proba(feature_test_balance)[:, 1]
xg_evaluation = valid.evaluate(
label_test_balance, xg_pred, save_path="../data/xg_evaluation.json"
)
plot_evaluation(label_test_balance, xg_pred, "../figure", method="XG")
#%%
lb = LogitBoost(n_estimators=200, random_state=0) # base_estimator=LogisticRegression()
lb.fit(feature_train_balance, label_train_balance)
lb_pred = lb.predict_proba(feature_test_balance)[:, 1]
lb_evaluation = evaluate(
label_test_balance, lb_pred, save_path="../data/lb_evaluation.json"
)
plot_evaluation(label_test_balance, lb_pred, "../figure", method="LB")
#%%
from feature import valid
#%%
# Auto-tunan_column_listne model for pandemic
# 1. XGboost
# 2. XGboost - additive learning
# 3. LogisticBoosting - additive learning
# 4. dummy Logistic
# 5. Transfer Logistic
def main(plot=True, M=8, n_fold=10):
"""
:param plot: whether to plot the train and test result
:param M: maximum T to search would be 100*M
:param n_fold: number of folds in cross validation
:return: None
"""
train_file, test_file = "datasets/abalone_train_scaled.txt", "datasets/abalone_test_scaled.txt"
train = sparse.csr_matrix(np.loadtxt(train_file, delimiter=","))
test = sparse.csr_matrix(np.loadtxt(test_file, delimiter=","))
m = train.shape[0] #3133
x_dim = train.shape[1] - 1 #10
x_train, y_train = train[:, :x_dim].toarray(), train[:, x_dim].toarray().squeeze()
x_test, y_test = test[:, :x_dim].toarray(), test[:, x_dim].toarray().squeeze()
#print(x_train.shape, y_train.shape, x_test.shape)
#print(x_train)
aboost_train_cverror = list(np.ones(M))
lboost_train_cverror = list(np.ones(M))
for multiple in range(1, M+1):
T = multiple * 100
print("\nT = %s\t" % T)
# Set AdaBoost parameters
# decision stump is the default base estimator
aboost = AdaBoostClassifier(n_estimators=T, random_state=0)
# Set LogitBoost parameters
lboost = LogitBoost(n_estimators=T, random_state=0)
# get 10-fold cross validation error
aboost_cv_results = cross_validate(aboost, x_train, y_train, cv=n_fold)
lboost_cv_results = cross_validate(lboost, x_train, y_train, cv=n_fold)
# compute error by 1 - accuracy
aboost_train_cverror[multiple-1] = 1 - aboost_cv_results['test_score']
lboost_train_cverror[multiple-1] = 1 - lboost_cv_results['test_score']
aboost_train_cverror = np.stack(aboost_train_cverror)
lboost_train_cverror = np.stack(lboost_train_cverror)
print(aboost_train_cverror)
print(lboost_train_cverror)
# find the T that gives least error (the best cross-validation accuracy)
a_train_cverror_mean, a_train_cverror_std = aboost_train_cverror.mean(axis=1), aboost_train_cverror.std(axis=1)
argmin = a_train_cverror_mean.flatten().argmin()
best_T_aboost = int(argmin+1) * 100
print("----------------------\n",\
"AdaBoost iteration number T = %s\n"%(best_T_aboost), \
"----------------------\n")
# find the T that gives least error (the best cross-validation accuracy)
l_train_cverror_mean, l_train_cverror_std = lboost_train_cverror.mean(axis=1), lboost_train_cverror.std(axis=1)
argmin = l_train_cverror_mean.flatten().argmin()
best_T_lboost = int(argmin + 1) * 100
print("----------------------\n", \
"LogitBoost iteration number T = %s\n" % (best_T_lboost), \
"----------------------\n")
print('Now train with the best T=T* and eval on the test set\n')
# Train on the whole train set
aboost = AdaBoostClassifier(n_estimators=best_T_aboost, random_state=0)
aboost.fit(x_train, y_train)
lboost = LogitBoost(n_estimators=best_T_lboost, random_state=0)
lboost.fit(x_train, y_train)
# Test on the test set
y_pred_train = aboost.predict(x_train)
y_pred_test = aboost.predict(x_test)
a_error_train = 1-accuracy_score(y_train, y_pred_train)
a_error_test = 1-accuracy_score(y_test, y_pred_test)
print("AdaBoost train error: %s test error: %s" % (a_error_train, a_error_test))
y_pred_train = lboost.predict(x_train)
y_pred_test = lboost.predict(x_test)
l_error_train = 1-accuracy_score(y_train, y_pred_train)
l_error_test = 1-accuracy_score(y_test, y_pred_test)
print("LogitBoost train error: %s test error: %s"%(l_error_train, l_error_test))
if plot:
plt.figure()
x_values = range(100, M*100+1, 100)
plt.plot(x_values, a_train_cverror_mean, label="AdaBoost")
plt.fill_between(x_values,
a_train_cverror_mean + a_train_cverror_std,
a_train_cverror_mean - a_train_cverror_std,
alpha=0.5, edgecolor='blue', facecolor='blue')
plt.plot(x_values, l_train_cverror_mean, label="LogitBoost")
plt.fill_between(x_values,
l_train_cverror_mean + l_train_cverror_std,
l_train_cverror_mean - l_train_cverror_std,
alpha=0.5, edgecolor='#FF9848', facecolor='#FF9848')
plt.xlabel('T (number of iterations/classifiers)')
plt.ylabel('10fold cross validation train error')
plt.legend()
plt.ylim(0, 0.5)
plt.savefig('B.i_cverror.png')
def model_comp(X_train, X_test, y_train, y_test, title=""):
xgboost_model = XGBClassifier(learning_rate=0.01,
max_depth=3,
n_estimators=700,
random_state=8)
gradient_boost_model = GradientBoostingClassifier(learning_rate=0.01,
max_depth=4,
max_features='log2',
min_samples_leaf=4,
n_estimators=280,
subsample=0.25,
random_state=8)
random_forest_model = RandomForestClassifier(n_estimators=300,
max_depth=3,
verbose=1,
random_state=8)
svm_model = SVC(kernel='poly', probability=True, verbose=1, random_state=8)
knn_model = KNeighborsClassifier(n_neighbors=3)
elm_model = MLPClassifier(hidden_layer_sizes=(80, ),
activation='logistic',
learning_rate_init=0.01,
verbose=1)
adaboost_model = AdaBoostClassifier(n_estimators=300,
learning_rate=0.01,
random_state=8)
logitboost_model = LogitBoost(n_estimators=300,
learning_rate=0.01,
random_state=8)
xgboost_model.fit(X_train, y_train)
gradient_boost_model.fit(X_train, y_train)
random_forest_model.fit(X_train, y_train)
svm_model.fit(X_train, y_train)
knn_model.fit(X_train, y_train)
elm_model.fit(X_train, y_train)
adaboost_model.fit(X_train, y_train)
logitboost_model.fit(X_train, y_train)
p_random_forest = random_forest_model.predict_proba(X_test)
p_gradient_boost = gradient_boost_model.predict_proba(X_test)
p_xgboost = xgboost_model.predict_proba(X_test)
p_svm = svm_model.predict_proba(X_test)
p_knn = knn_model.predict_proba(X_test)
p_elm = elm_model.predict_proba(X_test)
p_adaboost = adaboost_model.predict_proba(X_test)
p_logitboost = logitboost_model.predict_proba(X_test)
random_forest_ll = log_loss(y_test, p_random_forest)
gradient_boost_ll = log_loss(y_test, p_gradient_boost)
xgboost_ll = log_loss(y_test, p_xgboost)
svm_ll = log_loss(y_test, p_svm)
knn_ll = log_loss(y_test, p_knn)
elm_ll = log_loss(y_test, p_elm)
adaboost_ll = log_loss(y_test, p_adaboost)
logitboost_ll = log_loss(y_test, p_logitboost)
strng0 = "\n" + title
strtest = "\nLength of test data: " + str(len(y_test))
strng2 = "\n------------------"
strng4 = "\nGradient Boost Log Loss " + str(gradient_boost_ll)
strng5 = "\nRandom Forest Log Loss " + str(random_forest_ll)
strng6 = "\nXGBoost Log Loss " + str(xgboost_ll)
strng7 = "\n------------------"
strng9 = "\nSVM Log Loss " + str(svm_ll)
strng10 = "\nKNN Log Loss " + str(knn_ll)
strng11 = "\nELM Log Loss " + str(elm_ll)
strng12 = "\nAdaBoost Log Loss " + str(adaboost_ll)
strng13 = "\nLogitBoost Log Loss " + str(logitboost_ll)
prntstr = strng0 + strtest + strng2 + strng4 + strng5 + strng6 + strng7 + strng9 + strng10 + strng11 + strng12 + strng13
print(prntstr)
write_to_file(prntstr)
return xgboost_model, random_forest_model, adaboost_model