def handle(self, *args, **kwargs):
# get model
TARGET_MODEL = 5
job = Job.objects.filter(pk=TARGET_MODEL)[0]
model = joblib.load(job.predictive_model.model_path)
model = model[0]
training_df, test_df = get_encoded_logs(job)
feature_names = list(
training_df.drop(['trace_id', 'label'], 1).columns.values)
X_train = training_df.drop(['trace_id', 'label'], 1)
Y_train = training_df.drop(
['trace_id', 'prefix_1', 'prefix_3', 'prefix_4', 'label'], 1)
rf = RuleFit()
columns = list(X_train.columns)
X = X_train.as_matrix()
rf.fit(X, Y_train.values.ravel(), feature_names=columns)
rules = rf.get_rules()
# rules = rules[rules.coef != 0].sort_values("support", ascending=False)
rules = rules[(rules.coef > 0.) & (rules.type != 'linear')]
rules['effect'] = rules['coef'] * rules['support']
pd.set_option('display.max_colwidth', -1)
rules.nlargest(10, 'effect')
# print(rules)
rules
def _getRulesRulefit(df_aux, model_params):
# Prepare data
X_train = df_aux[feature_cols]
y_train = df_aux["predictions"]
# Fit model
if "tree_size" not in model_params.keys():
model_params["tree_size"] = len(feature_cols) * 2
if "rfmode" not in model_params.keys():
model_params["rfmode"] = "classify"
rf = RuleFit(**model_params)
rf.fit(X_train.values, y_train.values, feature_names=feature_cols)
# Get rules
print("Obtaining Rules using RuleFit...")
rules_all = rf.get_rules()
rules_all = rules_all[rules_all.coef != 0]
rules_all = rules_all[rules_all.importance > 0].sort_values(
"support", ascending=False)
rules_all = rules_all[rules_all.coef > 0]
rules_all = rules_all.sort_values("support", ascending=False)
rules_all = rules_all[rules_all["type"] == "rule"]
rules_all["size_rules"] = rules_all.apply(
lambda x: len(x["rule"].split("&")), axis=1)
# Turn list of rules to dataframe
print("Turning rules to hypercubes...")
df_rules = turn_rules_to_df(list_rules=list(rules_all["rule"].values),
list_cols=feature_cols)
# Get corresponding rule size from the original rule extraction model,
# not on the hypercubes obtained later
df_rules["size_rules"] = list(rules_all["size_rules"].values)
# Prune rules
if simplify_rules:
print("Prunning the rules obtained...")
df_rules_pruned = df_rules.drop(columns=["size_rules"]).copy()
df_rules_pruned = simplifyRules(df_rules_pruned, categorical_cols)
df_rules_pruned = df_rules_pruned.reset_index().merge(
df_rules.reset_index()[["index", "size_rules"]], how="left")
df_rules_pruned.index = df_rules_pruned["index"]
df_rules_pruned = df_rules_pruned.drop(columns=["index"],
errors="ignore")
df_rules = df_rules_pruned
return df_rules
import numpy as np
import pandas as pd
from sklearn.ensemble import GradientBoostingRegressor
from rulefit import RuleFit
boston_data = pd.read_csv("boston.csv", index_col=0)
y = boston_data.medv.values
X = boston_data.drop("medv", axis=1)
features = X.columns
X = X.as_matrix()
gb = GradientBoostingRegressor(n_estimators=100,
max_depth=3,
learning_rate=0.01)
rf = RuleFit(gb)
rf.fit(X, y, feature_names=features)
rules = rf.get_rules()
rules = rules[rules.coef != 0].sort("support")
max_depth=100,
max_features=None,
max_leaf_nodes=15,
min_impurity_decrease=0.0,
min_impurity_split=None,
min_samples_leaf=1,
min_samples_split=2,
min_weight_fraction_leaf=0.0,
n_estimators=500,
n_iter_no_change=None,
presort='auto',
random_state=572,
subsample=0.46436099318265595,
tol=0.0001,
validation_fraction=0.1,
verbose=0,
warm_start=False),
tree_size=3)
rgb.fit(x_train, y_train)
y_pred = rgb.predict(x_test)
rules = rgb.get_rules()
def scaled_absolute_error(y_test, y_pred):
e1 = np.mean(y_test - y_pred)
e2 = np.mean(y_test - np.median(y_test))
return np.round(e1 / e2, 4)
scaled_absolute_error(y_test, y_pred)
class FeatureVec(object):
"Feature-vector class."
def __init__(
self,
mode,
max_depth=3,
feature_names=None,
max_sentences=20000,
exp_rand_tree_size=True,
tree_generator=None,
):
'''
mode: 'classify' or 'regress'
max_depth: maximum depth of trained trees
feature_names: names of features
max_sentences: maximum number of extracted sentences
exp_rand_tree_size: Having trees with different sizes
tree_generator: Tree generator model (overwrites above features)
'''
self.feature_names = feature_names
self.mode = mode
max_leafs = 2**max_depth
num_trees = max_sentences // max_leafs
if tree_generator is None:
tree_generator = RandomForestClassifier(num_trees,
max_depth=max_depth)
self.exp_rand_tree_size = exp_rand_tree_size
self.rf = RuleFit(rfmode=mode,
tree_size=max_leafs,
max_rules=max_sentences,
tree_generator=tree_generator,
exp_rand_tree_size=True,
fit_lasso=False,
Cs=10.**np.arange(-4, 1),
cv=3)
def fit(self, X, y, restart=True, bagging=0):
'''Fit the tree model.
X: inputs
y: outputs (integer class label or real value)
restart: To train from scratch tree generator model
bagging: If >0 applies bagging on trees to compute confidence intervals
'''
if not bagging:
bagging = 0
dimred = TruncatedSVD(2)
self.rf.fit(X, y, restart=restart)
rules = self.rf.get_rules()['rule'].values
cm = cooccurance_matrix(rules, X.shape[-1])
vectors = dimred.fit_transform(cm)
vectors = normalize_angles(vectors)
self.norms = np.clip(np.linalg.norm(vectors, axis=-1, keepdims=True),
1e-12, None)
vectors /= np.max(self.norms)
self.vectors = vectors
self.importance = np.linalg.norm(self.vectors, axis=-1)
self.angles = np.arctan2(self.vectors[:, 1], self.vectors[:, 0])
self.stds = np.zeros(vectors.shape)
self.predictor = self.rf.tree_generator
if bagging:
all_vectors = []
for _ in range(bagging):
self.rf.bag_trees(X, y)
rules_bag = self.rf.get_rules()['rule'].values
cm_bag = cooccurance_matrix(rules_bag, X.shape[-1])
vectors_bag = dimred.fit_transform(cm_bag)
vectors_bag = normalize_angles(vectors_bag)
norms_bag = np.clip(
np.linalg.norm(vectors_bag, axis=-1, keepdims=True), 1e-12,
None)
all_vectors.append(vectors_bag / norms_bag)
self.stds = np.std(all_vectors, 0)
def plot(self, dynamic=True, confidence=True, path=None):
'''Plot the feature-vectors.
dynamic: If True the output is a dynamic html plot. Otherwise, it will be an image.
confidence: To show confidence intervals or not
path: Path to save the image. If dy
'''
mx = 1.1
angles = np.arctan2(self.vectors[:, 1], self.vectors[:, 0])
max_angle = np.max(np.abs(angles))
feature_names = self.feature_names + ['origin', '']
plot_vectors = np.concatenate([self.vectors, [[0, 0], [0, 0]]])
vectors_sizes = np.linalg.norm(plot_vectors, axis=-1)
plot_angles = np.concatenate([angles, [-max_angle, max_angle]])
plot_data = np.stack([
plot_vectors[:, 1], plot_vectors[:, 0], plot_angles, feature_names
],
axis=-1)
plot_df = pd.DataFrame(data=plot_data,
columns=['x', 'y', 'angles', 'names'])
plot_df[["x", "y",
"angles"]] = plot_df[["x", "y",
"angles"]].apply(pd.to_numeric)
if dynamic:
fig = px.scatter(
plot_df,
x='x',
y='y',
color='angles',
width=1000,
height=500,
hover_name=feature_names,
hover_data={
'x': False,
'y': False,
'angles': False,
'names': False
},
color_continuous_scale=px.colors.sequential.Rainbow)
fig.update_yaxes(visible=False,
showticklabels=False,
range=[0, mx])
fig.update_xaxes(visible=False,
showticklabels=False,
range=[-mx, mx])
else:
fig = px.scatter(
plot_df,
x='x',
y='y',
color='angles',
width=1000,
height=500,
hover_name='names',
hover_data={
'x': False,
'y': False,
'angles': False,
'names': False
},
color_continuous_scale=px.colors.sequential.Rainbow)
max_name_len = max([len(i) for i in feature_names])
for i in range(len(plot_vectors) - 2):
if plot_vectors[:, 1][i] > 0:
name = feature_names[i] + ''.join(
[' '] * (max_name_len - len(feature_names[i])))
ax = plot_vectors[:, 1][i] + 0.2
else:
name = ''.join([' '] *
(max_name_len -
len(feature_names[i]))) + feature_names[i]
ax = plot_vectors[:, 1][i] - 0.2
if vectors_sizes[i] < 0.2:
continue
fig.add_annotation(
x=plot_vectors[:, 1][i],
y=plot_vectors[:, 0][i],
text=feature_names[i] +
''.join([' '] * (max_name_len - len(feature_names[i]))),
font=dict(size=15),
axref="x",
ayref="y",
ax=ax,
ay=plot_vectors[:, 0][i],
arrowhead=2,
)
fig.update_yaxes(visible=False,
showticklabels=False,
range=[0, mx])
fig.update_xaxes(visible=False,
showticklabels=False,
range=[-mx, mx])
fig.update_traces(marker=dict(size=10), textfont_size=15)
fig.update(layout_coloraxis_showscale=False)
fig.update_layout(showlegend=False)
for i in range(10):
fig.add_shape(type='circle',
x0=(i + 1) / 10 * mx,
y0=(i + 1) / 10 * mx,
x1=-(i + 1) / 10 * mx,
y1=-(i + 1) / 10 * mx,
line_color="red",
opacity=0.5,
line=dict(dash='dot', width=3))
if confidence:
for vector, std, angle in zip(self.vectors, self.stds, angles):
fig.add_shape(type='circle',
x0=vector[1] + 3 * std[1],
y0=vector[0] + 3 * std[0],
x1=vector[1] - 3 * std[1],
y1=vector[0] - 3 * std[0],
line_color='gray',
opacity=0.5,
line=dict(dash='solid', width=1))
fig.show()
if path:
if len(path.split('/')) > 1 and not os.path.exists('/'.join(
path.split('/')[:-1])):
os.makedirs('/'.join(path.split('/')[:-1]))
if dynamic:
assert path.split(
'.'
)[-1] == 'html', 'For a dynamic figure, path should be an html file!'
fig.write_html(path)
else:
fig.write_image(path)
test = data[:200, :]
train_target = target[200:]
test_target = target[:200]
from sklearn.ensemble import GradientBoostingRegressor
gb = GradientBoostingRegressor(n_estimators=500,
max_depth=10,
learning_rate=0.01)
relu_fit = RuleFit()
relu_fit.max_iter = 4000
relu_fit.tree_generator = gb
relu_fit.fit(train, train_target, feature_names=feature_name)
f = relu_fit.predict(test)
ff = relu_fit.predict(train)
rule = relu_fit.get_rules()
truth = 0
for i in range(test_target.shape[0]):
if abs(test_target[i] - f[i]) / test_target[i] < 0.1:
truth += 1
print("truth: ", truth / test_target.shape[0])
#print(rule)
ruleset = pd.DataFrame(data=rule)
writer = pd.ExcelWriter('./rules.xlsx')
ruleset.to_excel(writer)
writer.save()
writer.close()
from matplotlib import pyplot as plt
import numpy as np
import pandas as pd
from rulefit import RuleFit
## Create artificial data set with
n = 10000
x1 = np.random.normal(scale=1, size=n)
x2 = np.random.normal(loc=0, scale=1, size=n)
x3 = np.random.normal(size=n)
x4 = np.random.normal(size=n)
eps = np.random.normal(loc=0, scale=0.1, size=n)
y = 5 * ((x1 > 1).astype(int) * (x2 < -1).astype(int)) + 0.3 * x4 + eps
X = pd.DataFrame({'x1': x1, 'x2': x2, 'x3': x3, 'x4': x4})
rf = RuleFit()
rf.fit(X.values, y, X.columns)
rf.fit(X.values, y)
rules = rf.get_rules(exclude_zero_coef=True)
print(rules)
import numpy as np
import pandas as pd
from sklearn.ensemble import GradientBoostingRegressor
from rulefit import RuleFit
boston_data = pd.read_csv("boston.csv", index_col=0)
y = boston_data.medv.values
X = boston_data.drop("medv", axis=1)
features = X.columns
X = X.as_matrix()
gb = GradientBoostingRegressor(n_estimators=100, max_depth=3, learning_rate=0.01)
rf = RuleFit(gb)
rf.fit(X, y, feature_names=features)
rules = rf.get_rules()
rules = rules[rules.coef != 0].sort("support")
import numpy as np
import pandas as pd
from rulefit import RuleFit
## Create artificial data set with
n = 10000
x1 = np.random.normal(scale=1, size=n)
x2 = np.random.normal(loc=0, scale=1, size=n)
x3 = np.random.normal(size=n)
x4 = np.random.normal(size=n)
eps = np.random.normal(loc=0, scale=0.1, size=n)
y = 5 * ((x1 > 1).astype(int) * (x2 < -1).astype(int)) + 0.3 * x4 + eps
X = pd.DataFrame({'x1': x1, 'x2': x2, 'x3': x3, 'x4': x4})
rf = RuleFit()
rf.fit(X.values, y, X.columns)
rf.fit(X.values, y)
rules = rf.get_rules(exclude_zero_coef=True)
print(rules)