def Test_blending_Binary_TestFold(X,
y,
nfold_test,
blending_fold,
verbose=True):
# name list
name_list = ['xgb', 'lgb', 'cat', 'rfc', 'svm', 'gpc', 'lda', 'qda']
# model_list , param_list ,
model_dict = OrderedDict()
model_dict['xgb'] = mi.myXGBBinary()
model_dict['lgb'] = mi.myLGBMBinary()
model_dict['cat'] = mi.myCatBoostBinary()
model_dict['rfc'] = mi.myRandomForestBinary()
model_dict['svm'] = mi.mySVMBinary()
model_dict['gpc'] = mi.myGPBinary()
model_dict['lda'] = mi.myLDABinary()
model_dict['qda'] = mi.myQDABinary()
param_list = OrderedDict()
param_list['xgb'] = mp.param_xgb('binary',
len(np.unique(y)),
use_gpu=False)
param_list['lgb'] = mp.param_lgbm('binary',
len(np.unique(y)),
use_gpu=False)
param_list['cat'] = mp.param_cat('binary',
use_gpu=True,
is_unbalance=False)
param_list['rfc'] = mp.param_rf('binary')
param_list['svm'] = mp.param_svm('binary')
param_list['gpc'] = mp.param_gpc('binary')
param_list['lda'] = mp.param_lda()
param_list['qda'] = mp.param_qda()
#fitting parmas
fitpm_list = OrderedDict()
for name in name_list:
fitpm_list[name] = {}
fitpm_list['lgb'] = {'early_stopping_rounds': 12, 'verbose': -1}
#fit_cat = {}
#fit_xgb = {}
# metric func
metric_func = roc_auc_score
# Result
result_list = OrderedDict()
auc_score_list = OrderedDict()
for name in name_list:
print(name)
test_fold_index, fold_train_pred, fold_test_pred, mean_fold_score = tr.training_blending_Testfold_noVal(
'binary', model_dict[name], param_list[name], fitpm_list[name],
metric_func, X, y, nfold_test, blending_fold, verbose)
result_list[name] = [
test_fold_index, fold_train_pred, fold_test_pred, mean_fold_score
]
print('done')
print('Test_Classification_TestFold Compelte')
return result_list
def Test_blending_Binary(xtrain,
ytrain,
xtest,
blending_fold=5,
verbose=False):
# name list
name_list = ['xgb', 'lgb', 'cat', 'rfc', 'svm', 'gpc', 'lda', 'qda']
# model_list , param_list ,
model_dicts = OrderedDict()
model_dicts['xgb'] = mi.myXGBBinary()
model_dicts['lgb'] = mi.myLGBMBinary()
model_dicts['cat'] = mi.myCatBoostBinary()
model_dicts['rfc'] = mi.myRandomForestBinary()
model_dicts['svm'] = mi.mySVMBinary()
model_dicts['gpc'] = mi.myGPBinary()
model_dicts['lda'] = mi.myLDABinary()
model_dicts['qda'] = mi.myQDABinary()
param_list = OrderedDict()
param_list['xgb'] = mp.param_xgb('binary',
len(np.unique(ytrain)),
use_gpu=False)
param_list['lgb'] = mp.param_lgbm('binary',
len(np.unique(ytrain)),
use_gpu=False)
param_list['cat'] = mp.param_cat('binary',
use_gpu=True,
is_unbalance=False)
param_list['rfc'] = mp.param_rf('binary')
param_list['svm'] = mp.param_svm('binary')
param_list['gpc'] = mp.param_gpc('binary')
param_list['lda'] = mp.param_lda()
param_list['qda'] = mp.param_qda()
#fitting parmas
fitpm_list = OrderedDict()
for name in name_list:
fitpm_list[name] = {}
fitpm_list['lgb'] = {'early_stopping_rounds': 12, 'verbose': -1}
#fit_cat = {}
#fit_xgb = {}
# metric func
metric_func = roc_auc_score
# Result
result_list = OrderedDict()
# Training
for name in name_list:
print(name)
train_pred, test_pred, fold_metric = tr.training_blending_fixedTest(
'binary', model_dicts[name], param_list[name], fitpm_list[name],
metric_func, xtrain, ytrain, xtest, blending_fold, verbose)
result_list[name] = [train_pred, test_pred, fold_metric]
return result_list
def Test_Classification(xtrain, ytrain, xtest, nfold=5, verbose=False):
# name list
name_list = ['xgb', 'lgb', 'cat', 'rfc', 'svm', 'gpc', 'lda', 'qda']
# model_list , param_list ,
model_list = OrderedDict()
model_list['xgb'] = mi.myXGBClassifier()
model_list['lgb'] = mi.myLGBMClassifier()
model_list['cat'] = mi.myCatBoostClassifier()
model_list['rfc'] = mi.myRandomForestClassifier()
model_list['svm'] = mi.mySVMClassifier()
model_list['gpc'] = mi.myGPClassifier()
model_list['lda'] = mi.myLDAClassifier()
model_list['qda'] = mi.myQDAClassifier()
param_list = OrderedDict()
param_list['xgb'] = mp.param_xgb('classification',
len(np.unique(ytrain)),
use_gpu=False)
param_list['lgb'] = mp.param_lgbm('classification',
len(np.unique(ytrain)),
use_gpu=False)
param_list['cat'] = mp.param_cat('classification',
use_gpu=True,
is_unbalance=False)
param_list['rfc'] = mp.param_rf('classification')
param_list['svm'] = mp.param_svm('classification')
param_list['gpc'] = mp.param_gpc('classification')
param_list['lda'] = mp.param_lda()
param_list['qda'] = mp.param_qda()
#fitting parmas
fitpm_list = OrderedDict()
for name in name_list:
fitpm_list[name] = {}
fitpm_list['lgb'] = {'early_stopping_rounds': 12, 'verbose': -1}
#fit_cat = {}
#fit_xgb = {}
# metric func
metric_func = cu.aucpr
#metric_func = partial(cu.auc_multi , [0,1,2,3])
# Result
result_list = OrderedDict()
# Training
for name in name_list:
print(name)
fold_predict, fold_oof, fold_metric, fold_model = tr.training_fixedTest(
'classification', model_list[name], param_list[name],
fitpm_list[name], metric_func, xtrain, ytrain, xtest, nfold)
result_list[name] = [fold_predict, fold_oof, fold_metric, fold_model]
print('Test_Classification Complete')
return result_list
def Test_Classification_TestFold(X, y, nfold_test, nfold_val, verbose=True):
# name list
name_list = ['xgb', 'lgb', 'cat', 'rfc', 'svm', 'gpc', 'lda', 'qda']
# model_list , param_list ,
model_dict = OrderedDict()
model_dict['xgb'] = mi.myXGBClassifier()
model_dict['lgb'] = mi.myLGBMClassifier()
model_dict['cat'] = mi.myCatBoostClassifier()
model_dict['rfc'] = mi.myRandomForestClassifier()
model_dict['svm'] = mi.mySVMClassifier()
model_dict['gpc'] = mi.myGPClassifier()
model_dict['lda'] = mi.myLDAClassifier()
model_dict['qda'] = mi.myQDAClassifier()
param_list = OrderedDict()
param_list['xgb'] = mp.param_xgb('classification',
len(np.unique(y)),
use_gpu=False)
param_list['lgb'] = mp.param_lgbm('classification',
len(np.unique(y)),
use_gpu=False)
param_list['cat'] = mp.param_cat('classification',
use_gpu=True,
is_unbalance=False)
param_list['rfc'] = mp.param_rf('classification')
param_list['svm'] = mp.param_svm('classification')
param_list['gpc'] = mp.param_gpc('classification')
param_list['lda'] = mp.param_lda()
param_list['qda'] = mp.param_qda()
#fitting parmas
fitpm_list = OrderedDict()
for name in name_list:
fitpm_list[name] = {}
fitpm_list['lgb'] = {'early_stopping_rounds': 12, 'verbose': -1}
#fit_cat = {}
#fit_xgb = {}
# metric func
metric_func = cu.aucpr
#metric_func = partial(cu.auc_multi , [0,1,2,3])
# Result
result_list = OrderedDict()
auc_score_list = OrderedDict()
for name in name_list:
print(name)
test_fold_index, oof, model_list = tr.training_Testfold(
'classification', model_dict[name], param_list[name],
fitpm_list[name], metric_func, X, y, nfold_test, nfold_val)
result_list[name] = [test_fold_index, oof, model_list]
#auc_score_list[name] = roc_auc_score(np.where(y > 0.5 , 1 ,0 ) , np.argmax(oof.mean(axis = 0) , axis = 1))
print('Test_Classification_TestFold Compelte')
return result_list
def Test_Regression_TestFold(X, y, nfold_test, nfold_val, verbose=True):
# name list
name_list = ['xgb', 'lgb', 'cat', 'rfc', 'elt', 'svm', 'gpc']
# model_list , param_list ,
model_dict = OrderedDict()
model_dict['xgb'] = mi.myXGBRegressor()
model_dict['lgb'] = mi.myLGBMRegressor()
model_dict['cat'] = mi.myCatBoostRegressor()
model_dict['rfc'] = mi.myRandomForestRegressor()
model_dict['elt'] = mi.myElasticNetRegressor()
model_dict['svm'] = mi.mySVMRegressor()
model_dict['gpc'] = mi.myGPRegressor()
param_list = OrderedDict()
param_list['xgb'] = mp.param_xgb('regression', use_gpu=False)
param_list['lgb'] = mp.param_lgbm('regression', use_gpu=False)
param_list['cat'] = mp.param_cat('regression',
use_gpu=True,
is_unbalance=False)
param_list['rfc'] = mp.param_rf('regression')
param_list['elt'] = mp.param_elst('regression')
param_list['svm'] = mp.param_svm('regression')
param_list['gpc'] = mp.param_gpc('regression')
#fitting parmas
fitpm_list = OrderedDict()
for name in name_list:
fitpm_list[name] = {}
fitpm_list['lgb'] = {'early_stopping_rounds': 12, 'verbose': -1}
# metric func
metric_func = mean_squared_error
auc_score_list = OrderedDict()
result_list = OrderedDict()
for name in name_list:
print(name)
print('Model : {}'.format(name))
test_fold_index, oof, model_list = tr.training_Testfold(
'regression', model_dict[name], param_list[name], fitpm_list[name],
metric_func, X, y, nfold_test, nfold_val)
result_list[name] = [test_fold_index, oof,
model_list] # 모든 데이터에 대해 예측값이 oof에 저장되어 있다.
auc_score_list[name] = roc_auc_score(np.where(y > 25, 1, 0),
oof.mean(axis=1))
return result_list
def Test_Regression_noVal(xtrain, ytrain, xtest):
# name list
name_list = ['xgb', 'lgb', 'cat', 'rfc', 'elt', 'svm', 'gpc']
# model_list , param_list ,
model_list = OrderedDict()
model_list['xgb'] = mi.myXGBRegressor()
model_list['lgb'] = mi.myLGBMRegressor()
model_list['cat'] = mi.myCatBoostRegressor()
model_list['rfc'] = mi.myRandomForestRegressor()
model_list['elt'] = mi.myElasticNetRegressor()
model_list['svm'] = mi.mySVMRegressor()
model_list['gpc'] = mi.myGPRegressor()
param_list = OrderedDict()
param_list['xgb'] = mp.param_xgb('regression', use_gpu=False)
param_list['lgb'] = mp.param_lgbm('regression', use_gpu=False)
param_list['cat'] = mp.param_cat('regression',
use_gpu=True,
is_unbalance=False)
param_list['rfc'] = mp.param_rf('regression')
param_list['elt'] = mp.param_elst('regression')
param_list['svm'] = mp.param_svm('regression')
param_list['gpc'] = mp.param_gpc('regression')
#fitting parmas
fitpm_list = OrderedDict()
for name in name_list:
fitpm_list[name] = {}
fitpm_list['lgb'] = {'early_stopping_rounds': 12, 'verbose': -1}
# metric func
metric_func = mean_squared_error
result_list = OrderedDict()
for name in name_list:
print(name)
res_pred, model = tr.training_fixedTest_noVal(
'regression', model_list[name], param_list[name], fitpm_list[name],
metric_func, xtrain, ytrain, xtest)
result_list[name] = [res_pred, model]
print('Test_Regression Complete')
return result_list
def Test_Binary(xtrain, ytrain, xtest, nfold=5, verbose=False):
# name list
name_list = [
'xgb',
'lgb',
#'cat',
'rfc',
'svm',
#'gpc',
'lda',
'qda',
'rdg',
'lso',
'ann'
]
# model_dicts , param_list ,
model_dicts = OrderedDict()
model_dicts['xgb'] = mi.myXGBBinary()
model_dicts['lgb'] = mi.myLGBMBinary()
model_dicts['cat'] = mi.myCatBoostBinary()
model_dicts['rfc'] = mi.myRandomForestBinary()
model_dicts['svm'] = mi.mySVMBinary()
model_dicts['gpc'] = mi.myGPBinary()
model_dicts['lda'] = mi.myLDABinary()
model_dicts['qda'] = mi.myQDABinary()
model_dicts['rdg'] = mi.myRidgeBinary()
model_dicts['lso'] = mi.myLassoBinary()
model_dicts['ann'] = mi.myANNBinary()
param_list = OrderedDict()
param_list['xgb'] = mp.param_xgb('binary',
len(np.unique(ytrain)),
use_gpu=False)
param_list['lgb'] = mp.param_lgbm('binary',
len(np.unique(ytrain)),
use_gpu=False)
param_list['cat'] = mp.param_cat('binary',
use_gpu=True,
is_unbalance=False)
param_list['rfc'] = mp.param_rf('binary')
param_list['svm'] = mp.param_svm('binary')
param_list['gpc'] = mp.param_gpc('binary')
param_list['lda'] = mp.param_lda()
param_list['qda'] = mp.param_qda()
param_list['rdg'] = mp.param_ridge('binary')
param_list['lso'] = mp.param_lasso('binary')
param_list['ann'] = mp.param_ANN()
params_xgb = {
'colsample_bytree': 0.018359345409703118,
'max_delta_step': 10.0,
'max_depth': 100,
'min_child_weight': 0.0,
'n_estimators': 800,
'reg_alpha': 2.0,
'reg_lambda': 10.0,
'subsample': 1.0
}
params_lgb = {
'bagging_fraction': 0.9146615380853989,
'colsample_bytree': 0.7384250232683872,
'feature_fraction': 0.2892361777710602,
'lambda_l1': 6.11807950735429,
'lambda_l2': 9.779990080293718,
'learning_rate': 0.001,
'max_depth': 9,
'min_child_weight': 0.6385281864950193,
'min_data_in_leaf': 1,
'min_split_gain': 0.5944870633301388,
'num_leaves': 969,
'reg_alpha': 18.045166839320736,
'reg_lambda': 8.490946187426754,
'subsample': 0.16006631386138065
}
'''
params_cat = {'bagging_temperature': 36.514154289873396,
'depth': 7,
'iterations': 1884,
'l2_leaf_reg': 5,
'learning_rate': 0.8494130280301052,
'random_strength': 39.83926219359324}
'''
params_rfc = {
'max_depth': 3,
'max_features': 0.26390005062522226,
'n_estimators': 89
}
params_rdg = {'normalize': False}
params_lso = {'alpha': 0.03, 'normalize': False}
param_list['xgb'] = {**param_list['xgb'], **params_xgb} # 뒤의 딕셔너리가 우선이 된다.
param_list['lgb'] = {**param_list['lgb'], **params_lgb}
#param_list['cat']= {**param_list['cat'], **params_cat}
param_list['rfc'] = {**param_list['rfc'], **params_rfc}
param_list['rdg'] = {**param_list['rdg'], **params_rdg}
param_list['lso'] = {**param_list['lso'], **params_lso}
#fitting parmas
fitpm_list = OrderedDict()
for name in name_list:
fitpm_list[name] = {}
#fitpm_list['lgb'] = {'early_stopping_rounds' : 12 , 'verbose' : -1}
#fit_cat = {}
#fit_xgb = {}
# metric func
metric_func = roc_auc_score
# Result
result_list = OrderedDict()
# Training
for name in name_list:
print(name)
prediction, model = tr.training_fixedTest_noVal(
'binary', model_dicts[name], param_list[name], fitpm_list[name],
metric_func, xtrain, ytrain, xtest, verbose)
result_list[name] = [prediction, model]
return result_list
