def test_icp_regression_tree(self):
# -----------------------------------------------------------------------------
# Setup training, calibration and test indices
# -----------------------------------------------------------------------------
data = load_boston()
idx = np.random.permutation(data.target.size)
train = idx[:int(idx.size / 3)]
calibrate = idx[int(idx.size / 3):int(2 * idx.size / 3)]
test = idx[int(2 * idx.size / 3):]
# -----------------------------------------------------------------------------
# Without normalization
# -----------------------------------------------------------------------------
# Train and calibrate
# -----------------------------------------------------------------------------
underlying_model = RegressorAdapter(
DecisionTreeRegressor(min_samples_leaf=5))
nc = RegressorNc(underlying_model, AbsErrorErrFunc())
icp = IcpRegressor(nc)
icp.fit(data.data[train, :], data.target[train])
icp.calibrate(data.data[calibrate, :], data.target[calibrate])
# -----------------------------------------------------------------------------
# Predict
# -----------------------------------------------------------------------------
prediction = icp.predict(data.data[test, :], significance=0.1)
header = ["min", "max", "truth", "size"]
size = prediction[:, 1] - prediction[:, 0]
table = np.vstack([prediction.T, data.target[test], size.T]).T
df = pd.DataFrame(table, columns=header)
print(df)
# -----------------------------------------------------------------------------
# With normalization
# -----------------------------------------------------------------------------
# Train and calibrate
# -----------------------------------------------------------------------------
underlying_model = RegressorAdapter(
DecisionTreeRegressor(min_samples_leaf=5))
normalizing_model = RegressorAdapter(
KNeighborsRegressor(n_neighbors=1))
normalizer = RegressorNormalizer(underlying_model, normalizing_model,
AbsErrorErrFunc())
nc = RegressorNc(underlying_model, AbsErrorErrFunc(), normalizer)
icp = IcpRegressor(nc)
icp.fit(data.data[train, :], data.target[train])
icp.calibrate(data.data[calibrate, :], data.target[calibrate])
# -----------------------------------------------------------------------------
# Predict
# -----------------------------------------------------------------------------
prediction = icp.predict(data.data[test, :], significance=0.1)
header = ["min", "max", "truth", "size"]
size = prediction[:, 1] - prediction[:, 0]
table = np.vstack([prediction.T, data.target[test], size.T]).T
df = pd.DataFrame(table, columns=header)
print(df)
from nonconformist.icp import IcpRegressor from nonconformist.nc import RegressorNc, abs_error, abs_error_inv data = load_boston() # ----------------------------------------------------------------------------- # Setup training, calibration and test indices # ----------------------------------------------------------------------------- idx = np.random.permutation(data.target.size) train = idx[:int(idx.size / 3)] calibrate = idx[int(idx.size / 3):int(2 * idx.size / 3)] test = idx[int(2 * idx.size / 3):] # ----------------------------------------------------------------------------- # Train and calibrate # ----------------------------------------------------------------------------- icp = IcpRegressor(RegressorNc(DecisionTreeRegressor, abs_error, abs_error_inv)) icp.fit(data.data[train, :], data.target[train]) icp.calibrate(data.data[calibrate, :], data.target[calibrate]) # ----------------------------------------------------------------------------- # Predict # ----------------------------------------------------------------------------- import pandas prediction = icp.predict(data.data[test, :], significance=0.1) header = np.array(['min','max','Truth']) table = np.vstack([prediction.T, data.target[test]]).T df = pandas.DataFrame(np.vstack([header, table])) print(df)
from nonconformist.base import RegressorAdapter
from nonconformist.icp import IcpRegressor
from nonconformist.nc import RegressorNc, AbsErrorErrFunc, SignErrorErrFunc
# -----------------------------------------------------------------------------
# Setup training, calibration and test indices
# -----------------------------------------------------------------------------
data = load_boston()
idx = np.random.permutation(data.target.size)
train = idx[:int(idx.size / 3)]
calibrate = idx[int(idx.size / 3):int(2 * idx.size / 3)]
test = idx[int(2 * idx.size / 3):]
# -----------------------------------------------------------------------------
# Train and calibrate
# -----------------------------------------------------------------------------
icp = IcpRegressor(
RegressorNc(RegressorAdapter(DecisionTreeRegressor()), SignErrorErrFunc()))
icp.fit(data.data[train, :], data.target[train])
icp.calibrate(data.data[calibrate, :], data.target[calibrate])
# -----------------------------------------------------------------------------
# Predict
# -----------------------------------------------------------------------------
prediction = icp.predict(data.data[test, :], significance=0.05)
header = np.array(['min', 'max', 'Truth'])
table = np.vstack([prediction.T, data.target[test]]).T
df = pd.DataFrame(np.vstack([header, table]))
print(df)
def train_and_test_cp_algo(i):
window = 96
p = {'window': window}
algorithm = BiLSTM(p)
path = 'data\EURUSD_NETPOSUSD_hourly_for_regresion' + str(i) + '.csv'
df = pd.read_csv(path).drop(['QdfTime', 'Unnamed: 0'], axis=1).fillna(0)
y_raw_test = df.NetPosUsd[-120:]
median_ = df.NetPosUsd.median()
mad_ = mad(df.NetPosUsd.values)
df.NetPosUsd = mlog_trans(df.NetPosUsd.values)
# mean = df.NetPosUsd.mean()
# std = df.NetPosUsd.std()
# df.NetPosUsd = (df.NetPosUsd - mean) / std
data = df.NetPosUsd.values
def generate_index(window, data_matrix):
'''
:return:
'''
num_elements = data_matrix.shape[0]
for start, stop in zip(range(0, num_elements - window, 1), range(window, num_elements, 1)):
yield data_matrix[stop - window:stop].reshape((-1, 1))
cnt = []
for sequence in generate_index(window, data):
cnt.append(sequence)
cnt = np.array(cnt)
X = cnt
y = data[window:]
X = X.reshape(X.shape[0], X.shape[1])
train_test_split = X.shape[0] - 120 - 3480
train = X[:train_test_split, :]
calibrate = X[train_test_split:train_test_split + 3480, :]
test = X[-120:]
ytrain = y[:train_test_split]
ycalibrate = y[train_test_split:train_test_split + 3480]
ytest = y[-120:]
underlying_model = RegressorAdapter(algorithm)
normalizing_model = RegressorAdapter(KNeighborsRegressor(n_neighbors=50))
normalizer = RegressorNormalizer(underlying_model, normalizing_model, AbsErrorErrFunc())
nc = RegressorNc(underlying_model, AbsErrorErrFunc(), normalizer)
icp = IcpRegressor(nc)
icp.fit(train, ytrain)
icp.calibrate(calibrate, ycalibrate)
underlying_model2 = RegressorAdapter(algorithm)
nc2 = RegressorNc(underlying_model2, AbsErrorErrFunc())
icp2 = IcpRegressor(nc2)
icp2.fit(train, ytrain)
icp2.calibrate(calibrate, ycalibrate)
for a in tqdm(np.linspace(5, 95, 19)):
# -----------------------------------------------------------------------------
# Predict
# -----------------------------------------------------------------------------
prediction = icp.predict(test, significance=a / 100)
header = ['NCP_lower', 'NCP_upper', 'NetPosUsd', 'prediction']
lower, upper = prediction[:, 0], prediction[:, 1]
lower = mlog_inverse(lower, median_, mad_)
upper = mlog_inverse(upper, median_, mad_)
ytest = mlog_inverse(ytest, median_, mad_)
# lower=lower*std+mean
# upper=upper*std+mean
# ytest=ytest*std+mean
size = upper / 2 + lower / 2
table = np.vstack([lower, upper, y_raw_test, size.T]).T
dfncp = pd.DataFrame(table, columns=header)
# -----------------------------------------------------------------------------
# Predict
# -----------------------------------------------------------------------------
prediction = icp2.predict(test, significance=a / 100)
header = ['CP_lower', 'CP_upper', 'NetPosUsd', 'prediction']
lower, upper = prediction[:, 0], prediction[:, 1]
lower = mlog_inverse(lower, median_, mad_)
upper = mlog_inverse(upper, median_, mad_)
ytest = mlog_inverse(ytest, median_, mad_)
# lower=lower*std+mean
# upper=upper*std+mean
# ytest=ytest*std+mean
size = upper / 2 + lower / 2
table = np.vstack([lower, upper, y_raw_test, size.T]).T
dfcp = pd.DataFrame(table, columns=header)
if i == 0:
dfcp.to_csv(
'CP' + '_' + 'cudaLSTM' + '_' + str(
np.round(a).astype(int)) + '_' + 'calibrationwindow' + str(
3480) + '.csv',
encoding='utf-8', index=False)
else:
dfcp.to_csv(
'CP' + '_' + 'cudaLSTM' + '_' + str(
np.round(a).astype(int)) + '_' + 'calibrationwindow' + str(
3480) + '.csv', mode='a',
header=False, index=False)
if i == 0:
dfncp.to_csv(
'NCP' + '_' + 'cudaLSTM' + '_' + str(
np.round(a).astype(int)) + '_' + 'calibrationwindow' + str(
3480) + '.csv',
encoding='utf-8', index=False)
else:
dfncp.to_csv(
'NCP' + '_' + 'cudaLSTM' + '_' + str(
np.round(a).astype(int)) + '_' + 'calibrationwindow' + str(
3480) + '.csv', mode='a',
header=False, index=False)
def train_and_test_cp_algo(parameters):
p = parameters.copy()
p.pop('algorithm')
p.pop('randomized_calibration')
p.pop('alpha_')
p.pop('calibration_size')
p.pop('WhichCP')
for i in tqdm(range(29)):
if parameters.get('algorithm') == 'RandomForest':
algorithm = RandomForestRegressor(**p)
if parameters.get('algorithm') == 'K-NearestNeighbours':
algorithm = KNeighborsRegressor(**p)
if parameters.get('algorithm') == 'LightGBM':
algorithm = LGBMRegressor(**p)
if parameters.get('algorithm') == 'LassoRegression':
algorithm = Lasso(**p)
if parameters.get('algorithm') == 'NeuralNetwork':
algorithm = NeuralNetworkAlgorithm(p)
if parameters.get('algorithm') == 'LSTM':
algorithm = BiLSTM(**p)
if parameters.get('algorithm') == 'GradientBoosting':
algorithm =GradientBoostingRegressor(**p)
path = 'data\EURUSD_NETPOSUSD_hourly_for_regresion' + str(i) + '.csv'
df = pd.read_csv(path).drop(['Unnamed: 0','QdfTime'], axis=1).fillna(0)
m, s = df['NetPosUsd'].mean(), df['NetPosUsd'].std()
mean = df.mean(axis=0)
std = df.std(axis=0)
df = (df - mean) / std
if parameters.get('randomized_calibration') == True:
train_test_split = len(df) - 120
train_ = df.drop([ 'NetPosUsd'], axis=1).iloc[:train_test_split, :].values
choose = np.random.choice(len(train_), parameters.get("calibration_size"), replace=False)
calibrate = train_[choose, :]
mask = np.ones(len(train_), dtype=bool)
mask[choose] = False
train = train_[mask, :]
test = (df.drop([ 'NetPosUsd'], axis=1)).iloc[train_test_split:,
:].values
ytrain_ = df['NetPosUsd'][:train_test_split].values
ycalibrate = ytrain_[choose]
ytrain = ytrain_[mask]
ytest = df['NetPosUsd'].iloc[train_test_split:]
else:
train_test_split = len(df) - 120 - parameters.get("calibration_size")
train = df.drop([ 'NetPosUsd'], axis=1).iloc[:train_test_split, :].values
calibrate = df.drop([ 'NetPosUsd'], axis=1).iloc[train_test_split:train_test_split + parameters.get("calibration_size"), :].values
test = (df.drop([ 'NetPosUsd'], axis=1)).iloc[-120:,:].values
ytrain = df['NetPosUsd'][:train_test_split].values
ycalibrate = df['NetPosUsd'][train_test_split:train_test_split + parameters.get("calibration_size")]
ytest = df['NetPosUsd'].iloc[-120:]
if parameters.get("WhichCP") == 'NCP':
underlying_model = RegressorAdapter(algorithm)
normalizing_model = RegressorAdapter(KNeighborsRegressor(n_neighbors=50))
normalizer = RegressorNormalizer(underlying_model, normalizing_model, AbsErrorErrFunc())
nc = RegressorNc(underlying_model, AbsErrorErrFunc(), normalizer)
icp = IcpRegressor(nc)
icp.fit(train, ytrain)
icp.calibrate(calibrate, ycalibrate)
# -----------------------------------------------------------------------------
# Predict
# -----------------------------------------------------------------------------
prediction = icp.predict(test, significance=parameters.get('alpha_'))
header = ['NCP_lower', 'NCP_upper', 'NetPosUsd', 'prediction']
size = prediction[:, 1] / 2 + prediction[:, 0] / 2
prediction=prediction*s+m
ytest=ytest*s+m
size=size*s+m
table = np.vstack([prediction.T, ytest, size.T]).T
dfncp = pd.DataFrame(table, columns=header)
else:
underlying_model = RegressorAdapter(algorithm)
nc = RegressorNc(underlying_model, AbsErrorErrFunc())
icp = IcpRegressor(nc)
icp.fit(train, ytrain)
icp.calibrate(calibrate, ycalibrate)
# -----------------------------------------------------------------------------
# Predict
# -----------------------------------------------------------------------------
prediction = icp.predict(test, significance=parameters.get('alpha_'))
header = ['CP_lower', 'CP_upper', 'NetPosUsd', 'prediction']
size = prediction[:, 1] / 2 + prediction[:, 0] / 2
prediction = prediction * s + m
ytest = ytest * s + m
size = size * s + m
table = np.vstack([prediction.T, ytest, size.T]).T
dfncp = pd.DataFrame(table, columns=header)
if i == 0:
dfncp.to_csv(
parameters.get("WhichCP") + '_' + parameters.get('algorithm') + '_' + str(
np.round(parameters.get('alpha_') * 100).astype(int)) + '_' + 'calibrationwindow' + str(
parameters.get('calibration_size')) + '.csv',
encoding='utf-8', index=False)
else:
dfncp.to_csv(
parameters.get("WhichCP") + '_' + parameters.get('algorithm') + '_' + str(
np.round(parameters.get('alpha_') * 100).astype(int)) + '_' + 'calibrationwindow' + str(
parameters.get('calibration_size')) + '.csv', mode='a',
header=False, index=False)
del algorithm
def cv(df, parameters):
end = len(df) - 120
out = np.zeros(3)
out2 = np.zeros(3)
p = parameters.copy()
p.pop('algorithm')
p.pop('randomized_calibration')
p.pop('alpha_')
if parameters.get('algorithm') == 'RandomForest':
algorithm = RandomForestRegressor(**p)
d = {'n_estimators': parameters.get('n_estimators'),
"criterion": parameters.get("criterion"),
"max_features": parameters.get("max_features"),
"min_samples_split": parameters.get("min_samples_split"),
"min_samples_leaf": parameters.get("min_samples_leaf")
}
if parameters.get('algorithm') == 'K-NearestNeighbours':
algorithm = KNeighborsRegressor(**p)
d = {
'n_neighbours': parameters.get('n_neighbours'),
'weights': parameters.get('weights'),
'metric': parameters.get('metric')
}
if parameters.get('algorithm') == 'LightGBM':
algorithm = LGBMRegressor(**p)
d = {"metric": parameters.get("metric"),
"num_leaves": parameters.get('num_leaves'),
"learning_rate": parameters.get('learning_rate'),
"feature_fraction": parameters.get('feature_fraction'),
"bagging_fraction": parameters.get('bagging_fraction'),
"bagging_freq": parameters.get('bagging_freq'),
}
if parameters.get('algorithm') == 'LassoRegression':
algorithm = Lasso(**p)
d = {'alpha_': parameters.get('alpha_')}
if parameters.get('algorithm') == 'NeuralNetwork':
algorithm = NeuralNetworkAlgorithm(p)
if parameters.get('algorithm') == 'LSTM':
algorithm = BiLSTM(**p)
d = {}
d = p
d['alpha_'] = parameters.get('alpha_')
m, s = df['NetPosUsd'].mean(), df['NetPosUsd'].std()
df=df.drop(['QdfTime' ], axis=1)
mean = df.mean(axis=0)
std = df.std(axis=0)
df = (df - mean) / std
for i, ratio in enumerate(([.5, 0.66, .84])):
if parameters.get('randomized_calibration') == True:
train_ = df.drop([ 'NetPosUsd'], axis=1).iloc[:int(end * ratio), :].values
choose = np.random.choice(len(train_), int(end / 6), replace=False)
calibrate = train_[choose, :]
mask = np.ones(len(train_), dtype=bool)
mask[choose] = False
train = train_[mask, :]
test = (df.drop([ 'NetPosUsd'], axis=1)).iloc[int(end * ratio):int(end * ratio) + int(end / 6),
:].values
ytrain_ = df['NetPosUsd'][:int(end * ratio)].values
ycalibrate = ytrain_[choose]
ytrain = ytrain_[mask]
ytest = df['NetPosUsd'].iloc[int(end * ratio):int(end * ratio) + int(end / 6)]
else:
train = df.drop([ 'NetPosUsd'], axis=1).iloc[:int(end * ratio) - int(end / 6), :].values
calibrate = df.drop([ 'NetPosUsd'], axis=1).iloc[int(end * ratio) - int(end / 6):int(end * ratio),
:].values
test = df.drop([ 'NetPosUsd'], axis=1).iloc[int(end * ratio):int(end * ratio) + int(end / 6),
:].values
ytrain = df['NetPosUsd'][:int(end * ratio) - int(end / 6)].values
ycalibrate = df['NetPosUsd'][int(end * ratio) - int(end / 6):int(end * ratio)].values
ytest = df['NetPosUsd'][int(end * ratio):int(end * ratio) + int(end / 6)].values
# print(len(train),len(ytrain),len(calibrate),len(ycalibrate),len(test),len(ytest))
# Train and calibrate
# -----------------------------------------------------------------------------
underlying_model = RegressorAdapter(algorithm)
normalizing_model = RegressorAdapter(KNeighborsRegressor(n_neighbors=50))
normalizer = RegressorNormalizer(underlying_model, normalizing_model, AbsErrorErrFunc())
nc = RegressorNc(underlying_model, AbsErrorErrFunc(), normalizer)
icp = IcpRegressor(nc)
icp.fit(train, ytrain)
icp.calibrate(calibrate, ycalibrate)
# -----------------------------------------------------------------------------
# Predict
# -----------------------------------------------------------------------------
prediction = icp.predict(test, significance=parameters.get('alpha_'))
header = ['NCP_lower', 'NCP_upper', 'NetPosUsd', 'prediction']
size = prediction[:, 1] / 2 + prediction[:, 0] / 2
prediction = prediction * s + m
ytest = ytest * s + m
size = size * s + m
table = np.vstack([prediction.T, ytest, size.T]).T
dfncp = pd.DataFrame(table, columns=header)
underlying_model = RegressorAdapter(algorithm)
nc = RegressorNc(underlying_model, AbsErrorErrFunc())
icp = IcpRegressor(nc)
icp.fit(train, ytrain)
icp.calibrate(calibrate, ycalibrate)
prediction = icp.predict(test, significance=parameters.get('alpha_'))
header = ['cp_lower', 'cp_upper']
prediction = prediction * s + m
table = np.vstack([prediction.T]).T
dfcp = pd.DataFrame(table, columns=header)
dfncp['CP_lower'] = dfcp['cp_lower']
dfncp['CP_upper'] = dfcp['cp_upper']
out[i] = qd_objective(dfncp.NetPosUsd, dfncp['CP_lower'], dfncp['CP_upper'], parameters.get('alpha_'))
out2[i] = qd_objective(dfncp.NetPosUsd, dfncp['NCP_lower'], dfncp['NCP_upper'], parameters.get('alpha_'))
d['CP_loss'] = np.mean(out)
d['NCP_loss'] = np.mean(out2)
if os.path.exists(parameters.get('algorithm') + '_cv.csv') == True:
pd.DataFrame(data=d, index=[0]).to_csv(parameters.get('algorithm') + '_cv.csv', mode='a', header=False,
index=False)
else:
pd.DataFrame(data=d, index=[0]).to_csv(parameters.get('algorithm') + '_cv.csv', encoding='utf-8', index=False)
from nonconformist.nc import RegressorNc, abs_error, abs_error_inv
def split_data(data, n_train, n_test):
n_train = n_train*len(data)//(n_train+n_test)
n_test = len(data)-n_train
ind = np.random.permutation(len(data))
return data[ind[:n_train]], data[ind[n_train:n_train+n_test]]
data = Orange.data.Table("auto-mpg")
imp = Impute()
data = imp(data)
for sig in np.linspace(0.01, 0.1, 10):
errs, szs = [], []
for rep in range(10):
train, test = split_data(data, 2, 1)
train, calib = split_data(train, 2, 1)
icp = IcpRegressor(RegressorNc(DecisionTreeRegressor(), abs_error, abs_error_inv))
icp.fit(train.X, train.Y)
icp.calibrate(calib.X, calib.Y)
pred = icp.predict(test.X, significance=sig)
acc = sum(p[0] <= y <= p[1] for p, y in zip(pred, test.Y))/len(pred)
err = 1-acc
sz = sum(p[1]-p[0] for p in pred)/len(pred)
errs.append(err)
szs.append(sz)
print(sig, np.mean(errs), np.mean(szs))
def create_conformal_model():
"""
Description - Create conformal model - Main loop
"""
#Read data from file
data = read_data(args.i)
#Calculate descriptors using RD-kit
descriptors_df = calculate_descriptors(data['smiles'])
#Assign indices
train_i, calibrate_i, test_i = create_indices_test_training_calibration(
data) # Create indices for test,training, calibration sets
test_index_total = [x for x in test_i]
calibrate_index_total = [x for x in calibrate_i]
#Create inductive conformal prediction regressor
if args.m == 'RF':
icp = IcpRegressor(
NormalizedRegressorNc(RandomForestRegressor,
KNeighborsRegressor,
abs_error,
abs_error_inv,
model_params={'n_estimators': 100}))
if args.m == 'SVM':
#No support vector regressor
print('error - no SVM-regressor avliable')
icp = IcpRegressor(
NormalizedRegressorNc(SVR,
KNeighborsRegressor,
abs_error,
abs_error_inv,
model_params={'n_estimators': 100}))
#Create DataFrames to store data
A = pandas.DataFrame(index=range(len(data)))
B = pandas.DataFrame(index=range(len(data)))
C = pandas.DataFrame(index=range(len(data)))
iA = pandas.DataFrame(index=range(len(data)))
iB = pandas.DataFrame(index=range(len(data)))
iC = pandas.DataFrame(index=range(len(data)))
if args.verbose:
print('Number of models to create: ' + args.num_models)
print('############## Starting calculations ##############')
icp_s = []
for i in range(int(args.num_models)): #DEBUG 100
Xtrain, Xtest, Xcalibrate, ytrain, ytest, ycalibrate = create_train_test_calibrate_sets(
data, descriptors_df, train_i, calibrate_i, test_i)
#Create nornal model
icp.fit(Xtrain, ytrain)
#Calibrate normal model
icp.calibrate(asanyarray(Xcalibrate), asanyarray(ycalibrate))
#Predrict test and training sets
prediction_test = icp.predict(asanyarray(Xtest),
significance=args.significance) # 0.2
prediction_calibrate = icp.predict(asanyarray(Xcalibrate),
significance=args.significance)
#Create DF with data
blob = pandas.DataFrame(prediction_test, index=test_i)
iblob = pandas.DataFrame(prediction_calibrate, index=calibrate_i)
A[i] = blob[0]
B[i] = blob[1]
iA[i] = iblob[0]
iB[i] = iblob[1]
#Create new indices for next model
test_index_total = np.unique(
np.concatenate((test_index_total, test_i), axis=0))
calibrate_index_total = np.unique(
np.concatenate((calibrate_index_total, calibrate_i), axis=0))
train_i, calibrate_i, test_i = randomize_new_indices(
train_i, calibrate_i, test_i, data, i)
#temp = sklearn.base.clone(icp)
icp_s.append(copy.copy(icp))
### Save models ###
save_models(icp_s)
if args.verbose:
print(
'################## Loop finished, model created, test set predicted #################'
)
experimental_values = data['Observed'][test_index_total]
iexperimental_values = data['Observed'][calibrate_index_total]
C['median_prediction_0'] = A.median(axis=1)
C['median_prediction_1'] = B.median(axis=1)
C['median_prediction'] = (C['median_prediction_0'] +
C['median_prediction_1']) / 2
C['median_prediction_size'] = C['median_prediction'] - C[
'median_prediction_0']
Y_pred_median_test = C['median_prediction'].dropna()
median_prediction_size = C['median_prediction_size'].dropna().tolist()
num_outside_median = 0
for i in range(len(data)):
try:
if C['median_prediction_0'].dropna()[i] < experimental_values[
i] < C['median_prediction_1'].dropna()[i]:
pass
else:
num_outside_median += 1
#print('Outside range')
except:
pass #print('error')
#Internal prediction
iC['median_prediction_0'] = iA.median(axis=1)
iC['median_prediction_1'] = iB.median(axis=1)
iC['median_prediction'] = (iC['median_prediction_0'] +
iC['median_prediction_1']) / 2
iC['median_prediction_size'] = iC['median_prediction'] - iC[
'median_prediction_0']
iY_pred_median_test = iC['median_prediction'].dropna()
imedian_prediction_size = iC['median_prediction_size'].dropna().tolist()
inum_outside_median = 0
for i in range(len(data)):
try:
if iC['median_prediction_0'].dropna()[i] < iexperimental_values[
i] < iC['median_prediction_1'].dropna()[i]:
pass
else:
inum_outside_median += 1
#print('Outside range')
except:
pass #print('error')
if args.verbose:
print(
'########################## Prediction statistics external test ##########################'
)
print('')
print('Number of compounds predicted in test set: ' +
str(C['median_prediction'].notnull().sum()))
if args.t != 'full_model':
ex_r2_score = r2_score(experimental_values, Y_pred_median_test)
print('R^2 (coefficient of determination): %.3f' % ex_r2_score)
ex_mean_squared_error = mean_squared_error(experimental_values,
Y_pred_median_test)
ex_rmse = sqrt(ex_mean_squared_error)
print('RMSE: %.3f' % ex_rmse)
ex_MAE = mean_absolute_error(experimental_values, Y_pred_median_test)
print('Mean absolute error: %.3f' % ex_MAE)
print('Mean squared error: %.3f' % ex_mean_squared_error)
#Average prediction range
print('Mean of median prediction range: %.3f' %
mean(median_prediction_size))
percent_num_outside_median = 100 * float(num_outside_median) / float(
len(experimental_values))
print('Number of compounds outside of prediction range: ' +
str(num_outside_median))
print('% of compounds predicted outside of prediction range: ' +
str(percent_num_outside_median) + ' %')
print(' ')
#####Internal Prediction ########
print('Number of compounds predicted in training set: ' +
str(iC['median_prediction'].notnull().sum()))
iex_r2_score = r2_score(iexperimental_values, iY_pred_median_test)
print('R^2 (coefficient of determination): %.3f' % iex_r2_score)
iex_mean_squared_error = mean_squared_error(iexperimental_values,
iY_pred_median_test)
iex_rmse = sqrt(iex_mean_squared_error)
print('RMSE: %.3f' % iex_rmse)
print('Mean squared error: %.3f' % iex_mean_squared_error)
iex_MAE = mean_absolute_error(iexperimental_values,
iY_pred_median_test)
print('Mean absolute error: %.3f' % iex_MAE)
#Average prediction range
print('Mean of median prediction range: %.3f' %
mean(imedian_prediction_size))
ipercent_num_outside_median = 100 * float(inum_outside_median) / float(
len(iexperimental_values))
print('Number of compounds outside of prediction range: ' +
str(inum_outside_median))
print('% of compounds predicted outside of prediction range: ' +
str(ipercent_num_outside_median) + ' %')
print(' ')
#### Plot results - plot test set
if args.plot:
if args.verbose:
print(' ################ Plotting testset #################')
fig, ax = plt.subplots()
ax.errorbar(experimental_values,
Y_pred_median_test,
yerr=median_prediction_size,
fmt='o',
markeredgecolor='black',
markersize=6,
mew=1,
ecolor='black',
elinewidth=0.3,
capsize=3,
capthick=1,
errorevery=1)
#Set the size
ax.set_ylim([-10, -3])
ax.set_xlim([-10, -3])
# Plot title and lables
#plt.title('Median predictions with prediction ranges for the testset')
plt.ylabel('Predicted log Kp')
plt.xlabel('Experimental log Kp')
# Draw line
fit = np.polyfit(experimental_values, Y_pred_median_test, 1)
x = [-10, -3]
#Regression line
#ax.plot(experimental_values, fit[0]*asanyarray(experimental_values)+ fit[1], color='black')
#ax.plot(x, fit[0]*asanyarray(x)+ fit[1], color='black')
#Creating colored dots for ref 10
#ref10_experimental = data.loc[data['Ref.'] == 10]['Observed']
#ref10_predicted = C['median_prediction'][ref10_experimental.index]
#ax.scatter(ref10_experimental, ref10_predicted,marker = 'o', color ='red', s = 100)
ax.plot(x, x, color='black')
plt.show()
#Print data in CSV-file
descriptors_df['Median prediction low range'] = C['median_prediction_0']
descriptors_df['Median prediction high range'] = C['median_prediction_1']
descriptors_df['Median prediction'] = C['median_prediction']
descriptors_df['size prediction range'] = C['median_prediction_1'] - C[
'median_prediction_0']
write_csv_with_data(data, descriptors_df, args.d)
#Calculate min, max and mean values for descriptors
if args.phys:
print(args.phys)
print('Min: ')
print(descriptors_df.min())
print('Max: ')
print(descriptors_df.max())
print('Mean:')
print(descriptors_df.mean())
if args.pca:
print('Starting PCA')
print(descriptors_df[[
'logP', 'PSA', 'MolWt', 'RingCount', 'HeavyAtomCount',
'NumRotatableBonds'
]].head(3))
print(len(descriptors_df[['size prediction range']]))
#Define typ of PCA
pca = PCA(n_components=2)
#Select desctiptors to use in PCA
df_small = descriptors_df[[
'logP', 'PSA', 'MolWt', 'RingCount', 'HeavyAtomCount',
'NumRotatableBonds'
]]
#Convert descritor values to numeric/float
df_X = df_small.apply(pandas.to_numeric, errors='raise')
#Scale data
scaler = preprocessing.RobustScaler() #Normalizer() # MaxAbsScaler()
df_X_scaled = scaler.fit_transform(df_X)
#Calculate PCA
pca.fit(df_X_scaled)
X2 = pca.transform(
df_X_scaled
) #descriptors_df[['logP','PSA','MolWt','RingCount','HeavyAtomCount','NumRotatableBonds']])
#-----------------------------------------------------------
desc_testset_large = descriptors_df.dropna(
subset=['size prediction range'])
desc_testset_small = desc_testset_large[[
'logP', 'PSA', 'MolWt', 'RingCount', 'HeavyAtomCount',
'NumRotatableBonds'
]]
desc_testset_num = desc_testset_small.apply(pandas.to_numeric,
errors='raise')
desc_testset_scaled = scaler.fit_transform(desc_testset_num)
X3 = pca.transform(
desc_testset_scaled
) #desc_testset[['logP','PSA','MolWt','RingCount','HeavyAtomCount','NumRotatableBonds']])
#-----------------------------------------------------------
#desc_testset = descriptors_df.dropna(subset = ['size prediction range'])
Yerr_num = desc_testset_large[['size prediction range'
]].apply(pandas.to_numeric,
errors='coerce')
#print(pandas.Series(Yerr['size prediction range']))
yerr = list(pandas.Series(Yerr_num['size prediction range']) / 4)
plt.errorbar(X3[:, 0],
X3[:, 1],
yerr=yerr,
fmt='o',
markeredgecolor='black',
markersize=6,
mew=1,
ecolor='black',
elinewidth=0.3,
capsize=3,
capthick=1,
errorevery=1)
plt.scatter(X2[:, 0], X2[:, 1])
plt.xlabel('PC1')
plt.ylabel('PC2')
plt.title('PCA of descriptors')
plt.show()
# -----------------------------------------------------------------------------
data = Orange.data.Table('iris')
X, y = data.X[:, :3], data.X[:, 3]
idx = np.random.permutation(y.size)
train = idx[:idx.size // 3]
calibrate = idx[idx.size // 3:2 * idx.size // 3]
test = idx[2 * idx.size // 3:]
# -----------------------------------------------------------------------------
# Train and calibrate
# -----------------------------------------------------------------------------
icp = IcpRegressor(
RegressorNc(DecisionTreeRegressor(), abs_error, abs_error_inv))
icp.fit(X[train, :], y[train])
icp.calibrate(X[calibrate, :], y[calibrate])
acp = AggregatedCp(IcpRegressor(
RegressorNc(DecisionTreeRegressor(), abs_error, abs_error_inv)),
sampler=CrossSampler())
acp.fit(X[train, :], y[train])
# -----------------------------------------------------------------------------
# Predict
# -----------------------------------------------------------------------------
print('# Inductive')
prediction = icp.predict(X[test, :], significance=0.1)
for pred, actual in zip(prediction[:5], y[test]):
print(pred, actual)
print('\n# Cross')
def create_conformal_model():
"""
Description - Create conformal model - Main loop
"""
#Read data from file
data = read_data(args.i)
#Calculate descriptors using RD-kit
descriptors_df = calculate_descriptors(data['smiles'])
#Assign indices
train_i, calibrate_i, test_i = create_indices_test_training_calibration(data) # Create indices for test,training, calibration sets
test_index_total = [x for x in test_i]
calibrate_index_total = [x for x in calibrate_i]
#Create inductive conformal prediction regressor
if args.m == 'RF':
icp = IcpRegressor(NormalizedRegressorNc(RandomForestRegressor, KNeighborsRegressor, abs_error, abs_error_inv, model_params={'n_estimators': 100}))
if args.m == 'SVM':
#No support vector regressor
print('error - no SVM-regressor avliable')
icp = IcpRegressor(NormalizedRegressorNc(SVR, KNeighborsRegressor, abs_error, abs_error_inv, model_params={'n_estimators': 100}))
#Create DataFrames to store data
A = pandas.DataFrame(index = range(len(data)))
B = pandas.DataFrame(index = range(len(data)))
C = pandas.DataFrame(index = range(len(data)))
iA = pandas.DataFrame(index = range(len(data)))
iB = pandas.DataFrame(index = range(len(data)))
iC = pandas.DataFrame(index = range(len(data)))
if args.verbose:
print('Number of models to create: '+args.num_models)
print('############## Starting calculations ##############')
icp_s = []
for i in range(int(args.num_models)): #DEBUG 100
Xtrain, Xtest, Xcalibrate, ytrain, ytest, ycalibrate = create_train_test_calibrate_sets(data, descriptors_df, train_i, calibrate_i, test_i)
#Create nornal model
icp.fit(Xtrain, ytrain)
#Calibrate normal model
icp.calibrate(asanyarray(Xcalibrate), asanyarray(ycalibrate))
#Predrict test and training sets
prediction_test = icp.predict(asanyarray(Xtest), significance = args.significance) # 0.2
prediction_calibrate = icp.predict(asanyarray(Xcalibrate), significance = args.significance)
#Create DF with data
blob = pandas.DataFrame(prediction_test, index=test_i)
iblob = pandas.DataFrame(prediction_calibrate, index=calibrate_i)
A[i] = blob[0]
B[i] = blob[1]
iA[i] = iblob[0]
iB[i] = iblob[1]
#Create new indices for next model
test_index_total = np.unique(np.concatenate((test_index_total, test_i), axis=0))
calibrate_index_total = np.unique(np.concatenate((calibrate_index_total, calibrate_i), axis=0))
train_i, calibrate_i, test_i = randomize_new_indices(train_i, calibrate_i, test_i, data, i)
#temp = sklearn.base.clone(icp)
icp_s.append(copy.copy(icp))
### Save models ###
save_models(icp_s)
if args.verbose:
print('################## Loop finished, model created, test set predicted #################')
experimental_values = data['Observed'][test_index_total]
iexperimental_values = data['Observed'][calibrate_index_total]
C['median_prediction_0'] = A.median(axis=1)
C['median_prediction_1'] = B.median(axis=1)
C['median_prediction'] = (C['median_prediction_0'] + C['median_prediction_1'])/2
C['median_prediction_size'] = C['median_prediction'] - C['median_prediction_0']
Y_pred_median_test = C['median_prediction'].dropna()
median_prediction_size = C['median_prediction_size'].dropna().tolist()
num_outside_median = 0
for i in range(len(data)):
try:
if C['median_prediction_0'].dropna()[i] < experimental_values[i] < C['median_prediction_1'].dropna()[i]:
pass
else:
num_outside_median +=1
#print('Outside range')
except:
pass #print('error')
#Internal prediction
iC['median_prediction_0'] = iA.median(axis=1)
iC['median_prediction_1'] = iB.median(axis=1)
iC['median_prediction'] = (iC['median_prediction_0'] + iC['median_prediction_1'])/2
iC['median_prediction_size'] = iC['median_prediction'] - iC['median_prediction_0']
iY_pred_median_test = iC['median_prediction'].dropna()
imedian_prediction_size = iC['median_prediction_size'].dropna().tolist()
inum_outside_median = 0
for i in range(len(data)):
try:
if iC['median_prediction_0'].dropna()[i] < iexperimental_values[i] < iC['median_prediction_1'].dropna()[i]:
pass
else:
inum_outside_median +=1
#print('Outside range')
except:
pass #print('error')
if args.verbose:
print('########################## Prediction statistics external test ##########################')
print('')
print('Number of compounds predicted in test set: '+ str(C['median_prediction'].notnull().sum()))
if args.t != 'full_model':
ex_r2_score= r2_score(experimental_values, Y_pred_median_test)
print('R^2 (coefficient of determination): %.3f' % ex_r2_score)
ex_mean_squared_error = mean_squared_error(experimental_values, Y_pred_median_test)
ex_rmse = sqrt(ex_mean_squared_error)
print('RMSE: %.3f' % ex_rmse)
ex_MAE = mean_absolute_error(experimental_values, Y_pred_median_test)
print('Mean absolute error: %.3f' % ex_MAE)
print('Mean squared error: %.3f' % ex_mean_squared_error)
#Average prediction range
print('Mean of median prediction range: %.3f' % mean(median_prediction_size))
percent_num_outside_median = 100*float(num_outside_median)/float(len(experimental_values))
print('Number of compounds outside of prediction range: '+str(num_outside_median))
print('% of compounds predicted outside of prediction range: '+str(percent_num_outside_median) +' %')
print(' ')
#####Internal Prediction ########
print('Number of compounds predicted in training set: '+ str(iC['median_prediction'].notnull().sum()))
iex_r2_score= r2_score(iexperimental_values, iY_pred_median_test)
print('R^2 (coefficient of determination): %.3f' % iex_r2_score)
iex_mean_squared_error = mean_squared_error(iexperimental_values, iY_pred_median_test)
iex_rmse = sqrt(iex_mean_squared_error)
print('RMSE: %.3f' % iex_rmse)
print('Mean squared error: %.3f' % iex_mean_squared_error)
iex_MAE = mean_absolute_error(iexperimental_values, iY_pred_median_test)
print('Mean absolute error: %.3f' % iex_MAE)
#Average prediction range
print('Mean of median prediction range: %.3f' % mean(imedian_prediction_size))
ipercent_num_outside_median = 100*float(inum_outside_median)/float(len(iexperimental_values))
print('Number of compounds outside of prediction range: '+str(inum_outside_median))
print('% of compounds predicted outside of prediction range: '+str(ipercent_num_outside_median) +' %')
print(' ')
#### Plot results - plot test set
if args.plot:
if args.verbose:
print(' ################ Plotting testset #################')
fig, ax = plt.subplots()
ax.errorbar(experimental_values, Y_pred_median_test, yerr=median_prediction_size,
fmt='o', markeredgecolor = 'black', markersize = 6,
mew=1, ecolor='black', elinewidth=0.3, capsize = 3, capthick=1, errorevery = 1)
#Set the size
ax.set_ylim([-10,-3])
ax.set_xlim([-10,-3])
# Plot title and lables
#plt.title('Median predictions with prediction ranges for the testset')
plt.ylabel('Predicted log Kp')
plt.xlabel('Experimental log Kp')
# Draw line
fit = np.polyfit(experimental_values, Y_pred_median_test, 1)
x = [-10,-3]
#Regression line
#ax.plot(experimental_values, fit[0]*asanyarray(experimental_values)+ fit[1], color='black')
#ax.plot(x, fit[0]*asanyarray(x)+ fit[1], color='black')
#Creating colored dots for ref 10
#ref10_experimental = data.loc[data['Ref.'] == 10]['Observed']
#ref10_predicted = C['median_prediction'][ref10_experimental.index]
#ax.scatter(ref10_experimental, ref10_predicted,marker = 'o', color ='red', s = 100)
ax.plot(x, x, color='black')
plt.show()
#Print data in CSV-file
descriptors_df['Median prediction low range'] = C['median_prediction_0']
descriptors_df['Median prediction high range'] = C['median_prediction_1']
descriptors_df['Median prediction'] = C['median_prediction']
descriptors_df['size prediction range'] = C['median_prediction_1'] - C['median_prediction_0']
write_csv_with_data(data,descriptors_df, args.d)
#Calculate min, max and mean values for descriptors
if args.phys:
print(args.phys)
print('Min: ')
print(descriptors_df.min())
print('Max: ')
print(descriptors_df.max())
print('Mean:')
print(descriptors_df.mean())
if args.pca:
print('Starting PCA')
print(descriptors_df[['logP','PSA','MolWt','RingCount','HeavyAtomCount','NumRotatableBonds']].head(3))
print(len(descriptors_df[['size prediction range']]))
#Define typ of PCA
pca = PCA(n_components=2)
#Select desctiptors to use in PCA
df_small = descriptors_df[['logP','PSA','MolWt','RingCount','HeavyAtomCount','NumRotatableBonds']]
#Convert descritor values to numeric/float
df_X = df_small.apply(pandas.to_numeric, errors='raise')
#Scale data
scaler = preprocessing.RobustScaler() #Normalizer() # MaxAbsScaler()
df_X_scaled = scaler.fit_transform(df_X)
#Calculate PCA
pca.fit(df_X_scaled)
X2 = pca.transform(df_X_scaled) #descriptors_df[['logP','PSA','MolWt','RingCount','HeavyAtomCount','NumRotatableBonds']])
#-----------------------------------------------------------
desc_testset_large = descriptors_df.dropna(subset = ['size prediction range'])
desc_testset_small = desc_testset_large[['logP','PSA','MolWt','RingCount','HeavyAtomCount','NumRotatableBonds']]
desc_testset_num = desc_testset_small.apply(pandas.to_numeric, errors='raise')
desc_testset_scaled = scaler.fit_transform(desc_testset_num)
X3 = pca.transform(desc_testset_scaled) #desc_testset[['logP','PSA','MolWt','RingCount','HeavyAtomCount','NumRotatableBonds']])
#-----------------------------------------------------------
#desc_testset = descriptors_df.dropna(subset = ['size prediction range'])
Yerr_num = desc_testset_large[['size prediction range']].apply(pandas.to_numeric, errors='coerce')
#print(pandas.Series(Yerr['size prediction range']))
yerr = list(pandas.Series(Yerr_num['size prediction range'])/4)
plt.errorbar(X3[:,0], X3[:,1], yerr=yerr ,fmt='o', markeredgecolor = 'black', markersize = 6, mew=1, ecolor='black', elinewidth=0.3, capsize = 3, capthick=1, errorevery = 1)
plt.scatter(X2[:,0], X2[:,1])
plt.xlabel('PC1')
plt.ylabel('PC2')
plt.title('PCA of descriptors')
plt.show()