def test_predict_sklearn_pickle(self):
x, y = build_dataset()
kwargs = {'tree_method': 'gpu_hist',
'predictor': 'gpu_predictor',
'verbosity': 2,
'objective': 'binary:logistic',
'n_estimators': 10}
model = XGBClassifier(**kwargs)
model.fit(x, y)
save_pickle(model, "model.pkl")
del model
# load model
model: xgb.XGBClassifier = load_pickle("model.pkl")
os.remove("model.pkl")
gpu_pred = model.predict(x, output_margin=True)
# Switch to CPU predictor
bst = model.get_booster()
bst.set_param({'predictor': 'cpu_predictor'})
cpu_pred = model.predict(x, output_margin=True)
np.testing.assert_allclose(cpu_pred, gpu_pred, rtol=1e-5)
def feature_selection(model, X_train, X_test, y_train, y_test, eval_metric='auc'):
thresholds = [thres for thres in sorted(model.feature_importances_) if thres != 0] # Use feat. with >0 importance
roc_scores = {}
for thresh in thresholds: # select features using threshold
selection = SelectFromModel(model, threshold=thresh, prefit=True)
select_X_train = selection.transform(X_train)
selection_model = XGBClassifier() # train model
selection_model.fit(select_X_train, y_train, eval_metric=eval_metric)
select_X_test = selection.transform(X_test) # eval model
y_pred = selection_model.predict(select_X_test)
roc = roc_auc_score(y_test, y_pred)
roc_scores[selection.threshold] = roc
best_thresh = max(roc_scores, key=roc_scores.get)
fs = SelectFromModel(model, threshold=best_thresh, prefit=True)
pickle_model(fs, 'feature.select')
X_train_trans_ = fs.transform(X_train)
X_test_trans_ = fs.transform(X_test)
print 'total features kept: {}'.format(X_train_trans_.shape[1])
return X_train_trans_, X_test_trans_
def test_predict_sklearn_pickle(self):
X,y = makeXy()
Xtest = makeXtest()
from xgboost import XGBClassifier
kwargs={}
kwargs['tree_method'] = 'gpu_hist'
kwargs['predictor'] = 'gpu_predictor'
kwargs['silent'] = 0
kwargs['objective'] = 'binary:logistic'
model = XGBClassifier(**kwargs)
model.fit(X,y)
print(model)
# pickle model
save_obj(model,"model.pkl")
# delete model
del model
# load model
model = load_obj("model.pkl")
os.remove("model.pkl")
# continue as before
print("Before model.predict")
sys.stdout.flush()
tmp = time.time()
gpu_pred = model.predict(Xtest, output_margin=True)
print(gpu_pred)
print("E non-zeroes: %d:" % (np.count_nonzero(gpu_pred)))
print("E GPU Time to predict = %g" % (time.time() - tmp))
def cv(X_train, y_train, features_inner):
kfold = StratifiedKFold(n_splits=5, shuffle=True)
scores_f = []
scores_p = []
scores_r = []
for train, test in kfold.split(X_train, y_train):
model = XGBClassifier()
X_train_cv = pd.DataFrame(X_train.values[train], columns=X_train.columns)
y_train_cv = pd.DataFrame(y_train.values[train], columns=["tred_cutoff"])
X_test_cv = pd.DataFrame(X_train.values[test], columns=X_train.columns)
y_test_cv = pd.DataFrame(y_train.values[test], columns=["tred_cutoff"])
model.fit(X_train_cv, y_train_cv)
y_pred = model.predict(X_test_cv)
s_f = f1_score(y_test_cv, y_pred)
s_p = precision_score(y_test_cv, y_pred)
s_r = recall_score(y_test_cv, y_pred)
print("\tscores f1", (s_f))
print("\tscores p", (s_p))
print("\tscores r", (s_r))
scores_f.append(s_f)
scores_p.append(s_p)
scores_r.append(s_r)
print("mean scores f1", np.mean(scores_f))
print("mean scores p", np.mean(scores_p))
print("mean scores r", np.mean(scores_r))
def XGB_model(train,y): model=XGBClassifier(n_estimators=150, learning_rate=0.01) from sklearn import cross_validation cv = cross_validation.KFold(len(train), n_folds=5,random_state=7) for traincv,testcv in cv: model.fit(train.iloc[traincv],y.iloc[traincv]) y_XGB=model.predict(test) return y_XGB
def main():
# Set seed for reproducibility
np.random.seed(0)
print("Loading data...")
# Load the data from the CSV files
training_data = pd.read_csv('/home/vipin/Videos/train.csv', header=0)
prediction_data = pd.read_csv('/home/vipin/Videos/test.csv', header=0)
training_data['countrycode']=training_data['countrycode'].apply(lambda x:ord(x))
training_data['browserid']=training_data['browserid'].apply(lambda x: myfunc (x) if np.all(pd.notnull(x)) else myfunc("unknown") )
training_data['devid']=training_data['devid'].apply(lambda x: myfunc (x) if np.all(pd.notnull(x)) else myfunc("none"))
#pd.to_csv('/home/vipin/Videos/train11.csv', sep=',', encoding='utf-8')
#exit(0)
prediction_data['countrycode']=prediction_data['countrycode'].apply(lambda x:ord(x))
prediction_data['browserid']=prediction_data['browserid'].apply(lambda x:myfunc (x) if np.all(pd.notnull(x)) else myfunc("unknown") )
prediction_data['devid']=prediction_data['devid'].apply(lambda x:myfunc (x) if np.all(pd.notnull(x)) else myfunc("none") )
features=['siteid','offerid','category','merchant','countrycode','browserid','devid']
target="click"
X = training_data[features]
x_prediction = prediction_data[features]
Y= training_data[target]
ids = prediction_data["ID"]
model = XGBClassifier()
#linear_model.LogisticRegression(n_jobs=-1)
print("Training...")
# Your model is trained on the training_data
model.fit(X, Y)
print("Predicting...")
seed =7
test_size=0.33
X_train,X_test,y_train,y_test=train_test_split(X,Y,test_size=test_size,random_state=seed)
y_prediction = model.predict_proba(x_prediction)
results = y_prediction[:, 1]
results_df = pd.DataFrame(data={'probability':results})
joined = pd.DataFrame(ids).join(results_df)
y_pred=model.predict(X_test)
accuracy=accuracy_score(y_test,y_pred)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
print("Writing predictions to predictions.csv")
# Save the predictions out to a CSV file
joined.to_csv("/home/vipin/Videos/predictions.csv", index=False)
def test_xgboost():
"""Ensure that the TPOT xgboost method outputs the same as the xgboost classfier method"""
tpot_obj = TPOT()
result = tpot_obj._xgradient_boosting(training_testing_data, n_estimators=100, learning_rate=0, max_depth=3)
result = result[result['group'] == 'testing']
xgb = XGBClassifier(n_estimators=100, learning_rate=0.0001, max_depth=3, seed=42)
xgb.fit(training_features, training_classes)
assert np.array_equal(result['guess'].values, xgb.predict(testing_features))
def test_on_data(X, y):
x_train, x_test, y_train, y_test = train_test_split(X, y, train_size=0.5, random_state=2333)
print "train set: {}, test set: {}".format(len(x_train), len(x_test))
cls = XGBClassifier()
cls.fit(x_train, y_train)
# on test
pred = cls.predict(x_test)
print "xgb accuracy score test", accuracy_score(y_test, pred)
# on all
pred = cls.predict(X)
print "xgb accuracy score all", accuracy_score(y, pred)
# compare to gbrt in sklearn
cls = GradientBoostingClassifier()
cls.fit(x_train, y_train)
# on test
pred = cls.predict(x_test)
print "sklearn accuracy score test", accuracy_score(y_test, pred)
# on all
pred = cls.predict(X)
print "sklearn accuracy score all", accuracy_score(y, pred)
def runner ():
m = Model()
X = m.df.drop("tred_cutoff", axis=1)
Y = m.df["tred_cutoff"]
features_inner = m.features + m.features_2
cv(X, Y, features_inner)
model = XGBClassifier()
model.fit(X, Y)
y_pred = model.predict(m.X_test)
s_f = f1_score(m.y_test, y_pred)
s_p = precision_score(m.y_test, y_pred)
s_r = recall_score(m.y_test, y_pred)
print("test f1", s_f)
print("test precision", s_p)
print("test recall", s_r)
def trainXGB(data_subset):
f.write('\nTraining XGB:'+'\n')
X_train = data[data_subset]['X_train']
X_test = data[data_subset]['X_test']
y_train = data[data_subset]['y_train']
y_test = data[data_subset]['y_test']
for p in params['xgboost']:
if data_subset != 'binary' and p['objective'] == 'binary:logistic':
print("Skip using non-binary data with XGB binary:logistic objective")
continue
if data_subset == 'binary' and p['objective'] != 'binary:logistic':
print("Skip using binary data with XGB multi:* objective")
continue
header = "@ subset: {0}, params: {1}".format(data_subset, p)
f.write('\n'+header+'\n')
objective = p['objective']
max_depth = p['max_depth']
try:
n_estimators= p['n_estimators']
except KeyError as e:
n_estimators= 100
model = XGBClassifier(objective=objective, max_depth=max_depth,
n_estimators=n_estimators)
start = time.time()
model.fit(X_train, y_train)
elapsed_train = time.time() - start
y_pred = model.predict(X_test).astype(int)
elapsed_predict = time.time() - start
accuracy = accuracy_score(y_test, y_pred)
precision, recall, fscore, support = precision_recall_fscore_support(y_test, y_pred, pos_label=2, average='weighted')
print("\n{5}\nXGB with {0} objective, {6} max_depth, {7} n_estimators on data subset {1} trained in {2} seconds and predicted in {3} seconds with an accuracy of {4}\n".format(objective, data_subset, elapsed_train, elapsed_predict, accuracy, header, max_depth, n_estimators))
f.write(str(elapsed_train) + ', ' + str(elapsed_predict) + str(accuracy)+ ', ' + str(precision)+ ', ' + str(recall )+ ', ' + str(fscore )+ ', ' + str(support))
def get_thresh(model,train,test,label_test,label_train):
if (len(test)>len(train)) or (len(label_test)>len(label_train)):
raise TypeError('Invalid train and test size')
model1 = XGBClassifier()
if type(model)!=type(XGBClassifier()):
raise TypeError('Invalid model passed')
if (pd.DataFrame(label_train).shape[1]>1) or (pd.DataFrame(label_test).shape[1]>1):
raise TypeError('Multiple columns in label, Invalid shape.')
max_score=0
thrsh=0
thresholds = np.sort(model.feature_importances_)
for thresh in thresholds:
selection = feature_selection.SelectFromModel(model, threshold=thresh,prefit=True)
select_X_train = selection.transform(train)
selection_model = XGBClassifier()
selection_model.fit(select_X_train, label_train)
select_X_test = selection.transform(test)
y_pred = selection_model.predict(select_X_test)
scr=metrics.roc_auc_score(label_test,y_pred)
if(scr>max_score):
max_score=scr
thrsh=thresh
return thrsh
from sklearn.ensemble import RandomForestClassifier # Random Forest
model_rf = RandomForestClassifier(); model_rf.fit(X_train, Y_train)
predicted_rf = model_rf.predict(X_test) ; print("RandomForest",metrics.accuracy_score(Y_test, predicted_rf),"\n")
from sklearn.ensemble import AdaBoostClassifier # AdaBoost
model_ab = AdaBoostClassifier(); model_ab.fit(X_train, Y_train)
predicted_ab = model_ab.predict(X_test) ; print("AdaBoost",metrics.accuracy_score(Y_test, predicted_ab),"\n")
from sklearn.neighbors import KNeighborsClassifier #K-NN
model_knn = KNeighborsClassifier(); model_knn.fit(X_train, Y_train)
predicted_knn = model_knn.predict(X_test) ; print("K-NN",metrics.accuracy_score(Y_test, predicted_knn),"\n")
if cond01 == 1:
from xgboost import XGBClassifier # XGBoost
model_xgb = XGBClassifier(); model_xgb.fit(X_train, Y_train)
predicted_xgb = model_xgb.predict(X_test); print("XGBoost",metrics.accuracy_score(Y_test, predicted_xgb),"\n")
if cond01 == 2:
from sklearn.linear_model import LogisticRegression # Logistic Regression
model_lr = LogisticRegression(); model_lr.fit(X_train, Y_train)
predicted_lr = model_lr.predict(X_test) ; print("LogisticRegression",metrics.accuracy_score(Y_test, predicted_lr),"\n")
#aa = model_lr.coef_
if cond01 == 3:
from sklearn.naive_bayes import GaussianNB # Gaussian Naive Bayes
model_nb = GaussianNB(); model_nb.fit(X_train, Y_train)
predicted_nb = model_nb.predict(X_test) ; print("Gaussian Naive Bayes",metrics.accuracy_score(Y_test, predicted_nb),"\n")
if cond01 == 4:
from sklearn.ensemble import GradientBoostingClassifier # GradientBoosting
model_gb = GradientBoostingClassifier(); model_gb.fit(X_train, Y_train)
class MLQRMine(object):
def __init__(self):
self._seed = randint(1, 9)
self._csvfile = ""
self._titles = None
self._dataset = None
self._X = None
self._y = None
self._X_original = None
self._y_original = None
self._dataset_original = None
self._model = Sequential()
self._sc = StandardScaler()
self._vnum = 0 # Number of variables
self._classifier = XGBClassifier()
self._epochs = 10
self._samplesize = 0
self._clusters = None
@property
def seed(self):
return self._seed
@property
def csvfile(self):
return self._csvfile
@property
def dataset(self):
return self._dataset
@property
def model(self):
return self._model
@property
def epochs(self):
return self._epochs
@property
def X(self):
return self._X
@property
def y(self):
return self._y
@property
def titles(self):
return self._titles
@property
def head(self):
return self._dataset.head
# Getters should be before setters*
@epochs.setter
def epochs(self, epochs):
self._epochs = epochs
@seed.setter
def seed(self, seed):
self._seed = seed
@csvfile.setter
def csvfile(self, csvfile):
self._csvfile = csvfile
@titles.setter
def titles(self, titles):
self._titles = titles
# Functions
def read_csv(self):
if self._titles is not None:
self._dataset = read_csv(self._csvfile, usecols=self._titles)
else:
self._dataset = read_csv(self._csvfile)
def mark_missing(self):
self._dataset_original = self._dataset
self._dataset = self._dataset.replace('', numpy.NaN)
self._dataset.dropna(inplace=True)
def restore_mark_missing(self):
self._dataset = self._dataset_original
def get_shape(self):
return self._dataset.shape
"""
The actual number of IVs is vnum -2 as first is the title and the last is the DV
To seperate DV, use vnum -1 to indicate last column
More details on np array splicing here:
https://stackoverflow.com/questions/34007632/how-to-remove-a-column-in-a-numpy-array/34008274
"""
def read_xy(self):
(self._samplesize, vnum) = self._dataset.shape
# Last column in the csv should be the DV and first one is title (So get the number of variables)
self._vnum = vnum - 2
# splice into IVs and DV
values = self._dataset.values
# self._X = values[:, 0:self._vnum]
# First column ignored - (To be used for title)
self._X = values[:, 1:vnum - 1]
self._y = values[:, vnum - 1]
def oversample(self):
self._X_original = self._X
self._y_original = self._y
ros = RandomOverSampler(random_state=0)
X, y = ros.fit_sample(self._X, self._y)
self._X = X
self._y = y
def restore_oversample(self):
self._X = self._X_original
self._y = self._y_original
def prepare_data(self, oversample=False):
self.read_csv()
self.mark_missing()
self.read_xy()
if oversample:
self.oversample()
def get_nnet_predictions(self):
self._model.add(Dense(12, input_dim=self._vnum, kernel_initializer='uniform', activation='relu'))
self._model.add(Dense(8, kernel_initializer='uniform', activation='relu'))
self._model.add(Dense(1, kernel_initializer='uniform', activation='sigmoid'))
# Compile model
self._model.compile(loss='binary_crossentropy', optimizer='adam', metrics=['accuracy'])
# Fit the model
self._model.fit(self._X, self._y, epochs=self._epochs, batch_size=10, verbose=2)
# calculate predictions
predictions = self._model.predict(self._X_original)
# round predictions
rounded = [round(x[0]) for x in predictions]
return rounded
def get_nnet_scores(self):
return self._model.evaluate(self._X, self._y)
def svm_confusion_matrix(self):
X_train, X_test, y_train, y_test = train_test_split(self._X, self._y, test_size=0.25, random_state=0)
X_train = self._sc.fit_transform(X_train)
X_test = self._sc.transform(X_test)
classifier = SVC(kernel='linear', random_state=0)
classifier.fit(X_train, y_train)
y_pred = classifier.predict(X_test)
return confusion_matrix(y_test, y_pred)
# def knn_search(self, K=3, r=3):
# """ find K nearest neighbours of data among D """
# D = self._X
# x = self._X[[r-1], :]
#
# print("KNN: ", x)
# (recs, vs) = D.shape
#
# print(recs)
# #ndata = D.shape[0]
# #K = K if K < ndata else ndata
# K = K if K < recs else recs
#
# print(K)
# # euclidean distances from the other points
# sqd = sqrt(((D - x[:, :recs]) ** 2).sum(axis=0))
# idx = argsort(sqd) # sorting
# # return the indexes of K nearest neighbours
# print(idx[:K])
#
# return idx[:K]
# https://stackoverflow.com/questions/45419203/python-numpy-extracting-a-row-from-an-array
def knn_search(self, n=3, r=3):
kdt = KDTree(self._X, leaf_size=2, metric='euclidean')
dist, ind = kdt.query(self._X[r - 1:r, :], k=n)
return ind
def get_kmeans(self, c=5):
kmeans = KMeans(n_clusters=c, init='k-means++', random_state=42)
y_kmeans = kmeans.fit_predict(self._X)
self._clusters = y_kmeans
self.get_centroids(c)
return y_kmeans
def get_centroids(self, c=1):
for x in range(0, c):
print("Cluster: ", x)
ct = 0
cluster_list = []
for cluster in self._clusters:
if cluster == x:
cluster_list.append(ct)
ct += 1
print("Cluster Length: ", len(cluster_list))
print("Cluster Members")
print(self._dataset.iloc[cluster_list, :])
print("Mean")
print(self._dataset.iloc[cluster_list, :].mean(axis=0))
"""
TODO: This is not working yet.
use the ColumnTransformer instead of categorical_features
"""
def encode_categorical(self):
# labelencoder_X_1 = LabelEncoder()
# self._X[:, 1] = labelencoder_X_1.fit_transform(self._X[:, 1])
# labelencoder_X_2 = LabelEncoder()
# self._X[:, 2] = labelencoder_X_2.fit_transform(self._X[:, 2])
onehotencoder = OneHotEncoder(categorical_features=[1])
X = onehotencoder.fit_transform(self._X).toarray()
X = X[:, 1:]
print(X)
return X
def get_association(self):
X_train, X_test, y_train, y_test = train_test_split(self._X, self._y, test_size=0.25, random_state=0)
self._classifier.fit(X_train, y_train)
# Predicting the Test set results
y_pred = self._classifier.predict(X_test)
return confusion_matrix(y_test, y_pred)
def get_apriori(self):
frequent_itemsets = apriori(self.encode_categorical(), min_support=0.07, use_colnames=True)
rules = association_rules(frequent_itemsets, metric="lift", min_threshold=1)
return rules
def get_pca(self, n=3):
# https://plot.ly/~notebook_demo/264/about-the-author-some-of-sebastian-rasc/#/
X_std = StandardScaler().fit_transform(self._X)
(recs, factors) = X_std.shape
print('Covariance matrix: \n%s' % numpy.cov(X_std.T))
cov_mat = numpy.cov(X_std.T)
eig_vals, eig_vecs = numpy.linalg.eig(cov_mat)
print('Eigenvectors \n%s' % eig_vecs)
print('\nEigenvalues \n%s' % eig_vals)
# Make a list of (eigenvalue, eigenvector) tuples
eig_pairs = [(numpy.abs(eig_vals[i]), eig_vecs[:, i]) for i in range(len(eig_vals))]
# Sort the (eigenvalue, eigenvector) tuples from high to low
eig_pairs.sort()
eig_pairs.reverse()
# Visually confirm that the list is correctly sorted by decreasing eigenvalues
print('Eigenvalues in descending order:')
for i in eig_pairs:
print(i[0])
# variance explained
tot = sum(eig_vals)
var_exp = [(i / tot) * 100 for i in sorted(eig_vals, reverse=True)]
cum_var_exp = numpy.cumsum(var_exp)
print("Variance explained: ", var_exp)
print("Cumulative: ", cum_var_exp)
if len(eig_vals) < n:
n = len(eig_vals)
# Adjust according to number of features chosen (default n=2)
matrix_w = numpy.hstack((eig_pairs[0][1].reshape(factors, 1),
eig_pairs[1][1].reshape(factors, 1)))
if n == 3:
matrix_w = numpy.hstack((eig_pairs[0][1].reshape(factors, 1),
eig_pairs[1][1].reshape(factors, 1),
eig_pairs[2][1].reshape(factors, 1)))
if n == 4:
matrix_w = numpy.hstack((eig_pairs[0][1].reshape(factors, 1),
eig_pairs[1][1].reshape(factors, 1),
eig_pairs[2][1].reshape(factors, 1),
eig_pairs[3][1].reshape(factors, 1)))
if n == 5:
matrix_w = numpy.hstack((eig_pairs[0][1].reshape(factors, 1),
eig_pairs[1][1].reshape(factors, 1),
eig_pairs[2][1].reshape(factors, 1),
eig_pairs[3][1].reshape(factors, 1),
eig_pairs[4][1].reshape(factors, 1)))
print('Matrix W:\n', matrix_w)
print("Best Parameters:",dt_cv.best_params_)
print("Best Score:",dt_cv.best_score_)
"""#### Random Forest"""
rf = RandomForestClassifier(n_estimators=200)
rf.fit(X_train,np.ravel(y_train))
print(classification_report(y_test,rf.predict(X_test)))
"""#### XGBoost"""
xgb = XGBClassifier(n_estimators=200)
xgb.fit(X_train,y_train)
print(classification_report(y_test,xgb.predict(X_test)))
tuned_parameters = [{'kernel': ['rbf'], 'gamma': [1e-3, 1e-4],
'C': [1, 10, 100, 1000]},
{'kernel': ['linear'], 'C': [1, 10, 100, 1000]}]
svm_cv = GridSearchCV(
SVC(), tuned_parameters, scoring='precision'
)
svm_cv.fit(X_train, np.ravel(y_train))
print(classification_report(y_test,svm_cv.predict(X_test)))
model = tf.keras.Sequential()
model.add(tf.keras.layers.Flatten(input_shape=(22,)))
model.add(tf.keras.layers.Dense(16,activation="swish"))
model.add(tf.keras.layers.Dense(16,activation="swish"))
# Encoding categorical data from sklearn.preprocessing import LabelEncoder, OneHotEncoder labelencoder_X_1 = LabelEncoder() X[:, 1] = labelencoder_X_1.fit_transform(X[:, 1]) labelencoder_X_2 = LabelEncoder() X[:, 2] = labelencoder_X_2.fit_transform(X[:, 2]) onehotencoder = OneHotEncoder(categorical_features = [1]) X = onehotencoder.fit_transform(X).toarray() X = X[:, 1:] # Splitting the dataset into the Training set and Test set from sklearn.model_selection import train_test_split X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = 0.2, random_state = 0) # Fitting XGBoost to the Training set from xgboost import XGBClassifier classifier = XGBClassifier() classifier.fit(X_train, y_train) # Predicting the Test set results y_pred = classifier.predict(X_test) # Making the Confusion Matrix from sklearn.metrics import confusion_matrix cm = confusion_matrix(y_test, y_pred) # Applying k-Fold Cross Validation from sklearn.model_selection import cross_val_score accuracies = cross_val_score(estimator = classifier, X = X_train, y = y_train, cv = 10) accuracies.mean() accuracies.std()
features_to_csv(file_what_to_buy_features, what_to_buy.values())
if os.path.isfile(file_buy_or_not_features):
buy_or_not = np.load(file_buy_or_not_features)
else:
buy_or_not = extract_buy_or_not(clicks_grouped_by_session_id, what_to_buy)
np.save(file_buy_or_not_features, buy_or_not)
buys = read_buys(file_buys, usecols=effective_columns_names)
_, buys_grouped_by_session_id_keys = df_group_by_session_id(buys)
buys_result = extract_buys(clicks_grouped_by_session_id_keys, buys_grouped_by_session_id_keys)
buy_or_not_train, buy_or_not_val, buys_result_train, buys_result_val = train_test_split(buy_or_not, buys_result,
test_size=0.2)
classifier = XGBClassifier(n_estimators=500, subsample=0.8, colsample_bytree=0.5, max_depth=4, min_child_weight=3)
classifier.fit(buy_or_not_train, buys_result_train)
predictions_val = classifier.predict(buy_or_not_val)
scores = metrics(buys_result_val, predictions_val)
write_metrics(file_scores, scores)
test = read_clicks(file_test, usecols=effective_columns_names)
test_grouped_by_session_id, _ = df_group_by_session_id(test)
what_to_buy_test = extract_what_to_buy(test_grouped_by_session_id)
buy_or_not_test = extract_buy_or_not(test_grouped_by_session_id, what_to_buy_test)
predictions_test = classifier.predict(buy_or_not_test)
write_predictions(file_result, predictions_test)
model = XGBClassifier(reg_lambda=1, reg_alpha=3, max_depth=3, n_estimators=200)
model.fit(X_train, Y_train)
# compute accuracy
def accuracy(X, Y):
Y_pred = model.predict(X)
Y_pred_round = [round(value) for value in Y_pred]
return accuracy_score(Y, Y_pred_round)
out_of_sample = accuracy(X_test, Y_test)
in_sample = accuracy(X_train, Y_train)
print('Accuracy in sample: {:04.2f}%'.format(in_sample * 100))
print('Accuracy out of sample: {:04.2f}%'.format(out_of_sample * 100))
if parse.validation_set is not None:
validate = accuracy(X_validate, Y_validate)
print('Accuracy for validation: {:04.2f}%'.format(validate * 100))
if parse.save is True:
test_prediction = model.predict(X_test)
test_outcome = column_stack((test_prediction, Y_test))
savetxt('./predictions/xgb_test_outcome.csv', test_outcome, delimiter=',')
if parse.validation_set is not None:
validation_prediction = model.predict(X_validate)
validation_outcome = column_stack((validation_prediction, Y_validate))
savetxt('./predictions/xgb_validation_outcome.csv',
validation_outcome,
delimiter=',')
def gen_train():
global x_train
global y_train
x_train, y_train = [], []
for i in threads:
for thread in threads[i]:
x_train.append(thread)
y_train.append(i)
x_train, y_train = np.array(x_train), np.array(y_train)
while len_threads < 729:
print('#', len_threads)
gen_train()
model.fit(x_train, y_train)
y_pred = model.predict(X)
accuracy = accuracy_score(Y, y_pred)
print('Accuracy: {}'.format(accuracy))
#print(y_pred)
print(dict(collections.Counter(y_pred)))
find = 1 if len(threads[0]) > len(threads[1]) else 0
num_proc = 6
threads_arr = {}
for i in range(num_proc):
threads_arr[i] = []
pi_id = 0
for i in range(len(y_pred)):
if y_pred[i] == 0:
precision = []
specificity = []
recall = []
f_measure = []
auc = []
kf = StratifiedKFold(n_splits=10)
#%% ## timeit -n1 -r1
for train_index, val_index in kf.split(X_train_cv, y_train_cv):
X_train, X_val = X_train_cv[train_index], X_train_cv[val_index]
y_train, y_val = y_train_cv[train_index], y_train_cv[val_index]
clf.fit(X_train, y_train, eval_metric='auc')
clf_pred_proba = clf.predict_proba(X_val)
clf_pred = clf.predict(X_val)
acc, prec, rec, spec, f_m = calcula_scores(y_val, clf_pred)
auc.append(roc_auc_score(y_val, clf_pred_proba[:, 1]))
accuracy.append(acc)
precision.append(prec)
specificity.append(spec)
recall.append(rec)
f_measure.append(f_m)
print("XGBoost AUC: \n\tMédia: {:.3f}\n\tDesvio: {:.3f}".format(
statistics.mean(auc), statistics.stdev(auc)))
print("XGBoost Accuracy: \n\tMédia: {:.3f}\n\tDesvio: {:.3f}".format(
statistics.mean(accuracy), statistics.stdev(accuracy)))
print("XGBoost Precision: \n\tMédia: {:.3f}\n\tDesvio: {:.3f}".format(
#Loading the dataset
dataset = pd.read_csv("creditcard.csv")
#Test train Split
X_train, X_test, Y_train, Y_test = train_test_split(
dataset.iloc[:, :-1].values, dataset['Class'].values, test_size=0.12221)
xbg = XGBClassifier(
max_depth=5,
learning_rate=0.1,
n_estimators=1500,
n_jobs=6,
)
xbg.fit(X_train, Y_train)
Y_test_pred = xbg.predict(X_test)
Y_train_pred = xbg.predict(X_train)
count_train, count_test = 0, 0
for i in range(250000):
if (Y_train[i] == Y_train_pred[i]): count_train += 1
for i in range(34807):
if (Y_test[i] == Y_test_pred[i]): count_test += 1
print("Train Percentage: %.7f\nTest Percentage: %.7f" %
(count_train / 250000, count_test / 34807))
# Making the Confusion Matrix
from sklearn.metrics import confusion_matrix
cm_train = confusion_matrix(Y_train, Y_train_pred)
from xgboost import XGBClassifier
xgb = XGBClassifier(
learning_rate=0.01,
n_estimators=1000,
max_depth=10,
min_child_weight=4,
gamma=0.1,
subsample=0.3,
colsample_bytree=0.8,
objective='binary:logistic',
nthread=4,
scale_pos_weight=3,
seed=27,
reg_alpha=0.001,
n_jobs=4,
)
xgb.fit(X_train, y_train)
y_pred6 = xgb.predict(X_test)
accuracy = accuracy_score(y_test, y_pred6)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
# Making the Confusion Matrix
from sklearn.metrics import confusion_matrix
cm_xg = confusion_matrix(y_test, y_pred6)
print(cm_xg)
#with learning_rate of 0.01 and some other parameteres we achieved a better accuracy score compared to other models.
# coding: utf-8
import numpy as np
import pandas as pd
import os, sys
from sklearn.preprocessing import MinMaxScaler
from xgboost import XGBClassifier
from sklearn.model_selection import train_test_split
from sklearn.metrics import accuracy_score
#initialize dataframe
df=pd.read_csv("parkinsons.data")
features = df.loc[:, df.columns!='status'].values[:, 1:]
labels = df.loc[:, 'status'].values
#print(labels[labels==1].shape[0], labels[labels==0].shape[0])
#use MinMaxScaler
scaler = MinMaxScaler((-1, 1))
x = scaler.fit_transform(features)
y = labels
# split model to train and test
x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.2, random_state=7)
# train model
model=XGBClassifier()
model.fit(x_train, y_train)
# predict
y_pred = model.predict(x_test)
print(accuracy_score(y_test, y_pred)*100)
left_index=True,
right_index=True)
X_ = pd.merge(hbsDF, X_, left_index=True, right_index=True)
return X_
X_ = process(X)
idx = X_.dropna(
).index #some entry being nan in heartbeat rate, only 4 of them anyway, i didn't bother much
#one pass evaluation for model, with oversampling
X_train, X_test, y_train, y_test = train_test_split(X_.iloc[idx], y[idx])
ros = RandomOverSampler(random_state=0)
X_resampled, y_resampled = ros.fit_resample(X_train, y_train)
clf.fit(X_resampled, y_resampled, eval_metric=f1_score)
pred = clf.predict(X_test.values)
scores = f1_score(y_test, pred, average='micro')
print(scores)
#cross validation, got 0.7x for cv=3, 5, 10.
#did not apply oversampling,
#adding a pipeline in cross validation is doable but i am too lazy
from sklearn.model_selection import cross_val_score
scores = cross_val_score(clf,
X_.iloc[idx],
y[idx],
cv=3,
scoring='f1_micro',
verbose=1000)
print(scores)
from sklearn.cross_validation import cross_val_score
cross_val_score(rfc, X_train, y_train, cv=5).mean()
cross_val_score(xgbc, X_train, y_train, cv=5).mean()
rfc.fit(X_train,y_train)
rfc_y_predict = rfc.predict(X_test)
rfc_submission = pd.DataFrame({'PassengerId': test['PassengerId'], 'Survived': rfc_y_predict})
rfc_submission.to_csv('rfc_submission.csv', index=False)
xgbc.fit(X_train, y_train)
xgbc_y_predict = xgbc.predict(X_test)
xgbc_submission = pd.DataFrame({'PassengerId': test['PassengerId'], 'Survived': xgbc_y_predict})
xgbc_submission.to_csv('xgbc_submission.csv', index=False)
from sklearn.grid_search import GridSearchCV
params = {'max_depth':range(2, 7), 'n_estimators':range(100, 1100, 200), 'learning_rate':[0.05, 0.1, 0.25, 0.5, 1.0]}
xgbc_best = XGBClassifier()
gs = GridSearchCV(xgbc_best, params, n_jobs=-1, cv=5, verbose=1)
gs.fit(X_train, y_train)
xgbc_best_y_predict = gs.predict(X_test)
from sklearn.neighbors import KNeighborsClassifier
classifier = KNeighborsClassifier(n_neighbors = 5, metric = 'minkowski', p = 2)
classifier.fit(X_train, y_train)
from sklearn.ensemble import RandomForestClassifier
classifier = RandomForestClassifier(n_estimators = 10, criterion = 'entropy', random_state = 0)
classifier.fit(X_train, y_train)
from sklearn.tree import DecisionTreeClassifier
classifier = DecisionTreeClassifier(criterion='entropy',random_state=0)
classifier.fit(X_train,y_train)
from sklearn.svm import SVC
classifier = SVC(kernel= 'rbf', random_state=0)
classifier.fit(X_train,y_train)
"""
# Predicting the Test set results
y_pred = classifier.predict(X_test)
from sklearn.model_selection import cross_val_score
accuracies = cross_val_score(estimator=classifier, X=X_train, y=y_train, cv=10)
print("Accuracy: {:.2f} %".format(accuracies.mean()))
print("Standar Deviation: {:.2f} %".format(accuracies.std() * 100))
"""
#Apliying GridSearch to find the best model and the best paramenters
from sklearn.model_selection import GridSearchCV
parameters=[{'C': [0.25, 0.5, 0.75, 1], 'kernel': ['linear']},
{'C': [0.25, 0.5, 0.75, 1], 'kernel': ['rbf'], 'gamma':[0.1,0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9]}]
grid_search=GridSearchCV(estimator=classifier,
param_grid=parameters,
scoring='accuracy',
cv=10,
n_jobs=-1)
feature_imp
# Visualize
import matplotlib.pyplot as plt
import seaborn as sns
# Creating a bar plot
sns.barplot(x=feature_imp, y=feature_imp.index)
# Add labels to your graph
plt.xlabel('Feature Importance Score')
plt.ylabel('Features')
plt.title("Visualizing Important Features")
plt.legend()
plt.show()
# prediction on test set
y_pred = model.predict(X_test)
#Import scikit-learn metrics module for accuracy calculation
from sklearn import metrics
# Model Accuracy, how often is the classifier correct?
print("Accuracy:", metrics.accuracy_score(y_test, y_pred))
submission = test.copy()
submission['Cover_Type'] = model.predict(submission[features_selected])
#submission.info(memory_usage='deep')
submission[['Id', 'Cover_Type']].to_csv('submission{0}.csv'.format(10),
index=False)
#split dataset and make binary dependent
full_data = hstack((title_S, hasNamedEntity_S, hasNumbers_S, hasSubTitle_S,
title_lengths_S, polarity_S, subjectivity_S))
X_train_final, X_test_final, y_train_final, y_test_final = train_test_split(
full_data, dat[target], test_size=0.15, random_state=123)
y_train_dich_final = [0 if i <= cutoff else 1 for i in y_train_final]
y_test_dich_final = [0 if i <= cutoff else 1 for i in y_test_final]
#fit model
model = XGBClassifier(objective='binary:logistic',
booster='gbtree',
learning_rate=0.3,
max_depth=20,
subsample=0.7)
model.fit(X_train_final, y_train_dich_final)
# get predictions
preds = model.predict(X_test_final)
probs = model.predict_proba(X_test_final)
# compute metrics and print ROC curve
print(accuracy_score(y_test_dich_final, preds))
print(confusion_matrix(y_test_dich_final, preds))
auc = roc_auc_score(y_test_dich_final, probs[:, 1])
fpr, tpr, thresholds = roc_curve(y_test_dich_final, probs[:, 1])
print(auc)
plot_roc_curve(fpr, tpr, auc)
###########################################################
###########################################################
################ FEATURE IMPORTANCE ###################
###########################################################
###########################################################
print("# train data points: {}".format(X_train.shape[0]))
print("# val data points : {}".format(X_val.shape[0]))
def gen_test_labels(model, test_data, name="output"):
y_pred = model.predict(test_data)
predictions = [round(value) for value in y_pred]
with open('data/' + name + '.csv', 'w') as csvfile:
fieldnames = ['ID', 'Label']
writer = csv.DictWriter(csvfile, fieldnames=fieldnames)
writer.writeheader()
for i, pred in enumerate(predictions):
writer.writerow({'ID': str(i), 'Label': str(pred)})
model = XGBClassifier(n_estimators=2000, learning_rate=0.01, max_depth=2)
model.fit(X_train, y_train)
y_pred = model.predict(X_train)
predictions = [round(value) for value in y_pred]
accuracy = accuracy_score(y_train, predictions)
print("Train Accuracy: %.2f%%" % (accuracy * 100.0))
y_pred = model.predict(X_val)
predictions = [round(value) for value in y_pred]
accuracy = accuracy_score(y_val, predictions)
print("Test Accuracy: %.2f%%" % (accuracy * 100.0))
model = XGBClassifier(n_estimators=2500, learning_rate=0.01, max_depth=2)
model.fit(train_data, train_label)
pca_xtest = pd.DataFrame(dim_red.transform(xtest))
pca_df_test = pd.DataFrame(dim_red.transform(df_test_final))
#Check the shape of the datasets
print('Training Data(pca_xtrain):',pca_xtrain.shape) #(3367, 6)
print('Validation Data(pca_xtest):', pca_xtest.shape) #(842, 6)
print('Testing Data(pca_df_test):', pca_df_test.shape) #(4209, 6)
print('Training_pred Label(ytrain):', ytrain.shape) #(3367,)
print('Validation_pred Label(ytest):', ytest.shape) #(842,)
#Applying XGBoost
#Create an XGBoost object
XGB_model = XGBClassifier()
#Fit the XGBoost model on the training set
XGB_model.fit(pca_xtrain,ytrain)
#For parameters to work with, refer the link below, thanks to AV
#https://www.analyticsvidhya.com/blog/2016/03/complete-guide-parameter-tuning-xgboost-with-codes-python/
#prediction on validation set
ypred = XGB_model.predict(pca_xtest)
#Prediction on test data
XGB_model.predict(pca_df_test)
#Metrics
#check the accuracy of (prediction Vs test labels)
print(mean_squared_error(ytest,ypred))
#R-Squared error
print(r2_score(ytest,ypred))
# Optimize model paramaters
# I run this code in google colab to make the execution much faster and use the best params in the next code
param_grid = {
'min_child_weight': [1, 5, 10],
'gamma': [0.5, 1, 1.5, 2, 5],
'subsample': [0.6, 0.8, 1.0],
'colsample_bytree': [0.6, 0.8, 1.0],
'max_depth': [3, 4, 5]
}
my_model2 = GridSearchCV(my_model, param_grid)
my_model2.fit(X_Train, y_Train)
print(my_model2.best_params_)
from sklearn.metrics import confusion_matrix, accuracy_score
# fit and Evaluate model
my_model3 = XGBClassifier(min_child_weight=1,
gamma=2,
subsample=0.6,
colsample_bytree=0.6,
max_depth=3)
my_model3.fit(X_Train, y_Train)
y_pred = my_model3.predict(X_val)
# Get error rate
print("Error rate of XGBoost: ", 1 - accuracy_score(y_val, y_pred))
# Get confusion matrix
confusion_matrix(y_pred, y_val)
xgb2 = XGBClassifier(learning_rate=0.3, n_estimators=700, max_depth=2, n_jobs=-1, colsample_bytree=0.1, random_state=4218)
# Lets look at the eror to compare with the baseline and then we will update the model to then get predictions.
eval_set = [(x_val, y_val)]
eval_metric = ["aucpr","error"]
%time xgb2.fit(x_train, y_train, eval_metric=eval_metric, eval_set=eval_set, verbose=2)
# It lookslike we will keep our parameters. The error was lower with our tuning and we can move forward with predictions.
xgb2.fit(x_train, y_train)
# Lets get the tuned predictions for the train and validations sets. The predicted probabilities for predicting the class and getting our AUC and f1 score.
xgb2predprob_train = xgb2.predict_proba(x_train)[:, 1]
xgb2predprob_val = xgb2.predict_proba(x_val)[:, 1]
# The decision predictions to help us classify and get the f1 scores and see what the recall and precision are if we want them.
xgb2preds_train = xgb2.predict(x_train)
xgb2preds_val = xgb2.predict(x_val)
# Results from the tuned model.
print ('F1 Score',f1_score(y_train, xgb2preds_train))
print ('F1 Score',f1_score(y_val, xgb2preds_val))
print ('ROC AUC Score',roc_auc_score(y_train,xgb2predprob_train))
print ('ROC AUC Score',roc_auc_score(y_val,xgb2predprob_val))
# Lets look at our confusion matrix here to understand the classification reports to help us figure out what we may have missed.
print ('Training Confusion Matrix',confusion_matrix(y_train, xgb2preds_train))
print ('Val Confusion Matrix',confusion_matrix(y_val, xgb2preds_val))
print ('Training Classification report',classification_report(y_train, xgb2preds_train))
print ('Val Classification Report',classification_report(y_val, xgb2preds_val))
# Overall, we saw that the validation set tuned f1 score for the models was: LR = 79.07% vs. RF = 91.56% vs. XGB = 93.67% (when using the eval method otherwise it was 89.4364% with an error of 0.0625). The AUC score for how the model perform on the validation set was: LR = 78.43% vs. RF = 92.92% vs. XGB = 91.56%. Overall, the XGBoost model performed the best. It had the higher f1 score even though it had a lower AUC score than RF.
def XGBoostCheck():
xgbModel = XGBClassifier()
ids = utility.GetShangHaiStockIdStrArray()
np.random.shuffle(ids)
ids = ids[:100]
testCheckStartDate = datetime.strptime("2015-06-01", "%Y-%m-%d")
testCheckEndDate = datetime.strptime("2017-06-1", "%Y-%m-%d")
trainDatas = []
labelDatas = []
count = 0
for trainData in GetTrainningData(ids, testCheckStartDate, testCheckEndDate, posNegEq=True):
print(trainData[2])
posTrainData = trainData[0]
negTrainData = trainData[1]
if len(posTrainData) > 0:
trainDatas += posTrainData
labelDatas += np.ones(len(posTrainData)).tolist()
if len(negTrainData) > 0:
trainDatas += negTrainData
labelDatas += np.zeros(len(negTrainData)).tolist()
# count += 1
# if count == 20:
# break
pca = PCA(n_components = 75)
trainDatas = np.array(trainDatas)
print(trainDatas.shape)
trainDatas = pca.fit_transform(trainDatas)
print(trainDatas.shape)
labelDatas = np.array(labelDatas)
labelDatas = np.reshape(labelDatas, (-1, 1))
print(labelDatas.shape)
trianDataTmp = np.concatenate((trainDatas, labelDatas), axis=1)
np.random.shuffle(trianDataTmp)
# labelDatas = np.reshape(labelDatas, (-1, 1))
xgbModel.fit(trianDataTmp[:, 0:74], trianDataTmp[:, 74])
testTestCheckStartDate = datetime.strptime("2017-06-2", "%Y-%m-%d")
testTestCheckEndDate = datetime.strptime("2018-06-01", "%Y-%m-%d")
for trainData in GetTrainningData(ids, testTestCheckStartDate, testTestCheckEndDate):
print("Predict:", trainData[2])
posTrainData = trainData[0]
posTrainData = pca.transform( posTrainData )
negTrainData = trainData[1]
negTrainData = pca.transform( negTrainData )
if len(posTrainData) > 0:
retLabels = xgbModel.predict(posTrainData)
try:
print(trainData[2], "Pos Count:", len(posTrainData), "pos predict rate:", len(np.where(retLabels == 1)[0]) / len(posTrainData))
except:
print(trainData[2], "Pos Count:", len(posTrainData))
if len(negTrainData) > 0:
retLabels = xgbModel.predict(negTrainData)
try:
print(trainData[2], "Neg Count:", len(negTrainData), "neg predict rate:", len(np.where(retLabels == 0)[0]) / len(negTrainData))
except:
print(trainData[2], "Neg Count:", len(negTrainData))
def main():
# Set seed for reproducibility
np.random.seed(0)
print("Loading data...")
# Load the data from the CSV files
training_data = pd.read_csv('/home/vipin/Videos/train.csv', header=0)
prediction_data = pd.read_csv('/home/vipin/Videos/test.csv', header=0)
training_data['countrycode'] = training_data['countrycode'].apply(
lambda x: ord(x))
training_data['browserid'] = training_data['browserid'].apply(
lambda x: myfunc(x) if np.all(pd.notnull(x)) else myfunc("unknown"))
training_data['devid'] = training_data['devid'].apply(
lambda x: myfunc(x) if np.all(pd.notnull(x)) else myfunc("none"))
#pd.to_csv('/home/vipin/Videos/train11.csv', sep=',', encoding='utf-8')
#exit(0)
prediction_data['countrycode'] = prediction_data['countrycode'].apply(
lambda x: ord(x))
prediction_data['browserid'] = prediction_data['browserid'].apply(
lambda x: myfunc(x) if np.all(pd.notnull(x)) else myfunc("unknown"))
prediction_data['devid'] = prediction_data['devid'].apply(
lambda x: myfunc(x) if np.all(pd.notnull(x)) else myfunc("none"))
features = [
'siteid', 'offerid', 'category', 'merchant', 'countrycode',
'browserid', 'devid'
]
target = "click"
X = training_data[features]
x_prediction = prediction_data[features]
Y = training_data[target]
ids = prediction_data["ID"]
model = XGBClassifier()
#linear_model.LogisticRegression(n_jobs=-1)
print("Training...")
# Your model is trained on the training_data
model.fit(X, Y)
print("Predicting...")
seed = 7
test_size = 0.33
X_train, X_test, y_train, y_test = train_test_split(X,
Y,
test_size=test_size,
random_state=seed)
y_prediction = model.predict_proba(x_prediction)
results = y_prediction[:, 1]
results_df = pd.DataFrame(data={'probability': results})
joined = pd.DataFrame(ids).join(results_df)
y_pred = model.predict(X_test)
accuracy = accuracy_score(y_test, y_pred)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
print("Writing predictions to predictions.csv")
# Save the predictions out to a CSV file
joined.to_csv("/home/vipin/Videos/predictions.csv", index=False)
max_depth=range(2, 12, 1)
param_grid = dict(max_depth=max_depth)
grid = GridSearchCV(estimator=model, param_grid=param_grid)
grid.fit(x2,y)
print(grid.best_score_)
print(grid.best_params_)
###Build the model using n_estimators as 20 and max_depth as 2
xgb1 = XGBClassifier(objective ='reg:logistic', learning_rate = 0.1,
max_depth = 2, n_estimators = 20)
xgb1.fit(x2_train,y_train)
train_pred =xgb1.predict(x2_train)
import numpy as np
train_acc = np.mean(train_pred==y_train)
print(train_acc)
test_pred=xgb1.predict(x2_test)
test_acc=np.mean(test_pred==y_test)
print(test_acc)
#Variable importance plot
from xgboost import plot_importance
plot_importance(xgb1)
def run_monthly(client, MonthGAP=1):
data_dict, pullinfo_list_dict = load_data_monthly(
ayonel_numerical_attr=ayonel_numerical_attr,
ayonel_boolean_attr=ayonel_boolean_attr,
ayonel_categorical_attr_handler=ayonel_categorical_attr_handler,
MonthGAP=MonthGAP)
for org, repo in [('dimagi', 'xxx')]:
print(org + ",")
pullinfo_list = pullinfo_list_dict[org]
batch_iter = data_dict[org]
train_batch = batch_iter.__next__()
train_X = np.array(train_batch[0])
train_y = np.array(train_batch[1])
cursor = train_y.size # 游标，用于记录第一条开始预测pr的位置
predict_result = []
predict_result_prob = []
actual_result = []
mean_accuracy = 0
round = 1
for batch in batch_iter:
if len(batch[0]) == 0: # 测试集没有数据，直接预测下一batch
continue
test_X = np.array(batch[0])
test_y = np.array(batch[1])
parameters = [
("criterion", ["gini", "entropy"]),
("max_features", ["auto", "sqrt", "log2"]),
("min_weight_fraction_leaf", iandfrange(0, 0.501, 0.05)),
("oob_score", [True, False]),
]
tuned_params = {} # 已调好的参数
for k, v in enumerate(parameters):
tuning_param = {}
tuning_param[v[0]] = v[1]
estimator_rf = RandomForestClassifier(random_state=RANDOM_SEED,
**tuned_params)
clf = GridSearchCV(estimator=estimator_rf,
param_grid=tuning_param,
scoring="accuracy",
cv=3)
clf.fit(train_X, train_y)
tuned_params = dict(tuned_params, **clf.best_params_)
print(tuned_params)
# 入库
client[org]['model'].update(
{
'round': round,
'model': 'randomforest',
'gap': MonthGAP
}, {'$set': tuned_params},
upsert=True)
best_est = XGBClassifier(seed=RANDOM_SEED, **tuned_params)
train(best_est, train_X, train_y)
print(best_est.score(test_X, test_y))
actual_result += test_y.tolist() # 真实结果
predict_result += best_est.predict(test_X).tolist() # 预测结果
predict_result_prob += [
x[0] for x in best_est.predict_proba(test_X).tolist()
]
mean_accuracy += best_est.score(test_X, test_y)
train_X = np.concatenate((train_X, test_X))
train_y = np.concatenate((train_y, test_y))
round += 1
acc_num = 0
for i in range(len(actual_result)):
if actual_result[i] == predict_result[i]:
acc_num += 1
print(acc_num / len(actual_result))
print(f)
c.append(f)
train.columns=c
test.columns=c
# In[14]:
#Part 2
model = XGBClassifier()
model.fit(train, label_train)
# In[15]:
label_pred=model.predict(test)
# In[16]:
# In[17]:
def get_thresh(model,train,test,label_test,label_train):
if (len(test)>len(train)) or (len(label_test)>len(label_train)):
raise TypeError('Invalid train and test size')
model1 = XGBClassifier()
if type(model)!=type(XGBClassifier()):
raise TypeError('Invalid model passed')
if (pd.DataFrame(label_train).shape[1]>1) or (pd.DataFrame(label_test).shape[1]>1):
raise TypeError('Multiple columns in label, Invalid shape.')
Y = list_personality[:, l]
print(
"Training dataset-Binarized personality list for type indicator-------> ",
Y)
# split data into train and test sets
seed = 7
test_size = 0.33
X_train, X_test, y_train, y_test = train_test_split(
X, Y, test_size=test_size, random_state=seed)
# fit model on training data
model = XGBClassifier(**param)
model.fit(X_train, y_train)
# make predictions for my data
y_pred = model.predict(my_X_tfidf)
print("Predicted value-----> ", y_pred)
result.append(y_pred[0])
# print("* %s prediction: %s" % (type_indicators[l], y_pred))
print("RESULT IS----", result)
print("TRANSLATED RESULT IS------", translate_back(result))
# x= translate_back(result)
# score=0
# for p in check:
# if p in x:
# score=score+10
# print("MY SCORE----------",score)
#
# r+=[(score,use)]
# print("SORTED TWITTER IDs BASED ON THE SCORE")
from xgboost import XGBClassifier
from sklearn.cross_validation import train_test_split
from sklearn.metrics import accuracy_score
from sklearn.feature_selection import SelectFromModel
# load data
dataset = loadtxt('pima-indians-diabetes.csv', delimiter=",")
# split data into X and y
X = dataset[:,0:8]
Y = dataset[:,8]
# split data into train and test sets
X_train, X_test, y_train, y_test = train_test_split(X, Y, test_size=0.33, random_state=7)
# fit model on all training data
model = XGBClassifier()
model.fit(X_train, y_train)
# make predictions for test data and evaluate
y_pred = model.predict(X_test)
predictions = [round(value) for value in y_pred]
accuracy = accuracy_score(y_test, predictions)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
# Fit model using each importance as a threshold
thresholds = sort(model.feature_importances_)
for thresh in thresholds:
# select features using threshold
selection = SelectFromModel(model, threshold=thresh, prefit=True)
select_X_train = selection.transform(X_train)
# train model
selection_model = XGBClassifier()
selection_model.fit(select_X_train, y_train)
# eval model
select_X_test = selection.transform(X_test)
y_pred = selection_model.predict(select_X_test)
"""
from data_loader import dataLoader
from xgboost import XGBClassifier
from sklearn.metrics import accuracy_score
if __name__ == '__main__':
# Get data
X_train, X_val, y_train, y_val = dataLoader(test=False, optimize_set=True)
y_train, y_val = y_train.values.ravel(), y_val.values.ravel()
# Define baseline XGB classifier model with default parameters
defualt_xgb = XGBClassifier()
defualt_xgb.fit(X_train, y_train)
default_predictions = defualt_xgb.predict(X_val)
print('Default XGB model test accuracy',
accuracy_score(y_val, default_predictions))
# Using early_stopping_rounds to determine best n_estimators number
tuned_xgb = XGBClassifier(n_estimators=10, learning_rate=0.5)
tuned_xgb.fit(X_train,
y_train,
early_stopping_rounds=5,
eval_set=[(X_val, y_val)],
verbose=False)
tuned_params = tuned_xgb.get_params()
print('')
print('Best n_estimators', tuned_params['n_estimators'])
print('Best learning rate', tuned_params['learning_rate'])
tuned_predictions = tuned_xgb.predict(X_val)
from sklearn.model_selection import train_test_split
from sklearn.metrics import accuracy_score
numpy_X_train = X_train.as_matrix()
numpy_y_train = y_train.as_matrix()
numpy_X_test = X_test.as_matrix()
numpy_y_test = y_test.as_matrix()
# fit model to training data
#model = XGBClassifier(max_depth=5, n_estimators=250)
model = XGBClassifier()
model.fit(numpy_X_train, numpy_y_train)
print model
# make predictions for test data
y_pred = model.predict(numpy_X_test)
predictions = [round(value) for value in y_pred]
# evaluate predictions
accuracy = accuracy_score(numpy_y_test, predictions)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
confusion_matrix = confusion_matrix(numpy_y_test, y_pred)
print confusion_matrix
########################################################################
# SVM
########################################################################
print 'Beginning support vector machine...'
from sklearn.cross_validation import train_test_split
from sklearn.metrics import accuracy_score
from matplotlib import pyplot
# load data
dataset = loadtxt('pima-indians-diabetes.csv', delimiter=",")
# split data into X and y
X = dataset[:,0:8]
Y = dataset[:,8]
# split data into train and test sets
X_train, X_test, y_train, y_test = train_test_split(X, Y, test_size=0.33, random_state=7)
# fit model no training data
model = XGBClassifier()
eval_set = [(X_train, y_train), (X_test, y_test)]
model.fit(X_train, y_train, eval_metric=["error", "logloss"], eval_set=eval_set, verbose=True)
# make predictions for test data
y_pred = model.predict(X_test)
predictions = [round(value) for value in y_pred]
# evaluate predictions
accuracy = accuracy_score(y_test, predictions)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
# retrieve performance metrics
results = model.evals_result()
epochs = len(results['validation_0']['error'])
x_axis = range(0, epochs)
# plot log loss
fig, ax = pyplot.subplots()
ax.plot(x_axis, results['validation_0']['logloss'], label='Train')
ax.plot(x_axis, results['validation_1']['logloss'], label='Test')
ax.legend()
pyplot.ylabel('Log Loss')
pyplot.title('XGBoost Log Loss')
from __future__ import division
import pandas as pd
from xgboost import XGBClassifier
from sklearn.cross_validation import train_test_split
from sklearn.ensemble import RandomForestClassifier
import pickle
print 'reading data...'
df = pd.read_csv("../featurized/recall_train_booking_2.csv", sep='\t')
X = df[['srch_dest_ct', 'hotel_market_ct', 'dest_pct', 'market_pct']]
is_booked = df.pop('is_booked')
Xtrain, Xtest, ytrain, ytest = train_test_split(X, is_booked)
# print 'training rf...'
# rf = RandomForestClassifier(max_depth=3, n_estimators=100, n_jobs=-1).fit(Xtrain, ytrain)
# rf_pred = rf.predict(ytest)
# print sum(rf_pred==ytest)/len(ytest)
print 'training xgb...'
xgbm = XGBClassifier(max_depth=3, n_estimators=100, learning_rate=0.01).fit(Xtrain, ytrain)
xgbm_pred = xgbm.predict(Xtest)
print sum(xgbm_pred==ytest)/len(ytest)
with open('../models/xgbm1.pkl', 'w') as f:
pickle.dump(xgbm, f)
def stacking(featureNames,dataNames):
rs = np.random.randint(100000)
# check data set info
print("*** data load ***")
print(featureNames,dataNames)
Xs = []
ratio = 0.7
for dataName in dataNames:
fin = open("./learn/data/"+featureNames[0]+"_"+dataName+".pkl","rb")
Xs.append(pickle.load(fin))
fin.close()
minDataSize = min([len(X) for X in Xs])
trainSize = int(minDataSize * ratio)
testSize = minDataSize-trainSize
clfs = [RandomForestClassifier(),XGBClassifier(),SVC(probability=True,C=1),
ExtraTreesClassifier(),LogisticRegression()]
featureCount = [0]
for featureName in featureNames:
fin = open("./learn/data/"+featureName+"_"+dataNames[0]+".pkl","rb")
X = pickle.load(fin)
fin.close()
featureCount.append(featureCount[-1]+len(X[0]))
print("train,test = {0},{1}".format(trainSize,testSize))
print("featureCount boundary = {0}".format(featureCount))
print("models = {0}".format(clfs))
# generate 1st layer feature vector
print("\n*** 1st layer ***")
X1_tr = []
X1_te = []
Y1_tr = []
Y1_te = []
featCount = [0]
for i,dataName in enumerate(dataNames):
Xf = []
for featureName in featureNames:
fin = open("./learn/data/"+featureName+"_"+dataName+".pkl","rb")
X = np.array(pickle.load(fin))
fin.close()
print("first layer from {0}-{1} : {2}".format(dataName,featureName,X.shape))
Xf.append(X)
Xf = np.hstack(Xf)
X_tr,X_te = train_test_split(Xf ,train_size=trainSize, test_size=testSize,random_state=rs)
# print(X_tr.shape,X_te.shape)
X1_tr.append(X_tr)
X1_te.append(X_te)
Y1_tr += [i]*trainSize
Y1_te += [i]*testSize
X1_tr = np.vstack(X1_tr)
X1_te = np.vstack(X1_te)
Y1_tr = np.array(Y1_tr)
Y1_te = np.array(Y1_te)
print("train vector : {0} label {1}".format(X1_tr.shape,Y1_tr.shape))
print("test vector : {0} label {1}".format(X1_te.shape,Y1_te.shape))
# generate 2nd layer feature vector
print("\n*** 2nd layer ***")
featureLength = len(featureNames)*len(dataNames)*len(clfs)
featurePerModel = len(featureCount)*len(dataNames)
X2_tr = np.zeros((trainSize*len(dataNames),featureLength))
X2_te = np.zeros((testSize*len(dataNames),featureLength))
Y2_tr = Y1_tr
Y2_te = Y1_te
nfold = 5
print("{0}-class * {1}-models * {2}-features -> length = {3}".format(len(dataNames),len(clfs),len(featureNames),featureLength))
print("{0}-fold * {1}-models * {2}-features -> #train = {3}".format(nfold,len(clfs),len(featureNames),nfold*len(clfs)*len(featureNames)))
totacc = [0]*len(featureNames)
skf = StratifiedKFold(Y1_tr,n_folds =nfold,shuffle=True,random_state=rs)
i=0
for trind,valind in skf:
Xtrall = X1_tr[trind]
Xvalall = X1_tr[valind]
Ytr = Y1_tr[trind]
Yval = Y1_tr[valind]
for fi in range(len(featureCount)-1):
Xtr = Xtrall[:,featureCount[fi]:featureCount[fi+1]]
Xval = Xvalall[:,featureCount[fi]:featureCount[fi+1]]
for ci,clf in enumerate(clfs):
clf.fit(Xtr,Ytr)
proba = clf.predict_proba(Xval)
# print(X2_tr.shape)
# print(X2_tr[valind].shape)
for pi,ind in enumerate(valind):
pos = fi*len(dataNames)*len(clfs)+len(dataNames)*ci
posend = pos+len(dataNames)
X2_tr[ind,pos:posend] = proba[pi]
# (X2_tr[valind])[:,len(dataNames)*fi:len(dataNames)*(fi+1)] = proba
Yvalp = clf.predict(Xval)
acc = accuracy_score(Yval,Yvalp)
print("{0}th fold : {1}th feature : {2}th model : validation acc = {3}".format(i,fi,ci,acc))
totacc[fi] += acc
i+=1
for fi,acc in enumerate(totacc):
print("{0} th feature {1} : ave acc = {2}".format(fi,featureNames[fi],acc/nfold/len(clfs)))
fout = open("./learn/stack/result.txt","a")
for fi in range(len(featureCount)-1):
Xtr = X1_tr[:,featureCount[fi]:featureCount[fi+1]]
Xte = X1_te[:,featureCount[fi]:featureCount[fi+1]]
Ytr = Y1_tr
Yte = Y1_te
for ci,clf in enumerate(clfs):
clf.fit(Xtr,Ytr)
proba = clf.predict_proba(Xte)
pos = fi*len(dataNames)*len(clfs)+len(dataNames)*ci
posend = pos+len(dataNames)
X2_te[:,pos:posend] = proba
Ypr = clf.predict(Xte)
acc = accuracy_score(Yte,Ypr)
print("{0}th feature : {1}th model : test acc = {2}".format(fi,ci,acc))
fout.write("{0} ".format(acc))
Xtr = X1_tr
Xte = X1_te
Ytr = Y1_tr
Yte = Y1_te
for ci,clf in enumerate(clfs):
clf.fit(Xtr,Ytr)
Ypr = clf.predict(Xte)
acc = accuracy_score(Yte,Ypr)
print("all feature : {0}th model : test acc = {1}".format(ci,acc))
fout.write("{0} ".format(acc))
print("train vector {0}".format(X2_tr.shape))
print("test vector {0}".format(X2_te.shape))
# 3rd layer
print("\n*** 3rd layer ***")
clf = XGBClassifier()
clf.fit(X2_tr,Y2_tr)
Y2_tr_pr = clf.predict(X2_tr)
Y2_te_pr = clf.predict(X2_te)
train_acc = accuracy_score(Y2_tr,Y2_tr_pr)
test_acc = accuracy_score(Y2_te,Y2_te_pr)
print("final acc (train,test) = {0},{1}".format(train_acc,test_acc))
fout.write("{0} ".format(test_acc))
fout.write("\n")
fout.close()
class XGBoost(Model):
def __init__(self, objective="binary:logistic", max_depth=None, learning_rate=None, n_estimators=100, verbosity=None, booster=None, tree_method=None, n_jobs=None, gamma=None, min_child_weight=None, max_delta_step=None, subsample=None, colsample_bytree=None, colsample_bylevel=None, colsample_bynode=None, reg_alpha=None, reg_lambda=None, scale_pos_weight=None, base_score=None, random_state=None, missing=np.nan, num_parallel_tree=None, monotone_constraints=None, interaction_constraints=None, importance_type="gain", gpu_id=None, validate_parameters=None, metrics=[], path='algorithms/.output', name='xgboost'):
self.objective = objective
self.max_depth = max_depth
self.learning_rate = learning_rate
self.n_estimators = n_estimators
self.verbosity = verbosity
self.booster = booster
self.tree_method = tree_method
self.n_jobs = n_jobs
self.gamma = gamma
self.min_child_weight = min_child_weight
self.max_delta_step = max_delta_step
self.subsample = subsample
self.colsample_bytree = colsample_bytree
self.colsample_bylevel = colsample_bylevel
self.colsample_bynode = colsample_bynode
self.reg_alpha = reg_alpha
self.reg_lambda = reg_lambda
self.scale_pos_weight = scale_pos_weight
self.base_score = base_score
self.random_state = random_state
self.missing = missing
self.num_parallel_tree = num_parallel_tree
self.monotone_constraints = monotone_constraints
self.interaction_constraints = interaction_constraints
self.importance_type = importance_type
self.gpu_id = gpu_id
self.validate_parameters = validate_parameters
self.path = path
self.name = name
self.create_model()
super().__init__(self.path, self.name)
def create_model(self):
self.model = XGBClassifier(objective=self.objective,
max_depth=self.max_depth,
learning_rate=self.learning_rate,
n_estimators=self.n_estimators,
verbosity=self.verbosity,
booster=self.booster,
tree_method=self.tree_method,
n_jobs=self.n_jobs,
gamma=self.gamma,
min_child_weight=self.min_child_weight,
max_delta_step=self.max_delta_step,
subsample=self.subsample,
colsample_bytree=self.colsample_bytree,
colsample_bylevel=self.colsample_bylevel,
colsample_bynode=self.colsample_bynode,
reg_alpha=self.reg_alpha,
reg_lambda=self.reg_lambda,
scale_pos_weight=self.scale_pos_weight,
base_score=self.base_score,
random_state=self.random_state,
missing=self.missing,
num_parallel_tree=self.num_parallel_tree,
monotone_constraints=self.monotone_constraints,
interaction_constraints=self.interaction_constraints,
importance_type=self.importance_type,
gpu_id=self.gpu_id,
validate_parameters=self.validate_parameters)
def train(self, X_train, y_train, epochs):
self.model.fit(X_train, y_train)
return None
def evaluate(self, X_test, y_test):
yhat = self.predict(X_test)
self.scores = [
sqrt(mean_squared_error(y_test, yhat)),
accuracy_score(y_test, yhat)
]
return self.scores
def predict(self, X_new):
self.yhat = self.model.predict(X_new)
return self.yhat
def save(self, model_name):
with open(model_name, 'wb') as f:
pickle.dump(self.model, f)
def load(self, model_name):
with open(model_name, 'rb') as f:
self.model = pickle.load(f)
x_train, y_train, test_size=test_size, random_state=seed)
# print(x_train_part.shape)
# 设置boosting迭代计算次数
num_round = 2
# bst = XGBClassifier(**params)
bst = XGBClassifier(max_depth=2,
learning_rate=1,
n_estimators=num_round,
silent=True,
objective='binary:logistic')
bst.fit(x_train_part, y_train_part)
# 查看模型在校验集上的性能
validate_preds = bst.predict(x_validate)
validate_predictions = [round(value) for value in validate_preds]
train_accuracy = accuracy_score(y_validate, validate_predictions)
print('Validation Accuracy:%.2f%%' % (train_accuracy * 100.0))
# 查看模型在完整训练集上的分类性能
train_preds = bst.predict(x_train)
train_predictions = [round(value) for value in train_preds]
train_accuracy = accuracy_score(y_train, train_predictions)
print('Train Accuracy:%.2f%%' % (train_accuracy * 100.0))
# 模型训练好后，可以用训练好的模型对测试数据进行预测
# make prediction
preds = bst.predict(x_test)
predictions = [round(value) for value in preds]
test_accuracy = accuracy_score(y_test, predictions)
import cPickle as pickle
import numpy as np
import os
DATA_DIR = "../../data/student-alcohol"
dataset = np.loadtxt(os.path.join(DATA_DIR, "merged-data.csv"),
delimiter=";")
X = dataset[:, 0:-1]
y = dataset[:, -1]
Xtrain, Xtest, ytrain, ytest = train_test_split(X, y, test_size=0.3,
random_state=42)
clf = XGBClassifier()
clf.fit(Xtrain, ytrain, early_stopping_rounds=10, eval_metric="logloss",
eval_set=[(Xtest, ytest)], verbose=True)
y_ = clf.predict(Xtest)
print("Accuracy: {:.3f}".format(accuracy_score(ytest, y_)))
print()
print("Confusion Matrix")
print(confusion_matrix(ytest, y_))
print()
print("Classification Report")
print(classification_report(ytest, y_))
with open(os.path.join(DATA_DIR, "model.pkl"), "wb") as fclf:
pickle.dump(clf, fclf)
# 训练模型
xgb.fit(train_x, train_y)
from sklearn.metrics import precision_score, recall_score, f1_score, accuracy_score, roc_curve, auc
def model_metrics(model, x, y, pos_label=2):
"""
评估函数
"""
yhat = model.predict(x)
result = {
'accuracy_score': accuracy_score(y, yhat),
'f1_score_macro': f1_score(y, yhat, average="macro"),
'precision': precision_score(y, yhat, average="macro"),
'recall': recall_score(y, yhat, average="macro")
}
return result
# 模型评估结果
print("TRAIN")
print(model_metrics(xgb, train_x, train_y))
print("TEST")
print(model_metrics(xgb, test_x, test_y))
# 模型预测
xgb.predict(test_x)
min_samples_leaf = np.array([25, 50, 75, 100])
param_grid = dict(n_estimators=n_estimators,
max_features=max_features,
min_samples_leaf=min_samples_leaf)
grid = GridSearchCV(estimator=clf, param_grid=param_grid, cv=kf)
gres = grid.fit(X_train, y_train)
print("Best", gres.best_score_)
print("params", gres.best_params_)
clf = RandomForestClassifier(n_estimators=50,
max_features=5,
min_samples_leaf=50)
clf.fit(X_train, y_train)
# %% [markdown]
# ### xgBoost
# %%
from xgboost import XGBClassifier
model = XGBClassifier()
model.fit(X_train, y_train)
# make predictions for test data
y_pred = model.predict(X_test)
predictions = [round(value) for value in y_pred]
# evaluate predictions
accuracy = accuracy_score(y_test, predictions)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
# In[113]:
X_sub = X[features]
test_sub = test[features]
# In[114]:
assert (X_sub.shape[1] == test_sub.shape[1]), 'Mismatch in number of features'
# In[115]:
model.fit(X_sub, y)
# In[119]:
prediction = model.predict(test_sub)
# In[120]:
plt.hist(prediction)
# In[124]:
sub['Loan_ID'] = test_original.Loan_ID
sub['Loan_Status'] = prediction
# In[125]:
sub.to_csv('../submissions/xgb_submission.csv', index=False)
# In[ ]: