forked from Nicolik/DatathonGNB2020
-
Notifications
You must be signed in to change notification settings - Fork 0
/
train.py
237 lines (187 loc) · 7.48 KB
/
train.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
# Import modules
import pandas as pd
from math import sqrt
import os
import random
import numpy as np
from sklearn.model_selection import StratifiedKFold
from sklearn.preprocessing import MinMaxScaler
import matplotlib.pyplot as plt
from joblib import dump
from utils import (iteration_train, get_final_model,
compute_metrics, get_clf, get_model_name, perform_imputation)
#%% Creating Dirs
ROOT_PATH = './'
metrics_dir = os.path.join(ROOT_PATH, 'metrics')
os.makedirs(metrics_dir, exist_ok=True)
dir_out = os.path.join(ROOT_PATH, 'Model_Group_06')
os.makedirs(dir_out, exist_ok=True)
#%% Seed value
# Apparently you may use different seed values at each stage
seed_value = 42
# 1. Set the `PYTHONHASHSEED` environment variable at a fixed value
os.environ['PYTHONHASHSEED'] = str(seed_value)
# 2. Set the `python` built-in pseudo-random generator at a fixed value
random.seed(seed_value)
# 3. Set the `numpy` pseudo-random generator at a fixed value
np.random.seed(seed_value)
# %% Load of the dataframe
path_to_dataset = os.path.join(ROOT_PATH, 'data','Full_Dataset.csv')
df = pd.read_csv(path_to_dataset)
print(df)
# summarize the number of rows with missing values for each column
percs = np.zeros(df.shape[1])
temp = df.columns.tolist()
for i in range(df.shape[1]):
# count number of rows with missing values
n_miss = df[temp[i]].isnull().sum()
perc = n_miss / df.shape[0] * 100
print('> {:3d}, Missing: {:4d} ({:5.1f}%)'.format(i, n_miss, perc))
percs[i] = perc
for perc, col in zip(percs, temp):
if (perc > 80):
print("Perc = {:2f} Feat Name = {}".format(perc, col))
do_replace_negative = False
if do_replace_negative:
cs = ['SAPS-I', 'SOFA']
for c in cs:
x = df[c]
idx = x < 0
df.loc[idx, c] = np.nan
# %% Removal of features containing more than 80% of NaN
percentage = 0.2
print("Percentage (of not NaN) for keeping the column: ", percentage)
print("DataFrame shape before NaN removal:", df.shape)
thresh = round(df.shape[0] * percentage)
df = df.dropna(thresh=thresh, axis=1)
# %% Definition of X and y
X = df.drop(['recordid', 'In-hospital_death'], axis=1)
y = df['In-hospital_death']
X_feat_list = X.columns.tolist()
print("Dataframe with", X.shape[0], "samples. Minimum number of features:", format(sqrt(X.shape[0]), '.0f'))
# %%
target_count = y.value_counts()
print('Class 0 (control):', target_count[0])
print('Class 1 (septic):', target_count[1])
print('Proportion:', round(target_count[0] / target_count[1], 2), ': 1')
target_count.plot(kind='bar', title='Count (target)')
# %%
y_test_all = y.to_numpy()
y_test_hat_l_all = np.zeros(y.shape)
y_test_hat_all = np.zeros(y.shape)
num_folders = 10
recalls = np.zeros(num_folders)
precisions = np.zeros(num_folders)
auprc = np.zeros(num_folders)
auroc = np.zeros(num_folders)
thresholds = np.zeros(num_folders)
skf = StratifiedKFold(n_splits=num_folders, random_state=1001, shuffle=True)
X_np = X.to_numpy()
y_np = y.to_numpy()
# Use Scikit-Learn
clf = get_clf()
model_name = get_model_name(clf)
print("Model = {}".format(model_name))
for idx, (train_index, test_index) in enumerate(skf.split(X, y)):
print("Crossvalidation Iter: {} / {}".format(idx+1, num_folders))
X_train_np, X_test_np = X_np[train_index, :], X_np[test_index, :]
X_train = pd.DataFrame(X_train_np, columns=X.columns)
X_test = pd.DataFrame(X_test_np, columns=X.columns)
y_train_np, y_test_np = y_np[train_index], y_np[test_index]
y_train = pd.Series(y_train_np)
y_test = pd.Series(y_test_np)
X_train, imputer = perform_imputation(X_train, imputer=None)
X_test, _ = perform_imputation(X_test, imputer=imputer)
# Normalizing data
scaler = MinMaxScaler()
X_train_new = scaler.fit_transform(X_train)
X_test_new = scaler.transform(X_test)
clf = get_clf()
X_colnames = X_train.columns
clf, best_th_pr, ytrain_hat, ytrain_hat_l, ytest_hat, ytest_hat_l = \
iteration_train(X_train_new, X_test_new, y_train, clf)
thresholds[idx] = best_th_pr
recall, precision, prc_auc, roc_auc = compute_metrics(y_test, ytest_hat, ytest_hat_l)
recalls[idx] = recall
precisions[idx] = precision
auprc[idx] = prc_auc
auroc[idx] = roc_auc
y_test_hat_all[test_index] = ytest_hat
y_test_hat_l_all[test_index] = ytest_hat_l
# Metrics computation
s1 = np.minimum(recalls, precisions)
print("----------------------------------")
print("Mean and Std")
print("Recall = {:.3f} +/- {:.3f}".format(np.mean(recalls), np.std(recalls,ddof=1)))
print("Precision = {:.3f} +/- {:.3f}".format(np.mean(precisions), np.std(precisions,ddof=1)))
print("Min(R,P) = {:.3f} +/- {:.3f}".format(np.mean(s1), np.std(s1,ddof=1)))
print("PRC AUC = {:.3f} +/- {:.3f}".format(np.mean(auprc), np.std(auprc,ddof=1)))
print("ROC AUC = {:.3f} +/- {:.3f}".format(np.mean(auroc), np.std(auroc,ddof=1)))
print("Threshold = {:.3f} +/- {:.3f}".format(np.mean(thresholds), np.std(thresholds,ddof=1)))
print("----------------------------------")
# Save Metrics
metrics = {
'min' : s1,
'auprc' : auprc,
'auroc' : auroc
}
dump(metrics, os.path.join(metrics_dir,'metrics_{}.joblib'.format(model_name)))
# ---------------------------------#
# Cross-validation Results #
# ---------------------------------#
# Recall = 0.519 +/- 0.051
# Precision = 0.523 +/- 0.018
# Min(R,P) = 0.502 +/- 0.036
# PRC AUC = 0.534 +/- 0.034
# ROC AUC = 0.859 +/- 0.011
#%% Run on full dataset
model_name = "ensemble_5"
# Training the Imputer
X, imputer = perform_imputation(X)
# Training of the Scaler
scaler = MinMaxScaler()
X_normalized = scaler.fit_transform(X)
# Feature Selection
X_new = X_normalized
X_colnames = X.columns
clf_final, best_th_pr, y_hat, y_hat_l = \
get_final_model(X_new, y)
#%%
# Save data into files
do_save = input('Do you want to save trained model for final submission? (y/n)')
if do_save:
dump(X_feat_list, os.path.join(dir_out, "featlist.joblib") )
dump(scaler, os.path.join(dir_out, "scaler.joblib"))
dump(clf_final, os.path.join(dir_out, "filename.joblib"))
dump(best_th_pr, os.path.join(dir_out, "bestTHR.joblib"))
dump(imputer, os.path.join(dir_out, "imputer.joblib"))
#%%
do_pi = input('Do you want to compute Permutation Importance? (y/n)')
if do_pi == 'y':
from eli5.sklearn import PermutationImportance
perm = PermutationImportance(clf_final, random_state=1).fit(X_new, y)
results_0 = perm.results_[0]
results_mean = np.zeros(results_0.shape)
results_std = np.zeros(results_0.shape)
perm_means = np.mean(perm.results_, axis=0)
perm_stds = np.std (perm.results_, axis=0)
results_0_copy = np.copy(perm_means)
variable_to_show = 15
importances_normalized = results_0_copy
indices_sorted = np.argsort(importances_normalized)[::-1]
importances_sorted = importances_normalized[indices_sorted]
colnames_sorted = np.array(X.columns)[indices_sorted]
errors_sorted = perm_stds[indices_sorted]
importances_sorted_reduced = importances_sorted[:variable_to_show]
colnames_sorted_reduced = colnames_sorted[:variable_to_show]
errors_sorted_reduced = errors_sorted[:variable_to_show]
f = plt.figure()
plt.title("Ensemble(5) feature importance via permutation importance")
plt.bar(range(variable_to_show), importances_sorted_reduced,
yerr=errors_sorted_reduced, alpha=0.7, align='center')
plt.ylabel("Score")
plt.xticks(range(variable_to_show), colnames_sorted_reduced, rotation=90)
plt.xlim([-1, variable_to_show])
plt.ylim([0, 0.0225])
plt.show()
f.savefig("feature_importance.png")