Exemplo n.º 1
0
def apply(df, config, header, dataset_features, validation_df = None):
	
	models = []
	
	num_of_trees = config['num_of_trees']
	
	parallelism_on = config["enableParallelism"]
	
	#TODO: is this logical for 48x2 cores?
	#config["enableParallelism"] = False #run each tree in parallel but each branch in serial
	
	#TODO: reconstruct for parallel run is problematic. you should reconstruct based on tree id.
	
	input_params = []
	
	pbar = tqdm(range(0, num_of_trees), desc='Bagging')
	for i in pbar:
		pbar.set_description("Sub decision tree %d is processing" % (i+1))
		subset = df.sample(frac=1/num_of_trees)
		
		root = 1
		
		moduleName = "outputs/rules/rule_"+str(i)
		file = moduleName+".py"
		
		functions.createFile(file, header)
		
		if parallelism_on: #parallel run
			input_params.append((subset, root, file, config, dataset_features, 0, 0, 'root', i))
		
		else: #serial run
			Training.buildDecisionTree(subset,root, file, config, dataset_features, parent_level = 0, leaf_id = 0, parents = 'root', tree_id = i)
		
	#-------------------------------
	
	if parallelism_on:
		num_cores = config["num_cores"]
		pool = Training.MyPool(num_cores)
		results = pool.starmap(buildDecisionTree, input_params)
		pool.close()
		pool.join()
	
	#-------------------------------
	#collect models for both serial and parallel here
	for i in range(0, num_of_trees):
		moduleName = "outputs/rules/rule_"+str(i)
		fp, pathname, description = imp.find_module(moduleName)
		myrules = imp.load_module(moduleName, fp, pathname, description)
		models.append(myrules)
	
	#-------------------------------
	
	return models
Exemplo n.º 2
0
def apply(df, config, header, dataset_features, validation_df=None):

    models = []

    num_of_trees = config['num_of_trees']

    pbar = tqdm(range(0, num_of_trees), desc='Bagging')

    for i in pbar:
        #for i in range(0, num_of_trees):
        pbar.set_description("Sub decision tree %d is processing" % (i + 1))
        subset = df.sample(frac=1 / num_of_trees)

        root = 1

        moduleName = "outputs/rules/rule_" + str(i)
        file = moduleName + ".py"
        json_file = moduleName + ".json"

        functions.createFile(file, header)
        functions.createFile(json_file, "[\n")

        Training.buildDecisionTree(subset,
                                   root,
                                   file,
                                   config,
                                   dataset_features,
                                   parent_level=0,
                                   leaf_id=0,
                                   parents='root')

        functions.storeRule(json_file, "{}]")

        #--------------------------------

        fp, pathname, description = imp.find_module(moduleName)
        myrules = imp.load_module(moduleName, fp, pathname, description)
        models.append(myrules)

    #-------------------------------

    return models
Exemplo n.º 3
0
def buildDecisionTree(df,
                      root,
                      file,
                      config,
                      dataset_features,
                      parent_level,
                      leaf_id,
                      parents,
                      tree_id,
                      validation_df=None,
                      process_id=None):
    Training.buildDecisionTree(df,
                               root,
                               file,
                               config,
                               dataset_features,
                               parent_level=parent_level,
                               leaf_id=leaf_id,
                               parents=parents,
                               tree_id=tree_id,
                               main_process_id=process_id)
Exemplo n.º 4
0
def processContinuousFeatures(algorithm, df, column_name, entropy, config):

    #if True:
    if df[column_name].nunique() <= 20:
        unique_values = sorted(df[column_name].unique())
    else:
        unique_values = []

        df_mean = df[column_name].mean()
        df_std = df[column_name].std(ddof=0)
        df_min = df[column_name].min()
        df_max = df[column_name].max()

        unique_values.append(df[column_name].min())
        unique_values.append(df[column_name].max())
        unique_values.append(df[column_name].mean())

        scales = list(range(-3, +4, 1))
        for scale in scales:
            if df_mean + scale * df_std > df_min and df_mean + scale * df_std < df_max:
                unique_values.append(df_mean + scale * df_std)

        unique_values.sort()

    #print(column_name,"->",unique_values)

    subset_gainratios = []
    subset_gains = []
    subset_ginis = []
    subset_red_stdevs = []
    subset_chi_squares = []

    if len(unique_values) == 1:
        winner_threshold = unique_values[0]
        df[column_name] = np.where(df[column_name] <= winner_threshold,
                                   "<=" + str(winner_threshold),
                                   ">" + str(winner_threshold))
        return df

    for i in range(0, len(unique_values) - 1):
        threshold = unique_values[i]

        subset1 = df[df[column_name] <= threshold]
        subset2 = df[df[column_name] > threshold]

        subset1_rows = subset1.shape[0]
        subset2_rows = subset2.shape[0]
        total_instances = df.shape[0]  #subset1_rows+subset2_rows

        subset1_probability = subset1_rows / total_instances
        subset2_probability = subset2_rows / total_instances

        if algorithm == 'ID3' or algorithm == 'C4.5':
            threshold_gain = entropy - subset1_probability * Training.calculateEntropy(
                subset1,
                config) - subset2_probability * Training.calculateEntropy(
                    subset2, config)
            subset_gains.append(threshold_gain)

        if algorithm == 'C4.5':  #C4.5 also need gain in the block above. That's why, instead of else if we used direct if condition here

            threshold_splitinfo = -subset1_probability * math.log(
                subset1_probability, 2) - subset2_probability * math.log(
                    subset2_probability, 2)
            gainratio = threshold_gain / threshold_splitinfo
            subset_gainratios.append(gainratio)

        elif algorithm == 'CART':
            decision_for_subset1 = subset1['Decision'].value_counts().tolist()
            decision_for_subset2 = subset2['Decision'].value_counts().tolist()

            gini_subset1 = 1
            gini_subset2 = 1

            for j in range(0, len(decision_for_subset1)):
                gini_subset1 = gini_subset1 - math.pow(
                    (decision_for_subset1[j] / subset1_rows), 2)

            for j in range(0, len(decision_for_subset2)):
                gini_subset2 = gini_subset2 - math.pow(
                    (decision_for_subset2[j] / subset2_rows), 2)

            gini = (subset1_rows / total_instances) * gini_subset1 + (
                subset2_rows / total_instances) * gini_subset2

            subset_ginis.append(gini)

        elif algorithm == "CHAID":
            #subset1 = high, subset2 = normal

            unique_decisions = df['Decision'].unique()  #Yes, No
            num_of_decisions = len(unique_decisions)  #2

            subset1_expected = subset1.shape[0] / num_of_decisions
            subset2_expected = subset2.shape[0] / num_of_decisions

            chi_square = 0
            for d in unique_decisions:  #Yes, No

                #decision = Yes
                subset1_d = subset1[subset1["Decision"] == d]  #high, yes
                subset2_d = subset2[subset2["Decision"] == d]  #normal, yes

                subset1_d_chi_square = math.sqrt(
                    ((subset1_d.shape[0] - subset1_expected) *
                     (subset1_d.shape[0] - subset1_expected)) /
                    subset1_expected)

                subset2_d_chi_square = math.sqrt(
                    ((subset2_d.shape[0] - subset2_expected) *
                     (subset2_d.shape[0] - subset2_expected)) /
                    subset2_expected)

                chi_square = chi_square + subset1_d_chi_square + subset2_d_chi_square

            subset_chi_squares.append(chi_square)

        #----------------------------------
        elif algorithm == 'Regression':
            superset_stdev = df['Decision'].std(ddof=0)
            subset1_stdev = subset1['Decision'].std(ddof=0)
            subset2_stdev = subset2['Decision'].std(ddof=0)

            threshold_weighted_stdev = (
                subset1_rows / total_instances) * subset1_stdev + (
                    subset2_rows / total_instances) * subset2_stdev
            threshold_reducted_stdev = superset_stdev - threshold_weighted_stdev
            subset_red_stdevs.append(threshold_reducted_stdev)

        #----------------------------------

    if algorithm == "C4.5":
        winner_one = subset_gainratios.index(max(subset_gainratios))
    elif algorithm == "ID3":  #actually, ID3 does not support for continuous features but we can still do it
        winner_one = subset_gains.index(max(subset_gains))
    elif algorithm == "CART":
        winner_one = subset_ginis.index(min(subset_ginis))
    elif algorithm == "CHAID":
        winner_one = subset_chi_squares.index(max(subset_chi_squares))
    elif algorithm == "Regression":
        winner_one = subset_red_stdevs.index(max(subset_red_stdevs))

    winner_threshold = unique_values[winner_one]
    #print(column_name,": ", winner_threshold," in ", unique_values)

    #print("theshold is ",winner_threshold," for ",column_name)
    df[column_name] = np.where(df[column_name] <= winner_threshold,
                               "<=" + str(winner_threshold),
                               ">" + str(winner_threshold))

    return df
Exemplo n.º 5
0
def apply(df, config, header, dataset_features):

    models = []
    alphas = []

    initializeAlphaFile()

    num_of_weak_classifier = config['num_of_weak_classifier']

    #------------------------

    rows = df.shape[0]
    columns = df.shape[1]
    final_predictions = pd.DataFrame(np.zeros([rows, 1]),
                                     columns=['prediction'])

    worksheet = df.copy()
    worksheet['Weight'] = 1 / rows  #uniform distribution initially

    final_predictions = pd.DataFrame(np.zeros((df.shape[0], 2)),
                                     columns=['Prediction', 'Actual'])
    final_predictions['Actual'] = df['Decision']

    #for i in range(0, num_of_weak_classifier):
    pbar = tqdm(range(0, num_of_weak_classifier), desc='Adaboosting')
    for i in pbar:
        worksheet['Decision'] = worksheet['Weight'] * worksheet['Decision']

        root = 1
        file = "outputs/rules/rules_" + str(i) + ".py"

        functions.createFile(file, header)

        #print(worksheet)
        Training.buildDecisionTree(worksheet.drop(columns=['Weight']),
                                   root,
                                   file,
                                   config,
                                   dataset_features,
                                   parent_level=0,
                                   leaf_id=0,
                                   parents='root')

        #---------------------------------------

        moduleName = "outputs/rules/rules_" + str(i)
        fp, pathname, description = imp.find_module(moduleName)
        myrules = imp.load_module(moduleName, fp, pathname, description)
        models.append(myrules)

        #---------------------------------------

        df['Epoch'] = i
        worksheet['Prediction'] = df.apply(findPrediction, axis=1)
        df = df.drop(columns=['Epoch'])

        #---------------------------------------
        worksheet['Actual'] = df['Decision']
        worksheet['Loss'] = abs(worksheet['Actual'] -
                                worksheet['Prediction']) / 2
        worksheet[
            'Weight_Times_Loss'] = worksheet['Loss'] * worksheet['Weight']

        epsilon = worksheet['Weight_Times_Loss'].sum()
        alpha = math.log(
            (1 - epsilon) /
            epsilon) / 2  #use alpha to update weights in the next round
        alphas.append(alpha)

        #-----------------------------

        #store alpha
        addEpochAlpha(i, alpha)

        #-----------------------------

        worksheet['Alpha'] = alpha
        worksheet['New_Weights'] = worksheet['Weight'] * (
            -alpha * worksheet['Actual'] * worksheet['Prediction']).apply(
                math.exp)

        #normalize
        worksheet['New_Weights'] = worksheet['New_Weights'] / worksheet[
            'New_Weights'].sum()
        worksheet['Weight'] = worksheet['New_Weights']
        worksheet['Decision'] = df['Decision']

        final_predictions['Prediction'] = final_predictions[
            'Prediction'] + worksheet['Alpha'] * worksheet['Prediction']
        #print(final_predictions)
        worksheet = worksheet.drop(columns=[
            'New_Weights', 'Prediction', 'Actual', 'Loss', 'Weight_Times_Loss',
            'Alpha'
        ])

        mae = (np.abs(final_predictions['Prediction'].apply(functions.sign) -
                      final_predictions['Actual']) /
               2).sum() / final_predictions.shape[0]
        #print(mae)
        pbar.set_description("Epoch %d. Loss: %d. Process: " % (i + 1, mae))

    #------------------------------
    final_predictions['Prediction'] = final_predictions['Prediction'].apply(
        functions.sign)
    final_predictions['Absolute_Error'] = np.abs(
        final_predictions['Actual'] - final_predictions['Prediction']) / 2
    #print(final_predictions)
    mae = final_predictions['Absolute_Error'].sum(
    ) / final_predictions.shape[0]
    print("Loss (MAE) found ", mae, " with ", num_of_weak_classifier,
          ' weak classifiers')

    return models, alphas
Exemplo n.º 6
0
def processContinuousFeatures(algorithm, df, column_name, entropy, config):
    unique_values = sorted(df[column_name].unique())
    #print(column_name,"->",unique_values)

    subset_gainratios = []
    subset_gains = []
    subset_ginis = []
    subset_red_stdevs = []

    if len(unique_values) == 1:
        winner_threshold = unique_values[0]
        df[column_name] = np.where(df[column_name] <= winner_threshold,
                                   "<=" + str(winner_threshold),
                                   ">" + str(winner_threshold))
        return df

    for i in range(0, len(unique_values) - 1):
        threshold = unique_values[i]

        subset1 = df[df[column_name] <= threshold]
        subset2 = df[df[column_name] > threshold]

        subset1_rows = subset1.shape[0]
        subset2_rows = subset2.shape[0]
        total_instances = df.shape[0]  #subset1_rows+subset2_rows

        subset1_probability = subset1_rows / total_instances
        subset2_probability = subset2_rows / total_instances

        if algorithm == 'ID3' or algorithm == 'C4.5':
            threshold_gain = entropy - subset1_probability * Training.calculateEntropy(
                subset1,
                config) - subset2_probability * Training.calculateEntropy(
                    subset2, config)
            subset_gains.append(threshold_gain)

        if algorithm == 'C4.5':  #C4.5 also need gain in the block above. That's why, instead of else if we used direct if condition here
            threshold_splitinfo = -subset1_probability * math.log(
                subset1_probability, 2) - subset2_probability * math.log(
                    subset2_probability, 2)
            gainratio = threshold_gain / threshold_splitinfo
            subset_gainratios.append(gainratio)

        elif algorithm == 'CART':
            decision_for_subset1 = subset1['Decision'].value_counts().tolist()
            decision_for_subset2 = subset2['Decision'].value_counts().tolist()

            gini_subset1 = 1
            gini_subset2 = 1

            for j in range(0, len(decision_for_subset1)):
                gini_subset1 = gini_subset1 - math.pow(
                    (decision_for_subset1[j] / subset1_rows), 2)

            for j in range(0, len(decision_for_subset2)):
                gini_subset2 = gini_subset2 - math.pow(
                    (decision_for_subset2[j] / subset2_rows), 2)

            gini = (subset1_rows / total_instances) * gini_subset1 + (
                subset2_rows / total_instances) * gini_subset2

            subset_ginis.append(gini)

        #----------------------------------
        elif algorithm == 'Regression':
            superset_stdev = df['Decision'].std(ddof=0)
            subset1_stdev = subset1['Decision'].std(ddof=0)
            subset2_stdev = subset2['Decision'].std(ddof=0)

            threshold_weighted_stdev = (
                subset1_rows / total_instances) * subset1_stdev + (
                    subset2_rows / total_instances) * subset2_stdev
            threshold_reducted_stdev = superset_stdev - threshold_weighted_stdev
            subset_red_stdevs.append(threshold_reducted_stdev)

        #----------------------------------

    if algorithm == "C4.5":
        winner_one = subset_gainratios.index(max(subset_gainratios))
    elif algorithm == "ID3":  #actually, ID3 does not support for continuous features but we can still do it
        winner_one = subset_gains.index(max(subset_gains))
    elif algorithm == "CART":
        winner_one = subset_ginis.index(min(subset_ginis))
    elif algorithm == "Regression":
        winner_one = subset_red_stdevs.index(max(subset_red_stdevs))

    winner_threshold = unique_values[winner_one]

    #print("theshold is ",winner_threshold," for ",column_name)
    df[column_name] = np.where(df[column_name] <= winner_threshold,
                               "<=" + str(winner_threshold),
                               ">" + str(winner_threshold))

    return df
Exemplo n.º 7
0
def fit(df, config):
	
	target_label = df.columns[len(df.columns)-1]
	if target_label != 'Decision':
		print("Expected: Decision, Existing: ",target_label)
		raise ValueError('Please confirm that name of the target column is "Decision" and it is put to the right in pandas data frame')
	
	#------------------------
	#handle NaN values
	
	nan_values = []
	
	for column in df.columns:
		if df[column].dtypes != 'object':
			min_value = df[column].min()
			idx = df[df[column].isna()].index
			
			nan_value = []
			nan_value.append(column)
			
			if idx.shape[0] > 0:
				df.loc[idx, column] = min_value - 1
				nan_value.append(min_value - 1)
				min_value - 1
				#print("NaN values are replaced to ", min_value - 1, " in column ", column)
			else:
				nan_value.append(None)
			
			nan_values.append(nan_value)
	
	#------------------------
	
	#initialize params and folders
	config = functions.initializeParams(config)
	functions.initializeFolders()
	
	#------------------------
	
	algorithm = config['algorithm']
	
	valid_algorithms = ['ID3', 'C4.5', 'CART', 'CHAID', 'Regression']
	
	if algorithm not in valid_algorithms:
		raise ValueError('Invalid algorithm passed. You passed ', algorithm," but valid algorithms are ",valid_algorithms)
	
	#------------------------

	enableRandomForest = config['enableRandomForest']
	num_of_trees = config['num_of_trees']
	enableMultitasking = config['enableMultitasking'] #no longer used. check to remove this variable.

	enableGBM = config['enableGBM']
	epochs = config['epochs']
	learning_rate = config['learning_rate']

	enableAdaboost = config['enableAdaboost']
	enableParallelism = config['enableParallelism']
	
	#this will handle basic decision stumps. parallelism is not required.
	if enableRandomForest == True:
		config['enableParallelism'] = False
		enableParallelism = False
	
	#------------------------
	raw_df = df.copy()
	num_of_rows = df.shape[0]; num_of_columns = df.shape[1]
	
	if algorithm == 'Regression':
		if df['Decision'].dtypes == 'object':
			raise ValueError('Regression trees cannot be applied for nominal target values! You can either change the algorithm or data set.')

	if df['Decision'].dtypes != 'object': #this must be regression tree even if it is not mentioned in algorithm
		algorithm = 'Regression'
		config['algorithm'] = 'Regression'
		global_stdev = df['Decision'].std(ddof=0)

	if enableGBM == True:
		print("Gradient Boosting Machines...")
		algorithm = 'Regression'
		config['algorithm'] = 'Regression'
	
	if enableAdaboost == True:
		#enableParallelism = False
		for j in range(0, num_of_columns):
			column_name = df.columns[j]
			if df[column_name].dtypes  == 'object':
				raise ValueError('Adaboost must be run on numeric data set for both features and target')
		
	#-------------------------
	
	print(algorithm," tree is going to be built...")
	
	dataset_features = dict() #initialize a dictionary. this is going to be used to check features numeric or nominal. numeric features should be transformed to nominal values based on scales.

	header = "def findDecision(obj): #"
	
	num_of_columns = df.shape[1]-1
	for i in range(0, num_of_columns):
		column_name = df.columns[i]
		dataset_features[column_name] = df[column_name].dtypes
		header = header + "obj[" + str(i) +"]: "+column_name
		if i != num_of_columns - 1:
			header = header + ", "
	
	header = header + "\n"
		
	#------------------------
	
	begin = time.time()
	
	trees = []; alphas = []

	if enableAdaboost == True:
		trees, alphas = adaboost.apply(df, config, header, dataset_features)

	elif enableGBM == True:
		
		if df['Decision'].dtypes == 'object': #transform classification problem to regression
			trees, alphas = gbm.classifier(df, config, header, dataset_features)
			classification = True
			
		else: #regression
			trees = gbm.regressor(df, config, header, dataset_features)
			classification = False
				
	elif enableRandomForest == True:
		trees = randomforest.apply(df, config, header, dataset_features)
	else: #regular decision tree building

		root = 1; file = "outputs/rules/rules.py"
		functions.createFile(file, header)
		
		if enableParallelism == True:
			json_file = "outputs/rules/rules.json"
			functions.createFile(json_file, "[\n")
			
		trees = Training.buildDecisionTree(df,root,file, config, dataset_features
			, 0, 0, 'root')
		
	print("finished in ",time.time() - begin," seconds")
	
	obj = {
		"trees": trees,
		"alphas": alphas,
		"config": config,
		"nan_values": nan_values
	}
	
	return obj
Exemplo n.º 8
0
def fit(df, config={}, validation_df=None):
    """
	Parameters:
		df (pandas data frame): Training data frame. The target column must be named as 'Decision' and it has to be in the last column
		
		config (dictionary):
			
			config = {
				'algorithm' (string): ID3, 'C4.5, CART, CHAID or Regression
				'enableParallelism' (boolean): False
				
				'enableGBM' (boolean): True,
				'epochs' (int): 7,
				'learning_rate' (int): 1,
				
				'enableRandomForest' (boolean): True,
				'num_of_trees' (int): 5,
				
				'enableAdaboost' (boolean): True,
				'num_of_weak_classifier' (int): 4
			}
			
		validation_df (pandas data frame): if nothing is passed to validation data frame, then the function validates built trees for training data frame
		
	Returns:
		chefboost model
		
	"""

    process_id = os.getpid()

    base_df = df.copy()

    target_label = df.columns[len(df.columns) - 1]
    if target_label != 'Decision':
        print("Expected: Decision, Existing: ", target_label)
        raise ValueError(
            'Please confirm that name of the target column is "Decision" and it is put to the right in pandas data frame'
        )

    #------------------------
    #handle NaN values

    nan_values = []

    for column in df.columns:
        if df[column].dtypes != 'object':
            min_value = df[column].min()
            idx = df[df[column].isna()].index

            nan_value = []
            nan_value.append(column)

            if idx.shape[0] > 0:
                df.loc[idx, column] = min_value - 1
                nan_value.append(min_value - 1)
                min_value - 1
                #print("NaN values are replaced to ", min_value - 1, " in column ", column)
            else:
                nan_value.append(None)

            nan_values.append(nan_value)

    #------------------------

    #initialize params and folders
    config = functions.initializeParams(config)
    functions.initializeFolders()

    #------------------------

    algorithm = config['algorithm']

    valid_algorithms = ['ID3', 'C4.5', 'CART', 'CHAID', 'Regression']

    if algorithm not in valid_algorithms:
        raise ValueError('Invalid algorithm passed. You passed ', algorithm,
                         " but valid algorithms are ", valid_algorithms)

    #------------------------

    enableRandomForest = config['enableRandomForest']
    num_of_trees = config['num_of_trees']
    enableMultitasking = config[
        'enableMultitasking']  #no longer used. check to remove this variable.

    enableGBM = config['enableGBM']
    epochs = config['epochs']
    learning_rate = config['learning_rate']

    enableAdaboost = config['enableAdaboost']
    enableParallelism = config['enableParallelism']

    #------------------------

    if enableParallelism == True:
        print("[INFO]: ", config["num_cores"],
              "CPU cores will be allocated in parallel running")

    #------------------------
    raw_df = df.copy()
    num_of_rows = df.shape[0]
    num_of_columns = df.shape[1]

    if algorithm == 'Regression':
        if df['Decision'].dtypes == 'object':
            raise ValueError(
                'Regression trees cannot be applied for nominal target values! You can either change the algorithm or data set.'
            )

    if df['Decision'].dtypes != 'object':  #this must be regression tree even if it is not mentioned in algorithm

        if algorithm != 'Regression':
            print(
                "WARNING: You set the algorithm to ", algorithm,
                " but the Decision column of your data set has non-object type."
            )
            print(
                "That's why, the algorithm is set to Regression to handle the data set."
            )

        algorithm = 'Regression'
        config['algorithm'] = 'Regression'
        global_stdev = df['Decision'].std(ddof=0)

    if enableGBM == True:
        print("Gradient Boosting Machines...")
        algorithm = 'Regression'
        config['algorithm'] = 'Regression'

    if enableAdaboost == True:
        #enableParallelism = False
        for j in range(0, num_of_columns):
            column_name = df.columns[j]
            if df[column_name].dtypes == 'object':
                raise ValueError(
                    'Adaboost must be run on numeric data set for both features and target'
                )

    #-------------------------

    print(algorithm, " tree is going to be built...")

    dataset_features = dict(
    )  #initialize a dictionary. this is going to be used to check features numeric or nominal. numeric features should be transformed to nominal values based on scales.

    header = "def findDecision(obj): #"

    num_of_columns = df.shape[1] - 1
    for i in range(0, num_of_columns):
        column_name = df.columns[i]
        dataset_features[column_name] = df[column_name].dtypes
        header = header + "obj[" + str(i) + "]: " + column_name
        if i != num_of_columns - 1:
            header = header + ", "

    header = header + "\n"

    #------------------------

    begin = time.time()

    trees = []
    alphas = []

    if enableAdaboost == True:
        trees, alphas = adaboost.apply(df,
                                       config,
                                       header,
                                       dataset_features,
                                       validation_df=validation_df)

    elif enableGBM == True:

        if df['Decision'].dtypes == 'object':  #transform classification problem to regression
            trees, alphas = gbm.classifier(df,
                                           config,
                                           header,
                                           dataset_features,
                                           validation_df=validation_df)
            classification = True

        else:  #regression
            trees = gbm.regressor(df,
                                  config,
                                  header,
                                  dataset_features,
                                  validation_df=validation_df)
            classification = False

    elif enableRandomForest == True:
        trees = randomforest.apply(df,
                                   config,
                                   header,
                                   dataset_features,
                                   validation_df=validation_df,
                                   process_id=process_id)
    else:  #regular decision tree building

        root = 1
        file = "outputs/rules/rules.py"
        functions.createFile(file, header)

        if enableParallelism == True:
            json_file = "outputs/rules/rules.json"
            functions.createFile(json_file, "[\n")

        trees = Training.buildDecisionTree(df,
                                           root=root,
                                           file=file,
                                           config=config,
                                           dataset_features=dataset_features,
                                           parent_level=0,
                                           leaf_id=0,
                                           parents='root',
                                           validation_df=validation_df,
                                           main_process_id=process_id)

    print("-------------------------")
    print("finished in ", time.time() - begin, " seconds")

    obj = {
        "trees": trees,
        "alphas": alphas,
        "config": config,
        "nan_values": nan_values
    }

    #-----------------------------------------

    #train set accuracy
    df = base_df.copy()
    evaluate(obj, df, task='train')

    #validation set accuracy
    if isinstance(validation_df, pd.DataFrame):
        evaluate(obj, validation_df, task='validation')

    #-----------------------------------------

    return obj
Exemplo n.º 9
0
def regressor(df, config, header, dataset_features):
    models = []

    algorithm = config['algorithm']

    enableRandomForest = config['enableRandomForest']
    num_of_trees = config['num_of_trees']
    enableMultitasking = config['enableMultitasking']

    enableGBM = config['enableGBM']
    epochs = config['epochs']
    learning_rate = config['learning_rate']

    enableAdaboost = config['enableAdaboost']

    #------------------------------

    boosted_from = 0
    boosted_to = 0

    #------------------------------

    base_df = df.copy()

    #gbm will manipulate actuals. store its raw version.
    target_values = base_df['Decision'].values
    num_of_instances = target_values.shape[0]

    root = 1
    file = "outputs/rules/rules0.py"
    functions.createFile(file, header)

    Training.buildDecisionTree(df, root, file, config,
                               dataset_features)  #generate rules0

    df = base_df.copy()

    base_df['Boosted_Prediction'] = 0

    #------------------------------

    pbar = tqdm(range(1, epochs + 1), desc='Boosting')

    #for index in range(1,epochs+1):
    #for index in tqdm(range(1,epochs+1), desc='Boosting'):
    for index in pbar:
        #print("epoch ",index," - ",end='')
        loss = 0

        #run data(i-1) and rules(i-1), save data1

        #dynamic import
        moduleName = "outputs/rules/rules%s" % (index - 1)
        fp, pathname, description = imp.find_module(moduleName)
        myrules = imp.load_module(moduleName, fp, pathname,
                                  description)  #rules0

        models.append(myrules)

        new_data_set = "outputs/data/data%s.csv" % (index)
        f = open(new_data_set, "w")

        #put header in the following file
        columns = df.shape[1]

        mae = 0

        #----------------------------------------

        df['Epoch'] = index
        df['Prediction'] = df.apply(findPrediction, axis=1)

        base_df['Boosted_Prediction'] += df['Prediction']

        loss = (base_df['Boosted_Prediction'] -
                base_df['Decision']).pow(2).sum()

        if index == 1:
            boosted_from = loss / num_of_instances
        elif index == epochs:
            boosted_to = loss / num_of_instances

        df['Decision'] = int(learning_rate) * (df['Decision'] -
                                               df['Prediction'])
        df = df.drop(columns=['Epoch', 'Prediction'])

        #---------------------------------

        df.to_csv(new_data_set, index=False)
        #data(i) created

        #---------------------------------

        file = "outputs/rules/rules" + str(index) + ".py"

        functions.createFile(file, header)

        current_df = df.copy()
        Training.buildDecisionTree(df, root, file, config, dataset_features)
        df = current_df.copy(
        )  #numeric features require this restoration to apply findDecision function

        #rules(i) created

        loss = loss / num_of_instances
        #print("epoch ",index," - loss: ",loss)
        #print("loss: ",loss)
        pbar.set_description("Epoch %d. Loss: %d. Process: " % (index, loss))

        #---------------------------------

    print(num_of_instances, " instances are boosted from ", boosted_from,
          " to ", boosted_to, " in ", epochs, " epochs")

    return models
Exemplo n.º 10
0
def classifier(df, config, header, dataset_features):

    models = []

    print("gradient boosting for classification")

    epochs = config['epochs']

    temp_df = df.copy()
    original_dataset = df.copy()
    worksheet = df.copy()

    classes = df['Decision'].unique()

    boosted_predictions = np.zeros([df.shape[0], len(classes)])

    pbar = tqdm(range(0, epochs), desc='Boosting')

    #store actual set, we will use this to calculate loss
    actual_set = pd.DataFrame(np.zeros([df.shape[0], len(classes)]),
                              columns=classes)
    for i in range(0, len(classes)):
        current_class = classes[i]
        actual_set[current_class] = np.where(df['Decision'] == current_class,
                                             1, 0)
    actual_set = actual_set.values  #transform it to numpy array

    #for epoch in range(0, epochs):
    for epoch in pbar:
        for i in range(0, len(classes)):
            current_class = classes[i]

            if epoch == 0:
                temp_df['Decision'] = np.where(df['Decision'] == current_class,
                                               1, 0)
                worksheet['Y_' + str(i)] = temp_df['Decision']
            else:
                temp_df['Decision'] = worksheet['Y-P_' + str(i)]

            predictions = []

            #change data type for decision column
            temp_df[['Decision']].astype('int64')

            root = 1
            file = "outputs/rules/rules-for-" + current_class + "-round-" + str(
                epoch) + ".py"

            functions.createFile(file, header)

            Training.buildDecisionTree(temp_df, root, file, config,
                                       dataset_features)
            #decision rules created
            #----------------------------

            #dynamic import
            moduleName = "outputs/rules/rules-for-" + current_class + "-round-" + str(
                epoch)
            fp, pathname, description = imp.find_module(moduleName)
            myrules = imp.load_module(moduleName, fp, pathname,
                                      description)  #rules0

            models.append(myrules)

            num_of_columns = df.shape[1]

            for row, instance in df.iterrows():
                features = []
                for j in range(0, num_of_columns - 1):  #iterate on features
                    features.append(instance[j])

                actual = temp_df.loc[row]['Decision']
                prediction = myrules.findDecision(features)

                predictions.append(prediction)

            #----------------------------
            if epoch == 0:
                worksheet['F_' + str(i)] = 0
            else:
                worksheet['F_' + str(i)] = pd.Series(predictions).values

            boosted_predictions[:, i] = boosted_predictions[:, i] + worksheet[
                'F_' + str(i)].values.astype(np.float32)

            #print(boosted_predictions[0:5,:])

            worksheet['P_' + str(i)] = 0

            #----------------------------
            temp_df = df.copy()  #restoration

        for row, instance in worksheet.iterrows():
            f_scores = []
            for i in range(0, len(classes)):
                f_scores.append(instance['F_' + str(i)])

            probabilities = functions.softmax(f_scores)

            for j in range(0, len(probabilities)):
                instance['P_' + str(j)] = probabilities[j]

            worksheet.loc[row] = instance

        for i in range(0, len(classes)):
            worksheet['Y-P_' +
                      str(i)] = worksheet['Y_' + str(i)] - worksheet['P_' +
                                                                     str(i)]

        prediction_set = np.zeros([df.shape[0], len(classes)])
        for i in range(0, boosted_predictions.shape[0]):
            predicted_index = np.argmax(boosted_predictions[i])
            prediction_set[i][predicted_index] = 1

        #----------------------------
        #find loss for this epoch: prediction_set vs actual_set
        classified = 0
        for i in range(0, actual_set.shape[0]):
            actual = np.argmax(actual_set[i])
            prediction = np.argmax(prediction_set[i])
            #print("actual: ",actual," - prediction: ",prediction)

            if actual == prediction:
                classified = classified + 1

        accuracy = str(100 * classified / actual_set.shape[0]) + "%"

        #----------------------------

        #print(worksheet.head())
        #print("round ",epoch+1)
        pbar.set_description("Epoch %d. Accuracy: %s. Process: " %
                             (epoch + 1, accuracy))

    return models, classes
Exemplo n.º 11
0
def apply(df, config, header, dataset_features, validation_df = None, process_id = None):

	models = []

	num_of_trees = config['num_of_trees']

	parallelism_on = config["enableParallelism"]

	#TODO: is this logical for 48x2 cores?
	#config["enableParallelism"] = False #run each tree in parallel but each branch in serial

	#TODO: reconstruct for parallel run is problematic. you should reconstruct based on tree id.

	input_params = []

	pbar = tqdm(range(0, num_of_trees), desc='Bagging')
	for i in pbar:
		pbar.set_description("Sub decision tree %d is processing" % (i+1))
		subset = df.sample(frac=1/num_of_trees)

		root = 1

		moduleName = "outputs/rules/rule_"+str(i)
		file = moduleName+".py"

		functions.createFile(file, header)

		if parallelism_on: #parallel run
			input_params.append((subset, root, file, config, dataset_features, 0, 0, 'root', i, None, process_id))

		else: #serial run
			Training.buildDecisionTree(subset,root, file, config, dataset_features, parent_level = 0, leaf_id = 0, parents = 'root', tree_id = i, main_process_id = process_id)

	#-------------------------------

	if parallelism_on:
		num_cores = config["num_cores"]

		#---------------------------------

		if num_of_trees <= num_cores:
			POOL_SIZE = num_of_trees
		else:
			POOL_SIZE = num_cores

		with closing(multiprocessing.Pool(POOL_SIZE)) as pool:
			funclist = []
			for input_param in input_params:
				f = pool.apply_async(buildDecisionTree, [*input_param])
				funclist.append(f)

			#all functions registered here
			#results = []
			for f in tqdm(funclist):
				branch_results = f.get(timeout = 100000)
				#results.append(branch_results)

			pool.close()
			pool.terminate()

	#-------------------------------
	#collect models for both serial and parallel here
	for i in range(0, num_of_trees):
		moduleName = "outputs/rules/rule_"+str(i)
		fp, pathname, description = imp.find_module(moduleName)
		myrules = imp.load_module(moduleName, fp, pathname, description)
		models.append(myrules)

	#-------------------------------

	return models
Exemplo n.º 12
0
def regressor(df, config, header, dataset_features, validation_df = None, process_id = None):
	models = []
	
	#we will update decisions in every epoch, this will be used to restore
	base_actuals = df.Decision.values
	
	algorithm = config['algorithm']
	
	enableRandomForest = config['enableRandomForest']
	num_of_trees = config['num_of_trees']
	enableMultitasking = config['enableMultitasking']

	enableGBM = config['enableGBM']
	epochs = config['epochs']
	learning_rate = config['learning_rate']

	enableAdaboost = config['enableAdaboost']
	
	#------------------------------
	
	boosted_from = 0; boosted_to = 0
	
	#------------------------------
	
	base_df = df.copy()
	
	#gbm will manipulate actuals. store its raw version.
	target_values = base_df['Decision'].values
	num_of_instances = target_values.shape[0]
	
	root = 1
	file = "outputs/rules/rules0.py"; json_file = "outputs/rules/rules0.json"
	functions.createFile(file, header)
	functions.createFile(json_file, "[\n")
	
	Training.buildDecisionTree(df,root,file, config, dataset_features
		, parent_level = 0, leaf_id = 0, parents = 'root') #generate rules0
	
	#functions.storeRule(json_file," {}]")
	
	df = base_df.copy()
	
	base_df['Boosted_Prediction'] = 0
	
	#------------------------------
	
	best_epoch_idx = 0; best_epoch_loss = 1000000
	
	pbar = tqdm(range(1, epochs+1), desc='Boosting')
	
	#for index in range(1,epochs+1):
	#for index in tqdm(range(1,epochs+1), desc='Boosting'):
	for index in pbar:
		#print("epoch ",index," - ",end='')
		loss = 0
		
		#run data(i-1) and rules(i-1), save data1
		
		#dynamic import
		moduleName = "outputs/rules/rules%s" % (index-1)
		fp, pathname, description = imp.find_module(moduleName)
		myrules = imp.load_module(moduleName, fp, pathname, description) #rules0
		
		models.append(myrules)
		
		new_data_set = "outputs/data/data%s.csv" % (index)
		f = open(new_data_set, "w")
		
		#put header in the following file
		columns = df.shape[1]
		
		mae = 0
		
		#----------------------------------------
		
		df['Epoch'] = index
		df['Prediction'] = df.apply(findPrediction, axis=1)
		
		base_df['Boosted_Prediction'] += df['Prediction']
		
		loss = (base_df['Boosted_Prediction'] - base_df['Decision']).pow(2).sum()
		current_loss = loss / num_of_instances #mse
		
		if index == 1: 
			boosted_from = current_loss * 1
		elif index == epochs:
			boosted_to = current_loss * 1
		
		if current_loss < best_epoch_loss:
			best_epoch_loss = current_loss * 1
			best_epoch_idx = index * 1
		
		df['Decision'] = int(learning_rate)*(df['Decision'] - df['Prediction'])
		df = df.drop(columns = ['Epoch', 'Prediction'])
		
		#---------------------------------
		
		df.to_csv(new_data_set, index=False)
		#data(i) created
		
		#---------------------------------
		
		file = "outputs/rules/rules"+str(index)+".py"
		json_file = "outputs/rules/rules"+str(index)+".json"
		
		functions.createFile(file, header)
		functions.createFile(json_file, "[\n")
		
		current_df = df.copy()
		Training.buildDecisionTree(df,root,file, config, dataset_features
			, parent_level = 0, leaf_id = 0, parents = 'root', main_process_id = process_id)
		
		#functions.storeRule(json_file," {}]")
		
		df = current_df.copy() #numeric features require this restoration to apply findDecision function
		
		#rules(i) created
		
		loss = loss / num_of_instances
		#print("epoch ",index," - loss: ",loss)
		#print("loss: ",loss)
		pbar.set_description("Epoch %d. Loss: %d. Process: " % (index, loss))
		
		gc.collect()
		
	#---------------------------------
	
	print("The best epoch is ", best_epoch_idx," with ", best_epoch_loss," loss value")
	models = models[0:best_epoch_idx]
	config["epochs"] = best_epoch_idx
	
	print("MSE of ",num_of_instances," instances are boosted from ",boosted_from," to ",best_epoch_loss," in ",epochs," epochs")
	
	return models
Exemplo n.º 13
0
def apply(df, config, header, dataset_features):

    models = []

    num_of_trees = config['num_of_trees']

    pbar = tqdm(range(0, num_of_trees), desc='Bagging')

    for i in pbar:
        #for i in range(0, num_of_trees):
        pbar.set_description("Sub decision tree %d is processing" % (i + 1))
        subset = df.sample(frac=1 / num_of_trees)

        root = 1

        moduleName = "outputs/rules/rule_" + str(i)
        file = moduleName + ".py"
        json_file = moduleName + ".json"

        functions.createFile(file, header)
        functions.createFile(json_file, "[\n")

        Training.buildDecisionTree(subset,
                                   root,
                                   file,
                                   config,
                                   dataset_features,
                                   parent_level=0,
                                   leaf_id=0,
                                   parents='root')

        functions.storeRule(json_file, "{}]")

        #--------------------------------

        fp, pathname, description = imp.find_module(moduleName)
        myrules = imp.load_module(moduleName, fp, pathname, description)
        models.append(myrules)

    #-------------------------------
    #check regression or classification
    if df['Decision'].dtypes == 'object': problem_type = 'classification'
    else: problem_type = 'regression'

    actual_values = df['Decision'].values
    num_of_features = df.shape[1] - 1  #discard Decision
    number_of_instances = df.shape[0]

    global_predictions = []

    #if classification get the max number of prediction
    if problem_type == 'classification':
        for i in range(0, num_of_trees):

            moduleName = "outputs/rules/rule_" + str(i)
            fp, pathname, description = imp.find_module(moduleName)
            myrules = imp.load_module(moduleName, fp, pathname, description)

            predictions = []

            for index, instance in df.iterrows():
                params = []
                for j in range(0, num_of_features):
                    params.append(instance[j])

                #index row, i th column
                prediction = myrules.findDecision(params)
                predictions.append(prediction)
                #print(i,"th tree prediction: ",prediction)

            #print(predictions)
            global_predictions.append(predictions)

        #-------------------------------
        classified = 0
        for index in range(0, len(actual_values)):

            actual = actual_values[index]
            predictions = []
            for i in range(0, num_of_trees):
                prediction = global_predictions[i][index]
                if prediction != None:  #why None exists in some cases?
                    predictions.append(prediction)

            predictions = np.array(predictions)
            unique_values = np.unique(predictions)

            if unique_values.shape[0] == 1:
                prediction = unique_values[0]
            else:
                counts = []
                for unique in unique_values:
                    count = 0
                    for j in predictions:
                        if unique == j:
                            count = count + 1
                    counts.append(count)

                #print("unique: ",unique_values)
                #print("counts: ",counts)

                prediction = None

                if len(counts) > 0:
                    max_index = np.argmax(np.array(counts))
                    prediction = unique_values[max_index]

            #print(index,". actual: ",actual," - prediction: ", prediction)
            if actual == prediction:
                classified = classified + 1

        print("Accuracy: ", 100 * classified / number_of_instances, "% on ",
              number_of_instances, " instances")

    return models