def __init__(self, model_name, w=None, learning_param=None, debug=True):
# Set weights
self.w = w
# Set debug object
if debug:
self.dbg = debugger.Debugger(['loss', 'w'])
else:
self.dbg = None
"""Depending on the chosen model, we choose the approriate output,
loss prediction, and learning functions.
"""
if model_name == 'logistic_regression':
self.model_output = misc.lr_output
self.compute_loss = cost.compute_loss_ce
self.predict_output = misc.map_prediction
max_iters = learning_param['max_iters']
gamma = learning_param['gamma']
self.learn = lambda y, x, w, dbg: impl.logistic_regression(y, x, w, max_iters, gamma, dbg)
if model_name == 'reg_logistic_regression':
self.model_output = misc.lr_output
self.compute_loss = cost.compute_loss_reg_ce
self.predict_output = misc.map_prediction
max_iters = learning_param['max_iters']
gamma = learning_param['gamma']
lambda_ = learning_param['lambda_']
self.learn = lambda y, x, w, dbg: impl.reg_logistic_regression(y, x, lambda_, w, max_iters, gamma, dbg)
if model_name == 'least_squares_GD':
self.model_output = np.dot
self.compute_loss = cost.compute_loss_ls
self.predict_output = misc.predict_ls
max_iters = learning_param['max_iters']
gamma = learning_param['gamma']
self.learn = lambda y, x, w, dbg: impl.least_squares_GD(y, x, w, max_iters, gamma, dbg)
if model_name == 'ridge_regression':
self.model_output = np.dot
self.compute_loss = cost.compute_loss_ls
self.predict_output = misc.predict_ls
lambda_ = learning_param['lambda_']
self.learn = lambda y, x, w, dbg: impl.ridge_regression(y, x, lambda_)
if model_name == 'least_squares':
self.model_output = np.dot
self.compute_loss = cost.compute_loss_ls
self.predict_output = misc.predict_ls
self.learn = lambda y, x, w, dbg: impl.least_squares(y, x)
def cross_validation(y, x, degree, k, k_indices,method, error, feature_augmentation, hyperparams):
""""""
from helpers_data import feature_processing, feat_augmentation, standardize, build_poly
from implementations import ridge_regression, least_squares, least_squares_GD, least_squares_SGD, logistic_regression, reg_logistic_regression
# get k'th subgroup in test, others in train
te_indice = k_indices[k]
tr_indice = k_indices[~(np.arange(k_indices.shape[0]) == k)]
tr_indice = tr_indice.reshape(-1)
y_te = y[te_indice]
y_tr = y[tr_indice]
x_te = x[te_indice]
x_tr = x[tr_indice]
x_tr, y_tr, median = feature_processing (x_tr, y_tr, 'mean', replace_feature = True, suppr_outliers = hyperparams[-1], threshold = 3, ref_median=[])
x_te, y_te, _= feature_processing (x_te, y_te, 'mean', replace_feature = True, suppr_outliers = False, threshold = 3, ref_median=median)
tx_tr_aug = []
tx_te_aug = []
if feature_augmentation:
tx_tr_aug, index = feat_augmentation(x_tr, 0.003)
tx_te_aug, _ = feat_augmentation(x_te, 0.003, False, index)
# form data with polynomial degree
tx_tr = build_poly(x_tr, degree, feature_augmentation, tx_tr_aug)
tx_te = build_poly(x_te, degree, feature_augmentation, tx_te_aug)
tx_tr, mean, std = standardize(tx_tr)
tx_te, _, _ = standardize(tx_te, mean, std)
#print('Mean and std of each feature in train set: {} , {}'.format(tx_tr.mean(axis = 0),tx_tr.std(axis = 0)))
#print('Mean and std of each feature in test set: {} , {}'.format(tx_te.mean(axis = 0),tx_te.std(axis = 0)))
if method == 'rr': w,_ = ridge_regression(y_tr, tx_tr, hyperparams[0]) # ridge regression
elif method == 'ls': w,_ = least_squares(y_tr, tx_tr) # least square
elif method == 'lsGD': w,_ = least_squares_GD(y_tr, tx_tr, hyperparams[0], hyperparams[1], hyperparams[2]) # gradient descent
elif method == 'lsSGD': w,_ = least_squares_SGD(y_tr, tx_tr, hyperparams[0], hyperparams[1], hyperparams[2], hyperparams[3]) # stoch GD
elif method == 'log': w,_ = logistic_regression(y_tr, tx_tr, hyperparams[0], hyperparams[1], hyperparams[2]) # logistic reg
elif method == 'rlog': w,_ =reg_logistic_regression(y_tr, tx_tr, hyperparams[3], np.zeros(tx_tr.shape[1]), hyperparams[1], hyperparams[2]) # regularised logistic reg
else: raise NotImplementedError
if method == 'log':
loss_tr = cal_loglike(y_tr, tx_tr, w)
loss_te = cal_loglike(y_te, tx_te, w)
elif method == 'rlog':
loss_tr = cal_loglike_r(y_tr, tx_tr, w, hyperparams[3])
loss_te = cal_loglike_r(y_te, tx_te, w, hyperparams[3])
else :
# calculate the loss for train and test data
loss_tr = compute_loss(y_tr, tx_tr, w, error)
loss_te = compute_loss(y_te, tx_te, w, error)
y_pred = predict_labels(np.array(w).T, tx_te)
acc = accuracy(y_te,y_pred)
return loss_tr, loss_te, w, acc
def pipeline(tx_train, y_train, tx_val, y_val, degrees, gamma, lambda_, epochs,
verbose):
""" Run the model training and evaluation on the given parameters """
# Perform data cleaning (missing values, constant features, outliers, standardization)
data_cleaner = DataCleaning()
tx_train = data_cleaner.fit_transform(tx_train)
tx_val = data_cleaner.transform(tx_val)
# Perform feature engineering
feature_generator = FeatureEngineering()
x_train = feature_generator.fit_transform(tx=tx_train, degree=degrees)
x_val = feature_generator.transform(tx=tx_val)
# Initialize values
initial_w = np.zeros(x_train.shape[1])
# Train model
w, _ = reg_logistic_regression(y_train, x_train, lambda_, initial_w,
epochs, gamma, verbose)
# Perform inference on validation
pred = predict_labels(weights=w, data=x_val, logistic=True)
evaluator = Evaluation(y_val, pred)
return evaluator.get_f1(), evaluator.get_accuracy()
def cross_validation(y,
tx,
mlfunction,
split_number=5,
lambda_=1e-6,
gamma=0.001):
'''Performs a ml_function given as parameters using cross validation on the training set split_number folds (5 as default value) '''
# define empty lists to store train/test losses and accuracy
train_loss_ = []
test_loss_ = []
train_accuracy_ = []
test_accuracy_ = []
# get k_indices
k_indices = build_k_indices(len(y), split_number)
for ki in range(len(k_indices)):
# set the k'th indices as test, and others as training set
#train_idx = np.asarray([k_indices[i] for i in np.delete( np.arange(len(k_indices)), ki)]).flatten()
test_idx = np.asarray(k_indices[ki])
train_idx = np.delete(np.arange(len(y)), test_idx)
train_tX = tx[train_idx]
train_y = y[train_idx]
test_tX = tx[test_idx]
test_y = y[test_idx]
if (mlfunction == 'ridge_regression'):
w, loss = impl.ridge_regression(train_y, train_tX, lambda_)
elif (mlfunction == 'least_squares'):
w, loss = impl.least_squares(train_y, train_tX)
elif (mlfunction == 'logistic_regression'):
w, loss = impl.logistic_regression(train_y, train_tX)
elif (mlfunction == 'reg_logistic_regression'):
w, loss = impl.reg_logistic_regression(train_y, train_tX, lambda_)
elif (mlfunction == 'least_squares_sgd'):
w, loss = impl.least_squares_SGD(train_y, train_tX, gamma)
elif (mlfunction == 'least_squares_gd'):
w, loss = impl.least_squares_GD(train_y, train_tX, gamma)
else:
print('ERROR: ml_function not recognized')
print(
'least_squares, least_squares_gd, least_squares_sgd, logistic_regression, reg_logistic_regression'
)
return None
# Calculate different losses and accuracy
train_loss_.append(impl.compute_loss_mse(train_y, train_tX, w))
test_loss_.append(impl.compute_loss_mse(test_y, test_tX, w))
train_accuracy_ = impl.compute_accuracy(train_y, train_tX, w)
test_accuracy_ = impl.compute_accuracy(test_y, test_tX, w)
return np.mean(train_loss_), np.mean(test_loss_), np.mean(
train_accuracy_), np.mean(test_accuracy_)
def get_model(model, y, tx, initial_w, max_iters, gamma, lambda_, batch_size):
""" Returns the learned weights 'w' (last weight vector) and
the corresponding loss function by a given model.
Parameters
----------
model: string
The model
y: ndarray
The labels
tx: ndarray
The feature matrix
initial_w: ndarray
The initial weights
max_iters: integer
The number of steps to run
gamma: integer
The step size
lambda_: integer
The regularization parameter
batch_size: integer
The batch size
Returns
-------
tuple
The learned weights
"""
if model == "MSE_GD":
w, _ = least_squares_GD(y, tx, initial_w, max_iters, gamma)
elif model == "MSE_SGD":
w, _ = least_squares_SGD(y, tx, initial_w, batch_size, max_iters, gamma)
elif model == "MSE_OPT":
w, _ = least_squares(y, tx)
elif model == "MSE_OPT_REG":
w, _ = ridge_regression(y, tx, lambda_)
elif model == "LOG_GD":
w, _ = logistic_regression(y, tx, initial_w, max_iters, gamma)
elif model == "LOG_REG_GD":
w, _ = reg_logistic_regression(y, tx, lambda_, initial_w, max_iters, gamma)
elif model == "LOG_REG_L1":
w, _ = reg_logistic_regression_L1(y, tx, lambda_, initial_w, max_iters, gamma)
elif model == "MSE_GD_L1":
w, _ = least_squares_GD_L1(y, tx, lambda_, initial_w, max_iters, gamma)
else:
raise UnknownModel
return w
def cross_validation_lrr(y, x, k_indices, k, lambda_, gamma, max_iters, w_initial):
"""train and test regularized logistic regression model using cross validation"""
x_test = x[k_indices[k]]
x_train = np.delete(x, [k_indices[k]], axis=0)
y_test = y[k_indices[k]]
y_train = np.delete(y, [k_indices[k]], axis=0)
opt_w, loss = imp.reg_logistic_regression(y_train,x_train,lambda_,w_initial,max_iters,gamma)
loss_te = imp.compute_loss_lrr(y_test, x_test,opt_w)
return loss_te, opt_w
def test_reg_logistic_regression(y_train, tx_train, y_test, tx_test):
"""
Tests reg_logistic_regression method on the splitted data set and
reports percentage of correct predictions.
Args:
y_train: training labels after the splitting
tx_train: training features after the splitting
y_test: test labels after the splitting
tx_test: test features after the splitting
"""
print('\nTesting reg_logistic_regression...')
w, _ = reg_logistic_regression(y_train, tx_train, 0.1,
np.zeros(tx_train.shape[1]), 3000, 1e-06)
report_prediction_accuracy_logistic(y_test, tx_test, w)
print('... testing completed.')
def best_model_predictions(data_obj, jet, degrees):
"""
This method splits the data based on the jet value
trains the model and gets the predictions on the test dataset.
:param data_obj: DataLoader obj
:param jet: int, the jet value
:param degrees: int, the polynomial degree
:return:
pred: np.array with the predicted labels
ids: np.array with the row index
"""
print('Training for Jet {jet}'.format(jet=jet))
# Split data based on jet value for train and val datasets
y, tx = get_jet_data_split(data_obj.y, data_obj.tx, jet)
ids_test, tx_test = get_jet_data_split(data_obj.ids_test, data_obj.test,
jet)
# Perform data cleaning (missing values, constant features, outliers, standardization)
data_cleaner = DataCleaning()
tx = data_cleaner.fit_transform(tx)
tx_test = data_cleaner.transform(tx_test)
# Perform feature engineering
feature_generator = FeatureEngineering()
tx = feature_generator.fit_transform(tx, degrees)
tx_test = feature_generator.transform(tx_test)
# Initialize values
initial_w = np.zeros((tx.shape[1]))
lambda_ = 1e-06
gamma = 1e-06
max_iter = 1000
# Train model
w, loss = reg_logistic_regression(y,
tx,
lambda_,
initial_w,
max_iter,
gamma,
verbose=True)
# Perform inference on test set
pred = predict_labels(w, tx_test, True)
return ids_test, pred
def find_optimal_w(tX, y, implementation, log_initial_w, log_max_iters,
log_gamma, decreasing_gamma, log_regulator, ridge_lambda):
"""
Find the optimal weights by training the data set
Parameters
----------
tX: array
The feature matrices
y: array
The output
log_initial_w: array
inital weights in order to perform GD or SGD
log_max_iters: integer
number of iterations to perform GD or SGD
log_gamma: float
gamma parameter to perform GD or SGD
log_regulator: float
lambda to perform logistic regression
ridge_lambda: float
lambda to perform ridge regression
Return
------
optimal_w = array
Optimal weights.
"""
optimal_w = None
if implementation == 0:
optimal_w, _ = impl.least_squares(y, tX)
if implementation == 1:
optimal_w, _ = impl.ridge_regression(y, tX, ridge_lambda)
if implementation == 2:
optimal_w, _ = impl.reg_logistic_regression(y, tX, log_regulator,
log_initial_w,
log_max_iters, log_gamma,
decreasing_gamma)
return optimal_w
def cross_validation(x,
y,
k,
mode,
gamma=None,
lambda_=None,
max_iters=None,
initial_w=None):
"""
INPUT:
@x : input data, dimensions (NxD)
@y : target labels, (Nx1) array
@k : number of folds
OUTPUT:
"""
D = x.shape[1]
#randomly permute data maybe?
x_split = np.array_split(x, k, axis=0)
y_split = np.array_split(y, k, axis=0)
#initialize weights and metrics
weights = list()
acc = list()
tpr = list()
fpr = list()
losses = list()
#loop over folds
for fold in range(k):
#create model
#train_ind = [i for i in range(k) if i!=fold]
#val_ind = [i for i in range(k) if i==fold]
#pdb.set_trace()
x_train = [x_split[i] for i in range(k) if i != fold]
y_train = [y_split[i] for i in range(k) if i != fold]
x_train = np.concatenate(x_train, axis=0)
y_train = np.concatenate(y_train, axis=0)
x_val = x_split[fold]
y_val = y_split[fold]
#model = Proj1_Model(x_train, y_train, mode)
#train model for fold
#weights[k] = model.train()
"""here the choice of method"""
if mode == 'linear_regression_eq':
update, loss = imp.least_squares(y_train, x_train)
predictions = np.dot(x_val, update)
pr_bool = predictions >= np.mean(predictions)
elif mode == 'ridge_regression_eq':
update, loss = imp.ridge_regression(y_train, x_train, lambda_)
predictions = np.dot(x_val, update)
pr_bool = predictions >= np.mean(predictions)
elif mode == 'linear_regression_GD':
update, loss = imp.least_squares_GD(y_train, x_train, initial_w,
max_iters, gamma)
predictions = np.dot(x_val, update)
pr_bool = predictions >= np.mean(predictions)
elif mode == 'linear_regression_SGD':
update, loss = imp.least_squares_SGD(y_train, x_train, initial_w,
max_iters, gamma)
predictions = np.dot(x_val, update)
pr_bool = predictions >= np.mean(predictions)
elif mode == 'logistic_regression':
update, loss = imp.logistic_regression(y_train, x_train, initial_w,
max_iters, gamma)
predictions = np.dot(x_val, update)
predicted_prob = H.sigmoid(predictions)
#pdb.set_trace()
pr_bool = predicted_prob > 0.5
elif mode == 'reg_logistic_regression':
update, loss = imp.reg_logistic_regression(y_train, x_train,
initial_w, max_iters,
gamma)
predictions = np.dot(x_val, update)
predicted_prob = H.sigmoid(predictions)
#pdb.set_trace()
pr_bool = predicted_prob > 0.5
weights.append(update)
losses.append(loss)
pr_bool = predictions >= np.mean(predictions)
y_bool = y_val == 1
correct = pr_bool == y_bool
tp = np.logical_and(correct, y_bool)
fp = np.logical_and(np.logical_not(correct), pr_bool)
#tp = [i for i in range(len(pr_bool)) if (pr_bool[i] == True and y_bool[i] == True)]
#all_p = [i for i in range(len(pr_bool)) if y_bool == True]
#fp = [i for i in range(len(pr_bool)) if (pr_bool == True and y_bool == False)]
#all_n = [i for i in range(len(pr_bool)) if y_bool == False]
#print('True signal samples:' + str(sum(y_val)) + ' - Predicted signal samples:' + str(sum(pr_bool)))
acc.append(sum(correct) / float(len(y_val)))
tpr.append(sum(tp) / float(sum(y_bool)))
fpr.append(sum(fp) / float(sum(np.logical_not(y_bool))))
#acc[k] = model.acc()
#tpr[k] = model.tpr()
#fpr[k] = model.fpr()
return acc, tpr, fpr, losses
def cross_validation(y, tX, gamma, method='logistic_regression'):
"""Cross validation for logistic regression
@param gamma: learning rate
@return : the average accuracy over the four fold validations
"""
N, D = tX.shape
# Logistic regression parameters
max_iters = 100
batch_size = N / 100
# Cross validation parameters
seed = 1
k_fold = 4
k_indices = build_k_indices(y, k_fold, seed)
N_fold = N * (k_fold - 1) / k_fold
N_test = N / k_fold
acc = []
for k in range(k_fold):
yTr = np.array([])
xTr = np.zeros((0, D))
for i in range(k_fold):
if i == k:
yTe = y[k_indices[i]]
xTe = tX[k_indices[i]]
else:
yTr = np.append(yTr, y[k_indices[i]], axis=0)
xTr = np.append(xTr, tX[k_indices[i]], axis=0)
initial_w = np.zeros(tX.shape[1])
if method == 'logistic_regression':
initial_w = np.zeros((tX.shape[1], 1))
w, loss = logistic_regression(yTr, xTr, initial_w, max_iters,
gamma)
y_est = sigmoid(np.dot(xTe, w))
y_label = [0 if i < 0.5 else 1 for i in y_est]
elif method == 'reg_logistic_regression':
initial_w = np.zeros((tX.shape[1], 1))
lambda_ = 0.1
w, loss = reg_logistic_regression(yTr, xTr, lambda_, initial_w,
max_iters, gamma)
y_est = sigmoid(np.dot(xTe, w))
y_label = [0 if i < 0.5 else 1 for i in y_est]
elif method == 'least_squares_GD':
w, loss = least_squares_GD(yTr, xTr, initial_w, max_iters, gamma)
y_label = predict_labels(w, xTe)
elif method == 'least_squares_SGD':
w, loss = least_squares_SGD(yTr, xTr, initial_w, max_iters, gamma)
y_label = predict_labels(w, xTe)
elif method == 'least_squares':
w, loss = least_squares(yTr, xTr)
y_label = predict_labels(w, xTe)
elif method == 'ridge_regression':
w, loss = ridge_regression(yTr, xTr, 0.1)
y_label = predict_labels(w, xTe)
else:
raise Exception('Invalid method')
corr = [
True if i == yTe[ind] else False for ind, i in enumerate(y_label)
]
acc.append(sum(corr) / N_test)
# print("Fold: {f}, Accuracy: {acc}, Loss:{loss}".format(f=k, acc=acc[k], loss=loss))
return (sum(acc) / k_fold), acc
train_data_log_svm = preprocessing_pipeline(train_data_split,
degree=deg,
norm_first=False)
train_set_folds = k_fold_cross_split_data(train_classes_split,
train_data_log_svm,
k_indices)
for j, lambda_ in enumerate(POSSIBLE_LAMBDA_LOG):
folds_train_accuracy = []
folds_validation_accuracy = []
# Train a Regularized Ridge Regression model on each fold
for x_train, y_train, x_test, y_test in train_set_folds:
initial_w = np.zeros((x_train.shape[1], ))
try:
w, train_loss = reg_logistic_regression(
y_train, x_train, lambda_, initial_w, 350, 3e-1, 1)
folds_train_accuracy.append(
compute_accuracy(predict_labels(w, x_train),
y_train))
folds_validation_accuracy.append(
compute_accuracy(predict_labels(w, x_test),
y_test))
except Exception:
pass
train_accuracy_matrix[jet_num, 1, i, j] = \
(np.mean(folds_train_accuracy), np.std(folds_train_accuracy))
validation_accuracy_matrix[jet_num, 1, i, j] = \
(np.mean(folds_validation_accuracy), np.std(folds_validation_accuracy))
for j, lambda_ in enumerate(POSSIBLE_LAMBDA_SVM):
folds_train_accuracy = []
# change [-1, 1] labels to [0, 1]
y = y / 2 + 0.5
N, d = tX.shape
#initial weights randomly generated
w0 = 10 * np.random.rand(d + 1, 1)
# remplace -999 values with the mean of the other ones
tX = replace_data(tX)
# normalize data to std 1 and 0 mean
tX = normalize_data(tX)
w, L = reg_logistic_regression(y,
tX,
lambda_=0.001,
initial_w=w0,
max_iters=10,
gamma=5e-7)
y_pred = predict_labels(w, tX, 0.5)
N = y_pred.size
# accuracy test on train set for sanity
n_err = 0
for i in range(N):
if (y_pred[i] != y[i]):
n_err = n_err + 1
print("train accuracy :", n_err / N)
split_data_by_categorical_column(test_classes,
test_data,
test_ids,
PRI_JET_NUM_INDEX)
# We achieved our best results using Regularized Logistic Regression,
# so we only load only those previously computed optimal params to generate the submission
logistic_best_params = np.load("results/logistic_best_params.npy", allow_pickle=True)
logistic_best_models = []
for (lambda_, deg, gamma), train_classes_split, train_data_split in \
zip(logistic_best_params, train_classes_jet_num_splits, train_data_jet_num_splits):
data_split, columns_to_remove, mean, std = preprocessing_pipeline(train_data_split, degree=np.int(deg),
cross_term=True, norm_first=False)
initial_w = np.zeros((data_split.shape[1],))
w, loss = reg_logistic_regression(train_classes_split, data_split, lambda_, initial_w, 500, gamma, 1)
print(f'Loss: {loss:.3f} Accuracy : {compute_accuracy(predict_labels(w, data_split), train_classes_split)}')
logistic_best_models.append((w, loss, columns_to_remove, mean, std))
# Calculate the predictions for each of the 4 subsets using the weights and then combine them
results = None
for (w, _, col_to_rm, mean, std), (_, deg, _), test_classes_split, test_data_split, test_ids_split in \
zip(logistic_best_models, logistic_best_params,
test_classes_jet_num_splits, test_data_jet_num_splits, test_ids_jet_num_splits):
test_data_split, _, _, _ = preprocessing_pipeline(test_data_split, degree=np.int(deg),
columns_to_remove=col_to_rm,
cross_term=True, norm_first=False, mean=mean, std=std)
pred = predict_labels(w, test_data_split)
out = np.stack((test_ids_split, pred), axis=-1)
results = out if results is None else np.vstack((results, out))
# Logistic regression
print("Logistic Regression \n --------------")
X, y = datasets.load_breast_cancer(return_X_y = True)
X, _, _ = implementations.standardize_numpy(X)
tx = np.c_[np.ones(X.shape[0]), X]
initial_w = np.zeros(tx.shape[1])
w_log_gd, loss_log_gr = implementations.logistic_regression(y, tx, initial_w, max_iters,
gamma, verbose=False)
y_pred_log_gd = implementations.logistic_prediction(tx, w_log_gd)
w_log_gd_reg, loss_log_gd_reg = implementations.reg_logistic_regression(y, tx, lambda_, 2, initial_w,
max_iters, gamma, verbose=False,
early_stopping=True, tol = 0.0001,
patience = 5)
y_pred_log_gd_reg = implementations.logistic_prediction(tx, w_log_gd_reg)
print(f"Logistic regression gd : {implementations.accuracy(y, y_pred_log_gd)}")
print(f"Logistic regression reg: {implementations.accuracy(y, y_pred_log_gd_reg)}")
y_pred_log_sk = LogisticRegression().fit(X, y).predict(X)
print(f"Sklearn logistic regression : {implementations.accuracy(y, y_pred_log_sk)}")
y_pred_log_reg = LogisticRegression(C=1/lambda_, max_iter = 1000).fit(X,y).predict(X)
print(f"Sklearn reg logistic regression: {implementations.accuracy(y, y_pred_log_reg)}")
g, l, avg_test_accuracy_RLR = cross_validation_RLR(X_train, y_train, k_fold=4, seed=1) #%% Testing functions #np.random.seed(42) gamma = 0.2 lambda_ = 4E-5 w, loss = least_squares(y = y_train, tx = X_train) # w, loss = least_squares_SGD(y = y_train, tx = X_train, initial_w = np.random.random(size=num_features)*0.01, max_iters = 200000, gamma = gamma) # w, loss = ridge_regression(y = y_train, tx = X_train, lambda_ = lambda_) # w, loss = logistic_regression(y = y_train, tx = X_train, initial_w = np.random.random(size=num_features)*10, max_iters = 125000, gamma = gamma) # w, loss = reg_logistic_regression(y = y_train, tx = X_train, lambda_ = lambda_, initial_w = np.random.random(size=num_features)*0.01, max_iters = 200000, gamma = gamma) plt.plot(w) #%% Predictive step y_test = X_test @ w plt.hist(y_test, bins=200) y_pred = predict_labels(w, X_test) #%% Create submission create_csv_submission(test.Id, y_pred, 'submission.csv')
gamma = 5e-3
lambda_ = 6e-7
#w, loss = least_squares(y_train, tX_train)
#w, loss = least_squares_GD(y_train, tX_train, initial_w = w0, max_iters = max_iters, gamma = gamma)
#w, loss = least_squares_SGD(y_train, tX_train, w0, max_iters = max_iters, gamma = gamma)
#w, loss = ridge_regression(y_train, tX_train, lambda_)
#w, loss = logistic_regression(y_train, tX_train, initial_w = w0, max_iters = max_iters, gamma = gamma)
w, loss = reg_logistic_regression(y_train,
tX_train,
lambda_=lambda_,
initial_w=w0,
max_iters=max_iters,
gamma=gamma)
##########################################################################
#### Calculate the train accuracy
##########################################################################
N = y_train.size
# TRAIN test accuracy for sanity
n_err = len(
np.where(
y_train != predict_01_labels(w, tX_train, 0.5).reshape(y_train.shape))
[0])
print("train accuracy :", 1 - n_err / N)
def train_test(data_list,
test_interval,
val_num,
test_list,
whitening=True,
method='ls',
name_list=['A', 'B', 'AB', 'BC', 'ABC', 'D'],
max_iters=1000,
gamma=0.01,
lambda_=0.001,
epsilon=1e-9,
fan_out_list=[25, 10],
out_dim=2,
lr=0.001,
lam=0.0005,
batch_size=100,
num_epoch=100):
"""
Train the model and test the accuracy.
Note that there are 6 models to be trained that deal with 6 types of data.
Return:
accuracy_list: list of accuracies for the models
loss_list: collection of final losses.
(for neural network, we collect all the losses)
recall_list: collection of recalls (only for neural net)
precision_list: collection of precision (only for neural net)
#######Parameters######
data_list collect different type of data in a list
test_interval collect indices which indicate the range of data being trained
val_num the number of the data subset in k-fold, note 0 <= val_num <= k - 1
test_list collect indices of redundant feature of all data types
whitening a boolean value for data whitening
method a string that is either 'log', 'ls' or 'dl'
- 'log': logistic regression
- 'ls': least squares (or ridge regression if lambda_ > 0)
- 'dl': deep learning method (neural network)
name_list collect all names of the data type
max_iters maximum iterations for logistic regression
gamma step size for each iteration in logistic regression
lambda_ parameter for l2 regularization in least squares and logistic regression
epsilon parameter for ZCA data whitening, should be a small positive
fan_out_list the list that collects the number of neurons in hidden layer of the neural network
out_dim output dimension at last layer in the neural network (before softmax)
lr learning rate when optimizing the neural network
lam parameter for weight decay (l2 regularization)
batch_size batch size for stochastic gradient descent in neural network
num_epoch number of epochs when optimizing the neural network
"""
# collect all parameters such as data whitening and weights
W_collection = []
b_collection = []
M_list = []
mean_list = []
accuracy_list = []
w_list = []
loss_list = []
precision_list = []
recall_list = []
# iterate through all data types, train and test each model on a specific method
for i in range(len(name_list)):
print('Training for data ', name_list[i])
x, y, dim = extract_train_data(test_list[i], data_list[i])
# only use some part of data for training, rest is for testing
i1 = test_interval[i][0]
i2 = test_interval[i][1]
index = list(range(0, i1)) + list(range(i2, len(y)))
x_tr = x[index, :]
y_tr = y[index]
x_tst = x[i1:i2, :]
y_tst = y[i1:i2]
# print('Dummy accuracy is ', np.sum(y_tst == -1) / len(y_tst))
# we use training data to obtain transformation
if whitening:
M, mean = data_whitening(x, epsilon)
x_tr = np.dot(x_tr - mean, M)
x_tst = np.dot(x_tst - mean, M)
M_list.append(M)
mean_list.append(mean)
x_tr = build_poly(x_tr)
x_tst = build_poly(x_tst)
print('Length of data point: ', x_tr.shape[1])
if method == 'ls':
# least squares / ridge regression
w, loss = imp.ridge_regression(y_tr, x_tr, lambda_)
# w = np.dot(x_tr.T, y_tr) / lambda_
# loss = 0
accuracy = imp.evaluate(w, x_tst, y_tst)
accuracy_list.append(accuracy)
w_list.append(w)
elif method == 'log':
# logistic regression
initial_w = np.random.rand(dim + 1)
w, loss = imp.reg_logistic_regression(y_tr, x_tr, lambda_,
initial_w, max_iters, gamma)
accuracy = imp.evaluate(w, x_tst, y_tst)
accuracy_list.append(accuracy)
w_list.append(w)
elif method == 'dl':
# deep learning method
fan_out = fan_out_list[i]
y_tr = y_tr.astype(np.int8)
y_tr[y_tr == -1] = 0
y_tst = y_tst.astype(np.int8)
y_tst[y_tst == -1] = 0
inst = sim.SimNet(fan_out, x_tr[:, 1:].T, y_tr, out_dim, lr, lam,
batch_size, num_epoch)
loss = inst.optimize()
accuracy, precision, recall = inst.test(x_tst[:, 1:].T, y_tst)
recall_list.append(recall)
precision_list.append(precision)
W_collection.append(inst.W_list)
b_collection.append(inst.b_list)
accuracy_list.append(accuracy)
else:
raise ValueError
loss_list.append(loss)
print('For data ', name_list[i], ', the average accuracy is: ',
accuracy, '\n')
# Save all parameters
if whitening:
np.save('./parameters/data_whitening/mean_list_val' + str(val_num),
np.array(mean_list))
np.save('./parameters/data_whitening/M_list_val' + str(val_num),
np.array(M_list))
if method == 'dl':
np.save('./parameters/neural_net/W_collection_dl_val' + str(val_num),
np.array(W_collection))
np.save('./parameters/neural_net/b_collection_dl_val' + str(val_num),
np.array(b_collection))
elif method == 'ls':
np.save('./parameters/ridge/w_' + method + '_val' + str(val_num),
np.array(w_list))
elif method == 'log':
np.save('./parameters/logistic/w_' + method + '_val' + str(val_num),
np.array(w_list))
return accuracy_list, precision_list, recall_list, loss_list