def data_preprocess(params):
### Record Concatenation
dataio = DataIO(params['input_path'], params['result_path'])
dataio.read_data()
ctn = Concatenation(dataio)
patient_info, n_feature = ctn.get_concatenation() # patient id: Patient
# static feature and dynamic feature
# dynamic feature{time:feature_value}
### Data Imputation
imp_method = 'simple'
imp = Imputation(patient_info, n_feature)
patient_array = imp.get_imputation(imp_method)
return (dataio, patient_info, patient_array)
def preprocessorMain(self):
self.removeTargetColumn()
while (1):
print("\nTasks (Preprocessing)\n")
for task in self.tasks:
print(task)
while (1):
try:
choice = int(
input(
"\nWhat do you want to do? [enter -1 to exit]: "))
except ValueError:
print("Integer Value required. Try again.....")
continue
break
if choice == -1:
exit()
elif choice == 1:
DataDescription(self.data).describe()
elif choice == 2:
self.data = Imputation(self.data).imputer()
elif choice == 3:
self.data = Categorical(self.data).categoricalMain()
elif choice == 4:
self.data = FeatureScaling(self.data).scaling()
elif choice == 5:
Download(self.data).download()
else:
print("\nWrong choice!! Try again...")
def data_preprocess(params):
### Record Concatenation
dataio = DataIO(params['input_path'], params['map_path'], params['domain'])
dataio.read_data()
dataio.read_label()
ctn = Concatenation(dataio, params['domain'])
patient_info, n_feature, feature_list, feature_range = ctn.get_concatenation()
# patient id: Patient
# static feature and dynamic feature
# dynamic feature{time:feature_value}
### Data Imputation
imp_method = 'simple'
imp = Imputation(patient_info, n_feature)
patient_array, patient_time = imp.get_imputation(imp_method)
### Clinical Data with DTI Generation
cli = CliGen(feature_list, feature_range, ctn.dti_time)
subject_array = cli.get_data(patient_array, patient_time, params['time'])
if True == params['binary']: # only works for discrete clinical features
subject_array = cli.get_binarization()
subject_label = cli.get_label(patient_info, params['labels'], params['time'])
return subject_array, subject_label
def training(self):
# Preparação dos dados
self.imp = Imputation(self.data)
# Seleciona as caracteristicas
self.features = FeatureSelection(self.imp.imputed_data)
data_selected = self.features.data_selected
self.selected_features = self.features.selected_features
# Encontra os padrões ausentes
self.missing_patterns = MissingPatterns(self.data, self.selected_features).missing_patterns
# Realiza o treinamento dos classificadores
#print('test train')
for mpi in self.missing_patterns:
# Seleciona as caracteristicas
cpi = set(self.selected_features) - set(mpi)
data_temp = Instances.copy_instances(data_selected, from_row=0, num_rows=data_selected.num_instances)
data_temp.class_is_last()
# Separa os dados de treinamento
data_temp = self.reduceData(data_temp, cpi, self.data)
# Treina os classificadores com os dados imputados
classifier = Classifier(classname=self.learn_class, options=self.options)
classifier.build_classifier(data_temp)
#print(classifier.distribution_for_instance(data_selected.get_instance(30)))
#!!!!!! Verica o peso de cada classificador (sua acuracia de classificação)
evl = Evaluation(data_temp)
evl.crossvalidate_model(classifier, data_temp, 15, Random(1))
# Adiciona os classificadores treinados ao conjunto de classificadores
my_classifier = MyClassifier(classifier, cpi, 1 - evl.mean_absolute_error)
self.classifiers.add(my_classifier)
parser.add_argument('--chromosomes', help='comma separated values of chromosomes (If not set, imputation for all chromosomes will be performed')
parser.add_argument('--additional_shapeit_parameters', help='Extra command line arguments to pass to SHAPEIT tool', default=' ')
parser.add_argument('--additional_impute2_parameters', help='Extra command line arguments to pass to impute2 tool', default=' ')
parser.add_argument('--position_batch_size', help='Size of the chromosomal size of each imputation batch', default=5000000, type=int)
parser.add_argument('--sample_batch_size', help='Minimum number of samples in imputation batches', default=500, type=int)
parser.add_argument('--reference', help='name of the imputation reference panel')
parser.add_argument('--action', help='Action to do: liftover, phase, impute', choices=['liftover', 'phase', 'impute', 'phase_impute', 'liftover_phase_impute'])
parser.add_argument('--add_reference', help='Add a new reference panel', action='store_true')
parser.add_argument('--backend', help='Execution environment. Default: local', choices=['pbs', 'grid', 'local'], default='local')
parser.add_argument('--chain_file', help='Genomic assembly for the liftover step', default='hg18ToHg19')
parser.add_argument('--nosubmit', help='Create scripts but don\'t submit them for execution', action='store_true')
parser.add_argument('--java_executable', help='java executable. Default: java .This is useful when java is not in the PATH', default='java')
args = parser.parse_args()
imp = Imputation(installation_dir=args.installation_dir, reference_dir=args.reference_dir)
#Check for absolute paths:
check_for_absolute_path('--study', args.study)
check_for_absolute_path('--output', args.output)
check_for_absolute_path('--installation_dir', args.installation_dir)
check_for_absolute_path('--reference_dir', args.reference_dir)
if args.results:
if args.output:
if args.results != args.output:
raise Exception('--results and --output are the same parameters. They have different values')
else:
args.output = args.results
if args.dl_tools:
def main(args):
'''Main function for active sensing.
Args:
- data loading parameters:
- data_names: mimic, ward, cf
- preprocess parameters:
- normalization: minmax, standard, None
- one_hot_encoding: input features that need to be one-hot encoded
- problem: 'one-shot' or 'online'
- 'one-shot': one time prediction at the end of the time-series
- 'online': preditcion at every time stamps of the time-series
- max_seq_len: maximum sequence length after padding
- label_name: the column name for the label(s)
- treatment: the column name for treatments
- imputation parameters:
- static_imputation_model: mean, median, mice, missforest, knn, gain
- temporal_imputation_model: mean, median, linear, quadratic, cubic, spline, mrnn, tgain
- feature selection parameters:
- feature_selection_model: greedy-addtion, greedy-deletion, recursive-addition, recursive-deletion, None
- feature_number: selected featuer number
- active_sensing_model_parameters:
- active_sensing_model_name: asac, deepsensing
- model_name: rnn, lstm, gru
- model_parameters: network parameters such as numer of layers
- h_dim: hidden dimensions
- n_layer: layer number
- n_head: head number (only for transformer model)
- batch_size: number of samples in mini-batch
- epochs: number of epochs
- learning_rate: learning rate
- static_mode: how to utilize static features (concatenate or None)
- time_mode: how to utilize time information (concatenate or None)
- task: classification or regression
'''
#%% Step 0: Set basic parameters
metric_parameters = {
'problem': args.problem,
'label_name': [args.label_name]
}
#%% Step 1: Upload Dataset
# File names
data_directory = '../datasets/data/' + args.data_name + '/' + args.data_name + '_'
data_loader_training = CSVLoader(
static_file=data_directory + 'static_train_data.csv.gz',
temporal_file=data_directory + 'temporal_train_data_eav.csv.gz')
data_loader_testing = CSVLoader(
static_file=data_directory + 'static_test_data.csv.gz',
temporal_file=data_directory + 'temporal_test_data_eav.csv.gz')
dataset_training = data_loader_training.load()
dataset_testing = data_loader_testing.load()
print('Finish data loading.')
#%% Step 2: Preprocess Dataset
# (0) filter out negative values (Automatically)
negative_filter = FilterNegative()
# (1) one-hot encode categorical features
onehot_encoder = OneHotEncoder(
one_hot_encoding_features=[args.one_hot_encoding])
# (2) Normalize features: 3 options (minmax, standard, none)
normalizer = Normalizer(args.normalization)
filter_pipeline = PipelineComposer(negative_filter, onehot_encoder,
normalizer)
dataset_training = filter_pipeline.fit_transform(dataset_training)
dataset_testing = filter_pipeline.transform(dataset_testing)
print('Finish preprocessing.')
#%% Step 3: Define Problem
problem_maker = ProblemMaker(problem=args.problem,
label=[args.label_name],
max_seq_len=args.max_seq_len,
treatment=args.treatment)
dataset_training = problem_maker.fit_transform(dataset_training)
dataset_testing = problem_maker.fit_transform(dataset_testing)
print('Finish defining problem.')
#%% Step 4: Impute Dataset
static_imputation = Imputation(
imputation_model_name=args.static_imputation_model, data_type='static')
temporal_imputation = Imputation(
imputation_model_name=args.temporal_imputation_model,
data_type='temporal')
imputation_pipeline = PipelineComposer(static_imputation,
temporal_imputation)
dataset_training = imputation_pipeline.fit_transform(dataset_training)
dataset_testing = imputation_pipeline.transform(dataset_testing)
print('Finish imputation.')
#%% Step 5: Feature selection (4 options)
static_feature_selection = \
FeatureSelection(feature_selection_model_name = args.static_feature_selection_model,
feature_type = 'static', feature_number = args.static_feature_selection_number,
task = args.task, metric_name = args.metric_name,
metric_parameters = metric_parameters)
temporal_feature_selection = \
FeatureSelection(feature_selection_model_name = args.temporal_feature_selection_model,
feature_type = 'temporal', feature_number = args.temporal_feature_selection_number,
task = args.task, metric_name = args.metric_name,
metric_parameters = metric_parameters)
feature_selection_pipeline = PipelineComposer(static_feature_selection,
temporal_feature_selection)
dataset_training = feature_selection_pipeline.fit_transform(
dataset_training)
dataset_testing = feature_selection_pipeline.transform(dataset_testing)
print('Finish feature selection.')
#%% Step 6: Fit and Predict (6 options)
# Set predictor model parameters
model_parameters = {
'h_dim': args.h_dim,
'n_layer': args.n_layer,
'batch_size': args.batch_size,
'epoch': args.epochs,
'model_type': args.model_name,
'learning_rate': args.learning_rate,
'static_mode': args.static_mode,
'time_mode': args.time_mode,
'verbose': True
}
# Set the validation data for best model saving
dataset_training.train_val_test_split(prob_val=0.2, prob_test=0.0)
active_sensing_class = active_sensing(args.active_sensing_model_name,
model_parameters, args.task)
active_sensing_class.fit(dataset_training)
test_s_hat = active_sensing_class.predict(dataset_testing)
print('Finish original predictor model training and testing.')
#%% Step 7: Visualize Results
idx = np.random.permutation(len(test_s_hat))[:2]
# Visualize the output
print('Future Measurements Recommendation')
print_interpretation(test_s_hat[idx], dataset_testing.feature_name,
metric_parameters, model_parameters)
return
def main(args):
'''Main function for AutoML in time-series predictions.
Args:
- data loading parameters:
- data_names: mimic, ward, cf
- preprocess parameters:
- normalization: minmax, standard, None
- one_hot_encoding: input features that need to be one-hot encoded
- problem: 'one-shot' or 'online'
- 'one-shot': one time prediction at the end of the time-series
- 'online': preditcion at every time stamps of the time-series
- max_seq_len: maximum sequence length after padding
- label_name: the column name for the label(s)
- treatment: the column name for treatments
- imputation parameters:
- static_imputation_model: mean, median, mice, missforest, knn, gain
- temporal_imputation_model: mean, median, linear, quadratic, cubic, spline, mrnn, tgain
- feature selection parameters:
- feature_selection_model: greedy-addtion, greedy-deletion, recursive-addition, recursive-deletion, None
- feature_number: selected featuer number
- predictor_parameters:
- epochs: number of epochs
- bo_itr: bayesian optimization iterations
- static_mode: how to utilize static features (concatenate or None)
- time_mode: how to utilize time information (concatenate or None)
- task: classification or regression
- metric_name: auc, apr, mae, mse
'''
#%% Step 0: Set basic parameters
metric_sets = [args.metric_name]
metric_parameters = {
'problem': args.problem,
'label_name': [args.label_name]
}
#%% Step 1: Upload Dataset
# File names
data_directory = '../datasets/data/' + args.data_name + '/' + args.data_name + '_'
data_loader_training = CSVLoader(
static_file=data_directory + 'static_train_data.csv.gz',
temporal_file=data_directory + 'temporal_train_data_eav.csv.gz')
data_loader_testing = CSVLoader(
static_file=data_directory + 'static_test_data.csv.gz',
temporal_file=data_directory + 'temporal_test_data_eav.csv.gz')
dataset_training = data_loader_training.load()
dataset_testing = data_loader_testing.load()
print('Finish data loading.')
#%% Step 2: Preprocess Dataset
# (0) filter out negative values (Automatically)
negative_filter = FilterNegative()
# (1) one-hot encode categorical features
onehot_encoder = OneHotEncoder(
one_hot_encoding_features=[args.one_hot_encoding])
# (2) Normalize features: 3 options (minmax, standard, none)
normalizer = Normalizer(args.normalization)
filter_pipeline = PipelineComposer(negative_filter, onehot_encoder,
normalizer)
dataset_training = filter_pipeline.fit_transform(dataset_training)
dataset_testing = filter_pipeline.transform(dataset_testing)
print('Finish preprocessing.')
#%% Step 3: Define Problem
problem_maker = ProblemMaker(problem=args.problem,
label=[args.label_name],
max_seq_len=args.max_seq_len,
treatment=[args.treatment])
dataset_training = problem_maker.fit_transform(dataset_training)
dataset_testing = problem_maker.fit_transform(dataset_testing)
print('Finish defining problem.')
#%% Step 4: Impute Dataset
static_imputation = Imputation(
imputation_model_name=args.static_imputation_model, data_type='static')
temporal_imputation = Imputation(
imputation_model_name=args.temporal_imputation_model,
data_type='temporal')
imputation_pipeline = PipelineComposer(static_imputation,
temporal_imputation)
dataset_training = imputation_pipeline.fit_transform(dataset_training)
dataset_testing = imputation_pipeline.transform(dataset_testing)
print('Finish imputation.')
#%% Step 5: Feature selection (4 options)
static_feature_selection = \
FeatureSelection(feature_selection_model_name = args.static_feature_selection_model,
feature_type = 'static', feature_number = args.static_feature_selection_number,
task = args.task, metric_name = args.metric_name,
metric_parameters = metric_parameters)
temporal_feature_selection = \
FeatureSelection(feature_selection_model_name = args.temporal_feature_selection_model,
feature_type = 'temporal', feature_number = args.temporal_feature_selection_number,
task = args.task, metric_name = args.metric_name,
metric_parameters = metric_parameters)
feature_selection_pipeline = PipelineComposer(static_feature_selection,
temporal_feature_selection)
dataset_training = feature_selection_pipeline.fit_transform(
dataset_training)
dataset_testing = feature_selection_pipeline.transform(dataset_testing)
print('Finish feature selection.')
#%% Step 6: Bayesian Optimization
## Model define
model_parameters = {
'projection_horizon': 5,
'static_mode': 'concatenate',
'time_mode': 'concatenate'
}
crn_model = CRN_Model(task=args.task)
crn_model.set_params(**model_parameters)
model_class = crn_model
# train_validate split
dataset_training.train_val_test_split(prob_val=0.2, prob_test=0.2)
# Bayesian Optimization Start
metric = BOMetric(metric='auc', fold=0, split='test')
# Run BO for selected model class
BO_model = AutoTS(dataset_training, model_class, metric)
models, bo_score = BO_model.training_loop(num_iter=2)
auto_ens_model = AutoEnsemble(models, bo_score)
# Prediction
assert not dataset_testing.is_validation_defined
test_y_hat = auto_ens_model.predict(dataset_testing, test_split='test')
test_y = dataset_testing.label
print('Finish AutoML model training and testing.')
#%% Step 7: Visualize Results
idx = np.random.permutation(len(test_y_hat))[:2]
# Evaluate predictor model
result = Metrics(metric_sets,
metric_parameters).evaluate(test_y, test_y_hat)
print('Finish predictor model evaluation.')
# Visualize the output
# (1) Performance
print('Overall performance')
print_performance(result, metric_sets, metric_parameters)
# (2) Predictions
print('Each prediction')
print_prediction(test_y_hat[idx], metric_parameters)
return
def read_split(self, Lpath, target_name):
"""Creates train dataset
Parameters
----------
Lpath : list, defaut = None
List of str paths to load the data
target_name : str, default = None
The name of the target. Works for both classification
(multiclass or not) and regression.
Returns
-------
dict
Dictionnary containing :
- 'train' : pandas dataframe for train dataset
- 'target' : encoded pandas Serie for the target on train set (with dtype='float' for a regression or dtype='int' for a classification)
"""
col = []
col_train = []
df_train = dict()
y_train = dict()
if (type(Lpath) != list):
raise ValueError("You must specify a list of paths "
"to load all the data")
elif (self.to_path is None):
raise ValueError("You must specify a path to save your data "
"and make sure your files are not already saved")
else:
##############################################################
# Reading the files
##############################################################
for path in Lpath:
# Reading each file
df = self.pre_clean(path, drop_duplicate=False)
# Checking if the target exists
if (target_name in df.columns):
is_null = df[target_name].isnull()
train = df
df_train[path] = train[~is_null].drop(target_name, axis=1)
y_train[path] = train[target_name][~is_null]
del df
# Exceptions
if (sum([df_train[path].shape[0]
for path in df_train.keys()]) == 0):
raise ValueError("You have no train dataset. "
"Please check that the "
"target name is correct.")
# Finding the common subset of features
for i, df in enumerate(df_train.values()):
if (i == 0):
col_train = df.columns
else:
col_train = list(set(col_train) & set(df.columns))
col = sorted(list(set(col_train)))
if (self.verbose):
print("")
print("> Number of common features : " + str(len(col)))
##############################################################
# Creating train and target dataframes
##############################################################
print("")
print("gathering and crunching for train datasets ...")
# TODO: Optimize
df_train = pd.concat([df[col] for df in df_train.values()])
y_train = pd.concat([y for y in y_train.values()]) # optimiser !!
# Checking shape of the target
if (type(y_train) == pd.core.frame.DataFrame):
raise ValueError(
"Your train target contains more than two columns !"
" Please check that only one column "
"is named " + target_name)
else:
pass
# Handling indices
if (self.verbose):
print("reindexing for train datasets ...")
if (df_train.index.nunique() < df_train.shape[0]):
df_train.index = range(df_train.shape[0])
if (y_train.index.nunique() < y_train.shape[0]):
y_train.index = range(y_train.shape[0])
# Dropping duplicates
if (self.verbose):
print("dropping training duplicates ...")
# Temp adding target to check (x,y) duplicates...
df_train[target_name] = y_train.values
df_train = df_train.drop_duplicates()
del df_train[target_name]
y_train = y_train.loc[df_train.index] # TODO: Need to reindex ?
# Deleting constant variables
if (self.verbose):
print("dropping constant variables on training set ...")
for var in col:
if (df_train[var].nunique(dropna=False) == 1):
del df_train[var]
# Missing values
sparse_features = (df_train.isnull().sum() /
df_train.shape[0]).sort_values(ascending=False)
sparse = True
if (sparse_features.max() == 0.0):
sparse = False
# Print information
if (self.verbose):
if (sparse):
print("")
print("> " "% missing values on train set:")
print(
np.round(sparse_features[sparse_features > 0.0][:5],
1))
else:
print("")
print("> You have no missing values on train set...")
high_missing_features = sparse_features[
sparse_features > 0.8].index
if len(high_missing_features) > 0:
if (self.verbose):
print("")
print(
f'dropping training set columns with high missing rate: {self.missing_threshold}...'
)
print(F'drop {len(high_missing_features)} columns')
print(high_missing_features)
df_train.drop(high_missing_features, axis=1, inplace=True)
else:
print("")
print(
f'dropping columns with high missing rate >{self.missing_threshold}...'
)
print(f'> No need to dropping!')
if (self.verbose):
print("")
print(
"> Number of categorical features:"
" " +
str(len(df_train.dtypes[df_train.dtypes ==
'object'].index))) # noqa
print(
"> Number of numerical features:"
" " +
str(len(df_train.dtypes[
df_train.dtypes != 'object'].index))) # noqa
print("> Number of training samples : " +
str(df_train.shape[0]))
##############################################################
# Encoding target
##############################################################
task = "classification"
if (y_train.nunique() <= 2):
task = "classification"
else:
if (y_train.dtype == object):
task = "classification"
else:
# no needs to convert into float
pass
if (self.verbose):
print("")
print("> Task : " + task)
if (task == "classification"):
if (self.verbose):
print('Train Traget')
print(y_train.value_counts())
print("")
print("encoding target ...")
enc = LabelEncoder()
y_train = pd.Series(enc.fit_transform(y_train.values),
index=y_train.index,
name=target_name,
dtype='int')
print("training set encoding finished")
else:
if (self.verbose):
print(y_train.describe())
##############################################################
# Dumping
##############################################################
# Creating a folder to save the files and target encoder
try:
os.mkdir(self.to_path)
except OSError:
pass
if (self.to_hdf5):
start_time = time.time()
if (self.verbose):
print("")
print("dumping files into directory : " + self.to_path)
# Temp adding target to dump train file...
df_train[target_name] = y_train.values
df_train.to_hdf(self.to_path + '/df_train.h5', 'train')
del df_train[target_name]
if (self.verbose):
print("train dumped")
else:
pass
if (task == "classification"):
fhand = open(self.to_path + '/target_encoder.obj', 'wb')
pickle.dump(enc, fhand)
fhand.close()
else:
pass
if (self.verbose):
print("")
print("Impute the Missing Values...")
imp = Imputation()
df_train = imp.fit_transform(df_train)
print("")
return {
"train": df_train,
"target": y_train,
}
parser.add_argument('--study', help='Absolute path of the directory off the study panel')
parser.add_argument('--output', help='Absolute path of the output (results) directory')
parser.add_argument('--chromosomes', help='comma separated values of chromosomes (If not set, imputation for all chromosomes will be performed')
parser.add_argument('--additional_shapeit_parameters', help='Extra command line arguments to pass to SHAPEIT tool', default=' ')
parser.add_argument('--additional_impute2_parameters', help='Extra command line arguments to pass to impute2 tool', default=' ')
parser.add_argument('--position_batch_size', help='Size of the chromosomal size of each imputation batch', default=5000000, type=int)
parser.add_argument('--sample_batch_size', help='Minimum number of samples in imputation batches', default=500, type=int)
parser.add_argument('--reference', help='name of the imputation reference panel')
parser.add_argument('--action', help='Action to do: liftover, phase, impute', choices=['liftover', 'phase', 'impute'])
parser.add_argument('--add_reference', help='Add a new reference panel', action='store_true')
parser.add_argument('--backend', help='Execution environment. Default: local', choices=['pbs', 'grid', 'local'], default='local')
parser.add_argument('--nosubmit', help='Create scripts but don\'t submit them for execution', action='store_true')
args = parser.parse_args()
imp = Imputation(tools_dir=args.tools_dir, reference_dir=args.reference_dir)
if args.dl_tools:
imp.install_imputation_tools()
elif args.list:
imp.list_reference_panels()
elif args.dl_reference:
imp.install_reference_panel(args.dl_reference)
elif args.add_reference:
imp.add_custom_reference_panels()
elif args.action:
if not args.study:
def main(args):
"""Main function for AutoML in time-series predictions.
Args:
- data loading parameters:
- data_names: mimic, ward, cf
- preprocess parameters:
- normalization: minmax, standard, None
- one_hot_encoding: input features that need to be one-hot encoded
- problem: 'one-shot' or 'online'
- 'one-shot': one time prediction at the end of the time-series
- 'online': preditcion at every time stamps of the time-series
- max_seq_len: maximum sequence length after padding
- label_name: the column name for the label(s)
- treatment: the column name for treatments
- imputation parameters:
- static_imputation_model: mean, median, mice, missforest, knn, gain
- temporal_imputation_model: mean, median, linear, quadratic, cubic, spline, mrnn, tgain
- feature selection parameters:
- feature_selection_model: greedy-addition, greedy-deletion, recursive-addition, recursive-deletion, None
- feature_number: selected featuer number
- predictor_parameters:
- epochs: number of epochs
- bo_itr: bayesian optimization iterations
- static_mode: how to utilize static features (concatenate or None)
- time_mode: how to utilize time information (concatenate or None)
- task: classification or regression
- metric_name: auc, apr, mae, mse
"""
#%% Step 0: Set basic parameters
metric_sets = [args.metric_name]
metric_parameters = {
"problem": args.problem,
"label_name": [args.label_name]
}
#%% Step 1: Upload Dataset
# File names
data_directory = "../datasets/data/" + args.data_name + "/" + args.data_name + "_"
data_loader_training = CSVLoader(
static_file=data_directory + "static_train_data.csv.gz",
temporal_file=data_directory + "temporal_train_data_eav.csv.gz",
)
data_loader_testing = CSVLoader(
static_file=data_directory + "static_test_data.csv.gz",
temporal_file=data_directory + "temporal_test_data_eav.csv.gz",
)
dataset_training = data_loader_training.load()
dataset_testing = data_loader_testing.load()
print("Finish data loading.")
#%% Step 2: Preprocess Dataset
# (0) filter out negative values (Automatically)
negative_filter = FilterNegative()
# (1) one-hot encode categorical features
onehot_encoder = OneHotEncoder(
one_hot_encoding_features=[args.one_hot_encoding])
# (2) Normalize features: 3 options (minmax, standard, none)
normalizer = Normalizer(args.normalization)
filter_pipeline = PipelineComposer(negative_filter, onehot_encoder,
normalizer)
dataset_training = filter_pipeline.fit_transform(dataset_training)
dataset_testing = filter_pipeline.transform(dataset_testing)
print("Finish preprocessing.")
#%% Step 3: Define Problem
problem_maker = ProblemMaker(problem=args.problem,
label=[args.label_name],
max_seq_len=args.max_seq_len,
treatment=args.treatment)
dataset_training = problem_maker.fit_transform(dataset_training)
dataset_testing = problem_maker.fit_transform(dataset_testing)
print("Finish defining problem.")
#%% Step 4: Impute Dataset
static_imputation = Imputation(
imputation_model_name=args.static_imputation_model, data_type="static")
temporal_imputation = Imputation(
imputation_model_name=args.temporal_imputation_model,
data_type="temporal")
imputation_pipeline = PipelineComposer(static_imputation,
temporal_imputation)
dataset_training = imputation_pipeline.fit_transform(dataset_training)
dataset_testing = imputation_pipeline.transform(dataset_testing)
print("Finish imputation.")
#%% Step 5: Feature selection (4 options)
static_feature_selection = FeatureSelection(
feature_selection_model_name=args.static_feature_selection_model,
feature_type="static",
feature_number=args.static_feature_selection_number,
task=args.task,
metric_name=args.metric_name,
metric_parameters=metric_parameters,
)
temporal_feature_selection = FeatureSelection(
feature_selection_model_name=args.temporal_feature_selection_model,
feature_type="temporal",
feature_number=args.temporal_feature_selection_number,
task=args.task,
metric_name=args.metric_name,
metric_parameters=metric_parameters,
)
feature_selection_pipeline = PipelineComposer(static_feature_selection,
temporal_feature_selection)
dataset_training = feature_selection_pipeline.fit_transform(
dataset_training)
dataset_testing = feature_selection_pipeline.transform(dataset_testing)
print("Finish feature selection.")
#%% Step 6: Bayesian Optimization
## Model define
# RNN model
rnn_parameters = {
"model_type": "lstm",
"epoch": args.epochs,
"static_mode": args.static_mode,
"time_mode": args.time_mode,
"verbose": False,
}
general_rnn = GeneralRNN(task=args.task)
general_rnn.set_params(**rnn_parameters)
# CNN model
cnn_parameters = {
"epoch": args.epochs,
"static_mode": args.static_mode,
"time_mode": args.time_mode,
"verbose": False,
}
temp_cnn = TemporalCNN(task=args.task)
temp_cnn.set_params(**cnn_parameters)
# Transformer
transformer = TransformerPredictor(task=args.task,
epoch=args.epochs,
static_mode=args.static_mode,
time_mode=args.time_mode)
# Attention model
attn_parameters = {
"model_type": "lstm",
"epoch": args.epochs,
"static_mode": args.static_mode,
"time_mode": args.time_mode,
"verbose": False,
}
attn = Attention(task=args.task)
attn.set_params(**attn_parameters)
# model_class_list = [general_rnn, attn, temp_cnn, transformer]
model_class_list = [general_rnn, attn]
# train_validate split
dataset_training.train_val_test_split(prob_val=0.2, prob_test=0.1)
# Bayesian Optimization Start
metric = BOMetric(metric="auc", fold=0, split="test")
ens_model_list = []
# Run BO for each model class
for m in model_class_list:
BO_model = automl.model.AutoTS(dataset_training,
m,
metric,
model_path="tmp/")
models, bo_score = BO_model.training_loop(num_iter=args.bo_itr)
auto_ens_model = AutoEnsemble(models, bo_score)
ens_model_list.append(auto_ens_model)
# Load all ensemble models
for ens in ens_model_list:
for m in ens.models:
m.load_model(BO_model.model_path + "/" + m.model_id + ".h5")
# Stacking algorithm
stacking_ens_model = StackingEnsemble(ens_model_list)
stacking_ens_model.fit(dataset_training, fold=0, train_split="val")
# Prediction
assert not dataset_testing.is_validation_defined
test_y_hat = stacking_ens_model.predict(dataset_testing, test_split="test")
test_y = dataset_testing.label
print("Finish AutoML model training and testing.")
#%% Step 7: Visualize Results
idx = np.random.permutation(len(test_y_hat))[:2]
# Evaluate predictor model
result = Metrics(metric_sets,
metric_parameters).evaluate(test_y, test_y_hat)
print("Finish predictor model evaluation.")
# Visualize the output
# (1) Performance
print("Overall performance")
print_performance(result, metric_sets, metric_parameters)
# (2) Predictions
print("Each prediction")
print_prediction(test_y_hat[idx], metric_parameters)
return
def main():
print('-'*10+'Welcome to ML Preprocessor CLI'+'-'*10+'\n\n')
try:
file_path=sys.argv[1]
if file_path.endswith('.csv')==False:
raise IncorrectFileFormatError("file is not in CSV format")
revised_df=readCSV(file_path)
print('\nScreenshot of independent dataframe:\n')
print(revised_df.head())
print('\n'+'-'*30+'\n')
while True:
print('\nTasks(Preprocessing)')
print('1.Data Description')
print('2.Handling NULL values')
print('3.Encoding Categorical Data')
print('4.Feature Scaling of the Dataset')
print('5.Download the modified Dataset\n')
option=int(input('What do you want to do?(Press -1 to exit):'))
if option==-1:
raise ExitError
elif option==1:
data_desc=DataDescription(revised_df)
while True:
option=data_desc.getOption()
if option==-1:
break
elif option==1:
data_desc.showProperty()
elif option==2:
data_desc.showStats()
elif option==3:
data_desc.showDF()
else:
print('Incorrect option!Try again.')
elif option==2:
impute=Imputation(revised_df)
while True:
option=impute.getOption()
if option==-1:
break
elif option==1:
impute.countNULL()
elif option==2:
revised_df=impute.dropColumn()
elif option==3:
revised_df=impute.fillUtil()
elif option==4:
impute.showDF()
else:
print('Incorrect option!Try again.')
elif option==3:
encode=EncodeCategorical(revised_df)
while True:
option=encode.getOption()
if option==-1:
break
elif option==1:
encode.showCategorical()
elif option==2:
revised_df=encode.performOneHotEncodingUtil()
elif option==3:
encode.showDF()
else:
print('Incorrect option!Try again.')
elif option==4:
while True:
scale=FeatureScaling(revised_df)
option=scale.getOption()
if option==-1:
break
elif option==1:
scale.normalizeUtil()
elif option==2:
scale.standardizeUtil()
elif option==3:
scale.showDF()
else:
print('Incorrect option!Try again.')
elif option==5:
download=Download(revised_df)
download.downloadDataframe()
else:
print('Incorrect option!Try again.')
except IndexError as e:
print('File path missing.',e)
except IncorrectFileFormatError as e:
print('Incorrect file format.',e)
except FileNotFoundError as e:
print('File Not Found!',e)
except ExitError as e:
print(e)
except Exception as e:
print('Incorrect option chosen.',e)
def main(args):
'''Main function for individual treatment effect estimation.
Args:
- data loading parameters:
- data_names: mimic, ward, cf, mimic_antibiotics
- preprocess parameters:
- normalization: minmax, standard, None
- one_hot_encoding: input features that need to be one-hot encoded
- problem: 'online'
- 'online': preiction at every time stamps of the time-series
- max_seq_len: maximum sequence length after padding
- label_name: the column name for the label(s)
- treatment: the column name for treatments
- imputation parameters:
- static_imputation_model: mean, median, mice, missforest, knn, gain
- temporal_imputation_model: mean, median, linear, quadratic, cubic, spline, mrnn, tgain
- feature selection parameters:
- feature_selection_model: greedy-addtion, greedy-deletion, recursive-addition, recursive-deletion, None
- feature_number: selected featuer number
- treatment effects model parameters:
- model_name: CRN, RMSN, GANITE
Each model has different types of hyperparameters that need to be set.
- Parameters needed for the Counterfactual Recurrent Network (CRN):
- hyperparameters for encoder:
- rnn_hidden_units: hidden dimensions in the LSTM unit
- rnn_keep_prob: keep probability used for variational dropout in the LSTM unit
- br_size: size of the balancing representation
- fc_hidden_units: hidden dimensions of the fully connected layers used for treatment classifier and predictor
- batch_size: number of samples in mini-batch
- num_epochs: number of epochs
- learning_rate: learning rate
- max_alpha: alpha controls the trade-off between building tratment invariant representations (domain
discrimination) and being able to predict outcomes (outcome prediction); during training, CRN uses an
exponentially increasing schedule for alpha from 0 to max_alpha.
- hyperparameters for decoder:
- the decoder requires the same hyperparameters as the encoder with the exception of the rnn_hidden_units
which is set to be equal to the br_size of the encoder
- Parameters for Recurrent Marginal Structural Networks (RMSN):
- hyperparameters for encoder:
- dropout_rate: dropout probability used for variational
- rnn_hidden_units: hidden dimensions in the LSTM unit
- batch_size: number of samples in mini-batch
- num_epochs: number of epochs
- learning_rate: learning rate
- max_norm: max gradient norm used for gradient clipping during training
- hyperparameters for decoder:
- the decoder requires the same hyperparameters as the encoder.
- model_dir: directory where the model is saved
- model_name: name of the saved model
- Parameters for GANITE:
- batch size: number of samples in mini-batch
- alpha: parameter trading off between discriminator loss and supervised loss for the generator training
- learning_rate: learning rate
- hidden_units: hidden dimensions of the fully connected layers used in the networks
- stack_dim: number of timesteps to stack
All models have the following common parameters:
- static_mode: how to utilize static features (concatenate or None)
- time_mode: how to utilize time information (concatenate or None)
- taks: 'classification' or 'regression'
- metric_name: auc, apr, mae, mse (used for factual prediction)
- patient id: patient for which counterfactual trajectories are computed
- timestep: timestep in patient trajectory for estimating counterfactuals
'''
# %% Step 0: Set basic parameters
metric_sets = [args.metric_name]
metric_parameters = {
'problem': args.problem,
'label_name': [args.label_name]
}
# %% Step 1: Upload Dataset
# File names
data_directory = '../datasets/data/' + args.data_name + '/' + args.data_name + '_'
data_loader_training = CSVLoader(
static_file=data_directory + 'static_train_data.csv.gz',
temporal_file=data_directory + 'temporal_train_data_eav.csv.gz')
data_loader_testing = CSVLoader(
static_file=data_directory + 'static_test_data.csv.gz',
temporal_file=data_directory + 'temporal_test_data_eav.csv.gz')
dataset_training = data_loader_training.load()
dataset_testing = data_loader_testing.load()
print('Finish data loading.')
# %% Step 2: Preprocess Dataset
# (0) filter out negative values (Automatically)
negative_filter = FilterNegative()
# (1) one-hot encode categorical features
onehot_encoder = OneHotEncoder(
one_hot_encoding_features=[args.one_hot_encoding])
# (2) Normalize features: 3 options (minmax, standard, none)
normalizer = Normalizer(args.normalization)
filter_pipeline = PipelineComposer(negative_filter, onehot_encoder,
normalizer)
dataset_training = filter_pipeline.fit_transform(dataset_training)
dataset_testing = filter_pipeline.transform(dataset_testing)
print('Finish preprocessing.')
# %% Step 3: Define Problem
problem_maker = ProblemMaker(problem=args.problem,
label=[args.label_name],
max_seq_len=args.max_seq_len,
treatment=[args.treatment])
dataset_training = problem_maker.fit_transform(dataset_training)
dataset_testing = problem_maker.fit_transform(dataset_testing)
print('Finish defining problem.')
# %% Step 4: Impute Dataset
static_imputation = Imputation(
imputation_model_name=args.static_imputation_model, data_type='static')
temporal_imputation = Imputation(
imputation_model_name=args.temporal_imputation_model,
data_type='temporal')
imputation_pipeline = PipelineComposer(static_imputation,
temporal_imputation)
dataset_training = imputation_pipeline.fit_transform(dataset_training)
dataset_testing = imputation_pipeline.transform(dataset_testing)
print('Finish imputation.')
# %% Step 5: Feature selection (4 options)
static_feature_selection = \
FeatureSelection(feature_selection_model_name=args.static_feature_selection_model,
feature_type='static', feature_number=args.static_feature_selection_number,
task=args.task, metric_name=args.metric_name,
metric_parameters=metric_parameters)
temporal_feature_selection = \
FeatureSelection(feature_selection_model_name=args.temporal_feature_selection_model,
feature_type='temporal', feature_number=args.temporal_feature_selection_number,
task=args.task, metric_name=args.metric_name,
metric_parameters=metric_parameters)
feature_selection_pipeline = PipelineComposer(static_feature_selection,
temporal_feature_selection)
dataset_training = feature_selection_pipeline.fit_transform(
dataset_training)
dataset_testing = feature_selection_pipeline.transform(dataset_testing)
print('Finish feature selection.')
# %% Step 6: Fit treatment effects (3 options)
# Set the validation data for best model saving
dataset_training.train_val_test_split(prob_val=0.2, prob_test=0.0)
# Set the treatment effects model
model_name = args.model_name
# Set treatment effects model parameters
if model_name == 'CRN':
model_parameters = {
'encoder_rnn_hidden_units': args.crn_encoder_rnn_hidden_units,
'encoder_br_size': args.crn_encoder_br_size,
'encoder_fc_hidden_units': args.crn_encoder_fc_hidden_units,
'encoder_learning_rate': args.crn_encoder_learning_rate,
'encoder_batch_size': args.crn_encoder_batch_size,
'encoder_keep_prob': args.crn_encoder_keep_prob,
'encoder_num_epochs': args.crn_encoder_num_epochs,
'encoder_max_alpha': args.crn_encoder_max_alpha,
'decoder_br_size': args.crn_decoder_br_size,
'decoder_fc_hidden_units': args.crn_decoder_fc_hidden_units,
'decoder_learning_rate': args.crn_decoder_learning_rate,
'decoder_batch_size': args.crn_decoder_batch_size,
'decoder_keep_prob': args.crn_decoder_keep_prob,
'decoder_num_epochs': args.crn_decoder_num_epochs,
'decoder_max_alpha': args.crn_decoder_max_alpha,
'projection_horizon': args.projection_horizon,
'static_mode': args.static_mode,
'time_mode': args.time_mode
}
treatment_model = treatment_effects_model(model_name,
model_parameters,
task='classification')
treatment_model.fit(dataset_training)
elif model_name == 'RMSN':
hyperparams_encoder_iptw = {
'dropout_rate': args.rmsn_encoder_dropout_rate,
'memory_multiplier': args.rmsn_encoder_memory_multiplier,
'num_epochs': args.rmsn_encoder_num_epochs,
'batch_size': args.rmsn_encoder_batch_size,
'learning_rate': args.rmsn_encoder_learning_rate,
'max_norm': args.rmsn_encoder_max_norm
}
hyperparams_decoder_iptw = {
'dropout_rate': args.rmsn_decoder_dropout_rate,
'memory_multiplier': args.rmsn_decoder_memory_multiplier,
'num_epochs': args.rmsn_decoder_num_epochs,
'batch_size': args.rmsn_decoder_batch_size,
'learning_rate': args.rmsn_decoder_learning_rate,
'max_norm': args.rmsn_decoder_max_norm
}
model_parameters = {
'hyperparams_encoder_iptw': hyperparams_encoder_iptw,
'hyperparams_decoder_iptw': hyperparams_decoder_iptw,
'model_dir': args.rmsn_model_dir,
'model_name': args.rmsn_model_name,
'static_mode': args.static_mode,
'time_mode': args.time_mode
}
treatment_model = treatment_effects_model(model_name,
model_parameters,
task='classification')
treatment_model.fit(dataset_training,
projection_horizon=args.projection_horizon)
elif model_name == 'GANITE':
hyperparams = {
'batch_size': args.ganite_batch_size,
'alpha': args.ganite_alpha,
'hidden_dims': args.ganite_hidden_dims,
'learning_rate': args.ganite_learning_rate
}
model_parameters = {
'hyperparams': hyperparams,
'stack_dim': args.ganite_stack_dim,
'static_mode': args.static_mode,
'time_mode': args.time_mode
}
treatment_model = treatment_effects_model(model_name,
model_parameters,
task='classification')
treatment_model.fit(dataset_training)
test_y_hat = treatment_model.predict(dataset_testing)
print('Finish treatment effects model training and testing.')
# %% Step 9: Visualize Results
# Evaluate predictor model
result = Metrics(metric_sets,
metric_parameters).evaluate(dataset_testing.label,
test_y_hat)
print('Finish predictor model evaluation.')
# Visualize the output
# (1) Performance on estimating factual outcomes
print('Overall performance on estimating factual outcomes')
print_performance(result, metric_sets, metric_parameters)
# (2) Counterfactual trajectories
print('Counterfactual trajectories')
if model_name in ['CRN', 'RMSN']:
# Predict and visualize counterfactuals for the sequence of treatments indicated by the user
# through the treatment_options. The lengths of each sequence of treatments needs to be projection_horizon + 1.
treatment_options = np.array([[[1], [1], [1], [1], [1], [0]],
[[0], [0], [0], [0], [1], [1]]])
history, counterfactual_traj = treatment_model.predict_counterfactual_trajectories(
dataset=dataset_testing,
patient_id=args.patient_id,
timestep=args.timestep,
treatment_options=treatment_options)
print_counterfactual_predictions(
patient_history=history,
treatment_options=treatment_options,
counterfactual_predictions=counterfactual_traj)
return
def main(args):
"""Main function for time-series prediction.
Args:
- data loading parameters:
- data_names: mimic, ward, cf
- preprocess parameters:
- normalization: minmax, standard, None
- one_hot_encoding: input features that need to be one-hot encoded
- problem: 'one-shot' or 'online'
- 'one-shot': one time prediction at the end of the time-series
- 'online': prediction at every time stamps of the time-series
- max_seq_len: maximum sequence length after padding
- label_name: the column name for the label(s)
- treatment: the column name for treatments
- imputation parameters:
- static_imputation_model: mean, median, mice, missforest, knn, gain
- temporal_imputation_model: mean, median, linear, quadratic, cubic, spline, mrnn, tgain
- feature selection parameters:
- feature_selection_model: greedy-addition, greedy-deletion, recursive-addition, recursive-deletion, None
- feature_number: selected feature number
- predictor_parameters:
- model_name: rnn, gru, lstm, attention, tcn, transformer
- model_parameters: network parameters such as number of layers
- h_dim: hidden dimensions
- n_layer: layer number
- n_head: head number (only for transformer model)
- batch_size: number of samples in mini-batch
- epochs: number of epochs
- learning_rate: learning rate
- static_mode: how to utilize static features (concatenate or None)
- time_mode: how to utilize time information (concatenate or None)
- task: classification or regression
- uncertainty_model_name: uncertainty estimation model name (ensemble)
- interpretation_model_name: interpretation model name (tinvase)
- metric_name: auc, apr, mae, mse
"""
#%% Step 0: Set basic parameters
metric_sets = [args.metric_name]
metric_parameters = {
"problem": args.problem,
"label_name": [args.label_name]
}
#%% Step 1: Upload Dataset
# File names
data_directory = "../datasets/data/" + args.data_name + "/" + args.data_name + "_"
data_loader_training = CSVLoader(
static_file=data_directory + "static_train_data.csv.gz",
temporal_file=data_directory + "temporal_train_data_eav.csv.gz",
)
data_loader_testing = CSVLoader(
static_file=data_directory + "static_test_data.csv.gz",
temporal_file=data_directory + "temporal_test_data_eav.csv.gz",
)
dataset_training = data_loader_training.load()
dataset_testing = data_loader_testing.load()
print("Finish data loading.")
#%% Step 2: Preprocess Dataset
# (0) filter out negative values (Automatically)
negative_filter = FilterNegative()
# (1) one-hot encode categorical features
onehot_encoder = OneHotEncoder(
one_hot_encoding_features=[args.one_hot_encoding])
# (2) Normalize features: 3 options (minmax, standard, none)
normalizer = Normalizer(args.normalization)
filter_pipeline = PipelineComposer(negative_filter, onehot_encoder,
normalizer)
dataset_training = filter_pipeline.fit_transform(dataset_training)
dataset_testing = filter_pipeline.transform(dataset_testing)
print("Finish preprocessing.")
#%% Step 3: Define Problem
problem_maker = ProblemMaker(problem=args.problem,
label=[args.label_name],
max_seq_len=args.max_seq_len,
treatment=args.treatment)
dataset_training = problem_maker.fit_transform(dataset_training)
dataset_testing = problem_maker.fit_transform(dataset_testing)
print("Finish defining problem.")
#%% Step 4: Impute Dataset
static_imputation = Imputation(
imputation_model_name=args.static_imputation_model, data_type="static")
temporal_imputation = Imputation(
imputation_model_name=args.temporal_imputation_model,
data_type="temporal")
imputation_pipeline = PipelineComposer(static_imputation,
temporal_imputation)
dataset_training = imputation_pipeline.fit_transform(dataset_training)
dataset_testing = imputation_pipeline.transform(dataset_testing)
print("Finish imputation.")
#%% Step 5: Feature selection (4 options)
static_feature_selection = FeatureSelection(
feature_selection_model_name=args.static_feature_selection_model,
feature_type="static",
feature_number=args.static_feature_selection_number,
task=args.task,
metric_name=args.metric_name,
metric_parameters=metric_parameters,
)
temporal_feature_selection = FeatureSelection(
feature_selection_model_name=args.temporal_feature_selection_model,
feature_type="temporal",
feature_number=args.temporal_feature_selection_number,
task=args.task,
metric_name=args.metric_name,
metric_parameters=metric_parameters,
)
feature_selection_pipeline = PipelineComposer(static_feature_selection,
temporal_feature_selection)
dataset_training = feature_selection_pipeline.fit_transform(
dataset_training)
dataset_testing = feature_selection_pipeline.transform(dataset_testing)
print("Finish feature selection.")
#%% Step 6: Fit and Predict (6 options)
# Set predictor model parameters
model_parameters = {
"h_dim": args.h_dim,
"n_layer": args.n_layer,
"n_head": args.n_head,
"batch_size": args.batch_size,
"epoch": args.epochs,
"model_type": args.model_name,
"learning_rate": args.learning_rate,
"static_mode": args.static_mode,
"time_mode": args.time_mode,
"verbose": True,
}
# Set the validation data for best model saving
dataset_training.train_val_test_split(prob_val=0.2, prob_test=0.0)
pred_class = prediction(args.model_name, model_parameters, args.task)
pred_class.fit(dataset_training)
test_y_hat = pred_class.predict(dataset_testing)
print("Finish predictor model training and testing.")
#%% Step 7: Estimate Uncertainty (1 option)
uncertainty_model = uncertainty(args.uncertainty_model_name,
model_parameters, pred_class, args.task)
uncertainty_model.fit(dataset_training)
test_ci_hat = uncertainty_model.predict(dataset_testing)
print("Finish uncertainty estimation")
#%% Step 8: Interpret Predictions (1 option)
interpretor = interpretation(args.interpretation_model_name,
model_parameters, pred_class, args.task)
interpretor.fit(dataset_training)
test_s_hat = interpretor.predict(dataset_testing)
print("Finish model interpretation")
#%% Step 9: Visualize Results
idx = np.random.permutation(len(test_y_hat))[:2]
# Evaluate predictor model
result = Metrics(metric_sets,
metric_parameters).evaluate(dataset_testing.label,
test_y_hat)
print("Finish predictor model evaluation.")
# Visualize the output
# (1) Performance
print("Overall performance")
print_performance(result, metric_sets, metric_parameters)
# (2) Predictions
print("Each prediction")
print_prediction(test_y_hat[idx], metric_parameters)
# (3) Uncertainty
print("Uncertainty estimations")
print_uncertainty(test_y_hat[idx], test_ci_hat[idx], metric_parameters)
# (4) Model interpretation
print("Model interpretation")
print_interpretation(test_s_hat[idx], dataset_training.feature_name,
metric_parameters, model_parameters)
return
