def __init__(self):
bank_full = pd.read_csv('data/bank_full_w_dummy_vars.csv')
X = bank_full.ix[:,(18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36)].values
y = bank_full.ix[:,17].values
LogReg = LogisticRegression()
LogReg.fit(X, y)
self.model = LogReg
def lg_k_folds(X_train, y_train, lr, b, epochs, lamda, bias, k=5, verbose=False):
results = {
'accuracy': [],
'recall': [],
'precision': []
}
metric_means = {}
accuracy = Accuracy()
recall = Recall()
precision = Precision()
chunk_size = int(len(X_train) / k)
logistic_regression = LogisticRegression(bias)
for i in range(0, len(X_train), chunk_size):
end = i + chunk_size if i + chunk_size <= len(X_train) else len(X_train)
new_X_valid = X_train[i: end]
new_y_valid = y_train[i: end]
new_X_train = np.concatenate([X_train[: i], X_train[end:]])
new_y_train = np.concatenate([y_train[: i], y_train[end:]])
logistic_regression.fit(new_X_train, new_y_train, lr, b, epochs, lamda, verbose=verbose)
predictions = logistic_regression.predict(new_X_valid)
results['accuracy'].append(accuracy(new_y_valid, predictions))
results['recall'].append(recall(new_y_valid, predictions))
results['precision'].append(precision(new_y_valid, predictions))
metric_means['accuracy'] = np.mean(results['accuracy'])
metric_means['recall'] = np.mean(results['recall'])
metric_means['precision'] = np.mean(results['precision'])
return metric_means
def k_fold_plot(data, k, rate, lambs, iteration, category):
costList = []
df = data[0]
tdf = data[1]
lens = len(df.columns)
data_split = np.array_split(df, k)
best_l = np.inf
max_acc = -np.inf
for l in range(len(lambs)):
lam = lambs[l]
# print("lam=%f" %lam)
accuracy = 0
# print("rate=%f" %rate)
for i in range(0, k, 1):
dfk = pd.concat([df, data_split[i]]).drop_duplicates(keep=False)
vdfk = data_split[i]
X = dfk.iloc[:, 0:lens - 1]
Y = dfk.iloc[:, lens - 1:lens]
pX = vdfk.iloc[:, 0:lens - 1]
pY = vdfk.iloc[:, lens - 1:lens]
nX, nPx = data_normalized(np.array(X), np.array(pX))
nX = pd.DataFrame(nX).astype(float)
nPx = pd.DataFrame(nPx).astype(float)
model = LogisticRegression(np.zeros((1, len(nX.columns)), float))
costList = np.append(
costList, model.fit(nX, np.array(Y), rate, lam, iteration))
prediction = model.predict(nPx, category)
accuracy += model.evaluate_acc(pY, prediction)
mean_acc = accuracy / k
if mean_acc > max_acc:
max_acc = mean_acc
best_l = l
X = df.iloc[:, 0:lens - 1]
Y = df.iloc[:, lens - 1:lens]
pX = tdf.iloc[:, 0:lens - 1]
pY = tdf.iloc[:, lens - 1:lens]
nX, nPx = data_normalized(np.array(X), np.array(pX))
nX = pd.DataFrame(nX).astype(float)
nPx = pd.DataFrame(nPx).astype(float)
# print(rates[best_r])
# print(lambs[best_l])
model = LogisticRegression(np.zeros((1, len(nX.columns)), float))
costList = np.append(
costList, model.fit(nX, np.array(Y), rate, lambs[best_l], iteration))
prediction = model.predict(nPx, category)
acc = model.evaluate_acc(pY, prediction)
matrix = model.confusion_matrix(pY, prediction, category)
print(matrix)
return acc, costList
class LogisticRegressionExperiment(object):
def __init__(self):
self._data_set = get_pick_data("LogisticRegression")
self._num_features = self._data_set.dynamic_features.shape[1]
self._time_steps = 1
self._n_output = 1
self._model_format()
self._check_path()
def _model_format(self):
learning_rate, max_loss, max_pace, ridge, batch_size, hidden_size, epoch, dropout = lr_setup.all
self._model = LogisticRegression(
num_features=self._num_features,
time_steps=self._time_steps,
n_output=self._n_output,
batch_size=batch_size,
epochs=epoch,
output_n_epoch=ExperimentSetup.output_n_epochs,
learning_rate=learning_rate,
max_loss=max_loss,
dropout=dropout,
max_pace=max_pace,
ridge=ridge)
def _check_path(self):
if not os.path.exists("result_9_16_0"):
os.makedirs("result_9_16_0")
self._filename = "result_9_16_0" + "/" + self._model.name + " " + \
time.strftime("%Y-%m-%d-%H-%M-%S", time.localtime())
def do_experiments(self):
n_output = 1
dynamic_features = self._data_set.dynamic_features
labels = self._data_set.labels
# tol_test_index = np.zeros(shape=0, dtype=np.int32)
tol_pred = np.zeros(shape=(0, n_output))
tol_label = np.zeros(shape=(0, n_output), dtype=np.int32)
train_dynamic_features, test_dynamic_features, train_labels, test_labels = \
split_logistic_data(dynamic_features,labels)
for i in range(5):
train_dynamic_res, train_labels_res = imbalance_preprocess(
train_dynamic_features[i], train_labels[i],
'LogisticRegression')
train_set = DataSet(train_dynamic_res, train_labels_res)
test_set = DataSet(test_dynamic_features[i].reshape(-1, 92),
test_labels[i].reshape(-1, 1))
self._model.fit(train_set, test_set)
y_score = self._model.predict(test_set)
tol_pred = np.vstack((tol_pred, y_score))
tol_label = np.vstack((tol_label, test_labels[i]))
print("Cross validation: {} of {}".format(i, 5),
time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))
tol_test_index = np.arange(labels.shape[0] * labels.shape[1])
evaluate(tol_test_index, tol_label, tol_pred, self._filename)
self._model.close()
def train_lr(self, cid):
params = {
"offline_model_dir": PROJECT_ROOT+"/ltr/weights/lr",
}
params.update(self.params_common)
X_train, X_valid = self.load_data_by_id("train", cid), self.load_data_by_id("vali", cid)
model = LogisticRegression("ranking", params, self.logger)
model.fit(X_train, validation_data=X_valid)
model.save_session()
def logistic_test():
n_samples = 100
np.random.seed(0)
X_train = np.random.normal(size=n_samples)
y_train = (X_train > 0).astype(float)
X_train[X_train > 0] *= 4
X_train += 0.3 * np.random.normal(size=n_samples)
X_train = X_train[:, np.newaxis]
X, y = make_classification(
n_features=1,
n_classes=2,
n_redundant=0,
n_informative=1,
n_clusters_per_class=1,
class_sep=0.75,
shuffle=True,
random_state=0,
)
X_train, X_test, y_train, y_test = train_test_split(X,
y,
test_size=0.33,
random_state=0)
df_test = pd.DataFrame(data=[X_test.flatten(), y_test]).T
df_test.columns = ["X", "y"]
lr = LogisticRegression()
lr.fit(X_train, y_train)
y_pred = lr.predict(X_test)
score = [1 if yi == yi_pred else 0 for yi, yi_pred in zip(y_test, y_pred)]
print(np.sum(score) / len(score))
# and plot the result
plt.figure(1, figsize=(4, 3))
plt.clf()
plt.scatter(X_train.ravel(), y_train, color="black", zorder=20)
df_test["loss"] = expit(X_test * lr.theta + lr.bias).ravel()
df_test = df_test.sort_values("X")
plt.plot(df_test["X"], df_test["loss"], color="red", linewidth=3)
ols = LinearRegression()
ols.fit(X_train, y_train)
plt.plot(X_test, ols.theta * X_test + ols.bias, linewidth=1)
plt.axhline(0.5, color=".5")
plt.ylabel("y")
plt.xlabel("X")
plt.xticks(range(-5, 10))
plt.yticks([0, 0.5, 1])
plt.ylim(-0.25, 1.25)
plt.xlim(-2, 2)
plt.legend(
("Logistic Regression Model", "Linear Regression Model"),
loc="lower right",
fontsize="small",
)
plt.tight_layout()
plt.show()
class LogisticRegressionExperiment(object):
def __init__(self, event_type):
self._event_type = event_type
self._data_set = read_data(event_type)
self._num_features = self._data_set.dynamic_feature.shape[2]
self._time_steps = self._data_set.dynamic_feature.shape[1]
self._n_output = self._data_set.labels.shape[1]
print(event_type)
self._model_format()
self._check_path()
def _model_format(self):
if self._event_type == "qx":
learning_rate, max_loss, max_pace, lasso, ridge = lr_qx_setup.all
elif self._event_type == "cx":
learning_rate, max_loss, max_pace, lasso, ridge = lr_cx_setup.all
else:
learning_rate, max_loss, max_pace, lasso, ridge = lr_xycj_setup.all
self._model = LogisticRegression(
num_features=self._num_features,
time_steps=self._time_steps,
n_output=self._n_output,
batch_size=ExperimentSetup.batch_size,
epochs=ExperimentSetup.epochs,
output_n_epoch=ExperimentSetup.output_n_epochs,
learning_rate=learning_rate,
max_loss=max_loss,
max_pace=max_pace,
lasso=lasso,
ridge=ridge)
def _check_path(self):
if not os.path.exists("average_result_cx_TEST" + self._event_type):
os.makedirs("average_result_cx_TEST" + self._event_type)
self._filename = "average_result_cx_TEST" + self._event_type + "/" + self._model.name + " " + time.strftime(
"%Y-%m-%d-%H-%M-%S", time.localtime())
def do_experiments(self):
dynamic_feature = self._data_set.dynamic_feature
labels = self._data_set.labels
kf = sklearn.model_selection.StratifiedKFold(
n_splits=ExperimentSetup.kfold, shuffle=False)
n_output = labels.shape[1] # classes
tol_test_index = np.zeros(shape=0, dtype=np.int32)
tol_pred = np.zeros(shape=(0, n_output))
tol_label = np.zeros(shape=(0, n_output), dtype=np.int32)
i = 1
for train_idx, test_idx in kf.split(X=dynamic_feature,
y=labels.reshape(-1)): # 五折交叉
train_dynamic = dynamic_feature[train_idx]
train_y = labels[train_idx]
train_dynamic_res, train_y_res = imbalance_preprocess(
train_dynamic, train_y) # SMOTE过采样方法处理不平衡数据集
test_dynamic = dynamic_feature[test_idx]
test_y = labels[test_idx]
train_set = DataSet(train_dynamic_res, train_y_res)
test_set = DataSet(test_dynamic, test_y)
self._model.fit(train_set, test_set, self._event_type)
y_score = self._model.predict(test_set)
tol_test_index = np.concatenate((tol_test_index, test_idx))
tol_pred = np.vstack((tol_pred, y_score))
tol_label = np.vstack((tol_label, test_y))
print(
"Cross validation: {} of {}".format(i, ExperimentSetup.kfold),
time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))
i += 1
evaluate(tol_test_index, tol_label, tol_pred, self._filename)
self._model.close()
acc = metric['accuracy']
rec = metric['recall']
pre = metric['precision']
print(
f'\n\nLearning rate {best_lr}: accuracy={acc}\trecall={rec}\tprecision={pre}'
)
print('*************\n\n')
# 4 - Regresión Logística con mini-batch y regularización ridge
# 4.a - Fit del modelo obtenido
print("MEJOR MODELO OBTENIDO (Least Square)")
print(f'Hiperparametros: bias: {best_bias} \t Learning Rate {best_lr} \t')
logistic_regression = LogisticRegression(best_bias)
logistic_regression.fit(X_train, y_train.reshape(-1, 1), best_lr, b, epochs,
None)
predictions = logistic_regression.predict(X_test)
metrics = [Accuracy(), Precision(), Recall()]
results = {}
for metric in metrics:
name = metric.__class__.__name__
results[name] = metric(y_test, predictions[:, 0])
print('{metric}: {value}'.format(metric=name, value=results[name]))
print('*************\n\n')
"""
Se una entrena un modelo de regresión logística con regularización Ridge como función de costo.
Se agrega un segundo término a la función basada en least squares. Este término se conoce como shrinkage penalty y
tiene como efecto que los coeficientes que minimizan la expresión se sean pequenos, tendiendo a cero a medida que el
valor de lambda crece. Básicamente restringe al norma del vector de parámetros.
La ventaja de usar este método se explica por el trade-off entre varianza y bias. Lambda hace más rígido
el modelo a medida que crece, con el consecuente incremento de la varianza y reducción del bias. El resultado debería
