# for i in range(0,Total_data_number):
for z in randomized_list:
temp_feature.append(feature_list_of_all_instances[z])
temp_class.append(class_list_of_all_instances[z])
# continue
feature_list_of_all_instances = temp_feature
class_list_of_all_instances = temp_class
# feature_list_of_all_instances = feature_list_of_all_instances.tolist()
# class_list_of_all_instances = class_list_of_all_instances.tolist()
data = []
for i in range(0, Total_data_number):
data.append(i)
#
kf = cross_validation.KFold(Total_data_number, n_folds=5, shuffle=True)
#
# # Cs = numpy.logspace(-6, -1, 10)
#
# # clf = GridSearchCV(estimator='svc',param_grid=dict(C = Cs) , n_jobs=-1 )
#
#
print("Starting K fold data to Svm ... ")
l = 0
for iteration, data in enumerate(kf, start=1):
# print(iteration, data[0], data[1])
train_set_indexes = data[0]
test_set_indexes = data[1]
temp_total_dataset = []
# parser.add_argument("last_sub_idx", help="last sub",
# type=int, default=len(all_subjects))
args = parser.parse_args()
start_idx = args.start_sub_idx
end_idx = args.end_sub_idx
for experiment_counter, subject in enumerate(all_subjects[start_idx:end_idx]):
file_name = os.path.join(data_base_dir, subject)
all_data_per_char, target_per_char, train_mode_per_block, all_data_per_char_as_matrix, target_per_char_as_matrix = create_data_rep_training(
file_name, -200, 800, downsampe_params=8)
for rep_per_sub, cross_validation_indexes in enumerate(list(cross_validation.KFold(len(train_mode_per_block)/10, n_folds=4,
random_state=42, shuffle=True))):
# seperate randomally
batch_size = 20
select = 1
train_as_p300 = False
train_indexes = train_mode_per_block == 1
validation_indexes = train_mode_per_block == 2
test_indexes = train_mode_per_block != 1
if train_as_p300:
testdex = testing.index
else:
training = pd.read_csv('../input/train.csv',
index_col="item_id",
parse_dates=["activation_date"])
traindex = training.index
testing = pd.read_csv('../input/test.csv',
index_col="item_id",
parse_dates=["activation_date"])
testdex = testing.index
ntrain = training.shape[0]
ntest = testing.shape[0]
kf = cross_validation.KFold(ntrain,
n_folds=NFOLDS,
shuffle=True,
random_state=SEED)
y = training.deal_probability.copy()
training.drop("deal_probability", axis=1, inplace=True)
print('Train shape: {} Rows, {} Columns'.format(*training.shape))
print('Test shape: {} Rows, {} Columns'.format(*testing.shape))
print("Combine Train and Test")
df = pd.concat([training, testing], axis=0)
del training, testing
gc.collect()
categorical = [
"region", "city", "parent_category_name", "category_name", "user_type",
"image_top_1", "param_1", "param_2", "param_3"
print("Finished feature extraction over {} windows".format(len(X)))
print("Unique labels found: {}".format(set(y)))
sys.stdout.flush()
# %%---------------------------------------------------------------------------
#
# Train & Evaluate Classifier
#
# -----------------------------------------------------------------------------
n = len(y)
n_classes = len(class_names)
# TODO: Train your classifier!
cv = cross_validation.KFold(n, n_folds=10, shuffle=False, random_state=None)
tree = DecisionTreeClassifier(criterion="entropy", max_depth=3)
dtavgacc = 0.0
dtavgprecision = 0.0
dtavgrecall = 0.0
for i, (train_indexes, test_indexes) in enumerate(cv):
X_train = X[train_indexes, :]
y_train = y[train_indexes]
X_test = X[test_indexes, :]
y_test = y[test_indexes]
tree.fit(X_train, y_train)
y_pred = tree.predict(X_test)
conf = confusion_matrix(y_test, y_pred, labels=[0,1,2])
dtaccuracy1 = tree.score(X_test, y_test)
def trainAndTestNet():
unsupervisedData, data, labels = createTrainingSet()
print np.unique(np.argmax(labels, axis=1))
print "data.shape"
print data.shape
print "labels.shape"
print labels.shape
# Random data for training and testing
kf = cross_validation.KFold(n=len(data), k=5)
for train, test in kf:
break
print data
data = common.scale(data)
unsupervisedData = None
activationFunction = activationfunctions.Rectified()
rbmActivationFunctionVisible = activationfunctions.Identity()
rbmActivationFunctionHidden = activationfunctions.RectifiedNoisy()
unsupervisedLearningRate = 0.0001
supervisedLearningRate = 0.001
momentumMax = 0.99
trainData = data[train]
trainLabels = labels[train]
# net = db.DBN(4, [1200, 1500, 1000, len(args.emotions)],
# binary=False,
# activationFunction=activationFunction,
# rbmActivationFunctionVisible=rbmActivationFunctionVisible,
# rbmActivationFunctionHidden=rbmActivationFunctionHidden,
# unsupervisedLearningRate=unsupervisedLearningRate,
# supervisedLearningRate=supervisedLearningRate,
# momentumMax=momentumMax,
# nesterovMomentum=True,
# rbmNesterovMomentum=True,
# rmsprop=True,
# miniBatchSize=20,
# hiddenDropout=0.5,
# visibleDropout=0.8,
# momentumFactorForLearningRateRBM=False,
# firstRBMheuristic=False,
# rbmVisibleDropout=1.0,
# rbmHiddenDropout=1.0,
# preTrainEpochs=10,
# sparsityConstraintRbm=False,
# sparsityRegularizationRbm=0.001,
# sparsityTragetRbm=0.01)
#
# net.train(trainData, trainLabels, maxEpochs=200,
# validation=False,
# unsupervisedData=unsupervisedData)
#
# probs, predicted = net.classify(data[test])
net = cnn.CNN(30, 40, len(args.emotions))
net.train(trainData, trainLabels)
probs, predicted = net.classify(data[test])
actualLabels = labels[test]
correct = 0
errorCases = []
for i in xrange(len(test)):
actual = actualLabels[i]
print probs[i]
if predicted[i] == np.argmax(actual):
correct += 1
else:
errorCases.append(i)
print "correct"
print correct
print "percentage correct"
print correct * 1.0 / len(test)
confMatrix = confusion_matrix(np.argmax(actualLabels, axis=1), predicted)
print "confusion matrix"
print confMatrix
with open(args.net_file, "wb") as f:
pickle.dump(net, f)
return net
def predict_news_article():
'''
It would seem we are essentially unable to predict which
articles will get news stories, conditioned on their
already receiving a press release! This is actually kind of
interesting, since we *are* able to predict (certainly better
than chance) which articles will get press release OR
news articles. This supports the conclusions of Chambers et al:
it seems the press release selection and process is the crucial
thing.
'''
X, y, vectorizer = get_X_y()
lr = LogisticRegression(penalty="l2", fit_intercept=True)
parameters = {"C": [.1, .01, .001]}
clf0 = GridSearchCV(lr, parameters, scoring='accuracy')
print "fitting model..."
clf0.fit(X, y)
print "done."
print texify_most_informative_features(vectorizer, clf0,
"predictive features")
kf = cross_validation.KFold(X.shape[0], shuffle="true", n_folds=5)
fs, aucs = [], []
fold = 0
for train, test in kf:
clf = GridSearchCV(lr, parameters, scoring='accuracy')
clf.fit(X[train], y[train])
probs = clf.predict_proba(X[test])
#aucs.append(sklearn.metrics.roc_auc_score(y[test], probs))
cur_auc = sklearn.metrics.roc_auc_score(y[test], probs[:, 1])
aucs.append(cur_auc)
preds = clf.predict(X[test])
fs.append(sklearn.metrics.f1_score(y[test], preds))
if fold == 0:
fpr, tpr, thresholds = sklearn.metrics.roc_curve(
y[test], probs[:, 1])
pylab.clf()
fout = "roc"
pylab.plot(fpr, tpr, label="ROC curve (area = %0.2f)" % cur_auc)
pylab.plot([0, 1], [0, 1], 'k--')
pylab.xlim((-0.025, 1.025))
pylab.ylim((-0.025, 1.025))
pylab.xlabel("false positive rate")
pylab.ylabel("true positive rate")
pylab.title("ROC curve (area = %0.2f)" % cur_auc)
pylab.tight_layout()
pylab.savefig(fout)
fold += 1
print "average auc: %s" % (sum(aucs) / float(len(aucs)))
print "average fs: %s" % (sum(fs) / float(len(fs)))
#print "ABOUT TO RETURN"
pdb.set_trace()
return clf0
def testPicklingDBN():
data, labels = readKanade(False, None, equalize=False)
print "data.shape"
print data.shape
print "labels.shape"
print labels.shape
# Random data for training and testing
kf = cross_validation.KFold(n=len(data), n_folds=5)
for train, test in kf:
break
if args.relu:
activationFunction = Rectified()
unsupervisedLearningRate = 0.05
supervisedLearningRate = 0.01
momentumMax = 0.95
data = scale(data)
rbmActivationFunctionVisible = Identity()
rbmActivationFunctionHidden = RectifiedNoisy()
else:
activationFunction = Sigmoid()
rbmActivationFunctionVisible = Sigmoid()
rbmActivationFunctionHidden = Sigmoid()
unsupervisedLearningRate = 0.5
supervisedLearningRate = 0.1
momentumMax = 0.9
trainData = data[train]
trainLabels = labels[train]
# TODO: this might require more thought
net = db.DBN(5, [1200, 1500, 1500, 1500, 7],
binary=1 - args.relu,
activationFunction=activationFunction,
rbmActivationFunctionVisible=rbmActivationFunctionVisible,
rbmActivationFunctionHidden=rbmActivationFunctionHidden,
unsupervisedLearningRate=unsupervisedLearningRate,
supervisedLearningRate=supervisedLearningRate,
momentumMax=momentumMax,
nesterovMomentum=True,
rbmNesterovMomentum=True,
rmsprop=True,
miniBatchSize=20,
hiddenDropout=0.5,
visibleDropout=0.8,
rbmVisibleDropout=1.0,
rbmHiddenDropout=1.0,
preTrainEpochs=1)
net.train(trainData,
trainLabels,
maxEpochs=10,
validation=False,
unsupervisedData=None,
trainingIndices=train)
initialDict = net.__dict__
with open(args.netFile, "wb") as f:
pickle.dump(net, f)
with open(args.netFile, "rb") as f:
net = pickle.load(f)
afterDict = net.__dict__
del initialDict['rbmActivationFunctionHidden']
del initialDict['rbmActivationFunctionVisible']
del afterDict['rbmActivationFunctionHidden']
del afterDict['rbmActivationFunctionVisible']
for key in initialDict:
assert key in afterDict
if isinstance(initialDict[key], (np.ndarray, np.generic)):
assert np.arrays_equal(initialDict[key], afterDict[key])
else:
assert initialDict[key] == afterDict[key]
Y_pred_NB = modelNB.predict(X_test)
printMetrics(Y_pred, Y_predNB) #99.86
#%%
# USING CROSS VALIDATION: LOGISTIC REGRESSION
#from sklearn.svm import SVC
classifier = LogisticRegression()
#classifier = svm.SVC(kernel = 'rbf', C = 1, gamma = 0.001)
# performing kfold_cross_validation
kfold_cv = cross_validation.KFold(n=len(X_train), n_folds=20)
print(kfold_cv)
#Running the model using scoring metric as Accuracy
kfold_cv_result = cross_validation.cross_val_score(estimator=classifier,
X=X_train,
y=Y_train,
cv=kfold_cv)
#print(kfold_cv_result)
#finding the mean
print(kfold_cv_result.mean()) # 99.659
# MAX ACCURACY OF KFOLD FOR LOGISTIC REGRESSION:
#V = mat(V).T
# Components to be included as features
#k_pca = 3
#X = X*V[:,0:k_pca]
#N, M = X.shape
# Parameters for neural network classifier
n_hidden_units = 2 # number of hidden units
n_train = 5 # number of networks trained in each k-fold
learning_goal = 10 # stop criterion 1 (train mse to be reached)
max_epochs = 64 # stop criterion 2 (max epochs in training)
show_error_freq = 3 # frequency of training status updates
# K-fold crossvalidation
K = 10 # only five folds to speed up this example
CV = cross_validation.KFold(N, K, shuffle=True)
# Variable for classification error
errors = np.zeros(K)
error_hist = np.zeros((max_epochs, K))
bestnet = list()
k = 0
for train_index, test_index in CV:
print('\nCrossvalidation fold: {0}/{1}'.format(k + 1, K))
# extract training and test set for current CV fold
X_train = X[train_index, :]
y_train = y[train_index]
X_test = X[test_index, :]
y_test = y[test_index]
# X_train = X[train_index]
train_tags_all_subject = []
test_tags_all_subject = []
time_noise = 0
for experiment_counter, subject in enumerate(
all_subjects[start_idx:end_idx]):
print "start subject:{}".format(subject)
file_name = os.path.join(data_base_dir, subject)
all_data_per_char, target_per_char, train_mode_per_block, all_data_per_char_as_matrix, target_per_char_as_matrix = create_data_rep_training(
file_name, -200 + time_noise, 800 + time_noise, downsampe_params=8)
for rep_per_sub, cross_validation_indexes in enumerate(
list(
cross_validation.KFold(len(train_mode_per_block) / 10,
n_folds=4,
random_state=42,
shuffle=True))):
batch_size = 20
select = 1
train_as_p300 = False
train_indexes = train_mode_per_block == 1
validation_indexes = train_mode_per_block == 2
test_indexes = train_mode_per_block != 1
if train_as_p300:
data_generator_batch = triplet_data_generator_no_dict(
all_data_per_char_as_matrix[train_indexes],
target_per_char_as_matrix[train_indexes],
batch_size=batch_size,
select=select,
np.save("train_X.npy", train_X)
np.save("train_y.npy", train_y)
print "Done"
"""
print "loading.."
train_X = np.load("train_X.npy")
train_y = np.load("train_y.npy")
print train_X.shape, train_y.shape
################## XGBoost ###############
################## XGBoost ###############
print "Building models.."
cv_scores = []
kf = cross_validation.KFold(train_X.shape[0],
n_folds=8,
shuffle=True,
random_state=2015)
for dev_index, val_index in kf:
dev_X, val_X = train_X[dev_index, :], train_X[val_index, :]
dev_y, val_y = train_y[dev_index], train_y[val_index]
sc = preprocessing.StandardScaler()
dev_X = sc.fit_transform(dev_X)
val_X = sc.transform(val_X)
runNN(dev_X, dev_y, val_X, test_y=val_y)
break
from sklearn.qda import QDA
from sklearn.svm import LinearSVC, SVC
from create_lagged_series import create_lagged_series
if __name__ == "__main__":
snpret = create_lagged_series("^GSPC",
datetime.datetime(2001, 1, 10),
datetime.datetime(2005, 12, 31),
lags=5)
X = snpret[["Lag1", "Lag2"]]
y = snpret["Direction"]
kf = cross_validation.KFold(len(snpret),
n_folds=10,
indices=False,
shuffle=True,
random_state=42)
for train_index, test_index in kf:
X_train = X.ix[X.index[train_index]]
X_test = X.ix[X.index[test_index]]
y_train = y.ix[y.index[train_index]]
y_test = y.ix[y.index[test_index]]
print("Hit Rates/Confusion Matrices:\n")
model = SVC(C=1000000.0,
cache_size=200,
class_weight=None,
coef0=0.0,
degree=3,
gamma=0.0001,
kernel='rbf',
for score_col in scores:
predictions_all.ix[:, score_col] = predictions_all.ix[:,
score_col].map(
logit)
unique_models = predictions_all.modelname.unique()
n_obs = essays.meta_data().shape[0]
predictions_matrix = np.zeros((len(scores), unique_models.shape[0], n_obs))
for n_score, score in enumerate(scores):
for n_model, model in enumerate(unique_models):
predictions_matrix[
n_score, n_model, :] = predictions_all_list[n_model][score]
predictions_matrix = predictions_matrix.transpose(2, 0, 1)
# set up cross validatio
cvsets = cross_validation.KFold(len(trainset), 10, random_state=0)
trainset = np.where(essays.meta_data().essay_type == "TRAINING")[0]
testset = np.where(essays.meta_data().essay_type == "VALIDATION")[0]
cvsets = [(trainset[tr], trainset[te])
for tr, te in cvsets] + [(trainset, testset)]
# set up final dataframe
predictions_df = pd.DataFrame({
'id':
range(essays.meta_data().shape[0]),
'student_id':
essays.meta_data()["student_id"],
'test_id':
essays.meta_data()["test_id"],
'essay_type':
essays.meta_data()["essay_type"],
splits = 5
features = []
for i in range(amount):
if (i % 10 == 0): print(i, "/", amount)
#features[i] = extractor.splitColorFeatures(thumbs[i],splits)
harald = extractor.calculateDarktoBrightRatio(thumbs[i])
rian = extractor.splitColorFeatures(thumbs[i], splits)
features.append(numpy.append(harald, rian))
#model = grid_search.GridSearchCV(svm.SVC(),{'kernel' : ['poly'], 'C' : [1, 10, 100, 1000], 'degree' : [4,7,10], 'shrinking' : [True, False]})
#model.fit(features, classes)
#print(model.best_estimator_)
#print('\a')
print("Producing KFold indexes")
kfold = cv.KFold(amount, n_folds=5, shuffle=True)
model = lda.LDA()
#model = svm.SVC(kernel = 'linear')
#model = qda.QDA()
score = cross_validation.cross_val_score(model, features, classes, cv=kfold)
print("scores ", score)
print("mean score ", score.mean())
#model = svm.SVC(kernel = 'linear', probability = True)
model = lda.LDA()
#model = neighbors.KNeighborsClassifier(n_neighbors = 1)
scores = score_calculation.loglossKFold(features, classes, model, 5)
print("logloss scores ", scores)
print("logloss score mean ", numpy.mean(scores), " ", numpy.std(scores))
#predictions = cross_validation.cross_val_predict(model, features, classes, cv = kfold)
def outer_cross():
from Reading_data import *
folder_prefix = ['Outer_', 'Inner_']
# Normalize data
X = stats.zscore(X) #shuffling X
x_index = [24, 25, 31, 33]
y_index = 54
doc_nr = 1000
y = X[:doc_nr, y_index] # attribute 54 is used for prediction purpose
X = X[:doc_nr, x_index] # these attribute are used as input
N, M = X.shape
print "Max value in all attribute :", np.max(X)
print "Min value in all attribute ", np.min(X)
print "X shape : ", X.shape
# ============ parameter for ann =====================
n_hidden_units = np.arange(2, 13) # number of hidden units
n_train = 2 # number of networks trained in each k-fold
learning_goal = 100 # stop criterion 1 (train mse to be reached)
max_epochs = 65 # stop criterion 2 (max epochs in training)
show_error_freq = 10 # frequency of training status updates'
# =========================================================
# summary index
BEST_NEURONS_NR = 0
NET_TRAIN_ERROR = 1
BEST_TRAIN_ERROR = 2
Y_TEST = 3
Y_TEST_EST = 4
Y_TRAIN = 5
Y_TRAIN_EST = 6
MEAN_TEST_ERR_VS_UNITS = 7
MEAN_TRAIN_ERR_VS_UNIT = 8
# ==================================================================
OUTER_K = 3
INNER_K = 5
best_hidden_units = np.zeros(OUTER_K)
Train_errors = np.zeros(OUTER_K)
Test_errors = np.zeros(OUTER_K)
#creating to folder for diagrams
folder_one = create_new_dir(folder_prefix[0])
folder_two = create_new_dir(folder_prefix[1])
#===================================================================
summary_dict = {
} # {k:(best_neurons_nr,net_train_error,best_train_error,y_test,y_test_est,y_train,y_train_est,mean_test_err_vs_unit,mean_train_err_vs_unit)}
f = 0
OUTER_CV = cross_validation.KFold(N, OUTER_K, shuffle=True)
for train_index, test_index in OUTER_CV:
print('\nOuter Crossvalidation fold: {0}/{1}'.format(f + 1, OUTER_K))
# extract training and test set for current CV fold
X_train = X[train_index, :]
y_train = y[train_index, :]
X_test = X[test_index, :]
y_test = y[test_index, :]
best_neurons_nr, mean_test_err_vs_unit, mean_train_err_vs_unit, mean_best_train_err_vs_unit = inner_cross(
X_train, y_train, INNER_K, n_hidden_units, n_train, learning_goal,
max_epochs, show_error_freq)
bestnet, best_train_error, net_train_errors = find_best_network(
X_train, y_train, n_train, best_neurons_nr, learning_goal,
max_epochs, show_error_freq)
y_test_est = bestnet.sim(X_test)
y_train_est = bestnet.sim(X_train)
summary_dict[f] = (best_neurons_nr, net_train_errors, best_train_error,
y_test, y_test_est, y_train, y_train_est,
mean_test_err_vs_unit, mean_train_err_vs_unit)
#for index in x_index:
# new_index=x_index.index(index)
# plot_featue_vs_residual(attributeNames[index],X_train[:,new_index],index,abs(y_test_est-y_test),folder_one)
f += 1
# after the work is done then visualize it
#create folder for saving files
for key in summary_dict:
value = summary_dict[key]
plot_result(key, value[BEST_NEURONS_NR], value[Y_TEST],
value[Y_TEST_EST], folder_one)
plot_error_vs_units(key, value[MEAN_TRAIN_ERR_VS_UNIT],
value[MEAN_TEST_ERR_VS_UNITS], n_hidden_units,
folder_two)
def runGradientBoosting(train_file, train_label_file, test_file,
test_label_file):
##############################################
# Load Data
train_data = csv_io.read_data(train_file)
train_label = csv_io.read_data(train_label_file)
train_data = np.array([x[0:] for x in train_data])
train_label = np.array([x[0] for x in train_label])
##############################################
# Fit regression model
params = {
'n_estimators': 50,
'max_depth': 10,
'min_samples_split': 2,
'learning_rate': 0.15
}
rf = ensemble.GradientBoostingRegressor(**params)
# Doing cross validation using 10 folds
cv = cross_validation.KFold(len(train_data), n_folds=3)
average_importance = 0
average_score = 0
for traincv, testcv in cv:
print train_data[traincv].shape, train_label[traincv].shape
rf.fit(train_data[traincv], train_label[traincv])
average_score += rf.score(train_data[testcv], train_label[testcv])
#print rf.predict(train_data[testcv])
print rf.feature_importances_
mse = mean_squared_error(train_label[testcv],
rf.predict(train_data[testcv]))
mse_train = mean_squared_error(train_label[traincv],
rf.predict(train_data[traincv]))
print("MSE: %.4f" % mse)
print("MSE: %.4f" % mse_train)
print "average score is" + str(average_score / 10)
# End doing cross validaiton
# Predicting using test data
test_data = csv_io.read_data(test_file)
test_data = np.array([x[0:] for x in test_data])
#test_label = csv_io.read_data(test_label_file)
#test_label = np.array( x[1] for x in test_label )
max_probs = []
min_mse = 1
for i in range(1, 20):
rf.fit(train_data, train_label)
predicted_probs = rf.predict_proba(test_data)
mse_train = mean_squared_error(train_label, rf.predict(train_data))
if min_mse > mse_train:
min_mse = mse_train
max_probs = predicted_probs
print np.array(max_probs).shape
#print mean_squared_error(test_label, max_probs)
postprocessing.getBenchmark(max_probs)
plt.semilogx(alphas,
np.array(scores) - np.array(scores_std) / np.sqrt(len(X)), 'b--')
plt.ylabel('CV score')
plt.xlabel('alpha')
plt.axhline(np.max(scores), linestyle='--', color='.5')
##############################################################################
# Bonus: how much can you trust the selection of alpha?
# To answer this question we use the LassoCV object that sets its alpha
# parameter automatically from the data by internal cross-validation (i.e. it
# performs cross-validation on the training data it receives).
# We use external cross-validation to see how much the automatically obtained
# alphas differ across different cross-validation folds.
lasso_cv = linear_model.LassoCV(alphas=alphas)
k_fold = cross_validation.KFold(len(X), 3)
print("Answer to the bonus question:",
"how much can you trust the selection of alpha?")
print()
print("Alpha parameters maximising the generalization score on different")
print("subsets of the data:")
for k, (train, test) in enumerate(k_fold):
lasso_cv.fit(X[train], y[train])
print("[fold {0}] alpha: {1:.5f}, score: {2:.5f}".format(
k, lasso_cv.alpha_, lasso_cv.score(X[test], y[test])))
print()
print("Answer: Not very much since we obtained different alphas for different")
print("subsets of the data and moreover, the scores for these alphas differ")
print("quite substantially.")
def run_pipe(input_files, input_labels, use_modules, no_proc):
'''run svr forkflow on data'''
#--------------Organise inputs
#calculate matrix
#feature_matrix = prepare_modality(input_files, input_mask)
#--------------Execute analysis
#prepare feature agglomeration
#mask_handle = nb.load(input_mask)
connect = sklim.grid_to_graph(*input_files[0].shape,
mask=np.invert(
np.isnan(np.sum(input_files, 0))))
inshape = input_files.shape
feature_matrix = input_files.reshape((inshape[0], -1))
#remove nans
sum_features = np.sum(feature_matrix, 0)
feature_matrix = feature_matrix[:, np.invert(np.isnan(sum_features))]
#cross validation
loo = sklcv.KFold(len(input_labels), n_folds=len(input_labels))
print('Starting svr')
cv_pred = jl.Parallel(n_jobs=no_proc, verbose=1, pre_dispatch=no_proc * 2)(
jl.delayed(do_model)(feature_matrix[train], input_labels[train],
feature_matrix[test], connect, use_modules)
for train, test in loo)
cv_pred = np.array(cv_pred)
corr, p = ss.pearsonr(cv_pred[:, 0], input_labels)
#creating final model
print('creating final model')
if use_modules.find('a') != -1:
final_agglo = sklcl.WardAgglomeration(connectivity=connect,
n_clusters=int(
np.median(cv_pred[:, 1])))
feature_matrix = final_agglo.fit_transform(feature_matrix)
else:
final_agglo = 0
if use_modules.find('b') != -1:
bool_pos, bool_neg = direction_cutoff(feature_matrix)
feature_matrix = feature_matrix[:, bool_pos]
else:
bool_pos = 0
if use_modules.find('c') != -1:
final_scaler = sklpre.StandardScaler()
feature_matrix = final_scaler.fit_transform(feature_matrix)
else:
final_scaler = 0
if use_modules.find('d') != -1:
final_univ = sklfs.SelectFpr(alpha=np.median(cv_pred[:, 2]))
feature_matrix = final_univ.fit_transform(feature_matrix, input_labels)
else:
final_univ = 0
final_model = sklsvm.NuSVR(kernel='linear',
C=100,
degree=1,
nu=np.median(cv_pred[:, 3]))
final_model.fit(feature_matrix, input_labels)
return cv_pred, corr, p, final_agglo, final_univ, final_scaler, bool_pos, final_model
# Fit a per-column scaler
X_scaler = StandardScaler().fit(X)
# Apply the scaler to X
X_train = X_scaler.transform(X)
y_train = np.array(label_list)
# Convert label strings to numerical encoding
encoder = LabelEncoder()
y_train = encoder.fit_transform(y_train)
# Create classifier
clf = svm.SVC(kernel='linear')
# Set up 5-fold cross-validation
kf = cross_validation.KFold(len(X_train),
n_folds=5,
shuffle=True,
random_state=1)
# Perform cross-validation
scores = cross_validation.cross_val_score(cv=kf,
estimator=clf,
X=X_train,
y=y_train,
scoring='accuracy')
print('Scores: ' + str(scores))
print('Accuracy: %0.2f (+/- %0.2f)' % (scores.mean(), 2 * scores.std()))
# Gather predictions
predictions = cross_validation.cross_val_predict(cv=kf,
estimator=clf,
X=X_train,
def linear_regression(self, lr_input, sqlContext, cc_output):
# try:
logging.info('Performing Regression')
dfi = pd.read_csv(spark_conf.file_path['data_update_path'] +
'Encoded_Classified_1.txt',
sep='|',
encoding='ISO-8859-1')
#dfi_test = pd.read_csv(spark_conf.classifier_input['output_file']+'Encoded_Classified_test.txt', sep = '|', encoding = 'ISO-8859-1')
dfi_test_new = cc_output
dfi_test = lr_input
input_list = list(dfi_test)
#print input_list
corr = dfi.corr()
#sns.heatmap(corr,xticklabels=corr.columns,yticklabels=corr.columns)
feature_cols = [
'likes', 'comment_count', 'user_level_num', 'Average', 'Avoid!',
'Blah!', 'Good Enough', 'Great!', 'Insane!', 'Not rated',
'Very Bad', 'Well...', 'Big Foodie', 'Connoisseur', 'Foodie',
'Super Foodie', 'Bad Ambience', 'Bad Food', 'Bad Service',
'Good Ambience', 'Good Food', 'Good Service', 'Not Worthy',
'binarized_user_foodie_level', 'binarized_rating_text',
'binarized_class_name'
]
feature_cols_1 = list(set(input_list).intersection(feature_cols))
# print feature_cols_1
X_train = dfi[:-1]
# print len(X_train)
X_test = dfi_test[0:]
# print len(X_test)
y_train = dfi.confidence[:-1]
# print len(y_train)
y_test = dfi_test.confidence[0:]
#print len(y_test)
X = X_train[feature_cols_1]
y = y_train
Xtest = X_test[feature_cols_1]
regr = linear_model.Lasso(alpha=0.0000000001,
fit_intercept=True,
normalize=False,
precompute=False,
copy_X=True,
max_iter=1000,
tol=0.0001,
warm_start=False,
positive=False,
random_state=None,
selection='cyclic')
regr.fit(X, y)
shuffle = cross_validation.KFold(len(X),
n_folds=10,
shuffle=True,
random_state=0)
scores = cross_validation.cross_val_score(regr, X, y, cv=shuffle)
#print("Accuracy: %.3f%% (%.3f%%)") % (scores.mean()*100.0, scores.std()*100.0)
#print regr.intercept_
#print (regr.coef_)
#print mean_squared_error(regr.predict(Xtest), y_test)**0.5
#print regr.predict(Xtest)
#print regr.score(X,y)
se = pd.Series(regr.predict(Xtest))
dfi_test_new['score'] = se.values
# dfi_test['xyz'] = se.values
print list(dfi_test_new)
df_s = sqlContext.createDataFrame(dfi_test_new)
#df_s.show()
#print df_s.count()
df_s.rdd.map(lambda x: list(x)).map(lambda y: filter_data(
y)).saveAsTextFile(spark_conf.hdfs_path['classifier_output'] +
'%s.txt' % spark_conf.utc_time()[1])
# dfi_test.to_csv(spark_conf.classifier_input['output_file']+'final_Output.txt',sep='|',encoding="ISO-8859-1")
return 1
# Try cross-validation(We did a 3 fold crossvalidation and arbitaryly assigning the following paremeters) """bug: the following code arise an warning: overflow encountered in exp. Check out the discussion about it later http://comments.gmane.org/gmane.comp.python.scikit-learn/3730""" # 3-fold cross validation means: # Ex: >>X = np.array([2, 3, 1, 0,12,10,22,11,22,111,23,12]), # >>kfold = cross_validation.KFold(len(X), n_folds=3) 3-fold means 2/3 train, 1/3 test # ###ytrain [ 12 10 22 11 22 111 23 12] ytest [2 3 1 0] ###ytrain [ 2 3 1 0 22 111 23 12] ytest [12 10 22 11] ###ytrain [ 2 3 1 0 12 10 22 11] ytest [ 22 111 23 12] from sklearn.ensemble import GradientBoostingClassifier from sklearn import cross_validation kfold = cross_validation.KFold(len(X), n_folds=3) gbc= GradientBoostingClassifier(n_estimators=100, max_depth=1, learning_rate=1.0,random_state=0) crossScores=[gbc.fit(X[train], y[train]).score(X[test], y[test]) for train, test in kfold] print crossScores, 'average crossvalidation score ='+str(sum(crossScores)/3) ##return : 0.55 """Algorithm evaluation starts here!!!!""" seperateIdx= len(X)*60/100 X_train = X[0:seperateIdx] y_train = y[0:seperateIdx] X_test = X[seperateIdx:] y_test = y[seperateIdx:]
def c_validation(X, y, k, function):
kf = cross_validation.KFold(X.shape[0], n_folds=k)
totalloss = 0 # Variable that will store the total intances that will be tested
totalsuccess5 = 0
totalsuccess10 = 0
totalpercentageloss = 0
res = []
corr = []
lines = []
for trainIndex, testIndex in kf:
trainSet = X[trainIndex]
testSet = X[testIndex]
trainLabels = y[trainIndex]
testLabels = y[testIndex]
avg = 0
for i in trainLabels:
avg += i
avg = avg / trainLabels.shape[0]
predictedLabels = function(trainSet, trainLabels, testSet)
loss = 0
percentageloss = 0
success5 = 0
success10 = 0
for i in range(testSet.shape[0]):
if not np.isnan(predictedLabels[i][0]):
if predictedLabels[i][0] > 1:
predictedLabels[i][0] = avg
loss += abs(predictedLabels[i][0] - testLabels[i]) / (
testLabels[i] * testLabels.shape[0])
percentageloss += abs(predictedLabels[i][0] -
testLabels[i]) / testLabels.shape[0]
if abs(predictedLabels[i][0] -
testLabels[i]) / testLabels[i] < 0.05:
success5 += 1 / testLabels.shape[0]
success10 += 1 / testLabels.shape[0]
elif abs(predictedLabels[i][0] -
testLabels[i]) / testLabels[i] < 0.1:
success10 += 1 / testLabels.shape[0]
else:
print(i)
print('Loss: ', 100 * loss, '%')
print('Average error: ', 100 * percentageloss, '%')
print('Success 0.05: ', 100 * success5, '%')
print('Success 0.1: ', 100 * success10, '%')
totalloss += loss
totalpercentageloss += percentageloss
totalsuccess5 += success5
totalsuccess10 += success10
res += list(predictedLabels)
corr += list(testLabels[:])
plt.plot(res, linestyle='', marker='.')
plt.plot(corr, linestyle='', marker='.')
plt.show()
print('Total Loss: ', 100 * totalloss / k, '%')
print('Total Average Error: ', 100 * totalpercentageloss / k, '%')
print('Total success 0.05: ', 100 * totalsuccess5 / k, '%')
print('Total success 0.1: ', 100 * totalsuccess10 / k, '%')
return totalloss / k
# -*- coding: utf-8 -*-
"""
@author: Yu
"""
import numpy
from sklearn import linear_model, cross_validation
data = numpy.genfromtxt('random_housing_data.csv',
delimiter=',',
skip_header=1)
alphas = [0.1, 0.01, 0.001]
others = data[:, (0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12)]
medv = data[:, 13]
rmse = []
tenfold = cross_validation.KFold(len(others), 10, True)
ridge = linear_model.RidgeCV(alphas, False, False, None, tenfold, None, False)
ridge.fit(others, medv)
predicted = ridge.predict(others)
rmse.append(numpy.sqrt(((predicted - medv)**2).mean()))
print 'RMSE: \n', rmse
print 'Alpha: \n', ridge.alpha_
bothClassifier = SVC()
end = time.time()
#########################################
# genderClassifier.fit(train, genders)
# ageClassifier.fit(train, ages)
# with open('image_classifiers.bin', 'wb') as fp:
# pickle.dump(genderClassifier, fp)
# pickle.dump(ageClassifier, fp)
# fp.close()
# Run 10-Fold Validation
#########################################
cv = cross_validation.KFold(size, n_folds=10)
resultsGender = []
resultsAge = []
resultsBoth = []
i = 1
for traincv, testcv in cv:
print "Starting iteration ", i
start = time.time()
s = time.time()
genderClassifier.fit(train[traincv[0]:traincv[-1]],
genders[traincv[0]:traincv[-1]])
ageClassifier.fit(train[traincv[0]:traincv[-1]],
ages[traincv[0]:traincv[-1]])
bothClassifier.fit(train[traincv[0]:traincv[-1]],
both[traincv[0]:traincv[-1]])
def getHyperParamsAndBestNet():
unsupervisedData, data, labels = createTrainingSet()
print np.unique(np.argmax(labels, axis=1))
print "data.shape"
print data.shape
print "labels.shape"
print labels.shape
print data
data = common.scale(data)
unsupervisedData = None
activationFunction = activationfunctions.Rectified()
rbmActivationFunctionVisible = activationfunctions.Identity()
rbmActivationFunctionHidden = activationfunctions.RectifiedNoisy()
tried_params = []
percentages = []
best_index = 0
index = 0
best_correct = 0
# Random data for training and testing
kf = cross_validation.KFold(n=len(data), n_folds=10)
for train, test in kf:
unsupervisedLearningRate = random.uniform(0.0001, 0.2)
supervisedLearningRate = random.uniform(0.0001, 0.2)
momentumMax = random.uniform(0.7, 1)
tried_params += [{
'unsupervisedLearningRate': unsupervisedLearningRate,
'supervisedLearningRate': supervisedLearningRate,
'momentumMax': momentumMax
}]
trainData = data[train]
trainLabels = labels[train]
# net = db.DBN(4, [1200, 1500, 1000, len(args.emotions)],
# binary=False,
# activationFunction=activationFunction,
# rbmActivationFunctionVisible=rbmActivationFunctionVisible,
# rbmActivationFunctionHidden=rbmActivationFunctionHidden,
# unsupervisedLearningRate=unsupervisedLearningRate,
# supervisedLearningRate=supervisedLearningRate,
# momentumMax=momentumMax,
# nesterovMomentum=True,
# rbmNesterovMomentum=True,
# rmsprop=True,
# miniBatchSize=20,
# hiddenDropout=0.5,
# visibleDropout=0.8,
# momentumFactorForLearningRateRBM=False,
# firstRBMheuristic=False,
# rbmVisibleDropout=1.0,
# rbmHiddenDropout=1.0,
# preTrainEpochs=10,
# sparsityConstraintRbm=False,
# sparsityRegularizationRbm=0.001,
# sparsityTragetRbm=0.01)
#
# net.train(trainData, trainLabels, maxEpochs=200,
# validation=False,
# unsupervisedData=unsupervisedData)
#
# probs, predicted = net.classify(data[test])
net = cnn.CNN(30, 40, len(args.emotions))
net.train(trainData, trainLabels)
probs, predicted = net.classify(data[test])
actualLabels = labels[test]
correct = 0
for i in xrange(len(test)):
actual = actualLabels[i]
print probs[i]
if predicted[i] == np.argmax(actual):
correct += 1
percentage_correct = correct * 1.0 / len(test)
print "percentage correct"
print percentage_correct
if percentage_correct > best_correct:
best_index = index
best_correct = percentage_correct
with open(args.net_file, "wb") as f:
pickle.dump(net, f)
percentages += [percentage_correct]
index += 1
print 'best params'
print tried_params[best_index]
print 'precision'
print best_correct
elif option == '-l':
label_file = value
else:
assert False, "Option %s not available" % option
if not data_file or not label_file:
Usage()
data = np.genfromtxt(data_file, delimiter=',')
labels = np.genfromtxt(label_file, delimiter='\n')
#data=data[labels!=2]
# Normalizing data
data = preprocessing.scale(data)
preds_1 = np.zeros(data.shape[0])
preds_2 = np.zeros(data.shape[0])
preds_3 = np.zeros(data.shape[0])
preds_4 = np.zeros(data.shape[0])
for train_index, test_index in cross_validation.KFold(data.shape[0], n_folds=10):
#for train_index, test_index in cross_validation.LeaveOneOut(data.shape[0]):
print 'Running for a split...'
estimator = LogisticRegression()
estimator.fit(data[train_index], labels[train_index])
preds_1[test_index] = estimator.predict(data[test_index])
estimator = sklearn.dummy.DummyClassifier(strategy='stratified',random_state=0)
estimator.fit(data[train_index], labels[train_index])
preds_2[test_index] = estimator.predict(data[test_index])
estimator = RandomForestClassifier(n_estimators=20, n_jobs=5)
estimator.fit(data[train_index], labels[train_index])
preds_3[test_index] = estimator.predict(data[test_index])
#GradientBoostingClassifier(n_estimators=100, learning_rate=1.0,
def run_stack(SEED):
model = "DIV Long-Lat KNN5 55 Imp"
print "Running GB, RF, ET stack."
trainBase = csv_io.read_data("PreProcessData/training_PreProcess5_40.csv",
skipFirstLine=False,
split="\t")
test = csv_io.read_data("PreProcessData/test_PreProcess5_40.csv",
skipFirstLine=False,
split="\t")
weights = csv_io.read_data("PreProcessData/Weights.csv",
skipFirstLine=False)
#random.seed(SEED)
#random.shuffle(trainBase)
avg = 0
NumFolds = 5 # 5 is good, but 10 yeilds a better mean since outliers are less significant. (note, predictions are less reliable when using 10).
predicted_list = []
bootstrapLists = []
# use this for quick runs.
# note RF with 150 crashes on 30 features
# GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=6, n_estimators=50),
# GradientBoostingRegressor(learn_rate=0.02, subsample=0.2, max_depth=8, n_estimators=125),
# RandomForestRegressor(n_estimators=100, n_jobs=1),
#RandomForestRegressor(n_estimators=75, n_jobs=1),
# clfs = [ExtraTreesRegressor(n_estimators=50, min_density=0.2, n_jobs=1, bootstrap=True, random_state=1),
# SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3, gamma=2**-5.5, kernel='rbf', probability=False, shrinking=True, tol=0.001, verbose=False)
# ]
#knn 5 at 3.45
#knn 15 at 3.31
#knn 25 at 3.30
#knn 40 at 3.31
# KNeighborsRegressor(n_neighbors=5, weights='uniform', algorithm='auto', leaf_size=30, warn_on_equidistant=False, p=2),
# KNeighborsRegressor(n_neighbors=15, weights='uniform', algorithm='auto', leaf_size=30, warn_on_equidistant=False, p=2),
# KNeighborsRegressor(n_neighbors=25, weights='uniform', algorithm='auto', leaf_size=30, warn_on_equidistant=False, p=2),
# LinearRegression at 3.77
# Ridge at 3.77
# SGD 4.23
#Gauss at 13
# LinearRegression(fit_intercept=True, normalize=False, copy_X=True),
# Ridge(alpha=1.0, fit_intercept=True, normalize=False, copy_X=True, tol=0.001),
# SGDRegressor(loss='squared_loss', penalty='l2', alpha=0.0001, rho=0.84999999999999998, fit_intercept=True, n_iter=5, shuffle=False, verbose=0, epsilon=0.10000000000000001, p=None, seed=0, learning_rate='invscaling', eta0=0.01, power_t=0.25, warm_start=False),
# GaussianNB()
# clfs = [KNeighborsRegressor(n_neighbors=15, weights='uniform', algorithm='auto', leaf_size=30, warn_on_equidistant=False, p=2),
# KNeighborsRegressor(n_neighbors=25, weights='uniform', algorithm='auto', leaf_size=30, warn_on_equidistant=False, p=2),KNeighborsRegressor(n_neighbors=35, weights='uniform', algorithm='auto', leaf_size=30, warn_on_equidistant=False, p=2)
# ]
# GB, 125 est is minimum, score is bad below this, explore higher and other dimensions. ******************
# clfs = [GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=6, n_estimators=100, random_state=166),
# GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=8, n_estimators=100, random_state=166),
# GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=10, n_estimators=100, random_state=166),
# GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=6, n_estimators=200, random_state=166),
# GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=8, n_estimators=200, random_state=166),GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=10, n_estimators=200, random_state=166)
# ]
# about 1 hour run time, and 3.10 score.
#GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=6, n_estimators=400, random_state=166)
# about 2 hours run time at 3.05
#GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=8, n_estimators=400, random_state=166)
# about 2 hours run time at 3.06
#GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=6, n_estimators=800, random_state=166)
# about 4 hours run time at 3.06
#GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=8, n_estimators=800, random_state=166)
# 6/2000 on 40 features is 2.97
# I
clfs = [
GradientBoostingRegressor(max_features=40,
learn_rate=0.05,
subsample=0.5,
max_depth=6,
n_estimators=3000,
random_state=166,
min_samples_leaf=1)
]
# use this for quick runs.
# clfs = [GradientBoostingClassifier(learn_rate=0.05, subsample=0.5, max_depth=6, n_estimators=50, random_state=166),
# GradientBoostingClassifier(learn_rate=0.02, subsample=0.2, max_depth=8, n_estimators=125, random_state=551),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=80, random_state=441),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=80, random_state=331),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=80, random_state=221),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=120, random_state=91),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=120, random_state=81),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=120, random_state=71),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=160, random_state=61),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=160, random_state=51),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=160, random_state=41),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=200, random_state=31),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=200, random_state=21),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=200, random_state=10),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=200, random_state=19),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=240, random_state=18),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=240, random_state=17),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=240, random_state=16),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=280, random_state=15),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=280, random_state=14),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=280, random_state=13),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=320, random_state=12),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=320, random_state=11),
# RandomForestClassifier(n_estimators=100, n_jobs=1, criterion='gini'),
# RandomForestClassifier(n_estimators=100, n_jobs=1, criterion='entropy'),
# ExtraTreesClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='gini', bootstrap=True, random_state=1),
# ExtraTreesClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='entropy', bootstrap=True, random_state=5)]
# use this for quick runs. reduced estimators to 50
# clfs = [SVC(C=1.0, cache_size=200, class_weight=None, coef0=0.0, degree=3,
# gamma=2**-5.5, kernel='rbf', probability=False, shrinking=True,
# tol=0.001, verbose=False)
# ]
#GradientBoostingRegressor(learn_rate=0.05, subsample=0.5, max_depth=6, n_estimators=50),
#ExtraTreesRegressor(n_estimators=50, min_density=0.2, n_jobs=1, bootstrap=True, random_state=1)
# clfs = [ExtraTreesClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='gini', bootstrap=True, random_state=1),
# ExtraTreesClassifier(n_estimators=150, min_density=0.09, n_jobs=1, criterion='gini', bootstrap=True, random_state=2),
# ExtraTreesClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='entropy', bootstrap=True, random_state=5),
# ExtraTreesClassifier(n_estimators=150, min_density=0.09, n_jobs=1, criterion='entropy', bootstrap=True, random_state=6),
# GradientBoostingClassifier(learn_rate=0.05, subsample=0.5, max_depth=6, n_estimators=50),
# GradientBoostingClassifier(learn_rate=0.02, subsample=0.2, max_depth=8, n_estimators=125),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=80),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=80),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=80),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=120),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=120),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=120),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=160),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=160),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=160),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=200),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=200),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=200),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=200),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=240),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=240),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=240),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=280),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=280),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=280),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=320),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=320),
# RandomForestClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='gini', bootstrap=True, random_state=1),
# RandomForestClassifier(n_estimators=150, min_density=0.09, n_jobs=1, criterion='gini', bootstrap=True, random_state=2),
# RandomForestClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='entropy', bootstrap=True, random_state=5),
# RandomForestClassifier(n_estimators=150, min_density=0.05, n_jobs=1, criterion='entropy', bootstrap=True, random_state=7)]
# full algorithm stack.
# clfs = [ExtraTreesClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='gini', bootstrap=True, random_state=1),
# ExtraTreesClassifier(n_estimators=150, min_density=0.09, n_jobs=1, criterion='gini', bootstrap=True, random_state=2),
# ExtraTreesClassifier(n_estimators=150, min_density=0.05, n_jobs=1, criterion='gini', bootstrap=True, random_state=3),
# ExtraTreesClassifier(n_estimators=150, min_density=0.02, n_jobs=1, criterion='gini', bootstrap=True, random_state=4),
# ExtraTreesClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='entropy', bootstrap=True, random_state=5),
# ExtraTreesClassifier(n_estimators=150, min_density=0.09, n_jobs=1, criterion='entropy', bootstrap=True, random_state=6),
# ExtraTreesClassifier(n_estimators=150, min_density=0.05, n_jobs=1, criterion='entropy', bootstrap=True, random_state=7),
# ExtraTreesClassifier(n_estimators=150, min_density=0.02, n_jobs=1, criterion='entropy', bootstrap=True, random_state=8),
# GradientBoostingClassifier(learn_rate=0.05, subsample=0.5, max_depth=6, n_estimators=50),
# GradientBoostingClassifier(learn_rate=0.02, subsample=0.2, max_depth=8, n_estimators=125),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=80),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=80),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=80),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=120),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=120),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=120),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=160),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=160),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=160),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=200),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=200),
# GradientBoostingClassifier(lesarn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=200),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=4, n_estimators=200),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=240),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=240),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=240),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=280),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=280),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=3, n_estimators=280),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=1, n_estimators=320),
# GradientBoostingClassifier(learn_rate=0.01, subsample=0.2, max_depth=2, n_estimators=320),
# RandomForestClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='gini', bootstrap=True, random_state=1),
# RandomForestClassifier(n_estimators=150, min_density=0.09, n_jobs=1, criterion='gini', bootstrap=True, random_state=2),
# RandomForestClassifier(n_estimators=150, min_density=0.05, n_jobs=1, criterion='gini', bootstrap=True, random_state=3),
# RandomForestClassifier(n_estimators=150, min_density=0.02, n_jobs=1, criterion='gini', bootstrap=True, random_state=4),
# RandomForestClassifier(n_estimators=150, min_density=0.2, n_jobs=1, criterion='entropy', bootstrap=True, random_state=5),
# RandomForestClassifier(n_estimators=150, min_density=0.09, n_jobs=1, criterion='entropy', bootstrap=True, random_state=6),
# RandomForestClassifier(n_estimators=150, min_density=0.05, n_jobs=1, criterion='entropy', bootstrap=True, random_state=7),
# RandomForestClassifier(n_estimators=150, min_density=0.02, n_jobs=1, criterion='entropy', bootstrap=True, random_state=8)]
print "Data size: ", len(trainBase), len(test)
dataset_blend_train = np.zeros((len(trainBase), len(clfs)))
dataset_blend_test = np.zeros((len(test), len(clfs)))
trainNew = []
trainTestNew = []
testNew = []
trainNewSelect = []
trainTestNewSelect = []
testNewSelect = []
print "Scaling"
targetPre = [x[0] for x in trainBase]
trainPre = [x[1:] for x in trainBase]
testPre = [x[0:] for x in test]
#print trainPre[0]
scaler = preprocessing.Scaler().fit(trainPre)
trainScaled = scaler.transform(trainPre)
testScaled = scaler.transform(testPre)
#print scaler.mean_
#print scaler.std_
print "Begin Training"
for ExecutionIndex, clf in enumerate(clfs):
print clf
avg = 0
predicted_list = []
dataset_blend_test_set = np.zeros((len(test), NumFolds))
foldCount = 0
#Stratified for classification...[trainBase[i][0] for i in range(len(trainBase))]
Folds = cross_validation.KFold(len(trainBase),
k=NumFolds,
indices=True)
for train_index, test_index in Folds:
#trainBaseTemp = [trainBase[i] for i in train_index]
#target = [x[0] for x in trainBaseTemp]
#train = [x[1:] for x in trainBaseTemp]
#testBaseTemp = [trainBase[i] for i in test_index]
#targetTest = [x[0] for x in testBaseTemp]
#trainTest = [x[1:] for x in testBaseTemp]
#test = [x[0:] for x in test]
target = [targetPre[i] for i in train_index]
train = [trainScaled[i] for i in train_index]
targetTest = [targetPre[i] for i in test_index]
trainTest = [trainScaled[i] for i in test_index]
print
print "Iteration: ", foldCount
print "LEN: ", len(train), len(target)
clf.fit(train, target)
prob = clf.predict(trainTest)
dataset_blend_train[test_index, ExecutionIndex] = prob
probSum = 0
weightSum = 0
# totalOffByHalf = 0
# totalPositive = 0
# totalPositiveOffByHalf = 0
# totalPositivePredictions = 0
for i in range(0, len(prob)):
probX = prob[i]
probSum += weights[test_index[i]][0] * math.fabs(
targetTest[i] - probX)
weightSum += weights[test_index[i]][0]
#print "Weight", weights[test_index[i]][0], "Index: ",i, "Test_Index: ",test_index[i] , "Actual: ", targetTest[i], "Predicted: ", probX
# log loss cal
#probSum += int(targetTest[i])*log(probX)+(1-int(targetTest[i]))*log(1-probX)
# if ( math.fabs(probX - int(targetTest[i])) > 0.5 ):
# totalOffByHalf = totalOffByHalf + 1
# if ( int(targetTest[i]) == 1 ):
# totalPositive = totalPositive + 1
# if ( int(targetTest[i]) == 1 and probX < 0.5):
# totalPositiveOffByHalf = totalPositiveOffByHalf + 1
# if (probX > 0.5):
# totalPositivePredictions = totalPositivePredictions + 1
# print
# print "Stats:"
# print "Total Off By > 0.5 ", totalOffByHalf
# print "Total Positive ", totalPositive
# print "Total Positive Off By Half ", totalPositiveOffByHalf
# print "Total Positive Predictions ", totalPositivePredictions
#print -probSum/len(prob)
print "Score: ", probSum / weightSum
avg += (probSum / weightSum) / NumFolds
predicted_probs = clf.predict(testScaled)
#predicted_list.append([x[1] for x in predicted_probs])
dataset_blend_test_set[:, foldCount] = predicted_probs #[0]
foldCount = foldCount + 1
dataset_blend_test[:, ExecutionIndex] = dataset_blend_test_set.mean(1)
#print "Saving NP"
#np.savetxt('temp/dataset_blend_test_set.txt', dataset_blend_test_set)
#np.savetxt('temp/dataset_blend_test_set.mean.txt', dataset_blend_test_set.mean(1) )
#np.savetxt('temp/dataset_blend_test.txt', dataset_blend_test)
#print "Done Saving NP"
now = datetime.datetime.now()
#print dataset_blend_test_set.mean(1)
csv_io.write_delimited_file_single(
"../predictions/Stack_" + now.strftime("%Y%m%d%H%M%S") + "_" +
str(avg) + "_" + str(clf)[:12] + ".csv",
dataset_blend_test_set.mean(1))
csv_io.write_delimited_file_single(
"../predictions/Target_Stack_" + now.strftime("%Y%m%d%H%M%S") +
"_" + str(avg) + "_" + str(clf)[:12] + ".csv",
dataset_blend_train[:, ExecutionIndex])
csv_io.write_delimited_file("../predictions/RunLog.csv", [
now.strftime("%Y %m %d %H %M %S"),
str(avg),
str(clf),
str(NumFolds), model, "", ""
],
filemode="a",
delimiter=",")
print "------------------------Average: ", avg
#np.savetxt('temp/dataset_blend_train.txt', dataset_blend_train)
return dataset_blend_train, dataset_blend_test
mmwrite(os.path.join(save_dir,save_stem+'_Omega.mtx'),Omega)
# h5write(os.path.join(save_dir,save_stem+'_W0_ipsi.h5'),
# np.zeros((Y_ipsi.shape[0],X.shape[0])))
# h5write(os.path.join(save_dir,save_stem+'_W0_contra.h5'),
# np.zeros((Y_contra.shape[0],X.shape[0])))
if cross_val_matrices:
from sklearn import cross_validation
fid=open(cmdfile,'w')
n_inj=X.shape[1]
# Sets up nested outer/inner cross-validation. The inner loop is for
# model selection (validation), the outer for testing.
if cross_val=='LOO':
outer_sets=cross_validation.LeaveOneOut(n_inj)
else:
outer_sets=cross_validation.KFold(n_inj,
n_folds=cross_val,
shuffle=True,
random_state=shuffle_seed)
for i,(train,test) in enumerate(outer_sets):
X_train=X[:,train]
X_test=X[:,test]
Y_train_ipsi=Y_ipsi[:,train]
Y_test_ipsi=Y_ipsi[:,test]
Omega_train = Omega[:,train]
Omega_test = Omega[:,test]
Y_train_contra=Y_contra[:,train]
Y_test_contra=Y_contra[:,test]
# setup some directories
outer_dir=os.path.join(save_dir,'cval%d'%i)
try:
os.mkdir(outer_dir)
except OSError:
# LARS Regression
import pandas
from sklearn import cross_validation
from sklearn.linear_model import Lars
url = "https://archive.ics.uci.edu/ml/machine-learning-databases/housing/housing.data"
names = [
'CRIM', 'ZN', 'INDUS', 'CHAS', 'NOX', 'RM', 'AGE', 'DIS', 'RAD', 'TAX',
'PTRATIO', 'B', 'LSTAT', 'MEDV'
]
dataframe = pandas.read_csv(url, delim_whitespace=True, names=names)
array = dataframe.values
X = array[:, 0:13]
Y = array[:, 13]
num_folds = 10
num_instances = len(X)
seed = 7
kfold = cross_validation.KFold(n=num_instances,
n_folds=num_folds,
random_state=seed)
model = Lars()
scoring = 'mean_squared_error'
results = cross_validation.cross_val_score(model,
X,
Y,
cv=kfold,
scoring=scoring)
print(results.mean())
def calculate(path = None, n_estimators = None, max_depth = None, max_features = None,
vectorizer_max_features = None, neutral_sentiment = None):
# Read console parameters if function is not called from python.
if (path is None):
path = sys.argv[1]
n_estimators = int(sys.argv[2])
max_depth = int(sys.argv[3])
max_features = int(sys.argv[4])
vectorizer_max_features = int(sys.argv[5])
neutral_sentiment = bool(sys.argv[6])
# Get only text reviews and star ratings from entire data set.
print('Extracting data...')
reviews, ratings = extract_reviews_and_rating(path, neutral_sentiment)
# Limit vocabulary size to 5000.
vectorizer = CountVectorizer(
analyzer = "word",
tokenizer = None,
preprocessor = None,
stop_words = None,
max_features = vectorizer_max_features
)
# Initialize a random forest classifier.
forest = RandomForestClassifier(
n_estimators = n_estimators,
max_depth = max_depth,
max_features = max_features
)
# Create bag of words features.
train_data_features = vectorizer.fit_transform(reviews)
train_data_features = train_data_features.toarray()
# Create bag of words features.
test_data_features = vectorizer.transform(reviews)
test_data_features = test_data_features.toarray()
# Prepare train and test indices for tenfold cross validation.
kf = cross_validation.KFold(len(reviews), n_folds = 10)
sum_accuracy = 0
# Tenfold cross validation loop.
for train, test in kf:
# Convert python lists to numpy arrays.
train = np.array(train)
test = np.array(test)
# Train classifier.
print('Training classifier...')
forest = forest.fit(train_data_features[train], ratings[train])
# Use trained classifier to predict sentiment of test data.
print('Processing test data...')
result = forest.predict(test_data_features[test])
# Calculate prediction accuracy.
accuracy = accuracy_score(ratings[test], result)
print('Accuracy: ' + str(accuracy) + '\n')
# Sum each score to calculate average.
sum_accuracy += accuracy
# Display average accuracy for tenfold cross validation.
accuracy = sum_accuracy / 10
print('Average accuracy: ' + str(accuracy) + '\n')
return accuracy
