def fit(self,
train_df,
valid_df=None,
train_dir='.',
niter=10000,
seed=123):
if self.model is None:
params = {
'loss_function': 'RMSE',
'task_type': 'GPU',
'iterations': niter,
'verbose': True,
'train_dir': train_dir,
'random_seed': seed
}
self.model = catboost.CatBoost(params)
init_model = None
else:
init_model = self.model
train_features, train_labels = get_feature_label(train_df)
train_pool = catboost.Pool(data=train_features, label=train_labels)
if valid_df is not None:
valid_features, valid_labels = get_feature_label(valid_df)
dev_pool = catboost.Pool(data=valid_features, label=valid_labels)
else:
dev_pool = None
self.model.fit(train_pool, eval_set=dev_pool, init_model=init_model)
def cat_cv(train, test, params, fit_params, cat_features, feature_names, nfold,
seed):
train.Pred = pd.DataFrame({
'id': train['样本id'],
'true': train['收率'],
'pred': np.zeros(len(train))
})
test.Pred = pd.DataFrame({'id': test['样本id'], 'pred': np.zeros(len(test))})
kfolder = KFold(n_splits=nfold, shuffle=True, random_state=seed)
cat_tst = cat.Pool(data=test[feature_names],
cat_features=cat_features,
feature_names=feature_names)
for fold_id, (trn_idx, val_idx) in enumerate(kfolder.split(train['收率'])):
print(f'\nFold_{fold_id} Training ================================\n')
cat_trn = cat.Pool(data=train.iloc[trn_idx][feature_names],
label=train.iloc[trn_idx]['收率'],
cat_features=cat_features,
feature_names=feature_names)
cat_val = cat.Pool(data=train.iloc[val_idx][feature_names],
label=train.iloc[val_idx]['收率'],
cat_features=cat_features,
feature_names=feature_names)
cat.train(params=params, pool=cat_trn, **fit_params, eval_set=cat_val)
val_pred = cat.predict(train.iloc[val_idx][feature_names])
train.Pred.loc[val_idx, 'pred'] = val_pred
print(f'Fold_{fold_id}', mse(train.iloc[val_idx]['收率'], val_pred))
test.Pred['pred'] += cat.predict(cat_tst) / nfold
print('\n\nCV LOSS:', mse(train.Pred['true'], train.Pred['pred']))
return test.Pred
def train_and_predict_catboost():
(train_X, train_y), (test_X, test_y) = get_data(scaler='none',
one_hot=False,
convt_cat=False)
train_y = train_y.flatten()
test_y = test_y.flatten()
cat_features = [1, 2, 4, 5, 6]
train_pool = catboost.Pool(data=train_X,
label=train_y,
cat_features=cat_features)
test_pool = catboost.Pool(data=test_X,
label=test_y,
cat_features=cat_features)
model = catboost.CatBoostClassifier(loss_function='MultiClass',
depth=None,
random_seed=42,
cat_features=[1, 2, 4, 5, 6],
silent=False)
model.fit(train_pool)
y_pred = model.predict(test_pool)
y_true = test_y
print(y_pred.shape)
print(np.unique(y_pred))
helpers.evaluate_clf(y_true, y_pred)
pred_for_train = model.predict(train_X)
pred_for_test = model.predict(test_X)
return pred_for_train, pred_for_test
def fit(self, data, clf=None):
setseed(self.seed)
train_df = data[data['visitId'].\
apply(lambda x: x.date()) >= datetime.date(2016,9,30)]
val_df = data[data['visitId'].\
apply(lambda x: x.date()) < datetime.date(2016,9,30)]
if clf:
train_X, train_y = \
train_df[self.features_name].values,\
train_df['validRevenue'].values\
val_X, val_y = \
val_df[self.features_name].values,\
val_df['validRevenue'].values
else:
train_X, train_y = \
train_df[self.features_name].values,\
train_df['totals_transactionRevenue'].values
val_X, val_y = \
val_df[self.features_name].values,\
val_df['totals_transactionRevenue'].values
# x_train, x_eval, y_train, y_eval = \
# train_test_split(df_x, df_y,
# test_size = self.test_ratio,
# random_state = self.seed)
cat_train = cat.Pool(data=train_X,
label=train_y,
feature_names=self.features_name,
cat_features=self.categorical_feature)
cat_eval = cat.Pool(data=val_X,
label=val_y,
feature_names=self.features_name,
cat_features=self.categorical_feature)
model_param = self.params['params_clf'] if clf else self.params[
'params_reg']
self.estimator = cat.train(
params=model_param,
pool=cat_train,
eval_set=cat_eval,
# num_boost_round = self.num_boost_round,
# learning_rate = self.params['learning_rate'],
# max_depth = self.params['max_depth'],
# l2_leaf_reg = self.params['l2_leaf_reg'],
# rsm = self.params['colsample_ratio'],
# subsample = self.params['subsample_ratio'],
# class_weights = self.params['class_weights'],
# loss_function = self.loglikeloss,
# custom_loss = self.loglikeloss,
# custom_metric = self.roc_auc_error,
# eval_metric = self.roc_auc_error
)
return self
def __init__(self, data, task, metric, use_gpu):
Learner.__init__(self)
params = {
'devices': [0],
'logging_level': 'Verbose',
'use_best_model': False,
'bootstrap_type': 'Bernoulli',
'random_seed': RANDOM_SEED
}
if use_gpu:
params['task_type'] = 'GPU'
if task == 'regression':
params['loss_function'] = 'RMSE'
elif task == 'binclass':
params['loss_function'] = 'Logloss'
elif task == 'multiclass':
params['loss_function'] = 'MultiClass'
if metric == 'Accuracy':
params['custom_metric'] = 'Accuracy'
self.train = cat.Pool(data.X_train, data.y_train)
self.test = cat.Pool(data.X_test, data.y_test)
self.default_params = params
def train_model(
df_train,
df_valid,
model_params,
general_params,
):
train_pool = catboost.Pool(df_train["text"].values,
label=df_train["label"].values,
text_features=[0])
valid_pool = catboost.Pool(df_valid["text"].values,
label=df_valid["label"].values,
text_features=[0])
model_params = copy.deepcopy(model_params)
model_params.update({"train_dir": general_params["logdir"]})
model = catboost.train(
pool=train_pool,
eval_set=valid_pool,
params=model_params,
verbose=False,
plot=False,
)
model.save_model(os.path.join(general_params["logdir"], "model.cbm"))
def _train(self, params = None, predict=False):
oof_cat = np.zeros(len(self.train_X))
prediction = np.zeros(len(self.test))
feature_importance_df = pd.DataFrame()
if self.split_method == 'KFold':
kfold = KFold(n_splits=self.n_splits, shuffle=self.shuffle, random_state=self.random_state)
iterator = enumerate(kfold.split(self.train_X))
elif self.split_method == 'StratifiedKFold':
kfold = StratifiedKFold(n_splits=self.n_splits,shuffle=self.shuffle, random_state=self.random_state)
iterator = enumerate(kfold.split(self.train_X, self.train_Y.values))
for fold_, (train_index, val_index) in iterator:
print('cat fold_{}'.format(fold_ + 1))
model_cat = CatBoostRegressor(**params)
if self.contain_cate:
cate_feture_indices = [self.train_X.columns.get_loc(col) for col in self.cate_features]
trn_data = cb.Pool(self.train_X.iloc[train_index][self.train_features], self.train_Y[train_index],cat_features=cate_feture_indices)
val_data = cb.Pool(self.train_X.iloc[val_index][self.train_features], self.train_Y[val_index],cat_features=cate_feture_indices)
else:
trn_data = cb.Pool(self.train_X.iloc[train_index][self.train_features], self.train_Y[train_index])
val_data = cb.Pool(self.train_X.iloc[val_index][self.train_features], self.train_Y[val_index])
model_cat.fit(trn_data, verbose_eval=400, eval_set=val_data)
oof_cat[val_index] = model_cat.predict(self.train_X.iloc[val_index][self.train_features])
# only when predict is true calculate the featrue importance and predict on test set
if predict:
prediction += model_cat.predict(self.test[self.train_features]) / kfold.n_splits
print('CV score: {:<8.5f}'.format(mean_squared_error(oof_cat, self.train_Y) ** 0.5))
return mean_squared_error(oof_cat, self.train_Y) ** 0.5, oof_cat,prediction
def Catboost_train(config,data,param_0,fold_n):
metric = param_0['metric']
num_rounds = param_0['n_estimators']
nFeatures = data.X_train.shape[1]
X_train, y_train = data.X_train, data.y_train
X_valid, y_valid = data.X_valid, data.y_valid
X_test, y_test = data.X_test, data.y_test
params = {
#'devices': [0],
'logging_level': 'Info',
#'use_best_model': False,
#'bootstrap_type': 'Bernoulli',
'random_seed': 42,
'n_estimators': num_rounds,
}
params['custom_metric'] = 'Accuracy'
if data.problem()=="classification":
if data.nClasses==2:
params['loss_function'] = 'Logloss'
else:
params['loss_function'] = 'MultiClass'
model = cat.CatBoostClassifier(**params)
else:
params['loss_function'] = 'RMSE'
model = cat.CatBoostRegressor(iterations=num_rounds,loss_function='RMSE')
#model.fit(X_train, y_train,eval_set=[(X_train, y_train), (X_valid, y_valid)],verbose=min(num_rounds//10,100))
train_pool = cat.Pool(X_train, y_train)
valid_pool = cat.Pool(X_valid,y_valid)
model.fit(train_pool, eval_set=valid_pool)
#pred_val = model.predict(data.X_test)
return model,None
def cgb_cv(df, features, categorical_features, n_folds, param):
kf = GroupKFold(n_splits=n_folds)
group_map = dict(zip(np.arange(1, 13),
pd.cut(np.arange(1, 13), n_folds, labels=np.arange(n_folds))))
group = df.timestamp.dt.month.map(group_map)
models = []
train_scores = []
valid_scores = []
for train_index, val_index in kf.split(df, df['building_id'], groups=group):
train_X, train_y = df[features].iloc[train_index], df['meter_reading'].iloc[train_index]
val_X, val_y = df[features].iloc[val_index], df['meter_reading'].iloc[val_index]
cgb_train = cgb.Pool(train_X, train_y, cat_features=categorical_features)
cgb_eval = cgb.Pool(val_X, val_y, cat_features=categorical_features)
gbm = cgb.train(cgb_train, param, eval_set=cgb_eval, verbose=20)
train_preds = gbm.predict(train_X)
if use_log1p_target:
train_preds = np.expm1(train_preds)
train_y = np.expm1(train_y)
train_scores.append(rmsle(train_y, train_preds))
valid_preds = gbm.predict(val_X)
if use_log1p_target:
valid_preds = np.expm1(valid_preds)
val_y = np.expm1(val_y)
valid_scores.append(rmsle(val_y, valid_preds))
models.append(gbm)
return train_scores, valid_scores, models
def __init__(self, data, use_gpu):
Learner.__init__(self)
params = {
'devices': [0],
'logging_level': 'Info',
'use_best_model': False,
'bootstrap_type': 'Bernoulli'
}
if use_gpu:
params['task_type'] = 'GPU'
if data.task == 'Regression':
params['loss_function'] = 'RMSE'
elif data.task == 'Classification':
params['loss_function'] = 'Logloss'
elif data.task == 'Multiclass':
params['loss_function'] = 'MultiClass'
if data.metric == 'Accuracy':
params['custom_metric'] = 'Accuracy'
self.train = cat.Pool(data.X_train, data.y_train)
self.test = cat.Pool(data.X_test, data.y_test)
self.default_params = params
def dataset(self,
X,
y,
categorical_columns_indices=None,
test_size=0.2,
*args,
**kwargs):
self.categorical_columns_indices = categorical_columns_indices
self.X = X
self.columns = list(X)
self.y, self.cat_replace = self.replace_multiclass(y)
self.X_train, self.X_test, self.y_train, self.y_test = train_test_split(
self.X,
self.y,
test_size=test_size,
random_state=self.random_state)
self.train_data = catboost.Pool(
data=self.X_train.values,
label=self.y_train.values,
cat_features=self.categorical_columns_indices)
self.eval_data = catboost.Pool(
data=self.X_test.values,
label=self.y_test.values,
cat_features=self.categorical_columns_indices)
self.all_train_data = catboost.Pool(
data=self.X.values,
label=self.y.values,
cat_features=self.categorical_columns_indices)
def stack_catboost():
"""Стекинг catboost."""
x_train = add_stacking_feat(load_oof())
_, y_train = processing.train_set()
x_test = add_stacking_feat(load_sub())
x_test.columns = x_train.columns
x_train.drop(DROP, axis=1, inplace=True)
x_test.drop(DROP, axis=1, inplace=True)
pool_test = catboost.Pool(data=x_test,
label=None,
cat_features=None,
weight=None)
y_oof = pd.Series(0, index=x_train.index, name="oof_y")
y_pred = pd.Series(0, index=x_test.index, name="time_to_failure")
trees = []
scores = []
feat_importance = 0
for index_train, index_valid in K_FOLDS.split(x_train):
pool_train = catboost.Pool(data=x_train.iloc[index_train],
label=y_train.iloc[index_train],
cat_features=None,
weight=None)
pool_valid = catboost.Pool(data=x_train.iloc[index_valid],
label=y_train.iloc[index_valid],
cat_features=None,
weight=None)
clf = catboost.CatBoostRegressor(**CLF_PARAMS)
clf.fit(
X=pool_train,
eval_set=[pool_valid],
)
trees.append(clf.tree_count_)
scores.append(clf.best_score_['validation_0']['MAE'])
y_oof.iloc[index_valid] = clf.predict(pool_valid)
y_pred += clf.predict(pool_test) / K_FOLDS.get_n_splits()
feat_importance += pd.DataFrame(
clf.get_feature_importance(prettified=True),
columns=["name", "value"
]).set_index("name") / K_FOLDS.get_n_splits()
LOGGER.info(f"Количество деревьев: {sorted(trees)}")
LOGGER.info(
f"Среднее количество деревьев: {np.mean(trees):.0f} +/- {np.std(trees):.0f}"
)
LOGGER.info(f"MAE на кроссвалидации: " + str(np.round(sorted(scores), 5)))
LOGGER.info(
f"MAE среднее: {np.mean(scores):0.3f} +/- {np.std(scores):0.3f}")
stamp = (
f"{time.strftime('%Y-%m-%d_%H-%M')}_"
f"{np.mean(scores):0.3f}_"
f"{np.mean(scores) + np.std(scores) * 2 / len(scores) ** 0.5:0.3f}_stk"
)
y_oof.to_csv(conf.DATA_PROCESSED + f"oof_{stamp}.csv", header=True)
y_pred.to_csv(conf.DATA_PROCESSED + f"sub_{stamp}.csv", header=True)
print(feat_importance.sort_values("value", ascending=False))
def train(self, X_train, X_valid, y_train, y_valid):
""" ccc """
# Convert data to CatBoost Pool format.
ds_train = ctb.Pool(X_train, y_train)
ds_valid = ctb.Pool(X_valid, y_valid)
# Set context dependent CatBoost parameters.
self.params['dtrain'] = ds_train
self.params['eval_set'] = ds_valid
# Train using parameters sent by the user.
return ctb.train(**self.params)
def eval_model(X, y, model):
# confusion matrix
test_pool = cb.Pool(X, cat_features=np.where(X.dtypes == object)[0])
predictions = model.predict_proba(test_pool)
predictions = [1 if ele[1] > 0.5 else 0 for ele in predictions]
print(sklearn.metrics.classification_report(y, predictions))
# auc
plt.style.use('ggplot')
dataset = cb.Pool(X, y, cat_features=np.where(X.dtypes == object)[0])
fpr, tpr, _ = cbu.get_roc_curve(model, dataset, plot=True)
auc = sklearn.metrics.auc(fpr, tpr)
print('auc: ', auc)
return auc
def regression_catboost(train, validate):
cat_features = ["UserId"]
# cat_features=[]
p_train, p_validate = np.log(train["Day30"] / 4 +
1), np.log(validate["Day30"] / 4 + 1)
# p_train,p_validate=train["Day30"],validate["Day30"]
train_data = catboost.Pool(train.iloc[:, 1:-31],
p_train,
cat_features=cat_features)
validata_data = catboost.Pool(validate.iloc[:, 1:-31],
p_validate,
cat_features=cat_features)
model = catboost.CatBoostRegressor(iterations=35000,
learning_rate=0.003,
depth=6,
objective="MAPE",
eval_metric="MAPE",
custom_metric=["RMSE", "MAE", "MAPE"],
l2_leaf_reg=3.0,
min_data_in_leaf=1,
boosting_type="Plain",
use_best_model=True,
thread_count=-1,
task_type="GPU",
devices="0",
random_state=random_seed,
verbose=300,
early_stopping_rounds=1000,
fold_permutation_block=1,
bagging_temperature=0)
# model=catboost.CatBoostRegressor(iterations=100000, learning_rate=0.1, depth=6, objective="RMSE", eval_metric="RMSE",custom_metric=["RMSE","MAE","MAPE"], l2_leaf_reg=3.0, min_data_in_leaf=1, boosting_type="Plain", use_best_model=True, thread_count=-1, task_type="CPU",devices="0", random_state=random_seed, verbose=300, early_stopping_rounds=500)
model.fit(train_data, eval_set=validata_data, plot=False)
preds_p_validate = model.predict(validata_data)
preds_day30 = (np.exp(preds_p_validate) - 1) * 4
src, _ = spearmanr(validate["Day30"], preds_day30)
df_important = pd.DataFrame({
"feature_name": model.feature_names_,
"importance": model.feature_importances_
})
df_important = df_important.sort_values(by=["importance"], ascending=False)
print(df_important)
df_predict_day30 = pd.DataFrame({
"FlickrId": validate["FlickrId"],
"Day30": validate["Day30"],
"preds_day30": preds_day30
})
return model, df_predict_day30
def main(readcsv=pd_read_csv, method='defaultDense'):
# Path to data
train_file = "./data/batch/df_classification_train.csv"
test_file = "./data/batch/df_classification_test.csv"
# Data reading
X_train = readcsv(train_file, range(3), t=np.float32)
y_train = readcsv(train_file, range(3, 4), t=np.float32)
X_test = readcsv(test_file, range(3), t=np.float32)
y_test = readcsv(test_file, range(3, 4), t=np.float32)
# Datasets creation
cb_train = cb.Pool(X_train, label=np.array(y_train))
cb_test = cb.Pool(X_test, label=np.array(y_test))
# training parameters setting
params = {
'reg_lambda': 1,
'max_depth': 8,
'num_leaves': 2**8,
'verbose': 0,
'objective': 'MultiClass',
'learning_rate': 0.3,
'n_estimators': 100,
'classes_count': 5,
}
# Training
cb_model = cb.CatBoost(params)
cb_model.fit(cb_train)
# Catboost prediction
cb_prediction = cb_model.predict(cb_test, prediction_type='Class').T[0]
cb_errors_count = np.count_nonzero(cb_prediction - np.ravel(y_test))
# Conversion to daal4py
daal_model = d4p.get_gbt_model_from_catboost(cb_model)
# daal4py prediction
daal_predict_algo = d4p.gbt_classification_prediction(
nClasses=params['classes_count'],
resultsToEvaluate="computeClassLabels",
fptype='float')
daal_prediction = daal_predict_algo.compute(X_test, daal_model)
daal_errors_count = np.count_nonzero(daal_prediction.prediction - y_test)
assert np.absolute(cb_errors_count - daal_errors_count) == 0
return (cb_prediction, cb_errors_count,
np.ravel(daal_prediction.prediction), daal_errors_count,
np.ravel(y_test))
def train_catboost(rank_model,
net_model,
emb,
train_df,
val_df,
model_file=None,
use_cache=False):
if use_cache:
X_train = np.load('datasets/X_train_boost.npy')
X_val = np.load('datasets/X_val_boost.npy')
y_train = np.load('datasets/y_train_boost.npy')
y_val = np.load('datasets/y_val_boost.npy')
print('Datasets are loaded')
else:
X_train, y_train = make_dataset(train_df, net_model, emb)
X_val, y_val = make_dataset(val_df, net_model, emb)
np.save('datasets/X_train_boost', X_train)
np.save('datasets/X_val_boost', X_val)
np.save('datasets/y_train_boost', y_train)
np.save('datasets/y_val_boost', y_val)
print('Datasets are saved')
groups_train = train_df['0'].values % int(1e9 + 7)
groups_val = val_df['0'].values % int(1e9 + 7)
train_pool = catboost.Pool(X_train,
y_train * 0.5,
group_id=groups_train.reshape(-1),
weight=train_df['7'].values.reshape(-1))
val_pool = catboost.Pool(X_val,
y_val * 0.5,
group_id=groups_val.reshape(-1))
rank_model.fit(train_pool,
eval_set=val_pool,
plot=False,
logging_level='Verbose')
if model_file is not None:
with open(model_file, 'wb') as f:
pickle.dump([rank_model], f, -1)
y_score = rank_model.predict(val_pool)
res = ranking.ndcg(y_val, y_score, groups_val)
return res, rank_model
def run_gridsearch(self, cv, cv_score: str) -> None:
"""
Performs a gridsearch over the tuning hyperparameters. Determines the
best hyperparameters based on the average validation performance
calculated over cross-validation folds.
:param cv: A cross-validarion generator that determines the
cross-validation strategy.
:param cv_score: Measure to evaluate predictions on the validation set.
"""
cats = self.X_tr.columns[self.X_tr.dtypes == "category"]
cat_features = [
list(self.X_tr).index(cats[i]) for i in range(len(cats))
]
params = self.fixed_params.copy()
best_AUC = 0.5
for tune in ParameterGrid(self.tuning_params):
params.update(tune)
AUC_val = []
for train, val in cv.split(self.X_tr, self.y_tr):
X_train, y_train = self.X_tr.iloc[train], self.y_tr.iloc[train]
X_val, y_val = self.X_tr.iloc[val], self.y_tr.iloc[val]
train_pool = cat.Pool(X_train,
y_train,
cat_features=cat_features)
validate_pool = cat.Pool(X_val,
y_val,
cat_features=cat_features)
model = cat.CatBoostClassifier(**params)
model.fit(train_pool,
eval_set=validate_pool,
logging_level="Silent")
validation_AUC = calc_perf_score(
data=X_val,
labels=np.array(y_val.astype("float")),
model=model,
model_name=self.name,
score_name=cv_score,
)
AUC_val.append(validation_AUC)
AUC_val = np.mean(AUC_val)
if AUC_val > best_AUC:
best_AUC = AUC_val
self.best_tuning_params = tune
def train_model(xtrain, xval, cat_fts, params):
y_trn = xtrain['target'].values
y_val = xval['target'].values
del xtrain['target'], xval['target']
categorical_ind = [k for k, v in enumerate(xtrain.columns) if v in cat_fts]
# train model
clf = cat.CatBoostClassifier(**params)
clf.fit(xtrain.values,
y_trn,
cat_features=categorical_ind,
eval_set=(xval.values, y_val),
early_stopping_rounds=100,
verbose=100,
plot=False)
print('Done!')
print('Grab feature importance for both train and val')
# get feature importance
trn_imp = clf.get_feature_importance(data=cat.Pool(
data=xtrain, cat_features=categorical_ind),
prettified=True)
val_imp = clf.get_feature_importance(data=cat.Pool(
data=xval, cat_features=categorical_ind),
prettified=True)
plot_imp(trn_imp, 'train')
plot_imp(val_imp, 'val')
print('Done feature imp')
# make prediction on validation set
val_pred = clf.predict_proba(xval.values)[:, 1]
logloss_i = log_loss(y_val, val_pred)
# compute roc auc
fpr, tpr, thresholds = roc_curve(y_val, val_pred, pos_label=1)
auc_i = auc(fpr, tpr)
# compute map
map_i = average_precision_score(y_val, val_pred)
print('logloss={0:.4f} | map={1:.4f} | auc={2:.4f}'.format(
logloss_i, map_i, auc_i))
# mrr
print('reciproical rank for validation set')
xval['pred'] = val_pred
xval['target'] = y_val
val_rr = xval.groupby(level=0).apply(reciprocal_rank)
mrr = (1 / val_rr[val_rr != 0]).mean()
print(f'Mean reciporical rank on validation set: {mrr:.4f}')
return clf, categorical_ind, mrr
def catboosttrainer(X,
y,
features,
initparam,
modelname,
modelpath,
docpath,
cvfold=5):
print("searching for optimal iteration count...")
trainpool = cat.Pool(X[features], y)
cvresult = cat.cv(params=initparam,
fold_count=cvfold,
pool=trainpool,
stratified=True)
initparam['iterations'] = (len(cvresult)) - (initparam['od_wait'] + 1)
del initparam['od_wait']
del initparam['od_type']
print("optimal iteration count is ", initparam['iterations'])
print("fitting model...")
clf = cat.CatBoostClassifier(**initparam)
clf.fit(trainpool)
imp = clf.get_feature_importance(trainpool, fstr_type='FeatureImportance')
dfimp = pd.DataFrame(imp, columns=['CatBoostImportance'])
dfimp.insert(0, column='Feature', value=features)
dfimp = dfimp.sort_values(['CatBoostImportance', 'Feature'],
ascending=False)
xlsxpath = os.path.join(docpath, modelname + ".xlsx")
dfimp.to_excel(xlsxpath)
print("pickling model...")
picklepath = os.path.join(modelpath, modelname)
with open(picklepath, 'wb') as fout:
pickle.dump(clf, fout)
return cvresult, clf, initparam, dfimp
def classification_model(raw_data_file, metric_col, categorical_col,
target_col, test_perc, hyperopt_iterations,
const_params, use_predefined_params, k_fold,
tuning_metric):
# preprocess data
print('preprocess data:')
data_obj = Preproc(raw_data_file, metric_col, categorical_col, target_col,
test_perc)
# hyperparameter tuning train with best params
print('hyperparams tuning and model fitting:')
model, params = train_best_model(data_obj.X_train, data_obj.y_train,
const_params, hyperopt_iterations, k_fold,
tuning_metric, use_predefined_params)
print('best params are {}'.format(params), file=sys.stdout)
# evaluate model
auc = eval_model(data_obj.X_test, data_obj.y_test, model)
# save model
model.save_model(save_model_dir,
format="json",
pool=cb.Pool(data_obj.X_train,
data_obj.y_train,
cat_features=np.where(
data_obj.X_train.dtypes == object)[0]))
def train_best_model(X, y, const_params, max_evals=10, use_default=False):
# convert pandas.DataFrame to catboost.Pool to avoid converting it on each
# iteration of hyper-parameters optimization
dataset = cb.Pool(X, y)
if use_default:
# pretrained optimal parameters
best = {
'depth': 3,
'fold_len_multiplier': 41.1,
'iterations': 50,
'learning_rate': 0.1
}
else:
best = find_best_hyper_params(dataset,
const_params,
max_evals=max_evals)
# merge subset of hyper-parameters provided by hyperopt with hyper-parameters
# provided by the user
hyper_params = best.copy()
hyper_params.update(const_params)
# drop `use_best_model` because we are going to use entire dataset for
# training of the final model
hyper_params.pop('use_best_model', None)
model = cb.CatBoostClassifier(**hyper_params)
model.fit(dataset, verbose=False)
return model, hyper_params
def predict(self, model, test_set):
""" xxx """
ds_test = ctb.Pool(test_set)
# Make predictions using the best training round
return model.predict(data=ds_test, prediction_type='Probability')[:, 1]
def test_catboost_numerical_validation():
ds = vaex.ml.datasets.load_iris()
features = ['sepal_width', 'petal_length', 'sepal_length', 'petal_width']
# Vanilla catboost
dtrain = cb.Pool(ds[features].values, label=ds.data.class_)
cb_bst = cb.train(params=params_multiclass,
dtrain=dtrain,
num_boost_round=3)
cb_pred = cb_bst.predict(dtrain, prediction_type='Probability')
# catboost through vaex
booster = vaex.ml.catboost.CatBoostModel(features=features,
params=params_multiclass,
num_boost_round=3)
booster.fit(ds, ds.class_)
vaex_pred = booster.predict(ds)
# Comparing the the predictions of catboost vs vaex.ml
np.testing.assert_equal(
vaex_pred,
cb_pred,
verbose=True,
err_msg=
'The predictions of vaex.ml.catboost do not match those of pure catboost'
)
def simple_on_dataframe():
learn_set_path = tempfile.mkstemp(prefix='catboost_learn_set_')[1]
cd_path = tempfile.mkstemp(prefix='catboost_cd_')[1]
try:
utils.object_list_to_tsv([(0.1, 0.2, 0.11, 0.12),
(0.97, 0.82, 0.33, 1.1),
(0.13, 0.22, 0.23, 2.1),
(0.14, 0.18, 0.1, 0.0),
(0.9, 0.67, 0.17, -1.0),
(0.66, 0.1, 0.31, 0.62)], learn_set_path)
with open(cd_path, 'w') as cd:
cd.write('3\tTarget')
model = utils.run_dist_train([
'--iterations', '20', '--loss-function', 'RMSE', '--learn-set',
learn_set_path, '--cd', cd_path
],
model_class=cb.CatBoostRegressor)
train_pool = cb.Pool(learn_set_path, column_description=cd_path)
result = {'prediction': model.predict(train_pool).tolist()}
json.dump(result,
fp=open(
os.path.join(OUTPUT_DIR,
'regression_simple_on_dataframe.json'),
'w'),
allow_nan=True,
indent=2)
finally:
os.remove(learn_set_path)
os.remove(cd_path)
def main():
if len(sys.argv) != 4:
sys.stderr.write("Arguments error. Usage:\n")
sys.stderr.write("\t python src/train.py data features model\n")
sys.exit(1)
with open(os.path.join(sys.argv[2], "cat_features.bin"), "rb") as fd:
features = pickle.load(fd)
df = pandas.read_csv(os.path.join(sys.argv[1], "train.csv"))
data = catboost.Pool(df.drop(["price_usd"], 1),
label=df.price_usd,
cat_features=features)
default_params = {"n_estimators": 4500, "learning_rate": 0.1}
params = yaml.safe_load(open("params.yaml"))["train"]
cb_params = params["regression"]
cb_params.update(default_params)
model = catboost.CatBoostRegressor(custom_metric=["R2", "RMSE"],
task_type="GPU",
random_seed=params["seed"],
**cb_params)
model.fit(data, verbose=True)
model.save_model(sys.argv[3])
def predict(self, data):
test_X = data[self.features_name]
cat_test = cat.Pool(data=test_X,
feature_names=self.features_name,
cat_features=self.categorical_feature)
prediction = self.estimator.predict(cat_test)
return prediction
def main():
model = cb.CatBoostRegressor()
# The data was mined by data_miner.py in Data prepocessing/Scripts
data = pd.read_csv("data.csv", sep=";", encoding="utf8")
data = data.drop(["coors"], axis=1)
classes = {}
# Some classes need to be mined from cian.ru
for _class in ["Конструктив и состояние", "Положительное соседство", "Отрицательное соседство",
"Квартиры и планировки", "Инфраструктура", "Безопасность", "Транспорт", "Экология", "price_per_m"]:
if _class in data.columns:
classes[_class] = data[_class]
data = data.drop([_class], axis=1)
# Train models for each class
for _class in classes:
x_train, x_test_val, y_train, y_test_val = train_test_split(data, classes[_class], test_size=0.2, random_state=7)
x_test, x_val, y_test, y_val = train_test_split(x_test_val, y_test_val, test_size=0.7)
model.fit(x_train, y_train,
use_best_model=True,
eval_set=cb.Pool(x_val, y_val),
logging_level="Verbose", # 'Silent', 'Verbose', 'Info', 'Debug'
early_stopping_rounds=1,
save_snapshot=True,
snapshot_file="backup.cbsnapshot",
snapshot_interval=300,
)
print(model.score(x_test, y_test))
model.save_model("trained_model", format="cbm")
def get_train_set(self,
as_xgb_dmatrix=False,
as_lgb_dataset=False,
as_cgb_pool=False):
df = self._get_cleaned_single_set(dataset="train")
train_cols = df.columns.tolist()
train_cols.remove("target")
if self.drop_lowimp_features:
print('Dropping low importance features !')
dropcols = set(df.columns.tolist()).intersection(
set(LOW_IMPORTANCE_FEATURES))
df = df.drop(columns=list(dropcols))
if as_xgb_dmatrix:
return xgb.DMatrix(data=df[train_cols], label=df[["target"]])
elif as_lgb_dataset:
return lgb.Dataset(df[train_cols], df[["target"]].values.ravel())
elif as_cgb_pool:
with Timer('Creating Pool for Train set CatBoost'):
df, catboost_features = self._generate_catboost_df(df)
idx_cat_features = list(range(len(catboost_features)))
pool = cgb.Pool(
df.drop(columns=["target"]),
df["target"],
idx_cat_features)
return pool
else:
return df[train_cols], df[["target"]]
def partial_dependence_curve(tickers: Tuple[str, ...], date: pd.Timestamp):
"""Рисует кривые частичной зависимости для численных параметров.
:param tickers:
Тикеры, для которых необходимо составить ML-модель.
:param date:
Дата, на которую составляется ML-модель.
"""
params = config.ML_PARAMS
cases = examples.Examples(tickers, date, params["data"])
clf, train_pool_params = train_clf(cases, params)
n_plots = len(train_pool_params["data"].columns) - len(
cases.categorical_features())
axs = axs_iter(n_plots)
results = []
for n, name in enumerate(train_pool_params["data"]):
if n in cases.categorical_features():
continue
ax = next(axs)
pool_params = copy.deepcopy(train_pool_params)
quantiles = pool_params["data"].iloc[:, n].quantile(QUANTILE).values
y = []
for quantile in quantiles:
pool_params["data"].iloc[:, n] = quantile
predict_pool = catboost.Pool(**pool_params)
raw_prediction = clf.predict(predict_pool)
prediction = (raw_prediction * pool_params["data"].iloc[:, 0] *
YEAR_IN_TRADING_DAYS)
y.append(prediction.values.mean())
ax.set_title(f"{name}")
ax.tick_params(labelleft=True)
ax.plot(quantiles, y)
results.append((quantiles, y))
plt.show()
return results
