def test_classification_error(self):
y = np.array([0, 1, 1, 0])
ypred = np.array([0.1, 0.9, 0.4, 0.2])
self.assertTrue(abs(evaluation.classification_error(y, ypred) - 0.25) <
1e-12)
self.assertTrue(abs(evaluation.classification_error(y, ypred, thres=0.3
) - 0.0) < 1e-12)
weights = np.array([1.0, 0.8, 0.7, 0.6])
self.assertTrue(abs(evaluation.classification_error(y, ypred, weights=weights) - (1.0 - (1.0 + 0.8 + 0.6) / (weights.sum()))) < 1.0e-12)
def test_classification_error(self):
y = np.array([0, 1, 1, 0])
ypred = np.array([0.1, 0.9, 0.4, 0.2])
self.assertTrue(
abs(evaluation.classification_error(y, ypred) - 0.25) < 1e-12)
self.assertTrue(
abs(evaluation.classification_error(y, ypred, thres=0.3) -
0.0) < 1e-12)
weights = np.array([1.0, 0.8, 0.7, 0.6])
self.assertTrue(
abs(
evaluation.classification_error(y, ypred, weights=weights) -
(1.0 - (1.0 + 0.8 + 0.6) / (weights.sum()))) < 1.0e-12)
def accuracy_auc(y, ypred, weights=None):
"""Compute the accuracy, AUC, precision, recall and f1"""
from mozsci.evaluation import classification_error, auc_wmw_fast, precision_recall_f1
prf1 = precision_recall_f1(y, ypred, weights=weights)
return {'accuracy': 1.0 - classification_error(y, ypred, weights=weights),
'auc': auc_wmw_fast(y, ypred, weights=weights),
'precision': prf1[0],
'recall': prf1[1],
'f1': prf1[2]}
def accuracy_auc(y, ypred, weights=None):
"""Compute the accuracy, AUC, precision, recall and f1"""
from mozsci.evaluation import classification_error, auc_wmw_fast, precision_recall_f1
prf1 = precision_recall_f1(y, ypred, weights=weights)
return {'accuracy': 1.0 - classification_error(y, ypred, weights=weights),
'auc': auc_wmw_fast(y, ypred, weights=weights),
'precision': prf1[0],
'recall': prf1[1],
'f1': prf1[2]}
def test_model_driver(self):
independents = [
variables.Variable('x0', IdentityTransformer()),
variables.Variable('x1', LogScaledTransformer())
]
dependents = [variables.Variable('y', IdentityTransformer())]
model_variables = variables.ModelVariables(independents, dependents)
# make some test data
N = int(1e5)
data = np.zeros(N,
dtype=[('x0', np.float), ('x1', np.float),
('y', np.int)])
np.random.seed(5)
data['x0'] = np.random.rand(N)
data['x1'] = np.random.normal(0.5, 2.0, N)
data['y'] = 3 * data['x0'] - 2 * data['x1'] - 1.5 > 0.0
# rescale x1
data['x1'] = np.exp(data['x1'])
# create driver and fit
model = variables.ModelDriver(model_variables,
LogisticRegression(C=1e5))
# first try to fit with regular numpy arrays
X = data.view(dtype=np.float).reshape(-1, 3)[:, :2]
y = data.view(dtype=np.int).reshape(-1, 3)[:, 2].reshape(-1, 1)
model.fit(X, y)
ypred = model.predict(X)
self.assertTrue(classification_error(y, ypred) < 0.002)
# now try using __getitem__
model.fit(data, data)
ypred = model.predict(data)
self.assertTrue(classification_error(data['y'], ypred) < 0.002)
# serialization
model_string = model.dumps()
model_loaded = variables.ModelDriver.loads(model_string)
self.assertTrue(
np.allclose(model.predict(data, predict_prob=True),
model_loaded.predict(data, predict_prob=True)))
def test_fit(self):
from mozsci.evaluation import classification_error
np.random.seed(5)
N = int(1e5)
x = np.random.rand(N, 2)
y = (3 * x[:, 0] - 2 * x[:, 1] - 1.5 > 0.0).astype(np.int)
lr = LogisticRegression()
lr.fit(x, y, factr=1e4)
ypred = lr.predict(x)
self.assertTrue(classification_error(y, ypred) < 0.002)
def test_fit(self):
from mozsci.evaluation import classification_error
np.random.seed(5)
N = int(1e5)
x = np.random.rand(N, 2)
y = (3 * x[:, 0] - 2 * x[:, 1] - 1.5 > 0.0).astype(np.int)
lr = LogisticRegression()
lr.fit(x, y, factr=1e4)
ypred = lr.predict(x)
self.assertTrue(classification_error(y, ypred) < 0.002)
def test_map_train_model(self):
trainer = TrainModelCV([LogisticRegression, classification_error, '/tmp/logistic.json', (), {'lam':0.5}], X=self.X, y=self.y)
errors = trainer.run()
# load model
trained_model = LogisticRegression.load_model('/tmp/logistic.json')
loaded_model_error = classification_error(self.y, trained_model.predict(self.X))
# check the errors
self.assertTrue(np.abs(errors[errors.keys()[0]]['train'] - 0.06) < 1e-12)
self.assertTrue(np.abs(errors[errors.keys()[0]]['train'] - loaded_model_error) < 1e-12)
def test_model_driver(self):
independents = [
variables.Variable('x0', IdentityTransformer()),
variables.Variable('x1', LogScaledTransformer())
]
dependents = [variables.Variable('y', IdentityTransformer())]
model_variables = variables.ModelVariables(independents, dependents)
# make some test data
N = int(1e5)
data = np.zeros(
N, dtype=[('x0', np.float), ('x1', np.float), ('y', np.int)])
np.random.seed(5)
data['x0'] = np.random.rand(N)
data['x1'] = np.random.normal(0.5, 2.0, N)
data['y'] = 3 * data['x0'] - 2 * data['x1'] - 1.5 > 0.0
# rescale x1
data['x1'] = np.exp(data['x1'])
# create driver and fit
model = variables.ModelDriver(model_variables, LogisticRegression(C=1e5))
# first try to fit with regular numpy arrays
X = data.view(dtype=np.float).reshape(-1, 3)[:, :2]
y = data.view(dtype=np.int).reshape(-1, 3)[:, 2].reshape(-1, 1)
model.fit(X, y)
ypred = model.predict(X)
self.assertTrue(classification_error(y, ypred) < 0.002)
# now try using __getitem__
model.fit(data, data)
ypred = model.predict(data)
self.assertTrue(classification_error(data['y'], ypred) < 0.002)
# serialization
model_string = model.dumps()
model_loaded = variables.ModelDriver.loads(model_string)
self.assertTrue(np.allclose(
model.predict(data, predict_prob=True),
model_loaded.predict(data, predict_prob=True)))
def test_map_train_model(self):
trainer = TrainModelCV([
LogisticRegression, classification_error, '/tmp/logistic.json',
(), {
'lam': 0.5
}
],
X=self.X,
y=self.y)
errors = trainer.run()
# load model
trained_model = LogisticRegression.load_model('/tmp/logistic.json')
loaded_model_error = classification_error(
self.y, trained_model.predict(self.X))
# check the errors
self.assertTrue(
np.abs(errors[errors.keys()[0]]['train'] - 0.06) < 1e-12)
self.assertTrue(
np.abs(errors[errors.keys()[0]]['train'] -
loaded_model_error) < 1e-12)
def agg_err(yactual, ypred):
ret = {}
ret['accuracy'] = classification_error(yactual, ypred)
ret['auc'] = auc_wmw_fast(yactual, ypred)
return ret
def agg_err(yactual, ypred):
ret = {}
ret['accuracy'] = classification_error(yactual, ypred)
ret['auc'] = auc_wmw_fast(yactual, ypred)
return ret