test = pd.read_csv('./../data/testDatafinalData.csv')
x_test = test.drop(['id'], axis=1)
min_samples = range(2, 19, 4)
max_depth = range(1, 20, 4)
max_feature = ['auto', 'sqrt', 'log2']
#roc_auc
parameters = {
'min_samples_split': min_samples,
'max_depth': max_depth,
'max_features': max_feature
}
clf_tree = tree.DecisionTreeClassifier()
model = GridSearchCV(clf_tree, parameters, scoring='roc_auc')
#model = tree.DecisionTreeClassifier()
model.fit(x, y)
print model.best_params_
print model.grid_scores_
score_sqrt = []
score_auto = []
score_log2 = []
for a in model.grid_scores_:
if (a[0]['max_features'] == 'log2'):
score_log2.append(a[1])
for a in model.grid_scores_:
if (a[0]['max_features'] == 'auto'):
score_auto.append(a[1])
# Split the dataset in two equal parts
X_train, X_test, y_train, y_test = train_test_split(
X, y, test_size=0.5, random_state=0)
# Set the parameters by cross-validation
tuned_parameters = [{'kernel': ['rbf'], 'gamma': [0.001, 0.0001],
'C': [1,10,100]},
{'kernel': ['linear'], 'C': [1,10,100]}]
scores = ['precision', 'recall']
for score in scores:
print("# Tuning hyper-parameters for %s" % score)
print()
clf = GridSearchCV(SVC(C=1), tuned_parameters, cv=5,
scoring='%s_weighted' % score)
clf.fit(X_train, y_train)
print("Best parameters set found on development set:")
print()
print(clf.best_params_)
print()
print("Grid scores on development set:")
print()
for params, mean_score, scores in clf.grid_scores_:
print("%0.3f (+/-%0.03f) for %r"
% (mean_score, scores.std() * 2, params))
print()
print("Detailed classification report:")
print()
### parameter tuning with grid search
from sklearn.grid_search import GridSearchCV
from sklearn.feature_selection import SelectKBest
from sklearn.pipeline import Pipeline
select = SelectKBest()
steps = [('feature_selection', select), ('random_forest', clf)]
parameters = dict(feature_selection__k=[10, 15, 'all'],
random_forest__n_estimators=[5, 10, 15, 20],
random_forest__criterion=['gini', 'entropy'],
random_forest__max_features=[1, 2, 3, 4],
random_forest__min_samples_split=[2, 3, 4, 5])
pipeline = Pipeline(steps)
cv = StratifiedKFold(labels, n_folds=10)
grid_search = GridSearchCV(pipeline, param_grid=parameters, cv=cv)
grid_search.fit(features, labels)
print 'Best score: {}'.format(grid_search.best_score_)
print 'best parameters: {}'.format(grid_search.best_params_)
'''
Best score: 0.861
best parameters: {'random_forest__min_samples_split': 4, 'random_forest__n_estimators': 20, 'feature_selection__k': 'all', 'random_forest__max_features': 4, 'random_forest__criterion': 'entropy'}
'''
'''
Finalize the model
'''
### plot the cross-validation scores
clf = RandomForestClassifier(max_features=4,
min_samples_split=4,
criterion='entropy',
n_estimators=20)
def reg_run():
parent_data_folder = ''
import getpass
user = getpass.getuser()
if user == 'igor':
parent_data_folder = '/home/igor/ML/data_1/'
elif user == 'pesici':
parent_data_folder = os.environ['HOME'] + '/'
else:
os.path.realpath(__file__)
simple = False
train_data_path = ''
test_data_path = ''
X_file_search = ''
X_nd_file_search = ''
Y_file_search = ''
vSize = 8
if not simple:
train_data_path = parent_data_folder + 'set_train_gray_matter_maps/'
test_data_path = parent_data_folder + 'set_test_gray_matter_maps/'
X_file_search = 'X_compact' + str(vSize) + '.mtx'
X_nd_file_search = 'X_compact' + str(vSize) + '.npy'
Y_file_search = 'y' + str(vSize) + '.mtx.npy'
else:
train_data_path = parent_data_folder + 'set_train_simple/'
test_data_path = parent_data_folder + 'set_test_simple/'
X_file_search = 'X_simple.mtx'
X_nd_file_search = 'X_simple.npy'
Y_file_search = 'y_simple.mtx.npy'
idxSlice = 85
targets_file = parent_data_folder + 'targets.csv'
X_file = parent_data_folder + X_file_search
X_nd_file = parent_data_folder + X_nd_file_search
Y_file = parent_data_folder + Y_file_search
targets = [0]
with open(targets_file, 'rb') as csvfile:
for line in csvfile:
targets.append(int(line))
iters = 300
ys = []
X = []
method = 'SVR pipeline'
if (method == 'SVR pipeline'
or True) and (X_nd_file_search in os.listdir(parent_data_folder)
and Y_file_search in os.listdir(parent_data_folder)):
print 'Existing X and Y ARRAY files were found!'
ys = np.load(Y_file)
X = np.load(X_nd_file)
#elif method <> 'SVR pipeline' and (X_file_search in os.listdir(parent_data_folder) and Y_file_search in os.listdir(parent_data_folder)):
# print 'Existing X and Y files were found!'
# ys = np.load(Y_file)
# X = io.mmread(X_file)
else:
for f in os.listdir(train_data_path):
if ('train_' in f and f.endswith('.mtx')
and not simple) or ('train_' in f and f.endswith('.npy')
and simple):
iters = iters - 1
#print dirpath+f
pic_id = int(f.split('.')[0].split('_')[1])
#segmented_img = np.load(train_data_path+'/'+f)
#segmented_img = None
if not simple:
img = io.mmread(train_data_path + '/' + f)
img = img.toarray()
img = np.reshape(img, (176, 208, 176))
# sum up voxels of size 8x8x8 or 4x4x4 of img
x = smooth_img(img, vSize)
if X == []:
X = x
else:
X = np.vstack((X, x))
y = targets[pic_id]
ys.append(y)
else:
segmented_img = np.load(train_data_path + '/' + f)
x = segmented_img
if X == []:
X = x
else:
X = np.vstack((X, x))
y = targets[pic_id]
ys.append(y)
#new_size = segmented_img.shape[0] *segmented_img.shape[1]*segmented_img.shape[2]
#x = np.reshape(segmented_img, (new_size,1))
#x = x.astype(int)
#x = sparse.coo_matrix(x)
#nda_show(segmented_img[:,:,idxSlice], title=str(y))
gc.collect()
print 'iters = ', iters
if iters < 0:
break
print 'Saving X...'
if not simple:
np.save(X_nd_file, X)
else:
np.save(X_nd_file, X)
#io.mmwrite(X_file, X)
np.save(Y_file, ys)
print 'X has size: ', X.shape
try:
print 'ys has size: ', ys.shape
except:
print 'ys has size: ', len(ys)
# Dimension reduction
from sklearn.feature_selection import VarianceThreshold, SelectKBest, f_regression
from sklearn import preprocessing, decomposition
from sklearn.decomposition import PCA
from sklearn.svm import SVR
from sklearn.pipeline import Pipeline
from sklearn.grid_search import GridSearchCV
from sklearn.ensemble import RandomForestRegressor
# Regression model
reg = ''
# Remove features with too low between-subject variance e.g. nulls
variance_threshold = VarianceThreshold(threshold=.01)
# Normalize the data so it has 0 mean normal variance
scaler = preprocessing.StandardScaler()
min_max_scaler = preprocessing.MinMaxScaler()
#if method == 'Lasso':
# print 'Running ', method
# reg = Lasso()
# reg.fit(X ,ys)
# print("Data fitted with Lasso Regression")
# w = reg.coef_
# np.save('W_Lasso', w)
if method == 'LassoCV':
print 'Running ', method
#variance_threshold = VarianceThreshold(threshold=0.01)
lasso = LassoCV()
reg = Pipeline([('variance_threshold', variance_threshold),
('lasso', lasso)])
reg.fit(X, ys)
print("Data fitted with Lasso CV Regression")
#w = reg.coef_
#np.save('W_LassoCV', w)
if method == 'SVR pipeline':
print 'Running ', method
#X = X.toarray()
#print 'Converted sparse to dense nd array'
#variance_threshold = VarianceThreshold(threshold=.01)
# Here we use a classical univariate feature selection: removes all but the k highest scoring features
#feature_selection = SelectKBest(f_regression, k=2000)
# ('feature_selection', feature_selection),
# PCA
#pca = PCA(n_components=1000)
# SVM regression
svrLinear = SVR(kernel='linear', C=1e-4)
#svrPloy2 = SVR(kernel='poly', degree=2)
#svrSigmoid = SVR(kernel='sigmoid')
svrRBF = SVR()
svr = svrLinear
#rForest = RandomForestRegressor()
regs = [svrLinear]
Cs = [1e-3, 1e-2]
#gammas = [1e-8, 1e-7, 1e-6]
pipe = Pipeline([
('variance_threshold', variance_threshold),
('scaler', scaler),
('svr', svrLinear),
])
params = dict(
variance_threshold=[variance_threshold],
scaler=[scaler],
svr=regs,
svr__C=Cs,
)
# does cross-validation with 3-fold for each combination of kernels and Cs
reg = GridSearchCV(pipe, param_grid=params, n_jobs=4, cv=5)
#reg = pipe
reg.fit(X, ys)
print 'Data fitted with ', method
print "Best parameters set found on development set:"
print
print(reg.best_params_)
print
#w = reg.coef_
#np.save('W_LassoCV', w)
prediction = []
iters = 0
test_files = sorted(os.listdir(test_data_path))
smoothed_y_folder = parent_data_folder + 'set_test_smooth' + str(
vSize) + '/'
for f in test_files:
if ('test_' in f and f.endswith('.mtx')
and not simple) or ('test_' in f and f.endswith('.npy')
and simple):
iters = iters + 1
pic_id = int(f.split('.')[0].split('_')[1])
segmented_img = None
if not simple:
output_file = smoothed_y_folder + f + '.npy'
if os.path.isfile(output_file):
print 'Compressed file %s found!!' % output_file
segmented_img = np.load(output_file)
else:
segmented_img = io.mmread(test_data_path + f)
if method == 'SVR pipeline' or method == 'LassoCV':
segmented_img = segmented_img.toarray()
segmented_img = np.reshape(segmented_img,
(176, 208, 176))
segmented_img = smooth_img(segmented_img, vSize)
#np.save(output_file, segmented_img)
else:
segmented_img = np.load(test_data_path + f)
res = reg.predict(segmented_img)
prediction.append([pic_id, res[0]])
gc.collect()
print "Age prediction for image %d completed " % (pic_id)
#print ''
#print 'iters = ', iters
with open(parent_data_folder + "predictions.csv", "wb") as f:
f.write(b'ID,Prediction\n')
for pred in prediction:
f.write(str(pred[0]) + ',' + str(pred[1]) + '\n')
print 'Done.'
'vect__stop_words': ('english', None),
'vect__max_features': (2500, 5000, 10000, None),
'vect__ngram_range': ((1, 1), (1, 2)),
'vect__use_idf': (True, False),
'vect__norm': ('l1', 'l2'),
'clf__penalty': ('l1', 'l2'),
'clf__C': (0.01, 0.1, 1, 10),
}
'''
To use parallel-computing in a script, you must protect your main loop using "if __name__ == '__main__'"
'''
if __name__ == '__main__':
grid_search = GridSearchCV(pipeline,
parameters,
n_jobs=-1,
verbose=1,
scoring='accuracy',
cv=3)
df = pd.read_csv('sms.csv')
X, y, = df['message'], df['label']
X_train, X_test, y_train, y_test = train_test_split(X, y)
grid_search.fit(X_train, y_train)
print('最佳效果：%0.3f' % grid_search.best_score_)
print('最优参数组合：')
best_parameters = grid_search.best_estimator_.get_params()
for param_name in sorted(parameters.keys()):
print('\t%s: %r' % (param_name, best_parameters[param_name]))
predictions = grid_search.predict(X_test)
print('准确率：', accuracy_score(y_test, predictions))
print('精确率：', precision_score(y_test, predictions))
print('召回率：', recall_score(y_test, predictions))
y_cv_train = y_cv_train.values.flatten()
y_sep_test = y_val.values.flatten()
y_cv_train[y_cv_train == 2] = 0
y_sep_test[y_sep_test == 2] = 0
X_train = X_cv_train
X_test = X_sep_test
y_train = y_cv_train
y_test = y_sep_test
# Using GridSearchCV to find the best values for C and gamma
C_range = 10.0**np.arange(-4, 4)
gamma_range = 10.0**np.arange(-10, 1)
param_grid = dict(gamma=gamma_range, C=C_range)
skf = cv.StratifiedKFold(y=y_train, n_folds=3)
grid = GridSearchCV(svm.SVC(), param_grid=param_grid, cv=skf)
grid.fit(X_train, y_train)
# Print out parameters
crossclf = svm.SVC(probability=True, **grid.best_params_)
y_pred = crossclf.fit(X_train, y_train).predict(X_test)
print crossclf
print 'y_pred: ', y_train
print 'y_pred: ', y_pred
print "Best parameter", grid.best_params_ # {'C': 10.0, 'gamma': 0.001}
print "Cross-Validation score", cv.cross_val_score(crossclf, X_train,
y_train).mean()
print "Independent accuracy score", accuracy_score(y_test, y_pred)
print "Independent precision score", precision_score(y_test, y_pred)
print "Independent recall score", recall_score(y_test, y_pred)
print "Independent f1 score", f1_score(y_test, y_pred)
#creating parameters to fit into algortihm
parameters = {
'n_estimators': [10, 20, 30, 50, 100],
'max_features': [0.6, 0.2, 0.3],
'min_samples_leaf': [1, 2, 3],
'min_samples_split': [2, 3, 4, 6]
}
#parameters = {'penalty':['l1', 'l2'],'C': np.logspace(0, 4, 10)}
# calculating accuracy score
acc_scorer = make_scorer(accuracy_score)
# Running grid search
grid_obj = GridSearchCV(clf, parameters, scoring=acc_scorer, cv=5)
# Fit the grid search object to the training data and find the optimal parameters
grid_obj = grid_obj.fit(X_train, y_train)
# Set the clf to the best combination of parameters
best_clf = grid_obj.best_estimator_
# Fit the best parameter to the data.
best_clf.fit(X_train, y_train)
#making predictions
best_predictions = best_clf.predict(X_test)
#printing fbeta score and accuracy score of the optimized model .
print("\nOptimized Model\n------")
from sklearn.grid_search import GridSearchCV, RandomizedSearchCV
param_dist = {"base_estimator__max_depth": [1,2,3],
"base_estimator__min_samples_split": [1,2],
"base_estimator__min_samples_leaf": [1,2],
"n_estimators": [2,3,5],
"learning_rate":[0.4,0.6,0.8],
"algorithm":["SAMME","SAMME.R"]
}
cv = cross_validation.StratifiedShuffleSplit(y_train,n_iter = 4,random_state = 9)
f1score=make_scorer(f1_score, pos_label="yes")
# build a classifier
dt_clf=DecisionTreeClassifier()
clf = AdaBoostClassifier(dt_clf)
# run grid search
grid_search = GridSearchCV(clf, param_grid=param_dist,cv=cv,scoring=f1score)
gs_estimator=grid_search.fit(X_train,y_train)
print "Best model parameter: " + str(gs_estimator.best_params_)
y_pred=grid_search.predict(X_test)
#print y_pred
gs_f1score=f1_score(y_test, y_pred,pos_label="yes")
print "f1 score: {:.5f}".format(gs_f1score)
# ######
#best_score_ : 최고 성능의 지표 값
#best_params_ : 최고 성능을 보이는 파라미터
#best_estimator_ : 최고 성능을 보이는 파라미터를 가진 모형
from sklearn.grid_search import GridSearchCV
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.svm import SVC
#pipe line 안에는 리스트 형태로 한번에 엮어서 진행할 절차를 넣어준다.
pipe_svc = Pipeline([('scl', StandardScaler()), ('clf', SVC(random_state=1))])
param_range = [0.0001, 0.001, 0.01, 0.1, 1.0, 10., 100., 1000.]
param_grid = [{'clf__C':param_range, 'clf__kernel':['linear']},
{'clf__C':param_range, 'clf__gamma':param_range, 'clf__kernel':['rbf']}]
#원래는 param_grid에다가 dict, list를 parameter 이름에 맞춰서(C, gamma, kernel) 이렇게만 해줘도 되지만, 지금은 pipeline이어서 clf__를 앞에 써준듯 하다.
gs = GridSearchCV(estimator=pipe_svc, param_grid=param_grid, scoring='accuracy', cv=10, n_jobs=1)
# %time
gs = gs.fit(X, y)
print(gs.best_score_)
print(gs.best_params_)
gs.grid_scores_
#ParameterGrid : 파라미터를 조합하여 탐색 그리드를 생성해 주는 명령어로, iterator 역할을 한다.
#이거로 조합들을 만든다음 for문을 돌려서 진행하는 방식으로 탐색할 수 있음
from sklearn.grid_search import ParameterGrid
param_grid = {'a':[1, 2], 'b':[True, False]}
list(ParameterGrid(param_grid))
param_grid= [{'kernel':['linear']}, {'kernel':['rbf'], 'gamma':[1, 10]}]
C['Class']=DF[i].iloc[:,c1]
Classifier[i]=C.values[:,0]
m=len(Classifier[i])
df=DF[i].drop(DF[i].columns[c1],axis=1)
l=len(df.columns)
#Create Features Array
Features[i]=df.values[:,0:l]
fld=5
state=12
kf=KFold(m,n_folds=fld,shuffle=True,random_state=state)
C_range = np.logspace(-2, 10, 13)
gamma_range = np.logspace(-9, 3, 13)
param_grid = dict(gamma=gamma_range, C=C_range)
grid = GridSearchCV(SVC(), param_grid=param_grid, cv=kf)
grid.fit(Features[i], Classifier[i])
print("The best parameters are %s with a score of %0.2f"
% (grid.best_params_, grid.best_score_))
Params[i]=grid.best_params_
print Params
SVMA=0
SVMC=Params[1]['C']
SVMG=Params[1]['gamma']
start=time.time()
kf=KFold(m,n_folds=fld,shuffle=True,random_state=state)
for train_index, test_index in kf:
Clf_Train=[]
Clf_Test=[]
m_train=len(train_index)
print("Precision:", precision)
print("Recall:", recall)
#对最大特征数max_features、最小样本数min_samples_split、叶子节点最少样本数min_samples_leaf、决策树最大深度max_depth、内部节点再划分所需最小样本数min_samples_split做调参:
#param_test5= {'max_features':range(3,11,2),'min_samples_split':range(80,150,20), 'min_samples_leaf':range(10,60,10),'n_estimators':range(10,100,20),'max_depth':range(3,14,2)}
param_test5 = {
'min_samples_leaf': range(10, 30, 10),
'n_estimators': range(50, 200, 50)
}
gsearch5 = GridSearchCV(estimator=RandomForestClassifier(max_depth=None,
min_samples_split=2,
max_features="auto",
max_leaf_nodes=None,
bootstrap=True),
param_grid=param_test5,
scoring='roc_auc',
iid=False,
cv=5)
gsearch5.fit(X_train, y_train)
print gsearch5.grid_scores_, gsearch5.best_params_, gsearch5.best_score_
#0.990622704291 10棵树
#[[21721 84]
# [ 133 1203]]
#('Precision:', 0.96432304616161124)
#('Recall:', 0.94829838717428705)
#('Precision:', 0.99049738866427095)
#('Recall:', 0.99062270429108512)
#print clf.predict(features_test)
print clf.score(features_test, labels_test)
print "training time:", round(time()-t0, 3), "s"
'''
#########################################################
import numpy
from sklearn.svm import SVC
from sklearn.grid_search import GridSearchCV
features_train = features_train[:len(features_train) / 100]
labels_train = labels_train[:len(labels_train) / 100]
t0 = time()
clf = SVC(kernel='rbf', C=10000)
clf.fit(features_train, labels_train)
predictions = clf.predict(features_test)
score = clf.score(features_test, labels_test)
print "training time:", round(time() - t0, 3), "s"
grid = GridSearchCV(clf, {
'kernel': ['linear', 'rbf'],
'C': [1, 10, 100, 1000, 10000]
}, 'accuracy')
grid.fit(features_train, labels_train)
best_params = grid.best_params_
model = grid.best_estimator_
score = grid.best_score_
print best_params, model, score
print numpy.count_nonzero(predictions)
import pandas as pd
df = pd.read_csv("book2.csv")
X = df.iloc[:, 0:14]
y = df.iloc[:, 14]
xgb_model = xgb.XGBClassifier()
optimization_dict = {
'max_depth': [1, 2, 3, 4, 5, 6],
'n_estimators': [50, 100, 200],
}
optimization_dict1 = {
'subsample': [0.8, 0.9, 1],
'max_delta_step': [0, 1, 2, 4],
'learning_rate': [0.05, 0.1, 0.15, 0.2, 0.25, 0.3]
}
model = GridSearchCV(xgb_model,
optimization_dict,
scoring='accuracy',
verbose=1)
model = GridSearchCV(xgb_model,
optimization_dict1,
scoring='accuracy',
verbose=1)
model.fit(X, y)
print(model.best_score_)
print(model.best_params_)
mtry = np.sqrt(X.shape[1]).round()
# mtry=np.sqrt(n_components).round()
rf = RandomForestClassifier(n_estimators=5000)
gbm = GradientBoostingClassifier(n_estimators=10000,
learning_rate=0.001)
# Parameter Grids
param_grid_rf = dict(max_features=np.arange(
int(mtry - round(mtry / 2)), int(mtry + round(mtry / 2)), 2))
param_grid_gbm = dict(max_depth=range(1, 10))
# param_grid=dict(max_features=range(5,100,5))
param_dist = {"max_features": sp_randint(5, 100)}
random_search_rf = RandomizedSearchCV(rf,
param_distributions=param_dist,
n_iter=40)
grid_search_rf = GridSearchCV(estimator=rf,
param_grid=param_grid_rf,
cv=10)
grid_search_gbm = GridSearchCV(estimator=gbm,
param_grid=param_grid_gbm,
cv=10)
pipe1 = Pipeline([('feature_selection', feature_linearSVC),
('classification', grid_search_rf)])
pipe2 = Pipeline([('feature_selection', feature_RFECV),
('classification', random_search_rf)])
# pipe3 = Pipeline([('feature_selection', feature_PCA),
# ('classification', grid_search_rf)])
#%%
#Nested cross-validation
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.5, random_state=0)
# Set the parameters by cross-validation
tuned_parameters = [{'kernel': ['rbf'], 'gamma': [1e-3, 1e-4],
'C': [1, 10, 100, 1000]},
{'kernel': ['linear'], 'C': [1, 10, 100, 1000]}]
scores = ['precision', 'recall']
for score in scores:
print("# Tuning hyper-parameters for %s" % score)
print()
clf = GridSearchCV(SVC(C=1), tuned_parameters, cv=5, scoring=score)
clf.fit(X_train, y_train)
print("Best parameters set found on development set:")
print()
print(clf.best_estimator_)
print()
print("Grid scores on development set:")
print()
for params, mean_score, scores in clf.grid_scores_:
print("%0.3f (+/-%0.03f) for %r"
% (mean_score, scores.std() / 2, params))
print()
print("Detailed classification report:")
print()
y_train = final_train.pop('wage_class')
y_test = final_test.pop('wage_class')
cv_params = {'max_depth': [3, 5, 7], 'min_child_weight': [1, 3, 5]}
ind_params = {
'learning_rate': 0.1,
'n_estimators': 1000,
'seed': 0,
'subsample': 0.8,
'colsample_bytree': 0.8,
'objective': 'binary:logistic'
}
optimized_GBM = GridSearchCV(xgb.XGBClassifier(**ind_params),
cv_params,
scoring='accuracy',
cv=5,
n_jobs=-1)
optimized_GBM.fit(final_train, y_train)
GridSearchCV(cv=5,
error_score='raise',
estimator=xgb.XGBClassifier(base_score=0.5,
colsample_bylevel=1,
colsample_bytree=0.8,
gamma=0,
learning_rate=0.1,
max_delta_step=0,
max_depth=3,
min_child_weight=1,
missing=None,
n_estimators=1000,
print("MSE for the test part2 is : ", np.mean((z2 - testY)**2))
print("MSE for the test part3 is : ", np.mean((z3 - testY)**2))
print("MSE for the test part4 is : ", np.mean((z4 - testY)**2))
print("MSE for the test part5 is : ", np.mean((z5 - testY)**2))
#%% Using the Linear Regression
#################################### Linear Regression
print("================== Linear Regression...")
clf0 = LinearRegression()
param = {
"fit_intercept": [True, False],
"normalize": [False],
"copy_X": [True, False]
}
grid = GridSearchCV(clf0, param, n_jobs=1)
grid.fit(trainX1, trainY)
clf01 = LinearRegression(fit_intercept=grid.best_params_["fit_intercept"],
normalize=grid.best_params_["normalize"],
copy_X=grid.best_params_["copy_X"],
n_jobs=-1)
print("================== LR1 Ends...")
grid.fit(trainX2, trainY)
clf02 = LinearRegression(fit_intercept=grid.best_params_["fit_intercept"],
normalize=grid.best_params_["normalize"],
copy_X=grid.best_params_["copy_X"],
n_jobs=-1)
print("================== LR2 Ends...")
from sklearn.pipeline import make_pipeline
pca = RandomizedPCA(n_components=150, whiten=True, random_state=42)
svc = SVC(kernel='rbf', class_weight='balanced')
model = make_pipeline(pca, svc)
from sklearn.cross_validation import train_test_split
Xtrain, Xtest, ytrain, ytest = train_test_split(faces.data, faces.target,
random_state=42)
from sklearn.grid_search import GridSearchCV
param_grid = {'svc__C': [1, 5, 10, 50],
'svc__gamma': [0.0001, 0.0005, 0.001, 0.005]}
grid = GridSearchCV(model, param_grid)
get_ipython().run_line_magic("time", " grid.fit(Xtrain, ytrain)")
print(grid.best_params_)
model = grid.best_estimator_
yfit = model.predict(Xtest)
fig, ax = plt.subplots(4, 6)
for i, axi in enumerate(ax.flat):
axi.imshow(Xtest[i].reshape(62, 47), cmap='bone')
axi.set(xticks=[], yticks=[])
axi.set_ylabel(faces.target_names[yfit[i]].split()[-1],
color='black' if yfit[i] == ytest[i] else 'red')
Decision Tree Regression --------------------------------------------------
"""
from sklearn.tree import DecisionTreeRegressor
from sklearn.ensemble import AdaBoostRegressor, GradientBoostingRegressor, RandomForestRegressor
from sklearn.grid_search import GridSearchCV
# Tune Hyperparameters of DecisionTreeClassifier
parameters = {
'max_depth': [2, 3, 4, 5, 10],
'criterion': ["mse"],
'min_samples_split': [2, 3, 5],
'min_samples_leaf': [1, 5],
'max_leaf_nodes': [5, 7, 10, 12, 15]
}
grid_search_tree = GridSearchCV(DecisionTreeRegressor(), parameters, n_jobs=4)
grid_search_tree.fit(regressors_train_pca, target_train)
print(grid_search_tree.best_score_, grid_search_tree.best_params_)
# Train Best Model
regr_tree = DecisionTreeRegressor(max_depth=2,
min_samples_leaf=1,
criterion='mse',
min_samples_split=2,
max_leaf_nodes=10)
regr_tree.fit(regressors_train_pca, target_train)
predicted_tree = regr_tree.predict(regressors_test_pca)
# RMSE
math.sqrt(mean_squared_error(target_test, predicted_tree))
import xgboost as xgb
from sklearn.grid_search import GridSearchCV
import pandas as pd
import numpy as np
df_train = pd.read_csv(
"C:/Users/Shanu/PycharmProjects/Crime-data/communities.csv"
) #skiprows=20,index_col=21)
df_train.replace('na', 0, inplace=True)
df_train.replace('?', 0, inplace=True)
X_train = df_train.values[:, 1:171]
Y_train = df_train.values[:, :1]
optimized_GBM = GridSearchCV(cv=5,
estimator=xgb.XGBRegressor(),
param_grid={
'reg_alpha':
np.linspace(np.float_power(10, -4),
np.float_power(10, 1), 20)
},
refit=True,
scoring='neg_mean_squared_error',
verbose=1)
# Optimize for accuracy since that is the metric used in the Adult Data Set notation
optimized_GBM.fit(X_train, Y_train)
print(optimized_GBM.grid_scores_)
X_train_pca = pca.transform(X_train)
X_test_pca = pca.transform(X_test)
print "done in %0.3fs" % (time() - t0)
###############################################################################
# Train a SVM classification model
print "Fitting the classifier to the training set"
t0 = time()
param_grid = {
'C': [1e3, 5e3, 1e4, 5e4, 1e5],
'gamma': [0.0001, 0.0005, 0.001, 0.005, 0.01, 0.1],
}
# for sklearn version 0.16 or prior, the class_weight parameter value is 'auto'
clf = GridSearchCV(SVC(kernel='rbf', class_weight='balanced'), param_grid)
clf = clf.fit(X_train_pca, y_train)
print "done in %0.3fs" % (time() - t0)
print "Best estimator found by grid search:"
print clf.best_estimator_
###############################################################################
# Quantitative evaluation of the model quality on the test set
print "Predicting the people names on the testing set"
t0 = time()
y_pred = clf.predict(X_test_pca)
print "done in %0.3fs" % (time() - t0)
print classification_report(y_test, y_pred, target_names=target_names)
def gridsearchcv_train(self,alg,param_grid,train_predictor_set,train_target_set,cv,n_jobs):
param_grid = {'max_depth':range(3,10,2),'min_child_weight':range(1,6,2)}
gsearch = GridSearchCV(estimator=alg,param_grid = param_grid,scoring='roc_auc',n_jobs=24,iid=False, cv=10,verbose=1)
gsearch.fit(train_predictor_set,train_target_set)
print gsearch.grid_scores_, gsearch.best_params_, gsearch.best_score_
scoring='roc_auc')
print roc_scores_svm.mean()
# Worse than PCA
# try with PCA
roc_scores_svm_pca = cross_val_score(svm,
pca_df_small,
response_series,
cv=10,
scoring='roc_auc')
print roc_scores_svm_pca.mean()
# let's do a grid search
param_grid = dict(kernel=['linear', 'poly', 'rbf', 'sigmoid'])
svm_grid = GridSearchCV(svm, param_grid, cv=10, scoring='roc_auc')
svm_grid.fit(explanatory_df, response_series)
best_estimator = svm_grid.best_estimator_
print best_estimator.kernel
# Linear is the best estimator score won
print svm_grid.best_score_
# best estimator was 77% - just below RFs
# Note: SVMs are more accurate than RFs with trending data!
####################################################
############# Out of Sample Testing ################
####################################################
conn = sqlite3.connect('C:\Users\garauste\Documents\SQLite\lahman2013.sqlite')
# new query to pull data post 2000
def train(args):
print("Loading embeddings.")
fname = "{}/labels.csv".format(args.workDir)
labels = pd.read_csv(fname, header=None).as_matrix()[:, 1]
labels = map(itemgetter(1), map(os.path.split,
map(os.path.dirname,
labels))) # Get the directory.
fname = "{}/reps.csv".format(args.workDir)
embeddings = pd.read_csv(fname, header=None).as_matrix()
le = LabelEncoder().fit(labels)
labelsNum = le.transform(labels)
nClasses = len(le.classes_)
print("Training for {} classes.".format(nClasses))
if args.classifier == 'LinearSvm':
clf = SVC(C=1, kernel='linear', probability=True)
elif args.classifier == 'GridSearchSvm':
print("""
Warning: In our experiences, using a grid search over SVM hyper-parameters only
gives marginally better performance than a linear SVM with C=1 and
is not worth the extra computations of performing a grid search.
""")
param_grid = [{
'C': [1, 10, 100, 1000],
'kernel': ['linear']
}, {
'C': [1, 10, 100, 1000],
'gamma': [0.001, 0.0001],
'kernel': ['rbf']
}]
clf = GridSearchCV(SVC(C=1, probability=True), param_grid, cv=5)
elif args.classifier == 'GMM': # Doesn't work best
clf = GMM(n_components=nClasses)
# ref:
# http://scikit-learn.org/stable/auto_examples/classification/plot_classifier_comparison.html#example-classification-plot-classifier-comparison-py
elif args.classifier == 'RadialSvm': # Radial Basis Function kernel
# works better with C = 1 and gamma = 2
clf = SVC(C=1, kernel='rbf', probability=True, gamma=2)
elif args.classifier == 'DecisionTree': # Doesn't work best
clf = DecisionTreeClassifier(max_depth=20)
elif args.classifier == 'GaussianNB':
clf = GaussianNB()
# ref: https://jessesw.com/Deep-Learning/
elif args.classifier == 'DBN':
from nolearn.dbn import DBN
clf = DBN(
[embeddings.shape[1], 500, labelsNum[-1:][0] + 1
], # i/p nodes, hidden nodes, o/p nodes
learn_rates=0.3,
# Smaller steps mean a possibly more accurate result, but the
# training will take longer
learn_rate_decays=0.9,
# a factor the initial learning rate will be multiplied by
# after each iteration of the training
epochs=300, # no of iternation
# dropouts = 0.25, # Express the percentage of nodes that
# will be randomly dropped as a decimal.
verbose=1)
if args.ldaDim > 0:
clf_final = clf
clf = Pipeline([('lda', LDA(n_components=args.ldaDim)),
('clf', clf_final)])
clf.fit(embeddings, labelsNum)
fName = "{}/classifier.pkl".format(args.workDir)
print("Saving classifier to '{}'".format(fName))
with open(fName, 'w') as f:
pickle.dump((le, clf), f)
X_train_pca = pca.transform(X_train)
X_test_pca = pca.transform(X_test)
print "done in %0.3fs" % (time() - t0)
###############################################################################
# Train a SVM classification model
print "Fitting the classifier to the training set"
t0 = time()
param_grid = {
'C': [1e3, 5e3, 1e4, 5e4, 1e5],
'gamma': [0.0001, 0.0005, 0.001, 0.005, 0.01, 0.1],
}
# for sklearn version 0.16 or prior, the class_weight parameter value is 'auto'
# If you are running sklearn version 0.17 or later, the expected argument is "balanced".
clf = GridSearchCV(SVC(kernel='rbf', class_weight='auto'), param_grid)
clf = clf.fit(X_train_pca, y_train)
print "done in %0.3fs" % (time() - t0)
print "Best estimator found by grid search:"
print clf.best_estimator_
###############################################################################
# Quantitative evaluation of the model quality on the test set
print "Predicting the people names on the testing set"
t0 = time()
y_pred = clf.predict(X_test_pca)
print "done in %0.3fs" % (time() - t0)
print classification_report(y_test, y_pred, target_names=target_names)
print confusion_matrix(y_test, y_pred, labels=range(n_classes))
'NVC0905_22_002_Ecog_c015_f1', 'NVC0905_22_002_Ecog_c015_f2',
'NVC0905_22_002_Ecog_c015_f8', 'NVC0905_22_002_Ecog_c015_f9',
'NVC0905_22_002_Ecog_c016_f1', 'NVC0905_22_002_Ecog_c016_f4',
'NVC0905_22_002_Ecog_c016_f13', 'NVC0905_22_002_Ecog_c016_f16',
'NVC0905_22_002_Ecog_c016_f17', 'NVC0905_22_002_Ecog_c016_f21',
'NVC0905_22_002_Ecog_c016_f23'
]
X_train, X_test, y_train, y_test = train_test_split(df[X_cols],
df['ictal_ind'],
test_size=0.3,
random_state=1)
rf = RandomForestClassifier(random_state=1)
rf.fit(X_train, y_train)
probs = rf.predict_proba(X_test)[:, 1]
print metrics.roc_auc_score(y_test, probs)
print probs
list_estimators = list(xrange(1, 30, 2)) + list(xrange(30, 101, 10))
param_grid = dict(n_estimators=list_estimators)
grid = GridSearchCV(rf, param_grid, cv=5, scoring='roc_auc')
grid.fit(df[X_cols], df['ictal_ind'])
# Plot the results of the grid search
grid_mean_scores = [result[1] for result in grid.grid_scores_]
plt.xlim([0, 100])
plt.scatter(list_estimators, grid_mean_scores, s=40)
plt.grid(True)
plt.title('Tuning Random Forests for Dog 2')
plt.ylabel('AUC for 5-fold CV')
plt.xlabel('Number of Trees')
### stratified shuffle split cross validation. For more info:
### http://scikit-learn.org/stable/modules/generated/sklearn.cross_validation.StratifiedShuffleSplit.html
### Create cross-validation
sss = StratifiedShuffleSplit(labels, 50, random_state=42)
### Naive Bayes optimization
t0 = time()
# PCA
pca = PCA()
#Pipeline
pipeline = Pipeline([('scale', mm_scaler), ('SKB', SelectKBest()),
('PCA', PCA()), ('NB', GaussianNB())])
# clf's parameters
parameters = {'SKB__k': [5, 6], 'PCA__n_components': [2, 3, 4]}
#GridSearchCV
gs = GridSearchCV(pipeline, parameters, cv=sss, scoring='f1')
gs.fit(features, labels)
clf_NB = gs.best_estimator_
tester.test_classifier(clf_NB, my_dataset, new_features_list)
print "done in %0.3fs" % (time() - t0)
### Decision Tree optimization
t0 = time()
# PCA
pca = PCA()
#Pipeline
pipeline = Pipeline([('scale', mm_scaler), ('SKB', SelectKBest()),
('PCA', PCA()), ('DT', DecisionTreeClassifier())])
# clf's parameters
parameters = {
def _get_SVM():
tune_params = [{"C": [1, 5, 10, 100, 1000]}]
return GridSearchCV(LinearSVC(), tune_params, scoring="f1")
#'union__summary__tfidf__max_df': (0.8, 1.0),
#'union__summary__tfidf__max_features': (5000,50000),
'union__summary__best__n_components': (100, 200, 300),
#'union__authors__countvec__max_features': (10, 50),
#'clf__alpha': ( 0.000001, 0.0000001),
#'clf__penalty': ('l2', 'l1'),
#'clf__n_iter': (3, 5),
'clf__C': (1, 2),
'clf__solver': ('newton-cg', 'lbfgs'),
'clf__multi_class': ('ovr', 'multinomial'),
}
if __name__ == "__main__":
grid_search = GridSearchCV(pipeline, parameters, n_jobs=-1, verbose=1)
print("Performing grid search...")
print("pipeline:", [name for name, _ in pipeline.steps])
print("parameters:")
pprint(parameters)
t0 = time()
grid_search.fit(data, y)
print("done in %0.3fs" % (time() - t0))
print()
print("Best score: %0.3f" % grid_search.best_score_)
print("Best parameters set:")
best_parameters = grid_search.best_estimator_.get_params()
for param_name in sorted(parameters.keys()):
print("\t%s: %r" % (param_name, best_parameters[param_name]))
data["corr"], corr_lbl = pd.factorize(data.correct)
data_dv = pd.get_dummies(
data[["ROI", "condition_side", "condition_type", "phase"]])
data_dv["pow"] = data.power
data_itc = pd.read_csv(data_path +
"alpha_mean_itc_data_extracted_phase_target.csv")
data_itc = data_itc.drop("mean", 1)
data_dv["itc"] = data_itc["itc"]
y = data["corr"].get_values()
X = data_dv.get_values()
cv = StratifiedShuffleSplit(y, n_iter=10)
ada_params = {
"adaboostclassifier__n_estimators": np.arange(1, 50, 1),
"adaboostclassifier__learning_rate": np.arange(0.01, 1, 0.1)
}
ada = AdaBoostClassifier
scaler_pipe = make_pipeline(StandardScaler(), AdaBoostClassifier())
grid = GridSearchCV(scaler_pipe, param_grid=ada_params, cv=cv)
ada_grid.fit(X, y)
ada = ada_grid.best_estimator_
scores = cross_val_score(ada, X, y, cv=cv, scoring="roc_auc")
