def autoFlow (self, numIter, outputPath):
log("Start blending autoFlow, num of Iter: " , numIter)
start = time.time()
distinctModels = len(self._clfNameList)
tmpResultList =[]
tmpRandomWeightList =[]
tmpBlendedDfList =[]
for i in range (0, numIter):
tmpWeightList = self.getRandomWeightList(distinctModels)
tmpRandomWeightList.append(tmpWeightList)
tmpDf = self.doBlending(tmpWeightList)
tmpBlendedDfList.append(tmpDf)
tmpResultList.append(self.calLogLoss(tmpDf))
idList = np.array(tmpResultList).argsort()[:3]
firstFlag = True
finalDf = []
logResult =[]
for id in idList:
if firstFlag == True:
finalDf = tmpBlendedDfList[id]
self._bestParamList = tmpRandomWeightList[id]
firstFlag = False
log ("logloss: " , tmpResultList[id] , "blender param: " , tmpRandomWeightList[id])
logResult.append ( (tmpResultList[id] , tmpRandomWeightList[id]))
mail("Blender Top3: " ,logResult, self._clfNameList)
log("clfNameList = ", self._clfNameList)
log ("low prob. id list (in 1st): #", len(self._lowProbIdList) , ", ", self._lowProbIdList)
log("End blending autoFlow, num of Iter: " , numIter, " cost: ", time.time() - start , " sec")
finalDf.to_csv(outputPath, sep=',', encoding='utf-8')
def getKnnClf(self, X, Y):
clfName = "K_NN"
## http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.ExtraTreesClassifier.html
clf = KNeighborsClassifier(
n_neighbors=5,
weights='uniform',
algorithm='auto',
leaf_size=30,
p=2,
metric='minkowski',
metric_params=None,
)
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
param_dist = {
"n_neighbors": sp_randint(4, 8),
"weights": ['uniform', 'uniform'],
"leaf_size": sp_randint(30, 60),
"algorithm": ['auto', 'auto'],
}
clf = self.doRandomSearch(clfName, clf, param_dist, X, Y)
return clf
def doRandomSearch(self, clfName, clf, param_dist, X, Y):
start = time.time()
multiCores = -1
if clfName == "Logistic_Regression":
multiCores = 1
if self._setXgboostTheradToOne == True and clfName == "Xgboost":
multiCores = 1
random_search = RandomizedSearchCV(clf,
param_distributions=param_dist,
n_iter=self._n_iter_search,
n_jobs=multiCores,
scoring='log_loss')
random_search.fit(X, Y)
log(clfName + " randomized search cost: ", time.time() - start, " sec")
self._bestClf[clfName] = random_search.best_estimator_
self._bestLoglossDict[clfName] = self.getLogloss(
self._bestClf[clfName], X, Y)
self.report(random_search.grid_scores_, clfName,
self._bestLoglossDict[clfName])
dumpModel(random_search.best_estimator_, clfName, self._expInfo,
self._subFolderName)
return random_search.best_estimator_
def autoFlow(self, numIter, outputPath):
log("Start blending autoFlow, num of Iter: ", numIter)
start = time.time()
distinctModels = len(self._clfNameList)
tmpResultList = []
tmpRandomWeightList = []
tmpBlendedDfList = []
for i in range(0, numIter):
tmpWeightList = self.getRandomWeightList(distinctModels)
tmpRandomWeightList.append(tmpWeightList)
tmpDf = self.doBlending(tmpWeightList)
tmpBlendedDfList.append(tmpDf)
tmpResultList.append(self.calLogLoss(tmpDf))
idList = np.array(tmpResultList).argsort()[:3]
firstFlag = True
finalDf = []
logResult = []
for id in idList:
if firstFlag == True:
finalDf = tmpBlendedDfList[id]
self._bestParamList = tmpRandomWeightList[id]
firstFlag = False
log("logloss: ", tmpResultList[id], "blender param: ",
tmpRandomWeightList[id])
logResult.append((tmpResultList[id], tmpRandomWeightList[id]))
mail("Blender Top3: ", logResult, self._clfNameList)
log("clfNameList = ", self._clfNameList)
log("low prob. id list (in 1st): #", len(self._lowProbIdList), ", ",
self._lowProbIdList)
log("End blending autoFlow, num of Iter: ", numIter, " cost: ",
time.time() - start, " sec")
finalDf.to_csv(outputPath, sep=',', encoding='utf-8')
def getRandomForestClf(self, X, Y):
clfName = "Random_Forest"
## http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html
clf = rf(n_estimators=300,
max_depth=None,
min_samples_split=1,
random_state=0,
bootstrap=True,
oob_score=True)
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
tmpLowDepth = 10
tmpHighDepth = 50
param_dist = {
"max_depth": sp_randint(tmpLowDepth, tmpHighDepth),
"max_features": sp_randf(0, 1),
"min_samples_split": sp_randint(1, 11),
"min_samples_leaf": sp_randint(1, 11),
"criterion": ["gini", "entropy"],
"n_estimators": sp_randint(100, 300),
}
clf = self.doRandomSearch(clfName, clf, param_dist, X, Y)
return clf
def getKnnClf(self, X, Y):
clfName = "K_NN"
## http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.ExtraTreesClassifier.html
clf = KNeighborsClassifier(
n_neighbors=5,
weights='uniform',
algorithm='auto',
leaf_size=30,
p=2,
metric='minkowski',
metric_params=None,
)
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
param_dist = {
"n_neighbors": sp_randint(4, 8),
"weights": ['uniform', 'uniform'],
"leaf_size": sp_randint(30, 60),
"algorithm": ['auto', 'auto'],
}
clf = self.doRandomSearch(clfName, clf, param_dist, X, Y)
return clf
def getLogisticRegressionClf(self, X, Y):
clfName = "Logistic_Regression"
## http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LogisticRegression.html
clf = LogisticRegression(
penalty='l2',
dual=False,
tol=0.0001,
C=1.0,
fit_intercept=True,
intercept_scaling=1,
class_weight=None,
random_state=None,
solver='liblinear',
max_iter=100,
multi_class='ovr',
verbose=0,
)
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
param_dist = {
"penalty": ['l2', 'l2'],
"C": sp_randf(1.0, 3.0),
"solver": ['lbfgs', 'liblinear'],
}
clf = self.doRandomSearch(clfName, clf, param_dist, X, Y)
return clf
def getLogisticRegressionClf(self, X, Y):
clfName = "Logistic_Regression"
## http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LogisticRegression.html
clf = LogisticRegression(
penalty='l2',
dual=False,
tol=0.0001,
C=1.0,
fit_intercept=True,
intercept_scaling=1,
class_weight=None,
random_state=None,
solver='liblinear',
max_iter=100,
multi_class='ovr',
verbose=0,
)
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
param_dist = {
"penalty": ['l2', 'l2'],
"C": sp_randf(1.0,3.0),
"solver": [ 'lbfgs', 'liblinear'],
}
clf = self.doRandomSearch(clfName, clf, param_dist, X, Y)
return clf
def readInCSV(self, path, mode):
# # 1. read csv data in
df = pd.read_csv(path, header=0, sep=',')
log("loading csv: " + path)
if mode.lower() == "train":
self._ansDataFrame = df[df.columns[0]]
self._trainDataFrame = df[df.columns[1:]]
else:
self._testDataFrame = df
def readInCSV(self, path, mode):
# # 1. read csv data in
df = pd.read_csv(path, header=0, sep=',')
log("loading csv: " + path)
if mode.lower() == "train":
self._ansDataFrame = df[df.columns[0]]
self._trainDataFrame = df[df.columns[1:]]
else:
self._testDataFrame = df
def genXgboostRpt(self, bestClf, bestScore, paramList, best_num_round):
dumpModel(bestClf, "Xgboost", self._expInfo, self._subFolderName)
log("Native Xgboost best score : ", bestScore, ", param list: ",
paramList, "best_num_round: ", best_num_round)
if self._singleModelMail == True:
mail(
"Xgboost Done",
"Native Xgboost best score : " + str(bestScore) +
", param list: " + str(paramList) + "best_num_round: ",
best_num_round)
def getNaiveBayesClf(self, X, Y):
clfName = "Naive_Bayes"
## http://scikit-learn.org/stable/modules/naive_bayes.html#gaussian-naive-bayes
clf = GaussianNB()
clf = clf.fit(X, Y)
scores = cross_val_score(clf, X, Y)
log(clfName + " Cross Validation Precision: ", scores.mean())
self._bestScoreDict[clfName] = scores.mean()
return clf
def getNaiveBayesClf(self, X, Y):
clfName = "Naive_Bayes"
## http://scikit-learn.org/stable/modules/naive_bayes.html#gaussian-naive-bayes
clf = GaussianNB()
clf = clf.fit(X, Y)
scores = cross_val_score(clf, X, Y )
log( clfName + " Cross Validation Precision: ", scores.mean() )
self._bestScoreDict[clfName] = scores.mean()
return clf
def report(self, grid_scores, clfName, bestLogLoss, n_top=3):
top_scores = sorted(grid_scores, key=itemgetter(1), reverse=True)[:n_top]
bestParameters = {}
mailContent = ""
for i, score in enumerate(top_scores):
log("Model with rank: {0}".format(i + 1))
log("Mean validation score: {0:.3f} (std: {1:.3f})".format(
score.mean_validation_score,
np.std(score.cv_validation_scores)))
log("Parameters: {0}".format(score.parameters))
mailContent += str("Model with rank: {0}".format(i + 1) )
mailContent += "\n"
mailContent += str("Mean validation score: {0:.3f} (std: {1:.3f})".format(
score.mean_validation_score,
np.std(score.cv_validation_scores)) )
mailContent += "\n"
mailContent += str("Parameters: {0}".format(score.parameters) )
mailContent += "\n"
if i == 0:
self._bestScoreDict[clfName] = score.mean_validation_score
mailContent += str("Best CV score: ") + str ( score.mean_validation_score )
mailContent += "\n"
log("")
#log (clfName , " best logloss: ", bestLogLoss)
if (self._singleModelMail == True):
mail("Single Model Done: ", clfName , ", ", mailContent)
return bestParameters
def report(self, grid_scores, clfName, bestLogLoss, n_top=3):
top_scores = sorted(grid_scores, key=itemgetter(1),
reverse=True)[:n_top]
bestParameters = {}
mailContent = ""
for i, score in enumerate(top_scores):
log("Model with rank: {0}".format(i + 1))
log("Mean validation score: {0:.3f} (std: {1:.3f})".format(
score.mean_validation_score,
np.std(score.cv_validation_scores)))
log("Parameters: {0}".format(score.parameters))
mailContent += str("Model with rank: {0}".format(i + 1))
mailContent += "\n"
mailContent += str(
"Mean validation score: {0:.3f} (std: {1:.3f})".format(
score.mean_validation_score,
np.std(score.cv_validation_scores)))
mailContent += "\n"
mailContent += str("Parameters: {0}".format(score.parameters))
mailContent += "\n"
if i == 0:
self._bestScoreDict[clfName] = score.mean_validation_score
mailContent += str("Best CV score: ") + str(
score.mean_validation_score)
mailContent += "\n"
log("")
#log (clfName , " best logloss: ", bestLogLoss)
if (self._singleModelMail == True):
mail("Single Model Done: ", clfName, ", ", mailContent)
return bestParameters
def getXgboostClf(self, X, Y):
clfName = "Xgboost"
## https://github.com/dmlc/xgboost/blob/master/doc/parameter.md
tmpLowDepth = 10
tmpHighDepth = 50
num_class = len(set(Y))
objective = ""
if len(set(Y)) <= 2:
objective = "binary:logistic"
else:
objective = "multi:softprob"
num_round = 120
param = {
'bst:max_depth': 74,
'bst:eta': 0.05,
'silent': 1,
'min_child_weight': 2,
'subsample': 0.6031536958709969,
#'colsample_bytree': 0.7,
'max_delta_step': 9,
'gamma': 3,
'eta': 0.23833373077656667,
'eval_metric': 'mlogloss',
'num_class': num_class,
'objective': objective,
'alpha': 1,
'lambda': 1
}
param['nthread'] = 4
plst = param.items()
clf = None
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
clf = self.doXgboostRandomSearch(X, Y, num_round)
else:
dtrain = xgb.DMatrix(X, label=Y)
clf = xgb.train(plst, dtrain, num_round)
#joblib.dump(clf, xgbModelPath)
return clf
def getXgboostClf(self, X, Y):
clfName = "Xgboost"
## https://github.com/dmlc/xgboost/blob/master/doc/parameter.md
tmpLowDepth = 10
tmpHighDepth = 50
num_class = len(set(Y))
objective =""
if len(set(Y)) <=2:
objective = "binary:logistic"
else:
objective = "multi:softprob"
num_round = 120
param = {'bst:max_depth':74,
'bst:eta':0.05,
'silent':1,
'min_child_weight':2,
'subsample': 0.6031536958709969,
#'colsample_bytree': 0.7,
'max_delta_step':9,
'gamma' : 3,
'eta' : 0.23833373077656667,
'eval_metric':'mlogloss',
'num_class':num_class ,
'objective':objective,
'alpha': 1,
'lambda': 1 }
param['nthread'] = 4
plst = param.items()
clf = None
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
clf = self.doXgboostRandomSearch(X, Y, num_round)
else:
dtrain = xgb.DMatrix(X , label=Y)
clf = xgb.train( plst, dtrain, num_round)
#joblib.dump(clf, xgbModelPath)
return clf
def dumpModel(clf, clfName, expInfo, subFolderName):
tmpDumpPath = getDumpFilePath(clfName, expInfo, subFolderName)
log("Start dump ",clfName, " to " + tmpDumpPath)
log("Exp info: ",expInfo)
joblib.dump(clf, tmpDumpPath)
log("Dump ",clfName, " successfully")
def dumpModel(clf, clfName, expInfo, subFolderName):
tmpDumpPath = getDumpFilePath(clfName, expInfo, subFolderName)
log("Start dump ", clfName, " to " + tmpDumpPath)
log("Exp info: ", expInfo)
joblib.dump(clf, tmpDumpPath)
log("Dump ", clfName, " successfully")
def getExtraTressClf(self, X, Y):
clfName = "Extra_Trees"
## http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.ExtraTreesClassifier.html
clf = ExtraTreesClassifier(
n_estimators=10,
criterion='gini',
max_depth=None,
min_samples_split=2,
min_samples_leaf=1,
min_weight_fraction_leaf=0.0,
max_features='auto',
max_leaf_nodes=None,
bootstrap=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0,
warm_start=False,
class_weight=None)
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
tmpLowDepth = int(len(X.columns) * 0.7)
tmpHighDepth = int(len(X.columns) )
param_dist = {
"max_depth": sp_randint(tmpLowDepth, tmpHighDepth),
"max_features": sp_randf(0,1),
"min_samples_split": sp_randint(1, 11),
"min_samples_leaf": sp_randint(1, 11),
"bootstrap": [True, True],
"criterion": ["gini", "entropy"],
"oob_score":[True, True],
"n_estimators" : sp_randint(100, 300),
}
clf = self.doRandomSearch(clfName, clf, param_dist, X, Y)
return clf
def getExtraTressClf(self, X, Y):
clfName = "Extra_Trees"
## http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.ExtraTreesClassifier.html
clf = ExtraTreesClassifier(n_estimators=10,
criterion='gini',
max_depth=None,
min_samples_split=2,
min_samples_leaf=1,
min_weight_fraction_leaf=0.0,
max_features='auto',
max_leaf_nodes=None,
bootstrap=False,
oob_score=False,
n_jobs=1,
random_state=None,
verbose=0,
warm_start=False,
class_weight=None)
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
tmpLowDepth = int(len(X.columns) * 0.7)
tmpHighDepth = int(len(X.columns))
param_dist = {
"max_depth": sp_randint(tmpLowDepth, tmpHighDepth),
"max_features": sp_randf(0, 1),
"min_samples_split": sp_randint(1, 11),
"min_samples_leaf": sp_randint(1, 11),
"bootstrap": [True, True],
"criterion": ["gini", "entropy"],
"oob_score": [True, True],
"n_estimators": sp_randint(100, 300),
}
clf = self.doRandomSearch(clfName, clf, param_dist, X, Y)
return clf
def doRandomSearch(self, clfName, clf, param_dist, X, Y):
start = time.time()
multiCores = -1
if clfName == "Logistic_Regression":
multiCores = 1
if self._setXgboostTheradToOne == True and clfName =="Xgboost":
multiCores = 1
random_search = RandomizedSearchCV(clf, param_distributions=param_dist,
n_iter=self._n_iter_search, n_jobs=multiCores, scoring='log_loss')
random_search.fit(X, Y)
log(clfName + " randomized search cost: " , time.time() - start , " sec")
self._bestClf[clfName] = random_search.best_estimator_
self._bestLoglossDict[clfName] = self.getLogloss(self._bestClf[clfName], X, Y)
self.report(random_search.grid_scores_, clfName, self._bestLoglossDict[clfName])
dumpModel(random_search.best_estimator_, clfName, self._expInfo, self._subFolderName)
return random_search.best_estimator_
def getRandomForestClf(self, X, Y):
clfName = "Random_Forest"
## http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html
clf = rf(n_estimators=300, max_depth=None, min_samples_split=1, random_state=0, bootstrap=True, oob_score = True)
if self._gridSearchFlag == True:
log(clfName + " start searching param...")
tmpLowDepth = 10
tmpHighDepth = 50
param_dist = {
"max_depth": sp_randint(tmpLowDepth, tmpHighDepth),
"max_features": sp_randf(0,1),
"min_samples_split": sp_randint(1, 11),
"min_samples_leaf": sp_randint(1, 11),
"criterion": ["gini", "entropy"],
"n_estimators" : sp_randint(100, 300),
}
clf = self.doRandomSearch(clfName, clf, param_dist, X, Y)
return clf
def loadModel(modelPath):
log("Start load model: ", modelPath)
clf = joblib.load(modelPath)
return clf
#gbm = joblib.load( xgbModelPath )
#finalClf = gbm
if doTestFlag == True:
print finalClf.predict_proba(dr._testDataFrame)
# featureImportance =[]
# for i in range(0,len(finalClf.feature_importances_)):
# if i != len(dr._trainDataFrame.columns):
# if (dr._trainDataFrame.columns[i]).find("_one_hot") == -1:
# featureImportance.append( [dr._trainDataFrame.columns[i] , finalClf.feature_importances_[i]] )
#
# print featureImportance
# featureImportance.sort(lambda x, y: cmp(x[1], y[1]), reverse=True)
# print featureImportance
if doTestFlag == True:
return finalClf.predict_proba(dr._testDataFrame)
if __name__ == '__main__':
start = time.time()
exp()
end = time.time()
elapsed = end - start
log("exp elapsed:", elapsed, "sec")
#os.startfile('D:\\123.m4a')
def doXgboostRandomSearch(self, X, Y, num_round):
paramList = []
bestScore = sys.float_info.max
bestClf = None
best_num_round = 0
num_class = len(set(Y))
objective = ""
if len(set(Y)) <= 2:
objective = "binary:logistic"
else:
objective = "multi:softprob"
for i in range(0, self._n_iter_search):
log("xgboost start random search : " + str(i + 1) + "/" +
str(self._n_iter_search))
param = {}
param['nthread'] = 4
param['eta'] = random.uniform(0.15, 0.45)
param['gamma'] = randint(0, 3)
param['max_depth'] = randint(8, 120)
param['min_child_weight'] = randint(1, 3)
param['eval_metric'] = 'mlogloss'
param['max_delta_step'] = randint(1, 10)
param['objective'] = objective
param['subsample'] = random.uniform(0.45, 0.65)
param['num_class'] = num_class
param['silent'] = 1
param['alpha'] = 1
param['lambda'] = 1
#param['early_stopping_rounds']=2
plst = param.items()
evalDataPercentage = 0.2
sampleRows = np.random.choice(X.index, len(X) * evalDataPercentage)
sampleAnsDf = Y.ix[sampleRows]
ori_X = X
ori_Y = Y
#dtest = xgb.DMatrix( X.ix[sampleRows], label=sampleAnsDf)
#dtrain = xgb.DMatrix( X.drop(sampleRows), label=Y.drop(sampleRows))
#evallist = [(dtest,'eval'), (dtrain,'train')]
dtrain = xgb.DMatrix(X, label=Y)
xgbCvResult = xgb.cv(plst,
dtrain,
num_boost_round=num_round,
nfold=5)
scoreList = xgbCvResult[xgbCvResult.columns[0]].tolist()
new_num_round = scoreList.index(min(scoreList)) + 1
minScore = scoreList[new_num_round - 1]
tmpScore = minScore
if tmpScore < bestScore:
#tmpSelfScore = calLogLoss(pd.DataFrame(bst.predict(dtest)), sampleAnsDf)
#print "self best score:" + str(tmpSelfScore)
log("xgb best score:" + str(minScore))
log("xgb best num_round: " + str(new_num_round))
log("xgb best param: " + str(plst))
newDtrain = xgb.DMatrix(ori_X, label=ori_Y)
bst = xgb.train(plst, newDtrain, new_num_round)
bestScore = tmpScore
bestClf = bst
paramList = plst
best_num_round = new_num_round
joblib.dump(bst, Config.xgboostBestTmpCflPath)
self.genXgboostRpt(bestClf, bestScore, paramList, best_num_round)
return bestClf
outTestFold1 = pd.DataFrame(predictTestResult)
outTestFold1.columns = [
tmpClfName + "_" + str(i) + "_0",
tmpClfName + "_" + str(i) + "_1",
tmpClfName + "_" + str(i) + "_2"
]
dfTestLower = pd.concat([dfTestLower, outTestFold1], axis=1)
mergeDf = dfUpper.append(dfLower)
mergeTestDf = dfTestUpper.append(dfTestLower)
mergeAns = train_fold_label_2.append(train_fold_label_1)
# Testing
tmpOutPath = _basePath + expNo + "_" + "Xgboost_" + "stacking" + "_ans.csv"
fab = ModelFactory()
fab._gridSearchFlag = True
fab._singleModelMail = True
fab._subFolderName = "stacking_level2_xgboost"
fab._n_iter_search = 2
fab._expInfo = expInfo
clf = fab.getXgboostClf(mergeDf, mergeAns)
log(clf.predict(xgb.DMatrix(mergeTestDf)))
outDf = pd.DataFrame(clf.predict(xgb.DMatrix(mergeTestDf)))
outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
musicAlarm()
fab._gridSearchFlag = True
# fab._subFolderName = "stacked"
fab._n_iter_search = 250
fab._expInfo = expInfo
# fab.getAllModels(newX, newY)
finalClf = fab.getRandomForestClf(newX, newY)
featureImportance = []
for i in range(0, len(finalClf.feature_importances_)):
if i != len(dr._trainDataFrame.columns):
# if (dr._trainDataFrame.columns[i]).find("_one_hot") == -1:
featureImportance.append([dr._trainDataFrame.columns[i], finalClf.feature_importances_[i]])
# log( featureImportance)
featureImportance.sort(lambda x, y: cmp(x[1], y[1]), reverse=True)
log(featureImportance)
trainNewX = dr._ansDataFrame
tmpOutPath = _basePath + "012_train_trim_features.csv"
selectCnt = 20
tmpCnt = 0
for tmpColName in featureImportance:
for i in range(0, len(dr._trainDataFrame.columns)):
if tmpColName[0] == dr._trainDataFrame.columns[i]:
trainNewX = pd.concat([trainNewX, dr._trainDataFrame[dr._trainDataFrame.columns[i]]], axis=1)
tmpCnt += 1
break
if tmpCnt == 20:
break
trainNewX.to_csv(tmpOutPath, sep=",", encoding="utf-8")
outFold1 = pd.DataFrame(predictResult)
outFold1.columns = [tmpClfName+"_" + str(i) + "_0", tmpClfName+"_" + str(i) + "_1", tmpClfName+"_" + str(i) + "_2" ]
dfLower = pd.concat([dfLower, outFold1], axis=1)
outTestFold1 = pd.DataFrame(predictTestResult)
outTestFold1.columns = [tmpClfName+"_" + str(i) + "_0", tmpClfName+"_" + str(i) + "_1", tmpClfName+"_" + str(i) + "_2" ]
dfTestLower = pd.concat([dfTestLower, outTestFold1], axis=1)
mergeDf = dfUpper.append(dfLower)
mergeTestDf = dfTestUpper.append(dfTestLower)
mergeAns = train_fold_label_2.append(train_fold_label_1)
# Testing
tmpOutPath = _basePath + expNo +"_" + "Xgboost_" + "stacking"+ "_ans.csv"
fab = ModelFactory()
fab._gridSearchFlag = True
fab._singleModelMail = True
fab._subFolderName = "stacking_level2_xgboost"
fab._n_iter_search = 2
fab._expInfo = expInfo
clf = fab.getXgboostClf(mergeDf, mergeAns)
log(clf.predict(xgb.DMatrix(mergeTestDf)))
outDf = pd.DataFrame(clf.predict(xgb.DMatrix(mergeTestDf)))
outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
musicAlarm()
newX, newY = dr._trainDataFrame, dr._ansDataFrame
dr2 = DataReader()
dr2.readInCSV(testPath, "test")
#newX = dr2._testDataFrame
dr3 = DataReader()
dr3.readInCSV(testSortIdPath, "test")
sortIdDf = dr3._testDataFrame
dr4 = DataReader()
dr4.readInCSV(trainSortIdPath, "test")
sortIdDf = dr4._testDataFrame
modelFolder = _basePath + "models" + Config.osSep + "binary" + Config.osSep
curModel = "Xgboost"
modelPath = modelFolder + str(getMatchNameModelPath(modelFolder, curModel))
tmpOutPath = _basePath + expNo + "_" + curModel + "_test_ans.csv"
tmpClf = loadModel(modelPath)
log(tmpClf.predict_proba(newX))
ans = tmpClf.predict_proba(newX)
ansList = []
for i, tmpAns in enumerate(dr._ansDataFrame):
if ans[i][tmpAns] < 0.35:
#log( "id: " + sortIdDf[sortIdDf.columns[0]][i] + ", prob: " + ans[i][tmpAns], ", cate: " + tmpAns)
log((sortIdDf[sortIdDf.columns[0]][i], ans[i][tmpAns], tmpAns))
ansList.append(
(sortIdDf[sortIdDf.columns[0]][i], ans[i][tmpAns], tmpAns))
log(len(ansList))
# 1. read in data
expNo = "014"
expInfo = expNo + "_one_hot_each_features"
_basePath = Config.FolderBasePath + expInfo + Config.osSep
featureList = ["location", "event_type", "resource_type" , "severity_type", "log_feature"]
ansPath = _basePath + "014_ans_array.csv"
drAns = DataReader()
drAns.readInCSV(ansPath, "train")
newY = drAns._ansDataFrame
for i in range(1,32):
log( "start " + str(i) + "/32 ...")
tmpCurFeatureList = []
flagList =[]
for i2 in range (0, 7- len(bin(i))):
flagList.append(0)
for i2 in range(2,len(bin(i))):
flagList.append(int(bin(i)[i2]))
for j in range(0,5):
if flagList[j] ==1:
tmpCurFeatureList.append(featureList[j])
log(tmpCurFeatureList)
def genXgboostRpt(self, bestClf, bestScore, paramList, best_num_round):
dumpModel(bestClf, "Xgboost", self._expInfo, self._subFolderName)
log("Native Xgboost best score : ", bestScore, ", param list: ", paramList, "best_num_round: ", best_num_round)
if self._singleModelMail == True:
mail("Xgboost Done" ,"Native Xgboost best score : " + str( bestScore) + ", param list: " + str( paramList) + "best_num_round: ", best_num_round)
def getAllModels(self, X, Y):
log("GetAllModels start with iteration numbers: ", self._n_iter_search)
start = time.time()
self._basicClf["Xgboost"] = self.getXgboostClf(X, Y)
self._basicClf["Random_Forest"] = self.getRandomForestClf(X, Y)
self._basicClf["Extra_Trees"] = self.getExtraTressClf(X, Y)
if not self._onlyTreeBasedModels:
self._basicClf["K_NN"] = self.getKnnClf(X, Y)
self._basicClf[
"Logistic_Regression"] = self.getLogisticRegressionClf(X, Y)
self._basicClf["Naive_Bayes"] = self.getNaiveBayesClf(X, Y)
log("GetAllModels cost: ", time.time() - start, " sec")
log(
sorted(self._bestScoreDict.items(),
key=lambda x: x[1],
reverse=True))
mail(
self._expInfo,
sorted(self._bestScoreDict.items(),
key=lambda x: x[1],
reverse=True))
log(
self._expInfo,
sorted(self._bestScoreDict.items(),
key=lambda x: x[1],
reverse=True))
bestScoreList = sorted(self._bestScoreDict.items(),
key=lambda x: x[1],
reverse=True)
log("MVP clf is : ", bestScoreList[0][0])
self._mvpClf = self._bestClf[bestScoreList[0][0]]
log("GetAllModels end with iteration numbers: ", self._n_iter_search)
# newX = xgb.DMatrix(newX)
# #print clf.predict(newX)
# tmpOutPath = _basePath + expNo +"_" + "Xgboost" + "_testXgboost7_ans.csv"
# log(clf.predict(newX))
# outDf = pd.DataFrame(clf.predict(newX))
# outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
# musicAlarm()
clf = joblib.load( "F:\\xgboost_tmp_best_020.model" )
tmpPath = _basePath + "test_merge_one_hot" + ".csv"
dr = DataReader()
dr.readInCSV(tmpPath, "test")
newX = dr._testDataFrame
newX = xgb.DMatrix(newX)
tmpOutPath = _basePath + expNo +"_" + "Xgboost_" + "groupby_sum"+ "_ans_" + "2" + ".csv"
log(clf.predict(newX))
outDf = pd.DataFrame(clf.predict(newX))
outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
musicAlarm()
# sampleRows = np.random.choice(X.index, len(X)*evalDataPercentage)
#
# print X.ix[sampleRows]
# exit()
# dtest = xgb.DMatrix( X.ix[sampleRows], label=Y.ix[sampleRows])
# dtrain = xgb.DMatrix( X.drop(sampleRows), label=Y.drop(sampleRows))
#
# print strftime("%Y-%m-%d %H:%M:%S", gmtime())
#
#X, Y = pd.DataFrame([1,2,3,4,5,6,7,8,9,10,11,12]), pd.DataFrame([1,2,3,4,5,6,7,8,9,10,11,12])
#newX, newY = stratifyData(X,Y, 0.4)
# clf = fab.getNaiveBayesClf(X, Y)
# clf2 = fab.getKnnClf(X, Y)
#clf3 = fab.getRandomForestClf(X, Y)
# x= clf.predict_proba(X)
# log( x)
#log(fab._bestScoreDict)
# #log(fab._bestClf)
# log( fab._bestClf['Random Forest'].predict_proba(X))
#newX, newY = stratifyData(X, Y, 0.4)
newX, newY = X, Y
#print newX
fab = ModelFactory()
fab._gridSearchFlag = True
fab._n_iter_search = 1
fab._expInfo = "001_location_only"
print newX
#print newY
fab.getAllModels(newX, newY)
#fab.getRandomForestClf(newX, newY)
bestClf = fab._mvpClf
log(bestClf.predict_proba(newX))
#log(sorted(fab._bestScoreDict.items(), key=lambda x: x[1] , reverse=True) )
#log(fab._bestClf['Random Forest'].predict_proba(X))
#dumpModel(clf3, "Random_Forest", "ExpTest")
#log("haha")
#log(getDumpFilePath( "Random_Forest", "haha Tets"))
#musicAlarm()
dr.readInCSV( path, "train")
newX, newY = dr._trainDataFrame, dr._ansDataFrame
dr2 = DataReader()
dr2.readInCSV( testPath, "test")
#newX = dr2._testDataFrame
dr3 = DataReader()
dr3.readInCSV( testSortIdPath, "test")
sortIdDf =dr3._testDataFrame
dr4 = DataReader()
dr4.readInCSV(trainSortIdPath, "test")
sortIdDf =dr4._testDataFrame
modelFolder = _basePath + "models" + Config.osSep + "binary" + Config.osSep
curModel = "Xgboost"
modelPath = modelFolder + str(getMatchNameModelPath(modelFolder, curModel))
tmpOutPath = _basePath + expNo + "_" + curModel + "_test_ans.csv"
tmpClf = loadModel( modelPath)
log(tmpClf.predict_proba(newX))
ans = tmpClf.predict_proba(newX)
ansList = []
for i, tmpAns in enumerate (dr._ansDataFrame):
if ans[i][tmpAns] < 0.35:
#log( "id: " + sortIdDf[sortIdDf.columns[0]][i] + ", prob: " + ans[i][tmpAns], ", cate: " + tmpAns)
log((sortIdDf[sortIdDf.columns[0]][i],ans[i][tmpAns],tmpAns))
ansList.append((sortIdDf[sortIdDf.columns[0]][i],ans[i][tmpAns],tmpAns))
log (len(ansList))
#gbm = joblib.load( xgbModelPath )
#finalClf = gbm
if doTestFlag == True:
print finalClf.predict_proba(dr._testDataFrame)
# featureImportance =[]
# for i in range(0,len(finalClf.feature_importances_)):
# if i != len(dr._trainDataFrame.columns):
# if (dr._trainDataFrame.columns[i]).find("_one_hot") == -1:
# featureImportance.append( [dr._trainDataFrame.columns[i] , finalClf.feature_importances_[i]] )
#
# print featureImportance
# featureImportance.sort(lambda x, y: cmp(x[1], y[1]), reverse=True)
# print featureImportance
if doTestFlag == True:
return finalClf.predict_proba(dr._testDataFrame)
if __name__ == '__main__':
start = time.time()
exp()
end = time.time()
elapsed = end - start
log( "exp elapsed:", elapsed , "sec")
#os.startfile('D:\\123.m4a')
if doTestFlag == True:
dr.readInCSV(testPath , "test")
newX = dr._testDataFrame
#newX = pd.DataFrame(newX[newX.columns[0]])
#print newX
# 3. get all best model from newX
# fab = ModelFactory()
# fab._gridSearchFlag = True
# fab._n_iter_search = 100
# fab._expInfo = expInfo
# fab.getXgboostClf(newX, newY)
# 4. test all data, output 3 ans as features
#D:\Kaggle\Telstra\004_one_hot_resource_type\(Xgboost)_(2016-02-06_11_14_31).model
#D:\Kaggle\Telstra\004_one_hot_resource_type\(Random_Forest)_(2016-02-06_11_24_09).model
#D:\Kaggle\Telstra\004_one_hot_resource_type\(Extra_Trees)_(2016-02-06_11_30_52).model
#D:\Kaggle\Telstra\004_one_hot_resource_type\(K_NN)_(2016-02-06_11_40_10).model
modelPath = _basePath+"(Xgboost)_(2016-02-06_11_14_31).model"
tmpOutPath = _basePath + "004_submission_1_train_Xgboost.csv"
tmpClf = loadModel( modelPath)
log(tmpClf.predict_proba(newX))
outDf = pd.concat([newX, pd.DataFrame(tmpClf.predict_proba(newX))], axis=1)
outDf = pd.DataFrame(tmpClf.predict_proba(newX))
outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
#musicAlarm()
log("004 Done")
tmpTestPath = _basePath + "test_tobe.csv"
tmpOutPath = _basePath + "test_ans.csv"
tmpTestDf = pd.DataFrame()
for tmpColName in trainColNameList:
print tmpColName
for tmpTestColName in testX.columns:
if tmpColName == tmpTestColName:
tmpTestDf = pd.concat([tmpTestDf, testX[tmpColName]], axis=1)
tmpTestDf.to_csv(tmpTestPath, sep=',', encoding='utf-8')
modelFolder = _basePath + "models" + Config.osSep + "top20" + Config.osSep
curModel = "Xgboost"
modelPath = modelFolder + str(getMatchNameModelPath(modelFolder, curModel))
tmpClf = loadModel( modelPath)
log(tmpClf.predict_proba(tmpTestDf))
outDf = pd.DataFrame(tmpClf.predict_proba(tmpTestDf))
outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
# Get all best model from newX
# fab = ModelFactory()
# fab._gridSearchFlag = True
# fab._subFolderName = "top20"
# fab._n_iter_search = 250
# fab._expInfo = expInfo
# fab.getAllModels(newX, newY)
# finalClf = fab.getRandomForestClf(newX, newY)
# Test all data
modelList = ["Xgboost","Random_Forest","Extra_Trees", "K_NN", "Logistic_Regression"]
#X, Y = pd.DataFrame([1,2,3,4,5,6,7,8,9,10,11,12]), pd.DataFrame([1,2,3,4,5,6,7,8,9,10,11,12])
#newX, newY = stratifyData(X,Y, 0.4)
# clf = fab.getNaiveBayesClf(X, Y)
# clf2 = fab.getKnnClf(X, Y)
#clf3 = fab.getRandomForestClf(X, Y)
# x= clf.predict_proba(X)
# log( x)
#log(fab._bestScoreDict)
# #log(fab._bestClf)
# log( fab._bestClf['Random Forest'].predict_proba(X))
#newX, newY = stratifyData(X, Y, 0.4)
newX, newY = X, Y
#print newX
fab = ModelFactory()
fab._gridSearchFlag = True
fab._n_iter_search = 1
fab._expInfo = "001_location_only"
print newX
#print newY
fab.getAllModels(newX, newY)
#fab.getRandomForestClf(newX, newY)
bestClf = fab._mvpClf
log(bestClf.predict_proba(newX))
#log(sorted(fab._bestScoreDict.items(), key=lambda x: x[1] , reverse=True) )
#log(fab._bestClf['Random Forest'].predict_proba(X))
#dumpModel(clf3, "Random_Forest", "ExpTest")
#log("haha")
#log(getDumpFilePath( "Random_Forest", "haha Tets"))
#musicAlarm()
def loadModel(modelPath):
log("Start load model: ", modelPath)
clf = joblib.load( modelPath )
return clf
testPath = _basePath + "001_test_tobe.csv"
# 1. read data
dr = DataReader()
dr.readInCSV(path, "train")
newX, newY = dr._trainDataFrame, dr._ansDataFrame
if doTestFlag == True:
dr.readInCSV(testPath, "test")
newX = dr._testDataFrame
#newX = pd.DataFrame(newX[newX.columns[0]])
print newX
# 2. stratify 60 % data and train location only
# newX, newY = stratifyData(dr._trainDataFrame, dr._ansDataFrame, 0.4)
# 3. get all best model from newX
# fab = ModelFactory()
# fab._gridSearchFlag = True
# fab._n_iter_search = 500
# fab._expInfo = "001_location_only"
# fab.getAllModels(newX, newY)
# 4. test all data, output 3 ans as features
modelPath = _basePath + "(Xgboost)_(2016-02-03_18_39_14).model"
tmpOutPath = _basePath + "001_submission_2.csv"
tmpClf = loadModel(modelPath)
log(tmpClf.predict_proba(newX))
#outDf = pd.concat([newX, pd.DataFrame(tmpClf.predict_proba(newX))], axis=1)
outDf = pd.DataFrame(tmpClf.predict_proba(newX))
outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
musicAlarm()
# drAns = DataReader()
# drAns.readInCSV(ansPath, "train")
# newY = drAns._ansDataFrame
tmpPath = _basePath + "train_merge_one_hot.csv"
dr = DataReader()
dr.readInCSV(tmpPath, "train")
newX = dr._trainDataFrame
newY = dr._ansDataFrame
fab = ModelFactory()
#fab._setXgboostTheradToOne = True
fab._gridSearchFlag = True
fab._singleModelMail = True
fab._subFolderName = "groupby_sum"
fab._n_iter_search = 1
fab._expInfo = expInfo
clf = fab.getXgboostClf(newX, newY)
#
tmpPath = _basePath + "test_merge_one_hot" + ".csv"
dr = DataReader()
dr.readInCSV(tmpPath, "test")
newX = dr._testDataFrame
newX = xgb.DMatrix(newX)
tmpOutPath = _basePath + expNo +"_" + "Xgboost_" + "groupby_sum"+ "_ans.csv"
log(clf.predict(newX))
outDf = pd.DataFrame(clf.predict(newX))
outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
musicAlarm()
def getAllModels(self, X, Y):
log("GetAllModels start with iteration numbers: " , self._n_iter_search)
start = time.time()
self._basicClf["Xgboost"] = self.getXgboostClf(X, Y)
self._basicClf["Random_Forest"] = self.getRandomForestClf(X, Y)
self._basicClf["Extra_Trees"] = self.getExtraTressClf(X, Y)
if not self._onlyTreeBasedModels:
self._basicClf["K_NN"] = self.getKnnClf(X, Y)
self._basicClf["Logistic_Regression"] = self.getLogisticRegressionClf(X, Y)
self._basicClf["Naive_Bayes"] = self.getNaiveBayesClf(X, Y)
log("GetAllModels cost: " , time.time() - start , " sec")
log(sorted(self._bestScoreDict.items(), key=lambda x: x[1] , reverse=True))
mail(self._expInfo, sorted(self._bestScoreDict.items(), key=lambda x: x[1] , reverse=True) )
log(self._expInfo, sorted(self._bestScoreDict.items(), key=lambda x: x[1] , reverse=True) )
bestScoreList = sorted(self._bestScoreDict.items(), key=lambda x: x[1] , reverse=True)
log("MVP clf is : ", bestScoreList[0][0])
self._mvpClf = self._bestClf[bestScoreList[0][0]]
log("GetAllModels end with iteration numbers: " , self._n_iter_search)
# 4. test all data, output 3 ans as features
# D:\Kaggle\Telstra\004_one_hot_resource_type\(Xgboost)_(2016-02-06_11_14_31).model
# D:\Kaggle\Telstra\004_one_hot_resource_type\(Random_Forest)_(2016-02-06_11_24_09).model
# D:\Kaggle\Telstra\004_one_hot_resource_type\(Extra_Trees)_(2016-02-06_11_30_52).model
# D:\Kaggle\Telstra\004_one_hot_resource_type\(K_NN)_(2016-02-06_11_40_10).model
modelFolder = _basePath + "models" + Config.osSep + "stacked" + Config.osSep
clfNameList = []
clfNameList.append("Extra_Trees")
clfNameList.append("K_NN")
clfNameList.append("Random_Forest")
clfNameList.append("Xgboost")
clfNameList.append("Logistic_Regression")
testCsv = _basePath + "010_train_tobe.csv"
dr = DataReader()
newX, testY = dr.cvtPathListToDfList(testCsv, "train")
for curModel in clfNameList:
modelPath = modelFolder + str(getMatchNameModelPath(modelFolder, curModel))
tmpOutPath = _basePath + expNo + "_blender" + curModel + "_train.csv"
tmpClf = loadModel( modelPath)
log(tmpClf.predict_proba(newX))
#outDf = pd.concat([newX, pd.DataFrame(tmpClf.predict_proba(newX))], axis=1)
outDf = pd.DataFrame(tmpClf.predict_proba(newX))
outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
#musicAlarm()
tmpTestPath = _basePath + "test_tobe.csv"
tmpOutPath = _basePath + "test_ans.csv"
tmpTestDf = pd.DataFrame()
for tmpColName in trainColNameList:
print tmpColName
for tmpTestColName in testX.columns:
if tmpColName == tmpTestColName:
tmpTestDf = pd.concat([tmpTestDf, testX[tmpColName]], axis=1)
tmpTestDf.to_csv(tmpTestPath, sep=',', encoding='utf-8')
modelFolder = _basePath + "models" + Config.osSep + "top20" + Config.osSep
curModel = "Xgboost"
modelPath = modelFolder + str(getMatchNameModelPath(modelFolder, curModel))
tmpClf = loadModel(modelPath)
log(tmpClf.predict_proba(tmpTestDf))
outDf = pd.DataFrame(tmpClf.predict_proba(tmpTestDf))
outDf.to_csv(tmpOutPath, sep=',', encoding='utf-8')
# Get all best model from newX
# fab = ModelFactory()
# fab._gridSearchFlag = True
# fab._subFolderName = "top20"
# fab._n_iter_search = 250
# fab._expInfo = expInfo
# fab.getAllModels(newX, newY)
# finalClf = fab.getRandomForestClf(newX, newY)
# Test all data
modelList = [
"Xgboost", "Random_Forest", "Extra_Trees", "K_NN",
'''
Created on Jan 30, 2016
author: whmou
Jan 30, 2016 1.0.0 Init.
'''
from Telstra.util.CustomLogger import info as log
if __name__ == '__main__':
log("haha")
def doXgboostRandomSearch(self, X, Y, num_round):
paramList = []
bestScore = sys.float_info.max
bestClf = None
best_num_round=0
num_class = len(set(Y))
objective =""
if len(set(Y)) <=2:
objective = "binary:logistic"
else:
objective = "multi:softprob"
for i in range(0, self._n_iter_search):
log("xgboost start random search : " + str(i+1) + "/"+ str(self._n_iter_search))
param = {}
param['nthread'] = 4
param['eta'] = random.uniform(0.15, 0.45)
param['gamma'] = randint(0,3)
param['max_depth'] = randint(8,120)
param['min_child_weight'] = randint(1,3)
param['eval_metric'] = 'mlogloss'
param['max_delta_step'] = randint(1,10)
param['objective'] = objective
param['subsample'] = random.uniform(0.45, 0.65)
param['num_class'] = num_class
param['silent'] = 1
param['alpha'] = 1
param['lambda'] = 1
#param['early_stopping_rounds']=2
plst = param.items()
evalDataPercentage = 0.2
sampleRows = np.random.choice(X.index, len(X)*evalDataPercentage)
sampleAnsDf = Y.ix[sampleRows]
ori_X = X
ori_Y = Y
#dtest = xgb.DMatrix( X.ix[sampleRows], label=sampleAnsDf)
#dtrain = xgb.DMatrix( X.drop(sampleRows), label=Y.drop(sampleRows))
#evallist = [(dtest,'eval'), (dtrain,'train')]
dtrain = xgb.DMatrix( X, label=Y)
xgbCvResult = xgb.cv(plst, dtrain, num_boost_round= num_round, nfold=5)
scoreList = xgbCvResult[xgbCvResult.columns[0]].tolist()
new_num_round = scoreList.index(min(scoreList)) + 1
minScore = scoreList[new_num_round-1]
tmpScore = minScore
if tmpScore < bestScore:
#tmpSelfScore = calLogLoss(pd.DataFrame(bst.predict(dtest)), sampleAnsDf)
#print "self best score:" + str(tmpSelfScore)
log("xgb best score:" + str(minScore))
log("xgb best num_round: " + str(new_num_round))
log("xgb best param: " + str(plst))
newDtrain = xgb.DMatrix(ori_X, label=ori_Y)
bst = xgb.train(plst, newDtrain, new_num_round)
bestScore = tmpScore
bestClf = bst
paramList = plst
best_num_round = new_num_round
joblib.dump(bst, Config.xgboostBestTmpCflPath)
self.genXgboostRpt(bestClf, bestScore, paramList, best_num_round)
return bestClf