def train_test(self, X, y, X_test):
"""
"""
sss = StratifiedShuffleSplit(y, 1, test_size=0.5)
for train_id, valid_id in sss:
X0, X1 = X[train_id], X[valid_id]
y0, y1 = y[train_id], y[valid_id]
#First half
w0 = np.zeros(len(y0))
for i in range(len(w0)):
w0[i] = self.w[int(y0[i])]
xg0_train = DMatrix(X0, label=y0, weight=w0)
xg0_test = DMatrix(X1, label=y1)
xgt_test = DMatrix(X_test)
bst0 = my_train_xgboost(self.param, xg0_train, self.num_round)
y0_pred = bst0.predict(xg0_test).reshape(X1.shape[0], 9)
yt_pred = bst0.predict(xgt_test).reshape(X_test.shape[0], 9)
#Calibrated RF
rf = RandomForestClassifier(n_estimators=600, criterion='gini',
class_weight='auto', max_features='auto')
cal = CalibratedClassifierCV(rf, method='isotonic', cv=3)
cal.fit(X0, y0)
y0_cal = cal.predict_proba(X1)
yt_cal = cal.predict_proba(X_test)
#Second half
ss = StandardScaler()
y0_pred = ss.fit_transform(y0_pred)
yt_pred = ss.fit_transform(yt_pred)
y0_cal = ss.fit_transform(y0_cal)
yt_cal = ss.fit_transform(yt_cal)
X1 = np.hstack((X1, y0_pred, y0_cal))
X_test = np.hstack((X_test, yt_pred, yt_cal))
w1 = np.zeros(len(y1))
# self.param['eta'] = 0.01
self.num_round = 450
for i in range(len(w1)):
w1[i] = self.w[int(y1[i])]
xg1_train = DMatrix(X1, label=y1, weight=w1)
xg_test= DMatrix(X_test)
bst1 = my_train_xgboost(self.param, xg1_train, self.num_round)
y_pred = bst1.predict(xg_test).reshape(X_test.shape[0], 9)
return y_pred
def train_validate(self, X_train, y_train, X_valid, y_valid):
"""
"""
sss = StratifiedShuffleSplit(y_train, 1, test_size=0.5)
for train_id, valid_id in sss:
X0_train, X1_train = X_train[train_id], X_train[valid_id]
y0_train, y1_train = y_train[train_id], y_train[valid_id]
#First half
w0_train = np.zeros(len(y0_train))
for i in range(len(w0_train)):
w0_train[i] = self.w[int(y0_train[i])]
xg0_train = DMatrix(X0_train, label=y0_train, weight=w0_train)
xg0_valid = DMatrix(X1_train, label=y1_train)
xgv_valid = DMatrix(X_valid, label=y_valid)
watchlist = [(xg0_train,'train'), (xg0_valid, 'validation0')]
# bst0 = train(self.param, xg0_train, self.num_round, watchlist)
bst0 = my_train_xgboost(self.param, xg0_train, self.num_round, watchlist)
y0_pred = bst0.predict(xg0_valid).reshape(X1_train.shape[0], 9)
yv_pred = bst0.predict(xgv_valid).reshape(X_valid.shape[0], 9)
#Calibrated RF
rf = RandomForestClassifier(n_estimators=600, criterion='gini',
class_weight='auto', max_features='auto')
cal = CalibratedClassifierCV(rf, method='isotonic', cv=3)
cal.fit(X0_train, y0_train)
y0_cal = cal.predict_proba(X1_train)
yv_cal = cal.predict_proba(X_valid)
#Second half
ss = StandardScaler()
y0_pred = ss.fit_transform(y0_pred)
yv_pred = ss.fit_transform(yv_pred)
y0_cal = ss.fit_transform(y0_cal)
yv_cal = ss.fit_transform(yv_cal)
X1_train = np.hstack((X1_train, y0_pred, y0_cal))
X_valid = np.hstack((X_valid, yv_pred, yv_cal))
w1_train = np.zeros(len(y1_train))
# self.param['eta'] = 0.05
self.num_round = 450
for i in range(len(w1_train)):
w1_train[i] = self.w[int(y1_train[i])]
xg1_train = DMatrix(X1_train, label=y1_train, weight=w1_train)
xg_valid = DMatrix(X_valid, label=y_valid)
watchlist = [(xg1_train,'train'), (xg_valid, 'validation')]
# bst1 = train(self.param, xg1_train, self.num_round, watchlist)
bst1 = my_train_xgboost(self.param, xg1_train, self.num_round, watchlist)
y_pred = bst1.predict(xg_valid).reshape(X_valid.shape[0], 9)
# pdb.set_trace()
return y_pred
def train_validate(self, X_train, y_train, X_valid, y_valid):
"""
"""
nc = 10
X = []
y = []
clt = MiniBatchKMeans(n_clusters=nc, batch_size=100)
for i in range(9):
XX = X_train[y_train==i]
yy = y_train[y_train==i]
lbs = clt.fit_predict(XX)
ids = lbs < 7
X.append(XX[ids])
y.append(yy[ids])
X = np.vstack(X)
y = np.hstack(y)
print X.shape
w_train = np.zeros(len(y))
for i in range(len(w_train)):
w_train[i] = self.w[int(y[i])]
xg_train = DMatrix(X, label=y, weight=w_train)
xg_valid = DMatrix(X_valid, label=y_valid)
watchlist = [(xg_train,'train'), (xg_valid, 'validation')]
bst = my_train_xgboost(self.param, xg_train, self.num_round, watchlist)
y_pred = bst.predict(xg_valid).reshape(X_valid.shape[0], 9)
return y_pred
def train_test(self, X, y, X_test):
"""
"""
X = X[:, self.feats]
X_test = X_test[:, self.feats]
w_train = np.zeros(len(y))
for i in range(len(w_train)):
w_train[i] = self.w[int(y[i])]
xg_train = DMatrix(X, label=y, weight=w_train)
xg_test = DMatrix(X_test)
self.num_round = self.best_n_iters
bst = my_train_xgboost(self.param, xg_train, self.num_round,
seed=self.seed)
y_pred = bst.predict(xg_test).reshape(X_test.shape[0], 9)
return y_pred
def train_validate(self, X_train, y_train, X_valid, y_valid):
"""
"""
self.feats = np.ones(X_train.shape[1], dtype=np.bool)
rd = np.random.randint(0, X_train.shape[1], 3)
self.feats[rd] = False
X_train = X_train[:, self.feats]
X_valid = X_valid[:, self.feats]
w_train = np.zeros(len(y_train))
for i in range(len(w_train)):
w_train[i] = self.w[int(y_train[i])]
xg_train = DMatrix(X_train, label=y_train, weight=w_train)
xg_valid = DMatrix(X_valid, label=y_valid)
watchlist = [(xg_train,'train'), (xg_valid, 'validation')]
self.seed = np.random.randint(0,10000)
bst = my_train_xgboost(self.param, xg_train, self.num_round, watchlist,
early_stopping_rounds=100, seed=self.seed)
self.best_n_iters = bst.best_iteration
print self.best_n_iters
y_pred = bst.predict(xg_valid, ntree_limit=self.best_n_iters)
# pdb.set_trace()
return y_pred
def train_validate(self, X_train, y_train, X_valid, y_valid):
"""
"""
#training
le = LabelEncoder()
id_123 = np.logical_or(np.logical_or(y_train==1, y_train==2),
y_train==3)
y0_train = np.zeros(len(y_train), dtype=np.int32)
y0_train[id_123] = 1
X0_train = np.copy(X_train)
y0_train = le.fit_transform(y0_train).astype(np.int32)
X1_train = X_train[id_123]
y1_train = y_train[id_123]
y1_train = le.fit_transform(y1_train).astype(np.int32)
X2_train = X_train[np.logical_not(id_123)]
y2_train = y_train[np.logical_not(id_123)]
y2_train = le.fit_transform(y2_train).astype(np.int32)
#Validation
id_123_valid = np.logical_or(np.logical_or(y_valid==1, y_valid==2),
y_valid==3)
y0_valid = np.zeros(len(y_valid), dtype=np.int32)
y0_valid[id_123_valid] = 1
X0_valid = np.copy(X_valid)
y0_valid = le.fit_transform(y0_valid).astype(np.int32)
X1_valid = X_valid[id_123_valid]
y1_valid = y_valid[id_123_valid]
y1_valid = le.fit_transform(y1_valid).astype(np.int32)
X2_valid = X_valid[np.logical_not(id_123_valid)]
y2_valid = y_valid[np.logical_not(id_123_valid)]
y2_valid = le.fit_transform(y2_valid).astype(np.int32)
xg_valid = DMatrix(X_valid)
#Classifier 0
w0_train = np.zeros(len(y0_train))
for i in range(len(w0_train)):
w0_train[i] = self.w0[int(y0_train[i])]
xg0_train = DMatrix(X0_train, label=y0_train, weight=w0_train)
xg0_valid = DMatrix(X0_valid, label=y0_valid)
watchlist0 = [(xg0_train,'train'), (xg0_valid, 'validation')]
bst0 = my_train_xgboost(self.param0, xg0_train, self.num_round0,
watchlist0, rt_eta=self.rt0_eta,
rt_ssp=self.rt0_ssp, rt_clb=self.rt0_clb,
rt_dpt=self.rt0_dpt)
y0_pred = bst0.predict(xg_valid).reshape(y_valid.shape[0], 2)
# pdb.set_trace()
#Classifier 1
w1_train = np.zeros(len(y1_train))
for i in range(len(w1_train)):
w1_train[i] = self.w1[int(y1_train[i])]
xg1_train = DMatrix(X1_train, label=y1_train, weight=w1_train)
xg1_valid = DMatrix(X1_valid, label=y1_valid)
watchlist1 = [(xg1_train,'train'), (xg1_valid, 'validation')]
bst1 = my_train_xgboost(self.param1, xg1_train, self.num_round1,
watchlist1, rt_eta=self.rt1_eta,
rt_ssp=self.rt1_ssp, rt_clb=self.rt1_clb,
rt_dpt=self.rt1_dpt)
y1_pred = bst1.predict(xg_valid).reshape(y_valid.shape[0], 3)
#Classifier 2
w2_train = np.zeros(len(y2_train))
for i in range(len(w2_train)):
w2_train[i] = self.w2[int(y2_train[i])]
xg2_train = DMatrix(X2_train, label=y2_train, weight=w2_train)
xg2_valid = DMatrix(X2_valid, label=y2_valid)
watchlist2 = [(xg2_train,'train'), (xg2_valid, 'validation')]
bst2 = my_train_xgboost(self.param2, xg2_train, self.num_round2,
watchlist2, rt_eta=self.rt2_eta,
rt_ssp=self.rt2_ssp, rt_clb=self.rt2_clb,
rt_dpt=self.rt2_dpt)
y2_pred = bst2.predict(xg_valid).reshape(y_valid.shape[0], 6)
y_pred = np.zeros((y0_pred.shape[0], 9))
y_pred[:,0] = y0_pred[:,0]*y2_pred[:,0]
y_pred[:,1] = y0_pred[:,1]*y1_pred[:,0]
y_pred[:,2] = y0_pred[:,1]*y1_pred[:,1]
y_pred[:,3] = y0_pred[:,1]*y1_pred[:,2]
y_pred[:,4] = y0_pred[:,0]*y2_pred[:,1]
y_pred[:,5] = y0_pred[:,0]*y2_pred[:,2]
y_pred[:,6] = y0_pred[:,0]*y2_pred[:,3]
y_pred[:,7] = y0_pred[:,0]*y2_pred[:,4]
y_pred[:,8] = y0_pred[:,0]*y2_pred[:,5]
return y_pred
def train_test(self, X, y, X_test):
"""
"""
#training
le = LabelEncoder()
id_123 = np.logical_or(np.logical_or(y==1, y==2),
y==3)
y0 = np.zeros(len(y), dtype=np.int32)
y0[id_123] = 1
X0 = np.copy(X)
y0 = le.fit_transform(y0).astype(np.int32)
X1 = X[id_123]
y1 = y[id_123]
y1 = le.fit_transform(y1).astype(np.int32)
X2 = X[np.logical_not(id_123)]
y2 = y[np.logical_not(id_123)]
y2 = le.fit_transform(y2).astype(np.int32)
xg_test = DMatrix(X_test)
#Classifier 0
w0_train = np.zeros(len(y0))
for i in range(len(w0_train)):
w0_train[i] = self.w0[int(y0[i])]
xg0_train = DMatrix(X0, label=y0, weight=w0_train)
bst0 = my_train_xgboost(self.param0, xg0_train, self.num_round0,
rt_eta=self.rt0_eta,
rt_ssp=self.rt0_ssp, rt_clb=self.rt0_clb,
rt_dpt=self.rt0_dpt)
y0_pred = bst0.predict(xg_test).reshape(X_test.shape[0], 2)
#Classifier 1
w1_train = np.zeros(len(y1))
for i in range(len(w1_train)):
w1_train[i] = self.w1[int(y1[i])]
xg1_train = DMatrix(X1, label=y1, weight=w1_train)
bst1 = my_train_xgboost(self.param1, xg1_train, self.num_round1,
rt_eta=self.rt1_eta,
rt_ssp=self.rt1_ssp, rt_clb=self.rt1_clb,
rt_dpt=self.rt1_dpt)
y1_pred = bst1.predict(xg_test).reshape(X_test.shape[0], 3)
#Classifier 2
w2_train = np.zeros(len(y2))
for i in range(len(w2_train)):
w2_train[i] = self.w2[int(y2[i])]
xg2_train = DMatrix(X2, label=y2, weight=w2_train)
bst2 = my_train_xgboost(self.param2, xg2_train, self.num_round2,
rt_eta=self.rt2_eta,
rt_ssp=self.rt2_ssp, rt_clb=self.rt2_clb,
rt_dpt=self.rt2_dpt)
y2_pred = bst2.predict(xg_test).reshape(X_test.shape[0], 6)
y_pred = np.zeros((y0_pred.shape[0], 9))
y_pred[:,0] = y0_pred[:,0]*y2_pred[:,0]
y_pred[:,1] = y0_pred[:,1]*y1_pred[:,0]
y_pred[:,2] = y0_pred[:,1]*y1_pred[:,1]
y_pred[:,3] = y0_pred[:,1]*y1_pred[:,2]
y_pred[:,4] = y0_pred[:,0]*y2_pred[:,1]
y_pred[:,5] = y0_pred[:,0]*y2_pred[:,2]
y_pred[:,6] = y0_pred[:,0]*y2_pred[:,3]
y_pred[:,7] = y0_pred[:,0]*y2_pred[:,4]
y_pred[:,8] = y0_pred[:,0]*y2_pred[:,5]
return y_pred
