def train_test(inputCfg, PtBin, OutPutDirPt, TrainTestData, iBin): #pylint: disable=too-many-statements, too-many-branches
'''
function for model training and testing
'''
n_classes = len(np.unique(TrainTestData[3]))
modelClf = xgb.XGBClassifier(use_label_encoder=False)
TrainCols = inputCfg['ml']['training_columns']
HyperPars = inputCfg['ml']['hyper_par'][iBin]
if not isinstance(TrainCols, list):
print('\033[91mERROR: training columns must be defined!\033[0m')
sys.exit()
if not isinstance(HyperPars, dict):
print(
'\033[91mERROR: hyper-parameters must be defined or be an empty dict!\033[0m'
)
sys.exit()
ModelHandl = ModelHandler(modelClf, TrainCols, HyperPars)
# hyperparams optimization
if inputCfg['ml']['hyper_par_opt']['do_hyp_opt']:
print('Perform bayesian optimization')
BayesOptConfig = inputCfg['ml']['hyper_par_opt']['bayes_opt_config']
if not isinstance(BayesOptConfig, dict):
print('\033[91mERROR: bayes_opt_config must be defined!\033[0m')
sys.exit()
if n_classes > 2:
average_method = inputCfg['ml']['roc_auc_average']
roc_method = inputCfg['ml']['roc_auc_approach']
if not (average_method in ['macro', 'weighted']
and roc_method in ['ovo', 'ovr']):
print(
'\033[91mERROR: selected ROC configuration is not valid!\033[0m'
)
sys.exit()
if average_method == 'weighted':
metric = f'roc_auc_{roc_method}_{average_method}'
else:
metric = f'roc_auc_{roc_method}'
else:
metric = 'roc_auc'
print('Performing hyper-parameters optimisation: ...', end='\r')
OutFileHypPars = open(
f'{OutPutDirPt}/HyperParOpt_pT_{PtBin[0]}_{PtBin[1]}.txt', 'wt')
sys.stdout = OutFileHypPars
ModelHandl.optimize_params_bayes(
TrainTestData,
BayesOptConfig,
metric,
nfold=inputCfg['ml']['hyper_par_opt']['nfolds'],
init_points=inputCfg['ml']['hyper_par_opt']['initpoints'],
n_iter=inputCfg['ml']['hyper_par_opt']['niter'],
njobs=inputCfg['ml']['hyper_par_opt']['njobs'])
OutFileHypPars.close()
sys.stdout = sys.__stdout__
print('Performing hyper-parameters optimisation: Done!')
print(
f'Output saved in {OutPutDirPt}/HyperParOpt_pT_{PtBin[0]}_{PtBin[1]}.txt'
)
print(f'Best hyper-parameters:\n{ModelHandl.get_model_params()}')
else:
ModelHandl.set_model_params(HyperPars)
# train and test the model with the updated hyper-parameters
yPredTest = ModelHandl.train_test_model(
TrainTestData,
True,
output_margin=inputCfg['ml']['raw_output'],
average=inputCfg['ml']['roc_auc_average'],
multi_class_opt=inputCfg['ml']['roc_auc_approach'])
yPredTrain = ModelHandl.predict(TrainTestData[0],
inputCfg['ml']['raw_output'])
# save model handler in pickle
ModelHandl.dump_model_handler(
f'{OutPutDirPt}/ModelHandler_pT_{PtBin[0]}_{PtBin[1]}.pickle')
ModelHandl.dump_original_model(
f'{OutPutDirPt}/XGBoostModel_pT_{PtBin[0]}_{PtBin[1]}.model', True)
#plots
LegLabels = [
inputCfg['output']['leg_labels']['Bkg'],
inputCfg['output']['leg_labels']['Prompt']
]
if inputCfg['output']['leg_labels']['FD'] is not None:
LegLabels.append(inputCfg['output']['leg_labels']['FD'])
OutputLabels = [
inputCfg['output']['out_labels']['Bkg'],
inputCfg['output']['out_labels']['Prompt']
]
if inputCfg['output']['out_labels']['FD'] is not None:
OutputLabels.append(inputCfg['output']['out_labels']['FD'])
#_____________________________________________
plt.rcParams["figure.figsize"] = (10, 7)
MLOutputFig = plot_utils.plot_output_train_test(
ModelHandl,
TrainTestData,
80,
inputCfg['ml']['raw_output'],
LegLabels,
inputCfg['plots']['train_test_log'],
density=True)
if n_classes > 2:
for Fig, Lab in zip(MLOutputFig, OutputLabels):
Fig.savefig(
f'{OutPutDirPt}/MLOutputDistr{Lab}_pT_{PtBin[0]}_{PtBin[1]}.pdf'
)
else:
MLOutputFig.savefig(
f'{OutPutDirPt}/MLOutputDistr_pT_{PtBin[0]}_{PtBin[1]}.pdf')
#_____________________________________________
plt.rcParams["figure.figsize"] = (10, 9)
ROCCurveFig = plot_utils.plot_roc(TrainTestData[3], yPredTest, None,
LegLabels,
inputCfg['ml']['roc_auc_average'],
inputCfg['ml']['roc_auc_approach'])
ROCCurveFig.savefig(
f'{OutPutDirPt}/ROCCurveAll_pT_{PtBin[0]}_{PtBin[1]}.pdf')
pickle.dump(
ROCCurveFig,
open(f'{OutPutDirPt}/ROCCurveAll_pT_{PtBin[0]}_{PtBin[1]}.pkl', 'wb'))
#_____________________________________________
plt.rcParams["figure.figsize"] = (10, 9)
ROCCurveTTFig = plot_utils.plot_roc_train_test(
TrainTestData[3], yPredTest, TrainTestData[1], yPredTrain, None,
LegLabels, inputCfg['ml']['roc_auc_average'],
inputCfg['ml']['roc_auc_approach'])
ROCCurveTTFig.savefig(
f'{OutPutDirPt}/ROCCurveTrainTest_pT_{PtBin[0]}_{PtBin[1]}.pdf')
#_____________________________________________
PrecisionRecallFig = plot_utils.plot_precision_recall(
TrainTestData[3], yPredTest, LegLabels)
PrecisionRecallFig.savefig(
f'{OutPutDirPt}/PrecisionRecallAll_pT_{PtBin[0]}_{PtBin[1]}.pdf')
#_____________________________________________
plt.rcParams["figure.figsize"] = (12, 7)
FeaturesImportanceFig = plot_utils.plot_feature_imp(
TrainTestData[2][TrainCols], TrainTestData[3], ModelHandl, LegLabels)
n_plot = n_classes if n_classes > 2 else 1
for iFig, Fig in enumerate(FeaturesImportanceFig):
if iFig < n_plot:
label = OutputLabels[iFig] if n_classes > 2 else ''
Fig.savefig(
f'{OutPutDirPt}/FeatureImportance{label}_pT_{PtBin[0]}_{PtBin[1]}.pdf'
)
else:
Fig.savefig(
f'{OutPutDirPt}/FeatureImportanceAll_pT_{PtBin[0]}_{PtBin[1]}.pdf'
)
return ModelHandl
def test_plot_roc():
"""
Test the roc curve plot
"""
assert isinstance(plot_utils.plot_roc(DATA[3], Y_PRED), matplotlib.figure.Figure)
HYP_RANGES = {
# # defines the maximum depth of a single tree (regularization)
'max_depth': (5, 15),
# 'learning_rate': (0.01, 0.3), # learning rate
'n_estimators': (5, 10), # number of boosting trees
}
MODEL.optimize_params_bayes(DATA, HYP_RANGES, 'roc_auc')
# train and test the model with the updated hyperparameters
MODEL.train_test_model(DATA)
Y_PRED = MODEL.predict(DATA[2])
# Calculate the BDT efficiency as a function of the BDT score
EFFICIENCY, THRESHOLD = analysis_utils.bdt_efficiency_array(
DATA[3], Y_PRED, n_points=10)
# --------------------------------------------
# PLOTTING
# --------------------------------------------
FEATURES_DISTRIBUTIONS_PLOT = plot_utils.plot_distr(
[SIG_DF, BKG_DF], SIG_DF.columns)
CORRELATION_MATRIX_PLOT = plot_utils.plot_corr([SIG_DF, BKG_DF], SIG_DF.columns)
BDT_OUTPUT_PLOT = plot_utils.plot_output_train_test(MODEL, DATA)
ROC_CURVE_PLOT = plot_utils.plot_roc(DATA[3], Y_PRED)
PRECISION_RECALL_PLOT = plot_utils.plot_precision_recall(DATA[3], Y_PRED)
BDT_EFFICIENCY_PLOT = plot_utils.plot_bdt_eff(THRESHOLD, EFFICIENCY)
FEATURES_IMPORTANCE = plot_utils.plot_feature_imp(TEST_SET, Y_TEST, MODEL)
plt.show()
# ---------------------------------------------
def train_test(inputCfg, PtMin, PtMax, OutPutDirPt, TrainTestData):
'''
function for model training and testing
'''
modelClf = xgb.XGBClassifier()
TrainCols = inputCfg['ml']['training_columns']
HyperPars = inputCfg['ml']['hyper_par']
if not isinstance(TrainCols, list):
print('ERROR: training columns must be defined!')
sys.exit()
if not isinstance(HyperPars, dict):
print('ERROR: hyper-parameters must be defined or be an empty dict!')
sys.exit()
ModelHandl = ModelHandler(modelClf, TrainCols, HyperPars)
# hyperparams optimization --> not working with multi-class classification at the moment
#HypRanges = {
# # # defines the maximum depth of a single tree (regularization)
# 'max_depth': (1, 30),
# 'learning_rate': (0.01, 0.3), # learning rate
# 'n_estimators': (50, 1000) # number of boosting trees
#}
#ModelHandl.optimize_params_bayes(TrainTestData, HypRanges, None)
# train and test the model with the updated hyperparameters
ModelHandl.train_test_model(TrainTestData)
yPredTest = ModelHandl.predict(TrainTestData[2],
inputCfg['ml']['raw_output'], True)
# save model handler in pickle
ModelHandl.dump_model_handler(
f'{OutPutDirPt}/ModelHandler_pT_{PtMin}_{PtMax}.pickle')
#plots
LegLabels = inputCfg['output']['leg_labels']
OutputLabels = inputCfg['output']['out_labels']
#_____________________________________________
plt.rcParams["figure.figsize"] = (10, 7)
MLOutputFig = plot_utils.plot_output_train_test(
ModelHandl,
TrainTestData,
80,
inputCfg['ml']['raw_output'],
LegLabels,
True,
inputCfg['plots']['train_test_log'],
density=True)
for Fig, Lab in zip(MLOutputFig, OutputLabels):
Fig.savefig(f'{OutPutDirPt}/MLOutputDistr{Lab}_pT_{PtMin}_{PtMax}.pdf')
#_____________________________________________
plt.rcParams["figure.figsize"] = (8, 7)
ROCCurveFig = plot_utils.plot_roc(TrainTestData[3], yPredTest, LegLabels)
ROCCurveFig.savefig(f'{OutPutDirPt}/ROCCurveAll_pT_{PtMin}_{PtMax}.pdf')
#_____________________________________________
PrecisionRecallFig = plot_utils.plot_precision_recall(
TrainTestData[3], yPredTest, LegLabels)
PrecisionRecallFig.savefig(
f'{OutPutDirPt}/PrecisionRecallAll_pT_{PtMin}_{PtMax}.pdf')
#_____________________________________________
plt.rcParams["figure.figsize"] = (12, 7)
FeaturesImportanceFig = plot_utils.plot_feature_imp(
TrainTestData[2][TrainCols], TrainTestData[3], ModelHandl)
for iFig, Fig in enumerate(FeaturesImportanceFig):
if iFig < 3:
Fig.savefig(
f'{OutPutDirPt}/FeatureImportance{OutputLabels[iFig]}_pT_{PtMin}_{PtMax}.pdf'
)
else:
Fig.savefig(
f'{OutPutDirPt}/FeatureImportanceAll_pT_{PtMin}_{PtMax}.pdf')
return ModelHandl
def do_hipe4mlplot(self):
self.logger.info("Plotting hipe4ml model")
leglabels = ["Background", "Prompt signal"]
outputlabels = ["Bkg", "SigPrompt"]
# _____________________________________________
plot_utils.plot_distr([self.bkghandler, self.signalhandler],
self.v_train, 100, leglabels)
plt.subplots_adjust(left=0.06,
bottom=0.06,
right=0.99,
top=0.96,
hspace=0.55,
wspace=0.55)
figname = f'{self.dirmlplot}/DistributionsAll_pT_{self.p_binmin}_{self.p_binmax}.pdf'
plt.savefig(figname)
plt.close('all')
# _____________________________________________
corrmatrixfig = plot_utils.plot_corr(
[self.bkghandler, self.signalhandler], self.v_train, leglabels)
for figg, labb in zip(corrmatrixfig, outputlabels):
plt.figure(figg.number)
plt.subplots_adjust(left=0.2, bottom=0.25, right=0.95, top=0.9)
figname = f'{self.dirmlplot}/CorrMatrix{labb}_pT_{self.p_binmin}_{self.p_binmax}.pdf'
figg.savefig(figname)
# _____________________________________________
plt.rcParams["figure.figsize"] = (10, 7)
mloutputfig = plot_utils.plot_output_train_test(
self.p_hipe4ml_model,
self.traintestdata,
80,
self.raw_output_hipe4ml,
leglabels,
self.train_test_log_hipe4ml,
density=True)
figname = f'{self.dirmlplot}/MLOutputDistr_pT_{self.p_binmin}_{self.p_binmax}.pdf'
mloutputfig.savefig(figname)
# _____________________________________________
plt.rcParams["figure.figsize"] = (10, 9)
roccurvefig = plot_utils.plot_roc(self.traintestdata[3],
self.ypredtest_hipe4ml, None,
leglabels,
self.average_method_hipe4ml,
self.roc_method_hipe4ml)
figname = f'{self.dirmlplot}/ROCCurveAll_pT_{self.p_binmin}_{self.p_binmax}.pdf'
roccurvefig.savefig(figname)
# _____________________________________________
plt.rcParams["figure.figsize"] = (10, 9)
roccurvettfig = plot_utils.plot_roc_train_test(
self.traintestdata[3], self.ypredtest_hipe4ml,
self.traintestdata[1], self.ypredtrain_hipe4ml, None, leglabels,
self.average_method_hipe4ml, self.roc_method_hipe4ml)
figname = f'{self.dirmlplot}/ROCCurveTrainTest_pT_{self.p_binmin}_{self.p_binmax}.pdf'
roccurvettfig.savefig(figname)
# _____________________________________________
precisionrecallfig = plot_utils.plot_precision_recall(
self.traintestdata[3], self.ypredtest_hipe4ml, leglabels)
figname = f'{self.dirmlplot}/PrecisionRecallAll_pT_{self.p_binmin}_{self.p_binmax}.pdf'
precisionrecallfig.savefig(figname)
# _____________________________________________
plt.rcParams["figure.figsize"] = (12, 7)
featuresimportancefig = plot_utils.plot_feature_imp(
self.traintestdata[2][self.v_train], self.traintestdata[3],
self.p_hipe4ml_model, leglabels)
for i in range(0, len(featuresimportancefig)):
figname = (f'{self.dirmlplot}/FeatureImportanceOpt{i}_'
f'pT_{self.p_binmin}_{self.p_binmax}.pdf')
featuresimportancefig[i].savefig(figname)