script to run models based on group of features
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scripts/ml/MultModelsCl_dissected.py
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scripts/ml/MultModelsCl_dissected.py
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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Created on Fri Mar 4 15:25:33 2022
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@author: tanu
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"""
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#%%
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import os, sys
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import pandas as pd
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import numpy as np
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import pprint as pp
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from copy import deepcopy
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from sklearn import linear_model
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from sklearn import datasets
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from collections import Counter
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from sklearn.linear_model import LogisticRegression, LogisticRegressionCV
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from sklearn.linear_model import RidgeClassifier, RidgeClassifierCV, SGDClassifier, PassiveAggressiveClassifier
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from sklearn.naive_bayes import BernoulliNB
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from sklearn.neighbors import KNeighborsClassifier
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from sklearn.svm import SVC
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from sklearn.tree import DecisionTreeClassifier, ExtraTreeClassifier
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from sklearn.ensemble import RandomForestClassifier, ExtraTreesClassifier, AdaBoostClassifier, GradientBoostingClassifier, BaggingClassifier
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from sklearn.naive_bayes import GaussianNB
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from sklearn.gaussian_process import GaussianProcessClassifier, kernels
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from sklearn.gaussian_process.kernels import RBF, DotProduct, Matern, RationalQuadratic, WhiteKernel
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from sklearn.discriminant_analysis import LinearDiscriminantAnalysis, QuadraticDiscriminantAnalysis
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from sklearn.neural_network import MLPClassifier
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from sklearn.svm import SVC
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from xgboost import XGBClassifier
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from sklearn.naive_bayes import MultinomialNB
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from sklearn.preprocessing import StandardScaler, MinMaxScaler, OneHotEncoder
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from sklearn.compose import ColumnTransformer
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from sklearn.compose import make_column_transformer
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from sklearn.metrics import make_scorer, confusion_matrix, accuracy_score, balanced_accuracy_score, precision_score, average_precision_score, recall_score
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from sklearn.metrics import roc_auc_score, roc_curve, f1_score, matthews_corrcoef, jaccard_score, classification_report
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# added
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from sklearn.model_selection import train_test_split, cross_validate, cross_val_score, LeaveOneOut, KFold, RepeatedKFold, cross_val_predict
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from sklearn.model_selection import train_test_split, cross_validate, cross_val_score
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from sklearn.model_selection import StratifiedKFold,RepeatedStratifiedKFold, RepeatedKFold
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from sklearn.pipeline import Pipeline, make_pipeline
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from sklearn.feature_selection import RFE, RFECV
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import itertools
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import seaborn as sns
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import matplotlib.pyplot as plt
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from statistics import mean, stdev, median, mode
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from imblearn.over_sampling import RandomOverSampler
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from imblearn.under_sampling import RandomUnderSampler
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from imblearn.over_sampling import SMOTE
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from sklearn.datasets import make_classification
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from imblearn.combine import SMOTEENN
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from imblearn.combine import SMOTETomek
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from imblearn.over_sampling import SMOTENC
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from imblearn.under_sampling import EditedNearestNeighbours
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from imblearn.under_sampling import RepeatedEditedNearestNeighbours
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from sklearn.model_selection import GridSearchCV
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from sklearn.base import BaseEstimator
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from sklearn.impute import KNNImputer as KNN
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import json
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#%% GLOBALS
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rs = {'random_state': 42}
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njobs = {'n_jobs': 10}
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scoring_fn = ({ 'mcc' : make_scorer(matthews_corrcoef)
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, 'accuracy' : make_scorer(accuracy_score)
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, 'fscore' : make_scorer(f1_score)
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, 'precision' : make_scorer(precision_score)
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, 'recall' : make_scorer(recall_score)
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, 'roc_auc' : make_scorer(roc_auc_score)
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, 'jcc' : make_scorer(jaccard_score)
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})
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skf_cv = StratifiedKFold(n_splits = 10
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#, shuffle = False, random_state= None)
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, shuffle = True,**rs)
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rskf_cv = RepeatedStratifiedKFold(n_splits = 10
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, n_repeats = 3
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, **rs)
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mcc_score_fn = {'mcc': make_scorer(matthews_corrcoef)}
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jacc_score_fn = {'jcc': make_scorer(jaccard_score)}
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#%%
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# Multiple Classification - Model Pipeline
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def MultModelsCl_dissected(input_df, target, skf_cv
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, blind_test_input_df
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, blind_test_target
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, var_type = ['numerical', 'categorical','mixed']):
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'''
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@ param input_df: input features
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@ type: df with input features WITHOUT the target variable
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@param target: target (or output) feature
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@type: df or np.array or Series
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@param skv_cv: stratifiedK fold int or object to allow shuffle and random state to pass
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@type: int or StratifiedKfold()
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@var_type: numerical, categorical and mixed to determine what col_transform to apply (MinMaxScalar and/or one-ho t encoder)
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@type: list
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returns
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Dict containing multiple classification scores for each model and mean of each Stratified Kfold including training
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'''
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# Determine categorical and numerical features
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numerical_ix = input_df.select_dtypes(include=['int64', 'float64']).columns
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numerical_ix
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categorical_ix = input_df.select_dtypes(include=['object', 'bool']).columns
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categorical_ix
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# Determine preprocessing steps ~ var_type
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if var_type == 'numerical':
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t = [('num', MinMaxScaler(), numerical_ix)]
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if var_type == 'categorical':
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t = [('cat', OneHotEncoder(), categorical_ix)]
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if var_type == 'mixed':
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t = [('num', MinMaxScaler(), numerical_ix)
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, ('cat', OneHotEncoder(), categorical_ix) ]
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col_transform = ColumnTransformer(transformers = t
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, remainder='passthrough')
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# Specify multiple Classification models
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models = [('Logistic Regression' , LogisticRegression(**rs) )
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, ('Logistic RegressionCV' , LogisticRegressionCV(**rs) )
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, ('Gaussian NB' , GaussianNB() )
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, ('Naive Bayes' , BernoulliNB() )
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# , ('K-Nearest Neighbors' , KNeighborsClassifier() )
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# , ('SVC' , SVC(**rs) )
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# , ('MLP' , MLPClassifier(max_iter = 500, **rs) )
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# , ('Decision Tree' , DecisionTreeClassifier(**rs) )
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# , ('Extra Trees' , ExtraTreesClassifier(**rs) )
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# , ('Extra Tree' , ExtraTreeClassifier(**rs) )
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# , ('Random Forest' , RandomForestClassifier(**rs, n_estimators = 1000 ) )
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# , ('Random Forest2' , RandomForestClassifier(min_samples_leaf = 5
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# , n_estimators = 1000
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# , bootstrap = True
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# , oob_score = True
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# , **njobs
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# , **rs
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# , max_features = 'auto') )
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# , ('XGBoost' , XGBClassifier(**rs, verbosity = 0, use_label_encoder =False) )
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# , ('LDA' , LinearDiscriminantAnalysis() )
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# , ('Multinomial' , MultinomialNB() )
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# , ('Passive Aggresive' , PassiveAggressiveClassifier(**rs, **njobs) )
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# , ('Stochastic GDescent' , SGDClassifier(**rs, **njobs) )
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# , ('AdaBoost Classifier' , AdaBoostClassifier(**rs) )
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# , ('Bagging Classifier' , BaggingClassifier(**rs, **njobs, bootstrap = True, oob_score = True) )
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# , ('Gaussian Process' , GaussianProcessClassifier(**rs) )
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# , ('Gradient Boosting' , GradientBoostingClassifier(**rs) )
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# , ('QDA' , QuadraticDiscriminantAnalysis() )
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# , ('Ridge Classifier' , RidgeClassifier(**rs) )
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# , ('Ridge ClassifierCV' , RidgeClassifierCV(cv = 10) )
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]
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mm_skf_scoresD = {}
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print('\n==============================================================\n'
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, '\nRunning several classification models (n):', len(models)
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,'\nList of models:')
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for m in models:
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print(m)
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print('\n================================================================\n')
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index = 1
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for model_name, model_fn in models:
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print('\nRunning classifier:', index
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, '\nModel_name:' , model_name
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, '\nModel func:' , model_fn)
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index = index+1
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model_pipeline = Pipeline([
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('prep' , col_transform)
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, ('model' , model_fn)])
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print('\nRunning model pipeline:', model_pipeline)
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skf_cv_modD = cross_validate(model_pipeline
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, input_df
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, target
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, cv = skf_cv
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, scoring = scoring_fn
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, return_train_score = True)
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#----------
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# check 1
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#----------
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foo_df = pd.DataFrame.from_dict(skf_cv_modD, orient ='index')
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#foo_df = pd.DataFrame.from_dict(skf_cv_modD)
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#===================
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# Confusion matrix: Not an easy problem to solve! STILL DOING it, USE with caution
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# cross_val_score, cross_val_predict, "Passing these predictions into an evaluation metric may not be a valid way to measure generalization performance. Results can differ from cross_validate and cross_val_score unless all tests sets have equal size and the metric decomposes over samples."
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# https://stackoverflow.com/questions/65645125/producing-a-confusion-matrix-with-cross-validate
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#===================
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y_pred = cross_val_predict(model_pipeline, input_df, target, cv = 10, **njobs)
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#_tn, _fp, _fn, _tp = confusion_matrix(y_pred, y).ravel() # internally
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tn, fp, fn, tp = confusion_matrix(y_pred, target).ravel()
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# create a dict of confusion matrix that can be appended to the one above
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# cmD = {'TN' : np.array(tn)
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# , 'FP': np.array(fp)
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# , 'FN': np.array(fn)
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# , 'TP': np.array(tp)}
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cmD = {'TN' : tn
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, 'FP': fp
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, 'FN': fn
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, 'TP': tp}
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skf_cv_modD.update(cmD)
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#----------
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# check 2
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#----------
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#foo2_df = pd.DataFrame.from_dict(skf_cv_modD, orient ='index')
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#foo_df = pd.DataFrame.from_dict(skf_cv_modD)
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mm_skf_scoresD[model_name] = {}
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for key, value in skf_cv_modD.items():
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print('\nkey:', key, '\nvalue:', value)
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print('\nmean value:', np.mean(value))
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mm_skf_scoresD[model_name][key] = round(np.mean(value),2)
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#return(mm_skf_scoresD)
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#%%
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#=========================
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# Blind test: BTS results
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#=========================
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# Build the final results with all scores for a feature selected model
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#bts_predict = gscv_fs.predict(blind_test_input_df)
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model_pipeline.fit(input_df, target)
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bts_predict = model_pipeline.predict(blind_test_input_df)
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bts_mcc_score = round(matthews_corrcoef(blind_test_target, bts_predict),2)
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print('\nMCC on Blind test:' , bts_mcc_score)
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print('\nAccuracy on Blind test:', round(accuracy_score(blind_test_target, bts_predict),2))
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# Diff b/w train and bts test scores
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#train_test_diff_MCC = cvtrain_mcc - bts_mcc_score
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# print('\nDiff b/w train and blind test score (MCC):', train_test_diff)
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# # create a dict with all scores
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# lr_btsD = { 'model_name': model_name
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# , 'bts_mcc':None
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# , 'bts_fscore':None
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# , 'bts_precision':None
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# , 'bts_recall':None
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# , 'bts_accuracy':None
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# , 'bts_roc_auc':None
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# , 'bts_jaccard':None}
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mm_skf_scoresD[model_name]['bts_mcc'] = bts_mcc_score
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mm_skf_scoresD[model_name]['bts_fscore'] = round(f1_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_precision'] = round(precision_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_recall'] = round(recall_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_accuracy'] = round(accuracy_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_roc_auc'] = round(roc_auc_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_jaccard'] = round(jaccard_score(blind_test_target, bts_predict),2)
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#mm_skf_scoresD[model_name]['diff_mcc'] = train_test_diff_MCC
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return(mm_skf_scoresD)
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