#!/usr/bin/env python3 # -*- coding: utf-8 -*- """ Created on Fri Mar 4 15:25:33 2022 @author: tanu """ #%% import os, sys import pandas as pd import numpy as np import pprint as pp from copy import deepcopy from sklearn import linear_model from sklearn import datasets from collections import Counter from sklearn.linear_model import LogisticRegression, LogisticRegressionCV from sklearn.linear_model import RidgeClassifier, RidgeClassifierCV, SGDClassifier, PassiveAggressiveClassifier from sklearn.naive_bayes import BernoulliNB from sklearn.neighbors import KNeighborsClassifier from sklearn.svm import SVC from sklearn.tree import DecisionTreeClassifier, ExtraTreeClassifier from sklearn.ensemble import RandomForestClassifier, ExtraTreesClassifier, AdaBoostClassifier, GradientBoostingClassifier, BaggingClassifier from sklearn.naive_bayes import GaussianNB from sklearn.gaussian_process import GaussianProcessClassifier, kernels from sklearn.gaussian_process.kernels import RBF, DotProduct, Matern, RationalQuadratic, WhiteKernel from sklearn.discriminant_analysis import LinearDiscriminantAnalysis, QuadraticDiscriminantAnalysis from sklearn.neural_network import MLPClassifier from sklearn.svm import SVC from xgboost import XGBClassifier from sklearn.naive_bayes import MultinomialNB from sklearn.preprocessing import StandardScaler, MinMaxScaler, OneHotEncoder from sklearn.compose import ColumnTransformer from sklearn.compose import make_column_transformer from sklearn.metrics import make_scorer, confusion_matrix, accuracy_score, balanced_accuracy_score, precision_score, average_precision_score, recall_score from sklearn.metrics import roc_auc_score, roc_curve, f1_score, matthews_corrcoef, jaccard_score, classification_report from sklearn.model_selection import train_test_split, cross_validate, cross_val_score from sklearn.model_selection import StratifiedKFold,RepeatedStratifiedKFold, RepeatedKFold from sklearn.pipeline import Pipeline, make_pipeline from sklearn.feature_selection import RFE, RFECV import itertools import seaborn as sns import matplotlib.pyplot as plt from statistics import mean, stdev, median, mode from imblearn.over_sampling import RandomOverSampler from imblearn.under_sampling import RandomUnderSampler from imblearn.over_sampling import SMOTE from sklearn.datasets import make_classification from imblearn.combine import SMOTEENN from imblearn.combine import SMOTETomek from imblearn.over_sampling import SMOTENC from imblearn.under_sampling import EditedNearestNeighbours from imblearn.under_sampling import RepeatedEditedNearestNeighbours from sklearn.model_selection import GridSearchCV from sklearn.base import BaseEstimator from sklearn.impute import KNNImputer as KNN import json #%% GLOBALS rs = {'random_state': 42} njobs = {'n_jobs': 10} scoring_fn = ({ 'mcc' : make_scorer(matthews_corrcoef) , 'accuracy' : make_scorer(accuracy_score) , 'fscore' : make_scorer(f1_score) , 'precision' : make_scorer(precision_score) , 'recall' : make_scorer(recall_score) , 'roc_auc' : make_scorer(roc_auc_score) , 'jcc' : make_scorer(jaccard_score) }) skf_cv = StratifiedKFold(n_splits = 10 #, shuffle = False, random_state= None) , shuffle = True,**rs) rskf_cv = RepeatedStratifiedKFold(n_splits = 10 , n_repeats = 3 , **rs) mcc_score_fn = {'mcc': make_scorer(matthews_corrcoef)} jacc_score_fn = {'jcc': make_scorer(jaccard_score)} #%% # Multiple Classification - Model Pipeline def MultModelsCl(input_df, target, skf_cv , blind_test_input_df , blind_test_target , var_type = ['numerical', 'categorical','mixed']): ''' @ param input_df: input features @ type: df with input features WITHOUT the target variable @param target: target (or output) feature @type: df or np.array or Series @param skv_cv: stratifiedK fold int or object to allow shuffle and random state to pass @type: int or StratifiedKfold() @var_type: numerical, categorical and mixed to determine what col_transform to apply (MinMaxScalar and/or one-ho t encoder) @type: list returns Dict containing multiple classification scores for each model and mean of each Stratified Kfold including training ''' # Determine categorical and numerical features numerical_ix = input_df.select_dtypes(include=['int64', 'float64']).columns numerical_ix categorical_ix = input_df.select_dtypes(include=['object', 'bool']).columns categorical_ix # Determine preprocessing steps ~ var_type if var_type == 'numerical': t = [('num', MinMaxScaler(), numerical_ix)] if var_type == 'categorical': t = [('cat', OneHotEncoder(), categorical_ix)] if var_type == 'mixed': t = [('num', MinMaxScaler(), numerical_ix) , ('cat', OneHotEncoder(), categorical_ix) ] col_transform = ColumnTransformer(transformers = t , remainder='passthrough') # Specify multiple Classification models lr = LogisticRegression(**rs) lrcv = LogisticRegressionCV(**rs) gnb = GaussianNB() nb = BernoulliNB() knn = KNeighborsClassifier() svc = SVC(**rs) mlp = MLPClassifier(max_iter = 500, **rs) dt = DecisionTreeClassifier(**rs) ets = ExtraTreesClassifier(**rs) rf = RandomForestClassifier(**rs, n_estimators = 1000 ) rf2 = RandomForestClassifier( min_samples_leaf = 5 , n_estimators = 1000 , bootstrap = True , oob_score = True , **njobs , **rs , max_features = 'auto') xgb = XGBClassifier(**rs, verbosity = 0, use_label_encoder =False) lda = LinearDiscriminantAnalysis() mnb = MultinomialNB() pa = PassiveAggressiveClassifier(**rs, **njobs) sgd = SGDClassifier(**rs, **njobs) abc = AdaBoostClassifier(**rs) bc = BaggingClassifier(**rs, **njobs, bootstrap = True, oob_score = True) et = ExtraTreeClassifier(**rs) gpc = GaussianProcessClassifier(**rs) gbc = GradientBoostingClassifier(**rs) qda = QuadraticDiscriminantAnalysis() rc = RidgeClassifier(**rs) rccv = RidgeClassifierCV(cv = 10) models = [('Logistic Regression' , lr) , ('Logistic RegressionCV' , lrcv) , ('Gaussian NB' , gnb) , ('Naive Bayes' , nb) , ('K-Nearest Neighbors' , knn) , ('SVM' , svc) , ('MLP' , mlp) , ('Decision Tree' , dt) , ('Extra Trees' , ets) , ('Extra Tree' , et) , ('Random Forest' , rf) , ('Random Forest2' , rf2) , ('Naive Bayes' , nb) , ('XGBoost' , xgb) , ('LDA' , lda) , ('Multinomial' , mnb) , ('Passive Aggresive' , pa) , ('Stochastic GDescent' , sgd) , ('AdaBoost Classifier' , abc) , ('Bagging Classifier' , bc) , ('Gaussian Process' , gpc) , ('Gradient Boosting' , gbc) , ('QDA' , qda) , ('Ridge Classifier' , rc) , ('Ridge ClassifierCV' , rccv) ] mm_skf_scoresD = {} for model_name, model_fn in models: print('\nModel_name:', model_name , '\nModel func:' , model_fn , '\nList of models:', models) model_pipeline = Pipeline([ ('prep' , col_transform) , ('model' , model_fn)]) print('Running model pipeline:', model_pipeline) skf_cv_mod = cross_validate(model_pipeline , input_df , target , cv = skf_cv , scoring = scoring_fn , return_train_score = True) mm_skf_scoresD[model_name] = {} for key, value in skf_cv_mod.items(): print('\nkey:', key, '\nvalue:', value) print('\nmean value:', mean(value)) mm_skf_scoresD[model_name][key] = round(mean(value),2) #pp.pprint(mm_skf_scoresD) #cvtrain_mcc = mm_skf_scoresD[model_name]['test_mcc'] #return(mm_skf_scoresD) #%% #========================= # Blind test: BTS results #========================= # Build the final results with all scores for a feature selected model #bts_predict = gscv_fs.predict(blind_test_input_df) model_pipeline.fit(input_df, target) bts_predict = model_pipeline.predict(blind_test_input_df) bts_mcc_score = round(matthews_corrcoef(blind_test_target, bts_predict),2) print('\nMCC on Blind test:' , bts_mcc_score) print('\nAccuracy on Blind test:', round(accuracy_score(blind_test_target, bts_predict),2)) # Diff b/w train and bts test scores #train_test_diff_MCC = cvtrain_mcc - bts_mcc_score # print('\nDiff b/w train and blind test score (MCC):', train_test_diff) # # create a dict with all scores # lr_btsD = { 'model_name': model_name # , 'bts_mcc':None # , 'bts_fscore':None # , 'bts_precision':None # , 'bts_recall':None # , 'bts_accuracy':None # , 'bts_roc_auc':None # , 'bts_jaccard':None} mm_skf_scoresD[model_name]['bts_mcc'] = bts_mcc_score mm_skf_scoresD[model_name]['bts_fscore'] = round(f1_score(blind_test_target, bts_predict),2) mm_skf_scoresD[model_name]['bts_precision'] = round(precision_score(blind_test_target, bts_predict),2) mm_skf_scoresD[model_name]['bts_recall'] = round(recall_score(blind_test_target, bts_predict),2) mm_skf_scoresD[model_name]['bts_accuracy'] = round(accuracy_score(blind_test_target, bts_predict),2) mm_skf_scoresD[model_name]['bts_roc_auc'] = round(roc_auc_score(blind_test_target, bts_predict),2) mm_skf_scoresD[model_name]['bts_jaccard'] = round(jaccard_score(blind_test_target, bts_predict),2) #mm_skf_scoresD[model_name]['diff_mcc'] = train_test_diff_MCC return(mm_skf_scoresD)