diff --git a/UQ_FS_eg.py b/UQ_FS_eg.py index a5ae568..cc717d7 100644 --- a/UQ_FS_eg.py +++ b/UQ_FS_eg.py @@ -60,43 +60,51 @@ fs_bmod = clf2.best_estimator_ print('\nbest model with feature selection:', fs_bmod) ######################################################### +#cv = rskf_cv +cv = skf_cv + # my data: Feature Selelction + GridSearch CV + Pipeline pipe = Pipeline([ ('pre', MinMaxScaler()) - , ('fs', RFECV(LogisticRegression(**rs), cv = rskf_cv, scoring = 'matthews_corrcoef')) +# , ('fs', RFECV(LogisticRegression(**rs), cv = cv, scoring = 'matthews_corrcoef')) + , ('fs', RFECV(DecisionTreeClassifier(**rs), cv = cv, scoring = 'matthews_corrcoef')) + , ('clf', LogisticRegression(**rs))]) -search_space = [{'fs__min_features_to_select': [1,2] - # ,'fs__cv': [rskf_cv] - }, - { - #'clf': [LogisticRegression()], - #'clf__C': np.logspace(0, 4, 10), - 'clf__C': [1], - 'clf__max_iter': [100], - 'clf__penalty': ['l1', 'l2'], - 'clf__solver': ['saga'] - }, +search_space = [ + { 'fs__estimator': [LogisticRegression(**rs)] + , 'fs__min_features_to_select': [0,1] + ,'fs__cv': [rskf_cv] + }, + { + #'clf': [LogisticRegression()], + #'clf__C': np.logspace(0, 4, 10), + 'clf__C': [1], + 'clf__max_iter': [100], + 'clf__penalty': ['l1', 'l2'], + 'clf__solver': ['saga'] + }, - { - #'clf': [LogisticRegression()], - #'clf__C': np.logspace(0, 4, 10), - 'clf__C': [2, 2.5], - 'clf__max_iter': [100], - 'clf__penalty': ['l1', 'l2'], - 'clf__solver': ['saga'] - }, - #{'clf': [RandomForestclf(n_estimators=100)], - # 'clf__max_depth': [5, 10, None]}, - #{'clf': [KNeighborsclf()], - # 'clf__n_neighbors': [3, 7, 11], - # 'clf__weights': ['uniform', 'distance'] - #} + { + #'clf': [LogisticRegression()], + #'clf__C': np.logspace(0, 4, 10), + 'clf__C': [2, 2.5], + 'clf__max_iter': [100], + 'clf__penalty': ['l1', 'l2'], + 'clf__solver': ['saga'] + }, + + #{'clf': [RandomForestclf(n_estimators=100)], + # 'clf__max_depth': [5, 10, None]}, + #{'clf': [KNeighborsclf()], + # 'clf__n_neighbors': [3, 7, 11], + # 'clf__weights': ['uniform', 'distance'] + #} ] gscv_fs = GridSearchCV(pipe , search_space - , cv = rskf_cv + , cv = cv , scoring = mcc_score_fn , refit = 'mcc' , verbose = 1 @@ -111,14 +119,21 @@ gscv_fs.best_score_ # Training best score corresponds to the max of the mean_test train_bscore = round(gscv_fs.best_score_, 2); train_bscore print('\nTraining best score (MCC):', train_bscore) +gscv_fs.cv_results_['mean_test_mcc'] round(gscv_fs.cv_results_['mean_test_mcc'].max(),2) +round(np.nanmax(gscv_fs.cv_results_['mean_test_mcc']),2) + +check_train_score = [round(gscv_fs.cv_results_['mean_test_mcc'].max(),2) + , round(np.nanmax(gscv_fs.cv_results_['mean_test_mcc']),2)] + +check_train_score = np.nanmax(check_train_score) # Training results gscv_tr_resD = gscv_fs.cv_results_ mod_refit_param = gscv_fs.refit # sanity check -if train_bscore == round(gscv_tr_resD['mean_test_mcc'].max(),2): +if train_bscore == check_train_score: print('\nVerified training score (MCC):', train_bscore ) else: print('\nTraining score could not be internatlly verified. Please check training results dict') @@ -186,19 +201,27 @@ print('\n========================================' bts_predict = gscv_fs.predict(X_bts) print('\nMCC on Blind test:' , round(matthews_corrcoef(y_bts, bts_predict),2)) print('\nAccuracy on Blind test:', round(accuracy_score(y_bts, bts_predict),2)) +bts_mcc_score = round(matthews_corrcoef(y_bts, bts_predict),2) + +# Diff b/w train and bts test scores +train_test_diff = train_bscore - bts_mcc +print('\nDiff b/w train and blind test score (MCC):', train_test_diff) + # create a dict with all scores lr_btsD = {#'best_model': list(gscv_lr_fit_be_mod.items()) - 'bts_fscore':None - , 'bts_mcc':None + #'bts_mcc':None + 'bts_fscore':None , 'bts_precision':None , 'bts_recall':None , 'bts_accuracy':None , 'bts_roc_auc':None - , 'bts_jaccard':None } + , 'bts_jaccard':None} + + lr_btsD +#lr_btsD['bts_mcc'] = bts_mcc_score lr_btsD['bts_fscore'] = round(f1_score(y_bts, bts_predict),2) -lr_btsD['bts_mcc'] = round(matthews_corrcoef(y_bts, bts_predict),2) lr_btsD['bts_precision'] = round(precision_score(y_bts, bts_predict),2) lr_btsD['bts_recall'] = round(recall_score(y_bts, bts_predict),2) lr_btsD['bts_accuracy'] = round(accuracy_score(y_bts, bts_predict),2) @@ -218,8 +241,7 @@ output_modelD = {'model_name': model_name , 'fs_res_array_rank': gscv_fs.best_estimator_.named_steps['fs'].ranking_ , 'all_feature_names': all_features , 'n_sel_features': n_sf - , 'sel_features_names': sel_features - , 'train_score (MCC)': train_bscore} + , 'sel_features_names': sel_features} output_modelD #======================================== @@ -228,6 +250,12 @@ output_modelD output_modelD.update(lr_btsD) output_modelD +output_modelD['train_score (MCC)'] = train_bscore +output_modelD['bts_mcc'] = bts_mcc_score +output_modelD['train_bts_diff'] = train_test_diff +output_modelD + + #======================================== # Write final output file # https://stackoverflow.com/questions/19201290/how-to-save-a-dictionary-to-a-file