aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa
This commit is contained in:
parent
6db5046302
commit
95852fa40e
4 changed files with 589 additions and 21 deletions
55
UQ_FS_eg.py
55
UQ_FS_eg.py
|
@ -68,7 +68,6 @@ pipe = Pipeline([
|
|||
('pre', MinMaxScaler())
|
||||
# , ('fs', RFECV(LogisticRegression(**rs), cv = cv, scoring = 'matthews_corrcoef'))
|
||||
, ('fs', RFECV(DecisionTreeClassifier(**rs), cv = cv, scoring = 'matthews_corrcoef'))
|
||||
|
||||
, ('clf', LogisticRegression(**rs))])
|
||||
|
||||
search_space = [
|
||||
|
@ -204,7 +203,7 @@ 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
|
||||
train_test_diff = train_bscore - bts_mcc_score
|
||||
print('\nDiff b/w train and blind test score (MCC):', train_test_diff)
|
||||
|
||||
|
||||
|
@ -232,16 +231,25 @@ lr_btsD
|
|||
#===========================
|
||||
# Add FS related model info
|
||||
#===========================
|
||||
output_modelD = {'model_name': model_name
|
||||
model_namef = str(model_name)
|
||||
# FIXME: doesn't tell you which it has chosen
|
||||
fs_methodf = str(gscv_fs.best_estimator_.named_steps['fs'])
|
||||
all_featuresL = list(all_features)
|
||||
fs_res_arrayf = str(list( gscv_fs.best_estimator_.named_steps['fs'].get_support()))
|
||||
fs_res_array_rankf = list( gscv_fs.best_estimator_.named_steps['fs'].ranking_)
|
||||
sel_featuresf = list(sel_features)
|
||||
n_sf = int(n_sf)
|
||||
|
||||
output_modelD = {'model_name': model_namef
|
||||
, 'model_refit_param': mod_refit_param
|
||||
, 'Best_model_params': b_model_params
|
||||
, 'n_all_features': n_all_features
|
||||
, 'fs_method': gscv_fs.best_estimator_.named_steps['fs'] # FIXME: doesn't tell you which it has chosen
|
||||
, 'fs_res_array': gscv_fs.best_estimator_.named_steps['fs'].get_support()
|
||||
, 'fs_res_array_rank': gscv_fs.best_estimator_.named_steps['fs'].ranking_
|
||||
, 'all_feature_names': all_features
|
||||
, 'fs_method': fs_methodf
|
||||
, 'fs_res_array': fs_res_arrayf
|
||||
, 'fs_res_array_rank': fs_res_array_rankf
|
||||
, 'all_feature_names': all_featuresL
|
||||
, 'n_sel_features': n_sf
|
||||
, 'sel_features_names': sel_features}
|
||||
, 'sel_features_names': sel_featuresf}
|
||||
output_modelD
|
||||
|
||||
#========================================
|
||||
|
@ -252,18 +260,33 @@ 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['train_bts_diff'] = round(train_test_diff,2)
|
||||
output_modelD
|
||||
|
||||
class NpEncoder(json.JSONEncoder):
|
||||
def default(self, obj):
|
||||
if isinstance(obj, np.integer):
|
||||
return int(obj)
|
||||
if isinstance(obj, np.floating):
|
||||
return float(obj)
|
||||
if isinstance(obj, np.ndarray):
|
||||
return obj.tolist()
|
||||
return super(NpEncoder, self).default(obj)
|
||||
|
||||
json.dumps(output_modelD, cls=NpEncoder)
|
||||
|
||||
#========================================
|
||||
# Write final output file
|
||||
# https://stackoverflow.com/questions/19201290/how-to-save-a-dictionary-to-a-file
|
||||
#========================================
|
||||
# output final dict as a json
|
||||
# outFile = 'LR_FS.json'
|
||||
# with open(outFile, 'w') as f:
|
||||
# json.dump(output_modelD, f)
|
||||
# #
|
||||
# with open(file, 'r') as f:
|
||||
# data = json.load(f)
|
||||
#output final dict as a json
|
||||
outFile = 'LR_FS.json'
|
||||
with open(outFile, 'w') as f:
|
||||
f.write(json.dumps(output_modelD,cls=NpEncoder))
|
||||
|
||||
# read json
|
||||
file = 'LR_FS.json'
|
||||
with open(file, 'r') as f:
|
||||
data = json.load(f)
|
||||
##############################################################################
|
||||
|
||||
|
|
227
UQ_FS_eg_function.py
Normal file
227
UQ_FS_eg_function.py
Normal file
|
@ -0,0 +1,227 @@
|
|||
#!/usr/bin/env python3
|
||||
# -*- coding: utf-8 -*-
|
||||
"""
|
||||
Created on Mon May 23 23:25:26 2022
|
||||
|
||||
@author: tanu
|
||||
"""
|
||||
##################################
|
||||
#####################################
|
||||
def fsgs(input_df
|
||||
, target
|
||||
, blind_test_df = pd.DataFrame()
|
||||
#, y_trueS = pd.Series()
|
||||
, estimator = LogisticRegression(**rs)
|
||||
, param_gridLd = {}
|
||||
#, pipelineO
|
||||
, cv_method = 10
|
||||
, var_type = ['numerical'
|
||||
, 'categorical'
|
||||
, 'mixed']
|
||||
, fs_estimator = [LogisticRegression(**rs)]
|
||||
, fs = RFECV(DecisionTreeClassifier(**rs) , cv = 10, scoring = 'matthews_corrcoef')
|
||||
):
|
||||
'''
|
||||
returns
|
||||
Dict containing results from FS and hyperparam tuning
|
||||
'''
|
||||
# # 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 = [('cat', OneHotEncoder(), categorical_ix)
|
||||
# , ('num', MinMaxScaler(), numerical_ix)]
|
||||
|
||||
# col_transform = ColumnTransformer(transformers = t
|
||||
# , remainder='passthrough')
|
||||
|
||||
# Create Pipeline object
|
||||
pipe = Pipeline([
|
||||
('pre', MinMaxScaler()),
|
||||
#('pre', col_transform),
|
||||
('fs', fs),
|
||||
#('clf', LogisticRegression(**rs))])
|
||||
('clf', estimator)])
|
||||
|
||||
# Define GridSearchCV
|
||||
gscv_fs = GridSearchCV(pipe
|
||||
, param_gridLd
|
||||
, cv = cv_method
|
||||
, scoring = mcc_score_fn
|
||||
, refit = 'mcc'
|
||||
, verbose = 1
|
||||
, return_train_score = True
|
||||
, **njobs)
|
||||
|
||||
gscv_fs.fit(input_df, target)
|
||||
|
||||
###############################################################
|
||||
gscv_fs.best_params_
|
||||
gscv_fs.best_score_
|
||||
|
||||
# Training best score corresponds to the max of the mean_test<score>
|
||||
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 == check_train_score:
|
||||
print('\nVerified training score (MCC):', train_bscore )
|
||||
else:
|
||||
print('\nTraining score could not be internatlly verified. Please check training results dict')
|
||||
|
||||
# Blind test: REAL check!
|
||||
#tp = gscv_fs.predict(X_bts)
|
||||
tp = gscv_fs.predict(blind_test_df)
|
||||
|
||||
print('\nMCC on Blind test:' , round(matthews_corrcoef(y_bts, tp),2))
|
||||
print('\nAccuracy on Blind test:', round(accuracy_score(y_bts, tp),2))
|
||||
|
||||
############
|
||||
# info extraction
|
||||
############
|
||||
# gives input vals??
|
||||
gscv_fs._check_n_features
|
||||
|
||||
# gives gscv params used
|
||||
gscv_fs._get_param_names()
|
||||
|
||||
# gives ??
|
||||
gscv_fs.best_estimator_
|
||||
gscv_fs.best_params_ # gives best estimator params as a dict
|
||||
gscv_fs.best_estimator_._final_estimator # similar to above, doesn't contain max_iter
|
||||
gscv_fs.best_estimator_.named_steps['fs'].get_support()
|
||||
gscv_fs.best_estimator_.named_steps['fs'].ranking_ # array of ranks for the features
|
||||
|
||||
gscv_fs.best_estimator_.named_steps['fs'].grid_scores_.mean()
|
||||
gscv_fs.best_estimator_.named_steps['fs'].grid_scores_.max()
|
||||
#gscv_fs.best_estimator_.named_steps['fs'].grid_scores_
|
||||
|
||||
###############################################################################
|
||||
#============
|
||||
# FS results
|
||||
#============
|
||||
# Now get the features out
|
||||
all_features = gscv_fs.feature_names_in_
|
||||
n_all_features = gscv_fs.n_features_in_
|
||||
#all_features = gsfit.feature_names_in_
|
||||
|
||||
sel_features = X.columns[gscv_fs.best_estimator_.named_steps['fs'].get_support()]
|
||||
n_sf = gscv_fs.best_estimator_.named_steps['fs'].n_features_
|
||||
|
||||
# get model name
|
||||
model_name = gscv_fs.best_estimator_.named_steps['clf']
|
||||
b_model_params = gscv_fs.best_params_
|
||||
|
||||
print('\n========================================'
|
||||
, '\nRunning model:'
|
||||
, '\nModel name:', model_name
|
||||
, '\n==============================================='
|
||||
, '\nRunning feature selection with RFECV for model'
|
||||
, '\nTotal no. of features in model:', len(all_features)
|
||||
, '\nThese are:\n', all_features, '\n\n'
|
||||
, '\nNo of features for best model: ', n_sf
|
||||
, '\nThese are:', sel_features, '\n\n'
|
||||
, '\nBest Model hyperparams:', b_model_params
|
||||
)
|
||||
|
||||
###############################################################################
|
||||
############################## OUTPUT #########################################
|
||||
###############################################################################
|
||||
#=========================
|
||||
# Blind test: BTS results
|
||||
#=========================
|
||||
# Build the final results with all scores for a feature selected model
|
||||
#bts_predict = gscv_fs.predict(X_bts)
|
||||
bts_predict = gscv_fs.predict(blind_test_df)
|
||||
|
||||
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_score
|
||||
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_mcc':None
|
||||
'bts_fscore':None
|
||||
, 'bts_precision':None
|
||||
, 'bts_recall':None
|
||||
, 'bts_accuracy':None
|
||||
, 'bts_roc_auc':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_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)
|
||||
lr_btsD['bts_roc_auc'] = round(roc_auc_score(y_bts, bts_predict),2)
|
||||
lr_btsD['bts_jaccard'] = round(jaccard_score(y_bts, bts_predict),2)
|
||||
lr_btsD
|
||||
|
||||
#===========================
|
||||
# Add FS related model info
|
||||
#===========================
|
||||
model_namef = str(model_name)
|
||||
# FIXME: doesn't tell you which it has chosen
|
||||
fs_methodf = str(gscv_fs.best_estimator_.named_steps['fs'])
|
||||
all_featuresL = list(all_features)
|
||||
fs_res_arrayf = str(list( gscv_fs.best_estimator_.named_steps['fs'].get_support()))
|
||||
fs_res_array_rankf = list( gscv_fs.best_estimator_.named_steps['fs'].ranking_)
|
||||
sel_featuresf = list(sel_features)
|
||||
n_sf = int(n_sf)
|
||||
|
||||
output_modelD = {'model_name': model_namef
|
||||
, 'model_refit_param': mod_refit_param
|
||||
, 'Best_model_params': b_model_params
|
||||
, 'n_all_features': n_all_features
|
||||
, 'fs_method': fs_methodf
|
||||
, 'fs_res_array': fs_res_arrayf
|
||||
, 'fs_res_array_rank': fs_res_array_rankf
|
||||
, 'all_feature_names': all_featuresL
|
||||
, 'n_sel_features': n_sf
|
||||
, 'sel_features_names': sel_featuresf}
|
||||
output_modelD
|
||||
|
||||
#========================================
|
||||
# Update output_modelD with bts_results
|
||||
#========================================
|
||||
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'] = round(train_test_diff,2)
|
||||
print(output_modelD)
|
||||
|
||||
return(output_modelD)
|
||||
|
||||
|
||||
|
307
UQ_FS_mixed_eg.py
Normal file
307
UQ_FS_mixed_eg.py
Normal file
|
@ -0,0 +1,307 @@
|
|||
#!/usr/bin/env python3
|
||||
# -*- coding: utf-8 -*-
|
||||
"""
|
||||
Created on Sat May 21 02:52:36 2022
|
||||
|
||||
@author: tanu
|
||||
"""
|
||||
#######################################################
|
||||
# determine categorical and numerical features
|
||||
numerical_ix = X.select_dtypes(include=['int64', 'float64']).columns
|
||||
numerical_ix
|
||||
categorical_ix = X.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 = [('cat', OneHotEncoder(), categorical_ix)
|
||||
, ('num', MinMaxScaler(), numerical_ix)]
|
||||
|
||||
col_transform = ColumnTransformer(transformers = t
|
||||
, remainder='passthrough')
|
||||
# %% begin stupid
|
||||
stupid=OneHotEncoder()
|
||||
stupid.fit(X[categorical_ix])
|
||||
stupid_thing = stupid.get_feature_names()
|
||||
horrid = (list(stupid_thing) + list(numerical_ix))
|
||||
|
||||
asdfasdf = pd.Index(horrid)
|
||||
|
||||
asdfasdf[gscv_fs.best_estimator_.named_steps['fs'].get_support()]
|
||||
|
||||
|
||||
col_transform.get_param_names()['transformers']
|
||||
|
||||
len(stupid.get_feature_names())
|
||||
len(numerical_ix)
|
||||
|
||||
|
||||
# cat_trans = Pipeline(steps=[('onehot',OneHotEncoder(), categorical_ix)])
|
||||
# num_trans = Pipeline(steps=[('num', MinMaxScaler(), numerical_ix)])
|
||||
|
||||
# pre_p = ColumnTransformer(transformers = [('num', num_trans, numerical_ix),
|
||||
# ('cat', cat_trans, categorical_ix)
|
||||
# ]
|
||||
|
||||
# annoying = Pipeline([('preprocessor', pre_p),('clf', LogisticRegression())])
|
||||
|
||||
# fukkit = GridSearchCV(annoying
|
||||
# , search_space
|
||||
# , cv = cv
|
||||
# , scoring = mcc_score_fn
|
||||
# , refit = 'mcc'
|
||||
# , verbose = 1
|
||||
# , return_train_score = True
|
||||
# , **njobs)
|
||||
# fukkit.fit(X, y)
|
||||
# fukkit.best_params_
|
||||
# fukkit.best_score_
|
||||
|
||||
|
||||
|
||||
# end stupid
|
||||
#%%
|
||||
pipe = Pipeline([
|
||||
#('pre', MinMaxScaler())
|
||||
('pre', col_transform)
|
||||
, ('fs', RFECV(DecisionTreeClassifier(**rs), cv = 10, scoring = 'matthews_corrcoef'))
|
||||
, ('clf', LogisticRegression(**rs))])
|
||||
|
||||
#########################################################
|
||||
#cv = rskf_cv
|
||||
cv = skf_cv
|
||||
|
||||
# my data: Feature Selelction + GridSearch CV + Pipeline
|
||||
|
||||
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']
|
||||
#}
|
||||
]
|
||||
|
||||
gscv_fs = GridSearchCV(pipe
|
||||
, search_space
|
||||
, cv = cv
|
||||
, scoring = mcc_score_fn
|
||||
, refit = 'mcc'
|
||||
, verbose = 1
|
||||
, return_train_score = True
|
||||
, **njobs)
|
||||
gscv_fs.fit(X, y)
|
||||
#Fitting 10 folds for each of 8 candidates, totalling 80 fits
|
||||
# QUESTION: HOW??
|
||||
gscv_fs.best_params_
|
||||
gscv_fs.best_score_
|
||||
|
||||
##### CRAP
|
||||
gscv_fs.get_params()['transformers']
|
||||
|
||||
##### END CRAP
|
||||
|
||||
|
||||
# Training best score corresponds to the max of the mean_test<score>
|
||||
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 == check_train_score:
|
||||
print('\nVerified training score (MCC):', train_bscore )
|
||||
else:
|
||||
print('\nTraining score could not be internatlly verified. Please check training results dict')
|
||||
|
||||
# Blind test: REAL check!
|
||||
tp = gscv_fs.predict(X_bts)
|
||||
print('\nMCC on Blind test:' , round(matthews_corrcoef(y_bts, tp),2))
|
||||
print('\nAccuracy on Blind test:', round(accuracy_score(y_bts, tp),2))
|
||||
|
||||
############
|
||||
# info extraction
|
||||
############
|
||||
# gives input vals??
|
||||
gscv_fs._check_n_features
|
||||
|
||||
# gives gscv params used
|
||||
gscv_fs._get_param_names()
|
||||
|
||||
# gives ??
|
||||
gscv_fs.best_estimator_
|
||||
gscv_fs.best_params_ # gives best estimator params as a dict
|
||||
gscv_fs.best_estimator_._final_estimator # similar to above, doesn't contain max_iter
|
||||
gscv_fs.best_estimator_.named_steps['fs'].get_support()
|
||||
gscv_fs.best_estimator_.named_steps['fs'].ranking_ # array of ranks for the features
|
||||
|
||||
gscv_fs.best_estimator_.named_steps['fs'].grid_scores_.mean()
|
||||
gscv_fs.best_estimator_.named_steps['fs'].grid_scores_.max()
|
||||
#gscv_fs.best_estimator_.named_steps['fs'].grid_scores_
|
||||
|
||||
###############################################################################
|
||||
#============
|
||||
# FS results
|
||||
#============
|
||||
# Now get the features out
|
||||
all_features = gscv_fs.feature_names_in_
|
||||
n_all_features = gscv_fs.n_features_in_
|
||||
#all_features = gsfit.feature_names_in_
|
||||
|
||||
sel_features = X.columns[gscv_fs.best_estimator_.named_steps['fs'].get_support()]
|
||||
n_sf = gscv_fs.best_estimator_.named_steps['fs'].n_features_
|
||||
|
||||
# get model name
|
||||
model_name = gscv_fs.best_estimator_.named_steps['clf']
|
||||
b_model_params = gscv_fs.best_params_
|
||||
|
||||
print('\n========================================'
|
||||
, '\nRunning model:'
|
||||
, '\nModel name:', model_name
|
||||
, '\n==============================================='
|
||||
, '\nRunning feature selection with RFECV for model'
|
||||
, '\nTotal no. of features in model:', len(all_features)
|
||||
, '\nThese are:\n', all_features, '\n\n'
|
||||
, '\nNo of features for best model: ', n_sf
|
||||
, '\nThese are:', sel_features, '\n\n'
|
||||
, '\nBest Model hyperparams:', b_model_params
|
||||
)
|
||||
|
||||
###############################################################################
|
||||
############################## OUTPUT #########################################
|
||||
###############################################################################
|
||||
#=========================
|
||||
# Blind test: BTS results
|
||||
#=========================
|
||||
# Build the final results with all scores for a feature selected model
|
||||
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_score
|
||||
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_mcc':None
|
||||
'bts_fscore':None
|
||||
, 'bts_precision':None
|
||||
, 'bts_recall':None
|
||||
, 'bts_accuracy':None
|
||||
, 'bts_roc_auc':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_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)
|
||||
lr_btsD['bts_roc_auc'] = round(roc_auc_score(y_bts, bts_predict),2)
|
||||
lr_btsD['bts_jaccard'] = round(jaccard_score(y_bts, bts_predict),2)
|
||||
lr_btsD
|
||||
|
||||
#===========================
|
||||
# Add FS related model info
|
||||
#===========================
|
||||
model_namef = str(model_name)
|
||||
# FIXME: doesn't tell you which it has chosen
|
||||
fs_methodf = str(gscv_fs.best_estimator_.named_steps['fs'])
|
||||
all_featuresL = list(all_features)
|
||||
fs_res_arrayf = str(list( gscv_fs.best_estimator_.named_steps['fs'].get_support()))
|
||||
fs_res_array_rankf = list( gscv_fs.best_estimator_.named_steps['fs'].ranking_)
|
||||
sel_featuresf = list(sel_features)
|
||||
n_sf = int(n_sf)
|
||||
|
||||
output_modelD = {'model_name': model_namef
|
||||
, 'model_refit_param': mod_refit_param
|
||||
, 'Best_model_params': b_model_params
|
||||
, 'n_all_features': n_all_features
|
||||
, 'fs_method': fs_methodf
|
||||
, 'fs_res_array': fs_res_arrayf
|
||||
, 'fs_res_array_rank': fs_res_array_rankf
|
||||
, 'all_feature_names': all_featuresL
|
||||
, 'n_sel_features': n_sf
|
||||
, 'sel_features_names': sel_featuresf}
|
||||
output_modelD
|
||||
|
||||
#========================================
|
||||
# Update output_modelD with bts_results
|
||||
#========================================
|
||||
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'] = round(train_test_diff,2)
|
||||
output_modelD
|
||||
|
||||
class NpEncoder(json.JSONEncoder):
|
||||
def default(self, obj):
|
||||
if isinstance(obj, np.integer):
|
||||
return int(obj)
|
||||
if isinstance(obj, np.floating):
|
||||
return float(obj)
|
||||
if isinstance(obj, np.ndarray):
|
||||
return obj.tolist()
|
||||
return super(NpEncoder, self).default(obj)
|
||||
|
||||
json.dumps(output_modelD, cls=NpEncoder)
|
||||
|
||||
#========================================
|
||||
# Write final output file
|
||||
# https://stackoverflow.com/questions/19201290/how-to-save-a-dictionary-to-a-file
|
||||
#========================================
|
||||
#output final dict as a json
|
||||
outFile = 'LR_FS.json'
|
||||
with open(outFile, 'w') as f:
|
||||
f.write(json.dumps(output_modelD,cls=NpEncoder))
|
||||
|
||||
# read json
|
||||
file = 'LR_FS.json'
|
||||
with open(file, 'r') as f:
|
||||
data = json.load(f)
|
||||
##############################################################################
|
||||
|
|
@ -276,13 +276,24 @@ all_df_wtgt.shape
|
|||
#TODO: A
|
||||
|
||||
#%% Data
|
||||
#X = all_df_wtgt[numerical_FN+categorical_FN]
|
||||
X = all_df_wtgt[numerical_FN]
|
||||
y = all_df_wtgt['dst_mode']
|
||||
#------
|
||||
# X
|
||||
#------
|
||||
X = all_df_wtgt[numerical_FN + categorical_FN] # training data ALL
|
||||
X_bts = blind_test_df[numerical_FN + categorical_FN] # blind test data ALL
|
||||
#X = all_df_wtgt[numerical_FN] # training numerical only
|
||||
#X_bts = blind_test_df[numerical_FN] # blind test data numerical
|
||||
|
||||
#------
|
||||
# y
|
||||
#------
|
||||
y = all_df_wtgt['dst_mode'] # training data y
|
||||
y_bts = blind_test_df['dst_mode'] # blind data test y
|
||||
|
||||
#Blind test data {same format}
|
||||
X_bts = blind_test_df[numerical_FN]
|
||||
y_bts = blind_test_df['dst_mode']
|
||||
#X_bts = blind_test_df[numerical_FN]
|
||||
#X_bts = blind_test_df[numerical_FN + categorical_FN]
|
||||
#y_bts = blind_test_df['dst_mode']
|
||||
|
||||
X_bts_wt = blind_test_df[numerical_FN + ['dst_mode']]
|
||||
|
||||
|
|
Loading…
Add table
Add a link
Reference in a new issue