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This commit is contained in:
Tanushree Tunstall 2022-05-24 02:33:56 +01:00
parent 6db5046302
commit 95852fa40e
4 changed files with 589 additions and 21 deletions

View file

@ -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
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@ -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
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@ -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)
##############################################################################

View file

@ -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']]