saved the UQ_FS_eg with almost complete output, still some minor fixes to do
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1436557287
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3 changed files with 173 additions and 45 deletions
195
UQ_FS_eg.py
195
UQ_FS_eg.py
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@ -53,45 +53,190 @@ clf2.get_feature_names(
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clf3 = clf2.best_estimator_ #
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clf3._final_estimator
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clf3._final_estimator_
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clf3._final_estimator.C
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clf3._final_estimator.solver
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fs_bmod = clf2.best_estimator_
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print('\nbest model with feature selection:', fs_bmod)
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#########################################################
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# my data
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# my data: Feature Selelction + GridSearch CV + Pipeline
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pipe = Pipeline([
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('pre', MinMaxScaler())
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, ('selector', RFECV(LogisticRegression(**rs), cv = skf_cv, scoring = 'matthews_corrcoef'))
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, ('classifier', LogisticRegression(**rs))])
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, ('fs', RFECV(LogisticRegression(**rs), cv = rskf_cv, scoring = 'matthews_corrcoef'))
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, ('clf', LogisticRegression(**rs))])
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search_space = [{'selector__min_features_to_select': [1,2]},
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{'classifier': [LogisticRegression()],
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#'classifier__C': np.logspace(0, 4, 10),
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'classifier__C': [2, 2.8],
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'classifier__max_iter': [100],
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'classifier__penalty': ['l1', 'l2'],
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'classifier__solver': ['saga']
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}] #,
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#{'classifier': [RandomForestClassifier(n_estimators=100)],
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# 'classifier__max_depth': [5, 10, None]},
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#{'classifier': [KNeighborsClassifier()],
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# 'classifier__n_neighbors': [3, 7, 11],
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# 'classifier__weights': ['uniform', 'distance']
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#}]
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search_space = [{'fs__min_features_to_select': [1,2]
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# ,'fs__cv': [rskf_cv]
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},
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{
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#'clf': [LogisticRegression()],
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#'clf__C': np.logspace(0, 4, 10),
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'clf__C': [1],
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'clf__max_iter': [100],
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'clf__penalty': ['l1', 'l2'],
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'clf__solver': ['saga']
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},
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{
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#'clf': [LogisticRegression()],
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#'clf__C': np.logspace(0, 4, 10),
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'clf__C': [2, 2.5],
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'clf__max_iter': [100],
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'clf__penalty': ['l1', 'l2'],
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'clf__solver': ['saga']
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},
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#{'clf': [RandomForestclf(n_estimators=100)],
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# 'clf__max_depth': [5, 10, None]},
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#{'clf': [KNeighborsclf()],
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# 'clf__n_neighbors': [3, 7, 11],
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# 'clf__weights': ['uniform', 'distance']
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#}
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]
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clf = GridSearchCV(pipe, search_space, cv=skf_cv, scoring = mcc_score_fn, refit = 'mcc', verbose=0)
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gscv_fs = GridSearchCV(pipe
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, search_space
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, cv = skf_cv
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, scoring = mcc_score_fn
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, refit = 'mcc'
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, verbose = 1
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, return_train_score = True
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, **njobs)
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gscv_fs.fit(X, y)
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#Fitting 10 folds for each of 8 candidates, totalling 80 fits
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# QUESTION: HOW??
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gscv_fs.best_params_
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gscv_fs.best_score_
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clf.fit(X, y)
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clf.best_params_
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clf.best_score_
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# Training best score corresponds to the max of the mean_test<score>
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train_bscore = round(gscv_fs.best_score_, 2); train_bscore
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print('\nTraining best score (MCC):', train_bscore)
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round(gscv_fs.cv_results_['mean_test_mcc'].max(),2)
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tp = clf.predict(X_bts)
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# Training results
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gscv_tr_resD = gscv_fs.cv_results_
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mod_refit_param = gscv_fs.refit
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# sanity check
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if train_bscore == round(gscv_tr_resD['mean_test_mcc'].max(),2):
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print('\nVerified training score (MCC):', train_bscore )
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else:
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print('\nTraining score could not be internatlly verified. Please check training results dict')
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# Blind test: REAL check!
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tp = gscv_fs.predict(X_bts)
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print('\nMCC on Blind test:' , round(matthews_corrcoef(y_bts, tp),2))
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print('\nAccuracy on Blind test:', round(accuracy_score(y_bts, tp),2))
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############
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# info extraction
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############
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# gives input vals??
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gscv_fs._check_n_features
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# gives gscv params used
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gscv_fs._get_param_names()
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# gives ??
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gscv_fs.best_estimator_
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gscv_fs.best_params_ # gives best estimator params as a dict
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gscv_fs.best_estimator_._final_estimator # similar to above, doesn't contain max_iter
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gscv_fs.best_estimator_.named_steps['fs'].get_support()
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gscv_fs.best_estimator_.named_steps['fs'].ranking_ # array of ranks for the features
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gscv_fs.best_estimator_.named_steps['fs'].grid_scores_.mean()
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gscv_fs.best_estimator_.named_steps['fs'].grid_scores_.max()
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#gscv_fs.best_estimator_.named_steps['fs'].grid_scores_
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###############################################################################
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#============
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# FS results
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#============
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# Now get the features out
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all_features = gscv_fs.feature_names_in_
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n_all_features = gscv_fs.n_features_in_
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#all_features = gsfit.feature_names_in_
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sel_features = X.columns[gscv_fs.best_estimator_.named_steps['fs'].get_support()]
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n_sf = gscv_fs.best_estimator_.named_steps['fs'].n_features_
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# get model name
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model_name = gscv_fs.best_estimator_.named_steps['clf']
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b_model_params = gscv_fs.best_params_
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print('\n========================================'
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, '\nRunning model:'
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, '\nModel name:', model_name
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, '\n==============================================='
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, '\nRunning feature selection with RFECV for model'
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, '\nTotal no. of features in model:', len(all_features)
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, '\nThese are:\n', all_features, '\n\n'
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, '\nNo of features for best model: ', n_sf
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, '\nThese are:', sel_features, '\n\n'
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, '\nBest Model hyperparams:', b_model_params
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)
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###############################################################################
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############################## OUTPUT #########################################
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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(X_bts)
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print('\nMCC on Blind test:' , round(matthews_corrcoef(y_bts, bts_predict),2))
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print('\nAccuracy on Blind test:', round(accuracy_score(y_bts, bts_predict),2))
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# create a dict with all scores
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lr_btsD = {#'best_model': list(gscv_lr_fit_be_mod.items())
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'bts_fscore':None
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, 'bts_mcc':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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lr_btsD
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lr_btsD['bts_fscore'] = round(f1_score(y_bts, bts_predict),2)
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lr_btsD['bts_mcc'] = round(matthews_corrcoef(y_bts, bts_predict),2)
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lr_btsD['bts_precision'] = round(precision_score(y_bts, bts_predict),2)
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lr_btsD['bts_recall'] = round(recall_score(y_bts, bts_predict),2)
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lr_btsD['bts_accuracy'] = round(accuracy_score(y_bts, bts_predict),2)
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lr_btsD['bts_roc_auc'] = round(roc_auc_score(y_bts, bts_predict),2)
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lr_btsD['bts_jaccard'] = round(jaccard_score(y_bts, bts_predict),2)
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lr_btsD
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#===========================
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# Add FS related model info
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#===========================
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output_modelD = {'model_name': model_name
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, 'model_refit_param': mod_refit_param
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, 'Best_model_params': b_model_params
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, 'n_all_features': n_all_features
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, 'fs_method': gscv_fs.best_estimator_.named_steps['fs'] # FIXME: doesn't tell you which it has chosen
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, 'fs_res_array': gscv_fs.best_estimator_.named_steps['fs'].get_support()
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, 'fs_res_array_rank': gscv_fs.best_estimator_.named_steps['fs'].ranking_
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, 'all_feature_names': all_features
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, 'n_sel_features': n_sf
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, 'sel_features_names': sel_features
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, 'train_score (MCC)': train_bscore}
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output_modelD
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#========================================
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# Update output_modelD with bts_results
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#========================================
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output_modelD.update(lr_btsD)
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output_modelD
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#========================================
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# Write final output file
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# https://stackoverflow.com/questions/19201290/how-to-save-a-dictionary-to-a-file
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#========================================
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# output final dict as a json
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# outFile = 'LR_FS.json'
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# with open(outFile, 'w') as f:
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# json.dump(output_modelD, f)
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# #
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# with open(file, 'r') as f:
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# data = json.load(f)
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@ -84,6 +84,7 @@ from imblearn.under_sampling import EditedNearestNeighbours
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from sklearn.model_selection import GridSearchCV
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from sklearn.base import BaseEstimator
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import json
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scoring_fn = ({'accuracy' : make_scorer(accuracy_score)
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, 'fscore' : make_scorer(f1_score)
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@ -101,10 +102,8 @@ skf_cv = StratifiedKFold(n_splits = 10
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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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#, shuffle = False, random_state= None)
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#, shuffle = True
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,**rs)
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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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@ -179,22 +179,6 @@ print(test_predict)
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print('\nMCC on Blind test:' , round(matthews_corrcoef(y_bts, test_predict),2))
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print('\nAccuracy on Blind test:', round(accuracy_score(y_bts, test_predict),2))
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# Now get the features out
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all_features = gs_final.feature_names_in_
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#all_features = gsfit.feature_names_in_
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