added MultClassPipe3.py that runs multiple classification models on stratified K-fold data
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MultClassPipe3.py
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MultClassPipe3.py
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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Created on Fri Mar 4 15:25:33 2022
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@author: tanu
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"""
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#%%
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import os, sys
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import pandas as pd
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import numpy as np
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from sklearn.linear_model import LogisticRegression
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from sklearn.naive_bayes import BernoulliNB
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from sklearn.neighbors import KNeighborsClassifier
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from sklearn.svm import SVC
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from sklearn.tree import DecisionTreeClassifier
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from sklearn.ensemble import RandomForestClassifier, ExtraTreesClassifier
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from sklearn.neural_network import MLPClassifier
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from sklearn.pipeline import Pipeline
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from xgboost import XGBClassifier
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from sklearn.compose import ColumnTransformer
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from sklearn.preprocessing import StandardScaler
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from sklearn.preprocessing import MinMaxScaler, OneHotEncoder
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from sklearn.model_selection import cross_validate
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from sklearn.model_selection import train_test_split
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from sklearn.model_selection import StratifiedKFold
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from sklearn.metrics import confusion_matrix, accuracy_score, precision_score, recall_score
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from sklearn.metrics import roc_auc_score, roc_curve, f1_score, matthews_corrcoef
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from statistics import mean, stdev, median, mode
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#%%
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rs = {'random_state': 42}
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# Done: add preprocessing step with one hot encoder
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# TODO: supply stratified K-fold cv train and test data
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# TODO: get accuracy and other scores through K-fold cv
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# Multiple Classification - Model Pipeline
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def MultClassPipeSKF(input_df, y_targetF, var_type = ['numerical', 'categorical','mixed'], skf_splits = 10):
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'''
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@ param input_df: input features
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@ type: df (gets converted to np.array for stratified Kfold, and helps identify names to apply column transformation)
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@param y_outputF: target (or output) feature
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@type: df or np.array
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returns
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multiple classification model scores
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'''
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# Determine categorical and numerical features
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numerical_ix = input_df.select_dtypes(include=['int64', 'float64']).columns
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numerical_ix
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categorical_ix = input_df.select_dtypes(include=['object', 'bool']).columns
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categorical_ix
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# Determine preprocessing steps ~ var_type
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if var_type == 'numerical':
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t = [('num', MinMaxScaler(), numerical_ix)]
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if var_type == 'categorical':
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t = [('cat', OneHotEncoder(), categorical_ix)]
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if var_type == 'mixed':
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t = [('cat', OneHotEncoder(), categorical_ix)
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, ('num', MinMaxScaler(), numerical_ix)]
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col_transform = ColumnTransformer(transformers = t
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, remainder='passthrough')
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#%% Define classification models to run
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log_reg = LogisticRegression(**rs)
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nb = BernoulliNB()
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knn = KNeighborsClassifier()
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svm = SVC(**rs)
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mlp = MLPClassifier(max_iter = 500, **rs)
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dt = DecisionTreeClassifier(**rs)
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et = ExtraTreesClassifier(**rs)
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rf = RandomForestClassifier(**rs)
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rf2 = RandomForestClassifier(
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min_samples_leaf = 50,
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n_estimators = 150,
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bootstrap = True,
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oob_score = True,
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n_jobs = -1,
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random_state = 42,
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max_features = 'auto')
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xgb = XGBClassifier(**rs, verbosity = 0)
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clfs = [
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('Logistic Regression' , log_reg)
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, ('Naive Bayes' , nb)
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, ('K-Nearest Neighbors', knn)
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, ('SVM' , svm)
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, ('MLP' , mlp)
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, ('Decision Tree' , dt)
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, ('Extra Trees' , et)
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, ('Random Forest' , rf)
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, ('Random Forest2' , rf2)
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, ('XGBoost' , xgb)
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]
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skf = StratifiedKFold(n_splits = skf_splits
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, shuffle = True
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#, random_state = seed_skf
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, **rs)
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X_array = np.array(input_df)
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Y = y_targetF
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# Initialise score metrics list to store skf results
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fscoreL = []
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mccL = []
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presL = []
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recallL = []
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accuL = []
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roc_aucL = []
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for train_index, test_index in skf.split(input_df, y_targetF):
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x_train_fold, x_test_fold = input_df.iloc[train_index], input_df.iloc[test_index]
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y_train_fold, y_test_fold = y_targetF.iloc[train_index], y_targetF.iloc[test_index]
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# for train_index, test_index in skf.split(X_array, Y):
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# print('\nSKF train index:', train_index
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# , '\nSKF test index:', test_index)
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# x_train_fold, x_test_fold = X_array[train_index], X_array[test_index]
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# y_train_fold, y_test_fold = Y[train_index], Y[test_index]
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clf_scores_df = pd.DataFrame()
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for clf_name, clf in clfs:
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print('\nRunning the following classification models'
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, clf_name)
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model_pipeline = Pipeline(steps=[('prep' , col_transform)
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, ('classifier' , clf)])
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# model_pipeline = Pipeline(steps=[('prep' , MinMaxScaler())
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# , ('classifier' , clf)])
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model_pipeline.fit(x_train_fold, y_train_fold)
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y_pred_fold = model_pipeline.predict(x_test_fold)
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#----------------
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# Model metrics
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#----------------
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# F1-Score
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fscore = f1_score(y_test_fold, y_pred_fold)
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fscoreL.append(fscore)
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fscoreM = mean(fscoreL)
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# Matthews correlation coefficient
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mcc = matthews_corrcoef(y_test_fold, y_pred_fold)
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mccL.append(mcc)
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mccM = mean(mccL)
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# Precision
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pres = precision_score(y_test_fold, y_pred_fold)
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presL.append(pres)
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presM = mean(presL)
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# Recall
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recall = recall_score(y_test_fold, y_pred_fold)
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recallL.append(recall)
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recallM = mean(recallL)
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# Accuracy
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accu = accuracy_score(y_test_fold, y_pred_fold)
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accuL.append(accu)
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accuM = mean(accuL)
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# ROC_AUC
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roc_auc = roc_auc_score(y_test_fold, y_pred_fold)
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roc_aucL.append(roc_auc)
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roc_aucM = mean(roc_aucL)
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clf_scores_df = clf_scores_df.append({'Model' : clf_name
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,'F1_score' : fscoreM
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, 'MCC' : mccM
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, 'Precision': presM
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, 'Recall' : recallM
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, 'Accuracy' : accuM
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, 'ROC_curve': roc_aucM}
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, ignore_index = True)
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return clf_scores_df
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