272 lines
11 KiB
Python
Executable file
272 lines
11 KiB
Python
Executable file
#!/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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import pprint as pp
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from copy import deepcopy
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from sklearn import linear_model
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from sklearn import datasets
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from collections import Counter
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from sklearn.linear_model import LogisticRegression, LogisticRegressionCV
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from sklearn.linear_model import RidgeClassifier, RidgeClassifierCV, SGDClassifier, PassiveAggressiveClassifier
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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, ExtraTreeClassifier
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from sklearn.ensemble import RandomForestClassifier, ExtraTreesClassifier, AdaBoostClassifier, GradientBoostingClassifier, BaggingClassifier
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from sklearn.naive_bayes import GaussianNB
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from sklearn.gaussian_process import GaussianProcessClassifier, kernels
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from sklearn.gaussian_process.kernels import RBF, DotProduct, Matern, RationalQuadratic, WhiteKernel
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from sklearn.discriminant_analysis import LinearDiscriminantAnalysis, QuadraticDiscriminantAnalysis
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from sklearn.neural_network import MLPClassifier
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from sklearn.svm import SVC
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from xgboost import XGBClassifier
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from sklearn.naive_bayes import MultinomialNB
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from sklearn.preprocessing import StandardScaler, MinMaxScaler, OneHotEncoder
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from sklearn.compose import ColumnTransformer
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from sklearn.compose import make_column_transformer
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from sklearn.metrics import make_scorer, confusion_matrix, accuracy_score, balanced_accuracy_score, precision_score, average_precision_score, recall_score
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from sklearn.metrics import roc_auc_score, roc_curve, f1_score, matthews_corrcoef, jaccard_score, classification_report
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from sklearn.model_selection import train_test_split, cross_validate, cross_val_score
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from sklearn.model_selection import StratifiedKFold,RepeatedStratifiedKFold, RepeatedKFold
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from sklearn.pipeline import Pipeline, make_pipeline
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from sklearn.feature_selection import RFE, RFECV
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import itertools
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import seaborn as sns
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import matplotlib.pyplot as plt
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from statistics import mean, stdev, median, mode
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from imblearn.over_sampling import RandomOverSampler
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from imblearn.under_sampling import RandomUnderSampler
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from imblearn.over_sampling import SMOTE
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from sklearn.datasets import make_classification
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from imblearn.combine import SMOTEENN
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from imblearn.combine import SMOTETomek
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from imblearn.over_sampling import SMOTENC
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from imblearn.under_sampling import EditedNearestNeighbours
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from imblearn.under_sampling import RepeatedEditedNearestNeighbours
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from sklearn.model_selection import GridSearchCV
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from sklearn.base import BaseEstimator
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from sklearn.impute import KNNImputer as KNN
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import json
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#%% GLOBALS
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rs = {'random_state': 42}
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njobs = {'n_jobs': 10}
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scoring_fn = ({ 'mcc' : make_scorer(matthews_corrcoef)
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, 'accuracy' : make_scorer(accuracy_score)
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, 'fscore' : make_scorer(f1_score)
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, 'precision' : make_scorer(precision_score)
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, 'recall' : make_scorer(recall_score)
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, 'roc_auc' : make_scorer(roc_auc_score)
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, 'jcc' : make_scorer(jaccard_score)
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})
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skf_cv = StratifiedKFold(n_splits = 10
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#, shuffle = False, random_state= None)
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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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, **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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#%%
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# Multiple Classification - Model Pipeline
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def MultModelsCl(input_df, target, skf_cv
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, blind_test_input_df
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, blind_test_target
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, var_type = ['numerical', 'categorical','mixed']):
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'''
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@ param input_df: input features
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@ type: df with input features WITHOUT the target variable
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@param target: target (or output) feature
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@type: df or np.array or Series
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@param skv_cv: stratifiedK fold int or object to allow shuffle and random state to pass
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@type: int or StratifiedKfold()
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@var_type: numerical, categorical and mixed to determine what col_transform to apply (MinMaxScalar and/or one-ho t encoder)
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@type: list
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returns
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Dict containing multiple classification scores for each model and mean of each Stratified Kfold including training
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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 = [('num', MinMaxScaler(), numerical_ix)
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, ('cat', OneHotEncoder(), categorical_ix) ]
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col_transform = ColumnTransformer(transformers = t
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, remainder='passthrough')
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# Specify multiple Classification models
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lr = LogisticRegression(**rs)
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lrcv = LogisticRegressionCV(**rs)
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gnb = GaussianNB()
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nb = BernoulliNB()
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knn = KNeighborsClassifier()
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svc = SVC(**rs)
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mlp = MLPClassifier(max_iter = 500, **rs)
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dt = DecisionTreeClassifier(**rs)
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ets = ExtraTreesClassifier(**rs)
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rf = RandomForestClassifier(**rs, n_estimators = 1000 )
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rf2 = RandomForestClassifier(
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min_samples_leaf = 5
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, n_estimators = 1000
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, bootstrap = True
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, oob_score = True
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, **njobs
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, **rs
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, max_features = 'auto')
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xgb = XGBClassifier(**rs, verbosity = 0, use_label_encoder =False)
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lda = LinearDiscriminantAnalysis()
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mnb = MultinomialNB()
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pa = PassiveAggressiveClassifier(**rs, **njobs)
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sgd = SGDClassifier(**rs, **njobs)
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abc = AdaBoostClassifier(**rs)
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bc = BaggingClassifier(**rs, **njobs, bootstrap = True, oob_score = True)
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et = ExtraTreeClassifier(**rs)
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gpc = GaussianProcessClassifier(**rs)
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gbc = GradientBoostingClassifier(**rs)
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qda = QuadraticDiscriminantAnalysis()
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rc = RidgeClassifier(**rs)
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rccv = RidgeClassifierCV(cv = 10)
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models = [('Logistic Regression' , lr)
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, ('Logistic RegressionCV' , lrcv)
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, ('Gaussian NB' , gnb)
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, ('Naive Bayes' , nb)
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, ('K-Nearest Neighbors' , knn)
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, ('SVM' , svc)
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, ('MLP' , mlp)
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, ('Decision Tree' , dt)
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, ('Extra Trees' , ets)
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, ('Extra Tree' , et)
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, ('Random Forest' , rf)
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, ('Random Forest2' , rf2)
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, ('Naive Bayes' , nb)
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, ('XGBoost' , xgb)
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, ('LDA' , lda)
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, ('Multinomial' , mnb)
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, ('Passive Aggresive' , pa)
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, ('Stochastic GDescent' , sgd)
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, ('AdaBoost Classifier' , abc)
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, ('Bagging Classifier' , bc)
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, ('Gaussian Process' , gpc)
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, ('Gradient Boosting' , gbc)
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, ('QDA' , qda)
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, ('Ridge Classifier' , rc)
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, ('Ridge ClassifierCV' , rccv)
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]
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mm_skf_scoresD = {}
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for model_name, model_fn in models:
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print('\nModel_name:', model_name
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, '\nModel func:' , model_fn
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, '\nList of models:', models)
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model_pipeline = Pipeline([
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('prep' , col_transform)
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, ('model' , model_fn)])
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print('Running model pipeline:', model_pipeline)
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skf_cv_mod = cross_validate(model_pipeline
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, input_df
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, target
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, cv = skf_cv
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, scoring = scoring_fn
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, return_train_score = True)
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mm_skf_scoresD[model_name] = {}
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for key, value in skf_cv_mod.items():
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print('\nkey:', key, '\nvalue:', value)
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print('\nmean value:', mean(value))
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mm_skf_scoresD[model_name][key] = round(mean(value),2)
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#pp.pprint(mm_skf_scoresD)
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#cvtrain_mcc = mm_skf_scoresD[model_name]['test_mcc']
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#return(mm_skf_scoresD)
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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(blind_test_input_df)
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model_pipeline.fit(input_df, target)
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bts_predict = model_pipeline.predict(blind_test_input_df)
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bts_mcc_score = round(matthews_corrcoef(blind_test_target, bts_predict),2)
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print('\nMCC on Blind test:' , bts_mcc_score)
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print('\nAccuracy on Blind test:', round(accuracy_score(blind_test_target, bts_predict),2))
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# Diff b/w train and bts test scores
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#train_test_diff_MCC = cvtrain_mcc - bts_mcc_score
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# print('\nDiff b/w train and blind test score (MCC):', train_test_diff)
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# # create a dict with all scores
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# lr_btsD = { 'model_name': model_name
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# , 'bts_mcc':None
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# , 'bts_fscore':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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mm_skf_scoresD[model_name]['bts_mcc'] = bts_mcc_score
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mm_skf_scoresD[model_name]['bts_fscore'] = round(f1_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_precision'] = round(precision_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_recall'] = round(recall_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_accuracy'] = round(accuracy_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_roc_auc'] = round(roc_auc_score(blind_test_target, bts_predict),2)
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mm_skf_scoresD[model_name]['bts_jaccard'] = round(jaccard_score(blind_test_target, bts_predict),2)
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#mm_skf_scoresD[model_name]['diff_mcc'] = train_test_diff_MCC
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return(mm_skf_scoresD)
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