143 lines
4.6 KiB
Python
143 lines
4.6 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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Created on Wed May 18 06:03:24 2022
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@author: tanu
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"""
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#%%
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#https://www.datatechnotes.com/2019/07/classification-example-with.html
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# XGBClassifier(base_score=0.5, booster='gbtree', colsample_bylevel=1,
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# colsample_bynode=1, colsample_bytree=1, gamma=0, learning_rate=0.1,
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# max_delta_step=0, max_depth=3, min_child_weight=1, missing=None,
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# n_estimators=100, n_jobs=1, nthread=None,
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# objective='multi:softprob', random_state=0, reg_alpha=0,
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# reg_lambda=1, scale_pos_weight=1, seed=None, silent=None,
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# subsample=1, verbosity=1)
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#%% XGBoost + hyperparam: BaseEstimator: ClfSwitcher()
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class ClfSwitcher(BaseEstimator):
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def __init__(
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self,
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estimator = SGDClassifier(),
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):
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"""
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A Custom BaseEstimator that can switch between classifiers.
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:param estimator: sklearn object - The classifier
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"""
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self.estimator = estimator
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def fit(self, X, y=None, **kwargs):
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self.estimator.fit(X, y)
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return self
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def predict(self, X, y=None):
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return self.estimator.predict(X)
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def predict_proba(self, X):
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return self.estimator.predict_proba(X)
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def score(self, X, y):
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return self.estimator.score(X, y)
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parameters = [
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{
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'clf__estimator': [XGBClassifier(**rs , **njobs, verbose = 3)]
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, 'clf__estimator__learning_rate': [0.01, 0.05, 0.1, 0.2]
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, 'clf__estimator__max_depth': [4, 6, 8, 10, 12, 16, 20]
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#, 'clf__estimator__min_samples_leaf': [4, 8, 12, 16, 20]
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#, 'clf__estimator__max_features': ['auto', 'sqrt']
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}
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]
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# Create pipeline
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pipeline = Pipeline([
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('pre', MinMaxScaler()),
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('clf', ClfSwitcher()),
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])
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# Grid search i.e hyperparameter tuning and refitting on mcc
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gscv_xgb = GridSearchCV(pipeline
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, parameters
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#, scoring = 'f1', refit = 'f1'
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, scoring = mcc_score_fn, refit = 'mcc'
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, cv = skf_cv
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, **njobs
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, return_train_score = False
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, verbose = 3)
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# Fit
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gscv_xgb_fit = gscv_xgb.fit(X, y)
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gscv_xgb_fit_be_mod = gscv_xgb_fit.best_params_
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gscv_xgb_fit_be_res = gscv_xgb_fit.cv_results_
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print('Best model:\n', gscv_xgb_fit_be_mod)
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print('Best models score:\n', gscv_xgb_fit.best_score_, ':' , round(gscv_xgb_fit.best_score_, 2))
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print('\nMean test score from fit results:', round(mean(gscv_xgb_fit_be_res['mean_test_mcc']),2))
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print('\nMean test score from fit results:', round(np.nanmean(gscv_xgb_fit_be_res['mean_test_mcc']),2))
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######################################
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# Blind test
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######################################
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# See how it does on the BLIND test
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#print('\nBlind test score, mcc:', )
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test_predict = gscv_xgb_fit.predict(X_bts)
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print(test_predict)
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print(np.array(y_bts))
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y_btsf = np.array(y_bts)
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print(accuracy_score(y_btsf, test_predict))
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print(matthews_corrcoef(y_btsf, test_predict))
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# create a dict with all scores
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xgb_bts_dict = {#'best_model': list(gscv_xgb_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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xgb_bts_dict
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xgb_bts_dict['bts_fscore'] = round(f1_score(y_bts, test_predict),2)
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xgb_bts_dict['bts_mcc'] = round(matthews_corrcoef(y_bts, test_predict),2)
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xgb_bts_dict['bts_precision'] = round(precision_score(y_bts, test_predict),2)
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xgb_bts_dict['bts_recall'] = round(recall_score(y_bts, test_predict),2)
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xgb_bts_dict['bts_accuracy'] = round(accuracy_score(y_bts, test_predict),2)
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xgb_bts_dict['bts_roc_auc'] = round(roc_auc_score(y_bts, test_predict),2)
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xgb_bts_dict['bts_jaccard'] = round(jaccard_score(y_bts, test_predict),2)
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xgb_bts_dict
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# Create a df from dict with all scores
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xgb_bts_df = pd.DataFrame.from_dict(xgb_bts_dict,orient = 'index')
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xgb_bts_df.columns = ['XGBoost']
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print(xgb_bts_df)
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# Create df with best model params
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model_params = pd.Series(['best_model_params', list(gscv_xgb_fit_be_mod.items() )])
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model_params_df = model_params.to_frame()
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model_params_df
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model_params_df.columns = ['XGBoost']
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model_params_df.columns
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# Combine the df of scores and the best model params
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xgb_bts_df.columns
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xgb_output = pd.concat([model_params_df, xgb_bts_df], axis = 0)
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xgb_output
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# Format the combined df
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# Drop the best_model_params row from xgb_output
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xgb_df = xgb_output.drop([0], axis = 0)
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xgb_df
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#FIXME: tidy the index of the formatted df
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###############################################################################
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