My issue is that even though I implemented a Random_state for the RandomForestClassifier itself and for the Train-Test-Split (even I don't think this isn't necessary there because I am working with the shuffle = False - due to Time Series Data). Please find below my code and I already tried the solution for the following question but it didn't worked: Python sklearn RandomForestClassifier non-reproducible results
Data Split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, shuffle=False, random_state=13)
X_train, X_test, y_train, y_test = np.array(X_train), np.array(X_test), np.array(y_train), np.array(y_test)
print(f"Train and Test Size {len(X_train)}, {len(X_test)}")
Random Forest Classifier
forest = RandomForestClassifier(n_jobs=-1,
class_weight=cwts(df),
max_depth = 5,
random_state = random.seed(1234))
forest.fit(X_train, y_train)
My y-variable are 1 or 0 for the time series data because I am programing a trading strategy that can only go flat or long. Furthemore, in the next step I am using the BorutaPy wrapper and when looking for the best possible features it always changes the best features because the RandomForestClassifier isn't constant. Any of you guys know the solution to this issue?
The function numpy.random.seed sets a seed for numpy calculations, but returns None, so you haven't actually set a fixed seed for consecutive runs of the classifier. Just use an integer for random_state.
Related
In an ML project you first separate out your train and test data set and you carry out all your transformation on the train data set to to make sure information leakage doesn't take place. To be more precise:
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=111)
Once you done the above you carry out all your:
OverSampling, UnderSampling Scale Dimensional Reduction using X_train and y_train
example: from sklearn.preprocessing import StandardScaler
sc = StandardScaler()
X_train = sc.fit_transform(X_train)
X_test = sc.transform(X_test)
pca = PCA(n_components = 0.95)
X_train = pca.fit_transform(X_train)
X_test = pca.transform(X_test)
I was under the impression that creating the PCA object from from sklearn.decomposition import PCA and first call on the train data set:
pca = PCA(n_components = 0.95)
pca.fit_transform(X_train)
and then on the test set
pca.transform(X_test)
Would or should get me the same dimensions the model was trained but unfortunately when I try calculate test error - model unseen data. I get the following:
X has 39 features, but DecisionTreeClassifier is expecting 10 features as input
Which is really puzzling to me because using the same PCA object it should transform the X_test into exact same dimensions. What am I missing here?
This is how the test error been calculated:
y_pred = tree_model.predict(X_test)
y_pred = tree_model.predict_proba(X_test)[:, 1]
I had this problem for the longest, most frustrating time and a restart to the computer and thus kernel solved it!
I have a very imbalanced dataset. I used sklearn.train_test_split function to extract the train dataset. Now I want to oversample the train dataset, so I used to count number of type1(my data set has 2 categories and types(type1 and tupe2) but approximately all of my train data are type1. So I cant oversample.
Previously I used to split train test datasets with my written code. In that code 0.8 of all type1 data and 0.8 of all type2 data were in the train dataset.
How I can use this method with train_test_split function or other spliting methods in sklearn?
*I should just use sklearn or my own written methods.
You're looking for stratification. Why?
There's a parameter stratify in method train_test_split to which you can give the labels list e.g. :
from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y,
stratify=y,
test_size=0.2)
There's also StratifiedShuffleSplit.
It seems like we both had similar issues here. Unfortunately, imbalanced-learn isn't always what you need and scikit does not offer the functionality you want. You will want to implement your own code.
This is what I came up for my application. Note that I have not had extensive time to debug it but I believe it works from the testing I have done. Hope it helps:
def equal_sampler(classes, data, target, test_frac):
# Find the least frequent class and its fraction of the total
_, count = np.unique(target, return_counts=True)
fraction_of_total = min(count) / len(target)
# split further into train and test
train_frac = (1-test_frac)*fraction_of_total
test_frac = test_frac*fraction_of_total
# initialize index arrays and find length of train and test
train=[]
train_len = int(train_frac * data.shape[0])
test=[]
test_len = int(test_frac* data.shape[0])
# add values to train, drop them from the index and proceed to add to test
for i in classes:
indeces = list(target[target ==i].index.copy())
train_temp = np.random.choice(indeces, train_len, replace=False)
for val in train_temp:
train.append(val)
indeces.remove(val)
test_temp = np.random.choice(indeces, test_len, replace=False)
for val in test_temp:
test.append(val)
# X_train, y_train, X_test, y_test
return data.loc[train], target[train], data.loc[test], target[test]
For the input, classes expects a list of possible values, data expects the dataframe columns used for prediction, target expects the target column.
Take care that the algorithm may not be extremely efficient, due to the triple for-loop(list.remove takes linear time). Despite that, it should be reasonably fast.
You may also look into stratified shuffle split as follows:
# We use a utility to generate artificial classification data.
from sklearn.datasets import make_classification
from sklearn.model_selection import StratifiedShuffleSplit
from sklearn.svm import SVC
from sklearn.pipeline import make_pipeline
X, y = make_classification(n_samples=100, n_informative=10, n_classes=2)
sss = StratifiedShuffleSplit(n_splits=5, test_size=0.5, random_state=0)
for train_index, test_index in sss.split(X, y):
print("TRAIN:", train_index, "TEST:", test_index)
X_train, X_test = X[train_index], X[test_index]
y_train, y_test = y[train_index], y[test_index]
clf = make_pipeline(StandardScaler(), SVC(gamma='auto'))
clf.fit(X_train, y_train)
y_pred = clf.predict(X_test)
Everywhere I go I see this code. Need help understanding this.
from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X,y,testsize = 0.20)
what does X_train, X_test, y_train, y_test mean in this context which should I put in fit() and predict()
As the documentation says, what train_test_split does is: Splits arrays or matrices into random train and test subsets. You can find it here: https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.train_test_split.html. I believe the right keyword argument is test_size instead of testsize and it represents the proportion of the dataset to include in the test split if it is float or the absolute number of test samples if is is an int.
X and y are the sequence of indexables with same length / shape[0], so basically the arrays/lists/matrices/dataframes to be split.
So, all in all, the code splits X and y into random train and test subsets (X_train and X_test for X and y_train and y_test for y). Each test subset should contain 20% of the original array entries as test samples.
You should pass the _train subsets to fit() and the _test subsets to predict(). Hope this helps~
In simple terms, train_test_split divides your dataset into training dataset and validation dataset.
The validation set is used to evaluate a given model.
So in this case validation dataset gives us idea about model performance.
X_train, X_test, y_train, y_test = train_test_split(X,y,testsize = 0.20)
The above line splits the data into 4 parts
X_train - training dataset
y_train - o/p of training dataset
X_test - validation dataset
y_test - o/p of validation dataset
and testsize = 0.2 means you'll have 20% validation data and 80% training data
`Basically this code split your data into two part.
is used for training
is for testing
And with the help of the test_size variable you can set the size of testing data
After dividing data into two part you have to fit training data into your model with fit() method.
`
I am trying to create an ML model (regression) using various techniques like SMR, Logistic Regression, and others. With all the techniques, I'm not able to get efficiency more than 35%. Here's what I'm doing:
X_data = [X_data_distance]
X_data = np.vstack(X_data).astype(np.float64)
X_data = X_data.T
y_data = X_data_orders
#print(X_data.shape)
#print(y_data.shape)
#(10000, 1)
#(10000,)
X_train, X_test, y_train, y_test = train_test_split(X_data, y_data, test_size=0.33, random_state=42)
svr_rbf = SVC(kernel= 'rbf', C= 1.0)
svr_rbf.fit(X_train, y_train)
plt.plot(X_data_distance, svr_rbf.predict(X_data), color= 'red', label= 'RBF model')
For the plot, I'm getting the following:
I have tried various parameter tuning, changing the parameter C, gamma even tried different kernels, but nothing changes the accuracy. Even tried SVR, Logistic regression instead of SVC, but nothing helps. I tried different scaling for training input data like StandardScalar() and scale().
I used this as a reference
What should I do?
As a rule of thumb, we usually follow this convention:
For little number of features, go with Logistic Regression.
For a lot of features but not a lot of data, go with SVM.
For a lot of features and a lot of data, go with Neural Network.
Because your dataset is a 10K cases, it'd be better to use Logistic Regression because SVM will take forever to finish!.
Nevertheless, because your dataset contains a lot of classes, there is a chance of classes imbalance in your implementation. Thus I tried to workaround this problem via using the StratifiedKFold instead of train_test_split which doesn't guarantee balanced classes in the splits.
Moreover, I used GridSearchCV with StratifiedKFold to perform Cross-Validation in order to tune the parameters and try all different optimizers!
So the full implementation is as follows:
import pandas as pd
from sklearn.linear_model import LogisticRegression
from sklearn.metrics import accuracy_score
from sklearn.model_selection import GridSearchCV, StratifiedKFold, StratifiedShuffleSplit
import numpy as np
def getDataset(path, x_attr, y_attr):
"""
Extract dataset from CSV file
:param path: location of csv file
:param x_attr: list of Features Names
:param y_attr: Y header name in CSV file
:return: tuple, (X, Y)
"""
df = pd.read_csv(path)
X = X = np.array(df[x_attr]).reshape(len(df), len(x_attr))
Y = np.array(df[y_attr])
return X, Y
def stratifiedSplit(X, Y):
sss = StratifiedShuffleSplit(n_splits=1, test_size=0.2, random_state=0)
train_index, test_index = next(sss.split(X, Y))
X_train, X_test = X[train_index], X[test_index]
Y_train, Y_test = Y[train_index], Y[test_index]
return X_train, X_test, Y_train, Y_test
def run(X_data, Y_data):
X_train, X_test, Y_train, Y_test = stratifiedSplit(X_data, Y_data)
param_grid = {'C': [0.01, 0.1, 1, 10, 100, 1000], 'penalty': ['l1', 'l2'],
'solver':['newton-cg', 'lbfgs', 'liblinear', 'sag', 'saga']}
model = LogisticRegression(random_state=0)
clf = GridSearchCV(model, param_grid, cv=StratifiedKFold(n_splits=10))
clf.fit(X_train, Y_train)
print(accuracy_score(Y_train, clf.best_estimator_.predict(X_train)))
print(accuracy_score(Y_test, clf.best_estimator_.predict(X_test)))
X_data, Y_data = getDataset("data - Sheet1.csv", ['distance'], 'orders')
run(X_data, Y_data)
Despite all the attempts with all different algorithms, the accuracy didn't exceed 36%!!.
Why is that?
If you want to make a person recognize/classify another person by their T-shirt color, you cannot say: hey if it's red that means he's John and if it's red it's Peter but if it's red it's Aisling!! He would say "really, what the hack is the difference"?!!.
And that's exactly what is in your dataset!
Simply, run print(len(np.unique(X_data))) and print(len(np.unique(Y_data))) and you'll find that the numbers are so weird, in a nutshell you have:
Number of Cases: 10000 !!
Number of Classes: 118 !!
Number of Unique Inputs (i.e. Features): 66 !!
All classes are sharing hell a lot of information which make it impressive to have even up to 36% accuracy!
In other words, you have no informative features which lead to a lack in the uniqueness of each class model!
What to do?
I believe you are not allowed to remove some classes, so the only two solutions you have are:
Either live with this very valid result.
Or add more informative feature(s).
Update
Having you provided same dataset but with more features (i.e. complete set of features), the situation now is different.
I recommend you do the following:
Pre-process your dataset (i.e. prepare it by imputing missing values or deleting rows containing missing values, and converting dates to some unique values (example) ...etc).
Check what features are most important to the Orders Classes, you can achieve that by using of Forests of Trees to evaluate the importance of features. Here is a complete and simple example of how to do that in Scikit-Learn.
Create a new version of the dataset but this time hold Orders as the Y response, and the above-found features as the X variables.
Follow the same GrdiSearchCV and StratifiedKFold procedure that I showed you in the implementation above.
Hint
As per mentioned by Vivek Kumar in the comment below, stratify parameter has been added in Scikit-learn update to the train_test_split function.
It works by passing the array-like ground truth, so you don't need my workaround in the function stratifiedSplit(X, Y) above.
I have he following code to run a 10-fold cross validation in SkLearn:
cv = model_selection.KFold(n_splits=10, shuffle=True, random_state=0)
scores = model_selection.cross_val_score(MyEstimator(), x_data, y_data, cv=cv, scoring='mean_squared_error') * -1
For debugging purposes, while I am trying to make MyEstimator work, I would like to run only one fold of this cross-validation, instead of all 10. Is there an easy way to keep this code but just say to run the first fold and then exit?
I would still like that data is split into 10 parts, but that only one combination of that 10 parts is fitted and scored, instead of 10 combinations.
No, not with cross_val_score I suppose. You can set n_splits to minimum value of 2, but still that will be 50:50 split of train, test which you may not want.
If you want maintain a 90:10 ration and test other parts of code like MyEstimator(), then you can use a workaround.
You can use KFold.split() to get the first set of train and test indices and then break the loop after first iteration.
cv = model_selection.KFold(n_splits=10, shuffle=True, random_state=0)
for train_index, test_index in cv.split(x_data):
print("TRAIN:", train_index, "TEST:", test_index)
X_train, X_test = x_data[train_index], x_data[test_index]
y_train, y_test = y_data[train_index], y_data[test_index]
break
Now use this X_train, y_train to train the estimator and X_test, y_test to score it.
Instead of :
scores = model_selection.cross_val_score(MyEstimator(),
x_data, y_data,
cv=cv,
scoring='mean_squared_error')
Your code becomes:
myEstimator_fitted = MyEstimator().fit(X_train, y_train)
y_pred = myEstimator_fitted.predict(X_test)
from sklearn.metrics import mean_squared_error
# I am appending to a scores list object, because that will be output of cross_val_score.
scores = []
scores.append(mean_squared_error(y_test, y_pred))
Rest assured, cross_val_score will be doing this only internally, just some enhancements for parallel processing.