Writing best GridSearch classifiers into a table - scikit-learn

I found and successfully tested following script that applies Pipeline and GridSearchCV to classifier selection. The script outputs the best classifier and its accuracy.
import numpy as np
from sklearn import datasets
from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import RandomForestClassifier
from sklearn.model_selection import GridSearchCV
from sklearn.pipeline import Pipeline
from sklearn import datasets
iris = datasets.load_iris()
X_train = iris.data
y_train = iris.target
X_test = iris.data[:10] # Augmenting test data
y_test = iris.target[:10] # Augmenting test data
#Create a pipeline
pipe = Pipeline([('classifier', LogisticRegression())])
# Create space of candidate learning algorithms and their hyperparameters
search_space = [{'classifier': [LogisticRegression()],
'classifier__penalty': ['l1', 'l2'],
'classifier__C': np.logspace(0, 4, 10)},
{'classifier': [RandomForestClassifier()],
'classifier__n_estimators': [10, 100, 1000],
'classifier__max_features': [1, 2, 3]}]
# Create grid search
clf = GridSearchCV(pipe, search_space, cv=5, verbose=0)
# Fit grid search
best_model = clf.fit(X_train, y_train)
print('Best training accuracy: %.3f' % best_model.best_score_)
print('Best estimator:', best_model.best_estimator_.get_params()['classifier'])
# Predict on test data with best params
y_pred = best_model.predict(X_test)
# Test data accuracy of model with best params
print(classification_report(y_test, y_pred, digits=4))
print('Test set accuracy score for best params: %.3f' % accuracy_score(y_test, y_pred))
from sklearn.metrics import precision_recall_fscore_support
print(precision_recall_fscore_support(y_test, y_pred,
average='weighted'))
How can I adjust the script so that it not only outputs the best classifier, which is LogReg in our example, but also the best selected among the other classifiers? Above, I like to see the output from RandomForestClassifier(), too.
Ideal is a solution where the best classifier for each algorithm (LogReg, RandomForest,..) is shown and where each of those best classifiers is sorted into a table. The first column or index should be the model and precision_recall_fscore_support values are in rows on the right. The table should then be sorted by F-score.
PS: Though the script works, I'm yet unsure what the function of LogisticRegression() in the Pipeline is, as it's defined in the search space later.
Solution (simplified):
from sklearn import datasets
iris = datasets.load_iris()
X_train = iris.data
y_train = iris.target
X_test = iris.data[:10]
y_test = iris.target[:10]
seed=1
models = [
'RFC',
'logisticRegression'
]
clfs = [
RandomForestClassifier(random_state=seed,n_jobs=-1),
LogisticRegression()
]
params = {
models[0]:{'n_estimators':[100]},
models[1]: {'C':[1000]}
}
for name, estimator in zip(models,clfs):
print(name)
clf = GridSearchCV(estimator, params[name], scoring='accuracy', refit='True', n_jobs=-1, cv=5)
clf.fit(X_train, y_train)
print("best params: " + str(clf.best_params_))
print("best scores: " + str(clf.best_score_))
y_pred = clf.predict(X_test)
acc = accuracy_score(y_test, y_pred)
print("Accuracy: {:.4%}".format(acc))
print(classification_report(y_test, y_pred, digits=4))

If I understood correctly, this should work fine.
import pandas as pd
import numpy as np
df = pd.DataFrame(list(best_model.cv_results_['params']))
ranking = best_model.cv_results_['rank_test_score']
# The sorting is done based on the test_score of the models.
sorting = np.argsort(best_model.cv_results_['rank_test_score'])
# Sort the lines based on the ranking of the models
df_final = df.iloc[sorting]
# The first line contains the best model and its parameters
df_final.to_csv('sorted_table.csv')
# OR to avoid the index in the writting
df_final.to_csv('sorted_table2.csv',index=False)
Results:
However, in this case, the ordering is not done based on the F values. To do so use this. Define in the GridSearch the scoring attribute to f1_weighted and repeat my code.
Example:
...
clf = GridSearchCV(pipe, search_space, cv=5, verbose=0,scoring='f1_weighted')
best_model = clf.fit(X_train, y_train)
df = pd.DataFrame(list(best_model.cv_results_['params']))
ranking = best_model.cv_results_['rank_test_score']
# The sorting is done based on the F values of the models.
sorting = np.argsort(best_model.cv_results_['rank_test_score'])
# Sort the lines based on the ranking of the models
df_final = df.iloc[sorting]
df_final.to_csv('F_sorted_table.csv')
Results:

Related

How can the coefficients of the multiclass logistic regression model be used to predict the probabilities of class membership of observations?

I am trying to solve one problem that resembles that of Fisher's irises classification. The problem is that I can train the model on my computer, but the given model has to predict class membership on a computer where it is impossible to install python and scikit learn. I want to understand how, having received the coefficients of the logistic regression model, I can predict the belonging to a certain class without using the predict method of the model.
Using the Fisher problem as an example, I do the following.
from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
import pandas as pd
from sklearn.linear_model import LogisticRegression
from sklearn.preprocessing import StandardScaler
from sklearn.pipeline import make_pipeline
from sklearn.metrics import accuracy_score, f1_score
# data preparation
iris = load_iris()
data = pd.DataFrame(data=np.hstack([iris.data, iris.target[:, np.newaxis]]),
columns=iris.feature_names + ['target'])
names = data.columns
# split data
X_train, X_test, y_train, y_test = train_test_split(data[names[:-1]], data[names[-1]], random_state=42)
# train model
cls = make_pipeline(
StandardScaler(),
LogisticRegression(C=2, random_state=42)
)
cls = cls.fit(X_train.to_numpy(), y_train)
preds_train = cls.predict(X_train)
# prediction
preds_test = cls.predict(X_test)
# scores
train_score = accuracy_score(preds_train, y_train), f1_score(preds_train, y_train, average='macro') # on train data
# train_score = (0.9642857142857143, 0.9653621232568601)
test_score = accuracy_score(preds_test, y_test), f1_score(preds_test, y_test, average='macro') # on test data
# test_score = (1.0, 1.0)
# model coefficients
cls[1].coef_, cls[1].intercept_
>>> (array([[-1.13948079, 1.30623841, -2.21496793, -2.05617771],
[ 0.66515676, -0.2541143 , -0.55819748, -0.86441227],
[ 0.47432404, -1.05212411, 2.77316541, 2.92058998]]),
array([-0.35860337, 2.43929019, -2.08068682]))
Now I have the coefficients of the model. And I want to use them to make predictions.
First, I make a prediction using the predict method for the first five observations on the test sample.
preds_test = cls.predict_proba(X_test)
preds_test[0:5]
>>>array([[5.66019001e-03, 9.18455687e-01, 7.58841233e-02],
[9.75854479e-01, 2.41455095e-02, 1.10881450e-08],
[1.18780156e-09, 6.53295166e-04, 9.99346704e-01],
[6.71574900e-03, 8.14174200e-01, 1.79110051e-01],
[6.98756622e-04, 8.09096425e-01, 1.90204818e-01]])
Then I manually calculate the predictions of the class probabilities for the observations using the coefficients of the model.
# define two functions for making predictions
def logit(x, w):
return np.dot(x, w)
# from here: https://stackoverflow.com/questions/34968722/how-to-implement-the-softmax-function-in-python
def softmax(z):
assert len(z.shape) == 2
s = np.max(z, axis=1)
s = s[:, np.newaxis] # necessary step to do broadcasting
e_x = np.exp(z - s)
div = np.sum(e_x, axis=1)
div = div[:, np.newaxis] # dito
return e_x / div
n, k = X_test.shape
X_ = np.hstack((np.ones((n, 1)), X_test)) # add column with 1 for intercept
weights = np.hstack((cls[1].intercept_[:, np.newaxis], cls[1].coef_)) # create weights matrix
results = softmax(logit(X_, weights.T)) # calculate probabilities
results[0:5]
>>>array([[3.67343725e-14, 4.63938438e-06, 9.99995361e-01],
[2.81976786e-05, 8.63083152e-01, 1.36888650e-01],
[1.24572182e-22, 5.47800683e-11, 1.00000000e+00],
[3.32990060e-14, 3.08352323e-06, 9.99996916e-01],
[2.66415118e-15, 1.78252465e-06, 9.99998217e-01]])
If you compare the two results obtained (preds_test[0:5] and results[0:5]), you can see that they do not coincide at all. Please explain me what I am doing wrong and how I can use the model's coefficients to calculate predictions without using the predict method.
I forgot that a scaler was applied. If you change the code a little, then the results are the same.
scaler = StandardScaler()
scaler.fit(X_train)
X_test_transf = scaler.transform(X_test)
def logit(x, w):
return np.dot(x, w)
def softmax(z):
assert len(z.shape) == 2
s = np.max(z, axis=1)
s = s[:, np.newaxis] # necessary step to do broadcasting
e_x = np.exp(z - s)
div = np.sum(e_x, axis=1)
div = div[:, np.newaxis] # dito
return e_x / div
n, k = X_test_transf.shape
X_ = np.hstack((np.ones((n, 1)), X_test_transf))
weights = np.hstack((cls[1].intercept_[:, np.newaxis], cls[1].coef_))
results = softmax(logit(X_, weights.T))
np.allclose(preds_test, results)
>>>True
There are two values for every predict_proba. The first value is the probability of the event not occurring and the probability of the event occurring. predict_proba(X)[:,1] to get the probability of the event occurring.

Unable to calculate Model performance for Decision Tree Regressor

Although my code run fine on repl and did giving me results but it miserably fails on the Katacoda testing environment.
I am attaching the repl file here for your review as well, which also contains the question which is commented just above the code I have written.
Kindly review and let me know what mistakes I am making here.
Repl Link
https://repl.it/repls/WarmRobustOolanguage
Also sharing code below
Commented is Question Instructions
#Import two modules sklearn.datasets, and #sklearn.model_selection.
#Import numpy and set random seed to 100.
#Load popular Boston dataset from sklearn.datasets module #and assign it to variable boston.
#Split boston.data into two sets names X_train and X_test. #Also, split boston.target into two sets Y_train and Y_test.
#Hint: Use train_test_split method from #sklearn.model_selection; set random_state to 30.
#Print the shape of X_train dataset.
#Print the shape of X_test dataset.
import sklearn.datasets as datasets
from sklearn.model_selection import train_test_split
from sklearn.tree import DecisionTreeRegressor
from sklearn.model_selection import RandomizedSearchCV
from sklearn.model_selection import cross_val_score
import numpy as np
np.random.seed(100)
max_depth = range(2, 6)
boston = datasets.load_boston()
X_train, X_test, Y_train, Y_test = train_test_split(boston.data, boston.target, random_state=30)
print(X_train.shape)
print(X_test.shape)
#Import required module from sklearn.tree.
#Build a Decision tree Regressor model from X_train set and #Y_train labels, with default parameters. Name the model as #dt_reg.
#Evaluate the model accuracy on training data set and print #it's score.
#Evaluate the model accuracy on testing data set and print it's score.
#Predict the housing price for first two samples of X_test #set and print them.(Hint : Use predict() function)
dt_reg = DecisionTreeRegressor(random_state=1)
dt_reg = dt_reg.fit(X_train, Y_train)
print('Accuracy of Train Data :', cross_val_score(dt_reg, X_train,Y_train, cv=10 ))
print('Accuracy of Test Data :', cross_val_score(dt_reg, X_test,Y_test, cv=10 ))
predicted = dt_reg.predict(X_test[:2])
print(predicted)
#Fit multiple Decision tree regressors on X_train data and #Y_train labels with max_depth parameter value changing from #2 to 5.
#Evaluate each model accuracy on testing data set.
#Hint: Make use of for loop
#Print the max_depth value of the model with highest accuracy.
dt_reg = DecisionTreeRegressor()
random_grid = {'max_depth': max_depth}
dt_random = RandomizedSearchCV(estimator = dt_reg, param_distributions = random_grid,
n_iter = 90, cv = 3, verbose=2, random_state=42, n_jobs = -1)
dt_random.fit(X_train, Y_train)
dt_random.best_params_
def evaluate(model, test_features, test_labels):
predictions = model.predict(test_features)
errors = abs(predictions - test_labels)
mape = 100 * np.mean(errors / test_labels)
accuracy = 100 - mape
print('Model Performance')
print('Average Error: {:0.4f} degrees.'.format(np.mean(errors)))
print('Accuracy = {:0.2f}%.'.format(accuracy))
return accuracy
best_random = dt_random.best_estimator_
random_accuracy = evaluate(best_random, X_test,Y_test)
print("Accuracy Scores of the Model ",random_accuracy)
best_parameters = (dt_random.best_params_['max_depth']);
print(best_parameters)
The question is asking for default values. Try to remove random_state=1
Current Line:
dt_reg = DecisionTreeRegressor(random_state=1)
Update Line:
dt_reg = DecisionTreeRegressor()
I think it should Work!!!
# ================================================================================
# Machine Learning Using Scikit-Learn | 3 | Decision Trees ================================================================================
import sklearn.datasets as datasets
import sklearn.model_selection as model_selection
import numpy as np
from sklearn.tree import DecisionTreeRegressor
np.random.seed(100)
# Load popular Boston dataset from sklearn.datasets module and assign it to variable boston.
boston = datasets.load_boston()
# print(boston)
# Split boston.data into two sets names X_train and X_test. Also, split boston.target into two sets Y_train and Y_test
X_train, X_test, Y_train, Y_test = model_selection.train_test_split(boston.data, boston.target, random_state=30)
# Print the shape of X_train dataset
print(X_train.shape)
# Print the shape of X_test dataset.
print(X_test.shape)
# Build a Decision tree Regressor model from X_train set and Y_train labels, with default parameters. Name the model as dt_reg
dt_Regressor = DecisionTreeRegressor()
dt_reg = dt_Regressor.fit(X_train, Y_train)
print(dt_reg.score(X_train,Y_train))
print(dt_reg.score(X_test,Y_test))
predicted = dt_reg.predict(X_test[:2])
print(predicted)
# Get the max depth
maxdepth = 2
maxscore = 0
for x in range(2, 6):
dt_Regressor = DecisionTreeRegressor(max_depth=x)
dt_reg = dt_Regressor.fit(X_train, Y_train)
score = dt_reg.score(X_test, Y_test)
if(maxscore < score):
maxdepth = x
maxscore = score
print(maxdepth)

How to test unseen test data with cross validation and predict labels?

1.The CSV that contains data(ie. text description) along with categorized labels
df = pd.read_csv('./output/csv_sanitized_16_.csv', dtype=str)
X = df['description_plus']
y = df['category_id']
2.This CSV contains unseen data(ie. text description) for which labels need to be predicted
df_2 = pd.read_csv('./output/csv_sanitized_2.csv', dtype=str)
X2 = df_2['description_plus']
Cross validation function that operates on the training data(item #1) above.
def cross_val():
cv = KFold(n_splits=20)
vectorizer = TfidfVectorizer(sublinear_tf=True, max_df=0.5,
stop_words='english')
X_train = vectorizer.fit_transform(X)
clf = make_pipeline(preprocessing.StandardScaler(with_mean=False), svm.SVC(C=1))
scores = cross_val_score(clf, X_train, y, cv=cv)
print(scores)
print("Accuracy: %0.2f (+/- %0.2f)" % (scores.mean(), scores.std() * 2))
cross_val()
I need to know how to pass the unseen data(item #2) to the cross validation function and how to predict the labels?
Using scores = cross_val_score(clf, X_train, y, cv=cv) you can only get the cross-validated scores of the model. cross_val_score will internally split the data into training and testing based on the cv parameter.
So the values that you get are the cross-validated accuracy of the SVC.
To get the score on the unseen data, you can first fit the model e.g.
clf = make_pipeline(preprocessing.StandardScaler(with_mean=False), svm.SVC(C=1))
clf.fit(X_train, y) # the model is trained now
and then do clf.score(X_unseen,y)
The last will return the accuracy of the model on the unseen data.
EDIT: The best way to do what you want is the following using a GridSearch to first find the best model using the training data and then evaluate the best model using the unseen (test) data:
from sklearn import svm, datasets
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import train_test_split
from sklearn.model_selection import cross_val_score
# load some data
iris = datasets.load_iris()
X, y = iris.data, iris.target
#split data to training and test sets
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.25, random_state=0)
# hyperparameter tunig of the SVC model
parameters = {'kernel':('linear', 'rbf'), 'C':[1, 10]}
svc = svm.SVC()
# fit the GridSearch using the TRAINING data
grid_searcher = GridSearchCV(svc, parameters)
grid_searcher.fit(X_train, y_train)
#recover the best estimator (best parameters for the SVC, based on the GridSearch)
best_SVC_model = grid_searcher.best_estimator_
# Now, check how this best model behaves on the test set
cv_scores_on_unseen = cross_val_score(best_SVC_model, X_test, y_test, cv=5)
print(cv_scores_on_unseen.mean())

tuning models with grid search

I ran across an example on parameters tuning with Grid search and text data using TfidfVectorizer() in the pipeline.
As far as I've understood is that when we call grid_search.fit(X_train, y_train) it will transform the data then fit the model as it is described in a dictionary. However during the evaluation, I'm a bit confused with the test dataset, since when we call grid_search.predict(X_test) I don't know whether/(how) the TfidfVectorizer() is applied on this test chunk.
Thanks
David
import pandas as pd
from sklearn.feature_extraction.text import TfidfVectorizer
from sklearn.linear_model.logistic import LogisticRegression
from sklearn.grid_search import GridSearchCV
from sklearn.pipeline import Pipeline
from sklearn.cross_validation import train_test_split
from sklearn.metrics import precision_score, recall_score, accuracy_
score
pipeline = Pipeline([
('vect', TfidfVectorizer(stop_words='english')),
('clf', LogisticRegression())
])
parameters = {
'vect__max_df': (0.25, 0.5, 0.75),
'vect__stop_words': ('english', None),
'vect__max_features': (2500, 5000, 10000, None),
'vect__ngram_range': ((1, 1), (1, 2)),
'vect__use_idf': (True, False),
'vect__norm': ('l1', 'l2'),
'clf__penalty': ('l1', 'l2'),
'clf__C': (0.01, 0.1, 1, 10),
}
if __name__ == "__main__":
grid_search = GridSearchCV(pipeline, parameters, n_jobs=-1,
verbose=1, scoring='accuracy', cv=3)
df = pd.read_csv('data/sms.csv')
X, y, = df['message'], df['label']
X_train, X_test, y_train, y_test = train_test_split(X, y)
grid_search.fit(X_train, y_train)
print 'Best score: %0.3f' % grid_search.best_score_
print 'Best parameters set:'
best_parameters = grid_search.best_estimator_.get_params()
for param_name in sorted(parameters.keys()):
print '\t%s: %r' % (param_name, best_parameters[param_name])
predictions = grid_search.predict(X_test)
print 'Accuracy:', accuracy_score(y_test, predictions)
print 'Precision:', precision_score(y_test, predictions)
print 'Recall:', recall_score(y_test, predictions)
This is an example of scikit-learn pipelines magic. It works like this:
First, you define elements of a pipeline with Pipeline constructor - all data, whether on train or test (predict) stage, will be processed through all the defined steps - in this case by TfidfVectorizer and then the output will be passed to LogisticRegression model.
Passing defined pipeline to GridSearchCV constructor allows you to use the method fit, that not only performs grid search but also internally sets both TfidfVectorizer and LogisticRegression to best found parameters, so later running predict does so on best-found models.
You can find more info on creating pipelines in scikit-learn documentation.

Why SVR prediction some value

I'm trying to predict stock prices through SVR using python. Given below is the code that I have used,
import pandas as pd
import numpy as np
from sklearn.svm import SVR
train= pd.read_csv("ntrain1.csv")
X_train = train.drop("Close Now",1)
Y_train = train["Close Now"]
clf = SVR(kernel= 'rbf', C=100000, gamma=0.2, epsilon = 0.1)
clf.fit(X_train, Y_train)
test= pd.read_csv("ntestbri.csv")
X_test = test.drop("Close Now",1)
Y_test = test["Close Now"]
y_prediksi = clf.predict(X_test)
y_prediksi_series = pd.Series(y_prediksi)
y_prediksi= pd.DataFrame()
y_prediksi["y_prediksi"] = y_prediksi_series
y_prediksi.to_csv("npredksibri3.csv")
rmse = np.sqrt( mean_squared_error( Y_test, y_prediksi ) )
rmse
The problem in this code is to generate a prediction with the same value of 4436.021668 and the RMSE value corresponding to the predicted result.
How do I fix this?
#maulita - not sure what the specific question is but if you are looking to improve your predictor, a best practice is to do the train test split on the training set. This allows you to assess the quality of your predictions and calibrate your predictor prior to loading the test dataset. Hope that helps - Sandeep

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