[41c1e8]: / exseek / scripts / estimators.py

Download this file

497 lines (436 with data), 21.9 kB

  1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
import numpy as np
import pandas as pd
import matplotlib
matplotlib.use('Agg')
import matplotlib.pyplot as plt
from matplotlib.backends.backend_pdf import PdfPages
import seaborn as sns
sns.set()
from sklearn.base import BaseEstimator, ClassifierMixin
from sklearn.linear_model import LogisticRegression
from sklearn.ensemble import RandomForestClassifier
from sklearn.svm import LinearSVC
from sklearn.metrics import roc_auc_score, accuracy_score, roc_curve
from sklearn.preprocessing import StandardScaler, RobustScaler, MinMaxScaler, MaxAbsScaler
from sklearn.utils.class_weight import compute_sample_weight
from sklearn.model_selection import GridSearchCV
from sklearn.feature_selection import RFE
import os
from tqdm import tqdm
import pickle
import json
from scipy.cluster import hierarchy
from scipy.spatial.distance import pdist, squareform
from tqdm import tqdm
import logging
logging.basicConfig(level=logging.INFO, format='[%(asctime)s] [%(levelname)s] %(name)s: %(message)s')
def bootstrap(*arrays):
'''Perform bootstrap resampling
Parameters
----------
arrays: list of array-like objects
Data to resample. Bootstrap resampling is performed on the first dimension of each array
Returns
-------
arrays: tuple of array-like objects
Resampled data
'''
n_samples = arrays[0].shape[0]
if not all(n_samples == a.shape[0] for a in arrays):
raise ValueError('the first dimension of all arrays should be equal')
indices = np.random.randint(n_samples, size=n_samples)
return (np.take(a, indices, axis=0) for a in arrays)
def jackknife(*arrays, remove=1, indices=None):
'''Perform jackknife resampling
Parameters
----------
arrays: list of array-like objects
Data to resample. Bootstrap resampling is performed on the first dimension of each array
remove: int or float
If `remove` is a integer, remove that number of samples.
If `remove` is a float, remove that fraction of samples.
indices: array-like
Indices of samples to remove. The `remove` parameter will be ignored.
Returns
-------
arrays: tuple of array-like objects
Resampled data
'''
n_samples = arrays[0].shape[0]
if not all(n_samples == a.shape[0] for a in arrays):
raise ValueError('the first dimension of all arrays should be equal')
if indices is None:
if remove < 1:
n_remove = round(remove*n_samples)
else:
n_remove = remove
indices = np.random.choice(n_samples, replace=False, size=n_remove)
return (np.delete(a, indices, axis=0) for a in arrays)
class RobustEstimator(BaseEstimator, ClassifierMixin):
'''A wrapper to select robust features based on feature reccurence
Parameters:
----------
estimator: sklearn.base.BaseEstimator object
Base estimator for feature selection
n_select: int
Number of features to select
resample_method: str, choices: ('jackknife', 'bootstrap')
Resampling method
remove: float or int
Fraction (float, 0.0-1.0) or number (int, >= 1) of samples to remove for each round of resampling
max_runs: int
Maximum rounds of jackknife resampling
recurring_fraction: float
Minimum required fraction of reccuring samples to select features
grid_search: dict or None
Parameter grid for optimizing hyper-parameters using GridSearchCV
rfe: bool
Whether to use RFE to select features rather than select features with higest importance during each run
Attributes:
----------
feature_recurrence_: array-like, shape (n_features,)
Number of resampling rounds in which each feature is retained
features_: array-like, shape (n_features,)
Indices of selected features
feature_selection_matrix_: array-like, (max_runs, n_select), type int
Indicator matrix for selected features during each run
feature_importance_matrix_: array-like, (max_runs, n_features)
Feature importance during each resampling run
feature_importances_mean_: array-like, (n_features,)
Feature importances averaged across resampling runs
feature_importance_std_: array-like, (n_features,)
Standard deviation of feature importances across resampling runs
estimator_: sklearn.base.BaseEstimator object
Estimator fitted on all data using selected features
feature_importances_: array-like, (n_select,)
Feature importances trained on all data using selected features
'''
def __init__(self, estimator, n_select=None, resample_method = 'jackknife',
remove=1, max_runs=50, recurring_fraction=0.5,
grid_search=None, rfe=False):
self.estimator = estimator
self.remove = remove
self.max_runs = max_runs
self.n_select = n_select
self.resample_method = resample_method
self.recurring_fraction = recurring_fraction
self.grid_search = grid_search
self.rfe = rfe
def fit(self, X, y, sample_weight=None):
n_samples, n_features = X.shape
feature_rank_matrix = np.zeros(n_samples)
if self.remove == 1:
max_runs = n_samples
else:
max_runs = self.max_runs
n_select = self.n_select
if n_select is None:
n_select = n_features
feature_rank_matrix = np.zeros((max_runs, n_features))
feature_importances_matrix = np.zeros((max_runs, n_features))
if sample_weight is None:
sample_weight = np.ones(n_samples)
for i_run in range(max_runs):
if self.resample_method == 'bootstrap':
X_, y_, sample_weight_ = bootstrap(X, y, sample_weight)
elif self.resample_method == 'jackknife':
indices_remove = None
if self.remove == 1:
indices_remove = i_run
X_, y_, sample_weight_ = jackknife(X, y, sample_weight,
remove=self.remove, indices=indices_remove)
if self.grid_search is not None:
cv = GridSearchCV(self.estimator, param_grid=self.grid_search, cv=3)
cv.fit(X_, y_, sample_weight=sample_weight_)
self.estimator = cv.best_estimator_
else:
self.estimator.fit(X_, y_, sample_weight=sample_weight_)
if self.rfe:
rfe = RFE(self.estimator, n_select, step=0.1)
rfe.fit(X_, y_)
feature_importances_matrix[i_run] = rfe.support_.astype('float')
feature_rank_matrix[i_run] = rfe.ranking_
else:
if hasattr(self.estimator, 'coef_'):
feature_importances = np.square(self.estimator.coef_.flatten())
else:
feature_importances = self.estimator.feature_importances_
feature_importances_matrix[i_run] = feature_importances
feature_orders = np.argsort(-feature_importances)
feature_rank_matrix[i_run, feature_orders] = np.arange(n_features)
if self.rfe:
feature_selection_matrix = (feature_rank_matrix == 1).astype(np.int32)
else:
feature_selection_matrix = (feature_rank_matrix < n_select).astype(np.int32)
feature_recurrence = np.sum(feature_selection_matrix, axis=0)
#robust_features = np.nonzero(feature_recurrence > round(n_samples)*self.recurring_fraction)[0]
#robust_features = robust_features[np.argsort(feature_recurrence[robust_features])][::-1]
robust_features = np.argsort(-feature_recurrence)[:n_select]
feature_selection_matrix = feature_selection_matrix[:, robust_features]
# refit the estimator
if self.grid_search is not None:
cv = GridSearchCV(self.estimator, param_grid=self.grid_search, cv=3)
cv.fit(X[:, robust_features], y, sample_weight=sample_weight)
self.estimator = cv.best_estimator_
else:
self.estimator.fit(X[:, robust_features], y, sample_weight=sample_weight)
# save attributes
self.feature_recurrence_ = feature_recurrence
self.features_ = robust_features
self.feature_selection_matrix_ = feature_selection_matrix
self.feature_importances_matrix_ = feature_importances_matrix
self.feature_importances_mean_ = np.mean(feature_importances_matrix, axis=0)
self.feature_importances_std_ = np.std(feature_importances_matrix, axis=0)
self.estimator_ = self.estimator
if hasattr(self.estimator, 'coef_'):
self.feature_importances_ = np.square(self.estimator.coef_.flatten())
else:
self.feature_importances_ = self.estimator.feature_importances_
return self
def predict(self, X):
return self.estimator_.fit(X)
def score(self, X):
return self.estimator_.score(X)
def define_step(inputs=None, outputs=None):
inputs = inputs if inputs is not None else ()
outputs = outputs if outputs is not None else ()
def wrapper_generator(f):
def wrapper(self, *args, **kwargs):
for input in inputs:
if not hasattr(self, input):
raise ValueError('missing input "{}" for step f.__name__'.format(input))
r = f(self, *args, **kwargs)
for output in outputs:
if not hasattr(self, output):
raise ValueError('missing output "{}" for step f.__name__'.format(output))
return r
return wrapper
return wrapper_generator
class FeatureSelection(object):
def __init__(self, matrix,
sample_classes,
output_dir,
remove_zero_features=None,
top_features_by_median=None,
transpose=False,
positive_class=None,
negative_class=None,
use_log=False,
scaler=None,
compute_sample_weight=False,
method='logistic_regression',
rfe=False,
n_select=None,
resample_method='jackknife',
jackknife_max_runs=100,
jackknife_remove=0.2,
bootstrap_max_runs=100,
**kwargs):
self.matrix_file = matrix
self.sample_classes_file = sample_classes
self.output_dir = output_dir
self.remove_zero_features = remove_zero_features
self.top_features_by_median = top_features_by_median
self.transpose = transpose
self.positive_class = positive_class
self.negative_class = negative_class
self.use_log = use_log
self.scaler = scaler
self.compute_sample_weight = compute_sample_weight
self.rfe = rfe
self.method = method
self.n_select = n_select
self.resample_method = resample_method
self.jackknife_max_runs = jackknife_max_runs
self.jackknife_remove = jackknife_remove
self.bootstrap_max_runs = bootstrap_max_runs
self.logger = logging.getLogger('FeatureSelection')
if not os.path.exists(self.output_dir):
self.logger.info('create output directory: ' + self.output_dir)
os.makedirs(self.output_dir)
@define_step(inputs=['matrix_file'], outputs=['X', 'sample_classes'])
def read_data(self):
self.X = pd.read_table(self.matrix_file, index_col=0)
if self.transpose:
self.logger.info('transpose feature matrix')
self.X = self.X.T
self.logger.info('{} samples, {} features'.format(*self.X.shape))
self.logger.info('read sample classes: ' + self.sample_classes_file)
self.sample_classes = pd.read_table(self.sample_classes_file, header=None,
names=['sample_id', 'sample_class'], index_col=0)
self.sample_classes = self.sample_classes.iloc[:, 0]
@define_step(inputs=['X'], outputs=['feature_names', 'n_features'])
def filter_features(self):
if self.remove_zero_features is not None:
self.X = self.X.loc[:, np.isclose(m, 0).sum(axis=0) >= (m.shape[0]*self.remove_zero_features)]
if self.top_features_by_median is not None:
nonzero_samples = (self.X > 0).sum(axis=0)
counts_geomean = np.exp(np.sum(np.log(np.maximum(self.X, 1)), axis=0)/nonzero_samples)
self.X = self.X.loc[:, counts_geomean.sort_values(ascending=False)[:self.top_features_by_median].index.values]
self.feature_names = self.X.columns.values
self.n_features = self.X.shape[1]
self.logger.info('{} features after filtering'.format(self.n_features))
self.logger.info('features: {} ...'.format(str(self.feature_names[:3])))
@define_step(inputs=['X', 'positive_class', 'negative_class'],
outputs=['X', 'y', 'n_samples', 'sample_ids', 'X_raw'])
def select_samples(self):
if (self.positive_class is not None) and (self.negative_class is not None):
self.positive_class = self.positive_class.split(',')
self.negative_class = self.negative_class.split(',')
else:
unique_classes = np.unique(self.sample_classes.values)
if len(unique_classes) != 2:
raise ValueError('expect 2 classes but {} classes found'.format(len(unique_classes)))
self.positive_class, self.negative_class = unique_classes
self.positive_class = np.atleast_1d(self.positive_class)
self.negative_class = np.atleast_1d(self.negative_class)
self.logger.info('positive class: {}, negative class: {}'.format(self.positive_class, self.negative_class))
X_pos = self.X.loc[self.sample_classes[self.sample_classes.isin(self.positive_class)].index.values]
X_neg = self.X.loc[self.sample_classes[self.sample_classes.isin(self.negative_class)].index.values]
self.logger.info('number of positive samples: {}, negative samples: {}, class ratio: {}'.format(
X_pos.shape[0], X_neg.shape[0], float(X_pos.shape[0])/X_neg.shape[0]))
self.X = pd.concat([X_pos, X_neg], axis=0)
self.y = np.zeros(self.X.shape[0], dtype=np.int32)
self.y[X_pos.shape[0]:] = 1
self.X_raw = self.X
self.n_samples = self.X.shape
self.sample_ids = self.X.index.values
@define_step(inputs=['X', 'use_log', 'scaler'], outputs=['X'])
def scale_features(self):
if self.use_log:
self.logger.info('apply log2 to feature matrix')
self.X = np.log2(self.X + 1)
if self.scaler == 'zscore':
scaler = StandardScaler()
elif self.scaler == 'robust':
scaler = RobustScaler()
elif self.scaler == 'min_max':
scaler = MinMaxScaler()
elif self.scaler == 'max_abs':
scaler = MaxAbsScaler()
self.logger.info('scale features using {}'.format(self.scaler))
self.X = scaler.fit_transform(self.X)
@define_step(inputs=['X', 'method', 'resample_method'],
outputs=['estimator', 'robust_estimator', 'compute_sample_weight'])
def train_model(self):
if np.any(np.isnan(self.X)):
self.logger.info('nan values found in features')
self.estimator = None
grid_search = None
self.logger.info('use {} to select features'.format(self.method))
if self.method == 'r_test':
self.estimator = TTestEstimator()
elif self.method == 'logistic_regression':
self.estimator = LogisticRegression()
grid_search = {'C': [1e-5, 1e-4, 1e-3, 1e-2, 1e-1, 1, 1e2, 1e3, 1e4, 1e5]}
elif self.method == 'random_forest':
self.estimator = RandomForestClassifier()
grid_search = {'max_depth': list(range(2, 10))}
elif self.method == 'linear_svm':
self.estimator = LinearSVC()
grid_search = {'C': [1e-5, 1e-4, 1e-3, 1e-2, 1e-1, 1, 1e2, 1e3, 1e4, 1e5]}
else:
raise ValueError('unknown feature selection method: {}'.format(self.method))
resampler_args = {}
if self.resample_method == 'jackknife':
resampler_args = {'max_runs': self.jackknife_max_runs,
'remove': self.jackknife_remove
}
elif self.resample_method == 'bootstrap':
resampler_args = {'max_runs': self.bootstrap_max_runs}
self.robust_estimator = RobustEstimator(self.estimator, n_select=self.n_select,
grid_search=grid_search, resample_method='bootstrap',
rfe=self.rfe, **resampler_args)
sample_weight = None
if self.compute_sample_weight:
sample_weight = compute_sample_weight('balanced', self.y)
self.robust_estimator.fit(self.X, self.y, sample_weight=sample_weight)
self.estimator = self.robust_estimator.estimator_
@define_step(inputs=['estimator', 'X', 'y'])
def evaluate_model(self):
self.logger.info('evaluate the model')
features = pd.read_table(os.path.join(self.output_dir, 'features.txt'),
header=None).iloc[:, 0].values
feature_index = pd.Series(np.arange(self.n_features),
index=self.feature_names).loc[features]
y_pred = self.estimator.predict(self.X[:, feature_index])
y_score = self.estimator.predict_proba(self.X[:, feature_index])[:, 1]
roc_auc = roc_auc_score(self.y, y_score)
fpr, tpr, thresholds = roc_curve(self.y, y_score)
sns.set_style('whitegrid')
fig, ax = plt.subplots(figsize=(7, 7))
ax.plot(fpr, tpr, label='AUC = {:.4f}'.format(roc_auc))
ax.plot([0, 1], [0, 1], linestyle='dashed', color='gray', linewidth=0.8)
ax.set_xlabel('False positive rate')
ax.set_ylabel('True positive rate')
ax.legend()
plt.savefig(os.path.join(self.output_dir, 'roc_curve.pdf'))
plt.close()
@define_step(inputs=['estimator'])
def save_model(self):
self.logger.info('save model')
with open(os.path.join(self.output_dir, 'model.pkl'), 'wb') as f:
pickle.dump(self.estimator, f)
@define_step(outputs=['estimator'])
def load_model(self):
self.logger.info('load model')
with open(os.path.join(self.output_dir, 'model.pkl'), 'rb') as f:
self.estimator = pickle.load(f)
@define_step(inputs=['estimator'])
def save_params(self):
self.logger.info('save model parameters')
with open(os.path.join(self.output_dir, 'params.json'), 'w') as f:
json.dump(self.estimator.get_params(), f, indent=2)
def save_matrix(self):
self.logger.info('save matrix')
df = pd.DataFrame(self.X, columns=self.feature_names, index=self.sample_ids)
df.index.name = 'sample'
df.to_csv(os.path.join(self.output_dir, 'matrix.txt'),
sep='\t', index=True, header=True)
data = pd.Series(self.y, index=self.sample_ids)
data.to_csv(os.path.join(self.output_dir, 'labels.txt'),
sep='\t', index=True, header=False)
@define_step(inputs=['output_dir', 'n_features', 'feature_names', 'X', 'y'])
def single_feature_metrics(self):
self.logger.info('compute metrics for selected features independently')
features = pd.read_table(os.path.join(self.output_dir, 'features.txt'),
header=None).iloc[:, 0].values
feature_index = pd.Series(np.arange(self.n_features),
index=self.feature_names).loc[features]
metrics = {}
scorers = {'roc_auc': roc_auc_score}
for metric in ['roc_auc']:
metrics[metric] = np.zeros(len(features))
for i, i_feature in enumerate(feature_index):
metrics[metric][i] = scorers[metric](self.y, self.X[:, i_feature])
metrics = pd.DataFrame(metrics, index=features)
metrics.index.name = 'feature'
metrics.to_csv(os.path.join(self.output_dir, 'single_feature_metrics.txt'),
sep='\t', index=True, header=True)
@define_step(inputs=['estimator'])
def plot_feature_importance(self):
self.logger.info('plot feature importance')
features = pd.read_table(os.path.join(self.output_dir, 'features.txt'),
header=None).iloc[:, 0].values
feature_importance = pd.read_table(os.path.join(self.output_dir, 'feature_importances.txt'),
names=['feature', 'feature_importance'], header=None)
feature_importance = feature_importance.iloc[np.argsort(-feature_importance['feature_importance'].values), :]
print(feature_importance.head())
sns.set_style('whitegrid')
fig, ax = plt.subplots(figsize=(15, 20))
sns.barplot('feature_importance', 'feature', color='gray',
data=feature_importance, ax=ax)
plt.subplots_adjust(left=0.3)
plt.savefig(os.path.join(self.output_dir, 'feature_importances_refitted.pdf'))
plt.close()
feature_importance_matrix = pd.read_table(os.path.join(self.output_dir, 'feature_importance_matrix.txt'))
feature_importance_matrix = feature_importance_matrix.loc[:, features]
feature_importance_matrix = feature_importance_matrix.iloc[:, np.argsort(-feature_importance_matrix.mean(axis=0).values)]
data = pd.melt(feature_importance_matrix, var_name='feature', value_name='feature_importance')
sns.set_style('whitegrid')
fig, ax = plt.subplots(figsize=(15, 25))
sns.barplot('feature_importance', 'feature', color='gray', ci='sd',
data=data, ax=ax, errwidth=1, capsize=0.2)
plt.subplots_adjust(left=0.2)
plt.savefig(os.path.join(self.output_dir, 'feature_importances_estimate.pdf'))
plt.close()