[434a55]: / ML_CV / validation.py

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# -*- coding: utf-8 -*-
# @Author : chq_N
# @Time : 2020/8/01
import matplotlib.pyplot as plt
import numpy as np
from sklearn.ensemble import RandomForestClassifier
from sklearn.metrics import roc_auc_score, roc_curve
from sklearn.model_selection import StratifiedKFold
def cv_test(features, label, indices, fn_interval=5, num_K=100):
def cross_val(X, y, seed):
np.random.seed(seed)
kf = StratifiedKFold(n_splits=5, shuffle=True)
prob_list = list()
auc_list = list()
y_list = list()
for train_index, test_index in kf.split(X, y):
model = RandomForestClassifier(
n_estimators=300, criterion='gini',
random_state=seed + 5, max_features='auto')
model.fit(X[train_index], y[train_index])
y_pred = model.predict_proba(X[test_index])[:, 1]
test_auc = roc_auc_score(y[test_index], y_pred)
prob_list.append(y_pred)
auc_list.append(test_auc)
y_list.append(y[test_index])
return np.concatenate(prob_list), np.concatenate(y_list), np.mean(auc_list)
best_k = 0
best_auc = 0
for ii in np.arange(num_K) + 1:
if (ii - 1) * fn_interval >= features.shape[-1]:
break
f_n = np.clip(ii * fn_interval, 0, features.shape[-1])
X_selected = features[:, indices[0:f_n]]
auc_all = list()
auc_mean = list()
for i in range(5):
y_pred, _y, auc = cross_val(X_selected, label, i * 10)
test_auc = roc_auc_score(_y, y_pred)
auc_all.append(test_auc)
auc_mean.append(auc)
auc_all = np.mean(auc_all)
auc_mean = np.mean(auc_mean)
print(f_n, 'auc all:', auc_all, 'auc mean:', auc_mean)
if auc_mean > best_auc:
best_auc = auc_mean
best_k = f_n
return best_k, best_auc
def detail_test(features, label, indices, f_n, ppv_th=0.7):
def cross_val(X, y, seed):
np.random.seed(seed)
kf = StratifiedKFold(n_splits=5, shuffle=True)
prob_list = list()
auc_list = list()
y_list = list()
for train_index, test_index in kf.split(X, y):
model = RandomForestClassifier(
n_estimators=300, criterion='gini',
random_state=seed + 5, max_features='auto')
model.fit(X[train_index], y[train_index])
y_pred = model.predict_proba(X[test_index])[:, 1]
test_auc = roc_auc_score(y[test_index], y_pred)
prob_list.append(y_pred)
auc_list.append(test_auc)
y_list.append(y[test_index])
return np.concatenate(prob_list), np.concatenate(y_list), np.mean(auc_list), np.std(auc_list, ddof=1)
def get_sen_spe(pred, label):
label = (label > 0).astype('int')
def criteria(x, th):
return (x > th).astype('int')
for j in range(0, 1000, 1):
j = j / 1000
TP = ((label == 1) * (criteria(pred, j) == 1))
TN = ((label == 0) * (criteria(pred, j) == 0))
FP = ((label == 0) * (criteria(pred, j) == 1))
FN = ((label == 1) * (criteria(pred, j) == 0))
sensitivity = TP.sum() / (TP.sum() + FN.sum() + 1e-9)
specifity = TN.sum() / (TN.sum() + FP.sum() + 1e-9)
ppv = TP.sum() / (TP.sum() + FP.sum() + 1e-9)
npv = TN.sum() / (TN.sum() + FN.sum() + 1e-9)
acc = (TP.sum() + TN.sum()) / (TN.sum() + FP.sum() + TP.sum() + FN.sum() + 1e-9)
if ppv >= ppv_th:
break
return sensitivity, specifity, ppv, npv, acc
def draw_auc(y_pred, y):
inter_fpr = np.linspace(0, 1, 1000)
fpr, tpr, thresholds = roc_curve(y, y_pred)
inter_tpr = np.interp(inter_fpr, fpr, tpr)
inter_tpr[0] = 0.0
inter_tpr[-1] = 1.0
return inter_tpr
X_selected = features[:, indices[0:f_n]]
auc_all = list()
auc_mean = list()
auc_std = list()
sensitivity = list()
specificity = list()
ppv = list()
npv = list()
acc = list()
tpr = list()
for i in range(5):
y_pred, _y, _auc_mean, _auc_std = cross_val(X_selected, label, i * 10)
test_auc = roc_auc_score(_y, y_pred)
_tpr = draw_auc(y_pred, _y)
tpr.append(_tpr)
auc_all.append(test_auc)
auc_mean.append(_auc_mean)
auc_std.append(_auc_std)
_sen, _spe, _ppv, _npv, _acc = get_sen_spe(y_pred, _y)
sensitivity.append(_sen)
specificity.append(_spe)
ppv.append(_ppv)
npv.append(_npv)
acc.append(_acc)
return tpr, auc_all, auc_mean, auc_std, sensitivity, specificity, ppv, npv, acc
def draw_mean_auc(
tpr, mean_sen, std_sen,
mean_spe, std_spe,
mean_auc, std_auc,
save_name):
tpr = np.asarray(tpr)
fpr = np.linspace(0, 1, 1000)
fig, ax = plt.subplots()
ax.patch.set_facecolor('white')
ax.grid(color='gray', linestyle='-.', linewidth=0.7)
ax.spines['bottom'].set_color('black')
ax.spines['left'].set_color('black')
ax.tick_params(axis='x', colors='black')
ax.tick_params(axis='y', colors='black')
ax.plot([0, 1], [0, 1],
linestyle='--', lw=2, color='r',
label='Chance',
alpha=.8)
mean_tpr = np.mean(tpr, axis=0)
ax.plot(fpr, mean_tpr, color='b',
label=r'ROC (AUC = %0.2f$\pm$%0.2f)' % (mean_auc, std_auc),
lw=2, alpha=.8)
std_tpr = np.std(tpr, axis=0, ddof=1)
tprs_upper = np.minimum(mean_tpr + std_tpr, 1)
tprs_lower = np.maximum(mean_tpr - std_tpr, 0)
ax.fill_between(fpr, tprs_lower, tprs_upper, color='grey', alpha=.2,
label=r'$\pm$ 1 std. dev.'
)
ax.set(xlim=[-0.05, 1.05], ylim=[-0.05, 1.05],
title='ROC Curve of %s' % save_name
)
ax.errorbar(1 - mean_spe, mean_sen, xerr=std_spe, yerr=std_sen,
color='g', fmt='.', markersize='7', ecolor='red', elinewidth=2, capsize=4,
label='Point with PPV=0.7')
ax.annotate('Sen=%0.1f%%$\pm$%0.2f%%\nSpe=%0.1f%%$\pm$%0.2f%%' % (
round(mean_sen * 100, 1), round(std_sen * 100, 2),
round(mean_spe * 100, 1), round(std_spe * 100, 2)),
(1 - mean_spe + 0.02, mean_sen - std_sen - 0.1))
ax.legend(loc="lower right")
plt.savefig(save_name + '.pdf')
plt.show()