--- a +++ b/Ensemble/Ensemble-all.ipynb @@ -0,0 +1,2232 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": 1, + "source": [ + "# Import libraries\n", + "import numpy as np\n", + "import pandas as pd\n", + "import matplotlib.pyplot as plt\n", + "import getpass\n", + "import pdvega\n", + "import plotly.graph_objs as go\n", + "\n", + "from plotly.offline import iplot, init_notebook_mode\n", + "import plotly.io as pio\n", + "from plotly.graph_objs import *\n", + "\n", + "# for configuring connection \n", + "from configobj import ConfigObj\n", + "import os\n", + "\n", + "%matplotlib inline\n", + "\n", + "\n", + "import os\n", + "\n", + "\n", + "from sklearn import linear_model\n", + "from sklearn import metrics\n", + "from sklearn.model_selection import train_test_split\n", + "\n", + "#configure the notebook for use in offline mode\n", + "init_notebook_mode(connected=True)" + ], + "outputs": [ + { + "output_type": "display_data", + "data": { + "text/html": [ + "<script type=\"text/javascript\">window.PlotlyConfig = {MathJaxConfig: 'local'};</script><script type=\"text/javascript\">if (window.MathJax) {MathJax.Hub.Config({SVG: {font: \"STIX-Web\"}});}</script><script>requirejs.config({paths: { 'plotly': ['https://cdn.plot.ly/plotly-latest.min']},});if(!window._Plotly) {require(['plotly'],function(plotly) {window._Plotly=plotly;});}</script>" + ], + "text/vnd.plotly.v1+html": [ + "<script type=\"text/javascript\">window.PlotlyConfig = {MathJaxConfig: 'local'};</script><script type=\"text/javascript\">if (window.MathJax) {MathJax.Hub.Config({SVG: {font: \"STIX-Web\"}});}</script><script>requirejs.config({paths: { 'plotly': ['https://cdn.plot.ly/plotly-latest.min']},});if(!window._Plotly) {require(['plotly'],function(plotly) {window._Plotly=plotly;});}</script>" + ] + }, + "metadata": {} + } + ], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 2, + "source": [ + "df2= pd.read_csv(\"analysis.csv\")" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 3, + "source": [ + "df2.head()" + ], + "outputs": [ + { + "output_type": "execute_result", + "data": { + "text/html": [ + "<div>\n", + "<style scoped>\n", + " .dataframe tbody tr th:only-of-type {\n", + " vertical-align: middle;\n", + " }\n", + "\n", + " .dataframe tbody tr th {\n", + " vertical-align: top;\n", + " }\n", + "\n", + " .dataframe thead th {\n", + " text-align: right;\n", + " }\n", + "</style>\n", + "<table border=\"1\" class=\"dataframe\">\n", + " <thead>\n", + " <tr style=\"text-align: right;\">\n", + " <th></th>\n", + " <th>Unnamed: 0</th>\n", + " <th>hospitalid</th>\n", + " <th>sodium</th>\n", + " <th>electivesurgery</th>\n", + " <th>vent</th>\n", + " <th>dialysis</th>\n", + " <th>gcs</th>\n", + " <th>urine</th>\n", + " <th>wbc</th>\n", + " <th>temperature</th>\n", + " <th>...</th>\n", + " <th>m11_True</th>\n", + " <th>m12_True</th>\n", + " <th>m13_True</th>\n", + " <th>m14_True</th>\n", + " <th>m15_True</th>\n", + " <th>m16_True</th>\n", + " <th>m17_True</th>\n", + " <th>m18_True</th>\n", + " <th>m19_True</th>\n", + " <th>m20_True</th>\n", + " </tr>\n", + " </thead>\n", + " <tbody>\n", + " <tr>\n", + " <th>0</th>\n", + " <td>0</td>\n", + " <td>59.0</td>\n", + " <td>139.0</td>\n", + " <td>-1.0</td>\n", + " <td>0.0</td>\n", + " <td>0.0</td>\n", + " <td>15.0</td>\n", + " <td>-1.0</td>\n", + " <td>14.7</td>\n", + " <td>36.1</td>\n", + " <td>...</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " </tr>\n", + " <tr>\n", + " <th>1</th>\n", + " <td>1</td>\n", + " <td>73.0</td>\n", + " <td>134.0</td>\n", + " <td>-1.0</td>\n", + " <td>0.0</td>\n", + " <td>0.0</td>\n", + " <td>13.0</td>\n", + " <td>-1.0</td>\n", + " <td>14.1</td>\n", + " <td>39.3</td>\n", + " <td>...</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " </tr>\n", + " <tr>\n", + " <th>2</th>\n", + " <td>2</td>\n", + " <td>73.0</td>\n", + " <td>-1.0</td>\n", + " <td>1.0</td>\n", + " <td>1.0</td>\n", + " <td>0.0</td>\n", + " <td>15.0</td>\n", + " <td>-1.0</td>\n", + " <td>8.0</td>\n", + " <td>34.8</td>\n", + " <td>...</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " </tr>\n", + " <tr>\n", + " <th>3</th>\n", + " <td>3</td>\n", + " <td>63.0</td>\n", + " <td>137.0</td>\n", + " <td>-1.0</td>\n", + " <td>0.0</td>\n", + " <td>0.0</td>\n", + " <td>15.0</td>\n", + " <td>-1.0</td>\n", + " <td>10.9</td>\n", + " <td>36.6</td>\n", + " <td>...</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>1</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " </tr>\n", + " <tr>\n", + " <th>4</th>\n", + " <td>4</td>\n", + " <td>63.0</td>\n", + " <td>135.0</td>\n", + " <td>-1.0</td>\n", + " <td>0.0</td>\n", + " <td>0.0</td>\n", + " <td>15.0</td>\n", + " <td>-1.0</td>\n", + " <td>5.9</td>\n", + " <td>35.0</td>\n", + " <td>...</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " <td>1</td>\n", + " <td>0</td>\n", + " <td>0</td>\n", + " </tr>\n", + " </tbody>\n", + "</table>\n", + "<p>5 rows × 85 columns</p>\n", + "</div>" + ], + "text/plain": [ + " Unnamed: 0 hospitalid sodium electivesurgery vent dialysis gcs \\\n", + "0 0 59.0 139.0 -1.0 0.0 0.0 15.0 \n", + "1 1 73.0 134.0 -1.0 0.0 0.0 13.0 \n", + "2 2 73.0 -1.0 1.0 1.0 0.0 15.0 \n", + "3 3 63.0 137.0 -1.0 0.0 0.0 15.0 \n", + "4 4 63.0 135.0 -1.0 0.0 0.0 15.0 \n", + "\n", + " urine wbc temperature ... m11_True m12_True m13_True m14_True \\\n", + "0 -1.0 14.7 36.1 ... 1 0 0 1 \n", + "1 -1.0 14.1 39.3 ... 1 0 0 1 \n", + "2 -1.0 8.0 34.8 ... 0 0 1 0 \n", + "3 -1.0 10.9 36.6 ... 1 0 1 1 \n", + "4 -1.0 5.9 35.0 ... 0 0 1 0 \n", + "\n", + " m15_True m16_True m17_True m18_True m19_True m20_True \n", + "0 1 0 0 0 1 0 \n", + "1 1 0 0 0 1 0 \n", + "2 0 1 0 1 0 0 \n", + "3 1 0 0 1 1 0 \n", + "4 0 0 0 1 0 0 \n", + "\n", + "[5 rows x 85 columns]" + ] + }, + "metadata": {}, + "execution_count": 3 + } + ], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 4, + "source": [ + "del df2['hospitalid']\n", + "\n", + "df2 = df2.drop(df2.columns[[0]], axis=1)" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 5, + "source": [ + "df2.shape" + ], + "outputs": [ + { + "output_type": "execute_result", + "data": { + "text/plain": [ + "(95148, 83)" + ] + }, + "metadata": {}, + "execution_count": 5 + } + ], + "metadata": {} + }, + { + "cell_type": "markdown", + "source": [ + "**We moved all the pre-processing including splitting>imputation>Standardization to the CV iterations**" + ], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 6, + "source": [ + "cols_to_norm=['gcs', 'urine', 'wbc', 'sodium',\n", + " 'temperature', 'respiratoryrate', 'heartrate', 'meanbp', 'creatinine',\n", + " 'ph', 'hematocrit', 'albumin', 'pao2', 'pco2', 'bun', 'glucose',\n", + " 'bilirubin', 'fio2', 'age', 'offset']\n", + "\n", + "X=df2.drop('destcopy', 1)\n", + "y=df2['destcopy']\n", + "df_cols = list(X) #fancy impute removes column names." + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 8, + "source": [ + "# Load in our libraries\n", + "import pandas as pd\n", + "import numpy as np\n", + "import re\n", + "import sklearn\n", + "import xgboost as xgb\n", + "import seaborn as sns\n", + "import matplotlib.pyplot as plt\n", + "%matplotlib inline\n", + "\n", + "import plotly.offline as py\n", + "py.init_notebook_mode(connected=True)\n", + "import plotly.graph_objs as go\n", + "import plotly.tools as tls\n", + "\n", + "import warnings\n", + "warnings.filterwarnings('ignore')\n", + "\n", + "# Going to use these 5 base models for the stacking\n", + "from sklearn.ensemble import (RandomForestClassifier, AdaBoostClassifier, \n", + " GradientBoostingClassifier, ExtraTreesClassifier)\n", + "from sklearn.svm import SVC\n", + "from sklearn.model_selection import KFold\n", + "from sklearn.linear_model import LogisticRegression" + ], + "outputs": [ + { + "output_type": "display_data", + "data": { + "text/html": [ + "<script type=\"text/javascript\">window.PlotlyConfig = {MathJaxConfig: 'local'};</script><script type=\"text/javascript\">if (window.MathJax) {MathJax.Hub.Config({SVG: {font: \"STIX-Web\"}});}</script><script>requirejs.config({paths: { 'plotly': ['https://cdn.plot.ly/plotly-latest.min']},});if(!window._Plotly) {require(['plotly'],function(plotly) {window._Plotly=plotly;});}</script>" + ], + "text/vnd.plotly.v1+html": [ + "<script type=\"text/javascript\">window.PlotlyConfig = {MathJaxConfig: 'local'};</script><script type=\"text/javascript\">if (window.MathJax) {MathJax.Hub.Config({SVG: {font: \"STIX-Web\"}});}</script><script>requirejs.config({paths: { 'plotly': ['https://cdn.plot.ly/plotly-latest.min']},});if(!window._Plotly) {require(['plotly'],function(plotly) {window._Plotly=plotly;});}</script>" + ] + }, + "metadata": {} + } + ], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 9, + "source": [ + "from sklearn.model_selection import StratifiedKFold" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 10, + "source": [ + "\n", + "classes=['Death','Home','Nursing Home','Rehabilitation']\n", + "\n", + "kf_m = StratifiedKFold(n_splits=10)\n", + "\n", + "\n", + "\n", + "# Class to extend the Sklearn classifier\n", + "class SklearnHelper(object):\n", + " def __init__(self, clf, seed=0, params=None):\n", + " params['random_state'] = seed\n", + " self.clf = clf(**params)\n", + "\n", + " def train(self, x_train, y_train):\n", + " self.clf.fit(x_train, y_train)\n", + "\n", + " def predict(self, x):\n", + " return self.clf.predict(x)\n", + "\n", + " def fit(self,x,y):\n", + " return self.clf.fit(x,y)\n", + "\n", + " def feature_importances(self,x,y):\n", + " return(self.clf.fit(x,y).feature_importances_)\n", + " \n", + "\n", + "\n", + "\n", + "#-------------------------------------------------------------\n", + "\n", + "\n", + "\n", + "\n", + "#------------------------------------------\n", + "\n", + "rf_params = {\n", + " 'n_jobs': -1,\n", + " 'n_estimators': 400,\n", + " 'warm_start': True, \n", + " #'max_features': 0.2,\n", + " 'max_depth': 30,\n", + " 'min_samples_leaf': 2,\n", + " 'max_features' : 0.8,\n", + " 'verbose': 0,\n", + " 'criterion':'gini'\n", + "}\n", + "\n", + "\n", + "# Extra Trees Parameters\n", + "et_params = {\n", + " 'n_jobs': -1,\n", + " 'n_estimators':500,\n", + " #'max_features': 0.5,\n", + " 'max_depth': 8,\n", + " 'min_samples_leaf': 2,\n", + " 'verbose': 0\n", + "}\n", + "\n", + "# AdaBoost parameters\n", + "ada_params = {\n", + " 'n_estimators': 500,\n", + " 'learning_rate' : 0.75\n", + "}\n", + "\n", + "# Gradient Boosting parameters\n", + "gb_params = {\n", + " 'n_estimators': 500,\n", + " #'max_features': 0.2,\n", + " 'max_depth': 5,\n", + " 'min_samples_leaf': 2,\n", + " 'verbose': 0\n", + "}\n", + "\n", + "\n", + "\n", + "# Support Vector Classifier parameters \n", + "lr_params = {\n", + " 'penalty' : 'l1',\n", + " 'tol' : 6.75e-05,\n", + " 'C' : 2.5,\n", + " 'max_iter': 66\n", + " }\n", + "\n" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "markdown", + "source": [ + "**Random Forest**" + ], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 11, + "source": [ + "from collections import Counter" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": 12, + "source": [ + "from sklearn.model_selection import KFold\n", + "from sklearn import preprocessing\n", + "from imblearn.over_sampling import SMOTENC\n", + "from sklearn.metrics import f1_score\n", + "from yellowbrick.classifier import ROCAUC\n", + "from sklearn.linear_model import LogisticRegression\n", + "from numpy import loadtxt\n", + "import os\n", + "os.environ['KMP_DUPLICATE_LIB_OK']='True'\n", + "from xgboost import XGBClassifier\n", + "from sklearn.model_selection import train_test_split\n", + "from sklearn.metrics import accuracy_score\n", + "from sklearn.ensemble import AdaBoostClassifier\n", + "from sklearn.datasets import make_classification\n", + "from sklearn.model_selection import StratifiedKFold\n", + "import io \n", + "\n", + "\n", + "\n", + "for fold, (train_index, test_index) in enumerate(kf_m.split(X,y), 1):\n", + " X_train = X.iloc[train_index]\n", + " y_train = y.iloc[train_index] # Based on your code, you might need a ravel call here, but I would look into how you're generating your y\n", + " X_test = X.iloc[test_index]\n", + " y_test = y.iloc[test_index] # See comment on ravel and y_train\n", + " \n", + " \n", + "#------------------------------Standardize Testing Set------------------------------------\n", + " \n", + " std_scale = preprocessing.StandardScaler().fit(X_train[cols_to_norm])\n", + " X_train[cols_to_norm] = std_scale.transform(X_train[cols_to_norm])\n", + " X_test[cols_to_norm] = std_scale.transform(X_test[cols_to_norm])\n", + "#------------------------------------------------------------------------------------------\n", + "\n", + " # Hyperparameters are optimized using hyperopt\n", + "\n", + "\n", + "\n", + "# Class to extend XGboost classifer\n", + " sm = SMOTENC(random_state=50, categorical_features=[1,2,3,22,23,24,25,26,27,28,29,30,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,61, 62,63,64,65,66,67,68,69,70,71,72,73,74,75,76,77,78,79,80,81])\n", + " X_train_oversampled, y_train_oversampled = sm.fit_sample(X_train, y_train)\n", + " print(sorted(Counter(y_train_oversampled).items()))\n", + " \n", + "# --------------- Let's Start the fun ------------------------\n", + "\n", + " # Some useful parameters which will come in handy later on\n", + " ntrain = X_train_oversampled.shape[0]\n", + " print(ntrain)\n", + " ntest = X_test.shape[0]\n", + " SEED = 0 # for reproducibility\n", + " # set folds for out-of-fold prediction\n", + " #kf = KFold(ntrain, n_split=5, random_state=SEED)\n", + " \n", + " def get_oof(clf, x_train, y_train, x_test):\n", + " oof_train = np.zeros((ntrain,))\n", + " oof_test = np.zeros((ntest,))\n", + " oof_test_skf = np.empty((10, ntest))\n", + "\n", + "\n", + " for i, (train_index, test_index) in enumerate(kf_m.split(x_train, y_train)):\n", + " x_tr = x_train[train_index]\n", + " y_tr = y_train[train_index]\n", + " x_te = x_train[test_index]\n", + "\n", + " clf.train(x_tr, y_tr)\n", + " \n", + " oof_train[test_index] = clf.predict(x_te)\n", + " oof_test_skf[i, :] = clf.predict(x_test)\n", + "\n", + " oof_test[:] = oof_test_skf.mean(axis=0)\n", + " return oof_train.reshape(-1, 1), oof_test.reshape(-1, 1)\n", + " \n", + " # Create 5 objects that represent our 4 models\n", + " #rf = SklearnHelper(clf=RandomForestClassifier, seed=SEED, params=rf_params)\n", + " et = SklearnHelper(clf=ExtraTreesClassifier, seed=SEED, params=et_params)\n", + " #ada = SklearnHelper(clf=AdaBoostClassifier, seed=SEED, params=ada_params)\n", + " gb = SklearnHelper(clf=GradientBoostingClassifier, seed=SEED, params=gb_params)\n", + " #lr = SklearnHelper(clf=LogisticRegression, seed=SEED, params=lr_params)\n", + "\n", + " #------------------------------------------\n", + " # Create our OOF train and test predictions. These base results will be used as new features\n", + " et_oof_train, et_oof_test = get_oof(et, X_train_oversampled, y_train_oversampled, X_test) # Extra Trees\n", + " #rf_oof_train, rf_oof_test = get_oof(rf,X_train_oversampled, y_train_oversampled, X_test) # Random Forest\n", + " #ada_oof_train, ada_oof_test = get_oof(ada, X_train_oversampled, y_train_oversampled, X_test) # AdaBoost \n", + " gb_oof_train, gb_oof_test = get_oof(gb,X_train_oversampled, y_train_oversampled, X_test) # Gradient Boost\n", + " #lr_oof_train, lr_oof_test = get_oof(lr,X_train_oversampled, y_train_oversampled, X_test) # Support Vector Classifier\n", + "\n", + " print(\"Training is complete\")\n", + "\n", + "\n", + "\n", + " #rf_features = rf.feature_importances(X_train_oversampled,y_train_oversampled).tolist()\n", + " et_features = et.feature_importances(X_train_oversampled, y_train_oversampled).tolist()\n", + " #ada_features = ada.feature_importances(X_train_oversampled, y_train_oversampled).tolist()\n", + " gb_features = gb.feature_importances(X_train_oversampled, y_train_oversampled).tolist()\n", + " #lr_features=(map(abs,lr_features)) / (abs(lr_fit.coef_).max())\n", + "\n", + "\n", + "\n", + " cols = df2.drop('destcopy', 1).columns.values\n", + " # Create a dataframe with features\n", + " feature_dataframe = pd.DataFrame( {'features': cols,\n", + " \n", + " 'Extra Trees feature importances': et_features,\n", + " \n", + " 'Gradient Boost feature importances': gb_features,\n", + " #'LR feature importances': lr_features\n", + " })\n", + "\n", + "\n", + "\n", + "\n", + " # Create a dataframe with features\n", + "\n", + "\n", + "\n", + "\n", + " # Scatter plot \n", + " trace = go.Scatter(\n", + " y = feature_dataframe['Extra Trees feature importances'].values,\n", + " x = feature_dataframe['features'].values,\n", + " mode='markers',\n", + " marker=dict(\n", + " sizemode = 'diameter',\n", + " sizeref = 1,\n", + " size = 25,\n", + " # size= feature_dataframe['AdaBoost feature importances'].values,\n", + " #color = np.random.randn(500), #set color equal to a variable\n", + " color = feature_dataframe['Extra Trees feature importances'].values,\n", + " colorscale='Portland',\n", + " showscale=True\n", + " ),\n", + " text = feature_dataframe['features'].values\n", + " )\n", + " data = [trace]\n", + "\n", + " layout= go.Layout(\n", + " autosize= True,\n", + " title= 'Extra Trees Feature Importance',\n", + " hovermode= 'closest',\n", + " # xaxis= dict(\n", + " # title= 'Pop',\n", + " # ticklen= 5,\n", + " # zeroline= False,\n", + " # gridwidth= 2,\n", + " # ),\n", + " yaxis=dict(\n", + " title= 'Feature Importance',\n", + " ticklen= 5,\n", + " gridwidth= 2\n", + " ),\n", + " showlegend= False\n", + " )\n", + " fig = go.Figure(data=data, layout=layout)\n", + " py.iplot(fig,filename='scatter2010')\n", + "\n", + "\n", + "\n", + " # Scatter plot \n", + " trace = go.Scatter(\n", + " y = feature_dataframe['Gradient Boost feature importances'].values,\n", + " x = feature_dataframe['features'].values,\n", + " mode='markers',\n", + " marker=dict(\n", + " sizemode = 'diameter',\n", + " sizeref = 1,\n", + " size = 25,\n", + " # size= feature_dataframe['AdaBoost feature importances'].values,\n", + " #color = np.random.randn(500), #set color equal to a variable\n", + " color = feature_dataframe['Gradient Boost feature importances'].values,\n", + " colorscale='Portland',\n", + " showscale=True\n", + " ),\n", + " text = feature_dataframe['features'].values\n", + " )\n", + " data = [trace]\n", + "\n", + " layout= go.Layout(\n", + " autosize= True,\n", + " title= 'Gradient Boosting Feature Importance',\n", + " hovermode= 'closest',\n", + " # xaxis= dict(\n", + " # title= 'Pop',\n", + " # ticklen= 5,\n", + " # zeroline= False,\n", + " # gridwidth= 2,\n", + " # ),\n", + " yaxis=dict(\n", + " title= 'Feature Importance',\n", + " ticklen= 5,\n", + " gridwidth= 2\n", + " ),\n", + " showlegend= False\n", + " )\n", + " fig = go.Figure(data=data, layout=layout)\n", + " py.iplot(fig,filename='scatter2010')\n", + "\n", + " feature_dataframe['mean'] = feature_dataframe.mean(axis= 1) # axis = 1 computes the mean row-wise\n", + " feature_dataframe.head(3)\n", + "\n", + " yv = feature_dataframe['mean'].values\n", + " x = feature_dataframe['features'].values\n", + " data = [go.Bar(\n", + " x= x,\n", + " y= yv,\n", + " width = 0.5,\n", + " marker=dict(\n", + " color = feature_dataframe['mean'].values,\n", + " colorscale='Portland',\n", + " showscale=True,\n", + " reversescale = False\n", + " ),\n", + " opacity=0.6\n", + " )]\n", + "\n", + " layout= go.Layout(\n", + " autosize= True,\n", + " title= 'Barplots of Mean Feature Importance',\n", + " hovermode= 'closest',\n", + " # xaxis= dict(\n", + " # title= 'Pop',\n", + " # ticklen= 5,\n", + " # zeroline= False,\n", + " # gridwidth= 2,\n", + " # ),\n", + " yaxis=dict(\n", + " title= 'Feature Importance',\n", + " ticklen= 5,\n", + " gridwidth= 2\n", + " ),\n", + " showlegend= False\n", + " )\n", + " fig = go.Figure(data=data, layout=layout)\n", + " py.iplot(fig, filename='bar-direct-labels')\n", + "\n", + "\n", + "\n", + "\n", + " base_predictions_train = pd.DataFrame( {\n", + " 'ExtraTrees': et_oof_train.ravel(),\n", + " \n", + " 'GradientBoost': gb_oof_train.ravel(),\n", + " #'LR': lr_oof_train.ravel()\n", + " })\n", + " base_predictions_train.head()\n", + "\n", + " data = [\n", + " go.Heatmap(\n", + " z= base_predictions_train.astype(float).corr().values ,\n", + " x=base_predictions_train.columns.values,\n", + " y= base_predictions_train.columns.values,\n", + " colorscale='Viridis',\n", + " showscale=True,\n", + " reversescale = True\n", + " )\n", + " ]\n", + " py.iplot(data, filename='labelled-heatmap')\n", + "\n", + " x_train = np.concatenate(( et_oof_train,gb_oof_train), axis=1)\n", + " x_test = np.concatenate(( et_oof_test, gb_oof_test), axis=1)\n", + " \n", + " gbm = RandomForestClassifier().fit(x_train,y_train_oversampled)\n", + " y_pred = gbm.predict(x_test)\n", + " visualizer = ROCAUC(gbm, classes=classes)\n", + " visualizer.fit(x_train, y_train_oversampled) # Fit the training data to the visualizer\n", + " visualizer.score(x_test, y_test) # Evaluate the model on the test data\n", + " visualizer.poof(\"Ensembel_{}.pdf\".format(fold), clear_figure=True) \n", + " print(f'For fold {fold}:')\n", + " print(f'Accuracy: {gbm.score(x_test, y_test)}')\n", + " f1=f1_score(y_test, y_pred, average='micro')\n", + " print(f'f-score: {f1}')\n", + " print(classification_report_imbalanced(y_test, y_pred))\n", + " K= classification_report_imbalanced(y_test, y_pred)\n", + " df = pd.read_fwf(io.StringIO(K))\n", + " df.loc[\"1\":\"1\",\"pre\":\"sup\"].to_csv(\"RF-Ensemble-D.csv\" , sep=',', encoding='utf-8', doublequote=False, index=False, mode=\"a\", header=False)\n", + " df.loc[\"2\":\"2\",\"pre\":\"sup\"].to_csv(\"RF-Ensemble-H.csv\" , sep=',', encoding='utf-8', doublequote=False, index=False, mode=\"a\", header=False)\n", + " df.loc[\"3\":\"3\",\"pre\":\"sup\"].to_csv(\"RF-Ensemble-N.csv\" , sep=',', encoding='utf-8', doublequote=False, index=False, mode=\"a\", header=False)\n", + " df.loc[\"4\":\"4\",\"pre\":\"sup\"].to_csv(\"RF-Ensemble-R.csv\" , sep=',', encoding='utf-8', doublequote=False, index=False, mode=\"a\", header=False)\n", + " df.iloc[6:7,:].to_csv(\"RF-Ensemble-avg.csv\" , sep=',', encoding='utf-8', doublequote=False, index=False, mode=\"a\", header=False)\n", + " \n", + " " + ], + "outputs": [ + { + "output_type": "stream", + "name": "stdout", + "text": [ + "[(1, 59596), (2, 59596), (3, 59596), (4, 59596)]\n", + "238384\n", + "Training is complete\n" + ] + }, + { + "output_type": "display_data", + "data": { + "application/vnd.plotly.v1+json": { + "config": { + "linkText": "Export to plot.ly", + "plotlyServerURL": "https://plot.ly", + "showLink": false + }, + "data": [ + { + "marker": { + "color": [ + 0.0018353646817492182, + 0.05084310545549719, + 0.09400970408912715, + 0.0009886418699209191, 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"cell_type": "code", + "execution_count": null, + "source": [ + "fig.write_image(\"images/fig1.png\")" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, + "source": [ + "#lr_fit= lr.fit(X_train_oversampled, y_train_oversampled).tolist()\n", + "lr_features = lr_fit.coef_\n", + "len(list(lr_features.flat))" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, + "source": [ + " \n", + " \n", + " model = AdaBoostClassifier() \n", + " model.fit(X_train_oversampled, y_train_oversampled) \n", + " y_pred = model.predict(X_test.values)\n", + " visualizer = ROCAUC(model, classes=classes)\n", + " visualizer.fit(X_train_oversampled, y_train_oversampled) # Fit the training data to the visualizer\n", + " visualizer.score(X_test.values, y_test) # Evaluate the model on the test data\n", + " visualizer.poof(\"Ada_Indicator_Replace_{}.pdf\".format(fold), clear_figure=True) \n", + " print(f'For fold {fold}:')\n", + " print(f'Accuracy: {model.score(X_test.values, y_test)}')\n", + " f1=f1_score(y_test, y_pred, average='micro')\n", + " print(f'f-score: {f1}')\n", + " print(classification_report_imbalanced(y_test, y_pred))\n", + " \n", + " #\n", + "\n", + " " + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, + "source": [ + " feature_dataframe['mean'] = feature_dataframe.mean(axis= 1) # axis = 1 computes the mean row-wise\n", + " feature_dataframe.head(3)\n", + " \n", + " y = feature_dataframe['mean'].values\n", + " x = feature_dataframe['features'].values\n", + " data = [go.Bar(\n", + " x= x,\n", + " y= y,\n", + " width = 0.5,\n", + " marker=dict(\n", + " color = feature_dataframe['mean'].values,\n", + " colorscale='Portland',\n", + " showscale=True,\n", + " reversescale = False\n", + " ),\n", + " opacity=0.6\n", + " )]\n", + "\n", + " layout= go.Layout(\n", + " autosize= True,\n", + " title= 'Barplots of Mean Feature Importance',\n", + " hovermode= 'closest',\n", + " # xaxis= dict(\n", + " # title= 'Pop',\n", + " # ticklen= 5,\n", + " # zeroline= False,\n", + " # gridwidth= 2,\n", + " # ),\n", + " yaxis=dict(\n", + " title= 'Feature Importance',\n", + " ticklen= 5,\n", + " gridwidth= 2\n", + " ),\n", + " showlegend= False\n", + " )\n", + " fig = go.Figure(data=data, layout=layout)\n", + " py.iplot(fig, filename='bar-direct-labels')\n", + " \n", + " base_predictions_train = pd.DataFrame( {\n", + " 'ExtraTrees': et_oof_train.ravel(),\n", + " 'GradientBoost': gb_oof_train.ravel()\n", + " })\n", + " base_predictions_train.head()\n", + " \n", + " data = [\n", + " go.Heatmap(\n", + " z= base_predictions_train.astype(float).corr().values ,\n", + " x=base_predictions_train.columns.values,\n", + " y= base_predictions_train.columns.values,\n", + " colorscale='Viridis',\n", + " showscale=True,\n", + " reversescale = True\n", + " )\n", + " ]\n", + " py.iplot(data, filename='labelled-heatmap')\n", + " \n", + " #-------------------------------------------------------------------------------------\n", + " x_train = np.concatenate(( et_oof_train, rf_oof_train, ada_oof_train, gb_oof_train, lr_oof_train), axis=1)\n", + " x_test = np.concatenate(( et_oof_test, rf_oof_test, ada_oof_test, gb_oof_test, lr_oof_test), axis=1)\n", + " \n", + " gbm = xgb.XGBClassifier(\n", + " #learning_rate = 0.02,\n", + " n_estimators= 2000,\n", + " max_depth= 4,\n", + " min_child_weight= 2,\n", + " #gamma=1,\n", + " gamma=0.9, \n", + " subsample=0.8,\n", + " colsample_bytree=0.8,\n", + " objective= 'binary:logistic',\n", + " nthread= -1,\n", + " scale_pos_weight=1).fit(x_train, y_train_oversampled)\n", + " predictions = gbm.predict(x_test)\n", + " " + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, + "source": [ + "len(lr_features)" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, + "source": [ + "cols = df2.drop('destcopy', 1).columns.values" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, + "source": [ + "import plotly.graph_objects as go" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, + "source": [ + "fig.show()" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, + "source": [ + "import numpy as np \n", + "from sklearn.linear_model import LogisticRegression\n", + "from sklearn.preprocessing import StandardScaler\n", + "import pandas as pd\n", + "import matplotlib.pyplot as plt\n", + "\n", + "x1 = np.random.randn(100)\n", + "x2 = np.random.randn(100)\n", + "x3 = np.random.randn(100)\n", + "\n", + "#Make difference in feature dependance\n", + "y = (3 + x1 + 2*x2 + 5*x3 + 0.2*np.random.randn()) > 0\n", + "\n", + "X = pd.DataFrame({'x1':x1,'x2':x2,'x3':x3})\n", + "\n", + "#Scale your data\n", + "scaler = StandardScaler()\n", + "scaler.fit(X) \n", + "X_scaled = pd.DataFrame(scaler.transform(X),columns = X.columns)\n", + "\n", + "clf = LogisticRegression(random_state = 0)\n", + "clf.fit(X_scaled, y)\n", + "\n", + "feature_importance = abs(clf.coef_[0])\n", + "feature_importance = 100.0 * (feature_importance / feature_importance.max())\n", + "sorted_idx = np.argsort(feature_importance)\n", + "pos = np.arange(sorted_idx.shape[0]) + .5\n", + "\n", + "featfig = plt.figure()\n", + "featax = featfig.add_subplot(1, 1, 1)\n", + "featax.barh(pos, feature_importance[sorted_idx], align='center')\n", + "featax.set_yticks(pos)\n", + "featax.set_yticklabels(np.array(X.columns)[sorted_idx], fontsize=8)\n", + "featax.set_xlabel('Relative Feature Importance')\n", + "\n", + "plt.tight_layout() \n", + "plt.show()" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, + "source": [ + "feature_importance" + ], + "outputs": [], + "metadata": {} + }, + { + "cell_type": "code", + "execution_count": null, 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