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b/Ensemble/Ensemble-all.ipynb |
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"cells": [ |
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{ |
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"cell_type": "code", |
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"execution_count": 1, |
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"source": [ |
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"# Import libraries\n", |
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"import numpy as np\n", |
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"import pandas as pd\n", |
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"import matplotlib.pyplot as plt\n", |
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"import getpass\n", |
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"import pdvega\n", |
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"import plotly.graph_objs as go\n", |
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"\n", |
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"from plotly.offline import iplot, init_notebook_mode\n", |
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"import plotly.io as pio\n", |
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"from plotly.graph_objs import *\n", |
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"\n", |
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"# for configuring connection \n", |
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"from configobj import ConfigObj\n", |
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"import os\n", |
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"\n", |
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"%matplotlib inline\n", |
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"\n", |
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"\n", |
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"import os\n", |
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"\n", |
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"\n", |
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"from sklearn import linear_model\n", |
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"from sklearn import metrics\n", |
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"from sklearn.model_selection import train_test_split\n", |
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"\n", |
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"#configure the notebook for use in offline mode\n", |
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"init_notebook_mode(connected=True)" |
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], |
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"outputs": [ |
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{ |
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"output_type": "display_data", |
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"data": { |
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"<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>" |
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} |
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"metadata": {} |
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}, |
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{ |
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"cell_type": "code", |
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"execution_count": 2, |
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"source": [ |
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"df2= pd.read_csv(\"analysis.csv\")" |
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], |
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"outputs": [], |
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"metadata": {} |
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}, |
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{ |
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"cell_type": "code", |
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"execution_count": 3, |
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"source": [ |
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"df2.head()" |
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], |
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"outputs": [ |
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{ |
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"output_type": "execute_result", |
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" <th></th>\n", |
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" <th>Unnamed: 0</th>\n", |
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" <th>hospitalid</th>\n", |
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" <th>sodium</th>\n", |
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" <th>electivesurgery</th>\n", |
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" <th>vent</th>\n", |
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" <th>dialysis</th>\n", |
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" <th>gcs</th>\n", |
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" <th>urine</th>\n", |
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" <th>wbc</th>\n", |
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" <th>temperature</th>\n", |
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" <th>...</th>\n", |
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" <th>m11_True</th>\n", |
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" <th>m12_True</th>\n", |
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" <th>m13_True</th>\n", |
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" <th>m14_True</th>\n", |
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" <th>m15_True</th>\n", |
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" <th>m16_True</th>\n", |
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" <th>m17_True</th>\n", |
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" <th>m18_True</th>\n", |
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" <th>m19_True</th>\n", |
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" <th>m20_True</th>\n", |
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" <th>0</th>\n", |
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" <td>0</td>\n", |
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" <td>59.0</td>\n", |
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" <td>139.0</td>\n", |
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" <td>-1.0</td>\n", |
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" <td>0.0</td>\n", |
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" <td>0.0</td>\n", |
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" <td>15.0</td>\n", |
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123 |
" <td>-1.0</td>\n", |
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" <td>14.7</td>\n", |
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" <td>36.1</td>\n", |
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" <td>...</td>\n", |
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" <td>0</td>\n", |
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" <td>0</td>\n", |
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135 |
" <td>1</td>\n", |
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" <td>0</td>\n", |
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" </tr>\n", |
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" <tr>\n", |
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|
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" <th>1</th>\n", |
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" <td>1</td>\n", |
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" <td>73.0</td>\n", |
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142 |
" <td>134.0</td>\n", |
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143 |
" <td>-1.0</td>\n", |
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|
144 |
" <td>0.0</td>\n", |
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145 |
" <td>0.0</td>\n", |
|
|
146 |
" <td>13.0</td>\n", |
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|
147 |
" <td>-1.0</td>\n", |
|
|
148 |
" <td>14.1</td>\n", |
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|
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" <td>39.3</td>\n", |
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|
150 |
" <td>...</td>\n", |
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151 |
" <td>1</td>\n", |
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152 |
" <td>0</td>\n", |
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153 |
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" <tr>\n", |
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" <th>2</th>\n", |
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" <td>2</td>\n", |
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" <td>73.0</td>\n", |
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" <td>-1.0</td>\n", |
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167 |
" <td>1.0</td>\n", |
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168 |
" <td>1.0</td>\n", |
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169 |
" <td>0.0</td>\n", |
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170 |
" <td>15.0</td>\n", |
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171 |
" <td>-1.0</td>\n", |
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" <td>8.0</td>\n", |
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173 |
" <td>34.8</td>\n", |
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174 |
" <td>...</td>\n", |
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175 |
" <td>0</td>\n", |
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176 |
" <td>0</td>\n", |
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177 |
" <td>1</td>\n", |
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178 |
" <td>0</td>\n", |
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179 |
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" <td>0</td>\n", |
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" <td>1</td>\n", |
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" <td>0</td>\n", |
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184 |
" <td>0</td>\n", |
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" </tr>\n", |
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" <tr>\n", |
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" <th>3</th>\n", |
|
|
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" <td>3</td>\n", |
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" <td>63.0</td>\n", |
|
|
190 |
" <td>137.0</td>\n", |
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|
191 |
" <td>-1.0</td>\n", |
|
|
192 |
" <td>0.0</td>\n", |
|
|
193 |
" <td>0.0</td>\n", |
|
|
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" <td>15.0</td>\n", |
|
|
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" <td>-1.0</td>\n", |
|
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" <td>10.9</td>\n", |
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" <td>36.6</td>\n", |
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" <td>...</td>\n", |
|
|
199 |
" <td>1</td>\n", |
|
|
200 |
" <td>0</td>\n", |
|
|
201 |
" <td>1</td>\n", |
|
|
202 |
" <td>1</td>\n", |
|
|
203 |
" <td>1</td>\n", |
|
|
204 |
" <td>0</td>\n", |
|
|
205 |
" <td>0</td>\n", |
|
|
206 |
" <td>1</td>\n", |
|
|
207 |
" <td>1</td>\n", |
|
|
208 |
" <td>0</td>\n", |
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" </tr>\n", |
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" <tr>\n", |
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" <th>4</th>\n", |
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" <td>4</td>\n", |
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" <td>63.0</td>\n", |
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|
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" <td>135.0</td>\n", |
|
|
215 |
" <td>-1.0</td>\n", |
|
|
216 |
" <td>0.0</td>\n", |
|
|
217 |
" <td>0.0</td>\n", |
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|
218 |
" <td>15.0</td>\n", |
|
|
219 |
" <td>-1.0</td>\n", |
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220 |
" <td>5.9</td>\n", |
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|
221 |
" <td>35.0</td>\n", |
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|
222 |
" <td>...</td>\n", |
|
|
223 |
" <td>0</td>\n", |
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|
224 |
" <td>0</td>\n", |
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" <td>1</td>\n", |
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" <td>0</td>\n", |
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" <td>0</td>\n", |
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" <td>0</td>\n", |
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" <td>1</td>\n", |
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" <td>0</td>\n", |
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" <td>0</td>\n", |
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" </tr>\n", |
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" </tbody>\n", |
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"</table>\n", |
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"<p>5 rows × 85 columns</p>\n", |
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"</div>" |
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], |
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"text/plain": [ |
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" Unnamed: 0 hospitalid sodium electivesurgery vent dialysis gcs \\\n", |
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"0 0 59.0 139.0 -1.0 0.0 0.0 15.0 \n", |
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"1 1 73.0 134.0 -1.0 0.0 0.0 13.0 \n", |
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"2 2 73.0 -1.0 1.0 1.0 0.0 15.0 \n", |
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"3 3 63.0 137.0 -1.0 0.0 0.0 15.0 \n", |
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"4 4 63.0 135.0 -1.0 0.0 0.0 15.0 \n", |
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"\n", |
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" urine wbc temperature ... m11_True m12_True m13_True m14_True \\\n", |
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"0 -1.0 14.7 36.1 ... 1 0 0 1 \n", |
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"1 -1.0 14.1 39.3 ... 1 0 0 1 \n", |
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"2 -1.0 8.0 34.8 ... 0 0 1 0 \n", |
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"3 -1.0 10.9 36.6 ... 1 0 1 1 \n", |
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"4 -1.0 5.9 35.0 ... 0 0 1 0 \n", |
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"\n", |
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" m15_True m16_True m17_True m18_True m19_True m20_True \n", |
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"0 1 0 0 0 1 0 \n", |
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"1 1 0 0 0 1 0 \n", |
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"2 0 1 0 1 0 0 \n", |
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"4 0 0 0 1 0 0 \n", |
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"\n", |
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"[5 rows x 85 columns]" |
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] |
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}, |
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"metadata": {}, |
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"execution_count": 3 |
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} |
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], |
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"metadata": {} |
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}, |
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{ |
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"cell_type": "code", |
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"execution_count": 4, |
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"source": [ |
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"del df2['hospitalid']\n", |
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"\n", |
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"df2 = df2.drop(df2.columns[[0]], axis=1)" |
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], |
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"outputs": [], |
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"metadata": {} |
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}, |
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{ |
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"cell_type": "code", |
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"execution_count": 5, |
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"source": [ |
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"df2.shape" |
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], |
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"outputs": [ |
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{ |
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"output_type": "execute_result", |
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"data": { |
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"text/plain": [ |
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"(95148, 83)" |
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] |
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}, |
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"metadata": {}, |
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"execution_count": 5 |
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} |
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], |
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"metadata": {} |
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}, |
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{ |
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"cell_type": "markdown", |
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"source": [ |
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"**We moved all the pre-processing including splitting>imputation>Standardization to the CV iterations**" |
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], |
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"metadata": {} |
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}, |
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{ |
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"cell_type": "code", |
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"execution_count": 6, |
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"source": [ |
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"cols_to_norm=['gcs', 'urine', 'wbc', 'sodium',\n", |
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" 'temperature', 'respiratoryrate', 'heartrate', 'meanbp', 'creatinine',\n", |
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" 'ph', 'hematocrit', 'albumin', 'pao2', 'pco2', 'bun', 'glucose',\n", |
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" 'bilirubin', 'fio2', 'age', 'offset']\n", |
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"\n", |
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"X=df2.drop('destcopy', 1)\n", |
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"y=df2['destcopy']\n", |
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"df_cols = list(X) #fancy impute removes column names." |
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], |
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"outputs": [], |
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"metadata": {} |
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}, |
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{ |
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"cell_type": "code", |
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"execution_count": 8, |
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"source": [ |
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"# Load in our libraries\n", |
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"import pandas as pd\n", |
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"import numpy as np\n", |
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"import re\n", |
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"import sklearn\n", |
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"import xgboost as xgb\n", |
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"import seaborn as sns\n", |
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"import matplotlib.pyplot as plt\n", |
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"%matplotlib inline\n", |
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"\n", |
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"import plotly.offline as py\n", |
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"py.init_notebook_mode(connected=True)\n", |
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"import plotly.graph_objs as go\n", |
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"import plotly.tools as tls\n", |
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"\n", |
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"import warnings\n", |
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"warnings.filterwarnings('ignore')\n", |
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"\n", |
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"# Going to use these 5 base models for the stacking\n", |
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"from sklearn.ensemble import (RandomForestClassifier, AdaBoostClassifier, \n", |
|
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" GradientBoostingClassifier, ExtraTreesClassifier)\n", |
|
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"from sklearn.svm import SVC\n", |
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"from sklearn.model_selection import KFold\n", |
|
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"from sklearn.linear_model import LogisticRegression" |
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], |
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"outputs": [ |
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{ |
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"output_type": "display_data", |
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"data": { |
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"text/html": [ |
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"<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>" |
|
|
359 |
], |
|
|
360 |
"text/vnd.plotly.v1+html": [ |
|
|
361 |
"<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>" |
|
|
362 |
] |
|
|
363 |
}, |
|
|
364 |
"metadata": {} |
|
|
365 |
} |
|
|
366 |
], |
|
|
367 |
"metadata": {} |
|
|
368 |
}, |
|
|
369 |
{ |
|
|
370 |
"cell_type": "code", |
|
|
371 |
"execution_count": 9, |
|
|
372 |
"source": [ |
|
|
373 |
"from sklearn.model_selection import StratifiedKFold" |
|
|
374 |
], |
|
|
375 |
"outputs": [], |
|
|
376 |
"metadata": {} |
|
|
377 |
}, |
|
|
378 |
{ |
|
|
379 |
"cell_type": "code", |
|
|
380 |
"execution_count": 10, |
|
|
381 |
"source": [ |
|
|
382 |
"\n", |
|
|
383 |
"classes=['Death','Home','Nursing Home','Rehabilitation']\n", |
|
|
384 |
"\n", |
|
|
385 |
"kf_m = StratifiedKFold(n_splits=10)\n", |
|
|
386 |
"\n", |
|
|
387 |
"\n", |
|
|
388 |
"\n", |
|
|
389 |
"# Class to extend the Sklearn classifier\n", |
|
|
390 |
"class SklearnHelper(object):\n", |
|
|
391 |
" def __init__(self, clf, seed=0, params=None):\n", |
|
|
392 |
" params['random_state'] = seed\n", |
|
|
393 |
" self.clf = clf(**params)\n", |
|
|
394 |
"\n", |
|
|
395 |
" def train(self, x_train, y_train):\n", |
|
|
396 |
" self.clf.fit(x_train, y_train)\n", |
|
|
397 |
"\n", |
|
|
398 |
" def predict(self, x):\n", |
|
|
399 |
" return self.clf.predict(x)\n", |
|
|
400 |
"\n", |
|
|
401 |
" def fit(self,x,y):\n", |
|
|
402 |
" return self.clf.fit(x,y)\n", |
|
|
403 |
"\n", |
|
|
404 |
" def feature_importances(self,x,y):\n", |
|
|
405 |
" return(self.clf.fit(x,y).feature_importances_)\n", |
|
|
406 |
" \n", |
|
|
407 |
"\n", |
|
|
408 |
"\n", |
|
|
409 |
"\n", |
|
|
410 |
"#-------------------------------------------------------------\n", |
|
|
411 |
"\n", |
|
|
412 |
"\n", |
|
|
413 |
"\n", |
|
|
414 |
"\n", |
|
|
415 |
"#------------------------------------------\n", |
|
|
416 |
"\n", |
|
|
417 |
"rf_params = {\n", |
|
|
418 |
" 'n_jobs': -1,\n", |
|
|
419 |
" 'n_estimators': 400,\n", |
|
|
420 |
" 'warm_start': True, \n", |
|
|
421 |
" #'max_features': 0.2,\n", |
|
|
422 |
" 'max_depth': 30,\n", |
|
|
423 |
" 'min_samples_leaf': 2,\n", |
|
|
424 |
" 'max_features' : 0.8,\n", |
|
|
425 |
" 'verbose': 0,\n", |
|
|
426 |
" 'criterion':'gini'\n", |
|
|
427 |
"}\n", |
|
|
428 |
"\n", |
|
|
429 |
"\n", |
|
|
430 |
"# Extra Trees Parameters\n", |
|
|
431 |
"et_params = {\n", |
|
|
432 |
" 'n_jobs': -1,\n", |
|
|
433 |
" 'n_estimators':500,\n", |
|
|
434 |
" #'max_features': 0.5,\n", |
|
|
435 |
" 'max_depth': 8,\n", |
|
|
436 |
" 'min_samples_leaf': 2,\n", |
|
|
437 |
" 'verbose': 0\n", |
|
|
438 |
"}\n", |
|
|
439 |
"\n", |
|
|
440 |
"# AdaBoost parameters\n", |
|
|
441 |
"ada_params = {\n", |
|
|
442 |
" 'n_estimators': 500,\n", |
|
|
443 |
" 'learning_rate' : 0.75\n", |
|
|
444 |
"}\n", |
|
|
445 |
"\n", |
|
|
446 |
"# Gradient Boosting parameters\n", |
|
|
447 |
"gb_params = {\n", |
|
|
448 |
" 'n_estimators': 500,\n", |
|
|
449 |
" #'max_features': 0.2,\n", |
|
|
450 |
" 'max_depth': 5,\n", |
|
|
451 |
" 'min_samples_leaf': 2,\n", |
|
|
452 |
" 'verbose': 0\n", |
|
|
453 |
"}\n", |
|
|
454 |
"\n", |
|
|
455 |
"\n", |
|
|
456 |
"\n", |
|
|
457 |
"# Support Vector Classifier parameters \n", |
|
|
458 |
"lr_params = {\n", |
|
|
459 |
" 'penalty' : 'l1',\n", |
|
|
460 |
" 'tol' : 6.75e-05,\n", |
|
|
461 |
" 'C' : 2.5,\n", |
|
|
462 |
" 'max_iter': 66\n", |
|
|
463 |
" }\n", |
|
|
464 |
"\n" |
|
|
465 |
], |
|
|
466 |
"outputs": [], |
|
|
467 |
"metadata": {} |
|
|
468 |
}, |
|
|
469 |
{ |
|
|
470 |
"cell_type": "markdown", |
|
|
471 |
"source": [ |
|
|
472 |
"**Random Forest**" |
|
|
473 |
], |
|
|
474 |
"metadata": {} |
|
|
475 |
}, |
|
|
476 |
{ |
|
|
477 |
"cell_type": "code", |
|
|
478 |
"execution_count": 11, |
|
|
479 |
"source": [ |
|
|
480 |
"from collections import Counter" |
|
|
481 |
], |
|
|
482 |
"outputs": [], |
|
|
483 |
"metadata": {} |
|
|
484 |
}, |
|
|
485 |
{ |
|
|
486 |
"cell_type": "code", |
|
|
487 |
"execution_count": 12, |
|
|
488 |
"source": [ |
|
|
489 |
"from sklearn.model_selection import KFold\n", |
|
|
490 |
"from sklearn import preprocessing\n", |
|
|
491 |
"from imblearn.over_sampling import SMOTENC\n", |
|
|
492 |
"from sklearn.metrics import f1_score\n", |
|
|
493 |
"from yellowbrick.classifier import ROCAUC\n", |
|
|
494 |
"from sklearn.linear_model import LogisticRegression\n", |
|
|
495 |
"from numpy import loadtxt\n", |
|
|
496 |
"import os\n", |
|
|
497 |
"os.environ['KMP_DUPLICATE_LIB_OK']='True'\n", |
|
|
498 |
"from xgboost import XGBClassifier\n", |
|
|
499 |
"from sklearn.model_selection import train_test_split\n", |
|
|
500 |
"from sklearn.metrics import accuracy_score\n", |
|
|
501 |
"from sklearn.ensemble import AdaBoostClassifier\n", |
|
|
502 |
"from sklearn.datasets import make_classification\n", |
|
|
503 |
"from sklearn.model_selection import StratifiedKFold\n", |
|
|
504 |
"import io \n", |
|
|
505 |
"\n", |
|
|
506 |
"\n", |
|
|
507 |
"\n", |
|
|
508 |
"for fold, (train_index, test_index) in enumerate(kf_m.split(X,y), 1):\n", |
|
|
509 |
" X_train = X.iloc[train_index]\n", |
|
|
510 |
" 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", |
|
|
511 |
" X_test = X.iloc[test_index]\n", |
|
|
512 |
" y_test = y.iloc[test_index] # See comment on ravel and y_train\n", |
|
|
513 |
" \n", |
|
|
514 |
" \n", |
|
|
515 |
"#------------------------------Standardize Testing Set------------------------------------\n", |
|
|
516 |
" \n", |
|
|
517 |
" std_scale = preprocessing.StandardScaler().fit(X_train[cols_to_norm])\n", |
|
|
518 |
" X_train[cols_to_norm] = std_scale.transform(X_train[cols_to_norm])\n", |
|
|
519 |
" X_test[cols_to_norm] = std_scale.transform(X_test[cols_to_norm])\n", |
|
|
520 |
"#------------------------------------------------------------------------------------------\n", |
|
|
521 |
"\n", |
|
|
522 |
" # Hyperparameters are optimized using hyperopt\n", |
|
|
523 |
"\n", |
|
|
524 |
"\n", |
|
|
525 |
"\n", |
|
|
526 |
"# Class to extend XGboost classifer\n", |
|
|
527 |
" 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", |
|
|
528 |
" X_train_oversampled, y_train_oversampled = sm.fit_sample(X_train, y_train)\n", |
|
|
529 |
" print(sorted(Counter(y_train_oversampled).items()))\n", |
|
|
530 |
" \n", |
|
|
531 |
"# --------------- Let's Start the fun ------------------------\n", |
|
|
532 |
"\n", |
|
|
533 |
" # Some useful parameters which will come in handy later on\n", |
|
|
534 |
" ntrain = X_train_oversampled.shape[0]\n", |
|
|
535 |
" print(ntrain)\n", |
|
|
536 |
" ntest = X_test.shape[0]\n", |
|
|
537 |
" SEED = 0 # for reproducibility\n", |
|
|
538 |
" # set folds for out-of-fold prediction\n", |
|
|
539 |
" #kf = KFold(ntrain, n_split=5, random_state=SEED)\n", |
|
|
540 |
" \n", |
|
|
541 |
" def get_oof(clf, x_train, y_train, x_test):\n", |
|
|
542 |
" oof_train = np.zeros((ntrain,))\n", |
|
|
543 |
" oof_test = np.zeros((ntest,))\n", |
|
|
544 |
" oof_test_skf = np.empty((10, ntest))\n", |
|
|
545 |
"\n", |
|
|
546 |
"\n", |
|
|
547 |
" for i, (train_index, test_index) in enumerate(kf_m.split(x_train, y_train)):\n", |
|
|
548 |
" x_tr = x_train[train_index]\n", |
|
|
549 |
" y_tr = y_train[train_index]\n", |
|
|
550 |
" x_te = x_train[test_index]\n", |
|
|
551 |
"\n", |
|
|
552 |
" clf.train(x_tr, y_tr)\n", |
|
|
553 |
" \n", |
|
|
554 |
" oof_train[test_index] = clf.predict(x_te)\n", |
|
|
555 |
" oof_test_skf[i, :] = clf.predict(x_test)\n", |
|
|
556 |
"\n", |
|
|
557 |
" oof_test[:] = oof_test_skf.mean(axis=0)\n", |
|
|
558 |
" return oof_train.reshape(-1, 1), oof_test.reshape(-1, 1)\n", |
|
|
559 |
" \n", |
|
|
560 |
" # Create 5 objects that represent our 4 models\n", |
|
|
561 |
" #rf = SklearnHelper(clf=RandomForestClassifier, seed=SEED, params=rf_params)\n", |
|
|
562 |
" et = SklearnHelper(clf=ExtraTreesClassifier, seed=SEED, params=et_params)\n", |
|
|
563 |
" #ada = SklearnHelper(clf=AdaBoostClassifier, seed=SEED, params=ada_params)\n", |
|
|
564 |
" gb = SklearnHelper(clf=GradientBoostingClassifier, seed=SEED, params=gb_params)\n", |
|
|
565 |
" #lr = SklearnHelper(clf=LogisticRegression, seed=SEED, params=lr_params)\n", |
|
|
566 |
"\n", |
|
|
567 |
" #------------------------------------------\n", |
|
|
568 |
" # Create our OOF train and test predictions. These base results will be used as new features\n", |
|
|
569 |
" et_oof_train, et_oof_test = get_oof(et, X_train_oversampled, y_train_oversampled, X_test) # Extra Trees\n", |
|
|
570 |
" #rf_oof_train, rf_oof_test = get_oof(rf,X_train_oversampled, y_train_oversampled, X_test) # Random Forest\n", |
|
|
571 |
" #ada_oof_train, ada_oof_test = get_oof(ada, X_train_oversampled, y_train_oversampled, X_test) # AdaBoost \n", |
|
|
572 |
" gb_oof_train, gb_oof_test = get_oof(gb,X_train_oversampled, y_train_oversampled, X_test) # Gradient Boost\n", |
|
|
573 |
" #lr_oof_train, lr_oof_test = get_oof(lr,X_train_oversampled, y_train_oversampled, X_test) # Support Vector Classifier\n", |
|
|
574 |
"\n", |
|
|
575 |
" print(\"Training is complete\")\n", |
|
|
576 |
"\n", |
|
|
577 |
"\n", |
|
|
578 |
"\n", |
|
|
579 |
" #rf_features = rf.feature_importances(X_train_oversampled,y_train_oversampled).tolist()\n", |
|
|
580 |
" et_features = et.feature_importances(X_train_oversampled, y_train_oversampled).tolist()\n", |
|
|
581 |
" #ada_features = ada.feature_importances(X_train_oversampled, y_train_oversampled).tolist()\n", |
|
|
582 |
" gb_features = gb.feature_importances(X_train_oversampled, y_train_oversampled).tolist()\n", |
|
|
583 |
" #lr_features=(map(abs,lr_features)) / (abs(lr_fit.coef_).max())\n", |
|
|
584 |
"\n", |
|
|
585 |
"\n", |
|
|
586 |
"\n", |
|
|
587 |
" cols = df2.drop('destcopy', 1).columns.values\n", |
|
|
588 |
" # Create a dataframe with features\n", |
|
|
589 |
" feature_dataframe = pd.DataFrame( {'features': cols,\n", |
|
|
590 |
" \n", |
|
|
591 |
" 'Extra Trees feature importances': et_features,\n", |
|
|
592 |
" \n", |
|
|
593 |
" 'Gradient Boost feature importances': gb_features,\n", |
|
|
594 |
" #'LR feature importances': lr_features\n", |
|
|
595 |
" })\n", |
|
|
596 |
"\n", |
|
|
597 |
"\n", |
|
|
598 |
"\n", |
|
|
599 |
"\n", |
|
|
600 |
" # Create a dataframe with features\n", |
|
|
601 |
"\n", |
|
|
602 |
"\n", |
|
|
603 |
"\n", |
|
|
604 |
"\n", |
|
|
605 |
" # Scatter plot \n", |
|
|
606 |
" trace = go.Scatter(\n", |
|
|
607 |
" y = feature_dataframe['Extra Trees feature importances'].values,\n", |
|
|
608 |
" x = feature_dataframe['features'].values,\n", |
|
|
609 |
" mode='markers',\n", |
|
|
610 |
" marker=dict(\n", |
|
|
611 |
" sizemode = 'diameter',\n", |
|
|
612 |
" sizeref = 1,\n", |
|
|
613 |
" size = 25,\n", |
|
|
614 |
" # size= feature_dataframe['AdaBoost feature importances'].values,\n", |
|
|
615 |
" #color = np.random.randn(500), #set color equal to a variable\n", |
|
|
616 |
" color = feature_dataframe['Extra Trees feature importances'].values,\n", |
|
|
617 |
" colorscale='Portland',\n", |
|
|
618 |
" showscale=True\n", |
|
|
619 |
" ),\n", |
|
|
620 |
" text = feature_dataframe['features'].values\n", |
|
|
621 |
" )\n", |
|
|
622 |
" data = [trace]\n", |
|
|
623 |
"\n", |
|
|
624 |
" layout= go.Layout(\n", |
|
|
625 |
" autosize= True,\n", |
|
|
626 |
" title= 'Extra Trees Feature Importance',\n", |
|
|
627 |
" hovermode= 'closest',\n", |
|
|
628 |
" # xaxis= dict(\n", |
|
|
629 |
" # title= 'Pop',\n", |
|
|
630 |
" # ticklen= 5,\n", |
|
|
631 |
" # zeroline= False,\n", |
|
|
632 |
" # gridwidth= 2,\n", |
|
|
633 |
" # ),\n", |
|
|
634 |
" yaxis=dict(\n", |
|
|
635 |
" title= 'Feature Importance',\n", |
|
|
636 |
" ticklen= 5,\n", |
|
|
637 |
" gridwidth= 2\n", |
|
|
638 |
" ),\n", |
|
|
639 |
" showlegend= False\n", |
|
|
640 |
" )\n", |
|
|
641 |
" fig = go.Figure(data=data, layout=layout)\n", |
|
|
642 |
" py.iplot(fig,filename='scatter2010')\n", |
|
|
643 |
"\n", |
|
|
644 |
"\n", |
|
|
645 |
"\n", |
|
|
646 |
" # Scatter plot \n", |
|
|
647 |
" trace = go.Scatter(\n", |
|
|
648 |
" y = feature_dataframe['Gradient Boost feature importances'].values,\n", |
|
|
649 |
" x = feature_dataframe['features'].values,\n", |
|
|
650 |
" mode='markers',\n", |
|
|
651 |
" marker=dict(\n", |
|
|
652 |
" sizemode = 'diameter',\n", |
|
|
653 |
" sizeref = 1,\n", |
|
|
654 |
" size = 25,\n", |
|
|
655 |
" # size= feature_dataframe['AdaBoost feature importances'].values,\n", |
|
|
656 |
" #color = np.random.randn(500), #set color equal to a variable\n", |
|
|
657 |
" color = feature_dataframe['Gradient Boost feature importances'].values,\n", |
|
|
658 |
" colorscale='Portland',\n", |
|
|
659 |
" showscale=True\n", |
|
|
660 |
" ),\n", |
|
|
661 |
" text = feature_dataframe['features'].values\n", |
|
|
662 |
" )\n", |
|
|
663 |
" data = [trace]\n", |
|
|
664 |
"\n", |
|
|
665 |
" layout= go.Layout(\n", |
|
|
666 |
" autosize= True,\n", |
|
|
667 |
" title= 'Gradient Boosting Feature Importance',\n", |
|
|
668 |
" hovermode= 'closest',\n", |
|
|
669 |
" # xaxis= dict(\n", |
|
|
670 |
" # title= 'Pop',\n", |
|
|
671 |
" # ticklen= 5,\n", |
|
|
672 |
" # zeroline= False,\n", |
|
|
673 |
" # gridwidth= 2,\n", |
|
|
674 |
" # ),\n", |
|
|
675 |
" yaxis=dict(\n", |
|
|
676 |
" title= 'Feature Importance',\n", |
|
|
677 |
" ticklen= 5,\n", |
|
|
678 |
" gridwidth= 2\n", |
|
|
679 |
" ),\n", |
|
|
680 |
" showlegend= False\n", |
|
|
681 |
" )\n", |
|
|
682 |
" fig = go.Figure(data=data, layout=layout)\n", |
|
|
683 |
" py.iplot(fig,filename='scatter2010')\n", |
|
|
684 |
"\n", |
|
|
685 |
" feature_dataframe['mean'] = feature_dataframe.mean(axis= 1) # axis = 1 computes the mean row-wise\n", |
|
|
686 |
" feature_dataframe.head(3)\n", |
|
|
687 |
"\n", |
|
|
688 |
" yv = feature_dataframe['mean'].values\n", |
|
|
689 |
" x = feature_dataframe['features'].values\n", |
|
|
690 |
" data = [go.Bar(\n", |
|
|
691 |
" x= x,\n", |
|
|
692 |
" y= yv,\n", |
|
|
693 |
" width = 0.5,\n", |
|
|
694 |
" marker=dict(\n", |
|
|
695 |
" color = feature_dataframe['mean'].values,\n", |
|
|
696 |
" colorscale='Portland',\n", |
|
|
697 |
" showscale=True,\n", |
|
|
698 |
" reversescale = False\n", |
|
|
699 |
" ),\n", |
|
|
700 |
" opacity=0.6\n", |
|
|
701 |
" )]\n", |
|
|
702 |
"\n", |
|
|
703 |
" layout= go.Layout(\n", |
|
|
704 |
" autosize= True,\n", |
|
|
705 |
" title= 'Barplots of Mean Feature Importance',\n", |
|
|
706 |
" hovermode= 'closest',\n", |
|
|
707 |
" # xaxis= dict(\n", |
|
|
708 |
" # title= 'Pop',\n", |
|
|
709 |
" # ticklen= 5,\n", |
|
|
710 |
" # zeroline= False,\n", |
|
|
711 |
" # gridwidth= 2,\n", |
|
|
712 |
" # ),\n", |
|
|
713 |
" yaxis=dict(\n", |
|
|
714 |
" title= 'Feature Importance',\n", |
|
|
715 |
" ticklen= 5,\n", |
|
|
716 |
" gridwidth= 2\n", |
|
|
717 |
" ),\n", |
|
|
718 |
" showlegend= False\n", |
|
|
719 |
" )\n", |
|
|
720 |
" fig = go.Figure(data=data, layout=layout)\n", |
|
|
721 |
" py.iplot(fig, filename='bar-direct-labels')\n", |
|
|
722 |
"\n", |
|
|
723 |
"\n", |
|
|
724 |
"\n", |
|
|
725 |
"\n", |
|
|
726 |
" base_predictions_train = pd.DataFrame( {\n", |
|
|
727 |
" 'ExtraTrees': et_oof_train.ravel(),\n", |
|
|
728 |
" \n", |
|
|
729 |
" 'GradientBoost': gb_oof_train.ravel(),\n", |
|
|
730 |
" #'LR': lr_oof_train.ravel()\n", |
|
|
731 |
" })\n", |
|
|
732 |
" base_predictions_train.head()\n", |
|
|
733 |
"\n", |
|
|
734 |
" data = [\n", |
|
|
735 |
" go.Heatmap(\n", |
|
|
736 |
" z= base_predictions_train.astype(float).corr().values ,\n", |
|
|
737 |
" x=base_predictions_train.columns.values,\n", |
|
|
738 |
" y= base_predictions_train.columns.values,\n", |
|
|
739 |
" colorscale='Viridis',\n", |
|
|
740 |
" showscale=True,\n", |
|
|
741 |
" reversescale = True\n", |
|
|
742 |
" )\n", |
|
|
743 |
" ]\n", |
|
|
744 |
" py.iplot(data, filename='labelled-heatmap')\n", |
|
|
745 |
"\n", |
|
|
746 |
" x_train = np.concatenate(( et_oof_train,gb_oof_train), axis=1)\n", |
|
|
747 |
" x_test = np.concatenate(( et_oof_test, gb_oof_test), axis=1)\n", |
|
|
748 |
" \n", |
|
|
749 |
" gbm = RandomForestClassifier().fit(x_train,y_train_oversampled)\n", |
|
|
750 |
" y_pred = gbm.predict(x_test)\n", |
|
|
751 |
" visualizer = ROCAUC(gbm, classes=classes)\n", |
|
|
752 |
" visualizer.fit(x_train, y_train_oversampled) # Fit the training data to the visualizer\n", |
|
|
753 |
" visualizer.score(x_test, y_test) # Evaluate the model on the test data\n", |
|
|
754 |
" visualizer.poof(\"Ensembel_{}.pdf\".format(fold), clear_figure=True) \n", |
|
|
755 |
" print(f'For fold {fold}:')\n", |
|
|
756 |
" print(f'Accuracy: {gbm.score(x_test, y_test)}')\n", |
|
|
757 |
" f1=f1_score(y_test, y_pred, average='micro')\n", |
|
|
758 |
" print(f'f-score: {f1}')\n", |
|
|
759 |
" print(classification_report_imbalanced(y_test, y_pred))\n", |
|
|
760 |
" K= classification_report_imbalanced(y_test, y_pred)\n", |
|
|
761 |
" df = pd.read_fwf(io.StringIO(K))\n", |
|
|
762 |
" 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", |
|
|
763 |
" 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", |
|
|
764 |
" 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", |
|
|
765 |
" 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", |
|
|
766 |
" df.iloc[6:7,:].to_csv(\"RF-Ensemble-avg.csv\" , sep=',', encoding='utf-8', doublequote=False, index=False, mode=\"a\", header=False)\n", |
|
|
767 |
" \n", |
|
|
768 |
" " |
|
|
769 |
], |
|
|
770 |
"outputs": [ |
|
|
771 |
{ |
|
|
772 |
"output_type": "stream", |
|
|
773 |
"name": "stdout", |
|
|
774 |
"text": [ |
|
|
775 |
"[(1, 59596), (2, 59596), (3, 59596), (4, 59596)]\n", |
|
|
776 |
"238384\n", |
|
|
777 |
"Training is complete\n" |
|
|
778 |
] |
|
|
779 |
}, |
|
|
780 |
{ |
|
|
781 |
"output_type": "display_data", |
|
|
782 |
"data": { |
|
|
783 |
"application/vnd.plotly.v1+json": { |
|
|
784 |
"config": { |
|
|
785 |
"linkText": "Export to plot.ly", |
|
|
786 |
"plotlyServerURL": "https://plot.ly", |
|
|
787 |
"showLink": false |
|
|
788 |
}, |
|
|
789 |
"data": [ |
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"sizemode": "diameter", |
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"sizeref": 1 |
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}, |
|
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882 |
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883 |
"text": [ |
|
|
884 |
"sodium", |
|
|
885 |
"electivesurgery", |
|
|
886 |
"vent", |
|
|
887 |
"dialysis", |
|
|
888 |
"gcs", |
|
|
889 |
"urine", |
|
|
890 |
"wbc", |
|
|
891 |
"temperature", |
|
|
892 |
"respiratoryrate", |
|
|
893 |
"heartrate", |
|
|
894 |
"meanbp", |
|
|
895 |
"creatinine", |
|
|
896 |
"ph", |
|
|
897 |
"hematocrit", |
|
|
898 |
"albumin", |
|
|
899 |
"pao2", |
|
|
900 |
"pco2", |
|
|
901 |
"bun", |
|
|
902 |
"glucose", |
|
|
903 |
"bilirubin", |
|
|
904 |
"fio2", |
|
|
905 |
"age", |
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|
906 |
"thrombolytics", |
|
|
907 |
"aids", |
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|
908 |
"hepaticfailure", |
|
|
909 |
"lymphoma", |
|
|
910 |
"metastaticcancer", |
|
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911 |
"leukemia", |
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912 |
"immunosuppression", |
|
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913 |
"cirrhosis", |
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914 |
"readmit", |
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915 |
"offset", |
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916 |
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"admitsource_2.0", |
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929 |
"diaggroup_CVOther", |
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930 |
"diaggroup_CardiacArrest", |
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931 |
"diaggroup_ChestPainUnknown", |
|
|
932 |
"diaggroup_Coma", |
|
|
933 |
"diaggroup_DKA", |
|
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934 |
"diaggroup_GIBleed", |
|
|
935 |
"diaggroup_GIObstruction", |
|
|
936 |
"diaggroup_Neuro", |
|
|
937 |
"diaggroup_Other", |
|
|
938 |
"diaggroup_Overdose", |
|
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939 |
"diaggroup_PNA", |
|
|
940 |
"diaggroup_RespMedOther", |
|
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941 |
"diaggroup_Sepsis", |
|
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942 |
"diaggroup_Trauma", |
|
|
943 |
"diaggroup_ValveDz", |
|
|
944 |
"gender_Male", |
|
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945 |
"gender_Other", |
|
|
946 |
"m1_True", |
|
|
947 |
"m2_True", |
|
|
948 |
"m3_True", |
|
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949 |
"m4_True", |
|
|
950 |
"m5_True", |
|
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951 |
"m6_True", |
|
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952 |
"m7_True", |
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953 |
"m8_True", |
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954 |
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955 |
"m10_True", |
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956 |
"m11_True", |
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957 |
"m12_True", |
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958 |
"m13_True", |
|
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959 |
"m14_True", |
|
|
960 |
"m15_True", |
|
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961 |
"m16_True", |
|
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962 |
"m17_True", |
|
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963 |
"m18_True", |
|
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964 |
"m19_True", |
|
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965 |
"m20_True" |
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], |
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"type": "scatter", |
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968 |
"uid": "ed896635-15d8-49be-ab7b-626cd70d9f44", |
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"x": [ |
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970 |
"sodium", |
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971 |
"electivesurgery", |
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972 |
"vent", |
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973 |
"dialysis", |
|
|
974 |
"gcs", |
|
|
975 |
"urine", |
|
|
976 |
"wbc", |
|
|
977 |
"temperature", |
|
|
978 |
"respiratoryrate", |
|
|
979 |
"heartrate", |
|
|
980 |
"meanbp", |
|
|
981 |
"creatinine", |
|
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982 |
"ph", |
|
|
983 |
"hematocrit", |
|
|
984 |
"albumin", |
|
|
985 |
"pao2", |
|
|
986 |
"pco2", |
|
|
987 |
"bun", |
|
|
988 |
"glucose", |
|
|
989 |
"bilirubin", |
|
|
990 |
"fio2", |
|
|
991 |
"age", |
|
|
992 |
"thrombolytics", |
|
|
993 |
"aids", |
|
|
994 |
"hepaticfailure", |
|
|
995 |
"lymphoma", |
|
|
996 |
"metastaticcancer", |
|
|
997 |
"leukemia", |
|
|
998 |
"immunosuppression", |
|
|
999 |
"cirrhosis", |
|
|
1000 |
"readmit", |
|
|
1001 |
"offset", |
|
|
1002 |
"admitsource_1.0", |
|
|
1003 |
"admitsource_2.0", |
|
|
1004 |
"admitsource_3.0", |
|
|
1005 |
"admitsource_4.0", |
|
|
1006 |
"admitsource_5.0", |
|
|
1007 |
"admitsource_6.0", |
|
|
1008 |
"admitsource_7.0", |
|
|
1009 |
"admitsource_8.0", |
|
|
1010 |
"diaggroup_ARF", |
|
|
1011 |
"diaggroup_Asthma-Emphys", |
|
|
1012 |
"diaggroup_CABG", |
|
|
1013 |
"diaggroup_CHF", |
|
|
1014 |
"diaggroup_CVA", |
|
|
1015 |
"diaggroup_CVOther", |
|
|
1016 |
"diaggroup_CardiacArrest", |
|
|
1017 |
"diaggroup_ChestPainUnknown", |
|
|
1018 |
"diaggroup_Coma", |
|
|
1019 |
"diaggroup_DKA", |
|
|
1020 |
"diaggroup_GIBleed", |
|
|
1021 |
"diaggroup_GIObstruction", |
|
|
1022 |
"diaggroup_Neuro", |
|
|
1023 |
"diaggroup_Other", |
|
|
1024 |
"diaggroup_Overdose", |
|
|
1025 |
"diaggroup_PNA", |
|
|
1026 |
"diaggroup_RespMedOther", |
|
|
1027 |
"diaggroup_Sepsis", |
|
|
1028 |
"diaggroup_Trauma", |
|
|
1029 |
"diaggroup_ValveDz", |
|
|
1030 |
"gender_Male", |
|
|
1031 |
"gender_Other", |
|
|
1032 |
"m1_True", |
|
|
1033 |
"m2_True", |
|
|
1034 |
"m3_True", |
|
|
1035 |
"m4_True", |
|
|
1036 |
"m5_True", |
|
|
1037 |
"m6_True", |
|
|
1038 |
"m7_True", |
|
|
1039 |
"m8_True", |
|
|
1040 |
"m9_True", |
|
|
1041 |
"m10_True", |
|
|
1042 |
"m11_True", |
|
|
1043 |
"m12_True", |
|
|
1044 |
"m13_True", |
|
|
1045 |
"m14_True", |
|
|
1046 |
"m15_True", |
|
|
1047 |
"m16_True", |
|
|
1048 |
"m17_True", |
|
|
1049 |
"m18_True", |
|
|
1050 |
"m19_True", |
|
|
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1942 |
"\u001b[1;32m<ipython-input-12-5ccabd3c0e33>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[0;32m 269\u001b[0m \u001b[0mf1\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0mf1_score\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_test\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_pred\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0maverage\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;34m'micro'\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 270\u001b[0m \u001b[0mprint\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;34mf'f-score: {f1}'\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m--> 271\u001b[1;33m \u001b[0mprint\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mclassification_report_imbalanced\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_test\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_pred\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 272\u001b[0m \u001b[0mK\u001b[0m\u001b[1;33m=\u001b[0m \u001b[0mclassification_report_imbalanced\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0my_test\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0my_pred\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 273\u001b[0m \u001b[0mdf\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mpd\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mread_fwf\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mio\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mStringIO\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mK\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n", |
|
|
1943 |
"\u001b[1;31mNameError\u001b[0m: name 'classification_report_imbalanced' is not defined" |
|
|
1944 |
] |
|
|
1945 |
}, |
|
|
1946 |
{ |
|
|
1947 |
"output_type": "display_data", |
|
|
1948 |
"data": { |
|
|
1949 |
"text/plain": [ |
|
|
1950 |
"<Figure size 576x396 with 0 Axes>" |
|
|
1951 |
] |
|
|
1952 |
}, |
|
|
1953 |
"metadata": {} |
|
|
1954 |
} |
|
|
1955 |
], |
|
|
1956 |
"metadata": {} |
|
|
1957 |
}, |
|
|
1958 |
{ |
|
|
1959 |
"cell_type": "code", |
|
|
1960 |
"execution_count": null, |
|
|
1961 |
"source": [ |
|
|
1962 |
"len(y_test)" |
|
|
1963 |
], |
|
|
1964 |
"outputs": [], |
|
|
1965 |
"metadata": {} |
|
|
1966 |
}, |
|
|
1967 |
{ |
|
|
1968 |
"cell_type": "code", |
|
|
1969 |
"execution_count": null, |
|
|
1970 |
"source": [ |
|
|
1971 |
"list(map(abs,lr_features))" |
|
|
1972 |
], |
|
|
1973 |
"outputs": [], |
|
|
1974 |
"metadata": {} |
|
|
1975 |
}, |
|
|
1976 |
{ |
|
|
1977 |
"cell_type": "code", |
|
|
1978 |
"execution_count": null, |
|
|
1979 |
"source": [ |
|
|
1980 |
"visualizer\n" |
|
|
1981 |
], |
|
|
1982 |
"outputs": [], |
|
|
1983 |
"metadata": {} |
|
|
1984 |
}, |
|
|
1985 |
{ |
|
|
1986 |
"cell_type": "code", |
|
|
1987 |
"execution_count": null, |
|
|
1988 |
"source": [ |
|
|
1989 |
"fig.write_image(\"images/fig1.png\")" |
|
|
1990 |
], |
|
|
1991 |
"outputs": [], |
|
|
1992 |
"metadata": {} |
|
|
1993 |
}, |
|
|
1994 |
{ |
|
|
1995 |
"cell_type": "code", |
|
|
1996 |
"execution_count": null, |
|
|
1997 |
"source": [ |
|
|
1998 |
"#lr_fit= lr.fit(X_train_oversampled, y_train_oversampled).tolist()\n", |
|
|
1999 |
"lr_features = lr_fit.coef_\n", |
|
|
2000 |
"len(list(lr_features.flat))" |
|
|
2001 |
], |
|
|
2002 |
"outputs": [], |
|
|
2003 |
"metadata": {} |
|
|
2004 |
}, |
|
|
2005 |
{ |
|
|
2006 |
"cell_type": "code", |
|
|
2007 |
"execution_count": null, |
|
|
2008 |
"source": [ |
|
|
2009 |
" \n", |
|
|
2010 |
" \n", |
|
|
2011 |
" model = AdaBoostClassifier() \n", |
|
|
2012 |
" model.fit(X_train_oversampled, y_train_oversampled) \n", |
|
|
2013 |
" y_pred = model.predict(X_test.values)\n", |
|
|
2014 |
" visualizer = ROCAUC(model, classes=classes)\n", |
|
|
2015 |
" visualizer.fit(X_train_oversampled, y_train_oversampled) # Fit the training data to the visualizer\n", |
|
|
2016 |
" visualizer.score(X_test.values, y_test) # Evaluate the model on the test data\n", |
|
|
2017 |
" visualizer.poof(\"Ada_Indicator_Replace_{}.pdf\".format(fold), clear_figure=True) \n", |
|
|
2018 |
" print(f'For fold {fold}:')\n", |
|
|
2019 |
" print(f'Accuracy: {model.score(X_test.values, y_test)}')\n", |
|
|
2020 |
" f1=f1_score(y_test, y_pred, average='micro')\n", |
|
|
2021 |
" print(f'f-score: {f1}')\n", |
|
|
2022 |
" print(classification_report_imbalanced(y_test, y_pred))\n", |
|
|
2023 |
" \n", |
|
|
2024 |
" #\n", |
|
|
2025 |
"\n", |
|
|
2026 |
" " |
|
|
2027 |
], |
|
|
2028 |
"outputs": [], |
|
|
2029 |
"metadata": {} |
|
|
2030 |
}, |
|
|
2031 |
{ |
|
|
2032 |
"cell_type": "code", |
|
|
2033 |
"execution_count": null, |
|
|
2034 |
"source": [ |
|
|
2035 |
" feature_dataframe['mean'] = feature_dataframe.mean(axis= 1) # axis = 1 computes the mean row-wise\n", |
|
|
2036 |
" feature_dataframe.head(3)\n", |
|
|
2037 |
" \n", |
|
|
2038 |
" y = feature_dataframe['mean'].values\n", |
|
|
2039 |
" x = feature_dataframe['features'].values\n", |
|
|
2040 |
" data = [go.Bar(\n", |
|
|
2041 |
" x= x,\n", |
|
|
2042 |
" y= y,\n", |
|
|
2043 |
" width = 0.5,\n", |
|
|
2044 |
" marker=dict(\n", |
|
|
2045 |
" color = feature_dataframe['mean'].values,\n", |
|
|
2046 |
" colorscale='Portland',\n", |
|
|
2047 |
" showscale=True,\n", |
|
|
2048 |
" reversescale = False\n", |
|
|
2049 |
" ),\n", |
|
|
2050 |
" opacity=0.6\n", |
|
|
2051 |
" )]\n", |
|
|
2052 |
"\n", |
|
|
2053 |
" layout= go.Layout(\n", |
|
|
2054 |
" autosize= True,\n", |
|
|
2055 |
" title= 'Barplots of Mean Feature Importance',\n", |
|
|
2056 |
" hovermode= 'closest',\n", |
|
|
2057 |
" # xaxis= dict(\n", |
|
|
2058 |
" # title= 'Pop',\n", |
|
|
2059 |
" # ticklen= 5,\n", |
|
|
2060 |
" # zeroline= False,\n", |
|
|
2061 |
" # gridwidth= 2,\n", |
|
|
2062 |
" # ),\n", |
|
|
2063 |
" yaxis=dict(\n", |
|
|
2064 |
" title= 'Feature Importance',\n", |
|
|
2065 |
" ticklen= 5,\n", |
|
|
2066 |
" gridwidth= 2\n", |
|
|
2067 |
" ),\n", |
|
|
2068 |
" showlegend= False\n", |
|
|
2069 |
" )\n", |
|
|
2070 |
" fig = go.Figure(data=data, layout=layout)\n", |
|
|
2071 |
" py.iplot(fig, filename='bar-direct-labels')\n", |
|
|
2072 |
" \n", |
|
|
2073 |
" base_predictions_train = pd.DataFrame( {\n", |
|
|
2074 |
" 'ExtraTrees': et_oof_train.ravel(),\n", |
|
|
2075 |
" 'GradientBoost': gb_oof_train.ravel()\n", |
|
|
2076 |
" })\n", |
|
|
2077 |
" base_predictions_train.head()\n", |
|
|
2078 |
" \n", |
|
|
2079 |
" data = [\n", |
|
|
2080 |
" go.Heatmap(\n", |
|
|
2081 |
" z= base_predictions_train.astype(float).corr().values ,\n", |
|
|
2082 |
" x=base_predictions_train.columns.values,\n", |
|
|
2083 |
" y= base_predictions_train.columns.values,\n", |
|
|
2084 |
" colorscale='Viridis',\n", |
|
|
2085 |
" showscale=True,\n", |
|
|
2086 |
" reversescale = True\n", |
|
|
2087 |
" )\n", |
|
|
2088 |
" ]\n", |
|
|
2089 |
" py.iplot(data, filename='labelled-heatmap')\n", |
|
|
2090 |
" \n", |
|
|
2091 |
" #-------------------------------------------------------------------------------------\n", |
|
|
2092 |
" x_train = np.concatenate(( et_oof_train, rf_oof_train, ada_oof_train, gb_oof_train, lr_oof_train), axis=1)\n", |
|
|
2093 |
" x_test = np.concatenate(( et_oof_test, rf_oof_test, ada_oof_test, gb_oof_test, lr_oof_test), axis=1)\n", |
|
|
2094 |
" \n", |
|
|
2095 |
" gbm = xgb.XGBClassifier(\n", |
|
|
2096 |
" #learning_rate = 0.02,\n", |
|
|
2097 |
" n_estimators= 2000,\n", |
|
|
2098 |
" max_depth= 4,\n", |
|
|
2099 |
" min_child_weight= 2,\n", |
|
|
2100 |
" #gamma=1,\n", |
|
|
2101 |
" gamma=0.9, \n", |
|
|
2102 |
" subsample=0.8,\n", |
|
|
2103 |
" colsample_bytree=0.8,\n", |
|
|
2104 |
" objective= 'binary:logistic',\n", |
|
|
2105 |
" nthread= -1,\n", |
|
|
2106 |
" scale_pos_weight=1).fit(x_train, y_train_oversampled)\n", |
|
|
2107 |
" predictions = gbm.predict(x_test)\n", |
|
|
2108 |
" " |
|
|
2109 |
], |
|
|
2110 |
"outputs": [], |
|
|
2111 |
"metadata": {} |
|
|
2112 |
}, |
|
|
2113 |
{ |
|
|
2114 |
"cell_type": "code", |
|
|
2115 |
"execution_count": null, |
|
|
2116 |
"source": [ |
|
|
2117 |
"len(lr_features)" |
|
|
2118 |
], |
|
|
2119 |
"outputs": [], |
|
|
2120 |
"metadata": {} |
|
|
2121 |
}, |
|
|
2122 |
{ |
|
|
2123 |
"cell_type": "code", |
|
|
2124 |
"execution_count": null, |
|
|
2125 |
"source": [ |
|
|
2126 |
"cols = df2.drop('destcopy', 1).columns.values" |
|
|
2127 |
], |
|
|
2128 |
"outputs": [], |
|
|
2129 |
"metadata": {} |
|
|
2130 |
}, |
|
|
2131 |
{ |
|
|
2132 |
"cell_type": "code", |
|
|
2133 |
"execution_count": null, |
|
|
2134 |
"source": [ |
|
|
2135 |
"import plotly.graph_objects as go" |
|
|
2136 |
], |
|
|
2137 |
"outputs": [], |
|
|
2138 |
"metadata": {} |
|
|
2139 |
}, |
|
|
2140 |
{ |
|
|
2141 |
"cell_type": "code", |
|
|
2142 |
"execution_count": null, |
|
|
2143 |
"source": [ |
|
|
2144 |
"fig.show()" |
|
|
2145 |
], |
|
|
2146 |
"outputs": [], |
|
|
2147 |
"metadata": {} |
|
|
2148 |
}, |
|
|
2149 |
{ |
|
|
2150 |
"cell_type": "code", |
|
|
2151 |
"execution_count": null, |
|
|
2152 |
"source": [ |
|
|
2153 |
"import numpy as np \n", |
|
|
2154 |
"from sklearn.linear_model import LogisticRegression\n", |
|
|
2155 |
"from sklearn.preprocessing import StandardScaler\n", |
|
|
2156 |
"import pandas as pd\n", |
|
|
2157 |
"import matplotlib.pyplot as plt\n", |
|
|
2158 |
"\n", |
|
|
2159 |
"x1 = np.random.randn(100)\n", |
|
|
2160 |
"x2 = np.random.randn(100)\n", |
|
|
2161 |
"x3 = np.random.randn(100)\n", |
|
|
2162 |
"\n", |
|
|
2163 |
"#Make difference in feature dependance\n", |
|
|
2164 |
"y = (3 + x1 + 2*x2 + 5*x3 + 0.2*np.random.randn()) > 0\n", |
|
|
2165 |
"\n", |
|
|
2166 |
"X = pd.DataFrame({'x1':x1,'x2':x2,'x3':x3})\n", |
|
|
2167 |
"\n", |
|
|
2168 |
"#Scale your data\n", |
|
|
2169 |
"scaler = StandardScaler()\n", |
|
|
2170 |
"scaler.fit(X) \n", |
|
|
2171 |
"X_scaled = pd.DataFrame(scaler.transform(X),columns = X.columns)\n", |
|
|
2172 |
"\n", |
|
|
2173 |
"clf = LogisticRegression(random_state = 0)\n", |
|
|
2174 |
"clf.fit(X_scaled, y)\n", |
|
|
2175 |
"\n", |
|
|
2176 |
"feature_importance = abs(clf.coef_[0])\n", |
|
|
2177 |
"feature_importance = 100.0 * (feature_importance / feature_importance.max())\n", |
|
|
2178 |
"sorted_idx = np.argsort(feature_importance)\n", |
|
|
2179 |
"pos = np.arange(sorted_idx.shape[0]) + .5\n", |
|
|
2180 |
"\n", |
|
|
2181 |
"featfig = plt.figure()\n", |
|
|
2182 |
"featax = featfig.add_subplot(1, 1, 1)\n", |
|
|
2183 |
"featax.barh(pos, feature_importance[sorted_idx], align='center')\n", |
|
|
2184 |
"featax.set_yticks(pos)\n", |
|
|
2185 |
"featax.set_yticklabels(np.array(X.columns)[sorted_idx], fontsize=8)\n", |
|
|
2186 |
"featax.set_xlabel('Relative Feature Importance')\n", |
|
|
2187 |
"\n", |
|
|
2188 |
"plt.tight_layout() \n", |
|
|
2189 |
"plt.show()" |
|
|
2190 |
], |
|
|
2191 |
"outputs": [], |
|
|
2192 |
"metadata": {} |
|
|
2193 |
}, |
|
|
2194 |
{ |
|
|
2195 |
"cell_type": "code", |
|
|
2196 |
"execution_count": null, |
|
|
2197 |
"source": [ |
|
|
2198 |
"feature_importance" |
|
|
2199 |
], |
|
|
2200 |
"outputs": [], |
|
|
2201 |
"metadata": {} |
|
|
2202 |
}, |
|
|
2203 |
{ |
|
|
2204 |
"cell_type": "code", |
|
|
2205 |
"execution_count": null, |
|
|
2206 |
"source": [], |
|
|
2207 |
"outputs": [], |
|
|
2208 |
"metadata": {} |
|
|
2209 |
} |
|
|
2210 |
], |
|
|
2211 |
"metadata": { |
|
|
2212 |
"kernelspec": { |
|
|
2213 |
"display_name": "Python 3", |
|
|
2214 |
"language": "python", |
|
|
2215 |
"name": "python3" |
|
|
2216 |
}, |
|
|
2217 |
"language_info": { |
|
|
2218 |
"codemirror_mode": { |
|
|
2219 |
"name": "ipython", |
|
|
2220 |
"version": 3 |
|
|
2221 |
}, |
|
|
2222 |
"file_extension": ".py", |
|
|
2223 |
"mimetype": "text/x-python", |
|
|
2224 |
"name": "python", |
|
|
2225 |
"nbconvert_exporter": "python", |
|
|
2226 |
"pygments_lexer": "ipython3", |
|
|
2227 |
"version": "3.8.3" |
|
|
2228 |
} |
|
|
2229 |
}, |
|
|
2230 |
"nbformat": 4, |
|
|
2231 |
"nbformat_minor": 4 |
|
|
2232 |
} |