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b/lvl2/genEns.py |
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# -*- coding: utf-8 -*- |
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""" |
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Created on Sat Aug 15 14:12:12 2015 |
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@author: rc, alex |
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""" |
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import os |
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import sys |
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if __name__ == '__main__' and __package__ is None: |
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filePath = os.path.dirname(os.path.dirname(os.path.abspath(__file__))) |
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sys.path.append(filePath) |
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import numpy as np |
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import yaml |
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from copy import deepcopy |
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from collections import OrderedDict |
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from sklearn.metrics import roc_auc_score |
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from sklearn.cross_validation import LeaveOneLabelOut |
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from preprocessing.aux import getEventNames |
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from utils.ensembles import createEnsFunc, loadPredictions, getLvl1ModelList |
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from ensembling.WeightedMean import WeightedMeanClassifier |
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from ensembling.NeuralNet import NeuralNet |
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from ensembling.XGB import XGB |
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def _from_yaml_to_func(method, params): |
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"""go from yaml to method. |
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Need to be here for accesing local variables. |
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""" |
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prm = dict() |
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if params is not None: |
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for key, val in params.iteritems(): |
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prm[key] = eval(str(val)) |
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return eval(method)(**prm) |
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# ## here read YAML and build models ### |
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yml = yaml.load(open(sys.argv[1])) |
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fileName = yml['Meta']['file'] |
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if 'subsample' in yml['Meta']: |
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subsample = yml['Meta']['subsample'] |
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else: |
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subsample = 1 |
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modelName, modelParams = yml['Model'].iteritems().next() |
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model_base = _from_yaml_to_func(modelName, modelParams) |
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ensemble = yml['Model'][modelName]['ensemble'] |
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addSubjectID = True if 'addSubjectID' in yml.keys() else False |
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mode = sys.argv[2] |
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if mode == 'val': |
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test = False |
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elif mode == 'test': |
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test = True |
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else: |
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raise('Invalid mode. Please specify either val or test') |
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print('Running %s in mode %s, predictions will be saved as %s' % (modelName,mode,fileName)) |
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###### |
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cols = getEventNames() |
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ids = np.load('../infos_test.npy') |
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subjects_test = ids[:, 1] |
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series_test = ids[:, 2] |
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ids = ids[:, 0] |
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labels = np.load('../infos_val.npy') |
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subjects = labels[:, -2] |
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series = labels[:, -1] |
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labels = labels[:, :-2] |
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allCols = range(len(cols)) |
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# ## loading predictions ### |
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files = getLvl1ModelList() |
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preds_val = OrderedDict() |
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for f in files: |
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loadPredictions(preds_val, f[0], f[1]) |
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# validity check |
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for m in ensemble: |
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assert(m in preds_val) |
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# ## train/test ### |
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aggr = createEnsFunc(ensemble) |
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dataTrain = aggr(preds_val) |
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preds_val = None |
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# optionally adding subjectIDs |
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if addSubjectID: |
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dataTrain = np.c_[dataTrain, subjects] |
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np.random.seed(4234521) |
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if test: |
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# train the model |
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model = deepcopy(model_base) |
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model.fit(dataTrain[::subsample], labels[::subsample]) |
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dataTrain = None |
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# load test data |
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preds_test = OrderedDict() |
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for f in files: |
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loadPredictions(preds_test, f[0], f[1], test=True) |
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dataTest = aggr(preds_test) |
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preds_test = None |
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# switch to add subjects |
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if addSubjectID: |
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dataTest = np.c_[dataTest, subjects_test] |
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# get predictions |
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p = model.predict_proba(dataTest) |
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np.save('test/test_%s.npy' % fileName, [p]) |
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else: |
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auc_tot = [] |
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p = np.zeros(labels.shape) |
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cv = LeaveOneLabelOut(series) |
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for fold, (train, test) in enumerate(cv): |
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model = deepcopy(model_base) |
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if modelName == 'NeuralNet': |
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# passing also test data to print out test error during training |
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model.fit(dataTrain[train], labels[train], dataTrain[test], |
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labels[test]) |
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else: |
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model.fit(dataTrain[train][::subsample], labels[train][::subsample]) |
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p[test] = model.predict_proba(dataTrain[test]) |
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auc = [roc_auc_score(labels[test][:, col], p[test][:, col]) |
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for col in allCols] |
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auc_tot.append(np.mean(auc)) |
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print('Fold %d, score: %.5f' % (fold, auc_tot[-1])) |
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print('AUC: %.5f' % np.mean(auc_tot)) |
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np.save('val/val_%s.npy' % fileName, [p]) |