# -*- coding: utf-8 -*-
"""ML_Project.ipynb
Automatically generated by Colab.
Original file is located at
https://colab.research.google.com/drive/1N-OfEL_dUBWC58ZTYK4NUEUkakSCj2rS
"""
import pandas as pd
# Load the data from the CSV file
data = pd.read_csv('/content/Dataaa.csv')
# Display the number of features
print("Number of features in the dataset:", data.shape[1])
print("Names of the features:", data.columns.tolist())
# Display the first few lines of the CSV file to understand its content
with open('/content/Dataaa.csv', 'r') as file:
for _ in range(5):
print(file.readline())
import numpy as np
import pandas as pd
# Assuming you have your data loaded into numpy arrays, for example:
# X_in is your input data and X_out is your output data
# Here is a simple example of how to create these arrays (replace this with your actual data loading code)
# X_in = np.random.rand(100, 10) # Example: 100 samples, 10 features
# X_out = np.random.rand(100, 3) # Example: 100 samples, 3 output targets
# Convert numpy arrays to pandas DataFrame
X_in_df = pd.DataFrame(X_in)
X_out_df = pd.DataFrame(X_out)
# Concatenate both DataFrames along the columns
data_df = pd.concat([X_in_df, X_out_df], axis=1)
# Save the DataFrame to a CSV file
data_df.to_csv('/content/corrected_data.csv', index=False)
import numpy as np
import pandas as pd
# Example data (replace with your actual data arrays)
X_in = np.random.rand(100, 10) # 100 samples, 10 features
X_out = np.random.rand(100, 1) # 100 samples, 1 target
# Convert to DataFrame
df_in = pd.DataFrame(X_in, columns=[f'feature_{i}' for i in range(X_in.shape[1])])
df_out = pd.DataFrame(X_out, columns=['target'])
# Combine input and output data
full_df = pd.concat([df_in, df_out], axis=1)
# Save to CSV
full_df.to_csv('/content/corrected_data.csv', index=False)
import pandas as pd
# Load the data from the corrected CSV file
data = pd.read_csv('/content/corrected_data.csv')
# Display the first few rows of the dataset and the shape to verify
print(data.head())
print("Shape of the dataset:", data.shape)
print("Column names:", data.columns.tolist())
##Normalizing and Splitting the data
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler
# Selecting input features and target
X = data.iloc[:, :-1].values # All columns except the last are features
y = data.iloc[:, -1].values # Last column is the target
# Normalize the input data
scaler = StandardScaler()
X_normalized = scaler.fit_transform(X)
# Split the data into training and testing sets
X_train, X_test, y_train, y_test = train_test_split(X_normalized, y, test_size=0.3, random_state=42)
# Output the shapes of the datasets to verify everything is as expected
print("Train data shape:", X_train.shape)
print("Test data shape:", X_test.shape)
##Training the RNN Model
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense, SimpleRNN
# Define the RNN model
model = Sequential([
SimpleRNN(50, input_shape=(X_train.shape[1], 1)), # 50 RNN units, considering each feature as a time step
Dense(1) # Output layer with one neuron for regression output (the target)
])
# Compile the model
model.compile(optimizer='adam', loss='mean_squared_error')
# Reshape input for RNN which expects (batch_size, timesteps, features)
X_train_rnn = X_train.reshape((X_train.shape[0], X_train.shape[1], 1))
X_test_rnn = X_test.reshape((X_test.shape[0], X_test.shape[1], 1))
# Train the model
history = model.fit(X_train_rnn, y_train, epochs=100, validation_data=(X_test_rnn, y_test))
# Optionally, plot the training and validation loss
import matplotlib.pyplot as plt
plt.plot(history.history['loss'], label='train')
plt.plot(history.history['val_loss'], label='test')
plt.title('Model Loss')
plt.ylabel('Loss')
plt.xlabel('Epoch')
plt.legend()
plt.show()
model.save('/content/my_rnn_model.h5') # Saves the model for later use
# Example threshold value - you need to choose what makes sense for your data
threshold = 0.5
# Convert continuous target data to binary classification
y_train_class = (y_train > threshold).astype(int)
# Proceed with the rest of your RNN setup as before
##Classifying the presence of damage
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import SimpleRNN, Dense
# Define the classification model
classification_model = Sequential([
SimpleRNN(50, input_shape=(X_train.shape[1], 1)), # Adjust the input shape and units as necessary
Dense(1, activation='sigmoid') # Sigmoid activation for binary classification
])
# Compile the classification model
classification_model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy'])
# Reshape data for RNN
X_train_rnn = X_train.reshape((X_train.shape[0], X_train.shape[1], 1))
# Train the classification model
classification_model.fit(X_train_rnn, y_train_class, epochs=100, validation_split=0.2)
# Save the classification model
classification_model.save('/content/classification_model.h5')
# Assuming your original test labels are in y_test, and they are not binary (0 or 1) yet
# Apply the same threshold used for the training data
y_test_class = (y_test > threshold).astype(int)
# Now you can compute the confusion matrix and plot it
cm = confusion_matrix(y_test_class, y_pred_class)
disp = ConfusionMatrixDisplay(confusion_matrix=cm)
disp.plot(cmap=plt.cm.Blues)
plt.title('Confusion Matrix')
plt.show()
# And compute the ROC curve
fpr, tpr, _ = roc_curve(y_test_class, y_pred_probs.ravel())
roc_auc = auc(fpr, tpr)
# Plot the ROC curve
plt.figure()
plt.plot(fpr, tpr, color='darkorange', lw=2, label='ROC curve (area = %0.2f)' % roc_auc)
plt.plot([0, 1], [0, 1], color='navy', lw=2, linestyle='--')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver Operating Characteristic')
plt.legend(loc="lower right")
plt.show()
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import LSTM, Dense, Dropout
from sklearn.utils.class_weight import compute_class_weight
from sklearn.metrics import precision_recall_curve
# Calculate class weights
class_weights = compute_class_weight('balanced', classes=np.unique(y_train_class), y=y_train_class)
class_weights_dict = dict(enumerate(class_weights))
# Build an LSTM model
model = Sequential([
LSTM(100, input_shape=(X_train.shape[1], 1), return_sequences=True),
Dropout(0.5),
LSTM(100),
Dropout(0.5),
Dense(1, activation='sigmoid')
])
# Compile the model
model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy'])
# Train the model with class weights
history = model.fit(X_train_rnn, y_train_class, epochs=100, validation_split=0.2, class_weight=class_weights_dict)
# Predict probabilities
y_pred_probs = model.predict(X_test_rnn)
# Find the optimal threshold based on precision-recall tradeoff
precision, recall, thresholds = precision_recall_curve(y_test_class, y_pred_probs)
# Convert to f score
fscore = (2 * precision * recall) / (precision + recall)
# Locate the index of the largest f score
ix = np.argmax(fscore)
optimal_threshold = thresholds[ix]
# Use the optimal threshold to convert probabilities to binary predictions
y_pred_class = (y_pred_probs > optimal_threshold).astype(int)
# Recompute the confusion matrix and ROC curve using the new threshold
from sklearn.metrics import confusion_matrix, ConfusionMatrixDisplay, roc_curve, auc
import matplotlib.pyplot as plt
# Use the optimal threshold to convert probabilities to binary predictions
y_pred_class_optimal = (y_pred_probs > optimal_threshold).astype(int)
# Compute the confusion matrix using the optimal threshold
cm_optimal = confusion_matrix(y_test_class, y_pred_class_optimal)
# Display the confusion matrix
disp = ConfusionMatrixDisplay(confusion_matrix=cm_optimal)
disp.plot(cmap=plt.cm.Blues)
plt.title('Confusion Matrix with Optimal Threshold')
plt.show()
# Compute ROC curve and AUC
fpr, tpr, _ = roc_curve(y_test_class, y_pred_probs)
roc_auc = auc(fpr, tpr)
# Plot ROC curve
plt.figure()
plt.plot(fpr, tpr, color='darkorange', lw=2, label='ROC curve (area = %0.2f)' % roc_auc)
plt.plot([0, 1], [0, 1], color='navy', lw=2, linestyle='--')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver Operating Characteristic with Optimal Threshold')
plt.legend(loc="lower right")
plt.show()
# Make sure the 'y_test_class' and 'y_train_class' variables are set correctly before this step.
# For the sake of example, let's assume 'y_test' is the variable holding the original test labels.
# Verify and correct labels if necessary
# 'damage' is 1, 'no damage' is 0
y_test_class = np.where(y_test == 'damage', 1, 0)
# Now, use your model to predict probabilities on the test set
# Assuming 'X_test_rnn' is already defined and shaped correctly
y_pred_probs = classification_model.predict(X_test_rnn)
# Choose a decision threshold (if you've found an optimal one, use that, otherwise use 0.5)
threshold = 0.5 # or optimal_threshold if you have one
# Convert predicted probabilities into binary class predictions
y_pred_class = (y_pred_probs > threshold).astype(int)
# Compute the confusion matrix
cm = confusion_matrix(y_test_class, y_pred_class)
# Plot the confusion matrix
disp = ConfusionMatrixDisplay(confusion_matrix=cm)
disp.plot(cmap=plt.cm.Blues)
plt.title('Confusion Matrix')
plt.show()
# Calculate the ROC curve and AUC
fpr, tpr, _ = roc_curve(y_test_class, y_pred_probs)
roc_auc = auc(fpr, tpr)
# Plot the ROC curve
plt.figure()
plt.plot(fpr, tpr, color='darkorange', lw=2, label=f'ROC curve (area = {roc_auc:.2f})')
plt.plot([0, 1], [0, 1], color='navy', lw=2, linestyle='--')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver Operating Characteristic')
plt.legend(loc='lower right')
plt.show()
# Reshape data from 2D to 3D (samples, timesteps, features)
X_train_rnn = X_train.reshape((X_train.shape[0], 1, X_train.shape[1]))
# Define the LSTM model for binary classification
lstm_model = Sequential([
LSTM(50, input_shape=(X_train_rnn.shape[1], X_train_rnn.shape[2])), # Correct input_shape
Dense(1, activation='sigmoid')
])
# Compile the LSTM model
lstm_model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy'])
# Train the LSTM model
history = lstm_model.fit(X_train_rnn, y_train_class, epochs=100, validation_split=0.2)
# ... (Continue with the rest of the code as before)
# Assuming your data is correctly reshaped to 3D for LSTM and 'y_train_class' holds the binary labels
# Continue training the LSTM model
history = lstm_model.fit(
X_train_rnn,
y_train_class,
epochs=100,
validation_split=0.2
)
# Assuming 'X_test' and 'y_test' are your test data and labels, respectively
# Reshape the test data to match the input shape of the model
X_test_rnn = X_test.reshape((X_test.shape[0], 1, X_test.shape[1]))
# Predict class probabilities on the test set
y_pred_probs = lstm_model.predict(X_test_rnn)
# Choose a decision threshold
threshold = 0.5 # Adjust based on your optimal threshold
y_pred_class = (y_pred_probs > threshold).astype(int)
# Compute the confusion matrix
cm = confusion_matrix(y_test_class, y_pred_class)
# Display the confusion matrix
disp = ConfusionMatrixDisplay(confusion_matrix=cm)
disp.plot(cmap=plt.cm.Blues)
plt.title('Confusion Matrix - LSTM Model')
plt.show()
# Compute ROC curve and AUC
fpr, tpr, _ = roc_curve(y_test_class, y_pred_probs)
roc_auc = auc(fpr, tpr)
# Plot ROC curve
plt.figure()
plt.plot(fpr, tpr, color='darkorange', lw=2, label='ROC curve (area = %0.2f)' % roc_auc)
plt.plot([0, 1], [0, 1], color='navy', lw=2, linestyle='--')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('ROC Curve - LSTM Model')
plt.legend(loc="lower right")
plt.show()
# Check the range of predicted probabilities
print("Predicted probabilities:", y_pred_probs)
# Check if there are both classes present in the test labels
print("Unique labels in y_test_class:", np.unique(y_test_class))
# Check unique values in the labels array
unique_classes = np.unique(y)
print("Unique classes in y:", unique_classes)
# Define a threshold to convert continuous values to binary classification
threshold = 0.5 # This is just an example, adjust this based on your domain knowledge
y_class = (y > threshold).astype(int)
# Now check the distribution of the new binary labels
print("Distribution of binary labels:", np.bincount(y_class))
# Continue with the train-test split with the new binary labels
X_train, X_test, y_train_class, y_test_class = train_test_split(
X, y_class,
test_size=0.2,
stratify=y_class,
random_state=42
)
from sklearn.linear_model import LogisticRegression
from sklearn.metrics import confusion_matrix, roc_curve, auc, ConfusionMatrixDisplay
import matplotlib.pyplot as plt
# Perform the stratified train-test split with the new binary labels
X_train, X_test, y_train_class, y_test_class = train_test_split(
X, y_class,
test_size=0.2,
stratify=y_class,
random_state=42
)
# Train the logistic regression model
logistic_model = LogisticRegression()
logistic_model.fit(X_train, y_train_class)
# Predict class probabilities on the test set
y_pred_probs_logistic = logistic_model.predict_proba(X_test)[:, 1]
# Predict class labels for the test set based on the default threshold of 0.5
y_pred_class_logistic = logistic_model.predict(X_test)
# Compute the confusion matrix
cm_logistic = confusion_matrix(y_test_class, y_pred_class_logistic)
# Display the confusion matrix
disp = ConfusionMatrixDisplay(confusion_matrix=cm_logistic)
disp.plot(cmap=plt.cm.Blues)
plt.title('Confusion Matrix - Logistic Regression Model')
plt.show()
# Compute ROC curve and AUC
fpr_logistic, tpr_logistic, _ = roc_curve(y_test_class, y_pred_probs_logistic)
roc_auc_logistic = auc(fpr_logistic, tpr_logistic)
# Plot the ROC curve
plt.figure()
plt.plot(fpr_logistic, tpr_logistic, color='darkorange', lw=2, label='ROC curve (area = %0.2f)' % roc_auc_logistic)
plt.plot([0, 1], [0, 1], color='navy', lw=2, linestyle='--')
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('ROC Curve - Logistic Regression Model')
plt.legend(loc="lower right")
plt.show()
# Reshape X_test_rnn to match the expected input shape of the model (10 time steps, 1 feature per step)
X_test_rnn_reshaped = X_test_rnn.reshape((X_test_rnn.shape[0], 10, 1))
# Now make predictions with the reshaped data
y_pred_probs_rnn = rnn_model.predict(X_test_rnn_reshaped)
# Continue with the rest of the code for evaluation
print("Number of samples in test set:", y_test_class.shape[0])
print("Number of predictions made:", y_pred_probs_rnn.shape[0])
##Using LSTM to better predict
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import LSTM, Dense
# Define the LSTM model for binary classification
lstm_classification_model = Sequential([
LSTM(2, input_shape=(X_train.shape[1], 1)), # 50 LSTM units
Dense(1, activation='sigmoid') # Sigmoid activation for binary classification
])
# Compile the LSTM model
lstm_classification_model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy'])
# Train the LSTM model
history = lstm_classification_model.fit(
X_train_rnn, y_train_class,
epochs=100,
validation_split=0.2
)
# Save the LSTM classification model
lstm_classification_model.save('/content/lstm_classification_model.h5')
#Model Evaluation
# Evaluate the model's performance
test_loss, test_accuracy = lstm_classification_model.evaluate(X_test_rnn, y_test_binary)
# Print the evaluation results
print(f"Test Loss: {test_loss}")
print(f"Test Accuracy: {test_accuracy}")
#Regularizing to make LSTM better
from sklearn.utils.class_weight import compute_class_weight
# Calculate class weights for unbalanced datasets
class_weights = compute_class_weight(
class_weight='balanced',
classes=np.unique(y_train_class),
y=y_train_class
)
# Create a dictionary mapping class labels to weights
weight_for_class_1 = class_weights[1]
class_weight_dict = {0: class_weights[0], 1: class_weights[1]}
# Train the model with class weight to handle imbalance
history = lstm_classification_model.fit(
X_train_rnn, y_train_class,
epochs=100,
validation_split=0.2,
class_weight=class_weight_dict # Use the computed class weights
)
# Plot the training history
plt.figure(figsize=(14, 5))
# Plot training & validation accuracy values
plt.subplot(1, 2, 1)
plt.plot(history.history['accuracy'])
plt.plot(history.history['val_accuracy'])
plt.title('Model accuracy')
plt.xlabel('Epoch')
plt.ylabel('Accuracy')
plt.legend(['Train', 'Test'], loc='upper left')
# Plot training & validation loss values
plt.subplot(1, 2, 2)
plt.plot(history.history['loss'])
plt.plot(history.history['val_loss'])
plt.title('Model loss')
plt.xlabel('Epoch')
plt.ylabel('Loss')
plt.legend(['Train', 'Test'], loc='upper left')
plt.show()
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import LSTM, Dense, Dropout
from sklearn.utils.class_weight import compute_class_weight
# Calculate class weights for unbalanced datasets
classes = np.unique(y_train_class)
class_weights = compute_class_weight(class_weight='balanced', classes=classes, y=y_train_class)
class_weights_dict = dict(zip(classes, class_weights))
# Define the LSTM model with dropout for regularization
model = Sequential([
LSTM(30, input_shape=(X_train.shape[1], 1), dropout=0.2, recurrent_dropout=0.2),
Dropout(0.5),
Dense(1, activation='sigmoid')
])
# Compile the model with a possibly smaller learning rate and class weight
model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy'])
# Train the model with class weights to handle imbalance
history = model.fit(
X_train_rnn, y_train_class,
epochs=50,
validation_split=0.2,
class_weight=class_weights_dict,
batch_size=32 # Consider trying different batch sizes
)
# Evaluate the model to see if the performance has improved
test_loss, test_accuracy = model.evaluate(X_test_rnn, y_test_binary)
print(f"Test Loss: {test_loss}")
print(f"Test Accuracy: {test_accuracy}")
# Predict classes using the trained model
y_pred_class = (model.predict(X_test_rnn) > 0.5).astype(int)
# Generate the new confusion matrix
cm = confusion_matrix(y_test_binary, y_pred_class)
# Plot the confusion matrix
disp = ConfusionMatrixDisplay(confusion_matrix=cm)
disp.plot(cmap=plt.cm.Blues)
plt.title('Confusion Matrix')
plt.show()
from sklearn.model_selection import TimeSeriesSplit
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Bidirectional, LSTM, Dense, Dropout
from sklearn.metrics import confusion_matrix, roc_curve, auc
# Define the number of splits
n_splits = 5
tscv = TimeSeriesSplit(n_splits=n_splits)
# To store metrics for each fold
confusion_matrices = []
roc_auc_scores = []
for train_index, test_index in tscv.split(X_normalized):
X_train_cv, X_test_cv = X_normalized[train_index], X_normalized[test_index]
y_train_cv, y_test_cv = y_binary[train_index], y_binary[test_index]
# Reshape the data for LSTM network
X_train_cv_rnn = X_train_cv.reshape((X_train_cv.shape[0], X_train_cv.shape[1], 1))
X_test_cv_rnn = X_test_cv.reshape((X_test_cv.shape[0], X_test_cv.shape[1], 1))
# Define the model (as before)
model = Sequential([
Bidirectional(LSTM(50, input_shape=(X_train_cv_rnn.shape[1], 1))),
Dropout(0.5),
Dense(1, activation='sigmoid')
])
# Compile the model (as before)
model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy'])
# Fit the model
model.fit(X_train_cv_rnn, y_train_cv, epochs=100, batch_size=32, verbose=0) # Set verbose to 0 to suppress output
# Predict probabilities
y_pred_probs = model.predict(X_test_cv_rnn).ravel()
# Binarize predictions based on threshold
threshold = 0.5 # This threshold can be adjusted
y_pred_class = (y_pred_probs > threshold).astype(int)
# Calculate metrics for this fold
cm = confusion_matrix(y_test_cv, y_pred_class)
confusion_matrices.append(cm)
fpr, tpr, thresholds = roc_curve(y_test_cv, y_pred_probs)
roc_auc = auc(fpr, tpr)
roc_auc_scores.append(roc_auc)
# Now, you can calculate the average of the metrics across all folds
# Average Confusion Matrix
average_cm = np.mean(confusion_matrices, axis=0)
print("Average Confusion Matrix:\n", average_cm)
# Average ROC AUC Score
average_roc_auc = np.mean(roc_auc_scores)
print("Average ROC AUC Score:", average_roc_auc)
import numpy as np
from sklearn.metrics import confusion_matrix, ConfusionMatrixDisplay
import matplotlib.pyplot as plt
# Assume 'model' is your trained Keras model
# Predict probabilities for the test set
y_pred_probs = model.predict(X_test_rnn)
# Function to apply threshold to probabilities to create binary predictions
def apply_threshold(probs, threshold):
return (probs > threshold).astype(int)
# Choose a range of thresholds to try
thresholds = np.linspace(0, 1, 101)
# Plot confusion matrices for various thresholds
fig, axes = plt.subplots(nrows=10, ncols=10, figsize=(20, 20)) # Adjust the subplot grid as needed
axes = axes.flatten() # Flatten to 1D array for easy iteration
for ax, threshold in zip(axes, thresholds):
# Get binary predictions using the current threshold
y_pred_class = apply_threshold(y_pred_probs, threshold)
# Compute the confusion matrix for this threshold
cm = confusion_matrix(y_test_binary, y_pred_class)
# Plot the confusion matrix
ConfusionMatrixDisplay(confusion_matrix=cm).plot(cmap=plt.cm.Blues, ax=ax)
ax.title.set_text(f'Thr {threshold:.2f}')
plt.tight_layout() # Adjust spacing
plt.show()
from sklearn.metrics import roc_curve, auc
import matplotlib.pyplot as plt
# Assume 'model' is your trained Keras model and you have a test set 'X_test_rnn'
# Predict probabilities for the positive class (damage)
y_pred_probs = model.predict(X_test_rnn).ravel()
# Compute ROC curve and ROC area for each class
fpr, tpr, thresholds = roc_curve(y_test_binary, y_pred_probs)
roc_auc = auc(fpr, tpr)
# Plot the ROC curve
plt.figure()
plt.plot(fpr, tpr, color='darkorange', lw=2, label='ROC curve (area = %0.2f)' % roc_auc)
plt.plot([0, 1], [0, 1], color='navy', lw=2, linestyle='--')
plt.xlim([0.0, 1.0])
plt.ylim([0.0, 1.05])
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver Operating Characteristic')
plt.legend(loc="lower right")
plt.show()
##using a bidirectional LSTM model
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Bidirectional, LSTM, Dense, Dropout
# Define the bidirectional LSTM model
bidirectional_lstm_model = Sequential([
Bidirectional(LSTM(50, return_sequences=True), input_shape=(X_train.shape[1], 1)),
Dropout(0.5),
Bidirectional(LSTM(50)),
Dropout(0.5),
Dense(1, activation='sigmoid')
])
# Compile the model
bidirectional_lstm_model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy'])
# Train the model
history = bidirectional_lstm_model.fit(
X_train_rnn, y_train_class,
epochs=100,
validation_split=0.2
)
from sklearn.metrics import confusion_matrix, ConfusionMatrixDisplay, roc_curve, auc
import matplotlib.pyplot as plt
# Make predictions on the test data
y_pred_probs = bidirectional_lstm_model.predict(X_test_rnn)
y_pred_class = (y_pred_probs > 0.5).astype(int)
# Confusion Matrix
cm = confusion_matrix(y_test_binary, y_pred_class)
disp = ConfusionMatrixDisplay(confusion_matrix=cm)
disp.plot(cmap=plt.cm.Blues)
plt.title('Confusion Matrix')
plt.show()
# ROC Curve
fpr, tpr, thresholds = roc_curve(y_test_binary, y_pred_probs)
roc_auc = auc(fpr, tpr)
plt.figure()
plt.plot(fpr, tpr, color='darkorange', lw=2, label='ROC curve (area = %0.2f)' % roc_auc)
plt.plot([0, 1], [0, 1], color='navy', lw=2, linestyle='--')
plt.xlim([0.0, 1.0])
plt.ylim([0.0, 1.05])
plt.xlabel('False Positive Rate')
plt.ylabel('True Positive Rate')
plt.title('Receiver Operating Characteristic')
plt.legend(loc="lower right")
plt.show()
from sklearn.model_selection import TimeSeriesSplit
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Bidirectional, LSTM, Dense, Dropout
from sklearn.metrics import confusion_matrix, roc_curve, auc
# Define the number of splits
n_splits = 5
tscv = TimeSeriesSplit(n_splits=n_splits)
# To store metrics for each fold
confusion_matrices = []
roc_auc_scores = []
for train_index, test_index in tscv.split(X_normalized):
X_train_cv, X_test_cv = X_normalized[train_index], X_normalized[test_index]
y_train_cv, y_test_cv = y_binary[train_index], y_binary[test_index]
# Reshape the data for LSTM network
X_train_cv_rnn = X_train_cv.reshape((X_train_cv.shape[0], X_train_cv.shape[1], 1))
X_test_cv_rnn = X_test_cv.reshape((X_test_cv.shape[0], X_test_cv.shape[1], 1))
# Define the model (as before)
model = Sequential([
Bidirectional(LSTM(50, input_shape=(X_train_cv_rnn.shape[1], 1))),
Dropout(0.5),
Dense(1, activation='sigmoid')
])
# Compile the model (as before)
model.compile(optimizer='adam', loss='binary_crossentropy', metrics=['accuracy'])
# Fit the model
model.fit(X_train_cv_rnn, y_train_cv, epochs=100, batch_size=32, verbose=0) # Set verbose to 0 to suppress output
# Predict probabilities
y_pred_probs = model.predict(X_test_cv_rnn).ravel()
# Binarize predictions based on threshold
threshold = 0.5 # This threshold can be adjusted
y_pred_class = (y_pred_probs > threshold).astype(int)
# Calculate metrics for this fold
cm = confusion_matrix(y_test_cv, y_pred_class)
confusion_matrices.append(cm)
fpr, tpr, thresholds = roc_curve(y_test_cv, y_pred_probs)
roc_auc = auc(fpr, tpr)
roc_auc_scores.append(roc_auc)
# Now, you can calculate the average of the metrics across all folds
# Average Confusion Matrix
average_cm = np.mean(confusion_matrices, axis=0)
print("Average Confusion Matrix:\n", average_cm)
# Average ROC AUC Score
average_roc_auc = np.mean(roc_auc_scores)
print("Average ROC AUC Score:", average_roc_auc)