|
a |
|
b/conditional_probability/logistic.py |
|
|
1 |
import numpy as np |
|
|
2 |
from sklearn.linear_model import LogisticRegression |
|
|
3 |
from sklearn.metrics import roc_auc_score |
|
|
4 |
from util import roc_results, results |
|
|
5 |
|
|
|
6 |
|
|
|
7 |
def lr_training(x_train, y_train): |
|
|
8 |
""" |
|
|
9 |
:param x_train: the x-values we want to train on (2D numpy array) |
|
|
10 |
:param y_train: the y-values that correspond to x_train (1D numpy array) |
|
|
11 |
:return: sklearn LogisticRegression object that can now be used for predictions |
|
|
12 |
""" |
|
|
13 |
prob = LogisticRegression(penalty='l1', C=0.185, solver='saga', fit_intercept=True, random_state=0) |
|
|
14 |
prob.fit(x_train, y_train) |
|
|
15 |
return prob |
|
|
16 |
|
|
|
17 |
|
|
|
18 |
def lr_probability(prob, x_test): |
|
|
19 |
""" |
|
|
20 |
:param prob: trained sklearn LogisticRegression object |
|
|
21 |
:param x_test: the x-values we want to get predictions on (2D numpy array) |
|
|
22 |
:return: a 2D numpy array containing the probabilities for both classes |
|
|
23 |
""" |
|
|
24 |
return prob.predict_proba(x_test) |
|
|
25 |
|
|
|
26 |
|
|
|
27 |
def lr_classification(y_pred, threshold=0.5): |
|
|
28 |
""" |
|
|
29 |
:param y_pred: a 1D numpy array containing the probabilities of x belonging to the positive class |
|
|
30 |
:param threshold: determines which class a probability estimate belongs to |
|
|
31 |
:return: a 1D numpy array containing the predictions |
|
|
32 |
""" |
|
|
33 |
for i in range(y_pred.shape[0]): |
|
|
34 |
y_pred[i] = 1 if y_pred[i] > threshold else -1 |
|
|
35 |
return y_pred |
|
|
36 |
|
|
|
37 |
|
|
|
38 |
def lr_pipeline(x_train, y_train, x_test, y_test): |
|
|
39 |
""" |
|
|
40 |
:param x_train: the x-values we want to train on (2D numpy array) |
|
|
41 |
:param y_train: the y-values that correspond to x_train (1D numpy array) |
|
|
42 |
:param x_test: the x-values we want to test on (2D numpy array) |
|
|
43 |
:param y_test: the y-values that correspond to x_test (1D numpy array) |
|
|
44 |
:return: the roc auc score |
|
|
45 |
""" |
|
|
46 |
prob = lr_training(x_train, y_train) |
|
|
47 |
y_pred = lr_probability(prob, x_test) |
|
|
48 |
y_pred_class = lr_classification(np.copy(y_pred[:, 1]), threshold=0.436) |
|
|
49 |
roc_results(y_pred[:, 1], y_test, 'Logistic Regression') |
|
|
50 |
return roc_auc_score(y_test, y_pred[:, 1]), results(y_pred_class, y_test) |