Compare commits

...

13 Commits

Author SHA1 Message Date
1b08cb9bdf Add select KBest features #17 2021-04-26 01:15:30 +02:00
Ricardo Montañana Gómez
a4aac9d310 Create codeql-analysis.yml (#25) 2021-04-19 23:34:26 +02:00
Ricardo Montañana Gómez
8a18c998df Implement hyperparam. context based normalization (#32) 2021-04-18 18:57:39 +02:00
b55f59a3ec Fix compute number of nodes 2021-04-13 22:31:05 +02:00
783d105099 Add another nodes, leaves test 2021-04-09 10:56:54 +02:00
c36f685263 Fix unintended nested if in partition 2021-04-08 08:27:31 +02:00
0f89b044f1 Refactor train method 2021-04-07 01:02:30 +02:00
Ricardo Montañana Gómez
6ba973dfe1 Add a method that return nodes and leaves (#27) (#30)
Add a test
Fix #27
2021-03-23 14:30:32 +01:00
Ricardo Montañana Gómez
460c63a6d0 Fix depth sometimes is wrong (#26) (#29)
Add a test to the tests set
Add depth to node description
Fix iterator and str test due to this addon
2021-03-23 14:08:53 +01:00
Ricardo Montañana Gómez
f438124057 Fix mistakes (#24) (#28)
Put pandas requirements in notebooks
clean requirements.txt
2021-03-23 13:27:32 +01:00
Ricardo Montañana Gómez
147dad684c Weight0samples error (#23)
* Add Hyperparameters description to README
Comment get_subspace method
Add environment info for binder (runtime.txt)

* Complete source comments
Change docstring type to numpy
update hyperameters table and explanation

* Fix problem with zero weighted samples
Solve WARNING: class label x specified in weight is not found
with a different approach

* Allow update of scikitlearn to latest version
2021-01-19 11:40:46 +01:00
Ricardo Montañana Gómez
3bdac9bd60 Complete source comments (#22)
* Add Hyperparameters description to README
Comment get_subspace method
Add environment info for binder (runtime.txt)

* Complete source comments
Change docstring type to numpy
update hyperameters table and explanation

* Update Jupyter notebooks
2021-01-19 10:44:59 +01:00
Ricardo Montañana Gómez
e4ac5075e5 Add main workflow action (#20)
* Add main workflow action

* lock scikit-learn version to 0.23.2

* exchange codeship badge with githubs
2021-01-11 13:46:30 +01:00
16 changed files with 1019 additions and 1275 deletions

56
.github/workflows/codeql-analysis.yml vendored Normal file
View File

@@ -0,0 +1,56 @@
name: "CodeQL"
on:
push:
branches: [ master ]
pull_request:
# The branches below must be a subset of the branches above
branches: [ master ]
schedule:
- cron: '16 17 * * 3'
jobs:
analyze:
name: Analyze
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
language: [ 'python' ]
# CodeQL supports [ 'cpp', 'csharp', 'go', 'java', 'javascript', 'python' ]
# Learn more:
# https://docs.github.com/en/free-pro-team@latest/github/finding-security-vulnerabilities-and-errors-in-your-code/configuring-code-scanning#changing-the-languages-that-are-analyzed
steps:
- name: Checkout repository
uses: actions/checkout@v2
# Initializes the CodeQL tools for scanning.
- name: Initialize CodeQL
uses: github/codeql-action/init@v1
with:
languages: ${{ matrix.language }}
# If you wish to specify custom queries, you can do so here or in a config file.
# By default, queries listed here will override any specified in a config file.
# Prefix the list here with "+" to use these queries and those in the config file.
# queries: ./path/to/local/query, your-org/your-repo/queries@main
# Autobuild attempts to build any compiled languages (C/C++, C#, or Java).
# If this step fails, then you should remove it and run the build manually (see below)
- name: Autobuild
uses: github/codeql-action/autobuild@v1
# Command-line programs to run using the OS shell.
# 📚 https://git.io/JvXDl
# ✏️ If the Autobuild fails above, remove it and uncomment the following three lines
# and modify them (or add more) to build your code if your project
# uses a compiled language
#- run: |
# make bootstrap
# make release
- name: Perform CodeQL Analysis
uses: github/codeql-action/analyze@v1

47
.github/workflows/main.yml vendored Normal file
View File

@@ -0,0 +1,47 @@
name: CI
on:
push:
branches: [master]
pull_request:
branches: [master]
workflow_dispatch:
jobs:
build:
runs-on: ${{ matrix.os }}
strategy:
matrix:
os: [macos-latest, ubuntu-latest]
python: [3.8]
steps:
- uses: actions/checkout@v2
- name: Set up Python ${{ matrix.python }}
uses: actions/setup-python@v2
with:
python-version: ${{ matrix.python }}
- name: Install dependencies
run: |
pip install -q --upgrade pip
pip install -q -r requirements.txt
pip install -q --upgrade codecov coverage black flake8 codacy-coverage
- name: Lint
run: |
black --check --diff stree
flake8 --count stree
- name: Tests
run: |
coverage run -m unittest -v stree.tests
coverage xml
- name: Upload coverage to Codecov
uses: codecov/codecov-action@v1
with:
token: ${{ secrets.CODECOV_TOKEN }}
files: ./coverage.xml
- name: Run codacy-coverage-reporter
if: runner.os == 'Linux'
uses: codacy/codacy-coverage-reporter-action@master
with:
project-token: ${{ secrets.CODACY_PROJECT_TOKEN }}
coverage-reports: coverage.xml

3
.gitignore vendored
View File

@@ -132,4 +132,5 @@ dmypy.json
.vscode .vscode
.pre-commit-config.yaml .pre-commit-config.yaml
**.csv **.csv
.virtual_documents

View File

@@ -1,6 +1,6 @@
[![Codeship Status for Doctorado-ML/STree](https://app.codeship.com/projects/8b2bd350-8a1b-0138-5f2c-3ad36f3eb318/status?branch=master)](https://app.codeship.com/projects/399170) ![CI](https://github.com/Doctorado-ML/STree/workflows/CI/badge.svg)
[![codecov](https://codecov.io/gh/doctorado-ml/stree/branch/master/graph/badge.svg)](https://codecov.io/gh/doctorado-ml/stree) [![codecov](https://codecov.io/gh/doctorado-ml/stree/branch/master/graph/badge.svg)](https://codecov.io/gh/doctorado-ml/stree)
[![Codacy Badge](https://app.codacy.com/project/badge/Grade/35fa3dfd53a24a339344b33d9f9f2f3d)](https://www.codacy.com/gh/Doctorado-ML/STree?utm_source=github.com&utm_medium=referral&utm_content=Doctorado-ML/STree&utm_campaign=Badge_Grade) [![Codacy Badge](https://app.codacy.com/project/badge/Grade/35fa3dfd53a24a339344b33d9f9f2f3d)](https://www.codacy.com/gh/Doctorado-ML/STree?utm_source=github.com&utm_medium=referral&utm_content=Doctorado-ML/STree&utm_campaign=Badge_Grade)
# Stree # Stree
@@ -18,23 +18,43 @@ pip install git+https://github.com/doctorado-ml/stree
### Jupyter notebooks ### Jupyter notebooks
* [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/Doctorado-ML/STree/master?urlpath=lab/tree/notebooks/benchmark.ipynb) Benchmark - [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/Doctorado-ML/STree/master?urlpath=lab/tree/notebooks/benchmark.ipynb) Benchmark
* [![Test](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/Doctorado-ML/STree/blob/master/notebooks/benchmark.ipynb) Benchmark - [![benchmark](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/Doctorado-ML/STree/blob/master/notebooks/benchmark.ipynb) Benchmark
* [![Test2](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/Doctorado-ML/STree/blob/master/notebooks/features.ipynb) Test features - [![features](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/Doctorado-ML/STree/blob/master/notebooks/features.ipynb) Some features
* [![Adaboost](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/Doctorado-ML/STree/blob/master/notebooks/adaboost.ipynb) Adaboost - [![Gridsearch](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/Doctorado-ML/STree/blob/master/notebooks/gridsearch.ipynb) Gridsearch
* [![Gridsearch](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/Doctorado-ML/STree/blob/master/notebooks/gridsearch.ipynb) Gridsearch - [![Ensemble](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/Doctorado-ML/STree/blob/master/notebooks/ensemble.ipynb) Ensembles
* [![Test Graphics](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/Doctorado-ML/STree/blob/master/notebooks/test_graphs.ipynb) Test Graphics ## Hyperparameters
### Command line | | **Hyperparameter** | **Type/Values** | **Default** | **Meaning** |
| --- | ------------------ | ------------------------------------------------------ | ----------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| \* | C | \<float\> | 1.0 | Regularization parameter. The strength of the regularization is inversely proportional to C. Must be strictly positive. |
| \* | kernel | {"linear", "poly", "rbf"} | linear | Specifies the kernel type to be used in the algorithm. It must be one of linear, poly or rbf. |
| \* | max_iter | \<int\> | 1e5 | Hard limit on iterations within solver, or -1 for no limit. |
| \* | random_state | \<int\> | None | Controls the pseudo random number generation for shuffling the data for probability estimates. Ignored when probability is False.<br>Pass an int for reproducible output across multiple function calls |
| | max_depth | \<int\> | None | Specifies the maximum depth of the tree |
| \* | tol | \<float\> | 1e-4 | Tolerance for stopping criterion. |
| \* | degree | \<int\> | 3 | Degree of the polynomial kernel function (poly). Ignored by all other kernels. |
| \* | gamma | {"scale", "auto"} or \<float\> | scale | Kernel coefficient for rbf and poly.<br>if gamma='scale' (default) is passed then it uses 1 / (n_features \* X.var()) as value of gamma,<br>if auto, uses 1 / n_features. |
| | split_criteria | {"impurity", "max_samples"} | impurity | Decides (just in case of a multi class classification) which column (class) use to split the dataset in a node\*\* |
| | criterion | {“gini”, “entropy”} | entropy | The function to measure the quality of a split (only used if max_features != num_features). <br>Supported criteria are “gini” for the Gini impurity and “entropy” for the information gain. |
| | min_samples_split | \<int\> | 0 | The minimum number of samples required to split an internal node. 0 (default) for any |
| | max_features | \<int\>, \<float\> <br><br>or {“auto”, “sqrt”, “log2”} | None | The number of features to consider when looking for the split:<br>If int, then consider max_features features at each split.<br>If float, then max_features is a fraction and int(max_features \* n_features) features are considered at each split.<br>If “auto”, then max_features=sqrt(n_features).<br>If “sqrt”, then max_features=sqrt(n_features).<br>If “log2”, then max_features=log2(n_features).<br>If None, then max_features=n_features. |
| | splitter | {"best", "random"} | random | The strategy used to choose the feature set at each node (only used if max_features != num_features). <br>Supported strategies are “best” to choose the best feature set and “random” to choose a random combination. <br>The algorithm generates 5 candidates at most to choose from in both strategies. |
```bash \* Hyperparameter used by the support vector classifier of every node
python main.py
``` \*\* **Splitting in a STree node**
The decision function is applied to the dataset and distances from samples to hyperplanes are computed in a matrix. This matrix has as many columns as classes the samples belongs to (if more than two, i.e. multiclass classification) or 1 column if it's a binary class dataset. In binary classification only one hyperplane is computed and therefore only one column is needed to store the distances of the samples to it. If three or more classes are present in the dataset we need as many hyperplanes as classes are there, and therefore one column per hyperplane is needed.
In case of multiclass classification we have to decide which column take into account to make the split, that depends on hyperparameter _split_criteria_, if "impurity" is chosen then STree computes information gain of every split candidate using each column and chooses the one that maximize the information gain, otherwise STree choses the column with more samples with a predicted class (the column with more positive numbers in it).
Once we have the column to take into account for the split, the algorithm splits samples with positive distances to hyperplane from the rest.
## Tests ## Tests

View File

@@ -8,7 +8,7 @@ random_state = 1
X, y = load_iris(return_X_y=True) X, y = load_iris(return_X_y=True)
Xtrain, Xtest, ytrain, ytest = train_test_split( Xtrain, Xtest, ytrain, ytest = train_test_split(
X, y, test_size=0.2, random_state=random_state X, y, test_size=0.3, random_state=random_state
) )
now = time.time() now = time.time()

View File

@@ -17,39 +17,42 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 1, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"#\n", "#\n",
"# Google Colab setup\n", "# Google Colab setup\n",
"#\n", "#\n",
"#!pip install git+https://github.com/doctorado-ml/stree" "#!pip install git+https://github.com/doctorado-ml/stree\n",
"!pip install pandas"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"import datetime, time\n", "import datetime, time\n",
"import os\n",
"import numpy as np\n", "import numpy as np\n",
"import pandas as pd\n", "import pandas as pd\n",
"from sklearn.model_selection import train_test_split\n", "from sklearn.model_selection import train_test_split\n",
"from sklearn import tree\n",
"from sklearn.metrics import classification_report, confusion_matrix, f1_score\n", "from sklearn.metrics import classification_report, confusion_matrix, f1_score\n",
"from sklearn.ensemble import RandomForestClassifier, AdaBoostClassifier, BaggingClassifier\n", "from sklearn.tree import DecisionTreeClassifier\n",
"from sklearn.naive_bayes import GaussianNB\n",
"from sklearn.neural_network import MLPClassifier\n",
"from sklearn.svm import LinearSVC\n",
"from stree import Stree" "from stree import Stree"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"import os\n",
"if not os.path.isfile('data/creditcard.csv'):\n", "if not os.path.isfile('data/creditcard.csv'):\n",
" !wget --no-check-certificate --content-disposition http://nube.jccm.es/index.php/s/Zs7SYtZQJ3RQ2H2/download\n", " !wget --no-check-certificate --content-disposition http://nube.jccm.es/index.php/s/Zs7SYtZQJ3RQ2H2/download\n",
" !tar xzf creditcard.tgz" " !tar xzf creditcard.tgz"
@@ -64,19 +67,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"2020-11-01 11:14:06\n"
]
}
],
"source": [ "source": [
"print(datetime.date.today(), time.strftime(\"%H:%M:%S\"))" "print(datetime.date.today(), time.strftime(\"%H:%M:%S\"))"
] ]
@@ -90,7 +85,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 5, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
@@ -102,19 +97,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 6, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"Fraud: 0.173% 492\nValid: 99.827% 284,315\n"
]
}
],
"source": [ "source": [
"print(\"Fraud: {0:.3f}% {1}\".format(df.Class[df.Class == 1].count()*100/df.shape[0], df.Class[df.Class == 1].count()))\n", "print(\"Fraud: {0:.3f}% {1}\".format(df.Class[df.Class == 1].count()*100/df.shape[0], df.Class[df.Class == 1].count()))\n",
"print(\"Valid: {0:.3f}% {1:,}\".format(df.Class[df.Class == 0].count()*100/df.shape[0], df.Class[df.Class == 0].count()))" "print(\"Valid: {0:.3f}% {1:,}\".format(df.Class[df.Class == 0].count()*100/df.shape[0], df.Class[df.Class == 0].count()))"
@@ -122,7 +109,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
@@ -134,19 +121,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 8, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"X shape: (284807, 29)\ny shape: (284807,)\n"
]
}
],
"source": [ "source": [
"# Remove unneeded features\n", "# Remove unneeded features\n",
"y = df.Class.values\n", "y = df.Class.values\n",
@@ -163,7 +142,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 9, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
@@ -174,27 +153,27 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 10, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# Linear Tree\n", "# Linear Tree\n",
"linear_tree = tree.DecisionTreeClassifier(random_state=random_state)" "linear_tree = DecisionTreeClassifier(random_state=random_state)"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 11, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# Random Forest\n", "# Naive Bayes\n",
"random_forest = RandomForestClassifier(random_state=random_state)" "naive_bayes = GaussianNB()"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 12, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
@@ -204,22 +183,22 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 13, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# AdaBoost\n", "# Neural Network\n",
"adaboost = AdaBoostClassifier(random_state=random_state)" "mlp = MLPClassifier(random_state=random_state, alpha=1)"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 14, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"# Bagging\n", "# SVC (linear)\n",
"bagging = BaggingClassifier(random_state=random_state)" "svc = LinearSVC(random_state=random_state, C=.01, max_iter=1e3)"
] ]
}, },
{ {
@@ -231,7 +210,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 15, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
@@ -256,163 +235,16 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 16, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"************************** Linear Tree **********************\n",
"Train Model Linear Tree took: 15.14 seconds\n",
"=========== Linear Tree - Train 199,364 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 1.000000 1.000000 1.000000 199020\n",
" 1 1.000000 1.000000 1.000000 344\n",
"\n",
" accuracy 1.000000 199364\n",
" macro avg 1.000000 1.000000 1.000000 199364\n",
"weighted avg 1.000000 1.000000 1.000000 199364\n",
"\n",
"=========== Linear Tree - Test 85,443 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 0.999578 0.999613 0.999596 85295\n",
" 1 0.772414 0.756757 0.764505 148\n",
"\n",
" accuracy 0.999192 85443\n",
" macro avg 0.885996 0.878185 0.882050 85443\n",
"weighted avg 0.999184 0.999192 0.999188 85443\n",
"\n",
"Confusion Matrix in Train\n",
"[[199020 0]\n",
" [ 0 344]]\n",
"Confusion Matrix in Test\n",
"[[85262 33]\n",
" [ 36 112]]\n",
"************************** Random Forest **********************\n",
"Train Model Random Forest took: 181.1 seconds\n",
"=========== Random Forest - Train 199,364 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 1.000000 1.000000 1.000000 199020\n",
" 1 1.000000 1.000000 1.000000 344\n",
"\n",
" accuracy 1.000000 199364\n",
" macro avg 1.000000 1.000000 1.000000 199364\n",
"weighted avg 1.000000 1.000000 1.000000 199364\n",
"\n",
"=========== Random Forest - Test 85,443 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 0.999660 0.999965 0.999812 85295\n",
" 1 0.975410 0.804054 0.881481 148\n",
"\n",
" accuracy 0.999625 85443\n",
" macro avg 0.987535 0.902009 0.940647 85443\n",
"weighted avg 0.999618 0.999625 0.999607 85443\n",
"\n",
"Confusion Matrix in Train\n",
"[[199020 0]\n",
" [ 0 344]]\n",
"Confusion Matrix in Test\n",
"[[85292 3]\n",
" [ 29 119]]\n",
"************************** Stree (SVM Tree) **********************\n",
"Train Model Stree (SVM Tree) took: 36.6 seconds\n",
"=========== Stree (SVM Tree) - Train 199,364 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 0.999623 0.999864 0.999744 199020\n",
" 1 0.908784 0.781977 0.840625 344\n",
"\n",
" accuracy 0.999488 199364\n",
" macro avg 0.954204 0.890921 0.920184 199364\n",
"weighted avg 0.999467 0.999488 0.999469 199364\n",
"\n",
"=========== Stree (SVM Tree) - Test 85,443 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 0.999637 0.999918 0.999777 85295\n",
" 1 0.943548 0.790541 0.860294 148\n",
"\n",
" accuracy 0.999555 85443\n",
" macro avg 0.971593 0.895229 0.930036 85443\n",
"weighted avg 0.999540 0.999555 0.999536 85443\n",
"\n",
"Confusion Matrix in Train\n",
"[[198993 27]\n",
" [ 75 269]]\n",
"Confusion Matrix in Test\n",
"[[85288 7]\n",
" [ 31 117]]\n",
"************************** AdaBoost model **********************\n",
"Train Model AdaBoost model took: 46.14 seconds\n",
"=========== AdaBoost model - Train 199,364 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 0.999392 0.999678 0.999535 199020\n",
" 1 0.777003 0.648256 0.706815 344\n",
"\n",
" accuracy 0.999072 199364\n",
" macro avg 0.888198 0.823967 0.853175 199364\n",
"weighted avg 0.999008 0.999072 0.999030 199364\n",
"\n",
"=========== AdaBoost model - Test 85,443 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 0.999484 0.999707 0.999596 85295\n",
" 1 0.806202 0.702703 0.750903 148\n",
"\n",
" accuracy 0.999192 85443\n",
" macro avg 0.902843 0.851205 0.875249 85443\n",
"weighted avg 0.999149 0.999192 0.999165 85443\n",
"\n",
"Confusion Matrix in Train\n",
"[[198956 64]\n",
" [ 121 223]]\n",
"Confusion Matrix in Test\n",
"[[85270 25]\n",
" [ 44 104]]\n",
"************************** Bagging model **********************\n",
"Train Model Bagging model took: 77.73 seconds\n",
"=========== Bagging model - Train 199,364 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 0.999864 1.000000 0.999932 199020\n",
" 1 1.000000 0.921512 0.959153 344\n",
"\n",
" accuracy 0.999865 199364\n",
" macro avg 0.999932 0.960756 0.979542 199364\n",
"weighted avg 0.999865 0.999865 0.999862 199364\n",
"\n",
"=========== Bagging model - Test 85,443 samples =============\n",
" precision recall f1-score support\n",
"\n",
" 0 0.999637 0.999953 0.999795 85295\n",
" 1 0.966942 0.790541 0.869888 148\n",
"\n",
" accuracy 0.999590 85443\n",
" macro avg 0.983289 0.895247 0.934842 85443\n",
"weighted avg 0.999580 0.999590 0.999570 85443\n",
"\n",
"Confusion Matrix in Train\n",
"[[199020 0]\n",
" [ 27 317]]\n",
"Confusion Matrix in Test\n",
"[[85291 4]\n",
" [ 31 117]]\n"
]
}
],
"source": [ "source": [
"# Train & Test models\n", "# Train & Test models\n",
"models = {\n", "models = {\n",
" 'Linear Tree':linear_tree, 'Random Forest': random_forest, 'Stree (SVM Tree)': stree, \n", " 'Linear Tree':linear_tree, 'Naive Bayes': naive_bayes, 'Stree ': stree, \n",
" 'AdaBoost model': adaboost, 'Bagging model': bagging\n", " 'Neural Network': mlp, 'SVC (linear)': svc\n",
"}\n", "}\n",
"\n", "\n",
"best_f1 = 0\n", "best_f1 = 0\n",
@@ -428,19 +260,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 17, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"**************************************************************************************************************\n*The best f1 model is Random Forest, with a f1 score: 0.8815 in 181.07 seconds with 0.7 samples in train dataset\n**************************************************************************************************************\nModel: Linear Tree\t Time: 15.14 seconds\t f1: 0.7645\nModel: Random Forest\t Time: 181.07 seconds\t f1: 0.8815\nModel: Stree (SVM Tree)\t Time: 36.60 seconds\t f1: 0.8603\nModel: AdaBoost model\t Time: 46.14 seconds\t f1: 0.7509\nModel: Bagging model\t Time: 77.73 seconds\t f1: 0.8699\n"
]
}
],
"source": [ "source": [
"print(\"*\"*110)\n", "print(\"*\"*110)\n",
"print(f\"*The best f1 model is {best_model}, with a f1 score: {best_f1:.4} in {best_time:.6} seconds with {train_size:,} samples in train dataset\")\n", "print(f\"*The best f1 model is {best_model}, with a f1 score: {best_f1:.4} in {best_time:.6} seconds with {train_size:,} samples in train dataset\")\n",
@@ -454,61 +278,20 @@
"metadata": {}, "metadata": {},
"source": [ "source": [
"**************************************************************************************************************\n", "**************************************************************************************************************\n",
"*The best f1 model is Random Forest, with a f1 score: 0.8815 in 152.54 seconds with 0.7 samples in train dataset\n", "*The best f1 model is Stree (SVM Tree), with a f1 score: 0.8603 in 28.4743 seconds with 0.7 samples in train dataset\n",
"**************************************************************************************************************\n", "**************************************************************************************************************\n",
"Model: Linear Tree\t Time: 13.52 seconds\t f1: 0.7645\n", "Model: Linear Tree\t Time: 10.25 seconds\t f1: 0.7645\n",
"Model: Random Forest\t Time: 152.54 seconds\t f1: 0.8815\n", "Model: Naive Bayes\t Time: 0.10 seconds\t f1: 0.1154\n",
"Model: Stree (SVM Tree)\t Time: 32.55 seconds\t f1: 0.8603\n", "Model: Stree (SVM Tree)\t Time: 28.47 seconds\t f1: 0.8603\n",
"Model: AdaBoost model\t Time: 47.34 seconds\t f1: 0.7509\n", "Model: Neural Network\t Time: 9.76 seconds\t f1: 0.7381\n",
"Model: Gradient Boost.\t Time: 244.12 seconds\t f1: 0.5259" "Model: SVC (linear)\t Time: 8.21 seconds\t f1: 0.739"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"```\n",
"******************************************************************************************************************\n",
"*The best f1 model is Random Forest, with a f1 score: 0.8815 in 218.966 seconds with 0.7 samples in train dataset\n",
"******************************************************************************************************************\n",
"Model: Linear Tree Time: 23.05 seconds\t f1: 0.7645\n",
"Model: Random Forest\t Time: 218.97 seconds\t f1: 0.8815\n",
"Model: Stree (SVM Tree)\t Time: 49.45 seconds\t f1: 0.8603\n",
"Model: AdaBoost model\t Time: 73.83 seconds\t f1: 0.7509\n",
"Model: Neural Network\t Time: 25.47 seconds\t f1: 0.8328\n",
"Model: Bagging model\t Time: 77.93 seconds\t f1: 0.8699\n",
"\n",
"```"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 18, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [],
{
"output_type": "execute_result",
"data": {
"text/plain": [
"{'C': 0.01,\n",
" 'criterion': 'entropy',\n",
" 'degree': 3,\n",
" 'gamma': 'scale',\n",
" 'kernel': 'linear',\n",
" 'max_depth': None,\n",
" 'max_features': None,\n",
" 'max_iter': 1000.0,\n",
" 'min_samples_split': 0,\n",
" 'random_state': 2020,\n",
" 'split_criteria': 'impurity',\n",
" 'splitter': 'random',\n",
" 'tol': 0.0001}"
]
},
"metadata": {},
"execution_count": 18
}
],
"source": [ "source": [
"stree.get_params()" "stree.get_params()"
] ]
@@ -517,9 +300,9 @@
"metadata": { "metadata": {
"hide_input": false, "hide_input": false,
"kernelspec": { "kernelspec": {
"display_name": "Python 3.8.4 64-bit ('general': venv)", "display_name": "Python 3",
"language": "python", "language": "python",
"name": "python38464bitgeneralvenv77203c0a6afd4428bd66253ef62753dc" "name": "python3"
}, },
"language_info": { "language_info": {
"codemirror_mode": { "codemirror_mode": {
@@ -531,7 +314,7 @@
"name": "python", "name": "python",
"nbconvert_exporter": "python", "nbconvert_exporter": "python",
"pygments_lexer": "ipython3", "pygments_lexer": "ipython3",
"version": "3.8.4-final" "version": "3.8.2-final"
}, },
"toc": { "toc": {
"base_numbering": 1, "base_numbering": 1,

View File

@@ -17,35 +17,43 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 1, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"#\n", "#\n",
"# Google Colab setup\n", "# Google Colab setup\n",
"#\n", "#\n",
"#!pip install git+https://github.com/doctorado-ml/stree" "#!pip install git+https://github.com/doctorado-ml/stree\n",
"!pip install pandas"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"import time\n", "import time\n",
"import os\n",
"import random\n",
"import warnings\n",
"import pandas as pd\n",
"import numpy as np\n",
"from sklearn.ensemble import AdaBoostClassifier, BaggingClassifier\n", "from sklearn.ensemble import AdaBoostClassifier, BaggingClassifier\n",
"from sklearn.model_selection import train_test_split\n", "from sklearn.model_selection import train_test_split\n",
"from stree import Stree" "from sklearn.exceptions import ConvergenceWarning\n",
"from stree import Stree\n",
"\n",
"warnings.filterwarnings(\"ignore\", category=ConvergenceWarning)"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"import os\n",
"if not os.path.isfile('data/creditcard.csv'):\n", "if not os.path.isfile('data/creditcard.csv'):\n",
" !wget --no-check-certificate --content-disposition http://nube.jccm.es/index.php/s/Zs7SYtZQJ3RQ2H2/download\n", " !wget --no-check-certificate --content-disposition http://nube.jccm.es/index.php/s/Zs7SYtZQJ3RQ2H2/download\n",
" !tar xzf creditcard.tgz" " !tar xzf creditcard.tgz"
@@ -53,30 +61,15 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"Fraud: 0.173% 492\n",
"Valid: 99.827% 284315\n",
"X.shape (100492, 28) y.shape (100492,)\n",
"Fraud: 0.652% 655\n",
"Valid: 99.348% 99837\n"
]
}
],
"source": [ "source": [
"random_state=1\n", "random_state=1\n",
"\n", "\n",
"def load_creditcard(n_examples=0):\n", "def load_creditcard(n_examples=0):\n",
" import pandas as pd\n",
" import numpy as np\n",
" import random\n",
" df = pd.read_csv('data/creditcard.csv')\n", " df = pd.read_csv('data/creditcard.csv')\n",
" print(\"Fraud: {0:.3f}% {1}\".format(df.Class[df.Class == 1].count()*100/df.shape[0], df.Class[df.Class == 1].count()))\n", " print(\"Fraud: {0:.3f}% {1}\".format(df.Class[df.Class == 1].count()*100/df.shape[0], df.Class[df.Class == 1].count()))\n",
" print(\"Valid: {0:.3f}% {1}\".format(df.Class[df.Class == 0].count()*100/df.shape[0], df.Class[df.Class == 0].count()))\n", " print(\"Valid: {0:.3f}% {1}\".format(df.Class[df.Class == 0].count()*100/df.shape[0], df.Class[df.Class == 0].count()))\n",
@@ -127,19 +120,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 5, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"Score Train: 0.9985073353804162\nScore Test: 0.9983746848878864\nTook 35.80 seconds\n"
]
}
],
"source": [ "source": [
"now = time.time()\n", "now = time.time()\n",
"clf = Stree(max_depth=3, random_state=random_state, max_iter=1e3)\n", "clf = Stree(max_depth=3, random_state=random_state, max_iter=1e3)\n",
@@ -158,7 +143,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 6, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
@@ -169,21 +154,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"Kernel: linear\tTime: 49.66 seconds\tScore Train: 0.9983225\tScore Test: 0.9983083\n",
"Kernel: rbf\tTime: 12.73 seconds\tScore Train: 0.9934891\tScore Test: 0.9934656\n",
"Kernel: poly\tTime: 76.24 seconds\tScore Train: 0.9972706\tScore Test: 0.9969152\n"
]
}
],
"source": [ "source": [
"for kernel in ['linear', 'rbf', 'poly']:\n", "for kernel in ['linear', 'rbf', 'poly']:\n",
" now = time.time()\n", " now = time.time()\n",
@@ -203,7 +178,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 8, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
@@ -214,21 +189,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 9, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"Kernel: linear\tTime: 231.51 seconds\tScore Train: 0.9984931\tScore Test: 0.9983083\n",
"Kernel: rbf\tTime: 114.77 seconds\tScore Train: 0.9992323\tScore Test: 0.9983083\n",
"Kernel: poly\tTime: 67.87 seconds\tScore Train: 0.9993319\tScore Test: 0.9985074\n"
]
}
],
"source": [ "source": [
"for kernel in ['linear', 'rbf', 'poly']:\n", "for kernel in ['linear', 'rbf', 'poly']:\n",
" now = time.time()\n", " now = time.time()\n",
@@ -241,6 +206,11 @@
} }
], ],
"metadata": { "metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": { "language_info": {
"codemirror_mode": { "codemirror_mode": {
"name": "ipython", "name": "ipython",
@@ -251,14 +221,9 @@
"name": "python", "name": "python",
"nbconvert_exporter": "python", "nbconvert_exporter": "python",
"pygments_lexer": "ipython3", "pygments_lexer": "ipython3",
"version": "3.8.4-final" "version": "3.8.2-final"
},
"orig_nbformat": 2,
"kernelspec": {
"name": "python38464bitgeneralf6de308d3831407c8bd68d4a5e328a38",
"display_name": "Python 3.8.4 64-bit ('general')"
} }
}, },
"nbformat": 4, "nbformat": 4,
"nbformat_minor": 2 "nbformat_minor": 4
} }

View File

@@ -17,22 +17,27 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 1, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"#\n", "#\n",
"# Google Colab setup\n", "# Google Colab setup\n",
"#\n", "#\n",
"#!pip install git+https://github.com/doctorado-ml/stree" "#!pip install git+https://github.com/doctorado-ml/stree\n",
"!pip install pandas"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"import time\n",
"import random\n",
"import warnings\n",
"import os\n",
"import numpy as np\n", "import numpy as np\n",
"import pandas as pd\n", "import pandas as pd\n",
"from sklearn.svm import SVC\n", "from sklearn.svm import SVC\n",
@@ -40,19 +45,20 @@
"from sklearn.utils.estimator_checks import check_estimator\n", "from sklearn.utils.estimator_checks import check_estimator\n",
"from sklearn.datasets import make_classification, load_iris, load_wine\n", "from sklearn.datasets import make_classification, load_iris, load_wine\n",
"from sklearn.model_selection import train_test_split\n", "from sklearn.model_selection import train_test_split\n",
"from sklearn.utils.class_weight import compute_sample_weight\n",
"from sklearn.exceptions import ConvergenceWarning\n",
"from stree import Stree\n", "from stree import Stree\n",
"import time" "warnings.filterwarnings(\"ignore\", category=ConvergenceWarning)"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [], "outputs": [],
"source": [ "source": [
"import os\n",
"if not os.path.isfile('data/creditcard.csv'):\n", "if not os.path.isfile('data/creditcard.csv'):\n",
" !wget --no-check-certificate --content-disposition http://nube.jccm.es/index.php/s/Zs7SYtZQJ3RQ2H2/download\n", " !wget --no-check-certificate --content-disposition http://nube.jccm.es/index.php/s/Zs7SYtZQJ3RQ2H2/download\n",
" !tar xzf creditcard.tgz" " !tar xzf creditcard.tgz"
@@ -60,26 +66,15 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"Fraud: 0.173% 492\nValid: 99.827% 284315\nX.shape (5492, 28) y.shape (5492,)\nFraud: 9.141% 502\nValid: 90.859% 4990\n[0.09183143 0.09183143 0.09183143 0.09183143] [0.09041262 0.09041262 0.09041262 0.09041262]\n"
]
}
],
"source": [ "source": [
"random_state=1\n", "random_state=1\n",
"\n", "\n",
"def load_creditcard(n_examples=0):\n", "def load_creditcard(n_examples=0):\n",
" import pandas as pd\n",
" import numpy as np\n",
" import random\n",
" df = pd.read_csv('data/creditcard.csv')\n", " df = pd.read_csv('data/creditcard.csv')\n",
" print(\"Fraud: {0:.3f}% {1}\".format(df.Class[df.Class == 1].count()*100/df.shape[0], df.Class[df.Class == 1].count()))\n", " print(\"Fraud: {0:.3f}% {1}\".format(df.Class[df.Class == 1].count()*100/df.shape[0], df.Class[df.Class == 1].count()))\n",
" print(\"Valid: {0:.3f}% {1}\".format(df.Class[df.Class == 0].count()*100/df.shape[0], df.Class[df.Class == 0].count()))\n", " print(\"Valid: {0:.3f}% {1}\".format(df.Class[df.Class == 0].count()*100/df.shape[0], df.Class[df.Class == 0].count()))\n",
@@ -111,17 +106,8 @@
"Xtest = data[1]\n", "Xtest = data[1]\n",
"ytrain = data[2]\n", "ytrain = data[2]\n",
"ytest = data[3]\n", "ytest = data[3]\n",
"_, data = np.unique(ytrain, return_counts=True)\n", "weights = compute_sample_weight(\"balanced\", ytrain)\n",
"wtrain = (data[1] / np.sum(data), data[0] / np.sum(data))\n", "weights_test = compute_sample_weight(\"balanced\", ytest)\n",
"_, data = np.unique(ytest, return_counts=True)\n",
"wtest = (data[1] / np.sum(data), data[0] / np.sum(data))\n",
"# Set weights inverse to its count class in dataset\n",
"weights = np.ones(Xtrain.shape[0],)\n",
"weights[ytrain==0] = wtrain[0]\n",
"weights[ytrain==1] = wtrain[1]\n",
"weights_test = np.ones(Xtest.shape[0],)\n",
"weights_test[ytest==0] = wtest[0]\n",
"weights_test[ytest==1] = wtest[1]\n",
"print(weights[:4], weights_test[:4])" "print(weights[:4], weights_test[:4])"
] ]
}, },
@@ -142,22 +128,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 5, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"Accuracy of Train without weights 0.9851716961498439\n",
"Accuracy of Train with weights 0.986732570239334\n",
"Accuracy of Tests without weights 0.9866504854368932\n",
"Accuracy of Tests with weights 0.9781553398058253\n"
]
}
],
"source": [ "source": [
"C = 23\n", "C = 23\n",
"print(\"Accuracy of Train without weights\", Stree(C=C, random_state=1).fit(Xtrain, ytrain).score(Xtrain, ytrain))\n", "print(\"Accuracy of Train without weights\", Stree(C=C, random_state=1).fit(Xtrain, ytrain).score(Xtrain, ytrain))\n",
@@ -176,21 +151,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 6, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"Time: 26.03s\tKernel: linear\tAccuracy_train: 0.9851716961498439\tAccuracy_test: 0.9866504854368932\n",
"Time: 0.54s\tKernel: rbf\tAccuracy_train: 0.9947970863683663\tAccuracy_test: 0.9878640776699029\n",
"Time: 0.43s\tKernel: poly\tAccuracy_train: 0.9960978147762747\tAccuracy_test: 0.9854368932038835\n"
]
}
],
"source": [ "source": [
"random_state=1\n", "random_state=1\n",
"for kernel in ['linear', 'rbf', 'poly']:\n", "for kernel in ['linear', 'rbf', 'poly']:\n",
@@ -211,69 +176,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"************** C=0.001 ****************************\n",
"Classifier's accuracy (train): 0.9828\n",
"Classifier's accuracy (test) : 0.9848\n",
"root feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.4426 counts=(array([0, 1]), array([3491, 353]))\n",
"root - Down, <cgaf> - Leaf class=0 belief= 0.981716 impurity=0.1317 counts=(array([0, 1]), array([3490, 65]))\n",
"root - Up, <cgaf> - Leaf class=1 belief= 0.996540 impurity=0.0333 counts=(array([0, 1]), array([ 1, 288]))\n",
"\n",
"**************************************************\n",
"************** C=0.01 ****************************\n",
"Classifier's accuracy (train): 0.9834\n",
"Classifier's accuracy (test) : 0.9854\n",
"root feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.4426 counts=(array([0, 1]), array([3491, 353]))\n",
"root - Down, <cgaf> - Leaf class=0 belief= 0.982269 impurity=0.1285 counts=(array([0, 1]), array([3490, 63]))\n",
"root - Up, <cgaf> - Leaf class=1 belief= 0.996564 impurity=0.0331 counts=(array([0, 1]), array([ 1, 290]))\n",
"\n",
"**************************************************\n",
"************** C=1 ****************************\n",
"Classifier's accuracy (train): 0.9847\n",
"Classifier's accuracy (test) : 0.9867\n",
"root feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.4426 counts=(array([0, 1]), array([3491, 353]))\n",
"root - Down, <cgaf> - Leaf class=0 belief= 0.983371 impurity=0.1221 counts=(array([0, 1]), array([3489, 59]))\n",
"root - Up feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.0584 counts=(array([0, 1]), array([ 2, 294]))\n",
"root - Up - Down, <pure> - Leaf class=0 belief= 1.000000 impurity=0.0000 counts=(array([0]), array([2]))\n",
"root - Up - Up, <pure> - Leaf class=1 belief= 1.000000 impurity=0.0000 counts=(array([1]), array([294]))\n",
"\n",
"**************************************************\n",
"************** C=5 ****************************\n",
"Classifier's accuracy (train): 0.9852\n",
"Classifier's accuracy (test) : 0.9867\n",
"root feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.4426 counts=(array([0, 1]), array([3491, 353]))\n",
"root - Down feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.1205 counts=(array([0, 1]), array([3488, 58]))\n",
"root - Down - Down, <cgaf> - Leaf class=0 belief= 0.983921 impurity=0.1188 counts=(array([0, 1]), array([3488, 57]))\n",
"root - Down - Up, <pure> - Leaf class=1 belief= 1.000000 impurity=0.0000 counts=(array([1]), array([1]))\n",
"root - Up feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.0812 counts=(array([0, 1]), array([ 3, 295]))\n",
"root - Up - Down, <pure> - Leaf class=0 belief= 1.000000 impurity=0.0000 counts=(array([0]), array([3]))\n",
"root - Up - Up, <pure> - Leaf class=1 belief= 1.000000 impurity=0.0000 counts=(array([1]), array([295]))\n",
"\n",
"**************************************************\n",
"************** C=17 ****************************\n",
"Classifier's accuracy (train): 0.9852\n",
"Classifier's accuracy (test) : 0.9867\n",
"root feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.4426 counts=(array([0, 1]), array([3491, 353]))\n",
"root - Down feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.1205 counts=(array([0, 1]), array([3488, 58]))\n",
"root - Down - Down, <cgaf> - Leaf class=0 belief= 0.983921 impurity=0.1188 counts=(array([0, 1]), array([3488, 57]))\n",
"root - Down - Up, <pure> - Leaf class=1 belief= 1.000000 impurity=0.0000 counts=(array([1]), array([1]))\n",
"root - Up feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.0812 counts=(array([0, 1]), array([ 3, 295]))\n",
"root - Up - Down, <pure> - Leaf class=0 belief= 1.000000 impurity=0.0000 counts=(array([0]), array([3]))\n",
"root - Up - Up, <pure> - Leaf class=1 belief= 1.000000 impurity=0.0000 counts=(array([1]), array([295]))\n",
"\n",
"**************************************************\n",
"64.5792 secs\n"
]
}
],
"source": [ "source": [
"t = time.time()\n", "t = time.time()\n",
"for C in (.001, .01, 1, 5, 17):\n", "for C in (.001, .01, 1, 5, 17):\n",
@@ -292,24 +199,16 @@
"metadata": {}, "metadata": {},
"source": [ "source": [
"## Test iterator\n", "## Test iterator\n",
"Check different weays of using the iterator" "Check different ways of using the iterator"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 8, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"root feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.4426 counts=(array([0, 1]), array([3491, 353]))\nroot - Down feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.1205 counts=(array([0, 1]), array([3488, 58]))\nroot - Down - Down, <cgaf> - Leaf class=0 belief= 0.983921 impurity=0.1188 counts=(array([0, 1]), array([3488, 57]))\nroot - Down - Up, <pure> - Leaf class=1 belief= 1.000000 impurity=0.0000 counts=(array([1]), array([1]))\nroot - Up feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.0812 counts=(array([0, 1]), array([ 3, 295]))\nroot - Up - Down, <pure> - Leaf class=0 belief= 1.000000 impurity=0.0000 counts=(array([0]), array([3]))\nroot - Up - Up, <pure> - Leaf class=1 belief= 1.000000 impurity=0.0000 counts=(array([1]), array([295]))\n"
]
}
],
"source": [ "source": [
"#check iterator\n", "#check iterator\n",
"for i in list(clf):\n", "for i in list(clf):\n",
@@ -318,19 +217,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 9, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"root feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.4426 counts=(array([0, 1]), array([3491, 353]))\nroot - Down feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.1205 counts=(array([0, 1]), array([3488, 58]))\nroot - Down - Down, <cgaf> - Leaf class=0 belief= 0.983921 impurity=0.1188 counts=(array([0, 1]), array([3488, 57]))\nroot - Down - Up, <pure> - Leaf class=1 belief= 1.000000 impurity=0.0000 counts=(array([1]), array([1]))\nroot - Up feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.0812 counts=(array([0, 1]), array([ 3, 295]))\nroot - Up - Down, <pure> - Leaf class=0 belief= 1.000000 impurity=0.0000 counts=(array([0]), array([3]))\nroot - Up - Up, <pure> - Leaf class=1 belief= 1.000000 impurity=0.0000 counts=(array([1]), array([295]))\n"
]
}
],
"source": [ "source": [
"#check iterator again\n", "#check iterator again\n",
"for i in clf:\n", "for i in clf:\n",
@@ -346,61 +237,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 10, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"1 functools.partial(<function check_no_attributes_set_in_init at 0x125acaee0>, 'Stree')\n",
"2 functools.partial(<function check_estimators_dtypes at 0x125ac7040>, 'Stree')\n",
"3 functools.partial(<function check_fit_score_takes_y at 0x125ac2ee0>, 'Stree')\n",
"4 functools.partial(<function check_sample_weights_pandas_series at 0x125ac0820>, 'Stree')\n",
"5 functools.partial(<function check_sample_weights_not_an_array at 0x125ac0940>, 'Stree')\n",
"6 functools.partial(<function check_sample_weights_list at 0x125ac0a60>, 'Stree')\n",
"7 functools.partial(<function check_sample_weights_shape at 0x125ac0b80>, 'Stree')\n",
"8 functools.partial(<function check_sample_weights_invariance at 0x125ac0ca0>, 'Stree')\n",
"9 functools.partial(<function check_estimators_fit_returns_self at 0x125aca040>, 'Stree')\n",
"10 functools.partial(<function check_estimators_fit_returns_self at 0x125aca040>, 'Stree', readonly_memmap=True)\n",
"11 functools.partial(<function check_complex_data at 0x125ac0e50>, 'Stree')\n",
"12 functools.partial(<function check_dtype_object at 0x125ac0dc0>, 'Stree')\n",
"13 functools.partial(<function check_estimators_empty_data_messages at 0x125ac7160>, 'Stree')\n",
"14 functools.partial(<function check_pipeline_consistency at 0x125ac2dc0>, 'Stree')\n",
"15 functools.partial(<function check_estimators_nan_inf at 0x125ac7280>, 'Stree')\n",
"16 functools.partial(<function check_estimators_overwrite_params at 0x125acadc0>, 'Stree')\n",
"17 functools.partial(<function check_estimator_sparse_data at 0x125ac0700>, 'Stree')\n",
"18 functools.partial(<function check_estimators_pickle at 0x125ac74c0>, 'Stree')\n",
"19 functools.partial(<function check_classifier_data_not_an_array at 0x125acd160>, 'Stree')\n",
"20 functools.partial(<function check_classifiers_one_label at 0x125ac7b80>, 'Stree')\n",
"21 functools.partial(<function check_classifiers_classes at 0x125aca5e0>, 'Stree')\n",
"22 functools.partial(<function check_estimators_partial_fit_n_features at 0x125ac75e0>, 'Stree')\n",
"23 functools.partial(<function check_classifiers_train at 0x125ac7ca0>, 'Stree')\n",
"24 functools.partial(<function check_classifiers_train at 0x125ac7ca0>, 'Stree', readonly_memmap=True)\n",
"25 functools.partial(<function check_classifiers_train at 0x125ac7ca0>, 'Stree', readonly_memmap=True, X_dtype='float32')\n",
"26 functools.partial(<function check_classifiers_regression_target at 0x125acdc10>, 'Stree')\n",
"27 functools.partial(<function check_supervised_y_no_nan at 0x125aab790>, 'Stree')\n",
"28 functools.partial(<function check_supervised_y_2d at 0x125aca280>, 'Stree')\n",
"29 functools.partial(<function check_estimators_unfitted at 0x125aca160>, 'Stree')\n",
"30 functools.partial(<function check_non_transformer_estimators_n_iter at 0x125acd790>, 'Stree')\n",
"31 functools.partial(<function check_decision_proba_consistency at 0x125acdd30>, 'Stree')\n",
"32 functools.partial(<function check_fit2d_predict1d at 0x125ac23a0>, 'Stree')\n",
"33 functools.partial(<function check_methods_subset_invariance at 0x125ac2550>, 'Stree')\n",
"34 functools.partial(<function check_fit2d_1sample at 0x125ac2670>, 'Stree')\n",
"35 functools.partial(<function check_fit2d_1feature at 0x125ac2790>, 'Stree')\n",
"36 functools.partial(<function check_fit1d at 0x125ac28b0>, 'Stree')\n",
"37 functools.partial(<function check_get_params_invariance at 0x125acd9d0>, 'Stree')\n",
"38 functools.partial(<function check_set_params at 0x125acdaf0>, 'Stree')\n",
"39 functools.partial(<function check_dict_unchanged at 0x125ac0f70>, 'Stree')\n",
"40 functools.partial(<function check_dont_overwrite_parameters at 0x125ac2280>, 'Stree')\n",
"41 functools.partial(<function check_fit_idempotent at 0x125acdee0>, 'Stree')\n",
"42 functools.partial(<function check_n_features_in at 0x125acdf70>, 'Stree')\n",
"43 functools.partial(<function check_requires_y_none at 0x125ad1040>, 'Stree')\n"
]
}
],
"source": [ "source": [
"# Make checks one by one\n", "# Make checks one by one\n",
"c = 0\n", "c = 0\n",
@@ -413,7 +254,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 11, "execution_count": null,
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
@@ -430,30 +271,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 12, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"== Not Weighted ===\n",
"SVC train score ..: 0.9825702393340271\n",
"STree train score : 0.9841311134235172\n",
"SVC test score ...: 0.9830097087378641\n",
"STree test score .: 0.9848300970873787\n",
"==== Weighted =====\n",
"SVC train score ..: 0.9786680541103018\n",
"STree train score : 0.9802289281997919\n",
"SVC test score ...: 0.9805825242718447\n",
"STree test score .: 0.9817961165048543\n",
"*SVC test score ..: 0.9439939825655582\n",
"*STree test score : 0.9476832429673473\n"
]
}
],
"source": [ "source": [
"svc = SVC(C=7, kernel='rbf', gamma=.001, random_state=random_state)\n", "svc = SVC(C=7, kernel='rbf', gamma=.001, random_state=random_state)\n",
"clf = Stree(C=17, kernel='rbf', gamma=.001, random_state=random_state)\n", "clf = Stree(C=17, kernel='rbf', gamma=.001, random_state=random_state)\n",
@@ -477,19 +299,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 13, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"root feaures=(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27) impurity=0.4426 counts=(array([0, 1]), array([3491, 353]))\nroot - Down, <cgaf> - Leaf class=0 belief= 0.990520 impurity=0.0773 counts=(array([0, 1]), array([3448, 33]))\nroot - Up, <cgaf> - Leaf class=1 belief= 0.881543 impurity=0.5249 counts=(array([0, 1]), array([ 43, 320]))\n\n"
]
}
],
"source": [ "source": [
"print(clf)" "print(clf)"
] ]
@@ -503,53 +317,11 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 14, "execution_count": null,
"metadata": { "metadata": {
"tags": [] "tags": []
}, },
"outputs": [ "outputs": [],
{
"output_type": "stream",
"name": "stdout",
"text": [
"****************************************\n",
"max_features None = 28\n",
"Train score : 0.9846514047866806\n",
"Test score .: 0.9866504854368932\n",
"Took 10.18 seconds\n",
"****************************************\n",
"max_features auto = 5\n",
"Train score : 0.9836108220603538\n",
"Test score .: 0.9842233009708737\n",
"Took 5.22 seconds\n",
"****************************************\n",
"max_features log2 = 4\n",
"Train score : 0.9791883454734651\n",
"Test score .: 0.9793689320388349\n",
"Took 2.05 seconds\n",
"****************************************\n",
"max_features 7 = 7\n",
"Train score : 0.9737252861602498\n",
"Test score .: 0.9739077669902912\n",
"Took 2.86 seconds\n",
"****************************************\n",
"max_features 0.5 = 14\n",
"Train score : 0.981789802289282\n",
"Test score .: 0.9824029126213593\n",
"Took 48.35 seconds\n",
"****************************************\n",
"max_features 0.1 = 2\n",
"Train score : 0.9638397502601457\n",
"Test score .: 0.9648058252427184\n",
"Took 0.35 seconds\n",
"****************************************\n",
"max_features 0.7 = 19\n",
"Train score : 0.9841311134235172\n",
"Test score .: 0.9860436893203883\n",
"Took 20.89 seconds\n"
]
}
],
"source": [ "source": [
"for max_features in [None, \"auto\", \"log2\", 7, .5, .1, .7]:\n", "for max_features in [None, \"auto\", \"log2\", 7, .5, .1, .7]:\n",
" now = time.time()\n", " now = time.time()\n",
@@ -565,9 +337,9 @@
], ],
"metadata": { "metadata": {
"kernelspec": { "kernelspec": {
"display_name": "Python 3.7.6 64-bit ('general': venv)", "display_name": "Python 3",
"language": "python", "language": "python",
"name": "python37664bitgeneralvenvfbd0a23e74cf4e778460f5ffc6761f39" "name": "python3"
}, },
"language_info": { "language_info": {
"codemirror_mode": { "codemirror_mode": {
@@ -579,9 +351,9 @@
"name": "python", "name": "python",
"nbconvert_exporter": "python", "nbconvert_exporter": "python",
"pygments_lexer": "ipython3", "pygments_lexer": "ipython3",
"version": "3.8.4-final" "version": "3.8.2-final"
} }
}, },
"nbformat": 4, "nbformat": 4,
"nbformat_minor": 2 "nbformat_minor": 4
} }

View File

@@ -1,446 +1,253 @@
{ {
"cells": [ "cells": [
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": {}, "metadata": {},
"source": [ "source": [
"# Test Gridsearch\n", "# Test Gridsearch\n",
"with different kernels and different configurations" "with different kernels and different configurations"
] ]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Setup\n",
"Uncomment the next cell if STree is not already installed"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"#\n",
"# Google Colab setup\n",
"#\n",
"#!pip install git+https://github.com/doctorado-ml/stree"
]
},
{
"cell_type": "code",
"metadata": {
"id": "zIHKVxthDZEa",
"colab_type": "code",
"colab": {}
},
"source": [
"from sklearn.ensemble import AdaBoostClassifier\n",
"from sklearn.svm import LinearSVC\n",
"from sklearn.model_selection import GridSearchCV, train_test_split\n",
"from stree import Stree"
],
"execution_count": 2,
"outputs": []
},
{
"cell_type": "code",
"metadata": {
"id": "IEmq50QgDZEi",
"colab_type": "code",
"colab": {}
},
"source": [
"import os\n",
"if not os.path.isfile('data/creditcard.csv'):\n",
" !wget --no-check-certificate --content-disposition http://nube.jccm.es/index.php/s/Zs7SYtZQJ3RQ2H2/download\n",
" !tar xzf creditcard.tgz"
],
"execution_count": 3,
"outputs": []
},
{
"cell_type": "code",
"metadata": {
"id": "z9Q-YUfBDZEq",
"colab_type": "code",
"colab": {},
"outputId": "afc822fb-f16a-4302-8a67-2b9e2880159b",
"tags": []
},
"source": [
"random_state=1\n",
"\n",
"def load_creditcard(n_examples=0):\n",
" import pandas as pd\n",
" import numpy as np\n",
" import random\n",
" df = pd.read_csv('data/creditcard.csv')\n",
" print(\"Fraud: {0:.3f}% {1}\".format(df.Class[df.Class == 1].count()*100/df.shape[0], df.Class[df.Class == 1].count()))\n",
" print(\"Valid: {0:.3f}% {1}\".format(df.Class[df.Class == 0].count()*100/df.shape[0], df.Class[df.Class == 0].count()))\n",
" y = df.Class\n",
" X = df.drop(['Class', 'Time', 'Amount'], axis=1).values\n",
" if n_examples > 0:\n",
" # Take first n_examples samples\n",
" X = X[:n_examples, :]\n",
" y = y[:n_examples, :]\n",
" else:\n",
" # Take all the positive samples with a number of random negatives\n",
" if n_examples < 0:\n",
" Xt = X[(y == 1).ravel()]\n",
" yt = y[(y == 1).ravel()]\n",
" indices = random.sample(range(X.shape[0]), -1 * n_examples)\n",
" X = np.append(Xt, X[indices], axis=0)\n",
" y = np.append(yt, y[indices], axis=0)\n",
" print(\"X.shape\", X.shape, \" y.shape\", y.shape)\n",
" print(\"Fraud: {0:.3f}% {1}\".format(len(y[y == 1])*100/X.shape[0], len(y[y == 1])))\n",
" print(\"Valid: {0:.3f}% {1}\".format(len(y[y == 0]) * 100 / X.shape[0], len(y[y == 0])))\n",
" Xtrain, Xtest, ytrain, ytest = train_test_split(X, y, train_size=0.7, shuffle=True, random_state=random_state, stratify=y)\n",
" return Xtrain, Xtest, ytrain, ytest\n",
"\n",
"data = load_creditcard(-1000) # Take all true samples + 1000 of the others\n",
"# data = load_creditcard(5000) # Take the first 5000 samples\n",
"# data = load_creditcard(0) # Take all the samples\n",
"\n",
"Xtrain = data[0]\n",
"Xtest = data[1]\n",
"ytrain = data[2]\n",
"ytest = data[3]"
],
"execution_count": 4,
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
"Fraud: 0.173% 492\nValid: 99.827% 284315\nX.shape (1492, 28) y.shape (1492,)\nFraud: 33.177% 495\nValid: 66.823% 997\n"
]
}
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Tests"
]
},
{
"cell_type": "code",
"metadata": {
"id": "HmX3kR4PDZEw",
"colab_type": "code",
"colab": {}
},
"source": [
"parameters = [{\n",
" 'base_estimator': [Stree()],\n",
" 'n_estimators': [10, 25],\n",
" 'learning_rate': [.5, 1],\n",
" 'base_estimator__split_criteria': ['max_samples', 'impurity'],\n",
" 'base_estimator__tol': [.1, 1e-02],\n",
" 'base_estimator__max_depth': [3, 5, 7],\n",
" 'base_estimator__C': [1, 7, 55],\n",
" 'base_estimator__kernel': ['linear']\n",
"},\n",
"{\n",
" 'base_estimator': [Stree()],\n",
" 'n_estimators': [10, 25],\n",
" 'learning_rate': [.5, 1],\n",
" 'base_estimator__split_criteria': ['max_samples', 'impurity'],\n",
" 'base_estimator__tol': [.1, 1e-02],\n",
" 'base_estimator__max_depth': [3, 5, 7],\n",
" 'base_estimator__C': [1, 7, 55],\n",
" 'base_estimator__degree': [3, 5, 7],\n",
" 'base_estimator__kernel': ['poly']\n",
"},\n",
"{\n",
" 'base_estimator': [Stree()],\n",
" 'n_estimators': [10, 25],\n",
" 'learning_rate': [.5, 1],\n",
" 'base_estimator__split_criteria': ['max_samples', 'impurity'],\n",
" 'base_estimator__tol': [.1, 1e-02],\n",
" 'base_estimator__max_depth': [3, 5, 7],\n",
" 'base_estimator__C': [1, 7, 55],\n",
" 'base_estimator__gamma': [.1, 1, 10],\n",
" 'base_estimator__kernel': ['rbf']\n",
"}]"
],
"execution_count": 5,
"outputs": []
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [
{
"output_type": "execute_result",
"data": {
"text/plain": [
"{'C': 1.0,\n",
" 'criterion': 'entropy',\n",
" 'degree': 3,\n",
" 'gamma': 'scale',\n",
" 'kernel': 'linear',\n",
" 'max_depth': None,\n",
" 'max_features': None,\n",
" 'max_iter': 100000.0,\n",
" 'min_samples_split': 0,\n",
" 'random_state': None,\n",
" 'split_criteria': 'impurity',\n",
" 'splitter': 'random',\n",
" 'tol': 0.0001}"
]
},
"metadata": {},
"execution_count": 6
}
],
"source": [
"Stree().get_params()"
]
},
{
"cell_type": "code",
"metadata": {
"id": "CrcB8o6EDZE5",
"colab_type": "code",
"colab": {},
"outputId": "7703413a-d563-4289-a13b-532f38f82762",
"tags": []
},
"source": [
"random_state=2020\n",
"clf = AdaBoostClassifier(random_state=random_state, algorithm=\"SAMME\")\n",
"grid = GridSearchCV(clf, parameters, verbose=10, n_jobs=-1, return_train_score=True)\n",
"grid.fit(Xtrain, ytrain)"
],
"execution_count": 7,
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
"Fitting 5 folds for each of 1008 candidates, totalling 5040 fits\n",
"[Parallel(n_jobs=-1)]: Using backend LokyBackend with 8 concurrent workers.\n",
"[Parallel(n_jobs=-1)]: Done 2 tasks | elapsed: 2.6s\n",
"[Parallel(n_jobs=-1)]: Done 9 tasks | elapsed: 3.2s\n",
"[Parallel(n_jobs=-1)]: Done 16 tasks | elapsed: 3.5s\n",
"[Parallel(n_jobs=-1)]: Done 25 tasks | elapsed: 4.0s\n",
"[Parallel(n_jobs=-1)]: Done 34 tasks | elapsed: 4.5s\n",
"[Parallel(n_jobs=-1)]: Done 45 tasks | elapsed: 5.0s\n",
"[Parallel(n_jobs=-1)]: Done 56 tasks | elapsed: 5.5s\n",
"[Parallel(n_jobs=-1)]: Done 69 tasks | elapsed: 6.2s\n",
"[Parallel(n_jobs=-1)]: Done 82 tasks | elapsed: 7.1s\n",
"[Parallel(n_jobs=-1)]: Done 97 tasks | elapsed: 8.2s\n",
"[Parallel(n_jobs=-1)]: Done 112 tasks | elapsed: 9.6s\n",
"[Parallel(n_jobs=-1)]: Done 129 tasks | elapsed: 11.0s\n",
"[Parallel(n_jobs=-1)]: Done 146 tasks | elapsed: 12.5s\n",
"[Parallel(n_jobs=-1)]: Done 165 tasks | elapsed: 14.3s\n",
"[Parallel(n_jobs=-1)]: Done 184 tasks | elapsed: 16.0s\n",
"[Parallel(n_jobs=-1)]: Done 205 tasks | elapsed: 18.1s\n",
"[Parallel(n_jobs=-1)]: Done 226 tasks | elapsed: 20.1s\n",
"[Parallel(n_jobs=-1)]: Done 249 tasks | elapsed: 21.9s\n",
"[Parallel(n_jobs=-1)]: Done 272 tasks | elapsed: 23.4s\n",
"[Parallel(n_jobs=-1)]: Done 297 tasks | elapsed: 24.9s\n",
"[Parallel(n_jobs=-1)]: Done 322 tasks | elapsed: 26.6s\n",
"[Parallel(n_jobs=-1)]: Done 349 tasks | elapsed: 29.3s\n",
"[Parallel(n_jobs=-1)]: Done 376 tasks | elapsed: 31.9s\n",
"[Parallel(n_jobs=-1)]: Done 405 tasks | elapsed: 35.5s\n",
"[Parallel(n_jobs=-1)]: Done 434 tasks | elapsed: 38.7s\n",
"[Parallel(n_jobs=-1)]: Done 465 tasks | elapsed: 42.1s\n",
"[Parallel(n_jobs=-1)]: Done 496 tasks | elapsed: 46.1s\n",
"[Parallel(n_jobs=-1)]: Done 529 tasks | elapsed: 52.7s\n",
"[Parallel(n_jobs=-1)]: Done 562 tasks | elapsed: 58.1s\n",
"[Parallel(n_jobs=-1)]: Done 597 tasks | elapsed: 1.1min\n",
"[Parallel(n_jobs=-1)]: Done 632 tasks | elapsed: 1.3min\n",
"[Parallel(n_jobs=-1)]: Done 669 tasks | elapsed: 1.5min\n",
"[Parallel(n_jobs=-1)]: Done 706 tasks | elapsed: 1.6min\n",
"[Parallel(n_jobs=-1)]: Done 745 tasks | elapsed: 1.7min\n",
"[Parallel(n_jobs=-1)]: Done 784 tasks | elapsed: 1.8min\n",
"[Parallel(n_jobs=-1)]: Done 825 tasks | elapsed: 1.8min\n",
"[Parallel(n_jobs=-1)]: Done 866 tasks | elapsed: 1.8min\n",
"[Parallel(n_jobs=-1)]: Done 909 tasks | elapsed: 1.9min\n",
"[Parallel(n_jobs=-1)]: Done 952 tasks | elapsed: 1.9min\n",
"[Parallel(n_jobs=-1)]: Done 997 tasks | elapsed: 2.0min\n",
"[Parallel(n_jobs=-1)]: Done 1042 tasks | elapsed: 2.0min\n",
"[Parallel(n_jobs=-1)]: Done 1089 tasks | elapsed: 2.1min\n",
"[Parallel(n_jobs=-1)]: Done 1136 tasks | elapsed: 2.2min\n",
"[Parallel(n_jobs=-1)]: Done 1185 tasks | elapsed: 2.2min\n",
"[Parallel(n_jobs=-1)]: Done 1234 tasks | elapsed: 2.3min\n",
"[Parallel(n_jobs=-1)]: Done 1285 tasks | elapsed: 2.4min\n",
"[Parallel(n_jobs=-1)]: Done 1336 tasks | elapsed: 2.4min\n",
"[Parallel(n_jobs=-1)]: Done 1389 tasks | elapsed: 2.5min\n",
"[Parallel(n_jobs=-1)]: Done 1442 tasks | elapsed: 2.6min\n",
"[Parallel(n_jobs=-1)]: Done 1497 tasks | elapsed: 2.6min\n",
"[Parallel(n_jobs=-1)]: Done 1552 tasks | elapsed: 2.7min\n",
"[Parallel(n_jobs=-1)]: Done 1609 tasks | elapsed: 2.8min\n",
"[Parallel(n_jobs=-1)]: Done 1666 tasks | elapsed: 2.8min\n",
"[Parallel(n_jobs=-1)]: Done 1725 tasks | elapsed: 2.9min\n",
"[Parallel(n_jobs=-1)]: Done 1784 tasks | elapsed: 3.0min\n",
"[Parallel(n_jobs=-1)]: Done 1845 tasks | elapsed: 3.0min\n",
"[Parallel(n_jobs=-1)]: Done 1906 tasks | elapsed: 3.1min\n",
"[Parallel(n_jobs=-1)]: Done 1969 tasks | elapsed: 3.2min\n",
"[Parallel(n_jobs=-1)]: Done 2032 tasks | elapsed: 3.3min\n",
"[Parallel(n_jobs=-1)]: Done 2097 tasks | elapsed: 3.3min\n",
"[Parallel(n_jobs=-1)]: Done 2162 tasks | elapsed: 3.4min\n",
"[Parallel(n_jobs=-1)]: Done 2229 tasks | elapsed: 3.5min\n",
"[Parallel(n_jobs=-1)]: Done 2296 tasks | elapsed: 3.6min\n",
"[Parallel(n_jobs=-1)]: Done 2365 tasks | elapsed: 3.6min\n",
"[Parallel(n_jobs=-1)]: Done 2434 tasks | elapsed: 3.7min\n",
"[Parallel(n_jobs=-1)]: Done 2505 tasks | elapsed: 3.8min\n",
"[Parallel(n_jobs=-1)]: Done 2576 tasks | elapsed: 3.8min\n",
"[Parallel(n_jobs=-1)]: Done 2649 tasks | elapsed: 3.9min\n",
"[Parallel(n_jobs=-1)]: Done 2722 tasks | elapsed: 4.0min\n",
"[Parallel(n_jobs=-1)]: Done 2797 tasks | elapsed: 4.1min\n",
"[Parallel(n_jobs=-1)]: Done 2872 tasks | elapsed: 4.2min\n",
"[Parallel(n_jobs=-1)]: Done 2949 tasks | elapsed: 4.3min\n",
"[Parallel(n_jobs=-1)]: Done 3026 tasks | elapsed: 4.5min\n",
"[Parallel(n_jobs=-1)]: Done 3105 tasks | elapsed: 4.7min\n",
"[Parallel(n_jobs=-1)]: Done 3184 tasks | elapsed: 4.9min\n",
"[Parallel(n_jobs=-1)]: Done 3265 tasks | elapsed: 5.0min\n",
"[Parallel(n_jobs=-1)]: Done 3346 tasks | elapsed: 5.2min\n",
"[Parallel(n_jobs=-1)]: Done 3429 tasks | elapsed: 5.4min\n",
"[Parallel(n_jobs=-1)]: Done 3512 tasks | elapsed: 5.6min\n",
"[Parallel(n_jobs=-1)]: Done 3597 tasks | elapsed: 5.9min\n",
"[Parallel(n_jobs=-1)]: Done 3682 tasks | elapsed: 6.1min\n",
"[Parallel(n_jobs=-1)]: Done 3769 tasks | elapsed: 6.3min\n",
"[Parallel(n_jobs=-1)]: Done 3856 tasks | elapsed: 6.6min\n",
"[Parallel(n_jobs=-1)]: Done 3945 tasks | elapsed: 6.9min\n",
"[Parallel(n_jobs=-1)]: Done 4034 tasks | elapsed: 7.1min\n",
"[Parallel(n_jobs=-1)]: Done 4125 tasks | elapsed: 7.4min\n",
"[Parallel(n_jobs=-1)]: Done 4216 tasks | elapsed: 7.6min\n",
"[Parallel(n_jobs=-1)]: Done 4309 tasks | elapsed: 7.8min\n",
"[Parallel(n_jobs=-1)]: Done 4402 tasks | elapsed: 8.1min\n",
"[Parallel(n_jobs=-1)]: Done 4497 tasks | elapsed: 8.5min\n",
"[Parallel(n_jobs=-1)]: Done 4592 tasks | elapsed: 8.8min\n",
"[Parallel(n_jobs=-1)]: Done 4689 tasks | elapsed: 9.0min\n",
"[Parallel(n_jobs=-1)]: Done 4786 tasks | elapsed: 9.3min\n",
"[Parallel(n_jobs=-1)]: Done 4885 tasks | elapsed: 9.6min\n",
"[Parallel(n_jobs=-1)]: Done 4984 tasks | elapsed: 9.8min\n",
"[Parallel(n_jobs=-1)]: Done 5040 out of 5040 | elapsed: 10.0min finished\n"
]
},
{
"output_type": "execute_result",
"data": {
"text/plain": [
"GridSearchCV(estimator=AdaBoostClassifier(algorithm='SAMME', random_state=2020),\n",
" n_jobs=-1,\n",
" param_grid=[{'base_estimator': [Stree(C=7, max_depth=5,\n",
" split_criteria='max_samples',\n",
" tol=0.01)],\n",
" 'base_estimator__C': [1, 7, 55],\n",
" 'base_estimator__kernel': ['linear'],\n",
" 'base_estimator__max_depth': [3, 5, 7],\n",
" 'base_estimator__split_criteria': ['max_samples',\n",
" 'impurity'],\n",
" 'base_e...\n",
" 'learning_rate': [0.5, 1], 'n_estimators': [10, 25]},\n",
" {'base_estimator': [Stree()],\n",
" 'base_estimator__C': [1, 7, 55],\n",
" 'base_estimator__gamma': [0.1, 1, 10],\n",
" 'base_estimator__kernel': ['rbf'],\n",
" 'base_estimator__max_depth': [3, 5, 7],\n",
" 'base_estimator__split_criteria': ['max_samples',\n",
" 'impurity'],\n",
" 'base_estimator__tol': [0.1, 0.01],\n",
" 'learning_rate': [0.5, 1],\n",
" 'n_estimators': [10, 25]}],\n",
" return_train_score=True, verbose=10)"
]
},
"metadata": {},
"execution_count": 7
}
]
},
{
"source": [
"GridSearchCV(estimator=AdaBoostClassifier(algorithm='SAMME', random_state=2020),\n",
" n_jobs=-1,\n",
" param_grid={'base_estimator': [Stree(C=55, max_depth=3, tol=0.01)],\n",
" 'base_estimator__C': [7, 55],\n",
" 'base_estimator__kernel': ['linear', 'poly', 'rbf'],\n",
" 'base_estimator__max_depth': [3, 5],\n",
" 'base_estimator__tol': [0.1, 0.01],\n",
" 'learning_rate': [0.5, 1], 'n_estimators': [10, 25]},\n",
" return_train_score=True, verbose=10)"
],
"cell_type": "markdown",
"metadata": {}
},
{
"cell_type": "code",
"metadata": {
"id": "ZjX88NoYDZE8",
"colab_type": "code",
"colab": {},
"outputId": "285163c8-fa33-4915-8ae7-61c4f7844344",
"tags": []
},
"source": [
"print(\"Best estimator: \", grid.best_estimator_)\n",
"print(\"Best hyperparameters: \", grid.best_params_)\n",
"print(\"Best accuracy: \", grid.best_score_)"
],
"execution_count": 8,
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
"Best estimator: AdaBoostClassifier(algorithm='SAMME',\n base_estimator=Stree(C=7, max_depth=5,\n split_criteria='max_samples',\n tol=0.01),\n learning_rate=0.5, n_estimators=25, random_state=2020)\nBest hyperparameters: {'base_estimator': Stree(C=7, max_depth=5, split_criteria='max_samples', tol=0.01), 'base_estimator__C': 7, 'base_estimator__kernel': 'linear', 'base_estimator__max_depth': 5, 'base_estimator__split_criteria': 'max_samples', 'base_estimator__tol': 0.01, 'learning_rate': 0.5, 'n_estimators': 25}\nBest accuracy: 0.9549825174825175\n"
]
}
]
},
{
"source": [
"Best estimator: AdaBoostClassifier(algorithm='SAMME',\n",
" base_estimator=Stree(C=55, max_depth=3, tol=0.01),\n",
" learning_rate=0.5, n_estimators=25, random_state=2020)\n",
"\n",
"Best hyperparameters: {'base_estimator': Stree(C=55, max_depth=3, tol=0.01), 'base_estimator__C': 55, 'base_estimator__kernel': 'linear', 'base_estimator__max_depth': 3, 'base_estimator__tol': 0.01, 'learning_rate': 0.5, 'n_estimators': 25}\n",
"\n",
"Best accuracy: 0.9559440559440558"
],
"cell_type": "markdown",
"metadata": {}
},
{
"source": [
"0.9511547662863451"
],
"cell_type": "markdown",
"metadata": {}
}
],
"metadata": {
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.4-final"
},
"orig_nbformat": 2,
"kernelspec": {
"name": "python38464bitgeneralvenv77203c0a6afd4428bd66253ef62753dc",
"display_name": "Python 3.8.4 64-bit ('general': venv)"
},
"colab": {
"name": "gridsearch.ipynb",
"provenance": []
}
}, },
"nbformat": 4, {
"nbformat_minor": 0 "cell_type": "markdown",
"metadata": {},
"source": [
"# Setup\n",
"Uncomment the next cell if STree is not already installed"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#\n",
"# Google Colab setup\n",
"#\n",
"#!pip install git+https://github.com/doctorado-ml/stree\n",
"!pip install pandas"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {},
"colab_type": "code",
"id": "zIHKVxthDZEa"
},
"outputs": [],
"source": [
"import random\n",
"import os\n",
"import pandas as pd\n",
"import numpy as np\n",
"from sklearn.ensemble import AdaBoostClassifier\n",
"from sklearn.svm import LinearSVC\n",
"from sklearn.model_selection import GridSearchCV, train_test_split\n",
"from stree import Stree"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {},
"colab_type": "code",
"id": "IEmq50QgDZEi"
},
"outputs": [],
"source": [
"if not os.path.isfile('data/creditcard.csv'):\n",
" !wget --no-check-certificate --content-disposition http://nube.jccm.es/index.php/s/Zs7SYtZQJ3RQ2H2/download\n",
" !tar xzf creditcard.tgz"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {},
"colab_type": "code",
"id": "z9Q-YUfBDZEq",
"outputId": "afc822fb-f16a-4302-8a67-2b9e2880159b",
"tags": []
},
"outputs": [],
"source": [
"random_state=1\n",
"\n",
"def load_creditcard(n_examples=0):\n",
" df = pd.read_csv('data/creditcard.csv')\n",
" print(\"Fraud: {0:.3f}% {1}\".format(df.Class[df.Class == 1].count()*100/df.shape[0], df.Class[df.Class == 1].count()))\n",
" print(\"Valid: {0:.3f}% {1}\".format(df.Class[df.Class == 0].count()*100/df.shape[0], df.Class[df.Class == 0].count()))\n",
" y = df.Class\n",
" X = df.drop(['Class', 'Time', 'Amount'], axis=1).values\n",
" if n_examples > 0:\n",
" # Take first n_examples samples\n",
" X = X[:n_examples, :]\n",
" y = y[:n_examples, :]\n",
" else:\n",
" # Take all the positive samples with a number of random negatives\n",
" if n_examples < 0:\n",
" Xt = X[(y == 1).ravel()]\n",
" yt = y[(y == 1).ravel()]\n",
" indices = random.sample(range(X.shape[0]), -1 * n_examples)\n",
" X = np.append(Xt, X[indices], axis=0)\n",
" y = np.append(yt, y[indices], axis=0)\n",
" print(\"X.shape\", X.shape, \" y.shape\", y.shape)\n",
" print(\"Fraud: {0:.3f}% {1}\".format(len(y[y == 1])*100/X.shape[0], len(y[y == 1])))\n",
" print(\"Valid: {0:.3f}% {1}\".format(len(y[y == 0]) * 100 / X.shape[0], len(y[y == 0])))\n",
" Xtrain, Xtest, ytrain, ytest = train_test_split(X, y, train_size=0.7, shuffle=True, random_state=random_state, stratify=y)\n",
" return Xtrain, Xtest, ytrain, ytest\n",
"\n",
"data = load_creditcard(-1000) # Take all true samples + 1000 of the others\n",
"# data = load_creditcard(5000) # Take the first 5000 samples\n",
"# data = load_creditcard(0) # Take all the samples\n",
"\n",
"Xtrain = data[0]\n",
"Xtest = data[1]\n",
"ytrain = data[2]\n",
"ytest = data[3]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Tests"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {},
"colab_type": "code",
"id": "HmX3kR4PDZEw"
},
"outputs": [],
"source": [
"parameters = [{\n",
" 'base_estimator': [Stree(random_state=random_state)],\n",
" 'n_estimators': [10, 25],\n",
" 'learning_rate': [.5, 1],\n",
" 'base_estimator__split_criteria': ['max_samples', 'impurity'],\n",
" 'base_estimator__tol': [.1, 1e-02],\n",
" 'base_estimator__max_depth': [3, 5, 7],\n",
" 'base_estimator__C': [1, 7, 55],\n",
" 'base_estimator__kernel': ['linear']\n",
"},\n",
"{\n",
" 'base_estimator': [Stree(random_state=random_state)],\n",
" 'n_estimators': [10, 25],\n",
" 'learning_rate': [.5, 1],\n",
" 'base_estimator__split_criteria': ['max_samples', 'impurity'],\n",
" 'base_estimator__tol': [.1, 1e-02],\n",
" 'base_estimator__max_depth': [3, 5, 7],\n",
" 'base_estimator__C': [1, 7, 55],\n",
" 'base_estimator__degree': [3, 5, 7],\n",
" 'base_estimator__kernel': ['poly']\n",
"},\n",
"{\n",
" 'base_estimator': [Stree(random_state=random_state)],\n",
" 'n_estimators': [10, 25],\n",
" 'learning_rate': [.5, 1],\n",
" 'base_estimator__split_criteria': ['max_samples', 'impurity'],\n",
" 'base_estimator__tol': [.1, 1e-02],\n",
" 'base_estimator__max_depth': [3, 5, 7],\n",
" 'base_estimator__C': [1, 7, 55],\n",
" 'base_estimator__gamma': [.1, 1, 10],\n",
" 'base_estimator__kernel': ['rbf']\n",
"}]"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"Stree().get_params()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {},
"colab_type": "code",
"id": "CrcB8o6EDZE5",
"outputId": "7703413a-d563-4289-a13b-532f38f82762",
"tags": []
},
"outputs": [],
"source": [
"clf = AdaBoostClassifier(random_state=random_state, algorithm=\"SAMME\")\n",
"grid = GridSearchCV(clf, parameters, verbose=5, n_jobs=-1, return_train_score=True)\n",
"grid.fit(Xtrain, ytrain)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"colab": {},
"colab_type": "code",
"id": "ZjX88NoYDZE8",
"outputId": "285163c8-fa33-4915-8ae7-61c4f7844344",
"tags": []
},
"outputs": [],
"source": [
"print(\"Best estimator: \", grid.best_estimator_)\n",
"print(\"Best hyperparameters: \", grid.best_params_)\n",
"print(\"Best accuracy: \", grid.best_score_)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Best estimator: AdaBoostClassifier(algorithm='SAMME',\n",
" base_estimator=Stree(C=55, max_depth=7, random_state=1,\n",
" split_criteria='max_samples', tol=0.1),\n",
" learning_rate=0.5, n_estimators=25, random_state=1)\n",
"Best hyperparameters: {'base_estimator': Stree(C=55, max_depth=7, random_state=1, split_criteria='max_samples', tol=0.1), 'base_estimator__C': 55, 'base_estimator__kernel': 'linear', 'base_estimator__max_depth': 7, 'base_estimator__split_criteria': 'max_samples', 'base_estimator__tol': 0.1, 'learning_rate': 0.5, 'n_estimators': 25}"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Best accuracy: 0.9511777695988222"
]
}
],
"metadata": {
"colab": {
"name": "gridsearch.ipynb",
"provenance": []
},
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.2-final"
}
},
"nbformat": 4,
"nbformat_minor": 4
} }

View File

@@ -1,4 +1 @@
numpy scikit-learn>0.24
scikit-learn
pandas
ipympl

1
runtime.txt Normal file
View File

@@ -0,0 +1 @@
python-3.8

View File

@@ -1,6 +1,6 @@
import setuptools import setuptools
__version__ = "0.9rc6" __version__ = "1.0rc1"
__author__ = "Ricardo Montañana Gómez" __author__ = "Ricardo Montañana Gómez"
@@ -30,7 +30,7 @@ setuptools.setup(
"Topic :: Scientific/Engineering :: Artificial Intelligence", "Topic :: Scientific/Engineering :: Artificial Intelligence",
"Intended Audience :: Science/Research", "Intended Audience :: Science/Research",
], ],
install_requires=["scikit-learn>=0.23.0", "numpy", "ipympl"], install_requires=["scikit-learn", "numpy", "ipympl"],
test_suite="stree.tests", test_suite="stree.tests",
zip_safe=False, zip_safe=False,
) )

View File

@@ -3,7 +3,7 @@ __author__ = "Ricardo Montañana Gómez"
__copyright__ = "Copyright 2020, Ricardo Montañana Gómez" __copyright__ = "Copyright 2020, Ricardo Montañana Gómez"
__license__ = "MIT" __license__ = "MIT"
__version__ = "0.9" __version__ = "0.9"
Build an oblique tree classifier based on SVM Trees Build an oblique tree classifier based on SVM nodes
""" """
import os import os
@@ -15,6 +15,8 @@ from typing import Optional
import numpy as np import numpy as np
from sklearn.base import BaseEstimator, ClassifierMixin from sklearn.base import BaseEstimator, ClassifierMixin
from sklearn.svm import SVC, LinearSVC from sklearn.svm import SVC, LinearSVC
from sklearn.feature_selection import SelectKBest
from sklearn.preprocessing import StandardScaler
from sklearn.utils import check_consistent_length from sklearn.utils import check_consistent_length
from sklearn.utils.multiclass import check_classification_targets from sklearn.utils.multiclass import check_classification_targets
from sklearn.exceptions import ConvergenceWarning from sklearn.exceptions import ConvergenceWarning
@@ -41,6 +43,7 @@ class Snode:
impurity: float, impurity: float,
title: str, title: str,
weight: np.ndarray = None, weight: np.ndarray = None,
scaler: StandardScaler = None,
): ):
self._clf = clf self._clf = clf
self._title = title self._title = title
@@ -58,6 +61,7 @@ class Snode:
self._features = features self._features = features
self._impurity = impurity self._impurity = impurity
self._partition_column: int = -1 self._partition_column: int = -1
self._scaler = scaler
@classmethod @classmethod
def copy(cls, node: "Snode") -> "Snode": def copy(cls, node: "Snode") -> "Snode":
@@ -68,6 +72,8 @@ class Snode:
node._features, node._features,
node._impurity, node._impurity,
node._title, node._title,
node._sample_weight,
node._scaler,
) )
def set_partition_column(self, col: int): def set_partition_column(self, col: int):
@@ -79,6 +85,30 @@ class Snode:
def set_down(self, son): def set_down(self, son):
self._down = son self._down = son
def set_title(self, title):
self._title = title
def set_classifier(self, clf):
self._clf = clf
def set_features(self, features):
self._features = features
def set_impurity(self, impurity):
self._impurity = impurity
def get_title(self) -> str:
return self._title
def get_classifier(self) -> SVC:
return self._clf
def get_impurity(self) -> float:
return self._impurity
def get_features(self) -> np.array:
return self._features
def set_up(self, son): def set_up(self, son):
self._up = son self._up = son
@@ -150,10 +180,11 @@ class Splitter:
self, self,
clf: SVC = None, clf: SVC = None,
criterion: str = None, criterion: str = None,
splitter_type: str = None, feature_select: str = None,
criteria: str = None, criteria: str = None,
min_samples_split: int = None, min_samples_split: int = None,
random_state=None, random_state=None,
normalize=False,
): ):
self._clf = clf self._clf = clf
self._random_state = random_state self._random_state = random_state
@@ -162,7 +193,8 @@ class Splitter:
self._criterion = criterion self._criterion = criterion
self._min_samples_split = min_samples_split self._min_samples_split = min_samples_split
self._criteria = criteria self._criteria = criteria
self._splitter_type = splitter_type self._feature_select = feature_select
self._normalize = normalize
if clf is None: if clf is None:
raise ValueError(f"clf has to be a sklearn estimator, got({clf})") raise ValueError(f"clf has to be a sklearn estimator, got({clf})")
@@ -180,9 +212,10 @@ class Splitter:
f"criteria has to be max_samples or impurity; got ({criteria})" f"criteria has to be max_samples or impurity; got ({criteria})"
) )
if splitter_type not in ["random", "best"]: if feature_select not in ["random", "best"]:
raise ValueError( raise ValueError(
f"splitter must be either random or best, got({splitter_type})" "splitter must be either random or best, got "
f"({feature_select})"
) )
self.criterion_function = getattr(self, f"_{self._criterion}") self.criterion_function = getattr(self, f"_{self._criterion}")
self.decision_criteria = getattr(self, f"_{self._criteria}") self.decision_criteria = getattr(self, f"_{self._criteria}")
@@ -197,6 +230,18 @@ class Splitter:
@staticmethod @staticmethod
def _entropy(y: np.array) -> float: def _entropy(y: np.array) -> float:
"""Compute entropy of a labels set
Parameters
----------
y : np.array
set of labels
Returns
-------
float
entropy
"""
n_labels = len(y) n_labels = len(y)
if n_labels <= 1: if n_labels <= 1:
return 0 return 0
@@ -215,6 +260,22 @@ class Splitter:
def information_gain( def information_gain(
self, labels: np.array, labels_up: np.array, labels_dn: np.array self, labels: np.array, labels_up: np.array, labels_dn: np.array
) -> float: ) -> float:
"""Compute information gain of a split candidate
Parameters
----------
labels : np.array
labels of the dataset
labels_up : np.array
labels of one side
labels_dn : np.array
labels on the other side
Returns
-------
float
information gain
"""
imp_prev = self.criterion_function(labels) imp_prev = self.criterion_function(labels)
card_up = card_dn = imp_up = imp_dn = 0 card_up = card_dn = imp_up = imp_dn = 0
if labels_up is not None: if labels_up is not None:
@@ -255,15 +316,26 @@ class Splitter:
@staticmethod @staticmethod
def _generate_spaces(features: int, max_features: int) -> list: def _generate_spaces(features: int, max_features: int) -> list:
"""Generate at most 5 feature random combinations
Parameters
----------
features : int
number of features in each combination
max_features : int
number of features in dataset
Returns
-------
list
list with up to 5 combination of features randomly selected
"""
comb = set() comb = set()
# Generate at most 5 combinations # Generate at most 5 combinations
if max_features == features: number = factorial(features) / (
set_length = 1 factorial(max_features) * factorial(features - max_features)
else: )
number = factorial(features) / ( set_length = min(5, number)
factorial(max_features) * factorial(features - max_features)
)
set_length = min(5, number)
while len(comb) < set_length: while len(comb) < set_length:
comb.add( comb.add(
tuple(sorted(random.sample(range(features), max_features))) tuple(sorted(random.sample(range(features), max_features)))
@@ -272,33 +344,78 @@ class Splitter:
def _get_subspaces_set( def _get_subspaces_set(
self, dataset: np.array, labels: np.array, max_features: int self, dataset: np.array, labels: np.array, max_features: int
) -> np.array: ) -> tuple:
features_sets = self._generate_spaces(dataset.shape[1], max_features) """Compute the indices of the features selected by splitter depending
if len(features_sets) > 1: on the self._feature_select hyper parameter
if self._splitter_type == "random":
index = random.randint(0, len(features_sets) - 1) Parameters
return features_sets[index] ----------
else: dataset : np.array
return self._select_best_set(dataset, labels, features_sets) array of samples
else: labels : np.array
return features_sets[0] labels of the dataset
max_features : int
number of features of the subspace
(<= number of features in dataset)
Returns
-------
tuple
indices of the features selected
"""
if dataset.shape[1] == max_features:
# No feature reduction applies
return tuple(range(dataset.shape[1]))
if self._feature_select == "random":
features_sets = self._generate_spaces(
dataset.shape[1], max_features
)
return self._select_best_set(dataset, labels, features_sets)
# Take KBest features
return (
SelectKBest(k=max_features)
.fit(dataset, labels)
.get_support(indices=True)
)
def get_subspace( def get_subspace(
self, dataset: np.array, labels: np.array, max_features: int self, dataset: np.array, labels: np.array, max_features: int
) -> tuple: ) -> tuple:
"""Return the best/random subspace to make a split""" """Re3turn a subspace of the selected dataset of max_features length.
Depending on hyperparmeter
Parameters
----------
dataset : np.array
array of samples (# samples, # features)
labels : np.array
labels of the dataset
max_features : int
number of features to form the subspace
Returns
-------
tuple
tuple with the dataset with only the features selected and the
indices of the features selected
"""
indices = self._get_subspaces_set(dataset, labels, max_features) indices = self._get_subspaces_set(dataset, labels, max_features)
return dataset[:, indices], indices return dataset[:, indices], indices
def _impurity(self, data: np.array, y: np.array) -> np.array: def _impurity(self, data: np.array, y: np.array) -> np.array:
"""return column of dataset to be taken into account to split dataset """return column of dataset to be taken into account to split dataset
:param data: distances to hyper plane of every class Parameters
:type data: np.array (m, n_classes) ----------
:param y: vector of labels (classes) data : np.array
:type y: np.array (m,) distances to hyper plane of every class
:return: column of dataset to be taken into account to split dataset y : np.array
:rtype: int vector of labels (classes)
Returns
-------
np.array
column of dataset to be taken into account to split dataset
""" """
max_gain = 0 max_gain = 0
selected = -1 selected = -1
@@ -315,12 +432,17 @@ class Splitter:
def _max_samples(data: np.array, y: np.array) -> np.array: def _max_samples(data: np.array, y: np.array) -> np.array:
"""return column of dataset to be taken into account to split dataset """return column of dataset to be taken into account to split dataset
:param data: distances to hyper plane of every class Parameters
:type data: np.array (m, n_classes) ----------
:param y: vector of labels (classes) data : np.array
:type y: np.array (m,) distances to hyper plane of every class
:return: column of dataset to be taken into account to split dataset y : np.array
:rtype: int column of dataset to be taken into account to split dataset
Returns
-------
np.array
column of dataset to be taken into account to split dataset
""" """
# select the class with max number of samples # select the class with max number of samples
_, samples = np.unique(y, return_counts=True) _, samples = np.unique(y, return_counts=True)
@@ -328,8 +450,7 @@ class Splitter:
def partition(self, samples: np.array, node: Snode, train: bool): def partition(self, samples: np.array, node: Snode, train: bool):
"""Set the criteria to split arrays. Compute the indices of the samples """Set the criteria to split arrays. Compute the indices of the samples
that should go to one side of the tree (down) that should go to one side of the tree (up)
""" """
# data contains the distances of every sample to every class hyperplane # data contains the distances of every sample to every class hyperplane
# array of (m, nc) nc = # classes # array of (m, nc) nc = # classes
@@ -350,22 +471,25 @@ class Splitter:
# in predcit time just use the column computed in train time # in predcit time just use the column computed in train time
# is taking the classifier of class <col> # is taking the classifier of class <col>
col = node.get_partition_column() col = node.get_partition_column()
if col == -1: if col == -1:
# No partition is producing information gain # No partition is producing information gain
data = np.ones(data.shape) data = np.ones(data.shape)
data = data[:, col] data = data[:, col]
self._up = data > 0 self._up = data > 0
def part(self, origin: np.array) -> list: def part(self, origin: np.array) -> list:
"""Split an array in two based on indices (down) and its complement """Split an array in two based on indices (self._up) and its complement
partition has to be called first to establish down indices partition has to be called first to establish up indices
:param origin: dataset to split Parameters
:type origin: np.array ----------
:param down: indices to use to split array origin : np.array
:type down: np.array dataset to split
:return: list with two splits of the array
:rtype: list Returns
-------
list
list with two splits of the array
""" """
down = ~self._up down = ~self._up
return [ return [
@@ -373,19 +497,26 @@ class Splitter:
origin[down] if any(down) else None, origin[down] if any(down) else None,
] ]
@staticmethod def _distances(self, node: Snode, data: np.ndarray) -> np.array:
def _distances(node: Snode, data: np.ndarray) -> np.array:
"""Compute distances of the samples to the hyperplane of the node """Compute distances of the samples to the hyperplane of the node
:param node: node containing the svm classifier Parameters
:type node: Snode ----------
:param data: samples to find out distance to hyperplane node : Snode
:type data: np.ndarray node containing the svm classifier
:return: array of shape (m, nc) with the distances of every sample to data : np.ndarray
the hyperplane of every class. nc = # of classes samples to compute distance to hyperplane
:rtype: np.array
Returns
-------
np.array
array of shape (m, nc) with the distances of every sample to
the hyperplane of every class. nc = # of classes
""" """
return node._clf.decision_function(data[:, node._features]) X_transformed = data[:, node._features]
if self._normalize:
X_transformed = node._scaler.transform(X_transformed)
return node._clf.decision_function(X_transformed)
class Stree(BaseEstimator, ClassifierMixin): class Stree(BaseEstimator, ClassifierMixin):
@@ -411,6 +542,7 @@ class Stree(BaseEstimator, ClassifierMixin):
min_samples_split: int = 0, min_samples_split: int = 0,
max_features=None, max_features=None,
splitter: str = "random", splitter: str = "random",
normalize: bool = False,
): ):
self.max_iter = max_iter self.max_iter = max_iter
self.C = C self.C = C
@@ -425,9 +557,11 @@ class Stree(BaseEstimator, ClassifierMixin):
self.max_features = max_features self.max_features = max_features
self.criterion = criterion self.criterion = criterion
self.splitter = splitter self.splitter = splitter
self.normalize = normalize
def _more_tags(self) -> dict: def _more_tags(self) -> dict:
"""Required by sklearn to supply features of the classifier """Required by sklearn to supply features of the classifier
make mandatory the labels array
:return: the tag required :return: the tag required
:rtype: dict :rtype: dict
@@ -439,16 +573,19 @@ class Stree(BaseEstimator, ClassifierMixin):
) -> "Stree": ) -> "Stree":
"""Build the tree based on the dataset of samples and its labels """Build the tree based on the dataset of samples and its labels
:param X: dataset of samples to make predictions Returns
:type X: np.array -------
:param y: samples labels Stree
:type y: np.array itself to be able to chain actions: fit().predict() ...
:param sample_weight: weights of the samples. Rescale C per sample.
Hi' weights force the classifier to put more emphasis on these points Raises
:type sample_weight: np.array optional ------
:raises ValueError: if parameters C or max_depth are out of bounds ValueError
:return: itself to be able to chain actions: fit().predict() ... if C < 0
:rtype: Stree ValueError
if max_depth < 1
ValueError
if all samples have 0 or negative weights
""" """
# Check parameters are Ok. # Check parameters are Ok.
if self.C < 0: if self.C < 0:
@@ -471,15 +608,20 @@ class Stree(BaseEstimator, ClassifierMixin):
sample_weight = _check_sample_weight( sample_weight = _check_sample_weight(
sample_weight, X, dtype=np.float64 sample_weight, X, dtype=np.float64
) )
if not any(sample_weight):
raise ValueError(
"Invalid input - all samples have zero or negative weights."
)
check_classification_targets(y) check_classification_targets(y)
# Initialize computed parameters # Initialize computed parameters
self.splitter_ = Splitter( self.splitter_ = Splitter(
clf=self._build_clf(), clf=self._build_clf(),
criterion=self.criterion, criterion=self.criterion,
splitter_type=self.splitter, feature_select=self.splitter,
criteria=self.split_criteria, criteria=self.split_criteria,
random_state=self.random_state, random_state=self.random_state,
min_samples_split=self.min_samples_split, min_samples_split=self.min_samples_split,
normalize=self.normalize,
) )
if self.random_state is not None: if self.random_state is not None:
random.seed(self.random_state) random.seed(self.random_state)
@@ -492,6 +634,8 @@ class Stree(BaseEstimator, ClassifierMixin):
self.max_features_ = self._initialize_max_features() self.max_features_ = self._initialize_max_features()
self.tree_ = self.train(X, y, sample_weight, 1, "root") self.tree_ = self.train(X, y, sample_weight, 1, "root")
self._build_predictor() self._build_predictor()
self.X_ = X
self.y_ = y
return self return self
def train( def train(
@@ -505,65 +649,65 @@ class Stree(BaseEstimator, ClassifierMixin):
"""Recursive function to split the original dataset into predictor """Recursive function to split the original dataset into predictor
nodes (leaves) nodes (leaves)
:param X: samples dataset Parameters
:type X: np.ndarray ----------
:param y: samples labels X : np.ndarray
:type y: np.ndarray samples dataset
:param sample_weight: weight of samples. Rescale C per sample. y : np.ndarray
Hi weights force the classifier to put more emphasis on these points. samples labels
:type sample_weight: np.ndarray sample_weight : np.ndarray
:param depth: actual depth in the tree weight of samples. Rescale C per sample.
:type depth: int depth : int
:param title: description of the node actual depth in the tree
:type title: str title : str
:return: binary tree description of the node
:rtype: Snode
Returns
-------
Optional[Snode]
binary tree
""" """
if depth > self.__max_depth: if depth > self.__max_depth:
return None return None
# Mask samples with 0 weight
if any(sample_weight == 0):
indices_zero = sample_weight == 0
X = X[~indices_zero, :]
y = y[~indices_zero]
sample_weight = sample_weight[~indices_zero]
self.depth_ = max(depth, self.depth_)
scaler = StandardScaler()
node = Snode(None, X, y, X.shape[1], 0.0, title, sample_weight, scaler)
if np.unique(y).shape[0] == 1: if np.unique(y).shape[0] == 1:
# only 1 class => pure dataset # only 1 class => pure dataset
return Snode( node.set_title(title + ", <pure>")
clf=None, return node
X=X,
y=y,
features=X.shape[1],
impurity=0.0,
title=title + ", <pure>",
weight=sample_weight,
)
# Train the model # Train the model
clf = self._build_clf() clf = self._build_clf()
Xs, features = self.splitter_.get_subspace(X, y, self.max_features_) Xs, features = self.splitter_.get_subspace(X, y, self.max_features_)
# solve WARNING: class label 0 specified in weight is not found if self.normalize:
# in bagging scaler.fit(Xs)
if any(sample_weight == 0): Xs = scaler.transform(Xs)
indices = sample_weight == 0
y_next = y[~indices]
# touch weights if removing any class
if np.unique(y_next).shape[0] != self.n_classes_:
sample_weight += 1e-5
clf.fit(Xs, y, sample_weight=sample_weight) clf.fit(Xs, y, sample_weight=sample_weight)
impurity = self.splitter_.partition_impurity(y) node.set_impurity(self.splitter_.partition_impurity(y))
node = Snode(clf, X, y, features, impurity, title, sample_weight) node.set_classifier(clf)
self.depth_ = max(depth, self.depth_) node.set_features(features)
self.splitter_.partition(X, node, True) self.splitter_.partition(X, node, True)
X_U, X_D = self.splitter_.part(X) X_U, X_D = self.splitter_.part(X)
y_u, y_d = self.splitter_.part(y) y_u, y_d = self.splitter_.part(y)
sw_u, sw_d = self.splitter_.part(sample_weight) sw_u, sw_d = self.splitter_.part(sample_weight)
if X_U is None or X_D is None: if X_U is None or X_D is None:
# didn't part anything # didn't part anything
return Snode( node.set_title(title + ", <cgaf>")
clf, return node
X, node.set_up(
y, self.train(X_U, y_u, sw_u, depth + 1, title + f" - Up({depth+1})")
features=X.shape[1], )
impurity=impurity, node.set_down(
title=title + ", <cgaf>", self.train(
weight=sample_weight, X_D, y_d, sw_d, depth + 1, title + f" - Down({depth+1})"
) )
node.set_up(self.train(X_U, y_u, sw_u, depth + 1, title + " - Up")) )
node.set_down(self.train(X_D, y_d, sw_d, depth + 1, title + " - Down"))
return node return node
def _build_predictor(self): def _build_predictor(self):
@@ -602,12 +746,17 @@ class Stree(BaseEstimator, ClassifierMixin):
def _reorder_results(y: np.array, indices: np.array) -> np.array: def _reorder_results(y: np.array, indices: np.array) -> np.array:
"""Reorder an array based on the array of indices passed """Reorder an array based on the array of indices passed
:param y: data untidy Parameters
:type y: np.array ----------
:param indices: indices used to set order y : np.array
:type indices: np.array data untidy
:return: array y ordered indices : np.array
:rtype: np.array indices used to set order
Returns
-------
np.array
array y ordered
""" """
# return array of same type given in y # return array of same type given in y
y_ordered = y.copy() y_ordered = y.copy()
@@ -619,10 +768,22 @@ class Stree(BaseEstimator, ClassifierMixin):
def predict(self, X: np.array) -> np.array: def predict(self, X: np.array) -> np.array:
"""Predict labels for each sample in dataset passed """Predict labels for each sample in dataset passed
:param X: dataset of samples Parameters
:type X: np.array ----------
:return: array of labels X : np.array
:rtype: np.array dataset of samples
Returns
-------
np.array
array of labels
Raises
------
ValueError
if dataset with inconsistent number of features
NotFittedError
if model is not fitted
""" """
def predict_class( def predict_class(
@@ -664,15 +825,19 @@ class Stree(BaseEstimator, ClassifierMixin):
) -> float: ) -> float:
"""Compute accuracy of the prediction """Compute accuracy of the prediction
:param X: dataset of samples to make predictions Parameters
:type X: np.array ----------
:param y_true: samples labels X : np.array
:type y_true: np.array dataset of samples to make predictions
:param sample_weight: weights of the samples. Rescale C per sample. y : np.array
Hi' weights force the classifier to put more emphasis on these points samples labels
:type sample_weight: np.array optional sample_weight : np.array, optional
:return: accuracy of the prediction weights of the samples. Rescale C per sample, by default None
:rtype: float
Returns
-------
float
accuracy of the prediction
""" """
# sklearn check # sklearn check
check_is_fitted(self) check_is_fitted(self)
@@ -685,12 +850,30 @@ class Stree(BaseEstimator, ClassifierMixin):
score = y_true == y_pred score = y_true == y_pred
return _weighted_sum(score, sample_weight, normalize=True) return _weighted_sum(score, sample_weight, normalize=True)
def nodes_leaves(self) -> tuple:
"""Compute the number of nodes and leaves in the built tree
Returns
-------
[tuple]
tuple with the number of nodes and the number of leaves
"""
nodes = 0
leaves = 0
for node in self:
nodes += 1
if node.is_leaf():
leaves += 1
return nodes, leaves
def __iter__(self) -> Siterator: def __iter__(self) -> Siterator:
"""Create an iterator to be able to visit the nodes of the tree in """Create an iterator to be able to visit the nodes of the tree in
preorder, can make a list with all the nodes in preorder preorder, can make a list with all the nodes in preorder
:return: an iterator, can for i in... and list(...) Returns
:rtype: Siterator -------
Siterator
an iterator, can for i in... and list(...)
""" """
try: try:
tree = self.tree_ tree = self.tree_
@@ -701,8 +884,10 @@ class Stree(BaseEstimator, ClassifierMixin):
def __str__(self) -> str: def __str__(self) -> str:
"""String representation of the tree """String representation of the tree
:return: description of nodes in the tree in preorder Returns
:rtype: str -------
str
description of nodes in the tree in preorder
""" """
output = "" output = ""
for i in self: for i in self:

View File

@@ -1,8 +1,6 @@
import os import os
import unittest import unittest
import numpy as np import numpy as np
from stree import Stree, Snode from stree import Stree, Snode
from .utils import load_dataset from .utils import load_dataset
@@ -69,6 +67,31 @@ class Snode_test(unittest.TestCase):
self.assertEqual(0.75, test._belief) self.assertEqual(0.75, test._belief)
self.assertEqual(-1, test._partition_column) self.assertEqual(-1, test._partition_column)
def test_set_title(self):
test = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test")
self.assertEqual("test", test.get_title())
test.set_title("another")
self.assertEqual("another", test.get_title())
def test_set_classifier(self):
test = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test")
clf = Stree()
self.assertIsNone(test.get_classifier())
test.set_classifier(clf)
self.assertEqual(clf, test.get_classifier())
def test_set_impurity(self):
test = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test")
self.assertEqual(0.0, test.get_impurity())
test.set_impurity(54.7)
self.assertEqual(54.7, test.get_impurity())
def test_set_features(self):
test = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [0, 1], 0.0, "test")
self.assertListEqual([0, 1], test.get_features())
test.set_features([1, 2])
self.assertListEqual([1, 2], test.get_features())
def test_make_predictor_on_not_leaf(self): def test_make_predictor_on_not_leaf(self):
test = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test") test = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test")
test.set_up(Snode(None, [1], [1], [], 0.0, "another_test")) test.set_up(Snode(None, [1], [1], [], 0.0, "another_test"))
@@ -94,3 +117,5 @@ class Snode_test(unittest.TestCase):
self.assertEqual("test", computed._title) self.assertEqual("test", computed._title)
self.assertIsInstance(computed._clf, Stree) self.assertIsInstance(computed._clf, Stree)
self.assertEqual(test._partition_column, computed._partition_column) self.assertEqual(test._partition_column, computed._partition_column)
self.assertEqual(test._sample_weight, computed._sample_weight)
self.assertEqual(test._scaler, computed._scaler)

View File

@@ -6,6 +6,7 @@ import numpy as np
from sklearn.svm import SVC from sklearn.svm import SVC
from sklearn.datasets import load_wine, load_iris from sklearn.datasets import load_wine, load_iris
from stree import Splitter from stree import Splitter
from .utils import load_dataset
class Splitter_test(unittest.TestCase): class Splitter_test(unittest.TestCase):
@@ -17,7 +18,7 @@ class Splitter_test(unittest.TestCase):
def build( def build(
clf=SVC, clf=SVC,
min_samples_split=0, min_samples_split=0,
splitter_type="random", feature_select="random",
criterion="gini", criterion="gini",
criteria="max_samples", criteria="max_samples",
random_state=None, random_state=None,
@@ -25,7 +26,7 @@ class Splitter_test(unittest.TestCase):
return Splitter( return Splitter(
clf=clf(random_state=random_state, kernel="rbf"), clf=clf(random_state=random_state, kernel="rbf"),
min_samples_split=min_samples_split, min_samples_split=min_samples_split,
splitter_type=splitter_type, feature_select=feature_select,
criterion=criterion, criterion=criterion,
criteria=criteria, criteria=criteria,
random_state=random_state, random_state=random_state,
@@ -39,20 +40,20 @@ class Splitter_test(unittest.TestCase):
with self.assertRaises(ValueError): with self.assertRaises(ValueError):
self.build(criterion="duck") self.build(criterion="duck")
with self.assertRaises(ValueError): with self.assertRaises(ValueError):
self.build(splitter_type="duck") self.build(feature_select="duck")
with self.assertRaises(ValueError): with self.assertRaises(ValueError):
self.build(criteria="duck") self.build(criteria="duck")
with self.assertRaises(ValueError): with self.assertRaises(ValueError):
_ = Splitter(clf=None) _ = Splitter(clf=None)
for splitter_type in ["best", "random"]: for feature_select in ["best", "random"]:
for criterion in ["gini", "entropy"]: for criterion in ["gini", "entropy"]:
for criteria in ["max_samples", "impurity"]: for criteria in ["max_samples", "impurity"]:
tcl = self.build( tcl = self.build(
splitter_type=splitter_type, feature_select=feature_select,
criterion=criterion, criterion=criterion,
criteria=criteria, criteria=criteria,
) )
self.assertEqual(splitter_type, tcl._splitter_type) self.assertEqual(feature_select, tcl._feature_select)
self.assertEqual(criterion, tcl._criterion) self.assertEqual(criterion, tcl._criterion)
self.assertEqual(criteria, tcl._criteria) self.assertEqual(criteria, tcl._criteria)
@@ -177,32 +178,34 @@ class Splitter_test(unittest.TestCase):
def test_best_splitter_few_sets(self): def test_best_splitter_few_sets(self):
X, y = load_iris(return_X_y=True) X, y = load_iris(return_X_y=True)
X = np.delete(X, 3, 1) X = np.delete(X, 3, 1)
tcl = self.build(splitter_type="best", random_state=self._random_state) tcl = self.build(
feature_select="best", random_state=self._random_state
)
dataset, computed = tcl.get_subspace(X, y, max_features=2) dataset, computed = tcl.get_subspace(X, y, max_features=2)
self.assertListEqual([0, 2], list(computed)) self.assertListEqual([0, 2], list(computed))
self.assertListEqual(X[:, computed].tolist(), dataset.tolist()) self.assertListEqual(X[:, computed].tolist(), dataset.tolist())
def test_splitter_parameter(self): def test_splitter_parameter(self):
expected_values = [ expected_values = [
[1, 4, 9, 12], # best entropy max_samples [0, 6, 11, 12], # best entropy max_samples
[1, 3, 6, 10], # best entropy impurity [0, 6, 11, 12], # best entropy impurity
[6, 8, 10, 12], # best gini max_samples [0, 6, 11, 12], # best gini max_samples
[7, 8, 10, 11], # best gini impurity [0, 6, 11, 12], # best gini impurity
[0, 3, 8, 12], # random entropy max_samples [0, 3, 8, 12], # random entropy max_samples
[0, 3, 9, 11], # random entropy impurity [0, 3, 7, 12], # random entropy impurity
[0, 4, 7, 12], # random gini max_samples [1, 7, 9, 12], # random gini max_samples
[0, 2, 5, 6], # random gini impurity [1, 5, 8, 12], # random gini impurity
] ]
X, y = load_wine(return_X_y=True) X, y = load_wine(return_X_y=True)
rn = 0 rn = 0
for splitter_type in ["best", "random"]: for feature_select in ["best", "random"]:
for criterion in ["entropy", "gini"]: for criterion in ["entropy", "gini"]:
for criteria in [ for criteria in [
"max_samples", "max_samples",
"impurity", "impurity",
]: ]:
tcl = self.build( tcl = self.build(
splitter_type=splitter_type, feature_select=feature_select,
criterion=criterion, criterion=criterion,
criteria=criteria, criteria=criteria,
) )
@@ -213,7 +216,7 @@ class Splitter_test(unittest.TestCase):
# print( # print(
# "{}, # {:7s}{:8s}{:15s}".format( # "{}, # {:7s}{:8s}{:15s}".format(
# list(computed), # list(computed),
# splitter_type, # feature_select,
# criterion, # criterion,
# criteria, # criteria,
# ) # )
@@ -222,3 +225,18 @@ class Splitter_test(unittest.TestCase):
self.assertListEqual( self.assertListEqual(
X[:, computed].tolist(), dataset.tolist() X[:, computed].tolist(), dataset.tolist()
) )
def test_get_best_subspaces(self):
results = [
(4, [3, 4, 11, 13]),
(7, [1, 3, 4, 5, 11, 13, 16]),
(9, [1, 3, 4, 5, 7, 10, 11, 13, 16]),
]
X, y = load_dataset(n_features=20)
for k, expected in results:
tcl = self.build(
feature_select="best",
)
Xs, computed = tcl.get_subspace(X, y, k)
self.assertListEqual(expected, list(computed))
self.assertListEqual(X[:, expected].tolist(), Xs.tolist())

View File

@@ -26,8 +26,10 @@ class Stree_test(unittest.TestCase):
correct number of labels and its sons have the right number of elements correct number of labels and its sons have the right number of elements
in their dataset in their dataset
Arguments: Parameters
node {Snode} -- node to check ----------
node : Snode
node to check
""" """
if node.is_leaf(): if node.is_leaf():
return return
@@ -101,20 +103,20 @@ class Stree_test(unittest.TestCase):
def test_iterator_and_str(self): def test_iterator_and_str(self):
"""Check preorder iterator""" """Check preorder iterator"""
expected = [ expected = [
"root feaures=(0, 1, 2) impurity=1.0000 counts=(array([0, 1]), arr" "root feaures=(0, 1, 2) impurity=1.0000 counts=(array([0, 1]), "
"ay([750, 750]))", "array([750, 750]))",
"root - Down, <cgaf> - Leaf class=0 belief= 0.928297 impurity=0.37" "root - Down(2), <cgaf> - Leaf class=0 belief= 0.928297 impurity="
"22 counts=(array([0, 1]), array([725, 56]))", "0.3722 counts=(array([0, 1]), array([725, 56]))",
"root - Up feaures=(0, 1, 2) impurity=0.2178 counts=(array([0, 1])" "root - Up(2) feaures=(0, 1, 2) impurity=0.2178 counts=(array([0, "
", array([ 25, 694]))", "1]), array([ 25, 694]))",
"root - Up - Down feaures=(0, 1, 2) impurity=0.8454 counts=(array(" "root - Up(2) - Down(3) feaures=(0, 1, 2) impurity=0.8454 counts="
"[0, 1]), array([8, 3]))", "(array([0, 1]), array([8, 3]))",
"root - Up - Down - Down, <pure> - Leaf class=0 belief= 1.000000 i" "root - Up(2) - Down(3) - Down(4), <pure> - Leaf class=0 belief= "
"mpurity=0.0000 counts=(array([0]), array([7]))", "1.000000 impurity=0.0000 counts=(array([0]), array([7]))",
"root - Up - Down - Up, <cgaf> - Leaf class=1 belief= 0.750000 imp" "root - Up(2) - Down(3) - Up(4), <cgaf> - Leaf class=1 belief= "
"urity=0.8113 counts=(array([0, 1]), array([1, 3]))", "0.750000 impurity=0.8113 counts=(array([0, 1]), array([1, 3]))",
"root - Up - Up, <cgaf> - Leaf class=1 belief= 0.975989 impurity=0" "root - Up(2) - Up(3), <cgaf> - Leaf class=1 belief= 0.975989 "
".1634 counts=(array([0, 1]), array([ 17, 691]))", "impurity=0.1634 counts=(array([0, 1]), array([ 17, 691]))",
] ]
computed = [] computed = []
expected_string = "" expected_string = ""
@@ -196,10 +198,10 @@ class Stree_test(unittest.TestCase):
"Synt": { "Synt": {
"max_samples linear": 0.9606666666666667, "max_samples linear": 0.9606666666666667,
"max_samples rbf": 0.7133333333333334, "max_samples rbf": 0.7133333333333334,
"max_samples poly": 0.49066666666666664, "max_samples poly": 0.618,
"impurity linear": 0.9606666666666667, "impurity linear": 0.9606666666666667,
"impurity rbf": 0.7133333333333334, "impurity rbf": 0.7133333333333334,
"impurity poly": 0.49066666666666664, "impurity poly": 0.618,
}, },
"Iris": { "Iris": {
"max_samples linear": 1.0, "max_samples linear": 1.0,
@@ -313,50 +315,13 @@ class Stree_test(unittest.TestCase):
X, y = load_dataset(self._random_state) X, y = load_dataset(self._random_state)
clf = Stree(random_state=self._random_state, max_features=2) clf = Stree(random_state=self._random_state, max_features=2)
clf.fit(X, y) clf.fit(X, y)
self.assertAlmostEqual(0.9246666666666666, clf.score(X, y)) self.assertAlmostEqual(0.9453333333333334, clf.score(X, y))
def test_bogus_splitter_parameter(self): def test_bogus_splitter_parameter(self):
clf = Stree(splitter="duck") clf = Stree(splitter="duck")
with self.assertRaises(ValueError): with self.assertRaises(ValueError):
clf.fit(*load_dataset()) clf.fit(*load_dataset())
def test_weights_removing_class(self):
# This patch solves an stderr message from sklearn svm lib
# "WARNING: class label x specified in weight is not found"
X = np.array(
[
[0.1, 0.1],
[0.1, 0.2],
[0.2, 0.1],
[5, 6],
[8, 9],
[6, 7],
[0.2, 0.2],
]
)
y = np.array([0, 0, 0, 1, 1, 1, 0])
epsilon = 1e-5
weights = [1, 1, 1, 0, 0, 0, 1]
weights = np.array(weights, dtype="float64")
weights_epsilon = [x + epsilon for x in weights]
weights_no_zero = np.array([1, 1, 1, 0, 0, 2, 1])
original = weights_no_zero.copy()
clf = Stree()
clf.fit(X, y)
node = clf.train(
X,
y,
weights,
1,
"test",
)
# if a class is lost with zero weights the patch adds epsilon
self.assertListEqual(weights.tolist(), weights_epsilon)
self.assertListEqual(node._sample_weight.tolist(), weights_epsilon)
# zero weights are ok when they don't erase a class
_ = clf.train(X, y, weights_no_zero, 1, "test")
self.assertListEqual(weights_no_zero.tolist(), original.tolist())
def test_multiclass_classifier_integrity(self): def test_multiclass_classifier_integrity(self):
"""Checks if the multiclass operation is done right""" """Checks if the multiclass operation is done right"""
X, y = load_iris(return_X_y=True) X, y = load_iris(return_X_y=True)
@@ -413,9 +378,14 @@ class Stree_test(unittest.TestCase):
n_samples=500, n_samples=500,
) )
clf = Stree(kernel="rbf", random_state=self._random_state) clf = Stree(kernel="rbf", random_state=self._random_state)
self.assertEqual(0.824, clf.fit(X, y).score(X, y)) clf2 = Stree(
kernel="rbf", random_state=self._random_state, normalize=True
)
self.assertEqual(0.768, clf.fit(X, y).score(X, y))
self.assertEqual(0.814, clf2.fit(X, y).score(X, y))
X, y = load_wine(return_X_y=True) X, y = load_wine(return_X_y=True)
self.assertEqual(0.6741573033707865, clf.fit(X, y).score(X, y)) self.assertEqual(0.6741573033707865, clf.fit(X, y).score(X, y))
self.assertEqual(1.0, clf2.fit(X, y).score(X, y))
def test_score_multiclass_poly(self): def test_score_multiclass_poly(self):
X, y = load_dataset( X, y = load_dataset(
@@ -427,9 +397,16 @@ class Stree_test(unittest.TestCase):
clf = Stree( clf = Stree(
kernel="poly", random_state=self._random_state, C=10, degree=5 kernel="poly", random_state=self._random_state, C=10, degree=5
) )
clf2 = Stree(
kernel="poly",
random_state=self._random_state,
normalize=True,
)
self.assertEqual(0.786, clf.fit(X, y).score(X, y)) self.assertEqual(0.786, clf.fit(X, y).score(X, y))
self.assertEqual(0.818, clf2.fit(X, y).score(X, y))
X, y = load_wine(return_X_y=True) X, y = load_wine(return_X_y=True)
self.assertEqual(0.702247191011236, clf.fit(X, y).score(X, y)) self.assertEqual(0.702247191011236, clf.fit(X, y).score(X, y))
self.assertEqual(0.6067415730337079, clf2.fit(X, y).score(X, y))
def test_score_multiclass_linear(self): def test_score_multiclass_linear(self):
X, y = load_dataset( X, y = load_dataset(
@@ -440,5 +417,95 @@ class Stree_test(unittest.TestCase):
) )
clf = Stree(kernel="linear", random_state=self._random_state) clf = Stree(kernel="linear", random_state=self._random_state)
self.assertEqual(0.9533333333333334, clf.fit(X, y).score(X, y)) self.assertEqual(0.9533333333333334, clf.fit(X, y).score(X, y))
# Check with context based standardization
clf2 = Stree(
kernel="linear", random_state=self._random_state, normalize=True
)
self.assertEqual(0.9526666666666667, clf2.fit(X, y).score(X, y))
X, y = load_wine(return_X_y=True) X, y = load_wine(return_X_y=True)
self.assertEqual(0.9550561797752809, clf.fit(X, y).score(X, y)) self.assertEqual(0.9831460674157303, clf.fit(X, y).score(X, y))
self.assertEqual(1.0, clf2.fit(X, y).score(X, y))
def test_zero_all_sample_weights(self):
X, y = load_dataset(self._random_state)
with self.assertRaises(ValueError):
Stree().fit(X, y, np.zeros(len(y)))
def test_mask_samples_weighted_zero(self):
X = np.array(
[
[1, 1],
[1, 1],
[1, 1],
[2, 2],
[2, 2],
[2, 2],
[3, 3],
[3, 3],
[3, 3],
]
)
y = np.array([1, 1, 1, 2, 2, 2, 5, 5, 5])
yw = np.array([1, 1, 1, 5, 5, 5, 5, 5, 5])
w = [1, 1, 1, 0, 0, 0, 1, 1, 1]
model1 = Stree().fit(X, y)
model2 = Stree().fit(X, y, w)
predict1 = model1.predict(X)
predict2 = model2.predict(X)
self.assertListEqual(y.tolist(), predict1.tolist())
self.assertListEqual(yw.tolist(), predict2.tolist())
self.assertEqual(model1.score(X, y), 1)
self.assertAlmostEqual(model2.score(X, y), 0.66666667)
self.assertEqual(model2.score(X, y, w), 1)
def test_depth(self):
X, y = load_dataset(
random_state=self._random_state,
n_classes=3,
n_features=5,
n_samples=1500,
)
clf = Stree(random_state=self._random_state)
clf.fit(X, y)
self.assertEqual(6, clf.depth_)
X, y = load_wine(return_X_y=True)
clf = Stree(random_state=self._random_state)
clf.fit(X, y)
self.assertEqual(4, clf.depth_)
def test_nodes_leaves(self):
X, y = load_dataset(
random_state=self._random_state,
n_classes=3,
n_features=5,
n_samples=1500,
)
clf = Stree(random_state=self._random_state)
clf.fit(X, y)
nodes, leaves = clf.nodes_leaves()
self.assertEqual(25, nodes)
self.assertEquals(13, leaves)
X, y = load_wine(return_X_y=True)
clf = Stree(random_state=self._random_state)
clf.fit(X, y)
nodes, leaves = clf.nodes_leaves()
self.assertEqual(9, nodes)
self.assertEquals(5, leaves)
def test_nodes_leaves_artificial(self):
n1 = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test1")
n2 = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test2")
n3 = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test3")
n4 = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test4")
n5 = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test5")
n6 = Snode(None, [1, 2, 3, 4], [1, 0, 1, 1], [], 0.0, "test6")
n1.set_up(n2)
n2.set_up(n3)
n2.set_down(n4)
n3.set_up(n5)
n4.set_down(n6)
clf = Stree(random_state=self._random_state)
clf.tree_ = n1
nodes, leaves = clf.nodes_leaves()
self.assertEqual(6, nodes)
self.assertEqual(2, leaves)