import pandas as pd import numpy as np from modeling_utils import getMatchingColNames, getNormAllParticipantsScaler, getMetrics, getFeatureImportances, createPipeline from sklearn.model_selection import LeaveOneOut, GridSearchCV def preprocessNumericalFeatures(train_numerical_features, test_numerical_features, scaler, flag): # fillna with mean if flag == "train": numerical_features = train_numerical_features.fillna(train_numerical_features.mean()) elif flag == "test": numerical_features = test_numerical_features.fillna(train_numerical_features.mean()) else: raise ValueError("flag should be 'train' or 'test'") # normalize if scaler != "notnormalized": scaler = getNormAllParticipantsScaler(train_numerical_features, scaler) numerical_features = pd.DataFrame(scaler.transform(numerical_features), index=numerical_features.index, columns=numerical_features.columns) return numerical_features def preprocessCategoricalFeatures(categorical_features, mode_categorical_features): # fillna with mode categorical_features = categorical_features.fillna(mode_categorical_features) # one-hot encoding categorical_features = categorical_features.apply(lambda col: col.astype("category")) if not categorical_features.empty: categorical_features = pd.get_dummies(categorical_features) return categorical_features def splitNumericalCategoricalFeatures(features, categorical_feature_colnames): numerical_features = features.drop(categorical_feature_colnames, axis=1) categorical_features = features[categorical_feature_colnames].copy() return numerical_features, categorical_features def preprocesFeatures(train_numerical_features, test_numerical_features, categorical_features, mode_categorical_features, scaler, flag): numerical_features = preprocessNumericalFeatures(train_numerical_features, test_numerical_features, scaler, flag) categorical_features = preprocessCategoricalFeatures(categorical_features, mode_categorical_features) features = pd.concat([numerical_features, categorical_features], axis=1) return features ############################################################## # Summary of the workflow # Step 1. Read parameters and data # Step 2. Nested cross validation # Step 3. Model evaluation # Step 4. Save results, parameters, and metrics to CSV files ############################################################## # For reproducibility np.random.seed(0) # Step 1. Read parameters and data # Read parameters model = snakemake.params["model"] scaler = snakemake.params["scaler"] cv_method = snakemake.params["cv_method"] categorical_operators = snakemake.params["categorical_operators"] categorical_colnames_demographic_features = snakemake.params["categorical_demographic_features"] model_hyperparams = snakemake.params["model_hyperparams"][model] # Read data and split data = pd.read_csv(snakemake.input["data"]) index_columns = ["local_segment", "local_segment_label", "local_segment_start_datetime", "local_segment_end_datetime"] if "pid" in data.columns: index_columns.append("pid") data.set_index(index_columns, inplace=True) data_x, data_y = data.drop("target", axis=1), data[["target"]] if "pid" in index_columns: categorical_feature_colnames = categorical_colnames_demographic_features + getMatchingColNames(categorical_operators, data_x) else: categorical_feature_colnames = getMatchingColNames(categorical_operators, data_x) # Step 2. Nested cross validation cv_class = globals()[cv_method] inner_cv = cv_class() outer_cv = cv_class() fold_id, pid, best_params, true_y, pred_y, pred_y_proba = [], [], [], [], [], [] feature_importances_all_folds = pd.DataFrame() fold_count = 1 # Outer cross validation for train_index, test_index in outer_cv.split(data_x): # Split train and test, numerical and categorical features train_x, test_x = data_x.iloc[train_index], data_x.iloc[test_index] train_numerical_features, train_categorical_features = splitNumericalCategoricalFeatures(train_x, categorical_feature_colnames) train_y, test_y = data_y.iloc[train_index], data_y.iloc[test_index] test_numerical_features, test_categorical_features = splitNumericalCategoricalFeatures(test_x, categorical_feature_colnames) # Preprocess: impute and normalize mode_categorical_features = train_categorical_features.mode().iloc[0] train_x = preprocesFeatures(train_numerical_features, None, train_categorical_features, mode_categorical_features, scaler, "train") test_x = preprocesFeatures(train_numerical_features, test_numerical_features, test_categorical_features, mode_categorical_features, scaler, "test") train_x, test_x = train_x.align(test_x, join="outer", axis=1, fill_value=0) # in case we get rid off categorical columns # Compute number of participants and features # values do not change between folds if fold_count == 1: num_of_rows = train_x.shape[0] + test_x.shape[0] num_of_features = train_x.shape[1] targets_value_counts = train_y["target"].value_counts() if len(targets_value_counts) < 2 or max(targets_value_counts) < 5: notes = open(snakemake.log[0], mode="w") notes.write(targets_value_counts.to_string()) notes.close() break # Inner cross validation if min(targets_value_counts) >= 6: # SMOTE requires n_neighbors <= n_samples, the default value of n_neighbors is 6 clf = GridSearchCV(estimator=createPipeline(model, "SMOTE"), param_grid=model_hyperparams, cv=inner_cv, scoring="f1_macro") else: # RandomOverSampler: over-sample the minority class(es) by picking samples at random with replacement. clf = GridSearchCV(estimator=createPipeline(model, "RandomOverSampler"), param_grid=model_hyperparams, cv=inner_cv, scoring="f1_macro") clf.fit(train_x, train_y.values.ravel()) # Collect results and parameters best_params = best_params + [clf.best_params_] cur_fold_pred = clf.predict(test_x).tolist() pred_y = pred_y + cur_fold_pred proba_of_two_categories = clf.predict_proba(test_x).tolist() pred_y_proba = pred_y_proba + [probabilities[clf.classes_.tolist().index(1)] for probabilities in proba_of_two_categories] true_y = true_y + test_y.values.ravel().tolist() pid = pid + test_y.index.tolist() # each test partition (fold) in the outer cv is a participant (LeaveOneOut cv) feature_importances_current_fold = getFeatureImportances(model, clf.best_estimator_.steps[1][1], train_x.columns) feature_importances_all_folds = pd.concat([feature_importances_all_folds, feature_importances_current_fold], sort=False, axis=0) fold_id.append(fold_count) fold_count = fold_count + 1 # Step 3. Model evaluation if len(pred_y) > 1: metrics = getMetrics(pred_y, pred_y_proba, true_y) else: metrics = {"accuracy": None, "precision0": None, "recall0": None, "f10": None, "precision1": None, "recall1": None, "f11": None, "f1_macro": None, "auc": None, "kappa": None} # Step 4. Save results, parameters, and metrics to CSV files fold_predictions = pd.DataFrame({"fold_id": fold_id, "pid": pid, "hyperparameters": best_params, "true_y": true_y, "pred_y": pred_y, "pred_y_proba": pred_y_proba}) fold_metrics = pd.DataFrame({"fold_id":[], "accuracy":[], "precision0": [], "recall0": [], "f10": [], "precision1": [], "recall1": [], "f11": [], "f1_macro": [], "auc": [], "kappa": []}) overall_results = pd.DataFrame({"num_of_rows": [num_of_rows], "num_of_features": [num_of_features], "model": [model], "cv_method": [cv_method], "scaler": [scaler], "accuracy": [metrics["accuracy"]], "precision0": [metrics["precision0"]], "recall0": [metrics["recall0"]], "f10": [metrics["f10"]], "precision1": [metrics["precision1"]], "recall1": [metrics["recall1"]], "f11": [metrics["f11"]], "f1_macro": [metrics["f1_macro"]], "auc": [metrics["auc"]], "kappa": [metrics["kappa"]]}) feature_importances_all_folds.insert(loc=0, column="fold_id", value=fold_id) feature_importances_all_folds.insert(loc=1, column="pid", value=pid) fold_predictions.to_csv(snakemake.output["fold_predictions"], index=False) fold_metrics.to_csv(snakemake.output["fold_metrics"], index=False) overall_results.to_csv(snakemake.output["overall_results"], index=False) feature_importances_all_folds.to_csv(snakemake.output["fold_feature_importances"], index=False)