stress_at_work_analysis/exploration/ml_pipeline_daily.py

# ---
# jupyter:
#   jupytext:
#     formats: ipynb,py:percent
#     text_representation:
#       extension: .py
#       format_name: percent
#       format_version: '1.3'
#       jupytext_version: 1.13.0
#   kernelspec:
#     display_name: straw2analysis
#     language: python
#     name: straw2analysis
# ---

# %% jupyter={"source_hidden": true}
# %matplotlib inline
import datetime
import importlib
import os
import sys

import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
import seaborn as sns
import yaml
from pyprojroot import here
from sklearn import linear_model, svm, kernel_ridge, gaussian_process, ensemble
from sklearn.model_selection import LeaveOneGroupOut, cross_val_score
from sklearn.metrics import mean_squared_error, r2_score
from sklearn.impute import SimpleImputer
from xgboost import XGBRegressor

nb_dir = os.path.split(os.getcwd())[0]
if nb_dir not in sys.path:
    sys.path.append(nb_dir)

import machine_learning.features_sensor
import machine_learning.labels
import machine_learning.model

# %% [markdown]
# # RAPIDS models

# %% [markdown]
# ## PANAS negative affect

# %% jupyter={"source_hidden": true}
# model_input = pd.read_csv("../data/input_PANAS_NA.csv") # Nestandardizirani podatki - pred temeljitim čiščenjem
model_input = pd.read_csv("../data/z_input_PANAS_NA.csv") # Standardizirani podatki - pred temeljitim čiščenjem
# %% [markdown]
# ### NaNs before dropping cols and rows

# %% jupyter={"source_hidden": true}
sns.set(rc={"figure.figsize":(16, 8)})
sns.heatmap(model_input.sort_values('pid').set_index('pid').isna(), cbar=False)

# %% jupyter={"source_hidden": true}
nan_cols = list(model_input.loc[:, model_input.isna().all()].columns)
nan_cols

# %% jupyter={"source_hidden": true}
model_input.dropna(axis=1, how="all", inplace=True)
model_input.dropna(axis=0, how="any", subset=["target"], inplace=True)

# %% [markdown]
# ### NaNs after dropping NaN cols and rows where target is NaN

# %% jupyter={"source_hidden": true}
sns.set(rc={"figure.figsize":(16, 8)})
sns.heatmap(model_input.sort_values('pid').set_index('pid').isna(), cbar=False)

# %% jupyter={"source_hidden": true}
index_columns = ["local_segment", "local_segment_label", "local_segment_start_datetime", "local_segment_end_datetime"]
#if "pid" in model_input.columns:
#    index_columns.append("pid")
model_input.set_index(index_columns, inplace=True)

data_x, data_y, data_groups = model_input.drop(["target", "pid"], axis=1), model_input["target"], model_input["pid"]

# %% jupyter={"source_hidden": true}
categorical_feature_colnames = ["gender", "startlanguage"]

# %% jupyter={"source_hidden": true}
categorical_features = data_x[categorical_feature_colnames].copy()

# %% jupyter={"source_hidden": true}
mode_categorical_features = categorical_features.mode().iloc[0]

# %% jupyter={"source_hidden": true}
# fillna with mode
categorical_features = categorical_features.fillna(mode_categorical_features)

# %% jupyter={"source_hidden": true}
# 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)

# %% jupyter={"source_hidden": true}
numerical_features = data_x.drop(categorical_feature_colnames, axis=1)

# %% jupyter={"source_hidden": true}
train_x = pd.concat([numerical_features, categorical_features], axis=1)

# %% jupyter={"source_hidden": true}
train_x.dtypes

# %% jupyter={"source_hidden": true}
logo = LeaveOneGroupOut()
logo.get_n_splits(
    train_x,
    data_y,
    groups=data_groups,
)

# %% jupyter={"source_hidden": true}
sum(data_y.isna())

# %% [markdown]
# ### Linear Regression

# %% jupyter={"source_hidden": true}
lin_reg_rapids = linear_model.LinearRegression()

# %% jupyter={"source_hidden": true}
imputer = SimpleImputer(missing_values=np.nan, strategy='mean')

# %% jupyter={"source_hidden": true}
lin_reg_scores = cross_val_score(
    lin_reg_rapids,
    X=imputer.fit_transform(train_x),
    y=data_y,
    groups=data_groups,
    cv=logo,
    n_jobs=-1,
    scoring='r2'
)
lin_reg_scores
np.median(lin_reg_scores)

# %% [markdown]
# ### Ridge regression

# %% jupyter={"source_hidden": true}
ridge_reg = linear_model.Ridge(alpha=.5)

# %% tags=[] jupyter={"source_hidden": true}
ridge_reg_scores = cross_val_score(
    ridge_reg,
    X=imputer.fit_transform(train_x),
    y=data_y,
    groups=data_groups,
    cv=logo,
    n_jobs=-1,
    scoring="r2"
)
np.median(ridge_reg_scores)

# %% [markdown]
# ### Lasso

# %% jupyter={"source_hidden": true}
lasso_reg = linear_model.Lasso(alpha=0.1)

# %% jupyter={"source_hidden": true}
lasso_reg_score = cross_val_score(
    lasso_reg,
    X=imputer.fit_transform(train_x),
    y=data_y,
    groups=data_groups,
    cv=logo,
    n_jobs=-1,
    scoring="r2"
)
np.median(lasso_reg_score)

# %% [markdown]
# ### Bayesian Ridge

# %% jupyter={"source_hidden": true}
bayesian_ridge_reg = linear_model.BayesianRidge()

# %% jupyter={"source_hidden": true}
bayesian_ridge_reg_score = cross_val_score(
    bayesian_ridge_reg,
    X=imputer.fit_transform(train_x),
    y=data_y,
    groups=data_groups,
    cv=logo,
    n_jobs=-1,
    scoring="r2"
)
np.median(bayesian_ridge_reg_score)

# %% [markdown]
# ### RANSAC (outlier robust regression)

# %% jupyter={"source_hidden": true}
ransac_reg = linear_model.RANSACRegressor()

# %% jupyter={"source_hidden": true}
np.median(
    cross_val_score(
    ransac_reg,
    X=imputer.fit_transform(train_x),
    y=data_y,
    groups=data_groups,
    cv=logo,
    n_jobs=-1,
    scoring="r2"
    )
)

# %% [markdown]
# ### Support vector regression

# %% jupyter={"source_hidden": true}
svr = svm.SVR()

# %% jupyter={"source_hidden": true}
np.median(
    cross_val_score(
    svr,
    X=imputer.fit_transform(train_x),
    y=data_y,
    groups=data_groups,
    cv=logo,
    n_jobs=-1,
    scoring="r2"
    )
)

# %% [markdown]
# ### Kernel Ridge regression

# %% jupyter={"source_hidden": true}
kridge = kernel_ridge.KernelRidge()

# %% jupyter={"source_hidden": true}
np.median(
    cross_val_score(
        kridge,
        X=imputer.fit_transform(train_x),
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
)
# %% [markdown]
# ### Gaussian Process Regression

# %% jupyter={"source_hidden": true}
gpr = gaussian_process.GaussianProcessRegressor()

# %% jupyter={"source_hidden": true}

np.median(
    cross_val_score(
        gpr,
        X=imputer.fit_transform(train_x),
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
)
# %%
def insert_row(df, row):
    return pd.concat([df, pd.DataFrame([row], columns=df.columns)], ignore_index=True)

# %%
def run_all_models(input_csv):
    # Prepare data
    model_input = pd.read_csv(input_csv)
    model_input.dropna(axis=1, how="all", inplace=True)
    model_input.dropna(axis=0, how="any", subset=["target"], inplace=True)

    index_columns = ["local_segment", "local_segment_label", "local_segment_start_datetime", "local_segment_end_datetime"]
    model_input.set_index(index_columns, inplace=True)

    data_x, data_y, data_groups = model_input.drop(["target", "pid"], axis=1), model_input["target"], model_input["pid"]

    categorical_feature_colnames = ["gender", "startlanguage"]
    categorical_features = data_x[categorical_feature_colnames].copy()
    mode_categorical_features = categorical_features.mode().iloc[0]
    # 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)

    numerical_features = data_x.drop(categorical_feature_colnames, axis=1)

    train_x = pd.concat([numerical_features, categorical_features], axis=1)
    imputer = SimpleImputer(missing_values=np.nan, strategy='mean')
    train_x_imputed = imputer.fit_transform(train_x)

    # Prepare cross validation
    logo = LeaveOneGroupOut()
    logo.get_n_splits(
        train_x,
        data_y,
        groups=data_groups,
    )
    scores = pd.DataFrame(columns=["method", "median", "max"])

    # Validate models
    lin_reg_rapids = linear_model.LinearRegression()
    lin_reg_scores = cross_val_score(
        lin_reg_rapids,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring='r2'
    )
    print("Linear regression:")
    print(np.median(lin_reg_scores))
    scores = insert_row(scores, ["Linear regression",np.median(lin_reg_scores),np.max(lin_reg_scores)])

    ridge_reg = linear_model.Ridge(alpha=.5)
    ridge_reg_scores = cross_val_score(
        ridge_reg,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("Ridge regression")
    print(np.median(ridge_reg_scores))
    scores = insert_row(scores, ["Ridge regression",np.median(ridge_reg_scores),np.max(ridge_reg_scores)])

    lasso_reg = linear_model.Lasso(alpha=0.1)
    lasso_reg_score = cross_val_score(
        lasso_reg,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("Lasso regression")
    print(np.median(lasso_reg_score))
    scores = insert_row(scores, ["Lasso regression",np.median(lasso_reg_score),np.max(lasso_reg_score)])

    bayesian_ridge_reg = linear_model.BayesianRidge()
    bayesian_ridge_reg_score = cross_val_score(
        bayesian_ridge_reg,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("Bayesian Ridge")
    print(np.median(bayesian_ridge_reg_score))
    scores = insert_row(scores, ["Bayesian Ridge",np.median(bayesian_ridge_reg_score),np.max(bayesian_ridge_reg_score)])

    ransac_reg = linear_model.RANSACRegressor()
    ransac_reg_score = cross_val_score(
        ransac_reg,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("RANSAC (outlier robust regression)")
    print(np.median(ransac_reg_score))
    scores = insert_row(scores, ["RANSAC",np.median(ransac_reg_score),np.max(ransac_reg_score)])

    svr = svm.SVR()
    svr_score = cross_val_score(
        svr,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("Support vector regression")
    print(np.median(svr_score))
    scores = insert_row(scores, ["Support vector regression",np.median(svr_score),np.max(svr_score)])

    kridge = kernel_ridge.KernelRidge()
    kridge_score = cross_val_score(
        kridge,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("Kernel Ridge regression")
    print(np.median(kridge_score))
    scores = insert_row(scores, ["Kernel Ridge regression",np.median(kridge_score),np.max(kridge_score)])

    gpr = gaussian_process.GaussianProcessRegressor()
    gpr_score = cross_val_score(
        gpr,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("Gaussian Process Regression")
    print(np.median(gpr_score))
    scores = insert_row(scores, ["Gaussian Process Regression",np.median(gpr_score),np.max(gpr_score)])

    rfr = ensemble.RandomForestRegressor(max_features=0.3, n_jobs=-1)
    rfr_score = cross_val_score(
        rfr,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("Random Forest Regression")
    print(np.median(rfr_score))
    scores = insert_row(scores, ["Random Forest Regression",np.median(rfr_score),np.max(rfr_score)])

    xgb = XGBRegressor()
    xgb_score = cross_val_score(
        xgb,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("XGBoost Regressor")
    print(np.median(xgb_score))
    scores = insert_row(scores, ["XGBoost Regressor",np.median(xgb_score),np.max(xgb_score)])

    ada = ensemble.AdaBoostRegressor()
    ada_score = cross_val_score(
        ada,
        X=train_x_imputed,
        y=data_y,
        groups=data_groups,
        cv=logo,
        n_jobs=-1,
        scoring="r2"
    )
    print("ADA Boost Regressor")
    print(np.median(ada_score))
    scores = insert_row(scores, ["ADA Boost Regressor",np.median(ada_score),np.max(ada_score)])

    return scores