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Merge branch 'ml_pipeline' of repo.ijs.si:junoslukan/straw2analysis into ml_pipeline 

# Conflicts:
#	exploration/ml_pipeline_daily.py - deleted
ml_pipeline
junos 2022-12-07 15:36:52 +01:00
parent 71e1fcf8ca cf0e4f89be
commit 12f2c927fa
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exploration/ml_pipeline_classification.py 100644
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# ---
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# 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
from sklearn import linear_model, svm, naive_bayes, neighbors, tree, ensemble
from sklearn.model_selection import LeaveOneGroupOut, cross_validate
from sklearn.dummy import DummyClassifier
from sklearn.impute import SimpleImputer
from lightgbm import LGBMClassifier
import xgboost as xg
from IPython.core.interactiveshell import InteractiveShell
InteractiveShell.ast_node_interactivity = "all"
nb_dir = os.path.split(os.getcwd())[0]
if nb_dir not in sys.path:
sys.path.append(nb_dir)
import machine_learning.labels
import machine_learning.model
# %% [markdown]
# # RAPIDS models
# %% [markdown]
# ## Set script's parameters
cv_method_str = 'logo' # logo, halflogo, 5kfold # Cross-validation method (could be regarded as a hyperparameter)
n_sl = 1 # Number of largest/smallest accuracies (of particular CV) outputs
# %% jupyter={"source_hidden": true}
model_input = pd.read_csv("../data/stressfulness_event_nonstandardized/input_appraisal_stressfulness_event_mean.csv")
# %% jupyter={"source_hidden": true}
index_columns = ["local_segment", "local_segment_label", "local_segment_start_datetime", "local_segment_end_datetime"]
model_input.set_index(index_columns, inplace=True)
model_input['target'].value_counts()
# %% jupyter={"source_hidden": true}
# bins = [-10, -1, 1, 10] # bins for z-scored targets
bins = [0, 1, 4] # bins for stressfulness (1-4) target
model_input['target'], edges = pd.cut(model_input.target, bins=bins, labels=['low', 'high'], retbins=True, right=True) #['low', 'medium', 'high']
model_input['target'].value_counts(), edges
# model_input = model_input[model_input['target'] != "medium"]
model_input['target'] = model_input['target'].astype(str).apply(lambda x: 0 if x == "low" else 1)
model_input['target'].value_counts()
if cv_method_str == 'halflogo':
model_input['pid_index'] = model_input.groupby('pid').cumcount()
model_input['pid_count'] = model_input.groupby('pid')['pid'].transform('count')
model_input["pid_index"] = (model_input['pid_index'] / model_input['pid_count'] + 1).round()
model_input["pid_half"] = model_input["pid"] + "_" + model_input["pid_index"].astype(int).astype(str)
data_x, data_y, data_groups = model_input.drop(["target", "pid", "pid_index", "pid_half"], axis=1), model_input["target"], model_input["pid_half"]
else:
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"]
additional_categorical_features = [col for col in data_x.columns if "mostcommonactivity" in col or "homelabel" in col]
categorical_feature_colnames += additional_categorical_features
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)
train_x.dtypes
# %% jupyter={"source_hidden": true}
cv_method = None # Defaults to 5 k-folds in cross_validate method
if cv_method_str == 'logo' or cv_method_str == 'half_logo':
cv_method = LeaveOneGroupOut()
cv_method.get_n_splits(
train_x,
data_y,
groups=data_groups,
)
# %% jupyter={"source_hidden": true}
imputer = SimpleImputer(missing_values=np.nan, strategy='median')
# %% [markdown]
# ### Baseline: Dummy Classifier (most frequent)
dummy_class = DummyClassifier(strategy="most_frequent")
# %% jupyter={"source_hidden": true}
dummy_classifier = cross_validate(
dummy_class,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'average_precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(dummy_classifier['test_accuracy']))
print("Precision", np.mean(dummy_classifier['test_average_precision']))
print("Recall", np.mean(dummy_classifier['test_recall']))
print("F1", np.mean(dummy_classifier['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-dummy_classifier['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(dummy_classifier['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### Logistic Regression
# %% jupyter={"source_hidden": true}
logistic_regression = linear_model.LogisticRegression()
# %% jupyter={"source_hidden": true}
log_reg_scores = cross_validate(
logistic_regression,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(log_reg_scores['test_accuracy']))
print("Precision", np.mean(log_reg_scores['test_precision']))
print("Recall", np.mean(log_reg_scores['test_recall']))
print("F1", np.mean(log_reg_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-log_reg_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(log_reg_scores['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### Support Vector Machine
# %% jupyter={"source_hidden": true}
svc = svm.SVC()
# %% jupyter={"source_hidden": true}
svc_scores = cross_validate(
svc,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(svc_scores['test_accuracy']))
print("Precision", np.mean(svc_scores['test_precision']))
print("Recall", np.mean(svc_scores['test_recall']))
print("F1", np.mean(svc_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-svc_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(svc_scores['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### Gaussian Naive Bayes
# %% jupyter={"source_hidden": true}
gaussian_nb = naive_bayes.GaussianNB()
# %% jupyter={"source_hidden": true}
gaussian_nb_scores = cross_validate(
gaussian_nb,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(gaussian_nb_scores['test_accuracy']))
print("Precision", np.mean(gaussian_nb_scores['test_precision']))
print("Recall", np.mean(gaussian_nb_scores['test_recall']))
print("F1", np.mean(gaussian_nb_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-gaussian_nb_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(gaussian_nb_scores['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### Stochastic Gradient Descent Classifier
# %% jupyter={"source_hidden": true}
sgdc = linear_model.SGDClassifier()
# %% jupyter={"source_hidden": true}
sgdc_scores = cross_validate(
sgdc,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(sgdc_scores['test_accuracy']))
print("Precision", np.mean(sgdc_scores['test_precision']))
print("Recall", np.mean(sgdc_scores['test_recall']))
print("F1", np.mean(sgdc_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-sgdc_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(sgdc_scores['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### K-nearest neighbors
# %% jupyter={"source_hidden": true}
knn = neighbors.KNeighborsClassifier()
# %% jupyter={"source_hidden": true}
knn_scores = cross_validate(
knn,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(knn_scores['test_accuracy']))
print("Precision", np.mean(knn_scores['test_precision']))
print("Recall", np.mean(knn_scores['test_recall']))
print("F1", np.mean(knn_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-knn_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(knn_scores['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### Decision Tree
# %% jupyter={"source_hidden": true}
dtree = tree.DecisionTreeClassifier()
# %% jupyter={"source_hidden": true}
dtree_scores = cross_validate(
dtree,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(dtree_scores['test_accuracy']))
print("Precision", np.mean(dtree_scores['test_precision']))
print("Recall", np.mean(dtree_scores['test_recall']))
print("F1", np.mean(dtree_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-dtree_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(dtree_scores['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### Random Forest Classifier
# %% jupyter={"source_hidden": true}
rfc = ensemble.RandomForestClassifier()
# %% jupyter={"source_hidden": true}
rfc_scores = cross_validate(
rfc,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(rfc_scores['test_accuracy']))
print("Precision", np.mean(rfc_scores['test_precision']))
print("Recall", np.mean(rfc_scores['test_recall']))
print("F1", np.mean(rfc_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-rfc_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(rfc_scores['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### Gradient Boosting Classifier
# %% jupyter={"source_hidden": true}
gbc = ensemble.GradientBoostingClassifier()
# %% jupyter={"source_hidden": true}
gbc_scores = cross_validate(
gbc,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(gbc_scores['test_accuracy']))
print("Precision", np.mean(gbc_scores['test_precision']))
print("Recall", np.mean(gbc_scores['test_recall']))
print("F1", np.mean(gbc_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-gbc_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(gbc_scores['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### LGBM Classifier
# %% jupyter={"source_hidden": true}
lgbm = LGBMClassifier()
# %% jupyter={"source_hidden": true}
lgbm_scores = cross_validate(
lgbm,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(lgbm_scores['test_accuracy']))
print("Precision", np.mean(lgbm_scores['test_precision']))
print("Recall", np.mean(lgbm_scores['test_recall']))
print("F1", np.mean(lgbm_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-lgbm_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(lgbm_scores['test_accuracy'], n_sl)[:n_sl]))
# %% [markdown]
# ### XGBoost Classifier
# %% jupyter={"source_hidden": true}
xgb_classifier = xg.sklearn.XGBClassifier()
# %% jupyter={"source_hidden": true}
xgb_classifier_scores = cross_validate(
xgb_classifier,
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'precision', 'recall', 'f1')
)
# %% jupyter={"source_hidden": true}
print("Acc", np.mean(xgb_classifier_scores['test_accuracy']))
print("Precision", np.mean(xgb_classifier_scores['test_precision']))
print("Recall", np.mean(xgb_classifier_scores['test_recall']))
print("F1", np.mean(xgb_classifier_scores['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-xgb_classifier_scores['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(xgb_classifier_scores['test_accuracy'], n_sl)[:n_sl]))

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# ---
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# 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
from scipy import stats
from sklearn.model_selection import LeaveOneGroupOut, cross_validate
from sklearn.impute import SimpleImputer
from sklearn.dummy import DummyClassifier
from sklearn import linear_model, svm, naive_bayes, neighbors, tree, ensemble
from lightgbm import LGBMClassifier
import xgboost as xg
from sklearn.cluster import KMeans
from IPython.core.interactiveshell import InteractiveShell
InteractiveShell.ast_node_interactivity = "all"
nb_dir = os.path.split(os.getcwd())[0]
if nb_dir not in sys.path:
sys.path.append(nb_dir)
import machine_learning.labels
import machine_learning.model
from machine_learning.classification_models import ClassificationModels
# %% [markdown]
# # RAPIDS models
# %% [markdown]
# ## Set script's parameters
n_clusters = 5 # Number of clusters (could be regarded as a hyperparameter)
cv_method_str = 'logo' # logo, halflogo, 5kfold # Cross-validation method (could be regarded as a hyperparameter)
n_sl = 1 # Number of largest/smallest accuracies (of particular CV) outputs
# %% jupyter={"source_hidden": true}
model_input = pd.read_csv("../data/intradaily_30_min_all_targets/input_JCQ_job_demand_mean.csv")
index_columns = ["local_segment", "local_segment_label", "local_segment_start_datetime", "local_segment_end_datetime"]
clust_col = model_input.set_index(index_columns).var().idxmax() # age is a col with the highest variance
model_input.columns[list(model_input.columns).index('age'):-1]
lime_cols = [col for col in model_input if col.startswith('limesurvey')]
lime_cols
lime_col = 'limesurvey_demand_control_ratio'
clust_col = lime_col
model_input[clust_col].describe()
# %% jupyter={"source_hidden": true}
# Filter-out outlier rows by clust_col
model_input = model_input[(np.abs(stats.zscore(model_input[clust_col])) < 3)]
uniq = model_input[[clust_col, 'pid']].drop_duplicates().reset_index(drop=True)
plt.bar(uniq['pid'], uniq[clust_col])
# %% jupyter={"source_hidden": true}
# Get clusters by cluster col & and merge the clusters to main df
km = KMeans(n_clusters=n_clusters).fit_predict(uniq.set_index('pid'))
np.unique(km, return_counts=True)
uniq['cluster'] = km
uniq
model_input = model_input.merge(uniq[['pid', 'cluster']])
# %% jupyter={"source_hidden": true}
model_input.set_index(index_columns, inplace=True)
# %% jupyter={"source_hidden": true}
# Create dict with classification ml models
cm = ClassificationModels()
cmodels = cm.get_cmodels()
# %% jupyter={"source_hidden": true}
for k in range(n_clusters):
model_input_subset = model_input[model_input["cluster"] == k].copy()
bins = [-10, -1, 1, 10] # bins for z-scored targets
model_input_subset.loc[:, 'target'] = \
pd.cut(model_input_subset.loc[:, 'target'], bins=bins, labels=['low', 'medium', 'high'], right=False) #['low', 'medium', 'high']
model_input_subset['target'].value_counts()
model_input_subset = model_input_subset[model_input_subset['target'] != "medium"]
model_input_subset['target'] = model_input_subset['target'].astype(str).apply(lambda x: 0 if x == "low" else 1)
model_input_subset['target'].value_counts()
if cv_method_str == 'halflogo':
model_input_subset['pid_index'] = model_input_subset.groupby('pid').cumcount()
model_input_subset['pid_count'] = model_input_subset.groupby('pid')['pid'].transform('count')
model_input_subset["pid_index"] = (model_input_subset['pid_index'] / model_input_subset['pid_count'] + 1).round()
model_input_subset["pid_half"] = model_input_subset["pid"] + "_" + model_input_subset["pid_index"].astype(int).astype(str)
data_x, data_y, data_groups = model_input_subset.drop(["target", "pid", "pid_index", "pid_half"], axis=1), model_input_subset["target"], model_input_subset["pid_half"]
else:
data_x, data_y, data_groups = model_input_subset.drop(["target", "pid"], axis=1), model_input_subset["target"], model_input_subset["pid"]
# Treat categorical features
categorical_feature_colnames = ["gender", "startlanguage"]
additional_categorical_features = [col for col in data_x.columns if "mostcommonactivity" in col or "homelabel" in col]
categorical_feature_colnames += additional_categorical_features
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)
# Establish cv method
cv_method = None # Defaults to 5 k-folds in cross_validate method
if cv_method_str == 'logo' or cv_method_str == 'half_logo':
cv_method = LeaveOneGroupOut()
cv_method.get_n_splits(
train_x,
data_y,
groups=data_groups,
)
imputer = SimpleImputer(missing_values=np.nan, strategy='median')
for model_title, model in cmodels.items():
classifier = cross_validate(
model['model'],
X=imputer.fit_transform(train_x),
y=data_y,
groups=data_groups,
cv=cv_method,
n_jobs=-1,
error_score='raise',
scoring=('accuracy', 'precision', 'recall', 'f1')
)
print("\n-------------------------------------\n")
print("Current cluster:", k, end="\n")
print("Current model:", model_title, end="\n")
print("Acc", np.mean(classifier['test_accuracy']))
print("Precision", np.mean(classifier['test_precision']))
print("Recall", np.mean(classifier['test_recall']))
print("F1", np.mean(classifier['test_f1']))
print(f"Largest {n_sl} ACC:", np.sort(-np.partition(-classifier['test_accuracy'], n_sl)[:n_sl])[::-1])
print(f"Smallest {n_sl} ACC:", np.sort(np.partition(classifier['test_accuracy'], n_sl)[:n_sl]))
cmodels[model_title]['metrics'][0] += np.mean(classifier['test_accuracy'])
cmodels[model_title]['metrics'][1] += np.mean(classifier['test_precision'])
cmodels[model_title]['metrics'][2] += np.mean(classifier['test_recall'])
cmodels[model_title]['metrics'][3] += np.mean(classifier['test_f1'])
# %% jupyter={"source_hidden": true}
# Get overall results
cm.get_total_models_scores(n_clusters=n_clusters)

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# ---
# jupyter:
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# ---
# %% 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
from scipy import stats
from sklearn.model_selection import LeaveOneGroupOut, cross_validate, train_test_split
from sklearn.impute import SimpleImputer
from sklearn.metrics import accuracy_score, precision_score, recall_score, f1_score
from sklearn.dummy import DummyClassifier
from sklearn import linear_model, svm, naive_bayes, neighbors, tree, ensemble
from lightgbm import LGBMClassifier
import xgboost as xg
from sklearn.cluster import KMeans
from IPython.core.interactiveshell import InteractiveShell
InteractiveShell.ast_node_interactivity = "all"
nb_dir = os.path.split(os.getcwd())[0]
if nb_dir not in sys.path:
sys.path.append(nb_dir)
import machine_learning.labels
import machine_learning.model
from machine_learning.classification_models import ClassificationModels
# %% [markdown]
# # RAPIDS models
# %% [markdown]
# # Useful method
def treat_categorical_features(input_set):
categorical_feature_colnames = ["gender", "startlanguage"]
additional_categorical_features = [col for col in input_set.columns if "mostcommonactivity" in col or "homelabel" in col]
categorical_feature_colnames += additional_categorical_features
categorical_features = input_set[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 = input_set.drop(categorical_feature_colnames, axis=1)
return pd.concat([numerical_features, categorical_features], axis=1)
# %% [markdown]
# ## Set script's parameters
n_clusters = 3 # Number of clusters (could be regarded as a hyperparameter)
n_sl = 3 # Number of largest/smallest accuracies (of particular CV) outputs
# %% jupyter={"source_hidden": true}
model_input = pd.read_csv("../data/intradaily_30_min_all_targets/input_JCQ_job_demand_mean.csv")
index_columns = ["local_segment", "local_segment_label", "local_segment_start_datetime", "local_segment_end_datetime"]
clust_col = model_input.set_index(index_columns).var().idxmax() # age is a col with the highest variance
model_input.columns[list(model_input.columns).index('age'):-1]
lime_cols = [col for col in model_input if col.startswith('limesurvey')]
lime_cols
lime_col = 'limesurvey_demand_control_ratio'
clust_col = lime_col
model_input[clust_col].describe()
# %% jupyter={"source_hidden": true}
# Filter-out outlier rows by clust_col
model_input = model_input[(np.abs(stats.zscore(model_input[clust_col])) < 3)]
uniq = model_input[[clust_col, 'pid']].drop_duplicates().reset_index(drop=True)
plt.bar(uniq['pid'], uniq[clust_col])
# %% jupyter={"source_hidden": true}
# Get clusters by cluster col & and merge the clusters to main df
km = KMeans(n_clusters=n_clusters).fit_predict(uniq.set_index('pid'))
np.unique(km, return_counts=True)
uniq['cluster'] = km
uniq
model_input = model_input.merge(uniq[['pid', 'cluster']])
# %% jupyter={"source_hidden": true}
model_input.set_index(index_columns, inplace=True)
# %% jupyter={"source_hidden": true}
# Create dict with classification ml models
cm = ClassificationModels()
cmodels = cm.get_cmodels()
# %% jupyter={"source_hidden": true}
for k in range(n_clusters):
model_input_subset = model_input[model_input["cluster"] == k].copy()
# Takes 10th percentile and above 90th percentile as the test set -> the rest for the training set. Only two classes, seperated by z-score of 0.
model_input_subset['numerical_target'] = model_input_subset['target']
bins = [-10, 0, 10] # bins for z-scored targets
model_input_subset.loc[:, 'target'] = \
pd.cut(model_input_subset.loc[:, 'target'], bins=bins, labels=[0, 1], right=True)
p15 = np.percentile(model_input_subset['numerical_target'], 15)
p85 = np.percentile(model_input_subset['numerical_target'], 85)
# Treat categorical features
model_input_subset = treat_categorical_features(model_input_subset)
# Split to train, validate, and test subsets
train_set = model_input_subset[(model_input_subset['numerical_target'] > p15) & (model_input_subset['numerical_target'] < p85)].drop(['numerical_target'], axis=1)
test_set = model_input_subset[(model_input_subset['numerical_target'] <= p15) | (model_input_subset['numerical_target'] >= p85)].drop(['numerical_target'], axis=1)
train_set['target'].value_counts()
test_set['target'].value_counts()
train_x, train_y = train_set.drop(["target", "pid"], axis=1), train_set["target"]
validate_x, test_x, validate_y, test_y = \
train_test_split(test_set.drop(["target", "pid"], axis=1), test_set["target"], test_size=0.50, random_state=42)
# Impute missing values
imputer = SimpleImputer(missing_values=np.nan, strategy='median')
train_x = imputer.fit_transform(train_x)
validate_x = imputer.fit_transform(validate_x)
test_x = imputer.fit_transform(test_x)
for model_title, model in cmodels.items():
model['model'].fit(train_x, train_y)
y_pred = model['model'].predict(validate_x)
acc = accuracy_score(validate_y, y_pred)
prec = precision_score(validate_y, y_pred)
rec = recall_score(validate_y, y_pred)
f1 = f1_score(validate_y, y_pred)
print("\n-------------------------------------\n")
print("Current cluster:", k, end="\n")
print("Current model:", model_title, end="\n")
print("Acc", acc)
print("Precision", prec)
print("Recall", rec)
print("F1", f1)
cmodels[model_title]['metrics'][0] += acc
cmodels[model_title]['metrics'][1] += prec
cmodels[model_title]['metrics'][2] += rec
cmodels[model_title]['metrics'][3] += f1
# %% jupyter={"source_hidden": true}
# Get overall results
cm.get_total_models_scores(n_clusters=n_clusters)

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# ---
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# 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

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# ---
# jupyter:
# jupytext:
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# text_representation:
# extension: .py
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# format_version: '1.3'
# jupytext_version: 1.13.0
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# 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
from sklearn.model_selection import LeaveOneGroupOut, cross_val_score, cross_validate
from sklearn.metrics import mean_squared_error, r2_score
from sklearn.impute import SimpleImputer
from sklearn.dummy import DummyRegressor
import xgboost as xg
from IPython.core.interactiveshell import InteractiveShell
InteractiveShell.ast_node_interactivity = "all"
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/daily_18_hours_all_targets/input_PANAS_negative_affect_mean.csv")
# %% 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"]
additional_categorical_features = [col for col in data_x.columns if "mostcommonactivity" in col or "homelabel" in col]
categorical_feature_colnames += additional_categorical_features
# %% 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]
# ### Baseline: Dummy Regression (mean)
dummy_regr = DummyRegressor(strategy="mean")
# %% jupyter={"source_hidden": true}
lin_reg_scores = cross_validate(
dummy_regr,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(lin_reg_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(lin_reg_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(lin_reg_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(lin_reg_scores['test_r2']))
# %% [markdown]
# ### Linear Regression
# %% jupyter={"source_hidden": true}
lin_reg_rapids = linear_model.LinearRegression()
# %% jupyter={"source_hidden": true}
lin_reg_scores = cross_validate(
lin_reg_rapids,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(lin_reg_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(lin_reg_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(lin_reg_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(lin_reg_scores['test_r2']))
# %% [markdown]
# ### XGBRegressor Linear Regression
# %% jupyter={"source_hidden": true}
xgb_r = xg.XGBRegressor(objective ='reg:squarederror', n_estimators = 10)
# %% jupyter={"source_hidden": true}
xgb_reg_scores = cross_validate(
xgb_r,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(xgb_reg_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(xgb_reg_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(xgb_reg_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(xgb_reg_scores['test_r2']))
# %% [markdown]
# ### XGBRegressor Pseudo Huber Error Regression
# %% jupyter={"source_hidden": true}
xgb_psuedo_huber_r = xg.XGBRegressor(objective ='reg:pseudohubererror', n_estimators = 10)
# %% jupyter={"source_hidden": true}
xgb_psuedo_huber_reg_scores = cross_validate(
xgb_psuedo_huber_r,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(xgb_psuedo_huber_reg_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(xgb_psuedo_huber_reg_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(xgb_psuedo_huber_reg_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(xgb_psuedo_huber_reg_scores['test_r2']))
# %% [markdown]
# ### Ridge regression
# %% jupyter={"source_hidden": true}
ridge_reg = linear_model.Ridge(alpha=.5)
# %% tags=[] jupyter={"source_hidden": true}
ridge_reg_scores = cross_validate(
ridge_reg,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(ridge_reg_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(ridge_reg_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(ridge_reg_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(ridge_reg_scores['test_r2']))
# %% [markdown]
# ### Lasso
# %% jupyter={"source_hidden": true}
lasso_reg = linear_model.Lasso(alpha=0.1)
# %% jupyter={"source_hidden": true}
lasso_reg_score = cross_validate(
lasso_reg,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(lasso_reg_score['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(lasso_reg_score['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(lasso_reg_score['test_neg_root_mean_squared_error']))
print("R2", np.median(lasso_reg_score['test_r2']))
# %% [markdown]
# ### Bayesian Ridge
# %% jupyter={"source_hidden": true}
bayesian_ridge_reg = linear_model.BayesianRidge()
# %% jupyter={"source_hidden": true}
bayesian_ridge_reg_score = cross_validate(
bayesian_ridge_reg,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(bayesian_ridge_reg_score['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(bayesian_ridge_reg_score['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(bayesian_ridge_reg_score['test_neg_root_mean_squared_error']))
print("R2", np.median(bayesian_ridge_reg_score['test_r2']))
# %% [markdown]
# ### RANSAC (outlier robust regression)
# %% jupyter={"source_hidden": true}
ransac_reg = linear_model.RANSACRegressor()
# %% jupyter={"source_hidden": true}
ransac_reg_scores = cross_validate(
ransac_reg,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(ransac_reg_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(ransac_reg_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(ransac_reg_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(ransac_reg_scores['test_r2']))
# %% [markdown]
# ### Support vector regression
# %% jupyter={"source_hidden": true}
svr = svm.SVR()
# %% jupyter={"source_hidden": true}
svr_scores = cross_validate(
svr,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(svr_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(svr_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(svr_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(svr_scores['test_r2']))
# %% [markdown]
# ### Kernel Ridge regression
# %% jupyter={"source_hidden": true}
kridge = kernel_ridge.KernelRidge()
# %% jupyter={"source_hidden": true}
kridge_scores = cross_validate(
kridge,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(kridge_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(kridge_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(kridge_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(kridge_scores['test_r2']))
# %% [markdown]
# ### Gaussian Process Regression
# %% jupyter={"source_hidden": true}
gpr = gaussian_process.GaussianProcessRegressor()
# %% jupyter={"source_hidden": true}
gpr_scores = cross_validate(
gpr,
X=train_x,
y=data_y,
groups=data_groups,
cv=logo,
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(gpr_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(gpr_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(gpr_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(gpr_scores['test_r2']))
# %%

28
exploration/ml_pipeline_daily_cleaned_intradaily.py → exploration/ml_pipeline_regression.py
View File

@ -50,7 +50,7 @@ import machine_learning.model
# ## PANAS negative affect
# %% jupyter={"source_hidden": true}
model_input = pd.read_csv("../data/intradaily_30_min_all_targets/input_PANAS_negative_affect_mean.csv")
model_input = pd.read_csv("../data/intradaily_30_min_all_targets/input_JCQ_job_demand_mean.csv")
# %% jupyter={"source_hidden": true}
index_columns = ["local_segment", "local_segment_label", "local_segment_start_datetime", "local_segment_end_datetime"]
@ -58,7 +58,17 @@ index_columns = ["local_segment", "local_segment_label", "local_segment_start_da
# 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"]
cv_method = 'half_logo' # logo, half_logo, 5kfold
if cv_method == 'logo':
data_x, data_y, data_groups = model_input.drop(["target", "pid"], axis=1), model_input["target"], model_input["pid"]
else:
model_input['pid_index'] = model_input.groupby('pid').cumcount()
model_input['pid_count'] = model_input.groupby('pid')['pid'].transform('count')
model_input["pid_index"] = (model_input['pid_index'] / model_input['pid_count'] + 1).round()
model_input["pid_half"] = model_input["pid"] + "_" + model_input["pid_index"].astype(int).astype(str)
data_x, data_y, data_groups = model_input.drop(["target", "pid", "pid_index", "pid_half"], axis=1), model_input["target"], model_input["pid_half"]
# %% jupyter={"source_hidden": true}
categorical_feature_colnames = ["gender", "startlanguage"]
@ -98,6 +108,10 @@ logo.get_n_splits(
groups=data_groups,
)
# Defaults to 5 k folds in cross_validate method
if cv_method != 'logo' and cv_method != 'half_logo':
logo = None
# %% jupyter={"source_hidden": true}
sum(data_y.isna())
@ -109,7 +123,7 @@ dummy_regr = DummyRegressor(strategy="mean")
imputer = SimpleImputer(missing_values=np.nan, strategy='mean')
# %% jupyter={"source_hidden": true}
lin_reg_scores = cross_validate(
dummy_regressor = cross_validate(
dummy_regr,
X=imputer.fit_transform(train_x),
y=data_y,
@ -118,10 +132,10 @@ lin_reg_scores = cross_validate(
n_jobs=-1,
scoring=('r2', 'neg_mean_squared_error', 'neg_mean_absolute_error', 'neg_root_mean_squared_error')
)
print("Negative Mean Squared Error", np.median(lin_reg_scores['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(lin_reg_scores['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(lin_reg_scores['test_neg_root_mean_squared_error']))
print("R2", np.median(lin_reg_scores['test_r2']))
print("Negative Mean Squared Error", np.median(dummy_regressor['test_neg_mean_squared_error']))
print("Negative Mean Absolute Error", np.median(dummy_regressor['test_neg_mean_absolute_error']))
print("Negative Root Mean Squared Error", np.median(dummy_regressor['test_neg_root_mean_squared_error']))
print("R2", np.median(dummy_regressor['test_r2']))
# %% [markdown]
# ### Linear Regression

27
exploration/ml_pipeline_stress_event_cleaned.py
View File

@ -53,12 +53,25 @@ import machine_learning.model
model_input = pd.read_csv("../data/stressfulness_event/input_appraisal_stressfulness_event_mean.csv")
# %% 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"]
cv_method = 'half_logo'
if cv_method == 'logo':
data_x, data_y, data_groups = model_input.drop(["target", "pid"], axis=1), model_input["target"], model_input["pid"]
else:
model_input[(model_input['pid'] == "p037") | (model_input['pid'] == "p064") | (model_input['pid'] == "p092")]
model_input['pid_index'] = model_input.groupby('pid').cumcount()
model_input['pid_count'] = model_input.groupby('pid')['pid'].transform('count')
model_input["pid_index"] = (model_input['pid_index'] / model_input['pid_count'] + 1).round()
model_input["pid_half"] = model_input["pid"] + "_" + model_input["pid_index"].astype(int).astype(str)
data_x, data_y, data_groups = model_input.drop(["target", "pid", "pid_index", "pid_half"], axis=1), model_input["target"], model_input["pid_half"]
# %% jupyter={"source_hidden": true}
categorical_feature_colnames = ["gender", "startlanguage"]
@ -97,12 +110,10 @@ logo.get_n_splits(
data_y,
groups=data_groups,
)
logo.split(
train_x,
data_y,
groups=data_groups,
)
# Defaults to 5 k folds in cross_validate method
if cv_method != 'logo' and cv_method != 'half_logo':
logo = None
# %% jupyter={"source_hidden": true}
sum(data_y.isna())

71
machine_learning/classification_models.py 100644
View File

@ -0,0 +1,71 @@
from sklearn.dummy import DummyClassifier
from sklearn import linear_model, svm, naive_bayes, neighbors, tree, ensemble
from lightgbm import LGBMClassifier
import xgboost as xg
class ClassificationModels():
def __init__(self):
self.cmodels = self.init_classification_models()
def get_cmodels(self):
return self.cmodels
def init_classification_models(self):
cmodels = {
'dummy_classifier': {
'model': DummyClassifier(strategy="most_frequent"),
'metrics': [0, 0, 0, 0]
},
'logistic_regression': {
'model': linear_model.LogisticRegression(max_iter=1000),
'metrics': [0, 0, 0, 0]
},
'support_vector_machine': {
'model': svm.SVC(),
'metrics': [0, 0, 0, 0]
},
'gaussian_naive_bayes': {
'model': naive_bayes.GaussianNB(),
'metrics': [0, 0, 0, 0]
},
'stochastic_gradient_descent_classifier': {
'model': linear_model.SGDClassifier(),
'metrics': [0, 0, 0, 0]
},
'knn': {
'model': neighbors.KNeighborsClassifier(),
'metrics': [0, 0, 0, 0]
},
'decision_tree': {
'model': tree.DecisionTreeClassifier(),
'metrics': [0, 0, 0, 0]
},
'random_forest_classifier': {
'model': ensemble.RandomForestClassifier(),
'metrics': [0, 0, 0, 0]
},
'gradient_boosting_classifier': {
'model': ensemble.GradientBoostingClassifier(),
'metrics': [0, 0, 0, 0]
},
'lgbm_classifier': {
'model': LGBMClassifier(),
'metrics': [0, 0, 0, 0]
},
'XGBoost_classifier': {
'model': xg.sklearn.XGBClassifier(),
'metrics': [0, 0, 0, 0]
}
}
return cmodels
def get_total_models_scores(self, n_clusters=1):
for model_title, model in self.cmodels.items():
print("\n************************************\n")
print("Current model:", model_title, end="\n")
print("Acc:", model['metrics'][0]/n_clusters)
print("Precision:", model['metrics'][1]/n_clusters)
print("Recall:", model['metrics'][2]/n_clusters)
print("F1:", model['metrics'][3]/n_clusters)