Prepare a function to run all models from an input.
parent
1dcd060211
commit
2d2f0b916f
|
@ -26,10 +26,11 @@ 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 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:
|
||||
|
@ -270,3 +271,203 @@ np.median(
|
|||
)
|
||||
)
|
||||
# %%
|
||||
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
|
||||
|
||||
|
||||
|
||||
|
||||
|
|
Loading…
Reference in New Issue