Move function to helper.py

ml_pipeline
junos 2022-11-16 18:13:30 +01:00
parent 848416bf6a
commit a5c09a292f
1 changed files with 203 additions and 0 deletions

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@ -1,6 +1,13 @@
from pathlib import Path
from sklearn import linear_model, svm, kernel_ridge, gaussian_process, ensemble
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
from xgboost import XGBRegressor
import pandas as pd
import numpy as np
def safe_outer_merge_on_index(left: pd.DataFrame, right: pd.DataFrame) -> pd.DataFrame:
@ -55,3 +62,199 @@ def construct_full_path(folder: Path, filename_prefix: str, data_type: str) -> P
export_filename = filename_prefix + "_" + data_type + ".csv"
full_path = folder / export_filename
return full_path
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