diff --git a/exploration/ml_pipeline_daily.py b/exploration/ml_pipeline_daily.py deleted file mode 100644 index e12cc1f..0000000 --- a/exploration/ml_pipeline_daily.py +++ /dev/null @@ -1,284 +0,0 @@ -# --- -# 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 -from sklearn.model_selection import LeaveOneGroupOut, cross_val_score -from sklearn.metrics import mean_squared_error, r2_score -from sklearn.impute import SimpleImputer - -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"] - -model_input.set_index(index_columns, inplace=True) - -cv_method = '5kfold' -if cv_method == 'half_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"] - -# %% 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, -) - -# 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()) - -# %% [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" - ) -) -# %% diff --git a/exploration/ml_pipeline_daily_cleaned_daily.py b/exploration/ml_pipeline_daily_cleaned_daily.py deleted file mode 100644 index 37b973a..0000000 --- a/exploration/ml_pipeline_daily_cleaned_daily.py +++ /dev/null @@ -1,332 +0,0 @@ -# --- -# 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 -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'])) - -# %% diff --git a/exploration/ml_pipeline_daily_cleaned_intradaily.py b/exploration/ml_pipeline_regression.py similarity index 97% rename from exploration/ml_pipeline_daily_cleaned_intradaily.py rename to exploration/ml_pipeline_regression.py index dccdfd8..21d02cb 100644 --- a/exploration/ml_pipeline_daily_cleaned_intradaily.py +++ b/exploration/ml_pipeline_regression.py @@ -123,7 +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, @@ -132,10 +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