diff --git a/exploration/ml_pipeline_stress_event_cleaned.py b/exploration/ml_pipeline_stress_event_cleaned.py new file mode 100644 index 0000000..3b6cd6d --- /dev/null +++ b/exploration/ml_pipeline_stress_event_cleaned.py @@ -0,0 +1,347 @@ +# --- +# 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, LeavePGroupsOut, 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/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"] + +# %% 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, +) +logo.split( + 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} +imputer = SimpleImputer(missing_values=np.nan, strategy='mean') + +# %% jupyter={"source_hidden": true} +lin_reg_scores = cross_validate( + dummy_regr, + X=imputer.fit_transform(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.nanmedian(lin_reg_scores['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(lin_reg_scores['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(lin_reg_scores['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(lin_reg_scores['test_r2'])) + +# %% [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_validate( + lin_reg_rapids, + X=imputer.fit_transform(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.nanmedian(lin_reg_scores['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(lin_reg_scores['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(lin_reg_scores['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(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} +imputer = SimpleImputer(missing_values=np.nan, strategy='mean') + +# %% jupyter={"source_hidden": true} +xgb_reg_scores = cross_validate( + xgb_r, + X=imputer.fit_transform(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.nanmedian(xgb_reg_scores['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(xgb_reg_scores['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(xgb_reg_scores['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(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} +imputer = SimpleImputer(missing_values=np.nan, strategy='mean') + +# %% jupyter={"source_hidden": true} +xgb_psuedo_huber_reg_scores = cross_validate( + xgb_psuedo_huber_r, + X=imputer.fit_transform(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.nanmedian(xgb_psuedo_huber_reg_scores['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(xgb_psuedo_huber_reg_scores['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(xgb_psuedo_huber_reg_scores['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(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=imputer.fit_transform(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.nanmedian(ridge_reg_scores['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(ridge_reg_scores['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(ridge_reg_scores['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(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=imputer.fit_transform(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.nanmedian(lasso_reg_score['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(lasso_reg_score['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(lasso_reg_score['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(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=imputer.fit_transform(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.nanmedian(bayesian_ridge_reg_score['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(bayesian_ridge_reg_score['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(bayesian_ridge_reg_score['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(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=imputer.fit_transform(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.nanmedian(ransac_reg_scores['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(ransac_reg_scores['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(ransac_reg_scores['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(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=imputer.fit_transform(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.nanmedian(svr_scores['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(svr_scores['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(svr_scores['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(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=imputer.fit_transform(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.nanmedian(kridge_scores['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(kridge_scores['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(kridge_scores['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(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=imputer.fit_transform(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.nanmedian(gpr_scores['test_neg_mean_squared_error'])) +print("Negative Mean Absolute Error", np.nanmedian(gpr_scores['test_neg_mean_absolute_error'])) +print("Negative Root Mean Squared Error", np.nanmedian(gpr_scores['test_neg_root_mean_squared_error'])) +print("R2", np.nanmedian(gpr_scores['test_r2'])) + +# %%