# --- # 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 os import sys import numpy as np import matplotlib.pyplot as plt import pandas as pd from sklearn import linear_model, svm, naive_bayes, neighbors, tree, ensemble from sklearn.model_selection import LeaveOneGroupOut, cross_validate, StratifiedKFold 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) # %% [markdown] # # RAPIDS models # %% [markdown] # ## Set script's parameters cv_method_str = 'logo' # logo, half_logo, 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") # %% 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) # %% jupyter={"source_hidden": true} bins = [-10, 0, 10] # bins for z-scored targets # bins = [1, 2.5, 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 == 'half_logo': 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 = StratifiedKFold(n_splits=5, shuffle=True) # 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]))