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: if left.empty: return right elif right.empty: return left else: return pd.merge( left, right, how="outer", left_index=True, right_index=True, validate="one_to_one", ) def to_csv_with_settings( df: pd.DataFrame, folder: Path, filename_prefix: str, data_type: str ) -> None: full_path = construct_full_path(folder, filename_prefix, data_type) df.to_csv( path_or_buf=full_path, sep=",", na_rep="NA", header=True, index=True, encoding="utf-8", ) print("Exported the dataframe to " + str(full_path)) def read_csv_with_settings( folder: Path, filename_prefix: str, data_type: str, grouping_variable: list ) -> pd.DataFrame: full_path = construct_full_path(folder, filename_prefix, data_type) return pd.read_csv( filepath_or_buffer=full_path, sep=",", header=0, na_values="NA", encoding="utf-8", index_col=(["participant_id"] + grouping_variable), parse_dates=True, infer_datetime_format=True, cache_dates=True, ) def construct_full_path(folder: Path, filename_prefix: str, data_type: str) -> Path: 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) 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"] 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) # 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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