731 lines
20 KiB
Python
731 lines
20 KiB
Python
from pathlib import Path
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import numpy as np
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import pandas as pd
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from sklearn import (
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ensemble,
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gaussian_process,
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kernel_ridge,
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linear_model,
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naive_bayes,
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svm,
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)
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from sklearn.dummy import DummyClassifier, DummyRegressor
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from sklearn.metrics import confusion_matrix
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from sklearn.model_selection import (
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BaseCrossValidator,
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LeaveOneGroupOut,
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StratifiedKFold,
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cross_validate,
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)
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from xgboost import XGBClassifier, XGBRegressor
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def safe_outer_merge_on_index(left: pd.DataFrame, right: pd.DataFrame) -> pd.DataFrame:
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if left.empty:
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return right
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elif right.empty:
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return left
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else:
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return pd.merge(
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left,
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right,
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how="outer",
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left_index=True,
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right_index=True,
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validate="one_to_one",
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)
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def to_csv_with_settings(
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df: pd.DataFrame, folder: Path, filename_prefix: str, data_type: str
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) -> None:
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full_path = construct_full_path(folder, filename_prefix, data_type)
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df.to_csv(
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path_or_buf=full_path,
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sep=",",
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na_rep="NA",
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header=True,
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index=True,
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encoding="utf-8",
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)
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print("Exported the dataframe to " + str(full_path))
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def read_csv_with_settings(
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folder: Path, filename_prefix: str, data_type: str, grouping_variable: list
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) -> pd.DataFrame:
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full_path = construct_full_path(folder, filename_prefix, data_type)
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return pd.read_csv(
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filepath_or_buffer=full_path,
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sep=",",
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header=0,
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na_values="NA",
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encoding="utf-8",
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index_col=(["participant_id"] + grouping_variable),
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parse_dates=True,
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infer_datetime_format=True,
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cache_dates=True,
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)
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def construct_full_path(folder: Path, filename_prefix: str, data_type: str) -> Path:
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export_filename = filename_prefix + "_" + data_type + ".csv"
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full_path = folder / export_filename
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return full_path
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def insert_row(df, row):
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return pd.concat([df, pd.DataFrame([row], columns=df.columns)], ignore_index=True)
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def impute_encode_categorical_features(model_input: pd.DataFrame) -> pd.DataFrame:
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categorical_feature_col_names = [
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"gender",
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"startlanguage",
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"limesurvey_demand_control_ratio_quartile",
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]
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additional_categorical_features = [
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col
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for col in model_input.columns
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if "mostcommonactivity" in col or "homelabel" in col
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]
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categorical_feature_col_names += additional_categorical_features
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categorical_features = model_input[categorical_feature_col_names].copy()
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mode_categorical_features = categorical_features.mode().iloc[0]
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# fillna with mode
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categorical_features = categorical_features.fillna(mode_categorical_features)
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# one-hot encoding
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categorical_features = categorical_features.apply(
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lambda col: col.astype("category")
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)
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if not categorical_features.empty:
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categorical_features = pd.get_dummies(categorical_features)
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numerical_features = model_input.drop(categorical_feature_col_names, axis=1)
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model_input = pd.concat([numerical_features, categorical_features], axis=1)
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return model_input
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def prepare_sklearn_data_format(
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model_input: pd.DataFrame, cv_method: str = "logo"
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) -> tuple:
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index_columns = [
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"local_segment",
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"local_segment_label",
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"local_segment_start_datetime",
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"local_segment_end_datetime",
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]
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model_input.set_index(index_columns, inplace=True)
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if cv_method == "half_logo":
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model_input["pid_index"] = model_input.groupby("pid").cumcount()
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model_input["pid_count"] = model_input.groupby("pid")["pid"].transform("count")
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model_input["pid_index"] = (
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model_input["pid_index"] / model_input["pid_count"] + 1
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).round()
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model_input["pid_half"] = (
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model_input["pid"] + "_" + model_input["pid_index"].astype(int).astype(str)
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)
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data_x, data_y, data_groups = (
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model_input.drop(["target", "pid", "pid_index", "pid_half"], axis=1),
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model_input["target"],
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model_input["pid_half"],
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)
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else:
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data_x, data_y, data_groups = (
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model_input.drop(["target", "pid"], axis=1),
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model_input["target"],
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model_input["pid"],
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)
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return data_x, data_y, data_groups
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def prepare_cross_validator(
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data_x: pd.DataFrame,
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data_y: pd.DataFrame,
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data_groups: pd.DataFrame,
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cv_method: str = "logo",
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) -> BaseCrossValidator:
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if cv_method == "logo" or cv_method == "half_logo":
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cv = LeaveOneGroupOut()
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cv.get_n_splits(
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data_x,
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data_y,
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groups=data_groups,
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)
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else:
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cv = StratifiedKFold(n_splits=5, shuffle=True)
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return cv
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def aggregate_and_transpose(df: pd.DataFrame, statistics=None) -> pd.DataFrame:
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if statistics is None:
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statistics = ["max", "mean"]
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return (
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df.agg(statistics)
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.transpose()
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.reset_index()
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.rename(columns={"index": "test_metric"})
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)
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def run_all_regression_models(
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data_x: pd.DataFrame,
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data_y: pd.DataFrame,
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data_groups: pd.DataFrame,
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cross_validator: BaseCrossValidator,
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) -> pd.DataFrame:
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metrics = ["r2", "neg_mean_absolute_error", "neg_root_mean_squared_error"]
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test_metrics = ["test_" + metric for metric in metrics]
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scores = pd.DataFrame(columns=["method", "test_metric", "max", "nanmedian"])
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# Validate models
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dummy_regr = DummyRegressor(strategy="mean")
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dummy_regr_scores = cross_validate(
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dummy_regr,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("Dummy model:")
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print("R^2: ", np.nanmedian(dummy_regr_scores["test_r2"]))
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scores_df = pd.DataFrame(dummy_regr_scores)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "dummy"
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scores = pd.concat([scores, scores_df])
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del dummy_regr
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del dummy_regr_scores
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lin_reg = linear_model.LinearRegression()
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lin_reg_scores = cross_validate(
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lin_reg,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("Linear regression:")
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print("R^2: ", np.nanmedian(lin_reg_scores["test_r2"]))
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scores_df = pd.DataFrame(lin_reg_scores)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "linear_reg"
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scores = pd.concat([scores, scores_df])
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del lin_reg
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del lin_reg_scores
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ridge_reg = linear_model.Ridge(alpha=0.5)
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ridge_reg_scores = cross_validate(
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ridge_reg,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("Ridge regression")
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scores_df = pd.DataFrame(ridge_reg_scores)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "ridge_reg"
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scores = pd.concat([scores, scores_df])
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del ridge_reg
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del ridge_reg_scores
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lasso_reg = linear_model.Lasso(alpha=0.1)
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lasso_reg_score = cross_validate(
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lasso_reg,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("Lasso regression")
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scores_df = pd.DataFrame(lasso_reg_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "lasso_reg"
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scores = pd.concat([scores, scores_df])
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del lasso_reg
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del lasso_reg_score
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bayesian_ridge_reg = linear_model.BayesianRidge()
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bayesian_ridge_reg_score = cross_validate(
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bayesian_ridge_reg,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("Bayesian Ridge")
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scores_df = pd.DataFrame(bayesian_ridge_reg_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "bayesian_ridge"
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scores = pd.concat([scores, scores_df])
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del bayesian_ridge_reg
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del bayesian_ridge_reg_score
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ransac_reg = linear_model.RANSACRegressor()
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ransac_reg_score = cross_validate(
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ransac_reg,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("RANSAC (outlier robust regression)")
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scores_df = pd.DataFrame(ransac_reg_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "RANSAC"
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scores = pd.concat([scores, scores_df])
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del ransac_reg
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del ransac_reg_score
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svr = svm.SVR()
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svr_score = cross_validate(
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svr,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("Support vector regression")
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scores_df = pd.DataFrame(svr_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "SVR"
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scores = pd.concat([scores, scores_df])
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del svr
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del svr_score
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kridge = kernel_ridge.KernelRidge()
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kridge_score = cross_validate(
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kridge,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("Kernel Ridge regression")
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scores_df = pd.DataFrame(kridge_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "kernel_ridge"
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scores = pd.concat([scores, scores_df])
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del kridge
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del kridge_score
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gpr = gaussian_process.GaussianProcessRegressor()
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gpr_score = cross_validate(
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gpr,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("Gaussian Process Regression")
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scores_df = pd.DataFrame(gpr_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "gaussian_proc"
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scores = pd.concat([scores, scores_df])
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del gpr
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del gpr_score
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rfr = ensemble.RandomForestRegressor(max_features=0.3, n_jobs=-1)
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rfr_score = cross_validate(
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rfr,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("Random Forest Regression")
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scores_df = pd.DataFrame(rfr_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "random_forest"
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scores = pd.concat([scores, scores_df])
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del rfr
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del rfr_score
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xgb = XGBRegressor()
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xgb_score = cross_validate(
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xgb,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("XGBoost Regressor")
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scores_df = pd.DataFrame(xgb_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "XGBoost"
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scores = pd.concat([scores, scores_df])
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del xgb
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del xgb_score
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ada = ensemble.AdaBoostRegressor()
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ada_score = cross_validate(
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ada,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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print("ADA Boost Regressor")
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scores_df = pd.DataFrame(ada_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", np.nanmedian])
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scores_df["method"] = "ADA_boost"
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scores = pd.concat([scores, scores_df])
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del ada
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del ada_score
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return scores
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def confusion_matrix_scorer(clf, X, y):
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y_pred = clf.predict(X)
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cm = confusion_matrix(y, y_pred)
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return {"tn": cm[0, 0], "fp": cm[0, 1], "fn": cm[1, 0], "tp": cm[1, 1]}
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def aggregate_confusion_matrix(scores_dict: dict) -> pd.DataFrame:
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scores_aggregated = aggregate_and_transpose(
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pd.DataFrame(scores_dict), statistics=["sum"]
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)
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return scores_aggregated[
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~scores_aggregated.test_metric.isin(["fit_time", "score_time"])
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]
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def run_all_classification_models(
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data_x: pd.DataFrame,
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data_y: pd.DataFrame,
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data_groups: pd.DataFrame,
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cross_validator: BaseCrossValidator,
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):
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data_y_value_counts = data_y.value_counts()
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if len(data_y_value_counts) == 1:
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raise (ValueError("There is only one unique value in data_y."))
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if len(data_y_value_counts) == 2:
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metrics = ["accuracy", "average_precision", "recall", "f1"]
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else:
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metrics = ["accuracy", "precision_micro", "recall_micro", "f1_micro"]
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test_metrics = ["test_" + metric for metric in metrics]
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scores = pd.DataFrame(columns=["method", "test_metric", "max", "mean"])
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dummy_class = DummyClassifier(strategy="most_frequent")
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dummy_score = cross_validate(
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dummy_class,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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error_score="raise",
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scoring=metrics,
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)
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dummy_confusion_matrix = cross_validate(
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dummy_class,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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error_score="raise",
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scoring=confusion_matrix_scorer,
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)
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print("Dummy")
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scores_df = pd.DataFrame(dummy_score)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", "mean"])
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scores_df = pd.concat(
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[
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scores_df,
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aggregate_confusion_matrix(dummy_confusion_matrix).rename(
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columns={"sum": "mean"}
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# Note: the column is misleadingly renamed to get concise output.
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),
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]
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)
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scores_df["method"] = "dummy_classifier"
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scores = pd.concat([scores, scores_df])
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del dummy_class
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del dummy_score
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del dummy_confusion_matrix
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logistic_regression = linear_model.LogisticRegression()
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log_reg_scores = cross_validate(
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logistic_regression,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=metrics,
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)
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log_reg_confusion_matrix = cross_validate(
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logistic_regression,
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X=data_x,
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y=data_y,
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groups=data_groups,
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cv=cross_validator,
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n_jobs=-1,
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scoring=confusion_matrix_scorer,
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)
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print("Logistic regression")
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scores_df = pd.DataFrame(log_reg_scores)[test_metrics]
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scores_df = aggregate_and_transpose(scores_df, statistics=["max", "mean"])
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scores_df = pd.concat(
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[
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scores_df,
|
|
aggregate_confusion_matrix(log_reg_confusion_matrix).rename(
|
|
columns={"sum": "mean"}
|
|
# Note: the column is misleadingly renamed to get concise output.
|
|
),
|
|
]
|
|
)
|
|
scores_df["method"] = "logistic_regression"
|
|
scores = pd.concat([scores, scores_df])
|
|
del logistic_regression
|
|
del log_reg_scores
|
|
del log_reg_confusion_matrix
|
|
|
|
svc = svm.SVC()
|
|
|
|
svc_scores = cross_validate(
|
|
svc,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=metrics,
|
|
)
|
|
svc_confusion_matrix = cross_validate(
|
|
svc,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=confusion_matrix_scorer,
|
|
)
|
|
print("Support Vector Machine")
|
|
|
|
scores_df = pd.DataFrame(svc_scores)[test_metrics]
|
|
scores_df = aggregate_and_transpose(scores_df, statistics=["max", "mean"])
|
|
scores_df = pd.concat(
|
|
[
|
|
scores_df,
|
|
aggregate_confusion_matrix(svc_confusion_matrix).rename(
|
|
columns={"sum": "mean"}
|
|
# Note: the column is misleadingly renamed to get concise output.
|
|
),
|
|
]
|
|
)
|
|
scores_df["method"] = "SVC"
|
|
scores = pd.concat([scores, scores_df])
|
|
del svc
|
|
del svc_scores
|
|
del svc_confusion_matrix
|
|
|
|
gaussian_nb = naive_bayes.GaussianNB()
|
|
|
|
gaussian_nb_scores = cross_validate(
|
|
gaussian_nb,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=metrics,
|
|
)
|
|
gaussian_nb_confusion_matrix = cross_validate(
|
|
gaussian_nb,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=confusion_matrix_scorer,
|
|
)
|
|
print("Gaussian Naive Bayes")
|
|
|
|
scores_df = pd.DataFrame(gaussian_nb_scores)[test_metrics]
|
|
scores_df = aggregate_and_transpose(scores_df, statistics=["max", "mean"])
|
|
scores_df = pd.concat(
|
|
[
|
|
scores_df,
|
|
aggregate_confusion_matrix(gaussian_nb_confusion_matrix).rename(
|
|
columns={"sum": "mean"}
|
|
# Note: the column is misleadingly renamed to get concise output.
|
|
),
|
|
]
|
|
)
|
|
scores_df["method"] = "gaussian_naive_bayes"
|
|
scores = pd.concat([scores, scores_df])
|
|
del gaussian_nb
|
|
del gaussian_nb_scores
|
|
del gaussian_nb_confusion_matrix
|
|
|
|
sgdc = linear_model.SGDClassifier()
|
|
|
|
sgdc_scores = cross_validate(
|
|
sgdc,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=metrics,
|
|
)
|
|
sgdc_confusion_matrix = cross_validate(
|
|
sgdc,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=confusion_matrix_scorer,
|
|
)
|
|
print("Stochastic Gradient Descent")
|
|
|
|
scores_df = pd.DataFrame(sgdc_scores)[test_metrics]
|
|
scores_df = aggregate_and_transpose(scores_df, statistics=["max", "mean"])
|
|
scores_df = pd.concat(
|
|
[
|
|
scores_df,
|
|
aggregate_confusion_matrix(sgdc_confusion_matrix).rename(
|
|
columns={"sum": "mean"}
|
|
# Note: the column is misleadingly renamed to get concise output.
|
|
),
|
|
]
|
|
)
|
|
scores_df["method"] = "stochastic_gradient_descent_classifier"
|
|
scores = pd.concat([scores, scores_df])
|
|
del sgdc
|
|
del sgdc_scores
|
|
del sgdc_confusion_matrix
|
|
|
|
rfc = ensemble.RandomForestClassifier()
|
|
|
|
rfc_scores = cross_validate(
|
|
rfc,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=metrics,
|
|
)
|
|
rfc_confusion_matrix = cross_validate(
|
|
rfc,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=confusion_matrix_scorer,
|
|
)
|
|
print("Random Forest")
|
|
|
|
scores_df = pd.DataFrame(rfc_scores)[test_metrics]
|
|
scores_df = aggregate_and_transpose(scores_df, statistics=["max", "mean"])
|
|
scores_df = pd.concat(
|
|
[
|
|
scores_df,
|
|
aggregate_confusion_matrix(rfc_confusion_matrix).rename(
|
|
columns={"sum": "mean"}
|
|
# Note: the column is misleadingly renamed to get concise output.
|
|
),
|
|
]
|
|
)
|
|
scores_df["method"] = "random_forest_classifier"
|
|
scores = pd.concat([scores, scores_df])
|
|
del rfc
|
|
del rfc_scores
|
|
del rfc_confusion_matrix
|
|
|
|
xgb_classifier = XGBClassifier()
|
|
|
|
xgb_scores = cross_validate(
|
|
xgb_classifier,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=metrics,
|
|
)
|
|
xgb_confusion_matrix = cross_validate(
|
|
xgb_classifier,
|
|
X=data_x,
|
|
y=data_y,
|
|
groups=data_groups,
|
|
cv=cross_validator,
|
|
n_jobs=-1,
|
|
scoring=confusion_matrix_scorer,
|
|
)
|
|
print("XGBoost")
|
|
|
|
scores_df = pd.DataFrame(xgb_scores)[test_metrics]
|
|
scores_df = aggregate_and_transpose(scores_df, statistics=["max", "mean"])
|
|
scores_df = pd.concat(
|
|
[
|
|
scores_df,
|
|
aggregate_confusion_matrix(xgb_confusion_matrix).rename(
|
|
columns={"sum": "mean"}
|
|
# Note: the column is misleadingly renamed to get concise output.
|
|
),
|
|
]
|
|
)
|
|
scores_df["method"] = "XGBoost_classifier"
|
|
scores = pd.concat([scores, scores_df])
|
|
del xgb_classifier
|
|
del xgb_scores
|
|
del xgb_confusion_matrix
|
|
|
|
return scores
|