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- # models imports
- from sklearn.model_selection import GridSearchCV
- from sklearn.linear_model import LogisticRegression
- from sklearn.ensemble import RandomForestClassifier, VotingClassifier
- from sklearn.neighbors import KNeighborsClassifier
- from sklearn.ensemble import GradientBoostingClassifier
- from sklearn.feature_selection import RFECV, RFE
- from sklearn.metrics import roc_auc_score
- import sklearn.svm as svm
- def _roc_auc_scorer(estimator, X, y):
- y_pred = estimator.predict(X)
- return roc_auc_score(y, y_pred)
- def _get_best_model(X_train, y_train):
- Cs = [0.001, 0.01, 0.1, 1, 10, 100, 1000]
- gammas = [0.001, 0.01, 0.1, 1, 5, 10, 100]
- param_grid = {'kernel':['rbf'], 'C': Cs, 'gamma' : gammas}
- svc = svm.SVC(probability=True)
- clf = GridSearchCV(svc, param_grid, cv=10, scoring=_roc_auc_scorer, verbose=0)
- clf.fit(X_train, y_train)
- model = clf.best_estimator_
- return model
- def svm_model(X_train, y_train):
- return _get_best_model(X_train, y_train)
- def rfecv_svm_model(X_train, y_train, n_components=1):
- Cs = [0.001, 0.01, 0.1, 1, 10, 100, 1000]
- gammas = [0.001, 0.01, 0.1, 1, 5, 10, 100]
- param_grid = [{'estimator__C': Cs, 'estimator__gamma' : gammas}]
- estimator = svm.SVC(kernel="linear")
- selector = RFECV(estimator, step=1, cv=4, verbose=1)
- clf = GridSearchCV(selector, param_grid, cv=5, verbose=1, scoring=_roc_auc_scorer)
- clf.fit(X_train, y_train)
- return clf.best_estimator_
- def rfe_svm_model(X_train, y_train, n_components=1):
- Cs = [0.001, 0.01, 0.1, 1, 10, 100, 1000]
- gammas = [0.001, 0.01, 0.1, 1, 5, 10, 100]
- param_grid = [{'estimator__C': Cs, 'estimator__gamma' : gammas}]
- estimator = svm.SVC(kernel="linear")
- selector = RFE(estimator, step=1, n_features_to_select=n_components, verbose=1)
- clf = GridSearchCV(selector, param_grid, cv=5, verbose=1, scoring=_roc_auc_scorer)
- clf.fit(X_train, y_train)
- return clf.best_estimator_
- def get_trained_model(choice, X_train, y_train, n_components=1):
- if choice == 'svm_model':
- return svm_model(X_train, y_train)
- if choice == 'rfe_svm_model':
- return rfe_svm_model(X_train, y_train, n_components)
- if choice == 'rfcecv_svm_model':
- return rfecv_svm_model(X_train, y_train, n_components)
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