# main imports import os import sys import argparse import pandas as pd import numpy as np import logging import datetime import random # model imports from sklearn.model_selection import train_test_split from sklearn.model_selection import GridSearchCV from sklearn.linear_model import LogisticRegression from sklearn.ensemble import RandomForestClassifier, VotingClassifier import joblib import sklearn.svm as svm from sklearn.utils import shuffle from sklearn.metrics import roc_auc_score from sklearn.model_selection import cross_val_score # modules and config imports sys.path.insert(0, '') # trick to enable import of main folder module import custom_config as cfg import models as mdl from optimization.ILSSurrogate import ILSSurrogate from macop.solutions.BinarySolution import BinarySolution from macop.operators.mutators.SimpleMutation import SimpleMutation from macop.operators.mutators.SimpleBinaryMutation import SimpleBinaryMutation from macop.operators.crossovers.SimpleCrossover import SimpleCrossover from macop.operators.crossovers.RandomSplitCrossover import RandomSplitCrossover from macop.operators.policies.UCBPolicy import UCBPolicy from macop.callbacks.BasicCheckpoint import BasicCheckpoint from macop.callbacks.UCBCheckpoint import UCBCheckpoint from sklearn.ensemble import RandomForestClassifier # variables and parameters models_list = cfg.models_names_list # default validator def validator(solution): # at least 5 attributes if list(solution.data).count(1) < 5: return False return True def loadDataset(filename): ######################## # 1. Get and prepare data ######################## dataset_train = pd.read_csv(filename + '.train', header=None, sep=";") dataset_test = pd.read_csv(filename + '.test', header=None, sep=";") # default first shuffle of data dataset_train = shuffle(dataset_train) dataset_test = shuffle(dataset_test) # get dataset with equal number of classes occurences noisy_df_train = dataset_train[dataset_train.iloc[:, 0] == 1] not_noisy_df_train = dataset_train[dataset_train.iloc[:, 0] == 0] #nb_noisy_train = len(noisy_df_train.index) noisy_df_test = dataset_test[dataset_test.iloc[:, 0] == 1] not_noisy_df_test = dataset_test[dataset_test.iloc[:, 0] == 0] #nb_noisy_test = len(noisy_df_test.index) # use of all data final_df_train = pd.concat([not_noisy_df_train, noisy_df_train]) final_df_test = pd.concat([not_noisy_df_test, noisy_df_test]) # shuffle data another time final_df_train = shuffle(final_df_train) final_df_test = shuffle(final_df_test) # use of the whole data set for training x_dataset_train = final_df_train.iloc[:,1:] x_dataset_test = final_df_test.iloc[:,1:] y_dataset_train = final_df_train.iloc[:,0] y_dataset_test = final_df_test.iloc[:,0] return x_dataset_train, y_dataset_train, x_dataset_test, y_dataset_test def main(): parser = argparse.ArgumentParser(description="Train and find best filters to use for model") parser.add_argument('--data', type=str, help='dataset filename prefix (without .train and .test)', required=True) parser.add_argument('--choice', type=str, help='model choice from list of choices', choices=models_list, default=models_list[0], required=False) parser.add_argument('--start_surrogate', type=int, help='number of evalution before starting surrogare model', default=1000) parser.add_argument('--length', type=int, help='max data length (need to be specify for evaluator)', required=True) parser.add_argument('--ils', type=int, help='number of total iteration for ils algorithm', required=True) parser.add_argument('--ls', type=int, help='number of iteration for Local Search algorithm', required=True) parser.add_argument('--output', type=str, help='output surrogate model name') args = parser.parse_args() p_data_file = args.data p_choice = args.choice p_length = args.length p_start = args.start_surrogate p_ils_iteration = args.ils p_ls_iteration = args.ls p_output = args.output print(p_data_file) # load data from file x_train, y_train, x_test, y_test = loadDataset(p_data_file) # create `logs` folder if necessary if not os.path.exists(cfg.output_logs_folder): os.makedirs(cfg.output_logs_folder) logging.basicConfig(format='%(asctime)s %(message)s', filename='data/logs/{0}.log'.format(p_output), level=logging.DEBUG) # init solution (`n` attributes) def init(): return BinarySolution([], p_length ).random(validator) # define evaluate function here (need of data information) def evaluate(solution): start = datetime.datetime.now() # get indices of filters data to use (filters selection from solution) indices = [] for index, value in enumerate(solution.data): if value == 1: indices.append(index) # keep only selected filters from solution x_train_filters = x_train.iloc[:, indices] y_train_filters = y_train x_test_filters = x_test.iloc[:, indices] # TODO : use of GPU implementation of SVM # model = mdl.get_trained_model(p_choice, x_train_filters, y_train_filters) model = RandomForestClassifier(n_estimators=10) model = model.fit(x_train_filters, y_train_filters) y_test_model = model.predict(x_test_filters) test_roc_auc = roc_auc_score(y_test, y_test_model) end = datetime.datetime.now() diff = end - start print("Real evaluation took: {}, score found: {}".format(divmod(diff.days * 86400 + diff.seconds, 60), test_roc_auc)) return test_roc_auc # build all output folder and files based on `output` name backup_model_folder = os.path.join(cfg.output_backup_folder, p_output) surrogate_output_model = os.path.join(cfg.output_surrogates_model_folder, p_output) surrogate_output_data = os.path.join(cfg.output_surrogates_data_folder, p_output) if not os.path.exists(backup_model_folder): os.makedirs(backup_model_folder) if not os.path.exists(cfg.output_surrogates_model_folder): os.makedirs(cfg.output_surrogates_model_folder) if not os.path.exists(cfg.output_surrogates_data_folder): os.makedirs(cfg.output_surrogates_data_folder) backup_file_path = os.path.join(backup_model_folder, p_output + '.csv') ucb_backup_file_path = os.path.join(backup_model_folder, p_output + '_ucbPolicy.csv') # prepare optimization algorithm (only use of mutation as only ILS are used here, and local search need only local permutation) operators = [SimpleBinaryMutation(), SimpleMutation()] policy = UCBPolicy(operators) # define first line if necessary if not os.path.exists(surrogate_output_data): with open(surrogate_output_data) as f: f.write('x;y\n') # custom ILS for surrogate use algo = ILSSurrogate(_initalizer=init, _evaluator=evaluate, # same evaluator by defadefaultult, as we will use the surrogate function _operators=operators, _policy=policy, _validator=validator, _surrogate_file_path=surrogate_output_model, _start_train_surrogate=p_start, # start learning and using surrogate after 1000 real evaluation _solutions_file=surrogate_output_data, _ls_train_surrogate=1, _maximise=True) algo.addCallback(BasicCheckpoint(_every=1, _filepath=backup_file_path)) algo.addCallback(UCBCheckpoint(_every=1, _filepath=ucb_backup_file_path)) bestSol = algo.run(p_ils_iteration, p_ls_iteration) # print best solution found print("Found ", bestSol) # save model information into .csv file if not os.path.exists(cfg.results_information_folder): os.makedirs(cfg.results_information_folder) filename_path = os.path.join(cfg.results_information_folder, cfg.optimization_attributes_result_filename) filters_counter = 0 # count number of filters for index, item in enumerate(bestSol.data): if index != 0 and index % 2 == 1: # if two attributes are used if item == 1 or bestSol.data[index - 1] == 1: filters_counter += 1 line_info = p_data_file + ';' + str(p_ils_iteration) + ';' + str(p_ls_iteration) + ';' + str(bestSol.data) + ';' + str(list(bestSol.data).count(1)) + ';' + str(filters_counter) + ';' + str(bestSol.fitness()) with open(filename_path, 'a') as f: f.write(line_info + '\n') print('Result saved into %s' % filename_path) if __name__ == "__main__": main()