# main imports import os import sys import argparse import pandas as pd import numpy as np import logging import datetime # 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 from sklearn.feature_selection import SelectFromModel from sklearn.ensemble import ExtraTreesClassifier # 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 # variables and parameters models_list = cfg.models_names_list number_of_values = 30 ils_iteration = 4000 ls_iteration = 10 # default validator def validator(solution): 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, required=True) parser.add_argument('--selector', type=str, help='kind of model to use for selecting', choices=['svm', 'tree'], default='tree') parser.add_argument('--length', type=str, help='max data length (need to be specify for evaluator)', required=True) parser.add_argument('--output', type=str, help='output name expected for model results', required=True) args = parser.parse_args() p_data_file = args.data p_choice = args.choice p_selector = args.selector p_length = args.length p_output = args.output print(p_data_file) # load data from file x_train, y_train, x_test, y_test = loadDataset(p_data_file) for i in (np.arange(11) + 5): model_to_fit = None # use of svm here to fit well model if p_selector == 'tree': model_to_fit = ExtraTreesClassifier(n_estimators=100) elif p_selector == 'svm': Cs = [0.001, 0.01, 0.1, 1, 10, 100, 1000] gammas = [0.001, 0.01, 0.1, 5, 10, 100] param_grid = {'kernel':['rbf'], 'C': Cs, 'gamma' : gammas} svc = svm.SVC(probability=True, class_weight='balanced') #clf = GridSearchCV(svc, param_grid, cv=5, verbose=1, scoring=my_accuracy_scorer, n_jobs=-1) model_to_fit = GridSearchCV(svc, param_grid, cv=5, verbose=1, scoring='roc_auc', n_jobs=-1) model = SelectFromModel(model_to_fit, max_features=i) selector = model.fit(x_train, y_train) binary_selection = [ 0 if x < selector.threshold_ else 1 for x in selector.estimator_.feature_importances_ ] X_train_new = selector.transform(x_train) X_test_new = selector.transform(x_test) print('Shape for {}, is now {}'.format(i, X_train_new.shape)) svm_model = mdl.get_trained_model(p_choice, X_train_new, y_train) y_test_model = svm_model.predict(X_test_new) test_roc_auc = roc_auc_score(y_test, y_test_model) if not os.path.exists(cfg.output_results_folder): os.makedirs(cfg.output_results_folder) # save model results into file with open(os.path.join(cfg.output_results_folder, p_output), 'a') as f: line = str(i) + ';' line += str(test_roc_auc) + ';' for index, b in enumerate(binary_selection): line += str(b) if index < len(binary_selection) - 1: line += ',' f.write(line + '\n') # 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/%s.log' % p_data_file.split('/')[-1], level=logging.DEBUG) # init solution (`n` attributes) if __name__ == "__main__": main()