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- # 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()
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