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-from sklearn.model_selection import train_test_split
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-from sklearn.model_selection import GridSearchCV
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-from sklearn.linear_model import LogisticRegression
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-from sklearn.ensemble import RandomForestClassifier, VotingClassifier
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-from sklearn.neighbors import KNeighborsClassifier
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-from sklearn.ensemble import GradientBoostingClassifier
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-
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-import sklearn.svm as svm
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-from sklearn.utils import shuffle
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-from sklearn.externals import joblib
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-from sklearn.metrics import accuracy_score, f1_score
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-
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-from sklearn.model_selection import cross_val_score
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-
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-import numpy as np
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-import pandas as pd
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-import sys, os, getopt
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-
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-saved_models_folder = 'saved_models'
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-current_dirpath = os.getcwd()
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-output_model_folder = os.path.join(current_dirpath, saved_models_folder)
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-
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-def get_best_model(X_train, y_train):
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- Cs = [0.001, 0.01, 0.1, 1, 10, 100, 1000]
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- gammas = [0.001, 0.01, 0.1, 1, 5, 10, 100]
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- param_grid = {'kernel':['rbf'], 'C': Cs, 'gamma' : gammas}
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-
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- svc = svm.SVC(probability=True)
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- clf = GridSearchCV(svc, param_grid, cv=10, scoring='accuracy', verbose=10)
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-
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- clf.fit(X_train, y_train)
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-
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- model = clf.best_estimator_
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-
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- return model
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-
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-
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-def main():
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-
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- if len(sys.argv) <= 1:
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- print('Run with default parameters...')
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- print('python ensemble_model_train_v2.py --data xxxx --output xxxx')
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- sys.exit(2)
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- try:
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- opts, args = getopt.getopt(sys.argv[1:], "hd:o", ["help=", "data=", "output="])
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- except getopt.GetoptError:
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- # print help information and exit:
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- print('python ensemble_model_train_v2.py --data xxxx --output xxxx')
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- sys.exit(2)
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- for o, a in opts:
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- if o == "-h":
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- print('python ensemble_model_train_v2.py --data xxxx --output xxxx')
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- sys.exit()
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- elif o in ("-d", "--data"):
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- p_data_file = a
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- elif o in ("-o", "--output"):
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- p_output = a
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- else:
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- assert False, "unhandled option"
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-
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- if not os.path.exists(output_model_folder):
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- os.makedirs(output_model_folder)
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-
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- # 1. Get and prepare data
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- dataset_train = pd.read_csv(p_data_file + '.train', header=None, sep=";")
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- dataset_test = pd.read_csv(p_data_file + '.test', header=None, sep=";")
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-
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- # default first shuffle of data
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- dataset_train = shuffle(dataset_train)
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- dataset_test = shuffle(dataset_test)
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-
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- # get dataset with equal number of classes occurences
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- noisy_df_train = dataset_train[dataset_train.ix[:, 0] == 1]
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- not_noisy_df_train = dataset_train[dataset_train.ix[:, 0] == 0]
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- nb_noisy_train = len(noisy_df_train.index)
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-
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- noisy_df_test = dataset_test[dataset_test.ix[:, 0] == 1]
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- not_noisy_df_test = dataset_test[dataset_test.ix[:, 0] == 0]
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- nb_noisy_test = len(noisy_df_test.index)
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-
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- final_df_train = pd.concat([not_noisy_df_train[0:nb_noisy_train], noisy_df_train])
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- final_df_test = pd.concat([not_noisy_df_test[0:nb_noisy_test], noisy_df_test])
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-
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- # shuffle data another time
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- final_df_train = shuffle(final_df_train)
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- final_df_test = shuffle(final_df_test)
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-
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- final_df_train_size = len(final_df_train.index)
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- final_df_test_size = len(final_df_test.index)
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-
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- # use of the whole data set for training
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- x_dataset_train = final_df_train.ix[:,1:]
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- x_dataset_test = final_df_test.ix[:,1:]
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-
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- y_dataset_train = final_df_train.ix[:,0]
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- y_dataset_test = final_df_test.ix[:,0]
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-
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-
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- #######################
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- # 2. Construction of the model : Ensemble model structure
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- #######################
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-
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- svm_model = get_best_model(x_dataset_train, y_dataset_train)
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- knc_model = KNeighborsClassifier(n_neighbors=2)
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- gbc_model = GradientBoostingClassifier(n_estimators=100, learning_rate=1.0, max_depth=1, random_state=0)
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- lr_model = LogisticRegression(solver='liblinear', multi_class='ovr', random_state=1)
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- rf_model = RandomForestClassifier(n_estimators=100, random_state=1)
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-
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- ensemble_model = VotingClassifier(estimators=[
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- ('lr', lr_model),
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- ('knc', knc_model),
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- ('gbc', gbc_model),
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- ('svm', svm_model),
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- ('rf', rf_model)],
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- voting='soft', weights=[1, 1, 1, 1, 1])
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-
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-
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- #######################
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- # 3. Fit model : use of cross validation to fit model
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- #######################
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- print("-------------------------------------------")
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- print("Train dataset size: ", final_df_train_size)
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- ensemble_model.fit(x_dataset_train, y_dataset_train)
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- val_scores = cross_val_score(ensemble_model, x_dataset_train, y_dataset_train, cv=5)
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- print("Accuracy: %0.2f (+/- %0.2f)" % (val_scores.mean(), val_scores.std() * 2))
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-
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- ######################
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- # 4. Test : Validation and test dataset from .test dataset
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- ######################
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-
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- # we need to specify validation size to 20% of whole dataset
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- val_set_size = int(final_df_train_size/3)
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- test_set_size = val_set_size
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-
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- total_validation_size = val_set_size + test_set_size
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-
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- if final_df_test_size > total_validation_size:
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- x_dataset_test = x_dataset_test[0:total_validation_size]
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- y_dataset_test = y_dataset_test[0:total_validation_size]
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-
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- X_test, X_val, y_test, y_val = train_test_split(x_dataset_test, y_dataset_test, test_size=0.5, random_state=1)
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-
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- y_test_model = ensemble_model.predict(X_test)
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- y_val_model = ensemble_model.predict(X_val)
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-
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- val_accuracy = accuracy_score(y_val, y_val_model)
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- test_accuracy = accuracy_score(y_test, y_test_model)
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-
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- val_f1 = f1_score(y_val, y_val_model)
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- test_f1 = f1_score(y_test, y_test_model)
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-
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- ###################
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- # 5. Output : Print and write all information in csv
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- ###################
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-
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- print("Validation dataset size ", val_set_size)
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- print("Validation: ", val_accuracy)
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- print("Validation F1: ", val_f1)
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- print("Test dataset size ", test_set_size)
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- print("Test: ", val_accuracy)
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- print("Test F1: ", test_f1)
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-
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- ##################
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- # 6. Save model : create path if not exists
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- ##################
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-
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- # create path if not exists
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- if not os.path.exists(saved_models_folder):
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- os.makedirs(saved_models_folder)
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-
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- joblib.dump(ensemble_model, output_model_folder + '/' + p_output + '.joblib')
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-
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-if __name__== "__main__":
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- main()
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