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