py2ls 0.2.4.6__py3-none-any.whl → 0.2.4.8__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- py2ls/.git/index +0 -0
- py2ls/batman.py +32 -1
- py2ls/bio.py +25 -22
- py2ls/data/usages_sns.json +2 -1
- py2ls/ips.py +1258 -724
- py2ls/ml2ls.py +1841 -390
- py2ls/plot.py +500 -235
- {py2ls-0.2.4.6.dist-info → py2ls-0.2.4.8.dist-info}/METADATA +2 -2
- {py2ls-0.2.4.6.dist-info → py2ls-0.2.4.8.dist-info}/RECORD +10 -10
- {py2ls-0.2.4.6.dist-info → py2ls-0.2.4.8.dist-info}/WHEEL +0 -0
py2ls/ml2ls.py
CHANGED
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from sklearn.ensemble import
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from sklearn.ensemble import (
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RandomForestClassifier,
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GradientBoostingClassifier,
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AdaBoostClassifier,
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BaggingClassifier,
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)
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from sklearn.svm import SVC,SVR
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from sklearn.calibration import CalibratedClassifierCV
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from sklearn.model_selection import GridSearchCV,StratifiedKFold
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from sklearn.linear_model import
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from sklearn.model_selection import GridSearchCV, StratifiedKFold
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from sklearn.linear_model import (
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LassoCV,
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LogisticRegression,LinearRegression,
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Lasso,
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Ridge,
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RidgeClassifierCV,
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ElasticNet,
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)
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from sklearn.feature_selection import RFE
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from sklearn.naive_bayes import GaussianNB
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from sklearn.discriminant_analysis import LinearDiscriminantAnalysis
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import xgboost as xgb # Make sure you have xgboost installed
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from sklearn.model_selection import train_test_split, cross_val_score
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from sklearn.metrics import (
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from sklearn.metrics import (
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accuracy_score,
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precision_score,
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recall_score,
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f1_score,
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roc_auc_score,
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confusion_matrix,
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matthews_corrcoef,
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roc_curve,
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auc,
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balanced_accuracy_score,
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precision_recall_curve,
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average_precision_score,
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)
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from imblearn.over_sampling import SMOTE
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from sklearn.pipeline import Pipeline
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from collections import defaultdict
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from sklearn.preprocessing import StandardScaler
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from typing import Dict, Any, Optional,List
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from sklearn.preprocessing import StandardScaler, OneHotEncoder
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from typing import Dict, Any, Optional, List, Union
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import numpy as np
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import pandas as pd
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from . import ips
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from . import ips
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from . import plot
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import matplotlib.pyplot as plt
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import seaborn as sns
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plt.style.use("paper")
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import logging
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import warnings
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logging.basicConfig(
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level=logging.INFO, format="%(asctime)s - %(levelname)s - %(message)s"
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)
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logger = logging.getLogger()
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# Ignore specific warnings (UserWarning in this case)
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from sklearn.tree import DecisionTreeClassifier
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from sklearn.neighbors import KNeighborsClassifier
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def features_knn(
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x_train: pd.DataFrame, y_train: pd.Series, knn_params: dict
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) -> pd.DataFrame:
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"""
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A distance-based classifier that assigns labels based on the majority label of nearest neighbors.
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when to use:
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Fits KNeighborsClassifier and approximates feature influence using permutation importance.
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"""
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knn = KNeighborsClassifier(**knn_params)
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knn.fit(
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importances = permutation_importance(
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knn.fit(x_train, y_train)
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importances = permutation_importance(
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knn, x_train, y_train, n_repeats=30, random_state=1, scoring="accuracy"
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)
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return pd.DataFrame(
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{"feature": x_train.columns, "importance": importances.importances_mean}
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).sort_values(by="importance", ascending=False)
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#! 1. Linear and Regularized Regression Methods
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# 1.1 Lasso
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def features_lasso(
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def features_lasso(
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x_train: pd.DataFrame, y_train: pd.Series, lasso_params: dict
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) -> np.ndarray:
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"""
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Lasso (Least Absolute Shrinkage and Selection Operator):
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A regularized linear regression method that uses L1 penalty to shrink coefficients, effectively
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Lasso (Least Absolute Shrinkage and Selection Operator):
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A regularized linear regression method that uses L1 penalty to shrink coefficients, effectively
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performing feature selection by zeroing out less important ones.
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"""
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lasso = LassoCV(**lasso_params)
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lasso.fit(
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lasso.fit(x_train, y_train)
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# Get non-zero coefficients and their corresponding features
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coefficients = lasso.coef_
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importance_df = pd.DataFrame(
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"feature":
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importance_df = pd.DataFrame(
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{"feature": x_train.columns, "importance": np.abs(coefficients)}
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)
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return importance_df[importance_df["importance"] > 0].sort_values(
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by="importance", ascending=False
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)
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# 1.2 Ridge regression
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def features_ridge(
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def features_ridge(
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x_train: pd.DataFrame, y_train: pd.Series, ridge_params: dict
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) -> np.ndarray:
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"""
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Ridge Regression: A linear regression technique that applies L2 regularization, reducing coefficient
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Ridge Regression: A linear regression technique that applies L2 regularization, reducing coefficient
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magnitudes to avoid overfitting, especially with multicollinearity among features.
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"""
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from sklearn.linear_model import RidgeCV
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ridge = RidgeCV(**ridge_params)
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ridge.fit(
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ridge.fit(x_train, y_train)
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# Get the coefficients
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coefficients = ridge.coef_
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# Create a DataFrame to hold feature importance
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importance_df = pd.DataFrame(
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"feature":
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importance_df = pd.DataFrame(
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{"feature": x_train.columns, "importance": np.abs(coefficients)}
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)
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return importance_df[importance_df["importance"] > 0].sort_values(
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by="importance", ascending=False
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)
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# 1.3 Elastic Net(Enet)
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def features_enet(
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def features_enet(
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x_train: pd.DataFrame, y_train: pd.Series, enet_params: dict
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) -> np.ndarray:
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"""
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Elastic Net (Enet): Combines L1 and L2 penalties (lasso and ridge) in a linear model, beneficial
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Elastic Net (Enet): Combines L1 and L2 penalties (lasso and ridge) in a linear model, beneficial
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when features are highly correlated or for datasets with more features than samples.
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"""
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from sklearn.linear_model import ElasticNetCV
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enet = ElasticNetCV(**enet_params)
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enet.fit(
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enet.fit(x_train, y_train)
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# Get the coefficients
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coefficients = enet.coef_
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# Create a DataFrame to hold feature importance
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importance_df = pd.DataFrame(
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"feature":
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importance_df = pd.DataFrame(
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{"feature": x_train.columns, "importance": np.abs(coefficients)}
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)
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return importance_df[importance_df["importance"] > 0].sort_values(
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by="importance", ascending=False
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)
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# 1.4 Partial Least Squares Regression for Generalized Linear Models (plsRglm): Combines regression and
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# feature reduction, useful for high-dimensional data with correlated features, such as genomics.
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#! 2.Generalized Linear Models and Extensions
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# 2.1
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# 2.1
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#!3.Tree-Based and Ensemble Methods
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# 3.1 Random Forest(RF)
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def features_rf(
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def features_rf(
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x_train: pd.DataFrame, y_train: pd.Series, rf_params: dict
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) -> np.ndarray:
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"""
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An ensemble of decision trees that combines predictions from multiple trees for classification or
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An ensemble of decision trees that combines predictions from multiple trees for classification or
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regression, effective with high-dimensional, complex datasets.
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when to use:
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Handles high-dimensional data well.
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Recommended Use: Great for classification problems, especially when you have many features (genes).
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"""
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rf = RandomForestClassifier(**rf_params)
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rf.fit(
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return pd.DataFrame(
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rf.fit(x_train, y_train)
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return pd.DataFrame(
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{"feature": x_train.columns, "importance": rf.featuress_}
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).sort_values(by="importance", ascending=False)
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# 3.2 Gradient Boosting Trees
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def features_gradient_boosting(
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x_train: pd.DataFrame, y_train: pd.Series, gb_params: dict
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) -> pd.DataFrame:
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"""
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An ensemble of decision trees that combines predictions from multiple trees for classification or regression, effective with
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An ensemble of decision trees that combines predictions from multiple trees for classification or regression, effective with
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high-dimensional, complex datasets.
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Gradient Boosting
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Strengths:
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High predictive accuracy and works well for both classification and regression.
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Can handle a mixture of numerical and categorical features.
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Recommended Use:
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Recommended Use:
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Effective for complex relationships and when you need a powerful predictive model.
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Fit Gradient Boosting classifier and return sorted feature importances.
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Recommended Use: Effective for complex datasets with many features (genes).
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"""
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gb = GradientBoostingClassifier(**gb_params)
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gb.fit(
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return pd.DataFrame(
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gb.fit(x_train, y_train)
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return pd.DataFrame(
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{"feature": x_train.columns, "importance": gb.feature_importances_}
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).sort_values(by="importance", ascending=False)
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# 3.3 XGBoost
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def features_xgb(
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x_train: pd.DataFrame, y_train: pd.Series, xgb_params: dict
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"""
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XGBoost: An advanced gradient boosting technique, faster and more efficient than GBM, with excellent predictive performance on structured data.
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"""
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import xgboost as xgb
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xgb_model = xgb.XGBClassifier(**xgb_params)
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xgb_model.fit(
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return pd.DataFrame(
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xgb_model.fit(x_train, y_train)
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return pd.DataFrame(
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{"feature": x_train.columns, "importance": xgb_model.feature_importances_}
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).sort_values(by="importance", ascending=False)
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# 3.4.decision tree
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def features_decision_tree(
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x_train: pd.DataFrame, y_train: pd.Series, dt_params: dict
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"""
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A single decision tree classifier effective for identifying key decision boundaries in data.
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Provides feature importance scores for each feature, though it may overfit on small datasets.
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Efficient for low to medium-sized datasets, where interpretability of decisions is key.
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Recommended Use: Useful for interpretable feature importance analysis in smaller or balanced datasets.
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Fits DecisionTreeClassifier and returns sorted feature importances.
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"""
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dt = DecisionTreeClassifier(**dt_params)
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dt.fit(
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return pd.DataFrame(
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dt.fit(x_train, y_train)
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return pd.DataFrame(
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{"feature": x_train.columns, "importance": dt.feature_importances_}
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).sort_values(by="importance", ascending=False)
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# 3.5 bagging
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def features_bagging(
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def features_bagging(
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x_train: pd.DataFrame, y_train: pd.Series, bagging_params: dict
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) -> pd.DataFrame:
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"""
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A bagging ensemble of
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A bagging ensemble of models, often used with weak learners like decision trees, to reduce variance.
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when to use:
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Helps reduce overfitting, especially on high-variance models.
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Effective when the dataset has numerous features and may benefit from ensemble stability.
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Recommended Use: Beneficial for high-dimensional or noisy datasets needing ensemble stability.
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Fits BaggingClassifier and returns averaged feature importances from underlying estimators if available.
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"""
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bagging = BaggingClassifier(**bagging_params)
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bagging.fit(
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bagging.fit(x_train, y_train)
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# Calculate feature importance by averaging importances across estimators, if feature_importances_ is available.
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if hasattr(bagging.estimators_[0], "feature_importances_"):
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importances = np.mean(
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importances = np.mean(
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[estimator.feature_importances_ for estimator in bagging.estimators_],
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axis=0,
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)
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return pd.DataFrame(
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{"feature": x_train.columns, "importance": importances}
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).sort_values(by="importance", ascending=False)
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else:
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# If the base estimator does not support feature importances, fallback to permutation importance.
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importances = permutation_importance(
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importances = permutation_importance(
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bagging, x_train, y_train, n_repeats=30, random_state=1, scoring="accuracy"
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)
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return pd.DataFrame(
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{"feature": x_train.columns, "importance": importances.importances_mean}
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).sort_values(by="importance", ascending=False)
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#! 4.Support Vector Machines
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def features_svm(
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def features_svm(
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x_train: pd.DataFrame, y_train: pd.Series, rfe_params: dict
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) -> np.ndarray:
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"""
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Suitable for classification tasks where the number of features is much larger than the number of samples.
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1. Effective in high-dimensional spaces and with clear margin of separation.
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2. Works well for both linear and non-linear classification (using kernel functions).
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Select features using RFE with SVM.When combined with SVM, RFE selects features that are most critical for the decision boundary,
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SVM (Support Vector Machines),supports various kernels (linear, rbf, poly, and sigmoid), is good at handling high-dimensional
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'rbf': a nonlinear kernel that maps the input data into a higher-dimensional space to find a decision boundary. It works well for
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'poly': Polynomial Kernel: computes similarity between data points based on polynomial functions of the input features. It can model
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Naive Bayes: A probabilistic classifier based on Bayes' theorem, assuming independence between features, simple and fast, especially
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Naive Bayes: A probabilistic classifier based on Bayes' theorem, assuming independence between features, simple and fast, especially
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def features_lda(x_train: pd.DataFrame, y_train: pd.Series) -> list:
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Linear Discriminant Analysis (LDA): Projects data onto a lower-dimensional space to maximize class separability, often used as a dimensionality
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Linear Discriminant Analysis (LDA): Projects data onto a lower-dimensional space to maximize class separability, often used as a dimensionality
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reduction technique before classification on high-dimensional data.
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lda.fit(x_train, y_train)
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importance_df = pd.DataFrame(
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{"feature": x_train.columns, "importance": np.abs(coef)}
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)
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by="importance", ascending=False
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)
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def features_adaboost(
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x_train: pd.DataFrame, y_train: pd.Series, adaboost_params: dict
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) -> pd.DataFrame:
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"""
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AdaBoost
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Combines multiple weak learners to create a strong classifier.
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Focuses on examples that are hard to classify, improving overall performance.
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Recommended Use:
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Can be effective for boosting weak
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Recommended Use:
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Can be effective for boosting weak models in a genomics context.
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Fit AdaBoost classifier and return sorted feature importances.
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Recommended Use: Great for classification problems with a large number of features (genes).
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"""
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ada = AdaBoostClassifier(**adaboost_params)
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ada.fit(
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return pd.DataFrame(
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ada.fit(x_train, y_train)
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return pd.DataFrame(
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{"feature": x_train.columns, "importance": ada.feature_importances_}
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).sort_values(by="importance", ascending=False)
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import torch
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from torch.utils.data import DataLoader, TensorDataset
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from skorch import NeuralNetClassifier # sklearn compatible
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class DNNClassifier(nn.Module):
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def __init__(self, input_dim, hidden_dim=128, output_dim=2, dropout_rate=0.5):
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super(DNNClassifier, self).__init__()
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self.hidden_layer1 = nn.Sequential(
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nn.Linear(input_dim, hidden_dim),
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nn.ReLU(),
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nn.Dropout(dropout_rate),
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nn.Linear(hidden_dim, hidden_dim),
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nn.ReLU()
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nn.ReLU(),
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)
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self.hidden_layer2 = nn.Sequential(
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nn.Linear(hidden_dim, hidden_dim),
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nn.ReLU(),
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nn.Dropout(dropout_rate)
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nn.Linear(hidden_dim, hidden_dim), nn.ReLU(), nn.Dropout(dropout_rate)
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)
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+
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# Adding a residual connection between hidden layers
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self.residual = nn.Linear(input_dim, hidden_dim)
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+
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self.output_layer = nn.Sequential(
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nn.Linear(hidden_dim, output_dim),
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nn.Softmax(dim=1)
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nn.Linear(hidden_dim, output_dim), nn.Softmax(dim=1)
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)
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+
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def forward(self, x):
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residual = self.residual(x)
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x = self.hidden_layer1(x)
|
@@ -314,64 +423,77 @@ class DNNClassifier(nn.Module):
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x = self.output_layer(x)
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return x
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+
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+
def validate_classifier(
|
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clf,
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x_train: pd.DataFrame,
|
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+
y_train: pd.Series,
|
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+
x_test: pd.DataFrame,
|
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y_test: pd.Series,
|
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+
metrics: list = ["accuracy", "precision", "recall", "f1", "roc_auc"],
|
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|
+
cv_folds: int = 5,
|
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|
+
) -> dict:
|
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|
"""
|
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Perform cross-validation for a given classifier and return average scores for specified metrics on training data.
|
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|
Then fit the best model on the full training data and evaluate it on the test set.
|
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-
|
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+
|
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Parameters:
|
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- clf: The classifier to be validated.
|
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|
-
-
|
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+
- x_train: Training features.
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- y_train: Training labels.
|
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-
-
|
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+
- x_test: Test features.
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- y_test: Test labels.
|
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- metrics: List of metrics to evaluate (e.g., ['accuracy', 'roc_auc']).
|
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- cv_folds: Number of cross-validation folds.
|
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-
|
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+
|
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Returns:
|
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- results: Dictionary containing average cv_train_scores and cv_test_scores.
|
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|
"""
|
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|
cv_train_scores = {metric: [] for metric in metrics}
|
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|
skf = StratifiedKFold(n_splits=cv_folds)
|
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|
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# Perform cross-validation
|
454
|
+
# Perform cross-validation
|
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|
for metric in metrics:
|
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|
try:
|
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|
if metric == "roc_auc" and len(set(y_train)) == 2:
|
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|
-
scores = cross_val_score(
|
341
|
-
|
458
|
+
scores = cross_val_score(
|
459
|
+
clf, x_train, y_train, cv=skf, scoring="roc_auc"
|
460
|
+
)
|
461
|
+
cv_train_scores[metric] = (
|
462
|
+
np.nanmean(scores) if not np.isnan(scores).all() else float("nan")
|
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|
+
)
|
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|
else:
|
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score = cross_val_score(clf,
|
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+
score = cross_val_score(clf, x_train, y_train, cv=skf, scoring=metric)
|
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|
cv_train_scores[metric] = score.mean()
|
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|
except Exception as e:
|
346
|
-
cv_train_scores[metric] = float(
|
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|
-
clf.fit(
|
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-
|
468
|
+
cv_train_scores[metric] = float("nan")
|
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|
+
clf.fit(x_train, y_train)
|
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|
+
|
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|
# Evaluate on the test set
|
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|
cv_test_scores = {}
|
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|
for metric in metrics:
|
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|
if metric == "roc_auc" and len(set(y_test)) == 2:
|
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|
try:
|
354
|
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y_prob=clf.predict_proba(
|
355
|
-
cv_test_scores[metric] = roc_auc_score(y_test,y_prob)
|
476
|
+
y_prob = clf.predict_proba(x_test)[:, 1]
|
477
|
+
cv_test_scores[metric] = roc_auc_score(y_test, y_prob)
|
356
478
|
except AttributeError:
|
357
|
-
cv_test_scores[metric]=float(
|
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|
+
cv_test_scores[metric] = float("nan")
|
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|
else:
|
359
|
-
score_func = globals().get(
|
481
|
+
score_func = globals().get(
|
482
|
+
f"{metric}_score"
|
483
|
+
) # Fetching the appropriate scoring function
|
360
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|
if score_func:
|
361
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|
try:
|
362
|
-
y_pred = clf.predict(
|
486
|
+
y_pred = clf.predict(x_test)
|
363
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|
cv_test_scores[metric] = score_func(y_test, y_pred)
|
364
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|
except Exception as e:
|
365
|
-
cv_test_scores[metric] = float(
|
489
|
+
cv_test_scores[metric] = float("nan")
|
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|
|
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|
# Combine results
|
368
|
-
results = {
|
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|
-
'cv_train_scores': cv_train_scores,
|
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|
-
'cv_test_scores': cv_test_scores
|
371
|
-
}
|
492
|
+
results = {"cv_train_scores": cv_train_scores, "cv_test_scores": cv_test_scores}
|
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|
return results
|
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|
|
374
|
-
|
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|
+
|
496
|
+
def get_models(
|
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random_state=1,
|
376
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|
cls=[
|
377
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|
"lasso",
|
@@ -383,25 +505,36 @@ def get_classifiers(
|
|
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"Support Vector Machine(svm)",
|
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|
"naive bayes",
|
385
507
|
"Linear Discriminant Analysis (lda)",
|
386
|
-
"adaboost",
|
508
|
+
"adaboost",
|
509
|
+
"DecisionTree",
|
510
|
+
"KNeighbors",
|
511
|
+
"Bagging",
|
387
512
|
],
|
388
513
|
):
|
389
514
|
from sklearn.ensemble import (
|
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|
RandomForestClassifier,
|
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516
|
GradientBoostingClassifier,
|
392
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|
AdaBoostClassifier,
|
393
|
-
BaggingClassifier
|
518
|
+
BaggingClassifier,
|
394
519
|
)
|
395
520
|
from sklearn.svm import SVC
|
396
|
-
from sklearn.linear_model import
|
521
|
+
from sklearn.linear_model import (
|
522
|
+
LogisticRegression,
|
523
|
+
Lasso,
|
524
|
+
RidgeClassifierCV,
|
525
|
+
ElasticNet,
|
526
|
+
)
|
397
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|
from sklearn.naive_bayes import GaussianNB
|
398
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|
from sklearn.discriminant_analysis import LinearDiscriminantAnalysis
|
399
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|
import xgboost as xgb
|
400
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|
from sklearn.tree import DecisionTreeClassifier
|
401
531
|
from sklearn.neighbors import KNeighborsClassifier
|
532
|
+
|
402
533
|
res_cls = {}
|
403
|
-
|
404
|
-
"Lasso": LogisticRegression(
|
534
|
+
model_all = {
|
535
|
+
"Lasso": LogisticRegression(
|
536
|
+
penalty="l1", solver="saga", random_state=random_state
|
537
|
+
),
|
405
538
|
"Ridge": RidgeClassifierCV(),
|
406
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|
"Elastic Net (Enet)": ElasticNet(random_state=random_state),
|
407
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|
"Gradient Boosting": GradientBoostingClassifier(random_state=random_state),
|
@@ -411,23 +544,25 @@ def get_classifiers(
|
|
411
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|
"Naive Bayes": GaussianNB(),
|
412
545
|
"Linear Discriminant Analysis (LDA)": LinearDiscriminantAnalysis(),
|
413
546
|
"AdaBoost": AdaBoostClassifier(random_state=random_state, algorithm="SAMME"),
|
414
|
-
"DecisionTree":DecisionTreeClassifier(),
|
547
|
+
"DecisionTree": DecisionTreeClassifier(),
|
415
548
|
"KNeighbors": KNeighborsClassifier(n_neighbors=5),
|
416
549
|
"Bagging": BaggingClassifier(),
|
417
550
|
}
|
418
|
-
print("Using default
|
551
|
+
print("Using default models:")
|
419
552
|
for cls_name in cls:
|
420
|
-
cls_name = ips.strcmp(cls_name, list(
|
421
|
-
res_cls[cls_name] =
|
553
|
+
cls_name = ips.strcmp(cls_name, list(model_all.keys()))[0]
|
554
|
+
res_cls[cls_name] = model_all[cls_name]
|
422
555
|
print(f"- {cls_name}")
|
423
556
|
return res_cls
|
424
557
|
|
558
|
+
|
425
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|
def get_features(
|
426
|
-
X: pd.DataFrame,
|
427
|
-
y: pd.Series,
|
560
|
+
X: Union[pd.DataFrame, np.ndarray], # n_samples X n_features
|
561
|
+
y: Union[pd.Series, np.ndarray, list], # n_samples X n_features
|
428
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|
test_size: float = 0.2,
|
429
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|
random_state: int = 1,
|
430
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|
n_features: int = 10,
|
565
|
+
fill_missing=True,
|
431
566
|
rf_params: Optional[Dict] = None,
|
432
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|
rfe_params: Optional[Dict] = None,
|
433
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|
lasso_params: Optional[Dict] = None,
|
@@ -439,167 +574,327 @@ def get_features(
|
|
439
574
|
dt_params: Optional[Dict] = None,
|
440
575
|
bagging_params: Optional[Dict] = None,
|
441
576
|
knn_params: Optional[Dict] = None,
|
442
|
-
cls: list=[
|
443
|
-
"lasso",
|
444
|
-
"
|
445
|
-
"Elastic Net(Enet)",
|
446
|
-
"gradient Boosting",
|
447
|
-
"Random forest (rf)",
|
448
|
-
"XGBoost (xgb)",
|
449
|
-
"Support Vector Machine(svm)",
|
450
|
-
"naive bayes",
|
451
|
-
"Linear Discriminant Analysis (lda)",
|
452
|
-
"adaboost","DecisionTree","KNeighbors","Bagging"
|
453
|
-
],
|
577
|
+
cls: list = [
|
578
|
+
"lasso","ridge","Elastic Net(Enet)","gradient Boosting","Random forest (rf)","XGBoost (xgb)","Support Vector Machine(svm)",
|
579
|
+
"naive bayes","Linear Discriminant Analysis (lda)","adaboost","DecisionTree","KNeighbors","Bagging"],
|
454
580
|
metrics: Optional[List[str]] = None,
|
455
581
|
cv_folds: int = 5,
|
456
|
-
strict:bool=False,
|
457
|
-
n_shared:int=2,
|
582
|
+
strict: bool = False,
|
583
|
+
n_shared: int = 2, # 只要有两个方法有重合,就纳入common genes
|
458
584
|
use_selected_features: bool = True,
|
459
585
|
) -> dict:
|
460
586
|
"""
|
461
|
-
Master function to perform feature selection and validate
|
587
|
+
Master function to perform feature selection and validate models.
|
462
588
|
"""
|
589
|
+
from sklearn.compose import ColumnTransformer
|
590
|
+
from sklearn.preprocessing import StandardScaler, OneHotEncoder
|
591
|
+
|
592
|
+
# Ensure X and y are DataFrames/Series for consistency
|
593
|
+
if isinstance(X, np.ndarray):
|
594
|
+
X = pd.DataFrame(X)
|
595
|
+
if isinstance(y, (np.ndarray, list)):
|
596
|
+
y = pd.Series(y)
|
597
|
+
|
598
|
+
# fill na
|
599
|
+
if fill_missing:
|
600
|
+
ips.df_fillna(data=X,method='knn',inplace=True,axis=0)
|
601
|
+
|
602
|
+
# rm missing values
|
603
|
+
X.dropna(inplace=True)
|
604
|
+
y.dropna(inplace=True)
|
605
|
+
y = y.loc[X.index] # Align y with X after dropping rows with missing values in X
|
606
|
+
|
607
|
+
if X.shape[0] != len(y):
|
608
|
+
raise ValueError("X and y must have the same number of samples (rows).")
|
609
|
+
|
610
|
+
# #! # Check for non-numeric columns in X and apply one-hot encoding if needed
|
611
|
+
# Check if any column in X is non-numeric
|
612
|
+
if any(not np.issubdtype(dtype, np.number) for dtype in X.dtypes):
|
613
|
+
X = pd.get_dummies(X, drop_first=True)
|
614
|
+
print(X.shape)
|
615
|
+
|
616
|
+
# #!alternative: # Identify categorical and numerical columns
|
617
|
+
# categorical_cols = X.select_dtypes(include=["object", "category"]).columns
|
618
|
+
# numerical_cols = X.select_dtypes(include=["number"]).columns
|
619
|
+
|
620
|
+
# # Define preprocessing pipeline
|
621
|
+
# preprocessor = ColumnTransformer(
|
622
|
+
# transformers=[
|
623
|
+
# ("num", StandardScaler(), numerical_cols),
|
624
|
+
# ("cat", OneHotEncoder(drop="first", handle_unknown="ignore"), categorical_cols),
|
625
|
+
# ]
|
626
|
+
# )
|
627
|
+
# # Preprocess the data
|
628
|
+
# X = preprocessor.fit_transform(X)
|
629
|
+
|
463
630
|
# Split data into training and test sets
|
464
|
-
|
631
|
+
x_train, x_test, y_train, y_test = train_test_split(
|
465
632
|
X, y, test_size=test_size, random_state=random_state
|
466
633
|
)
|
467
634
|
# Standardize features
|
468
635
|
scaler = StandardScaler()
|
469
|
-
|
470
|
-
|
471
|
-
|
636
|
+
x_train_scaled = scaler.fit_transform(x_train)
|
637
|
+
x_test_scaled = scaler.transform(x_test)
|
638
|
+
|
472
639
|
# Convert back to DataFrame for consistency
|
473
|
-
|
474
|
-
|
640
|
+
x_train = pd.DataFrame(x_train_scaled, columns=x_train.columns)
|
641
|
+
x_test = pd.DataFrame(x_test_scaled, columns=x_test.columns)
|
475
642
|
|
476
643
|
rf_defaults = {"n_estimators": 100, "random_state": random_state}
|
477
644
|
rfe_defaults = {"kernel": "linear", "n_features_to_select": n_features}
|
478
645
|
lasso_defaults = {"alphas": np.logspace(-4, 4, 100), "cv": 10}
|
479
646
|
ridge_defaults = {"alphas": np.logspace(-4, 4, 100), "cv": 10}
|
480
647
|
enet_defaults = {"alphas": np.logspace(-4, 4, 100), "cv": 10}
|
481
|
-
xgb_defaults = {
|
648
|
+
xgb_defaults = {
|
649
|
+
"n_estimators": 100,
|
650
|
+
"use_label_encoder": False,
|
651
|
+
"eval_metric": "logloss",
|
652
|
+
"random_state": random_state,
|
653
|
+
}
|
482
654
|
gb_defaults = {"n_estimators": 100, "random_state": random_state}
|
483
655
|
adaboost_defaults = {"n_estimators": 50, "random_state": random_state}
|
484
656
|
dt_defaults = {"max_depth": None, "random_state": random_state}
|
485
657
|
bagging_defaults = {"n_estimators": 50, "random_state": random_state}
|
486
658
|
knn_defaults = {"n_neighbors": 5}
|
487
659
|
rf_params, rfe_params = rf_params or rf_defaults, rfe_params or rfe_defaults
|
488
|
-
lasso_params, ridge_params =
|
660
|
+
lasso_params, ridge_params = (
|
661
|
+
lasso_params or lasso_defaults,
|
662
|
+
ridge_params or ridge_defaults,
|
663
|
+
)
|
489
664
|
enet_params, xgb_params = enet_params or enet_defaults, xgb_params or xgb_defaults
|
490
|
-
gb_params, adaboost_params =
|
665
|
+
gb_params, adaboost_params = (
|
666
|
+
gb_params or gb_defaults,
|
667
|
+
adaboost_params or adaboost_defaults,
|
668
|
+
)
|
491
669
|
dt_params = dt_params or dt_defaults
|
492
670
|
bagging_params = bagging_params or bagging_defaults
|
493
671
|
knn_params = knn_params or knn_defaults
|
494
672
|
|
495
|
-
cls_
|
496
|
-
|
497
|
-
|
673
|
+
cls_ = [
|
674
|
+
"lasso",
|
675
|
+
"ridge",
|
676
|
+
"Elastic Net(Enet)",
|
677
|
+
"Gradient Boosting",
|
678
|
+
"Random Forest (rf)",
|
679
|
+
"XGBoost (xgb)",
|
680
|
+
"Support Vector Machine(svm)",
|
681
|
+
"Naive Bayes",
|
682
|
+
"Linear Discriminant Analysis (lda)",
|
683
|
+
"adaboost",
|
684
|
+
]
|
685
|
+
cls = [ips.strcmp(i, cls_)[0] for i in cls]
|
498
686
|
|
499
687
|
# Lasso Feature Selection
|
500
|
-
lasso_importances =
|
501
|
-
|
502
|
-
|
503
|
-
|
504
|
-
|
688
|
+
lasso_importances = (
|
689
|
+
features_lasso(x_train, y_train, lasso_params)
|
690
|
+
if "lasso" in cls
|
691
|
+
else pd.DataFrame()
|
692
|
+
)
|
693
|
+
lasso_selected_features = (
|
694
|
+
lasso_importances.head(n_features)["feature"].values if "lasso" in cls else []
|
695
|
+
)
|
696
|
+
# Ridge
|
697
|
+
ridge_importances = (
|
698
|
+
features_ridge(x_train, y_train, ridge_params)
|
699
|
+
if "ridge" in cls
|
700
|
+
else pd.DataFrame()
|
701
|
+
)
|
702
|
+
selected_ridge_features = (
|
703
|
+
ridge_importances.head(n_features)["feature"].values if "ridge" in cls else []
|
704
|
+
)
|
505
705
|
# Elastic Net
|
506
|
-
enet_importances=
|
507
|
-
|
508
|
-
|
509
|
-
|
510
|
-
|
511
|
-
|
512
|
-
|
513
|
-
|
706
|
+
enet_importances = (
|
707
|
+
features_enet(x_train, y_train, enet_params)
|
708
|
+
if "Enet" in cls
|
709
|
+
else pd.DataFrame()
|
710
|
+
)
|
711
|
+
selected_enet_features = (
|
712
|
+
enet_importances.head(n_features)["feature"].values if "Enet" in cls else []
|
713
|
+
)
|
714
|
+
# Random Forest Feature Importance
|
715
|
+
rf_importances = (
|
716
|
+
features_rf(x_train, y_train, rf_params)
|
717
|
+
if "Random Forest" in cls
|
718
|
+
else pd.DataFrame()
|
719
|
+
)
|
720
|
+
top_rf_features = (
|
721
|
+
rf_importances.head(n_features)["feature"].values
|
722
|
+
if "Random Forest" in cls
|
723
|
+
else []
|
724
|
+
)
|
725
|
+
# Gradient Boosting Feature Importance
|
726
|
+
gb_importances = (
|
727
|
+
features_gradient_boosting(x_train, y_train, gb_params)
|
728
|
+
if "Gradient Boosting" in cls
|
729
|
+
else pd.DataFrame()
|
730
|
+
)
|
731
|
+
top_gb_features = (
|
732
|
+
gb_importances.head(n_features)["feature"].values
|
733
|
+
if "Gradient Boosting" in cls
|
734
|
+
else []
|
735
|
+
)
|
514
736
|
# xgb
|
515
|
-
xgb_importances =
|
516
|
-
|
517
|
-
|
518
|
-
|
519
|
-
|
737
|
+
xgb_importances = (
|
738
|
+
features_xgb(x_train, y_train, xgb_params) if "xgb" in cls else pd.DataFrame()
|
739
|
+
)
|
740
|
+
top_xgb_features = (
|
741
|
+
xgb_importances.head(n_features)["feature"].values if "xgb" in cls else []
|
742
|
+
)
|
743
|
+
|
744
|
+
# SVM with RFE
|
745
|
+
selected_svm_features = (
|
746
|
+
features_svm(x_train, y_train, rfe_params) if "svm" in cls else []
|
747
|
+
)
|
520
748
|
# Naive Bayes
|
521
|
-
selected_naive_bayes_features=
|
749
|
+
selected_naive_bayes_features = (
|
750
|
+
features_naive_bayes(x_train, y_train) if "Naive Bayes" in cls else []
|
751
|
+
)
|
522
752
|
# lda: linear discriminant analysis
|
523
|
-
lda_importances=features_lda(
|
524
|
-
selected_lda_features=
|
525
|
-
|
526
|
-
|
527
|
-
|
753
|
+
lda_importances = features_lda(x_train, y_train) if "lda" in cls else pd.DataFrame()
|
754
|
+
selected_lda_features = (
|
755
|
+
lda_importances.head(n_features)["feature"].values if "lda" in cls else []
|
756
|
+
)
|
757
|
+
# AdaBoost Feature Importance
|
758
|
+
adaboost_importances = (
|
759
|
+
features_adaboost(x_train, y_train, adaboost_params)
|
760
|
+
if "AdaBoost" in cls
|
761
|
+
else pd.DataFrame()
|
762
|
+
)
|
763
|
+
top_adaboost_features = (
|
764
|
+
adaboost_importances.head(n_features)["feature"].values
|
765
|
+
if "AdaBoost" in cls
|
766
|
+
else []
|
767
|
+
)
|
528
768
|
# Decision Tree Feature Importance
|
529
|
-
dt_importances =
|
530
|
-
|
769
|
+
dt_importances = (
|
770
|
+
features_decision_tree(x_train, y_train, dt_params)
|
771
|
+
if "Decision Tree" in cls
|
772
|
+
else pd.DataFrame()
|
773
|
+
)
|
774
|
+
top_dt_features = (
|
775
|
+
dt_importances.head(n_features)["feature"].values
|
776
|
+
if "Decision Tree" in cls
|
777
|
+
else []
|
778
|
+
)
|
531
779
|
# Bagging Feature Importance
|
532
|
-
bagging_importances =
|
533
|
-
|
780
|
+
bagging_importances = (
|
781
|
+
features_bagging(x_train, y_train, bagging_params)
|
782
|
+
if "Bagging" in cls
|
783
|
+
else pd.DataFrame()
|
784
|
+
)
|
785
|
+
top_bagging_features = (
|
786
|
+
bagging_importances.head(n_features)["feature"].values
|
787
|
+
if "Bagging" in cls
|
788
|
+
else []
|
789
|
+
)
|
534
790
|
# KNN Feature Importance via Permutation
|
535
|
-
knn_importances =
|
536
|
-
|
791
|
+
knn_importances = (
|
792
|
+
features_knn(x_train, y_train, knn_params) if "KNN" in cls else pd.DataFrame()
|
793
|
+
)
|
794
|
+
top_knn_features = (
|
795
|
+
knn_importances.head(n_features)["feature"].values if "KNN" in cls else []
|
796
|
+
)
|
537
797
|
|
538
798
|
#! Find common features
|
539
|
-
common_features = ips.shared(
|
540
|
-
|
541
|
-
|
542
|
-
|
543
|
-
|
544
|
-
|
545
|
-
|
799
|
+
common_features = ips.shared(
|
800
|
+
lasso_selected_features,
|
801
|
+
selected_ridge_features,
|
802
|
+
selected_enet_features,
|
803
|
+
top_rf_features,
|
804
|
+
top_gb_features,
|
805
|
+
top_xgb_features,
|
806
|
+
selected_svm_features,
|
807
|
+
selected_naive_bayes_features,
|
808
|
+
selected_lda_features,
|
809
|
+
top_adaboost_features,
|
810
|
+
top_dt_features,
|
811
|
+
top_bagging_features,
|
812
|
+
top_knn_features,
|
813
|
+
strict=strict,
|
814
|
+
n_shared=n_shared,
|
815
|
+
verbose=False
|
816
|
+
)
|
546
817
|
|
547
818
|
# Use selected features or all features for model validation
|
548
|
-
|
549
|
-
|
819
|
+
x_train_selected = (
|
820
|
+
x_train[list(common_features)] if use_selected_features else x_train
|
821
|
+
)
|
822
|
+
x_test_selected = x_test[list(common_features)] if use_selected_features else x_test
|
550
823
|
|
551
824
|
if metrics is None:
|
552
|
-
metrics = ["accuracy", "precision", "recall", "f1", "roc_auc"]
|
825
|
+
metrics = ["accuracy", "precision", "recall", "f1", "roc_auc"]
|
553
826
|
|
554
827
|
# Prepare results DataFrame for selected features
|
555
|
-
features_df = pd.DataFrame(
|
556
|
-
|
557
|
-
|
558
|
-
|
559
|
-
|
560
|
-
|
561
|
-
|
562
|
-
|
563
|
-
|
564
|
-
|
565
|
-
|
566
|
-
|
567
|
-
|
568
|
-
|
569
|
-
|
570
|
-
|
571
|
-
|
572
|
-
|
573
|
-
|
574
|
-
|
575
|
-
|
576
|
-
|
828
|
+
features_df = pd.DataFrame(
|
829
|
+
{
|
830
|
+
"type": ["Lasso"] * len(lasso_selected_features)
|
831
|
+
+ ["Ridge"] * len(selected_ridge_features)
|
832
|
+
+ ["Random Forest"] * len(top_rf_features)
|
833
|
+
+ ["Gradient Boosting"] * len(top_gb_features)
|
834
|
+
+ ["Enet"] * len(selected_enet_features)
|
835
|
+
+ ["xgb"] * len(top_xgb_features)
|
836
|
+
+ ["SVM"] * len(selected_svm_features)
|
837
|
+
+ ["Naive Bayes"] * len(selected_naive_bayes_features)
|
838
|
+
+ ["Linear Discriminant Analysis"] * len(selected_lda_features)
|
839
|
+
+ ["AdaBoost"] * len(top_adaboost_features)
|
840
|
+
+ ["Decision Tree"] * len(top_dt_features)
|
841
|
+
+ ["Bagging"] * len(top_bagging_features)
|
842
|
+
+ ["KNN"] * len(top_knn_features),
|
843
|
+
"feature": np.concatenate(
|
844
|
+
[
|
845
|
+
lasso_selected_features,
|
846
|
+
selected_ridge_features,
|
847
|
+
top_rf_features,
|
848
|
+
top_gb_features,
|
849
|
+
selected_enet_features,
|
850
|
+
top_xgb_features,
|
851
|
+
selected_svm_features,
|
852
|
+
selected_naive_bayes_features,
|
853
|
+
selected_lda_features,
|
854
|
+
top_adaboost_features,
|
855
|
+
top_dt_features,
|
856
|
+
top_bagging_features,
|
857
|
+
top_knn_features,
|
858
|
+
]
|
859
|
+
),
|
860
|
+
}
|
861
|
+
)
|
577
862
|
|
578
863
|
#! Validate trained each classifier
|
579
|
-
|
580
|
-
cv_train_results,cv_test_results = [],[]
|
581
|
-
for name, clf in
|
582
|
-
if not
|
583
|
-
cv_scores=validate_classifier(
|
584
|
-
|
585
|
-
|
586
|
-
|
587
|
-
|
588
|
-
|
589
|
-
|
864
|
+
models = get_models(random_state=random_state, cls=cls)
|
865
|
+
cv_train_results, cv_test_results = [], []
|
866
|
+
for name, clf in models.items():
|
867
|
+
if not x_train_selected.empty:
|
868
|
+
cv_scores = validate_classifier(
|
869
|
+
clf,
|
870
|
+
x_train_selected,
|
871
|
+
y_train,
|
872
|
+
x_test_selected,
|
873
|
+
y_test,
|
874
|
+
metrics=metrics,
|
875
|
+
cv_folds=cv_folds,
|
876
|
+
)
|
590
877
|
|
591
878
|
cv_train_score_df = pd.DataFrame(cv_scores["cv_train_scores"], index=[name])
|
592
879
|
cv_test_score_df = pd.DataFrame(cv_scores["cv_test_scores"], index=[name])
|
593
880
|
cv_train_results.append(cv_train_score_df)
|
594
881
|
cv_test_results.append(cv_test_score_df)
|
595
|
-
if all([cv_train_results,
|
596
|
-
cv_train_results_df =
|
597
|
-
|
882
|
+
if all([cv_train_results, cv_test_results]):
|
883
|
+
cv_train_results_df = (
|
884
|
+
pd.concat(cv_train_results)
|
885
|
+
.reset_index()
|
886
|
+
.rename(columns={"index": "Classifier"})
|
887
|
+
)
|
888
|
+
cv_test_results_df = (
|
889
|
+
pd.concat(cv_test_results)
|
890
|
+
.reset_index()
|
891
|
+
.rename(columns={"index": "Classifier"})
|
892
|
+
)
|
598
893
|
#! Store results in the main results dictionary
|
599
894
|
results = {
|
600
895
|
"selected_features": features_df,
|
601
896
|
"cv_train_scores": cv_train_results_df,
|
602
|
-
"cv_test_scores": cv_test_results_df,
|
897
|
+
"cv_test_scores": rank_models(cv_test_results_df),
|
603
898
|
"common_features": list(common_features),
|
604
899
|
}
|
605
900
|
else:
|
@@ -611,71 +906,75 @@ def get_features(
|
|
611
906
|
}
|
612
907
|
print(f"Warning: 没有找到共同的genes, when n_shared={n_shared}")
|
613
908
|
return results
|
909
|
+
|
910
|
+
|
614
911
|
#! # usage:
|
615
912
|
# # Get features and common features
|
616
913
|
# results = get_features(X, y)
|
617
914
|
# common_features = results["common_features"]
|
618
915
|
def validate_features(
|
619
|
-
|
916
|
+
x_train: pd.DataFrame,
|
620
917
|
y_train: pd.Series,
|
621
|
-
|
918
|
+
x_true: pd.DataFrame,
|
622
919
|
y_true: pd.Series,
|
623
|
-
common_features:set=None,
|
624
|
-
|
920
|
+
common_features: set = None,
|
921
|
+
models: Optional[Dict[str, Any]] = None,
|
625
922
|
metrics: Optional[list] = None,
|
626
923
|
random_state: int = 1,
|
627
924
|
smote: bool = False,
|
925
|
+
n_jobs:int = -1,
|
628
926
|
plot_: bool = True,
|
629
927
|
class_weight: str = "balanced",
|
630
928
|
) -> dict:
|
631
929
|
"""
|
632
|
-
Validate
|
930
|
+
Validate models using selected features on the validation dataset.
|
633
931
|
|
634
932
|
Parameters:
|
635
|
-
-
|
933
|
+
- x_train (pd.DataFrame): Training feature dataset.
|
636
934
|
- y_train (pd.Series): Training target variable.
|
637
|
-
-
|
935
|
+
- x_true (pd.DataFrame): Validation feature dataset.
|
638
936
|
- y_true (pd.Series): Validation target variable.
|
639
937
|
- common_features (set): Set of common features to use for validation.
|
640
|
-
-
|
938
|
+
- models (dict, optional): Dictionary of models to validate.
|
641
939
|
- metrics (list, optional): List of metrics to compute.
|
642
940
|
- random_state (int): Random state for reproducibility.
|
643
941
|
- plot_ (bool): Option to plot metrics (to be implemented if needed).
|
644
942
|
- class_weight (str or dict): Class weights to handle imbalance.
|
645
943
|
|
646
944
|
"""
|
647
|
-
|
945
|
+
from tqdm import tqdm
|
648
946
|
# Ensure common features are selected
|
649
|
-
common_features = ips.shared(common_features,
|
650
|
-
X_train.columns,
|
651
|
-
X_true.columns,
|
652
|
-
strict=True)
|
947
|
+
common_features = ips.shared(common_features, x_train.columns, x_true.columns, strict=True,verbose=False)
|
653
948
|
|
654
949
|
# Filter the training and validation datasets for the common features
|
655
|
-
|
656
|
-
|
950
|
+
x_train_selected = x_train[common_features]
|
951
|
+
x_true_selected = x_true[common_features]
|
657
952
|
|
658
|
-
if not
|
659
|
-
raise ValueError(
|
660
|
-
|
661
|
-
|
953
|
+
if not x_true_selected.index.equals(y_true.index):
|
954
|
+
raise ValueError(
|
955
|
+
"Index mismatch between validation features and target. Ensure data alignment."
|
956
|
+
)
|
957
|
+
|
958
|
+
y_true = y_true.loc[x_true_selected.index]
|
662
959
|
|
663
960
|
# Handle class imbalance using SMOTE
|
664
961
|
if smote:
|
665
|
-
if
|
962
|
+
if (
|
963
|
+
y_train.value_counts(normalize=True).max() < 0.8
|
964
|
+
): # Threshold to decide if data is imbalanced
|
666
965
|
smote = SMOTE(random_state=random_state)
|
667
|
-
|
668
|
-
|
966
|
+
x_train_resampled, y_train_resampled = smote.fit_resample(
|
967
|
+
x_train_selected, y_train
|
669
968
|
)
|
670
969
|
else:
|
671
970
|
# skip SMOTE
|
672
|
-
|
971
|
+
x_train_resampled, y_train_resampled = x_train_selected, y_train
|
673
972
|
else:
|
674
|
-
|
973
|
+
x_train_resampled, y_train_resampled = x_train_selected, y_train
|
675
974
|
|
676
|
-
# Default
|
677
|
-
if
|
678
|
-
|
975
|
+
# Default models if not provided
|
976
|
+
if models is None:
|
977
|
+
models = {
|
679
978
|
"Random Forest": RandomForestClassifier(
|
680
979
|
class_weight=class_weight, random_state=random_state
|
681
980
|
),
|
@@ -684,86 +983,107 @@ def validate_features(
|
|
684
983
|
class_weight=class_weight, random_state=random_state
|
685
984
|
),
|
686
985
|
"Gradient Boosting": GradientBoostingClassifier(random_state=random_state),
|
687
|
-
"AdaBoost": AdaBoostClassifier(
|
688
|
-
|
689
|
-
|
690
|
-
"
|
691
|
-
|
986
|
+
"AdaBoost": AdaBoostClassifier(
|
987
|
+
random_state=random_state, algorithm="SAMME"
|
988
|
+
),
|
989
|
+
"Lasso": LogisticRegression(
|
990
|
+
penalty="l1", solver="saga", random_state=random_state
|
991
|
+
),
|
992
|
+
"Ridge": LogisticRegression(
|
993
|
+
penalty="l2", solver="saga", random_state=random_state
|
994
|
+
),
|
995
|
+
"Elastic Net": LogisticRegression(
|
996
|
+
penalty="elasticnet",
|
997
|
+
solver="saga",
|
998
|
+
l1_ratio=0.5,
|
999
|
+
random_state=random_state,
|
1000
|
+
),
|
1001
|
+
"XGBoost": xgb.XGBClassifier(eval_metric="logloss"
|
1002
|
+
),
|
692
1003
|
"Naive Bayes": GaussianNB(),
|
693
|
-
"LDA": LinearDiscriminantAnalysis()
|
1004
|
+
"LDA": LinearDiscriminantAnalysis(),
|
694
1005
|
}
|
695
1006
|
|
696
|
-
# Hyperparameter grids for tuning
|
1007
|
+
# Hyperparameter grids for tuning
|
697
1008
|
param_grids = {
|
698
1009
|
"Random Forest": {
|
699
|
-
|
700
|
-
|
701
|
-
|
702
|
-
|
703
|
-
|
1010
|
+
"n_estimators": [100, 200, 300, 400, 500],
|
1011
|
+
"max_depth": [None, 3, 5, 10, 20],
|
1012
|
+
"min_samples_split": [2, 5, 10],
|
1013
|
+
"min_samples_leaf": [1, 2, 4],
|
1014
|
+
"class_weight": [None, "balanced"],
|
704
1015
|
},
|
705
1016
|
"SVM": {
|
706
|
-
|
707
|
-
|
708
|
-
|
1017
|
+
"C": [0.01, 0.1, 1, 10, 100, 1000],
|
1018
|
+
"gamma": [0.001, 0.01, 0.1, "scale", "auto"],
|
1019
|
+
"kernel": ["linear", "rbf", "poly"],
|
709
1020
|
},
|
710
1021
|
"Logistic Regression": {
|
711
|
-
|
712
|
-
|
713
|
-
|
714
|
-
|
1022
|
+
"C": [0.01, 0.1, 1, 10, 100],
|
1023
|
+
"solver": ["liblinear", "saga", "newton-cg", "lbfgs"],
|
1024
|
+
"penalty": ["l1", "l2"],
|
1025
|
+
"max_iter": [100, 200, 300],
|
715
1026
|
},
|
716
1027
|
"Gradient Boosting": {
|
717
|
-
|
718
|
-
|
719
|
-
|
720
|
-
|
1028
|
+
"n_estimators": [100, 200, 300, 400, 500],
|
1029
|
+
"learning_rate": np.logspace(-3, 0, 4),
|
1030
|
+
"max_depth": [3, 5, 7, 9],
|
1031
|
+
"min_samples_split": [2, 5, 10],
|
721
1032
|
},
|
722
1033
|
"AdaBoost": {
|
723
|
-
|
724
|
-
|
725
|
-
},
|
726
|
-
"Lasso": {
|
727
|
-
'C': np.logspace(-3, 1, 10),
|
728
|
-
'max_iter': [100, 200, 300]
|
729
|
-
},
|
730
|
-
"Ridge": {
|
731
|
-
'C': np.logspace(-3, 1, 10),
|
732
|
-
'max_iter': [100, 200, 300]
|
1034
|
+
"n_estimators": [50, 100, 200, 300, 500],
|
1035
|
+
"learning_rate": np.logspace(-3, 0, 4),
|
733
1036
|
},
|
1037
|
+
"Lasso": {"C": np.logspace(-3, 1, 10), "max_iter": [100, 200, 300]},
|
1038
|
+
"Ridge": {"C": np.logspace(-3, 1, 10), "max_iter": [100, 200, 300]},
|
734
1039
|
"Elastic Net": {
|
735
|
-
|
736
|
-
|
737
|
-
|
1040
|
+
"C": np.logspace(-3, 1, 10),
|
1041
|
+
"l1_ratio": [0.1, 0.5, 0.9],
|
1042
|
+
"max_iter": [100, 200, 300],
|
738
1043
|
},
|
739
1044
|
"XGBoost": {
|
740
|
-
|
741
|
-
|
742
|
-
|
743
|
-
|
744
|
-
|
1045
|
+
"n_estimators": [100, 200],
|
1046
|
+
"max_depth": [3, 5, 7],
|
1047
|
+
"learning_rate": [0.01, 0.1, 0.2],
|
1048
|
+
"subsample": [0.8, 1.0],
|
1049
|
+
"colsample_bytree": [0.8, 1.0],
|
745
1050
|
},
|
746
1051
|
"Naive Bayes": {},
|
747
|
-
"LDA": {
|
748
|
-
'solver': ['svd', 'lsqr', 'eigen']
|
749
|
-
}
|
1052
|
+
"LDA": {"solver": ["svd", "lsqr", "eigen"]},
|
750
1053
|
}
|
751
1054
|
# Default metrics if not provided
|
752
1055
|
if metrics is None:
|
753
|
-
metrics = [
|
1056
|
+
metrics = [
|
1057
|
+
"accuracy",
|
1058
|
+
"precision",
|
1059
|
+
"recall",
|
1060
|
+
"f1",
|
1061
|
+
"roc_auc",
|
1062
|
+
"mcc",
|
1063
|
+
"specificity",
|
1064
|
+
"balanced_accuracy",
|
1065
|
+
"pr_auc",
|
1066
|
+
]
|
754
1067
|
|
755
1068
|
results = {}
|
756
1069
|
|
757
1070
|
# Validate each classifier with GridSearchCV
|
758
|
-
for name, clf in
|
1071
|
+
for name, clf in tqdm(
|
1072
|
+
models.items(),
|
1073
|
+
desc="for metric in metrics",
|
1074
|
+
colour="green",
|
1075
|
+
bar_format="{l_bar}{bar} {n_fmt}/{total_fmt}",
|
1076
|
+
):
|
759
1077
|
print(f"\nValidating {name} on the validation dataset:")
|
760
1078
|
|
761
1079
|
# Check if `predict_proba` method exists; if not, use CalibratedClassifierCV
|
762
1080
|
# 没有predict_proba的分类器,使用 CalibratedClassifierCV 可以获得校准的概率估计。此外,为了使代码更灵活,我们可以在创建分类器
|
763
1081
|
# 时检查 predict_proba 方法是否存在,如果不存在且用户希望计算 roc_auc 或 pr_auc,则启用 CalibratedClassifierCV
|
764
1082
|
if not hasattr(clf, "predict_proba"):
|
765
|
-
print(
|
766
|
-
|
1083
|
+
print(
|
1084
|
+
f"Using CalibratedClassifierCV for {name} due to lack of probability estimates."
|
1085
|
+
)
|
1086
|
+
calibrated_clf = CalibratedClassifierCV(clf, method="sigmoid", cv="prefit")
|
767
1087
|
else:
|
768
1088
|
calibrated_clf = clf
|
769
1089
|
# Stratified K-Fold for cross-validation
|
@@ -771,28 +1091,30 @@ def validate_features(
|
|
771
1091
|
|
772
1092
|
# Create GridSearchCV object
|
773
1093
|
gs = GridSearchCV(
|
774
|
-
estimator=
|
1094
|
+
estimator=calibrated_clf,
|
775
1095
|
param_grid=param_grids[name],
|
776
1096
|
scoring="roc_auc", # Optimize for ROC AUC
|
777
1097
|
cv=skf, # Stratified K-Folds cross-validation
|
778
|
-
n_jobs
|
1098
|
+
n_jobs=n_jobs,
|
779
1099
|
verbose=1,
|
780
1100
|
)
|
781
1101
|
|
782
1102
|
# Fit the model using GridSearchCV
|
783
|
-
gs.fit(
|
1103
|
+
gs.fit(x_train_resampled, y_train_resampled)
|
784
1104
|
# Best estimator from grid search
|
785
1105
|
best_clf = gs.best_estimator_
|
786
1106
|
# Make predictions on the validation set
|
787
|
-
y_pred = best_clf.predict(
|
1107
|
+
y_pred = best_clf.predict(x_true_selected)
|
788
1108
|
# Calculate probabilities for ROC AUC if possible
|
789
1109
|
if hasattr(best_clf, "predict_proba"):
|
790
|
-
y_pred_proba = best_clf.predict_proba(
|
1110
|
+
y_pred_proba = best_clf.predict_proba(x_true_selected)[:, 1]
|
791
1111
|
elif hasattr(best_clf, "decision_function"):
|
792
1112
|
# If predict_proba is not available, use decision_function (e.g., for SVM)
|
793
|
-
y_pred_proba = best_clf.decision_function(
|
1113
|
+
y_pred_proba = best_clf.decision_function(x_true_selected)
|
794
1114
|
# Ensure y_pred_proba is within 0 and 1 bounds
|
795
|
-
y_pred_proba = (y_pred_proba - y_pred_proba.min()) / (
|
1115
|
+
y_pred_proba = (y_pred_proba - y_pred_proba.min()) / (
|
1116
|
+
y_pred_proba.max() - y_pred_proba.min()
|
1117
|
+
)
|
796
1118
|
else:
|
797
1119
|
y_pred_proba = None # No probability output for certain models
|
798
1120
|
|
@@ -802,11 +1124,15 @@ def validate_features(
|
|
802
1124
|
if metric == "accuracy":
|
803
1125
|
validation_scores[metric] = accuracy_score(y_true, y_pred)
|
804
1126
|
elif metric == "precision":
|
805
|
-
validation_scores[metric] = precision_score(
|
1127
|
+
validation_scores[metric] = precision_score(
|
1128
|
+
y_true, y_pred, average="weighted"
|
1129
|
+
)
|
806
1130
|
elif metric == "recall":
|
807
|
-
validation_scores[metric] = recall_score(
|
1131
|
+
validation_scores[metric] = recall_score(
|
1132
|
+
y_true, y_pred, average="weighted"
|
1133
|
+
)
|
808
1134
|
elif metric == "f1":
|
809
|
-
validation_scores[metric] = f1_score(y_true, y_pred, average=
|
1135
|
+
validation_scores[metric] = f1_score(y_true, y_pred, average="weighted")
|
810
1136
|
elif metric == "roc_auc" and y_pred_proba is not None:
|
811
1137
|
validation_scores[metric] = roc_auc_score(y_true, y_pred_proba)
|
812
1138
|
elif metric == "mcc":
|
@@ -816,32 +1142,35 @@ def validate_features(
|
|
816
1142
|
validation_scores[metric] = tn / (tn + fp) # Specificity calculation
|
817
1143
|
elif metric == "balanced_accuracy":
|
818
1144
|
validation_scores[metric] = balanced_accuracy_score(y_true, y_pred)
|
819
|
-
elif metric == "pr_auc"
|
1145
|
+
elif metric == "pr_auc" and y_pred_proba is not None:
|
820
1146
|
precision, recall, _ = precision_recall_curve(y_true, y_pred_proba)
|
821
|
-
validation_scores[metric] = average_precision_score(
|
822
|
-
|
1147
|
+
validation_scores[metric] = average_precision_score(
|
1148
|
+
y_true, y_pred_proba
|
1149
|
+
)
|
1150
|
+
|
823
1151
|
# Calculate ROC curve
|
824
|
-
#https://scikit-learn.org/stable/auto_examples/model_selection/plot_roc.html
|
1152
|
+
# https://scikit-learn.org/stable/auto_examples/model_selection/plot_roc.html
|
825
1153
|
if y_pred_proba is not None:
|
826
1154
|
# fpr, tpr, roc_auc = dict(), dict(), dict()
|
827
1155
|
fpr, tpr, _ = roc_curve(y_true, y_pred_proba)
|
828
|
-
lower_ci, upper_ci = cal_auc_ci(y_true, y_pred_proba)
|
829
|
-
roc_auc=auc(fpr, tpr)
|
830
|
-
roc_info={
|
1156
|
+
lower_ci, upper_ci = cal_auc_ci(y_true, y_pred_proba,verbose=False)
|
1157
|
+
roc_auc = auc(fpr, tpr)
|
1158
|
+
roc_info = {
|
831
1159
|
"fpr": fpr.tolist(),
|
832
1160
|
"tpr": tpr.tolist(),
|
833
|
-
"auc":roc_auc,
|
834
|
-
"ci95":(lower_ci, upper_ci)
|
1161
|
+
"auc": roc_auc,
|
1162
|
+
"ci95": (lower_ci, upper_ci),
|
835
1163
|
}
|
836
1164
|
# precision-recall curve
|
837
|
-
precision_, recall_, _
|
1165
|
+
precision_, recall_, _ = precision_recall_curve(y_true, y_pred_proba)
|
838
1166
|
avg_precision_ = average_precision_score(y_true, y_pred_proba)
|
839
|
-
pr_info = {
|
840
|
-
|
841
|
-
|
842
|
-
|
1167
|
+
pr_info = {
|
1168
|
+
"precision": precision_,
|
1169
|
+
"recall": recall_,
|
1170
|
+
"avg_precision": avg_precision_,
|
1171
|
+
}
|
843
1172
|
else:
|
844
|
-
roc_info,pr_info=None,None
|
1173
|
+
roc_info, pr_info = None, None
|
845
1174
|
results[name] = {
|
846
1175
|
"best_params": gs.best_params_,
|
847
1176
|
"scores": validation_scores,
|
@@ -849,24 +1178,93 @@ def validate_features(
|
|
849
1178
|
"pr_curve": pr_info,
|
850
1179
|
"confusion_matrix": confusion_matrix(y_true, y_pred),
|
851
1180
|
}
|
852
|
-
|
1181
|
+
|
853
1182
|
df_results = pd.DataFrame.from_dict(results, orient="index")
|
854
1183
|
|
855
1184
|
return df_results
|
856
1185
|
|
857
|
-
|
858
|
-
|
1186
|
+
|
1187
|
+
#! usage validate_features()
|
1188
|
+
# Validate models using the validation dataset (X_val, y_val)
|
859
1189
|
# validation_results = validate_features(X, y, X_val, y_val, common_features)
|
860
1190
|
|
861
1191
|
# # If you want to access validation scores
|
862
1192
|
# print(validation_results)
|
1193
|
+
def plot_validate_features(res_val):
|
1194
|
+
"""
|
1195
|
+
plot the results of 'validate_features()'
|
1196
|
+
"""
|
1197
|
+
colors = plot.get_color(len(ips.flatten(res_val["pr_curve"].index)))
|
1198
|
+
if res_val.shape[0]>5:
|
1199
|
+
alpha=0
|
1200
|
+
figsize=[8,10]
|
1201
|
+
subplot_layout=[1,2]
|
1202
|
+
ncols=2
|
1203
|
+
bbox_to_anchor=[1.5,0.6]
|
1204
|
+
else:
|
1205
|
+
alpha=0.03
|
1206
|
+
figsize=[10,6]
|
1207
|
+
subplot_layout=[1,1]
|
1208
|
+
ncols=1
|
1209
|
+
bbox_to_anchor=[1,1]
|
1210
|
+
nexttile = plot.subplot(figsize=figsize)
|
1211
|
+
ax = nexttile(subplot_layout[0],subplot_layout[1])
|
1212
|
+
for i, model_name in enumerate(ips.flatten(res_val["pr_curve"].index)):
|
1213
|
+
fpr = res_val["roc_curve"][model_name]["fpr"]
|
1214
|
+
tpr = res_val["roc_curve"][model_name]["tpr"]
|
1215
|
+
(lower_ci, upper_ci) = res_val["roc_curve"][model_name]["ci95"]
|
1216
|
+
mean_auc = res_val["roc_curve"][model_name]["auc"]
|
1217
|
+
plot_roc_curve(
|
1218
|
+
fpr,tpr,mean_auc,lower_ci,upper_ci,model_name=model_name,
|
1219
|
+
lw=1.5,color=colors[i],alpha=alpha,ax=ax)
|
1220
|
+
plot.figsets(sp=2,legend=dict(loc="upper right", ncols=ncols, fontsize=8, bbox_to_anchor=[1.5,0.6],markerscale=0.8))
|
1221
|
+
# plot.split_legend(ax,n=2, loc=["upper left", "lower left"],bbox=[[1,0.5],[1,0.5]],ncols=2,labelcolor="k",fontsize=8)
|
1222
|
+
|
1223
|
+
ax = nexttile(subplot_layout[0],subplot_layout[1])
|
1224
|
+
for i, model_name in enumerate(ips.flatten(res_val["pr_curve"].index)):
|
1225
|
+
plot_pr_curve(
|
1226
|
+
recall=res_val["pr_curve"][model_name]["recall"],
|
1227
|
+
precision=res_val["pr_curve"][model_name]["precision"],
|
1228
|
+
avg_precision=res_val["pr_curve"][model_name]["avg_precision"],
|
1229
|
+
model_name=model_name,
|
1230
|
+
color=colors[i],lw=1.5,alpha=alpha,ax=ax)
|
1231
|
+
plot.figsets(sp=2,legend=dict(loc="upper right", ncols=1, fontsize=8, bbox_to_anchor=[1.5,0.5]))
|
1232
|
+
# plot.split_legend(ax,n=2, loc=["upper left", "lower left"],bbox=[[1,0.5],[1,0.5]],ncols=2,labelcolor="k",fontsize=8)
|
863
1233
|
|
864
|
-
|
865
|
-
|
1234
|
+
def plot_validate_features_single(res_val,figsize=None):
|
1235
|
+
if figsize is None:
|
1236
|
+
nexttile = plot.subplot(len(ips.flatten(res_val["pr_curve"].index)), 3)
|
1237
|
+
else:
|
1238
|
+
nexttile = plot.subplot(len(ips.flatten(res_val["pr_curve"].index)), 3,figsize=figsize)
|
1239
|
+
for model_name in ips.flatten(res_val["pr_curve"].index):
|
1240
|
+
fpr = res_val["roc_curve"][model_name]["fpr"]
|
1241
|
+
tpr = res_val["roc_curve"][model_name]["tpr"]
|
1242
|
+
(lower_ci, upper_ci) = res_val["roc_curve"][model_name]["ci95"]
|
1243
|
+
mean_auc = res_val["roc_curve"][model_name]["auc"]
|
1244
|
+
|
1245
|
+
# Plotting
|
1246
|
+
plot_roc_curve(fpr, tpr, mean_auc, lower_ci, upper_ci, ax=nexttile())
|
1247
|
+
plot.figsets(title=model_name, sp=2)
|
1248
|
+
|
1249
|
+
plot_pr_curve(
|
1250
|
+
recall=res_val["pr_curve"][model_name]["recall"],
|
1251
|
+
precision=res_val["pr_curve"][model_name]["precision"],
|
1252
|
+
avg_precision=res_val["pr_curve"][model_name]["avg_precision"],
|
1253
|
+
model_name=model_name,
|
1254
|
+
ax=nexttile(),
|
1255
|
+
)
|
1256
|
+
plot.figsets(title=model_name, sp=2)
|
1257
|
+
|
1258
|
+
# plot cm
|
1259
|
+
plot_cm(res_val["confusion_matrix"][model_name], ax=nexttile(), normalize=False)
|
1260
|
+
plot.figsets(title=model_name, sp=2)
|
1261
|
+
|
1262
|
+
def cal_auc_ci(y_true, y_pred, n_bootstraps=1000, ci=0.95, random_state=1,verbose=True):
|
866
1263
|
y_true = np.asarray(y_true)
|
867
1264
|
y_pred = np.asarray(y_pred)
|
868
1265
|
bootstrapped_scores = []
|
869
|
-
|
1266
|
+
if verbose:
|
1267
|
+
print("auroc score:", roc_auc_score(y_true, y_pred))
|
870
1268
|
rng = np.random.RandomState(random_state)
|
871
1269
|
for i in range(n_bootstraps):
|
872
1270
|
# bootstrap by sampling with replacement on the prediction indices
|
@@ -887,21 +1285,24 @@ def cal_auc_ci(y_true, y_pred, n_bootstraps=1000, ci=0.95,random_state=1):
|
|
887
1285
|
# Computing the lower and upper bound of the 90% confidence interval
|
888
1286
|
# You can change the bounds percentiles to 0.025 and 0.975 to get
|
889
1287
|
# a 95% confidence interval instead.
|
890
|
-
confidence_lower = sorted_scores[int((1-ci) * len(sorted_scores))]
|
1288
|
+
confidence_lower = sorted_scores[int((1 - ci) * len(sorted_scores))]
|
891
1289
|
confidence_upper = sorted_scores[int(ci * len(sorted_scores))]
|
892
|
-
|
1290
|
+
if verbose:
|
1291
|
+
print(
|
893
1292
|
"Confidence interval for the score: [{:0.3f} - {:0.3}]".format(
|
894
1293
|
confidence_lower, confidence_upper
|
895
1294
|
)
|
896
1295
|
)
|
897
1296
|
return confidence_lower, confidence_upper
|
898
1297
|
|
1298
|
+
|
899
1299
|
def plot_roc_curve(
|
900
1300
|
fpr=None,
|
901
1301
|
tpr=None,
|
902
1302
|
mean_auc=None,
|
903
1303
|
lower_ci=None,
|
904
1304
|
upper_ci=None,
|
1305
|
+
model_name=None,
|
905
1306
|
color="#FF8F00",
|
906
1307
|
lw=2,
|
907
1308
|
alpha=0.1,
|
@@ -913,24 +1314,23 @@ def plot_roc_curve(
|
|
913
1314
|
diagonal_color="0.5",
|
914
1315
|
figsize=(5, 5),
|
915
1316
|
ax=None,
|
916
|
-
**kwargs
|
1317
|
+
**kwargs,
|
917
1318
|
):
|
918
1319
|
if ax is None:
|
919
1320
|
fig, ax = plt.subplots(figsize=figsize)
|
920
1321
|
if mean_auc is not None:
|
1322
|
+
model_name = "ROC curve" if model_name is None else model_name
|
921
1323
|
if ci_display:
|
922
|
-
label = (
|
923
|
-
f"ROC curve (AUC = {mean_auc:.3f})\n95% CI: {lower_ci:.3f} - {upper_ci:.3f}"
|
924
|
-
)
|
1324
|
+
label = f"{model_name} (AUC = {mean_auc:.3f})\n95% CI: {lower_ci:.3f} - {upper_ci:.3f}"
|
925
1325
|
else:
|
926
|
-
label = f"
|
1326
|
+
label = f"{model_name} (AUC = {mean_auc:.3f})"
|
927
1327
|
else:
|
928
1328
|
label = None
|
929
1329
|
|
930
1330
|
# Plot ROC curve and the diagonal reference line
|
931
1331
|
ax.fill_between(fpr, tpr, alpha=alpha, color=color)
|
932
|
-
ax.plot([0, 1], [0, 1], color=diagonal_color, linestyle="--")
|
933
|
-
ax.plot(fpr, tpr, color=color, lw=lw, label=label
|
1332
|
+
ax.plot([0, 1], [0, 1], color=diagonal_color, clip_on=False, linestyle="--")
|
1333
|
+
ax.plot(fpr, tpr, color=color, lw=lw, label=label,clip_on=False, **kwargs)
|
934
1334
|
# Setting plot limits, labels, and title
|
935
1335
|
ax.set_xlim([-0.01, 1.0])
|
936
1336
|
ax.set_ylim([0.0, 1.0])
|
@@ -939,7 +1339,9 @@ def plot_roc_curve(
|
|
939
1339
|
ax.set_title(title)
|
940
1340
|
ax.legend(loc=legend_loc)
|
941
1341
|
return ax
|
942
|
-
|
1342
|
+
|
1343
|
+
|
1344
|
+
# * usage: ml2ls.plot_roc_curve(fpr, tpr, mean_auc, lower_ci, upper_ci)
|
943
1345
|
# for model_name in flatten(validation_results["roc_curve"].keys())[2:]:
|
944
1346
|
# fpr = validation_results["roc_curve"][model_name]["fpr"]
|
945
1347
|
# tpr = validation_results["roc_curve"][model_name]["tpr"]
|
@@ -950,6 +1352,7 @@ def plot_roc_curve(
|
|
950
1352
|
# ml2ls.plot_roc_curve(fpr, tpr, mean_auc, lower_ci, upper_ci)
|
951
1353
|
# figsets(title=model_name)
|
952
1354
|
|
1355
|
+
|
953
1356
|
def plot_pr_curve(
|
954
1357
|
recall=None,
|
955
1358
|
precision=None,
|
@@ -961,21 +1364,24 @@ def plot_pr_curve(
|
|
961
1364
|
xlabel="Recall",
|
962
1365
|
ylabel="Precision",
|
963
1366
|
alpha=0.1,
|
964
|
-
color="#FF8F00",
|
1367
|
+
color="#FF8F00",
|
965
1368
|
legend_loc="lower left",
|
966
1369
|
ax=None,
|
967
|
-
**kwargs
|
1370
|
+
**kwargs,
|
968
1371
|
):
|
969
1372
|
if ax is None:
|
970
1373
|
fig, ax = plt.subplots(figsize=figsize)
|
971
|
-
|
1374
|
+
model_name = "PR curve" if model_name is None else model_name
|
972
1375
|
# Plot Precision-Recall curve
|
973
|
-
ax.plot(
|
974
|
-
|
975
|
-
|
976
|
-
|
977
|
-
|
978
|
-
|
1376
|
+
ax.plot(
|
1377
|
+
recall,
|
1378
|
+
precision,
|
1379
|
+
lw=lw,
|
1380
|
+
color=color,
|
1381
|
+
label=(f"{model_name} (AUC={avg_precision:.2f})"),
|
1382
|
+
clip_on=False,
|
1383
|
+
**kwargs,
|
1384
|
+
)
|
979
1385
|
# Fill area under the curve
|
980
1386
|
ax.fill_between(recall, precision, alpha=alpha, color=color)
|
981
1387
|
|
@@ -985,10 +1391,12 @@ def plot_pr_curve(
|
|
985
1391
|
ax.set_ylabel(ylabel)
|
986
1392
|
ax.set_xlim([-0.01, 1.0])
|
987
1393
|
ax.set_ylim([0.0, 1.0])
|
988
|
-
ax.grid(False)
|
1394
|
+
ax.grid(False)
|
989
1395
|
ax.legend(loc=legend_loc)
|
990
1396
|
return ax
|
991
|
-
|
1397
|
+
|
1398
|
+
|
1399
|
+
# * usage: ml2ls.plot_pr_curve()
|
992
1400
|
# for md_name in flatten(validation_results["pr_curve"].keys()):
|
993
1401
|
# ml2ls.plot_pr_curve(
|
994
1402
|
# recall=validation_results["pr_curve"][md_name]["recall"],
|
@@ -1000,6 +1408,7 @@ def plot_pr_curve(
|
|
1000
1408
|
# color="r",
|
1001
1409
|
# )
|
1002
1410
|
|
1411
|
+
|
1003
1412
|
def plot_cm(
|
1004
1413
|
cm,
|
1005
1414
|
labels_name=None,
|
@@ -1016,7 +1425,9 @@ def plot_cm(
|
|
1016
1425
|
if ax is None:
|
1017
1426
|
fig, ax = plt.subplots(figsize=figsize)
|
1018
1427
|
|
1019
|
-
cm_normalized = np.round(
|
1428
|
+
cm_normalized = np.round(
|
1429
|
+
cm.astype("float") / cm.sum(axis=1)[:, np.newaxis] * 100, 2
|
1430
|
+
)
|
1020
1431
|
cm_value = cm_normalized if normalize else cm.astype("int")
|
1021
1432
|
# Plot the heatmap
|
1022
1433
|
cax = ax.imshow(cm_normalized, interpolation="nearest", cmap=cmap)
|
@@ -1026,14 +1437,13 @@ def plot_cm(
|
|
1026
1437
|
# Define tick labels based on provided labels
|
1027
1438
|
num_local = np.arange(len(labels_name)) if labels_name is not None else range(2)
|
1028
1439
|
if axis_labels is None:
|
1029
|
-
axis_labels = labels_name if labels_name is not None else ["No","Yes"]
|
1440
|
+
axis_labels = labels_name if labels_name is not None else ["No", "Yes"]
|
1030
1441
|
ax.set_xticks(num_local)
|
1031
1442
|
ax.set_xticklabels(axis_labels)
|
1032
1443
|
ax.set_yticks(num_local)
|
1033
1444
|
ax.set_yticklabels(axis_labels)
|
1034
1445
|
ax.set_ylabel(ylabel)
|
1035
1446
|
ax.set_xlabel(xlabel)
|
1036
|
-
plot.figsets(ax=ax, xtickloc="tl", boxloc="none")
|
1037
1447
|
|
1038
1448
|
# Add TN, FP, FN, TP annotations specifically for binary classification (2x2 matrix)
|
1039
1449
|
if labels_name is None or len(labels_name) == 2:
|
@@ -1050,29 +1460,53 @@ def plot_cm(
|
|
1050
1460
|
tp_label = "TP"
|
1051
1461
|
|
1052
1462
|
# Adjust positions slightly for TN, FP, FN, TP labels
|
1053
|
-
ax.text(
|
1054
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-
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ax.text(
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0,
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0,
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(
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f"{tn_label}:{cm_normalized[0, 0]:.2f}%"
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if normalize
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else f"{tn_label}:{cm_value[0, 0]}"
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),
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ha="center",
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va="center",
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color="white" if cm_normalized[0, 0] > thresh * 100 else "black",
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fontsize=fontsize,
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)
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ax.text(
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ax.text(
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1,
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0,
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(
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f"{fp_label}:{cm_normalized[0, 1]:.2f}%"
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if normalize
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+
else f"{fp_label}:{cm_value[0, 1]}"
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+
),
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ha="center",
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va="center",
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color="white" if cm_normalized[0, 1] > thresh * 100 else "black",
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fontsize=fontsize,
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)
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ax.text(
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ax.text(
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1,
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(
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f"{fn_label}:{cm_normalized[1, 0]:.2f}%"
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if normalize
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else f"{fn_label}:{cm_value[1, 0]}"
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),
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ha="center",
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va="center",
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color="white" if cm_normalized[1, 0] > thresh * 100 else "black",
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fontsize=fontsize,
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)
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ax.text(
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-
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ax.text(
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1,
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1,
|
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(
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f"{tp_label}:{cm_normalized[1, 1]:.2f}%"
|
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+
if normalize
|
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|
+
else f"{tp_label}:{cm_value[1, 1]}"
|
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|
+
),
|
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|
ha="center",
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va="center",
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|
color="white" if cm_normalized[1, 1] > thresh * 100 else "black",
|
@@ -1084,11 +1518,1028 @@ def plot_cm(
|
|
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1518
|
for j in range(len(labels_name)):
|
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val = cm_normalized[i, j]
|
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1520
|
color = "white" if val > thresh * 100 else "black"
|
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|
-
ax.text(
|
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|
+
ax.text(
|
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|
+
j,
|
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+
i,
|
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1524
|
f"{val:.2f}%",
|
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1525
|
ha="center",
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|
va="center",
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1527
|
color=color,
|
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|
fontsize=fontsize,
|
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1529
|
)
|
1530
|
+
|
1531
|
+
plot.figsets(ax=ax,
|
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|
+
boxloc="none"
|
1533
|
+
)
|
1094
1534
|
return ax
|
1535
|
+
|
1536
|
+
def rank_models(
|
1537
|
+
cv_test_scores,
|
1538
|
+
rm_outlier=False,
|
1539
|
+
metric_weights=None,
|
1540
|
+
plot_=True,
|
1541
|
+
):
|
1542
|
+
"""
|
1543
|
+
Selects the best model based on a multi-metric scoring approach, with outlier handling, optional visualization,
|
1544
|
+
and additional performance metrics.
|
1545
|
+
|
1546
|
+
Parameters:
|
1547
|
+
- cv_test_scores (pd.DataFrame): DataFrame with cross-validation results across multiple metrics.
|
1548
|
+
Assumes columns are 'Classifier', 'accuracy', 'precision', 'recall', 'f1', 'roc_auc'.
|
1549
|
+
- metric_weights (dict): Dictionary specifying weights for each metric (e.g., {'accuracy': 0.2, 'precision': 0.3, ...}).
|
1550
|
+
If None, default weights are applied equally across available metrics.
|
1551
|
+
a. equal_weights(standard approch): 所有的metrics同等重要
|
1552
|
+
e.g., {"accuracy": 0.2, "precision": 0.2, "recall": 0.2, "f1": 0.2, "roc_auc": 0.2}
|
1553
|
+
b. accuracy_focosed: classification correctness (e.g., in balanced datasets), accuracy might be weighted more heavily.
|
1554
|
+
e.g., {"accuracy": 0.4, "precision": 0.2, "recall": 0.2, "f1": 0.1, "roc_auc": 0.1}
|
1555
|
+
c. Precision and Recall Emphasis: In cases where false positives and false negatives are particularly important (such as
|
1556
|
+
in medical applications or fraud detection), precision and recall may be weighted more heavily.
|
1557
|
+
e.g., {"accuracy": 0.2, "precision": 0.3, "recall": 0.3, "f1": 0.1, "roc_auc": 0.1}
|
1558
|
+
d. F1-Focused: When balance between precision and recall is crucial (e.g., in imbalanced datasets)
|
1559
|
+
e.g., {"accuracy": 0.2, "precision": 0.2, "recall": 0.2, "f1": 0.3, "roc_auc": 0.1}
|
1560
|
+
e. ROC-AUC Emphasis: In some cases, ROC AUC may be prioritized, particularly in classification tasks where class imbalance
|
1561
|
+
is present, as ROC AUC accounts for the model's performance across all classification thresholds.
|
1562
|
+
e.g., {"accuracy": 0.1, "precision": 0.2, "recall": 0.2, "f1": 0.3, "roc_auc": 0.3}
|
1563
|
+
|
1564
|
+
- normalize (bool): Whether to normalize scores of each metric to range [0, 1].
|
1565
|
+
- visualize (bool): If True, generates visualizations (e.g., bar plot, radar chart).
|
1566
|
+
- outlier_threshold (float): The threshold to detect outliers using the IQR method. Default is 1.5.
|
1567
|
+
- cv_folds (int): The number of cross-validation folds used.
|
1568
|
+
|
1569
|
+
Returns:
|
1570
|
+
- best_model (str): Name of the best model based on the combined metric scores.
|
1571
|
+
- scored_df (pd.DataFrame): DataFrame with an added 'combined_score' column used for model selection.
|
1572
|
+
- visualizations (dict): A dictionary containing visualizations if `visualize=True`.
|
1573
|
+
"""
|
1574
|
+
from sklearn.preprocessing import MinMaxScaler
|
1575
|
+
import seaborn as sns
|
1576
|
+
import matplotlib.pyplot as plt
|
1577
|
+
from py2ls import plot
|
1578
|
+
|
1579
|
+
# Check for missing metrics and set default weights if not provided
|
1580
|
+
available_metrics = cv_test_scores.columns[1:] # Exclude 'Classifier' column
|
1581
|
+
if metric_weights is None:
|
1582
|
+
metric_weights = {
|
1583
|
+
metric: 1 / len(available_metrics) for metric in available_metrics
|
1584
|
+
} # Equal weight if not specified
|
1585
|
+
elif metric_weights == "a":
|
1586
|
+
metric_weights = {
|
1587
|
+
"accuracy": 0.2,
|
1588
|
+
"precision": 0.2,
|
1589
|
+
"recall": 0.2,
|
1590
|
+
"f1": 0.2,
|
1591
|
+
"roc_auc": 0.2,
|
1592
|
+
}
|
1593
|
+
elif metric_weights == "b":
|
1594
|
+
metric_weights = {
|
1595
|
+
"accuracy": 0.4,
|
1596
|
+
"precision": 0.2,
|
1597
|
+
"recall": 0.2,
|
1598
|
+
"f1": 0.1,
|
1599
|
+
"roc_auc": 0.1,
|
1600
|
+
}
|
1601
|
+
elif metric_weights == "c":
|
1602
|
+
metric_weights = {
|
1603
|
+
"accuracy": 0.2,
|
1604
|
+
"precision": 0.3,
|
1605
|
+
"recall": 0.3,
|
1606
|
+
"f1": 0.1,
|
1607
|
+
"roc_auc": 0.1,
|
1608
|
+
}
|
1609
|
+
elif metric_weights == "d":
|
1610
|
+
metric_weights = {
|
1611
|
+
"accuracy": 0.2,
|
1612
|
+
"precision": 0.2,
|
1613
|
+
"recall": 0.2,
|
1614
|
+
"f1": 0.3,
|
1615
|
+
"roc_auc": 0.1,
|
1616
|
+
}
|
1617
|
+
elif metric_weights == "e":
|
1618
|
+
metric_weights = {
|
1619
|
+
"accuracy": 0.1,
|
1620
|
+
"precision": 0.2,
|
1621
|
+
"recall": 0.2,
|
1622
|
+
"f1": 0.3,
|
1623
|
+
"roc_auc": 0.3,
|
1624
|
+
}
|
1625
|
+
else:
|
1626
|
+
metric_weights = {
|
1627
|
+
metric: 1 / len(available_metrics) for metric in available_metrics
|
1628
|
+
}
|
1629
|
+
|
1630
|
+
# Normalize weights if they don’t sum to 1
|
1631
|
+
total_weight = sum(metric_weights.values())
|
1632
|
+
metric_weights = {
|
1633
|
+
metric: weight / total_weight for metric, weight in metric_weights.items()
|
1634
|
+
}
|
1635
|
+
if rm_outlier:
|
1636
|
+
cv_test_scores_ = ips.df_outlier(cv_test_scores)
|
1637
|
+
else:
|
1638
|
+
cv_test_scores_=cv_test_scores
|
1639
|
+
|
1640
|
+
# Normalize the scores of metrics if normalize is True
|
1641
|
+
scaler = MinMaxScaler()
|
1642
|
+
normalized_scores = pd.DataFrame(
|
1643
|
+
scaler.fit_transform(cv_test_scores_[available_metrics]),
|
1644
|
+
columns=available_metrics,
|
1645
|
+
)
|
1646
|
+
cv_test_scores_ = pd.concat(
|
1647
|
+
[cv_test_scores_[["Classifier"]], normalized_scores], axis=1
|
1648
|
+
)
|
1649
|
+
|
1650
|
+
# Calculate weighted scores for each model
|
1651
|
+
cv_test_scores_["combined_score"] = sum(
|
1652
|
+
cv_test_scores_[metric] * weight for metric, weight in metric_weights.items()
|
1653
|
+
)
|
1654
|
+
top_models = cv_test_scores_.sort_values(by="combined_score", ascending=False)
|
1655
|
+
cv_test_scores = cv_test_scores.loc[top_models.index]
|
1656
|
+
top_models.reset_index(drop=True, inplace=True)
|
1657
|
+
cv_test_scores.reset_index(drop=True, inplace=True)
|
1658
|
+
|
1659
|
+
if plot_:
|
1660
|
+
|
1661
|
+
def generate_bar_plot(ax, cv_test_scores):
|
1662
|
+
ax = plot.plotxy(
|
1663
|
+
y="Classifier", x="combined_score", data=cv_test_scores, kind="bar"
|
1664
|
+
)
|
1665
|
+
plt.title("Classifier Performance")
|
1666
|
+
plt.tight_layout()
|
1667
|
+
return plt
|
1668
|
+
|
1669
|
+
nexttile = plot.subplot(2, 2, figsize=[10, 7])
|
1670
|
+
generate_bar_plot(nexttile(), top_models.dropna())
|
1671
|
+
plot.radar(
|
1672
|
+
ax=nexttile(projection="polar"),
|
1673
|
+
data=cv_test_scores.set_index("Classifier"),
|
1674
|
+
ylim=[0.5, 1],
|
1675
|
+
color=plot.get_color(10),
|
1676
|
+
alpha=0.05,
|
1677
|
+
circular=1,
|
1678
|
+
)
|
1679
|
+
return cv_test_scores
|
1680
|
+
|
1681
|
+
|
1682
|
+
# # Example Usage:
|
1683
|
+
# metric_weights = {
|
1684
|
+
# "accuracy": 0.2,
|
1685
|
+
# "precision": 0.3,
|
1686
|
+
# "recall": 0.2,
|
1687
|
+
# "f1": 0.2,
|
1688
|
+
# "roc_auc": 0.1,
|
1689
|
+
# }
|
1690
|
+
# cv_test_scores = res["cv_test_scores"].copy()
|
1691
|
+
# best_model = rank_models(
|
1692
|
+
# cv_test_scores, metric_weights=metric_weights, normalize=True, plot_=True
|
1693
|
+
# )
|
1694
|
+
|
1695
|
+
# figsave("classifier_performance.pdf")
|
1696
|
+
|
1697
|
+
def predict(
|
1698
|
+
x_train: pd.DataFrame,
|
1699
|
+
y_train: pd.Series,
|
1700
|
+
x_true: pd.DataFrame=None,
|
1701
|
+
y_true: Optional[pd.Series] = None,
|
1702
|
+
common_features: set = None,
|
1703
|
+
purpose: str = "classification", # 'classification' or 'regression'
|
1704
|
+
cls: Optional[Dict[str, Any]] = None,
|
1705
|
+
metrics: Optional[List[str]] = None,
|
1706
|
+
random_state: int = 1,
|
1707
|
+
smote: bool = False,
|
1708
|
+
n_jobs:int = -1,
|
1709
|
+
plot_: bool = True,
|
1710
|
+
test_size:float=0.2,# specific only when x_true is None
|
1711
|
+
cv_folds:int=5,# more cv_folds 得更加稳定,auc可能更低
|
1712
|
+
cv_level:str="l",#"s":'low',"m":'medium',"l":"high"
|
1713
|
+
class_weight: str = "balanced",
|
1714
|
+
verbose:bool=False,
|
1715
|
+
dir_save:str="./"
|
1716
|
+
) -> pd.DataFrame:
|
1717
|
+
"""
|
1718
|
+
1. 对x_train进行split_train_test,并对其进行validate
|
1719
|
+
predict(x_train, y_train)
|
1720
|
+
2. 利用x_train, y_train的数据,对x_true的数据进行predict
|
1721
|
+
predict(x_train, y_train, x_true)
|
1722
|
+
3. 利用x_train, y_train的数据,validate x_true和y_true
|
1723
|
+
predict(x_train, y_train, x_true, y_true)
|
1724
|
+
|
1725
|
+
Advanced master predictor function with grid search for hyperparameter tuning.
|
1726
|
+
|
1727
|
+
Parameters:
|
1728
|
+
- x_train, y_train: Training dataset.
|
1729
|
+
- x_true, y_true: Dataset for validation or prediction (y_true=None for prediction).
|
1730
|
+
- common_features (set): Common features to use for validation.
|
1731
|
+
- purpose (str): Task type - 'classification' or 'regression'.
|
1732
|
+
- models (dict): Dictionary of models and parameters.
|
1733
|
+
- metrics (list): Metrics to compute.
|
1734
|
+
- random_state (int): Seed for reproducibility.
|
1735
|
+
- smote (bool): Use SMOTE for class imbalance (classification only).
|
1736
|
+
- class_weight (str): Class weights to handle imbalance.
|
1737
|
+
|
1738
|
+
Returns:
|
1739
|
+
- df_results (pd.DataFrame): DataFrame with performance metrics and hyperparameters.
|
1740
|
+
"""
|
1741
|
+
from tqdm import tqdm
|
1742
|
+
from sklearn.ensemble import RandomForestClassifier, RandomForestRegressor, ExtraTreesClassifier, ExtraTreesRegressor, BaggingClassifier, BaggingRegressor, AdaBoostClassifier, AdaBoostRegressor
|
1743
|
+
from sklearn.svm import SVC, SVR
|
1744
|
+
from sklearn.tree import DecisionTreeRegressor
|
1745
|
+
from sklearn.linear_model import LogisticRegression, ElasticNet, ElasticNetCV, LinearRegression, Lasso,RidgeClassifierCV, Perceptron, SGDClassifier
|
1746
|
+
from sklearn.neighbors import KNeighborsClassifier,KNeighborsRegressor
|
1747
|
+
from sklearn.naive_bayes import GaussianNB,BernoulliNB
|
1748
|
+
from sklearn.ensemble import GradientBoostingClassifier, GradientBoostingRegressor
|
1749
|
+
import xgboost as xgb
|
1750
|
+
import lightgbm as lgb
|
1751
|
+
import catboost as cb
|
1752
|
+
from sklearn.neural_network import MLPClassifier, MLPRegressor
|
1753
|
+
from sklearn.model_selection import GridSearchCV, StratifiedKFold, KFold
|
1754
|
+
from sklearn.discriminant_analysis import LinearDiscriminantAnalysis,QuadraticDiscriminantAnalysis
|
1755
|
+
from sklearn.preprocessing import PolynomialFeatures
|
1756
|
+
|
1757
|
+
|
1758
|
+
# 拼写检查
|
1759
|
+
purpose=ips.strcmp(purpose,['classification','regression'])[0]
|
1760
|
+
print(f"{purpose} processing...")
|
1761
|
+
# Default models or regressors if not provided
|
1762
|
+
if purpose == "classification":
|
1763
|
+
model_ = {
|
1764
|
+
"Random Forest": RandomForestClassifier(random_state=random_state, class_weight=class_weight),
|
1765
|
+
|
1766
|
+
# SVC (Support Vector Classification)
|
1767
|
+
"SVM": SVC(kernel="rbf",probability=True,class_weight=class_weight,random_state=random_state),
|
1768
|
+
|
1769
|
+
# fit the best model without enforcing sparsity, which means it does not directly perform feature selection.
|
1770
|
+
"Logistic Regression": LogisticRegression(class_weight=class_weight, random_state=random_state),
|
1771
|
+
|
1772
|
+
# Logistic Regression with L1 Regularization (Lasso)
|
1773
|
+
"Lasso Logistic Regression": LogisticRegression(penalty="l1", solver="saga", random_state=random_state),
|
1774
|
+
"Gradient Boosting": GradientBoostingClassifier(random_state=random_state),
|
1775
|
+
"XGBoost": xgb.XGBClassifier(eval_metric="logloss",random_state=random_state,),
|
1776
|
+
"KNN": KNeighborsClassifier(n_neighbors=5),
|
1777
|
+
"Naive Bayes": GaussianNB(),
|
1778
|
+
"Linear Discriminant Analysis": LinearDiscriminantAnalysis(),
|
1779
|
+
"AdaBoost": AdaBoostClassifier(algorithm='SAMME', random_state=random_state),
|
1780
|
+
# "LightGBM": lgb.LGBMClassifier(random_state=random_state, class_weight=class_weight),
|
1781
|
+
"CatBoost": cb.CatBoostClassifier(verbose=0, random_state=random_state),
|
1782
|
+
"Extra Trees": ExtraTreesClassifier(random_state=random_state, class_weight=class_weight),
|
1783
|
+
"Bagging": BaggingClassifier(random_state=random_state),
|
1784
|
+
"Neural Network": MLPClassifier(max_iter=500, random_state=random_state),
|
1785
|
+
"DecisionTree": DecisionTreeClassifier(),
|
1786
|
+
"Quadratic Discriminant Analysis": QuadraticDiscriminantAnalysis(),
|
1787
|
+
"Ridge": RidgeClassifierCV(class_weight=class_weight, store_cv_results=True),
|
1788
|
+
"Perceptron": Perceptron(random_state=random_state),
|
1789
|
+
"Bernoulli Naive Bayes": BernoulliNB(),
|
1790
|
+
"SGDClassifier": SGDClassifier(random_state=random_state),
|
1791
|
+
}
|
1792
|
+
elif purpose == "regression":
|
1793
|
+
model_ = {
|
1794
|
+
"Random Forest": RandomForestRegressor(random_state=random_state),
|
1795
|
+
"SVM": SVR(),# SVR (Support Vector Regression)
|
1796
|
+
# "Lasso": Lasso(random_state=random_state), # 它和LassoCV相同(必须要提供alpha参数),
|
1797
|
+
"LassoCV": LassoCV(cv=cv_folds, random_state=random_state),#LassoCV自动找出最适alpha,优于Lasso
|
1798
|
+
"Gradient Boosting": GradientBoostingRegressor(random_state=random_state),
|
1799
|
+
"XGBoost": xgb.XGBRegressor(eval_metric="rmse",random_state=random_state),
|
1800
|
+
"Linear Regression": LinearRegression(),
|
1801
|
+
"Lasso": Lasso(random_state=random_state),
|
1802
|
+
"AdaBoost": AdaBoostRegressor(random_state=random_state),
|
1803
|
+
# "LightGBM": lgb.LGBMRegressor(random_state=random_state),
|
1804
|
+
"CatBoost": cb.CatBoostRegressor(verbose=0, random_state=random_state),
|
1805
|
+
"Extra Trees": ExtraTreesRegressor(random_state=random_state),
|
1806
|
+
"Bagging": BaggingRegressor(random_state=random_state),
|
1807
|
+
"Neural Network": MLPRegressor(max_iter=500, random_state=random_state),
|
1808
|
+
"ElasticNet": ElasticNet(random_state=random_state),
|
1809
|
+
"Ridge": Ridge(),
|
1810
|
+
"KNN":KNeighborsRegressor()
|
1811
|
+
}
|
1812
|
+
# indicate cls:
|
1813
|
+
if ips.run_once_within(30):# 10 min
|
1814
|
+
print(f"supported models: {list(model_.keys())}")
|
1815
|
+
if cls is None:
|
1816
|
+
models=model_
|
1817
|
+
else:
|
1818
|
+
if not isinstance(cls, list):
|
1819
|
+
cls=[cls]
|
1820
|
+
models={}
|
1821
|
+
for cls_ in cls:
|
1822
|
+
cls_ = ips.strcmp(cls_, list(model_.keys()))[0]
|
1823
|
+
models[cls_] = model_[cls_]
|
1824
|
+
if 'LightGBM' in models:
|
1825
|
+
x_train=ips.df_special_characters_cleaner(x_train)
|
1826
|
+
x_true=ips.df_special_characters_cleaner(x_true) if x_true is not None else None
|
1827
|
+
|
1828
|
+
if isinstance(y_train, str) and y_train in x_train.columns:
|
1829
|
+
y_train_col_name=y_train
|
1830
|
+
y_train=x_train[y_train]
|
1831
|
+
y_train=ips.df_encoder(pd.DataFrame(y_train),method='dummy')
|
1832
|
+
x_train = x_train.drop(y_train_col_name,axis=1)
|
1833
|
+
else:
|
1834
|
+
y_train=ips.df_encoder(pd.DataFrame(y_train),method='dummy').values.ravel()
|
1835
|
+
|
1836
|
+
if x_true is None:
|
1837
|
+
x_train, x_true, y_train, y_true = train_test_split(
|
1838
|
+
x_train,
|
1839
|
+
y_train,
|
1840
|
+
test_size=test_size,
|
1841
|
+
random_state=random_state,
|
1842
|
+
stratify=y_train if purpose == "classification" else None
|
1843
|
+
)
|
1844
|
+
if isinstance(y_train, str) and y_train in x_train.columns:
|
1845
|
+
y_train_col_name=y_train
|
1846
|
+
y_train=x_train[y_train]
|
1847
|
+
y_train=ips.df_encoder(pd.DataFrame(y_train),method='dummy')
|
1848
|
+
x_train = x_train.drop(y_train_col_name,axis=1)
|
1849
|
+
else:
|
1850
|
+
y_train=ips.df_encoder(pd.DataFrame(y_train),method='dummy').values.ravel()
|
1851
|
+
if y_true is not None:
|
1852
|
+
if isinstance(y_true, str) and y_true in x_true.columns:
|
1853
|
+
y_true_col_name=y_true
|
1854
|
+
y_true=x_true[y_true]
|
1855
|
+
y_true=ips.df_encoder(pd.DataFrame(y_true),method='dummy')
|
1856
|
+
x_true = x_true.drop(y_true_col_name,axis=1)
|
1857
|
+
else:
|
1858
|
+
y_true=ips.df_encoder(pd.DataFrame(y_true),method='dummy').values.ravel()
|
1859
|
+
|
1860
|
+
# to convert the 2D to 1D: 2D column-vector format (like [[1], [0], [1], ...]) instead of a 1D array ([1, 0, 1, ...]
|
1861
|
+
y_train=y_train.values.ravel() if y_train is not None else None
|
1862
|
+
y_true=y_true.values.ravel() if y_true is not None else None
|
1863
|
+
|
1864
|
+
# Ensure common features are selected
|
1865
|
+
if common_features is not None:
|
1866
|
+
x_train, x_true = x_train[common_features], x_true[common_features]
|
1867
|
+
else:
|
1868
|
+
share_col_names = ips.shared(x_train.columns, x_true.columns,verbose=verbose)
|
1869
|
+
x_train, x_true =x_train[share_col_names], x_true[share_col_names]
|
1870
|
+
|
1871
|
+
x_train, x_true = ips.df_scaler(x_train), ips.df_scaler(x_true)
|
1872
|
+
x_train, x_true = ips.df_encoder(x_train, method="dummy"), ips.df_encoder(
|
1873
|
+
x_true, method="dummy"
|
1874
|
+
)
|
1875
|
+
|
1876
|
+
# Handle class imbalance using SMOTE (only for classification)
|
1877
|
+
if (
|
1878
|
+
smote
|
1879
|
+
and purpose == "classification"
|
1880
|
+
and y_train.value_counts(normalize=True).max() < 0.8
|
1881
|
+
):
|
1882
|
+
from imblearn.over_sampling import SMOTE
|
1883
|
+
|
1884
|
+
smote_sampler = SMOTE(random_state=random_state)
|
1885
|
+
x_train, y_train = smote_sampler.fit_resample(x_train, y_train)
|
1886
|
+
|
1887
|
+
# Hyperparameter grids for tuning
|
1888
|
+
if cv_level in ["low",'simple','s','l']:
|
1889
|
+
param_grids = {
|
1890
|
+
"Random Forest": {
|
1891
|
+
"n_estimators": [100], # One basic option
|
1892
|
+
"max_depth": [None, 10],
|
1893
|
+
"min_samples_split": [2],
|
1894
|
+
"min_samples_leaf": [1],
|
1895
|
+
"class_weight": [None],
|
1896
|
+
} if purpose == "classification" else {
|
1897
|
+
"n_estimators": [100], # One basic option
|
1898
|
+
"max_depth": [None, 10],
|
1899
|
+
"min_samples_split": [2],
|
1900
|
+
"min_samples_leaf": [1],
|
1901
|
+
"max_features": [None],
|
1902
|
+
"bootstrap": [True], # Only one option for simplicity
|
1903
|
+
},
|
1904
|
+
"SVM": {
|
1905
|
+
"C": [1],
|
1906
|
+
"gamma": ['scale'],
|
1907
|
+
"kernel": ['rbf'],
|
1908
|
+
},
|
1909
|
+
"Lasso": {
|
1910
|
+
"alpha": [0.1],
|
1911
|
+
},
|
1912
|
+
"LassoCV": {
|
1913
|
+
"alphas": [[0.1]],
|
1914
|
+
},
|
1915
|
+
"Logistic Regression": {
|
1916
|
+
"C": [1],
|
1917
|
+
"solver": ['lbfgs'],
|
1918
|
+
"penalty": ['l2'],
|
1919
|
+
"max_iter": [500],
|
1920
|
+
},
|
1921
|
+
"Gradient Boosting": {
|
1922
|
+
"n_estimators": [100],
|
1923
|
+
"learning_rate": [0.1],
|
1924
|
+
"max_depth": [3],
|
1925
|
+
"min_samples_split": [2],
|
1926
|
+
"subsample": [0.8],
|
1927
|
+
},
|
1928
|
+
"XGBoost": {
|
1929
|
+
"n_estimators": [100],
|
1930
|
+
"max_depth": [3],
|
1931
|
+
"learning_rate": [0.1],
|
1932
|
+
"subsample": [0.8],
|
1933
|
+
"colsample_bytree": [0.8],
|
1934
|
+
},
|
1935
|
+
"KNN": {
|
1936
|
+
"n_neighbors": [3],
|
1937
|
+
"weights": ['uniform'],
|
1938
|
+
"algorithm": ['auto'],
|
1939
|
+
"p": [2],
|
1940
|
+
} if purpose == 'classification' else {
|
1941
|
+
'n_neighbors': [3],
|
1942
|
+
'weights': ['uniform'],
|
1943
|
+
'metric': ['euclidean'],
|
1944
|
+
'leaf_size': [30],
|
1945
|
+
'p': [2],
|
1946
|
+
},
|
1947
|
+
"Naive Bayes": {
|
1948
|
+
"var_smoothing": [1e-9],
|
1949
|
+
},
|
1950
|
+
"SVR": {
|
1951
|
+
"C": [1],
|
1952
|
+
"gamma": ['scale'],
|
1953
|
+
"kernel": ['rbf'],
|
1954
|
+
},
|
1955
|
+
"Linear Regression": {
|
1956
|
+
"fit_intercept": [True],
|
1957
|
+
},
|
1958
|
+
"Extra Trees": {
|
1959
|
+
"n_estimators": [100],
|
1960
|
+
"max_depth": [None, 10],
|
1961
|
+
"min_samples_split": [2],
|
1962
|
+
"min_samples_leaf": [1],
|
1963
|
+
},
|
1964
|
+
"CatBoost": {
|
1965
|
+
"iterations": [100],
|
1966
|
+
"learning_rate": [0.1],
|
1967
|
+
"depth": [3],
|
1968
|
+
"l2_leaf_reg": [1],
|
1969
|
+
},
|
1970
|
+
"LightGBM": {
|
1971
|
+
"n_estimators": [100],
|
1972
|
+
"num_leaves": [31],
|
1973
|
+
"max_depth": [10],
|
1974
|
+
'min_data_in_leaf': [20],
|
1975
|
+
'min_gain_to_split': [0.01],
|
1976
|
+
'scale_pos_weight': [10],
|
1977
|
+
},
|
1978
|
+
"Bagging": {
|
1979
|
+
"n_estimators": [50],
|
1980
|
+
"max_samples": [0.7],
|
1981
|
+
"max_features": [0.7],
|
1982
|
+
},
|
1983
|
+
"Neural Network": {
|
1984
|
+
"hidden_layer_sizes": [(50,)],
|
1985
|
+
"activation": ["relu"],
|
1986
|
+
"solver": ["adam"],
|
1987
|
+
"alpha": [0.0001],
|
1988
|
+
},
|
1989
|
+
"Decision Tree": {
|
1990
|
+
"max_depth": [None, 10],
|
1991
|
+
"min_samples_split": [2],
|
1992
|
+
"min_samples_leaf": [1],
|
1993
|
+
"criterion": ["gini"],
|
1994
|
+
},
|
1995
|
+
"AdaBoost": {
|
1996
|
+
"n_estimators": [50],
|
1997
|
+
"learning_rate": [0.5],
|
1998
|
+
},
|
1999
|
+
"Linear Discriminant Analysis": {
|
2000
|
+
"solver": ["svd"],
|
2001
|
+
"shrinkage": [None],
|
2002
|
+
},
|
2003
|
+
"Quadratic Discriminant Analysis": {
|
2004
|
+
'reg_param': [0.0],
|
2005
|
+
'priors': [None],
|
2006
|
+
'tol': [1e-4],
|
2007
|
+
},
|
2008
|
+
"Ridge": {'class_weight': [None, 'balanced']} if purpose == "classification" else {
|
2009
|
+
'alpha': [0.1, 1, 10],
|
2010
|
+
},
|
2011
|
+
"Perceptron": {
|
2012
|
+
'alpha': [1e-3],
|
2013
|
+
'penalty': ['l2'],
|
2014
|
+
'max_iter': [1000],
|
2015
|
+
'eta0': [1.0],
|
2016
|
+
},
|
2017
|
+
"Bernoulli Naive Bayes": {
|
2018
|
+
'alpha': [0.1, 1, 10],
|
2019
|
+
'binarize': [0.0],
|
2020
|
+
'fit_prior': [True],
|
2021
|
+
},
|
2022
|
+
"SGDClassifier": {
|
2023
|
+
'eta0': [0.01],
|
2024
|
+
'loss': ['hinge'],
|
2025
|
+
'penalty': ['l2'],
|
2026
|
+
'alpha': [1e-3],
|
2027
|
+
'max_iter': [1000],
|
2028
|
+
'tol': [1e-3],
|
2029
|
+
'random_state': [random_state],
|
2030
|
+
'learning_rate': ['constant'],
|
2031
|
+
},
|
2032
|
+
}
|
2033
|
+
elif cv_level in ['high','advanced','h']:
|
2034
|
+
param_grids = {
|
2035
|
+
"Random Forest": {
|
2036
|
+
"n_estimators": [100, 200, 500, 700, 1000],
|
2037
|
+
"max_depth": [None, 3, 5, 10, 15, 20, 30],
|
2038
|
+
"min_samples_split": [2, 5, 10, 20],
|
2039
|
+
"min_samples_leaf": [1, 2, 4],
|
2040
|
+
"class_weight": [None, "balanced"] if purpose == "classification" else {},
|
2041
|
+
} if purpose == "classification" else {
|
2042
|
+
"n_estimators": [100, 200, 500, 700, 1000],
|
2043
|
+
"max_depth": [None, 3, 5, 10, 15, 20, 30],
|
2044
|
+
"min_samples_split": [2, 5, 10, 20],
|
2045
|
+
"min_samples_leaf": [1, 2, 4],
|
2046
|
+
"max_features": ['auto', 'sqrt', 'log2'], # Number of features to consider when looking for the best split
|
2047
|
+
"bootstrap": [True, False], # Whether bootstrap samples are used when building trees
|
2048
|
+
},
|
2049
|
+
"SVM": {
|
2050
|
+
"C": [0.001, 0.01, 0.1, 1, 10, 100, 1000],
|
2051
|
+
"gamma": ["scale", "auto", 0.001, 0.01, 0.1],
|
2052
|
+
"kernel": ["linear", "rbf", "poly"],
|
2053
|
+
},
|
2054
|
+
"Logistic Regression": {
|
2055
|
+
"C": [0.001, 0.01, 0.1, 1, 10, 100, 1000],
|
2056
|
+
"solver": ["liblinear", "saga", "newton-cg", "lbfgs"],
|
2057
|
+
"penalty": ["l1", "l2", "elasticnet"],
|
2058
|
+
"max_iter": [100, 200, 300, 500],
|
2059
|
+
},
|
2060
|
+
"Lasso":{
|
2061
|
+
"alpha": [0.0001, 0.001, 0.01, 0.1, 1.0, 10.0, 100.0],
|
2062
|
+
"max_iter": [500, 1000, 2000, 5000],
|
2063
|
+
"tol": [1e-4, 1e-5, 1e-6],
|
2064
|
+
"selection": ["cyclic", "random"]
|
2065
|
+
},
|
2066
|
+
"LassoCV":{
|
2067
|
+
"alphas": [[0.0001, 0.001, 0.01, 0.1, 1.0, 10.0, 100.0]],
|
2068
|
+
"max_iter": [500, 1000, 2000, 5000],
|
2069
|
+
"cv": [3, 5, 10],
|
2070
|
+
"tol": [1e-4, 1e-5, 1e-6]
|
2071
|
+
},
|
2072
|
+
"Gradient Boosting": {
|
2073
|
+
"n_estimators": [100, 200, 300, 400, 500, 700, 1000],
|
2074
|
+
"learning_rate": [0.001, 0.01, 0.1, 0.2, 0.3, 0.5],
|
2075
|
+
"max_depth": [3, 5, 7, 9, 15],
|
2076
|
+
"min_samples_split": [2, 5, 10, 20],
|
2077
|
+
"subsample": [0.8, 1.0],
|
2078
|
+
},
|
2079
|
+
"XGBoost": {
|
2080
|
+
"n_estimators": [100, 200, 500, 700],
|
2081
|
+
"max_depth": [3, 5, 7, 10],
|
2082
|
+
"learning_rate": [0.01, 0.1, 0.2, 0.3],
|
2083
|
+
"subsample": [0.8, 1.0],
|
2084
|
+
"colsample_bytree": [0.8, 0.9, 1.0],
|
2085
|
+
},
|
2086
|
+
"KNN": {
|
2087
|
+
"n_neighbors": [1, 3, 5, 10, 15, 20],
|
2088
|
+
"weights": ["uniform", "distance"],
|
2089
|
+
"algorithm": ["auto", "ball_tree", "kd_tree", "brute"],
|
2090
|
+
"p": [1, 2], # 1 for Manhattan, 2 for Euclidean distance
|
2091
|
+
} if purpose=='classification' else {
|
2092
|
+
'n_neighbors': [3, 5, 7, 9, 11], # Number of neighbors
|
2093
|
+
'weights': ['uniform', 'distance'], # Weight function used in prediction
|
2094
|
+
'metric': ['euclidean', 'manhattan', 'minkowski'], # Distance metric
|
2095
|
+
'leaf_size': [20, 30, 40, 50], # Leaf size for KDTree or BallTree algorithms
|
2096
|
+
'p': [1, 2] # Power parameter for the Minkowski metric (1 = Manhattan, 2 = Euclidean)
|
2097
|
+
},
|
2098
|
+
"Naive Bayes": {
|
2099
|
+
"var_smoothing": [1e-10, 1e-9, 1e-8, 1e-7],
|
2100
|
+
},
|
2101
|
+
"AdaBoost": {
|
2102
|
+
"n_estimators": [50, 100, 200, 300, 500],
|
2103
|
+
"learning_rate": [0.001, 0.01, 0.1, 0.5, 1.0],
|
2104
|
+
},
|
2105
|
+
"SVR": {
|
2106
|
+
"C": [0.01, 0.1, 1, 10, 100, 1000],
|
2107
|
+
"gamma": [0.001, 0.01, 0.1, "scale", "auto"],
|
2108
|
+
"kernel": ["linear", "rbf", "poly"],
|
2109
|
+
},
|
2110
|
+
"Linear Regression": {
|
2111
|
+
"fit_intercept": [True, False],
|
2112
|
+
},
|
2113
|
+
"Lasso":{
|
2114
|
+
"alpha": [0.001, 0.01, 0.1, 1.0, 10.0, 100.0],
|
2115
|
+
"max_iter": [1000, 2000] # Higher iteration limit for fine-tuning
|
2116
|
+
},
|
2117
|
+
"Extra Trees": {
|
2118
|
+
"n_estimators": [100, 200, 500, 700, 1000],
|
2119
|
+
"max_depth": [None, 5, 10, 15, 20, 30],
|
2120
|
+
"min_samples_split": [2, 5, 10, 20],
|
2121
|
+
"min_samples_leaf": [1, 2, 4]
|
2122
|
+
},
|
2123
|
+
"CatBoost": {
|
2124
|
+
"iterations": [100, 200, 500],
|
2125
|
+
"learning_rate": [0.001, 0.01, 0.1, 0.2],
|
2126
|
+
"depth": [3, 5, 7, 10],
|
2127
|
+
"l2_leaf_reg": [1, 3, 5, 7, 10],
|
2128
|
+
"border_count": [32, 64, 128],
|
2129
|
+
},
|
2130
|
+
"LightGBM": {
|
2131
|
+
"n_estimators": [100, 200, 500, 700, 1000],
|
2132
|
+
"learning_rate": [0.001, 0.01, 0.1, 0.2],
|
2133
|
+
"num_leaves": [31, 50, 100, 200],
|
2134
|
+
"max_depth": [-1, 5, 10, 20, 30],
|
2135
|
+
"min_child_samples": [5, 10, 20],
|
2136
|
+
"subsample": [0.8, 1.0],
|
2137
|
+
"colsample_bytree": [0.8, 0.9, 1.0],
|
2138
|
+
},
|
2139
|
+
"Neural Network": {
|
2140
|
+
"hidden_layer_sizes": [(50,), (100,), (100, 50), (200, 100)],
|
2141
|
+
"activation": ["relu", "tanh", "logistic"],
|
2142
|
+
"solver": ["adam", "sgd", "lbfgs"],
|
2143
|
+
"alpha": [0.0001, 0.001, 0.01],
|
2144
|
+
"learning_rate": ["constant", "adaptive"],
|
2145
|
+
},
|
2146
|
+
"Decision Tree": {
|
2147
|
+
"max_depth": [None, 5, 10, 20, 30],
|
2148
|
+
"min_samples_split": [2, 5, 10, 20],
|
2149
|
+
"min_samples_leaf": [1, 2, 5, 10],
|
2150
|
+
"criterion": ["gini", "entropy"],
|
2151
|
+
"splitter": ["best", "random"],
|
2152
|
+
},
|
2153
|
+
"Linear Discriminant Analysis": {
|
2154
|
+
"solver": ["svd", "lsqr", "eigen"],
|
2155
|
+
"shrinkage": [None, "auto", 0.1, 0.5, 1.0], # shrinkage levels for 'lsqr' and 'eigen'
|
2156
|
+
},
|
2157
|
+
'Ridge': {'class_weight': [None, 'balanced']} if purpose == "classification" else {
|
2158
|
+
'alpha': [0.1, 1, 10, 100, 1000],
|
2159
|
+
'solver': ['auto', 'svd', 'cholesky', 'lsqr', 'lbfgs'],
|
2160
|
+
'fit_intercept': [True, False], # Whether to calculate the intercept
|
2161
|
+
'normalize': [True, False] # If True, the regressors X will be normalized
|
2162
|
+
}
|
2163
|
+
}
|
2164
|
+
else: # median level
|
2165
|
+
param_grids = {
|
2166
|
+
"Random Forest": {
|
2167
|
+
"n_estimators": [100, 200, 500],
|
2168
|
+
"max_depth": [None, 10, 20, 30],
|
2169
|
+
"min_samples_split": [2, 5, 10],
|
2170
|
+
"min_samples_leaf": [1, 2, 4],
|
2171
|
+
"class_weight": [None, "balanced"]
|
2172
|
+
} if purpose == "classification" else {
|
2173
|
+
"n_estimators": [100, 200, 500],
|
2174
|
+
"max_depth": [None, 10, 20, 30],
|
2175
|
+
"min_samples_split": [2, 5, 10],
|
2176
|
+
"min_samples_leaf": [1, 2, 4],
|
2177
|
+
"max_features": ['auto', 'sqrt', 'log2'], # Number of features to consider when looking for the best split
|
2178
|
+
"bootstrap": [True, False], # Whether bootstrap samples are used when building trees
|
2179
|
+
},
|
2180
|
+
"SVM": {
|
2181
|
+
"C": [0.1, 1, 10, 100], # Regularization strength
|
2182
|
+
"gamma": ['scale', 'auto'], # Common gamma values
|
2183
|
+
"kernel": ['rbf', 'linear', 'poly'],
|
2184
|
+
},
|
2185
|
+
"Logistic Regression": {
|
2186
|
+
"C": [0.1, 1, 10, 100], # Regularization strength
|
2187
|
+
"solver": ['lbfgs', 'liblinear', 'saga'], # Common solvers
|
2188
|
+
"penalty": ['l2'], # L2 penalty is most common
|
2189
|
+
"max_iter": [500, 1000, 2000], # Increased max_iter for better convergence
|
2190
|
+
},
|
2191
|
+
"Lasso":{
|
2192
|
+
"alpha": [0.001, 0.01, 0.1, 1.0, 10.0, 100.0],
|
2193
|
+
"max_iter": [500, 1000, 2000]
|
2194
|
+
},
|
2195
|
+
"LassoCV":{
|
2196
|
+
"alphas": [[0.001, 0.01, 0.1, 1.0, 10.0, 100.0]],
|
2197
|
+
"max_iter": [500, 1000, 2000]
|
2198
|
+
},
|
2199
|
+
"Gradient Boosting": {
|
2200
|
+
"n_estimators": [100, 200, 500],
|
2201
|
+
"learning_rate": [0.01, 0.1, 0.2],
|
2202
|
+
"max_depth": [3, 5, 7],
|
2203
|
+
"min_samples_split": [2, 5, 10],
|
2204
|
+
"subsample": [0.8, 1.0],
|
2205
|
+
},
|
2206
|
+
"XGBoost": {
|
2207
|
+
"n_estimators": [100, 200, 500],
|
2208
|
+
"max_depth": [3, 5, 7],
|
2209
|
+
"learning_rate": [0.01, 0.1, 0.2],
|
2210
|
+
"subsample": [0.8, 1.0],
|
2211
|
+
"colsample_bytree": [0.8, 1.0],
|
2212
|
+
},
|
2213
|
+
"KNN": {
|
2214
|
+
"n_neighbors": [3, 5, 7, 10],
|
2215
|
+
"weights": ['uniform', 'distance'],
|
2216
|
+
"algorithm": ['auto', 'ball_tree', 'kd_tree', 'brute'],
|
2217
|
+
"p": [1, 2],
|
2218
|
+
} if purpose=='classification' else {
|
2219
|
+
'n_neighbors': [3, 5, 7, 9, 11], # Number of neighbors
|
2220
|
+
'weights': ['uniform', 'distance'], # Weight function used in prediction
|
2221
|
+
'metric': ['euclidean', 'manhattan', 'minkowski'], # Distance metric
|
2222
|
+
'leaf_size': [20, 30, 40, 50], # Leaf size for KDTree or BallTree algorithms
|
2223
|
+
'p': [1, 2] # Power parameter for the Minkowski metric (1 = Manhattan, 2 = Euclidean)
|
2224
|
+
},
|
2225
|
+
"Naive Bayes": {
|
2226
|
+
"var_smoothing": [1e-9, 1e-8, 1e-7],
|
2227
|
+
},
|
2228
|
+
"SVR": {
|
2229
|
+
"C": [0.1, 1, 10, 100],
|
2230
|
+
"gamma": ['scale', 'auto'],
|
2231
|
+
"kernel": ['rbf', 'linear'],
|
2232
|
+
},
|
2233
|
+
"Linear Regression": {
|
2234
|
+
"fit_intercept": [True, False],
|
2235
|
+
},
|
2236
|
+
"Lasso": {
|
2237
|
+
"alpha": [0.1, 1.0, 10.0],
|
2238
|
+
"max_iter": [1000, 2000], # Sufficient iterations for convergence
|
2239
|
+
},
|
2240
|
+
"Extra Trees": {
|
2241
|
+
"n_estimators": [100, 200, 500],
|
2242
|
+
"max_depth": [None, 10, 20, 30],
|
2243
|
+
"min_samples_split": [2, 5, 10],
|
2244
|
+
"min_samples_leaf": [1, 2, 4],
|
2245
|
+
},
|
2246
|
+
"CatBoost": {
|
2247
|
+
"iterations": [100, 200],
|
2248
|
+
"learning_rate": [0.01, 0.1],
|
2249
|
+
"depth": [3, 6, 10],
|
2250
|
+
"l2_leaf_reg": [1, 3, 5, 7],
|
2251
|
+
},
|
2252
|
+
"LightGBM": {
|
2253
|
+
"n_estimators": [100, 200, 500],
|
2254
|
+
"learning_rate": [0.01, 0.1],
|
2255
|
+
"num_leaves": [31, 50, 100],
|
2256
|
+
"max_depth": [-1, 10, 20],
|
2257
|
+
'min_data_in_leaf': [20], # Minimum samples in each leaf
|
2258
|
+
'min_gain_to_split': [0.01], # Minimum gain to allow a split
|
2259
|
+
'scale_pos_weight': [10], # Address class imbalance
|
2260
|
+
},
|
2261
|
+
"Bagging": {
|
2262
|
+
"n_estimators": [10, 50, 100],
|
2263
|
+
"max_samples": [0.5, 0.7, 1.0],
|
2264
|
+
"max_features": [0.5, 0.7, 1.0],
|
2265
|
+
},
|
2266
|
+
"Neural Network": {
|
2267
|
+
"hidden_layer_sizes": [(50,), (100,), (100, 50)],
|
2268
|
+
"activation": ["relu", "tanh"],
|
2269
|
+
"solver": ["adam", "sgd"],
|
2270
|
+
"alpha": [0.0001, 0.001],
|
2271
|
+
},
|
2272
|
+
"Decision Tree": {
|
2273
|
+
"max_depth": [None, 10, 20],
|
2274
|
+
"min_samples_split": [2, 10],
|
2275
|
+
"min_samples_leaf": [1, 4],
|
2276
|
+
"criterion": ["gini", "entropy"],
|
2277
|
+
},
|
2278
|
+
"AdaBoost": {
|
2279
|
+
"n_estimators": [50, 100],
|
2280
|
+
"learning_rate": [0.5, 1.0],
|
2281
|
+
},
|
2282
|
+
"Linear Discriminant Analysis": {
|
2283
|
+
"solver": ["svd", "lsqr", "eigen"],
|
2284
|
+
"shrinkage": [None, "auto"],
|
2285
|
+
}, "Quadratic Discriminant Analysis":{
|
2286
|
+
'reg_param': [0.0, 0.1, 0.5, 1.0], # Regularization parameter
|
2287
|
+
'priors': [None, [0.5, 0.5], [0.3, 0.7]], # Class priors
|
2288
|
+
'tol': [1e-4, 1e-3, 1e-2] # Tolerance value for the convergence of the algorithm
|
2289
|
+
},
|
2290
|
+
"Perceptron":{
|
2291
|
+
'alpha': [1e-4, 1e-3, 1e-2], # Regularization parameter
|
2292
|
+
'penalty': ['l2', 'l1', 'elasticnet'], # Regularization penalty
|
2293
|
+
'max_iter': [1000, 2000], # Maximum number of iterations
|
2294
|
+
'eta0': [1.0, 0.1], # Learning rate for gradient descent
|
2295
|
+
'tol': [1e-3, 1e-4, 1e-5], # Tolerance for stopping criteria
|
2296
|
+
'random_state': [random_state] # Random state for reproducibility
|
2297
|
+
},
|
2298
|
+
"Bernoulli Naive Bayes":{
|
2299
|
+
'alpha': [0.1, 1.0, 10.0], # Additive (Laplace) smoothing parameter
|
2300
|
+
'binarize': [0.0, 0.5, 1.0], # Threshold for binarizing the input features
|
2301
|
+
'fit_prior': [True, False] # Whether to learn class prior probabilities
|
2302
|
+
},
|
2303
|
+
"SGDClassifier":{
|
2304
|
+
'eta0': [0.01, 0.1, 1.0],
|
2305
|
+
'loss': ['hinge', 'log', 'modified_huber', 'squared_hinge', 'perceptron'], # Loss function
|
2306
|
+
'penalty': ['l2', 'l1', 'elasticnet'], # Regularization penalty
|
2307
|
+
'alpha': [1e-4, 1e-3, 1e-2], # Regularization strength
|
2308
|
+
'l1_ratio': [0.15, 0.5, 0.85], # L1 ratio for elasticnet penalty
|
2309
|
+
'max_iter': [1000, 2000], # Maximum number of iterations
|
2310
|
+
'tol': [1e-3, 1e-4], # Tolerance for stopping criteria
|
2311
|
+
'random_state': [random_state], # Random state for reproducibility
|
2312
|
+
'learning_rate': ['constant', 'optimal', 'invscaling', 'adaptive'], # Learning rate schedule
|
2313
|
+
},
|
2314
|
+
'Ridge': {'class_weight': [None, 'balanced']} if purpose == "classification" else {
|
2315
|
+
'alpha': [0.1, 1, 10, 100],
|
2316
|
+
'solver': ['auto', 'svd', 'cholesky', 'lsqr'] # Solver for optimization
|
2317
|
+
}
|
2318
|
+
}
|
2319
|
+
|
2320
|
+
results = {}
|
2321
|
+
# Use StratifiedKFold for classification and KFold for regression
|
2322
|
+
cv = (
|
2323
|
+
StratifiedKFold(n_splits=cv_folds, shuffle=True, random_state=random_state)
|
2324
|
+
if purpose == "classification"
|
2325
|
+
else KFold(n_splits=cv_folds, shuffle=True, random_state=random_state)
|
2326
|
+
)
|
2327
|
+
|
2328
|
+
# Train and validate each model
|
2329
|
+
for name, clf in tqdm(
|
2330
|
+
models.items(),
|
2331
|
+
desc="models",
|
2332
|
+
colour="green",
|
2333
|
+
bar_format="{l_bar}{bar} {n_fmt}/{total_fmt}",
|
2334
|
+
):
|
2335
|
+
if verbose:
|
2336
|
+
print(f"\nTraining and validating {name}:")
|
2337
|
+
|
2338
|
+
# Grid search with KFold or StratifiedKFold
|
2339
|
+
gs = GridSearchCV(
|
2340
|
+
clf,
|
2341
|
+
param_grid=param_grids.get(name, {}),
|
2342
|
+
scoring=(
|
2343
|
+
"roc_auc" if purpose == "classification" else "neg_mean_squared_error"
|
2344
|
+
),
|
2345
|
+
cv=cv,
|
2346
|
+
n_jobs=n_jobs,
|
2347
|
+
verbose=verbose,
|
2348
|
+
)
|
2349
|
+
gs.fit(x_train, y_train)
|
2350
|
+
best_clf = gs.best_estimator_
|
2351
|
+
# make sure x_train and x_test has the same name
|
2352
|
+
x_true = x_true.reindex(columns=x_train.columns, fill_value=0)
|
2353
|
+
y_pred = best_clf.predict(x_true)
|
2354
|
+
|
2355
|
+
# y_pred_proba
|
2356
|
+
if hasattr(best_clf, "predict_proba"):
|
2357
|
+
y_pred_proba = best_clf.predict_proba(x_true)[:, 1]
|
2358
|
+
elif hasattr(best_clf, "decision_function"):
|
2359
|
+
# If predict_proba is not available, use decision_function (e.g., for SVM)
|
2360
|
+
y_pred_proba = best_clf.decision_function(x_true)
|
2361
|
+
# Ensure y_pred_proba is within 0 and 1 bounds
|
2362
|
+
y_pred_proba = (y_pred_proba - y_pred_proba.min()) / (
|
2363
|
+
y_pred_proba.max() - y_pred_proba.min()
|
2364
|
+
)
|
2365
|
+
else:
|
2366
|
+
y_pred_proba = None # No probability output for certain models
|
2367
|
+
|
2368
|
+
|
2369
|
+
validation_scores = {}
|
2370
|
+
if y_true is not None:
|
2371
|
+
validation_scores = cal_metrics(y_true, y_pred, y_pred_proba=y_pred_proba, purpose=purpose, average="weighted")
|
2372
|
+
|
2373
|
+
# Calculate ROC curve
|
2374
|
+
# https://scikit-learn.org/stable/auto_examples/model_selection/plot_roc.html
|
2375
|
+
if y_pred_proba is not None:
|
2376
|
+
# fpr, tpr, roc_auc = dict(), dict(), dict()
|
2377
|
+
fpr, tpr, _ = roc_curve(y_true, y_pred_proba)
|
2378
|
+
lower_ci, upper_ci = cal_auc_ci(y_true, y_pred_proba,verbose=False)
|
2379
|
+
roc_auc = auc(fpr, tpr)
|
2380
|
+
roc_info = {
|
2381
|
+
"fpr": fpr.tolist(),
|
2382
|
+
"tpr": tpr.tolist(),
|
2383
|
+
"auc": roc_auc,
|
2384
|
+
"ci95": (lower_ci, upper_ci),
|
2385
|
+
}
|
2386
|
+
# precision-recall curve
|
2387
|
+
precision_, recall_, _ = precision_recall_curve(y_true, y_pred_proba)
|
2388
|
+
avg_precision_ = average_precision_score(y_true, y_pred_proba)
|
2389
|
+
pr_info = {
|
2390
|
+
"precision": precision_,
|
2391
|
+
"recall": recall_,
|
2392
|
+
"avg_precision": avg_precision_,
|
2393
|
+
}
|
2394
|
+
else:
|
2395
|
+
roc_info, pr_info = None, None
|
2396
|
+
if purpose=="classification":
|
2397
|
+
results[name] = {
|
2398
|
+
"best_clf": gs.best_estimator_,
|
2399
|
+
"best_params": gs.best_params_,
|
2400
|
+
"auc_indiv":[gs.cv_results_[f'split{i}_test_score'][gs.best_index_] for i in range(cv_folds)],
|
2401
|
+
"scores": validation_scores,
|
2402
|
+
"roc_curve": roc_info,
|
2403
|
+
"pr_curve": pr_info,
|
2404
|
+
"confusion_matrix": confusion_matrix(y_true, y_pred),
|
2405
|
+
"predictions": y_pred.tolist(),
|
2406
|
+
"predictions_proba": (
|
2407
|
+
y_pred_proba.tolist() if y_pred_proba is not None else None
|
2408
|
+
),
|
2409
|
+
}
|
2410
|
+
else: # "regression"
|
2411
|
+
results[name] = {
|
2412
|
+
"best_clf": gs.best_estimator_,
|
2413
|
+
"best_params": gs.best_params_,
|
2414
|
+
"scores": validation_scores, # e.g., neg_MSE, R², etc.
|
2415
|
+
"predictions": y_pred.tolist(),
|
2416
|
+
"predictions_proba": (
|
2417
|
+
y_pred_proba.tolist() if y_pred_proba is not None else None
|
2418
|
+
),
|
2419
|
+
}
|
2420
|
+
|
2421
|
+
else:
|
2422
|
+
results[name] = {
|
2423
|
+
"best_clf": gs.best_estimator_,
|
2424
|
+
"best_params": gs.best_params_,
|
2425
|
+
"scores": validation_scores,
|
2426
|
+
"predictions": y_pred.tolist(),
|
2427
|
+
"predictions_proba": (
|
2428
|
+
y_pred_proba.tolist() if y_pred_proba is not None else None
|
2429
|
+
),
|
2430
|
+
}
|
2431
|
+
|
2432
|
+
# Convert results to DataFrame
|
2433
|
+
df_results = pd.DataFrame.from_dict(results, orient="index")
|
2434
|
+
|
2435
|
+
# sort
|
2436
|
+
if y_true is not None and purpose=="classification":
|
2437
|
+
df_scores = pd.DataFrame(
|
2438
|
+
df_results["scores"].tolist(), index=df_results["scores"].index
|
2439
|
+
).sort_values(by="roc_auc", ascending=False)
|
2440
|
+
df_results=df_results.loc[df_scores.index]
|
2441
|
+
|
2442
|
+
if plot_:
|
2443
|
+
nexttile=plot.subplot(figsize=[12, 10])
|
2444
|
+
plot.heatmap(df_scores, kind="direct",ax=nexttile())
|
2445
|
+
plot.figsets(xangle=30)
|
2446
|
+
if dir_save:
|
2447
|
+
ips.figsave(dir_save+"scores_sorted_heatmap.pdf")
|
2448
|
+
plot.heatmap(df_scores, kind="direct",cluster=True)
|
2449
|
+
plot.figsets(xangle=30)
|
2450
|
+
if dir_save:
|
2451
|
+
ips.figsave(dir_save+"scores_clus.pdf")
|
2452
|
+
if all([plot_, y_true is not None, purpose=='classification']):
|
2453
|
+
try:
|
2454
|
+
if len(models)>3:
|
2455
|
+
plot_validate_features(df_results)
|
2456
|
+
else:
|
2457
|
+
plot_validate_features_single(df_results,figsize=(12,4*len(models)))
|
2458
|
+
if dir_save:
|
2459
|
+
ips.figsave(dir_save+"validate_features.pdf")
|
2460
|
+
except Exception as e:
|
2461
|
+
print(f"Error: 在画图的过程中出现了问题:{e}")
|
2462
|
+
return df_results
|
2463
|
+
|
2464
|
+
|
2465
|
+
def cal_metrics(y_true, y_pred, y_pred_proba=None, purpose="regression", average="weighted"):
|
2466
|
+
"""
|
2467
|
+
Calculate regression or classification metrics based on the purpose.
|
2468
|
+
|
2469
|
+
Parameters:
|
2470
|
+
- y_true: Array of true values.
|
2471
|
+
- y_pred: Array of predicted labels for classification or predicted values for regression.
|
2472
|
+
- y_pred_proba: Array of predicted probabilities for classification (optional).
|
2473
|
+
- purpose: str, "regression" or "classification".
|
2474
|
+
- average: str, averaging method for multi-class classification ("binary", "micro", "macro", "weighted", etc.).
|
2475
|
+
|
2476
|
+
Returns:
|
2477
|
+
- validation_scores: dict of computed metrics.
|
2478
|
+
"""
|
2479
|
+
from sklearn.metrics import (
|
2480
|
+
mean_squared_error,
|
2481
|
+
mean_absolute_error,
|
2482
|
+
mean_absolute_percentage_error,
|
2483
|
+
explained_variance_score,
|
2484
|
+
r2_score,
|
2485
|
+
mean_squared_log_error,
|
2486
|
+
accuracy_score,
|
2487
|
+
precision_score,
|
2488
|
+
recall_score,
|
2489
|
+
f1_score,
|
2490
|
+
roc_auc_score,
|
2491
|
+
matthews_corrcoef,
|
2492
|
+
confusion_matrix,
|
2493
|
+
balanced_accuracy_score,
|
2494
|
+
average_precision_score,
|
2495
|
+
precision_recall_curve
|
2496
|
+
)
|
2497
|
+
validation_scores = {}
|
2498
|
+
|
2499
|
+
if purpose == "regression":
|
2500
|
+
y_true = np.asarray(y_true)
|
2501
|
+
y_true = y_true.ravel()
|
2502
|
+
y_pred = np.asarray(y_pred)
|
2503
|
+
y_pred = y_pred.ravel()
|
2504
|
+
# Regression metrics
|
2505
|
+
validation_scores = {
|
2506
|
+
"mse": mean_squared_error(y_true, y_pred),
|
2507
|
+
"rmse": np.sqrt(mean_squared_error(y_true, y_pred)),
|
2508
|
+
"mae": mean_absolute_error(y_true, y_pred),
|
2509
|
+
"r2": r2_score(y_true, y_pred),
|
2510
|
+
"mape": mean_absolute_percentage_error(y_true, y_pred),
|
2511
|
+
"explained_variance": explained_variance_score(y_true, y_pred),
|
2512
|
+
"mbd": np.mean(y_pred - y_true) # Mean Bias Deviation
|
2513
|
+
}
|
2514
|
+
# Check if MSLE can be calculated
|
2515
|
+
if np.all(y_true >= 0) and np.all(y_pred >= 0): # Ensure no negative values
|
2516
|
+
validation_scores["msle"] = mean_squared_log_error(y_true, y_pred)
|
2517
|
+
else:
|
2518
|
+
validation_scores["msle"] = "Cannot be calculated due to negative values"
|
2519
|
+
|
2520
|
+
elif purpose == "classification":
|
2521
|
+
# Classification metrics
|
2522
|
+
validation_scores = {
|
2523
|
+
"accuracy": accuracy_score(y_true, y_pred),
|
2524
|
+
"precision": precision_score(y_true, y_pred, average=average),
|
2525
|
+
"recall": recall_score(y_true, y_pred, average=average),
|
2526
|
+
"f1": f1_score(y_true, y_pred, average=average),
|
2527
|
+
"mcc": matthews_corrcoef(y_true, y_pred),
|
2528
|
+
"specificity": None,
|
2529
|
+
"balanced_accuracy": balanced_accuracy_score(y_true, y_pred)
|
2530
|
+
}
|
2531
|
+
|
2532
|
+
# Confusion matrix to calculate specificity
|
2533
|
+
tn, fp, fn, tp = confusion_matrix(y_true, y_pred).ravel()
|
2534
|
+
validation_scores["specificity"] = tn / (tn + fp) if (tn + fp) > 0 else 0 # Specificity calculation
|
2535
|
+
|
2536
|
+
if y_pred_proba is not None:
|
2537
|
+
# Calculate ROC-AUC
|
2538
|
+
validation_scores["roc_auc"] = roc_auc_score(y_true, y_pred_proba)
|
2539
|
+
# PR-AUC (Precision-Recall AUC) calculation
|
2540
|
+
validation_scores["pr_auc"] = average_precision_score(y_true, y_pred_proba)
|
2541
|
+
else:
|
2542
|
+
raise ValueError("Invalid purpose specified. Choose 'regression' or 'classification'.")
|
2543
|
+
|
2544
|
+
return validation_scores
|
2545
|
+
|