""" Selecting best models through cross validation and hyperparameter tunning for each method: 1. Original training dataset 2. Original training dataset - Cost sensitive 3. Oversampling 4. Undersampling """ # Libraries # -------------------------------------------------------------------------------------------------------- import pandas as pd import numpy as np from xgboost import XGBClassifier from sklearn.metrics import confusion_matrix from sklearn.metrics import f1_score, make_scorer, precision_score, recall_score from sklearn.model_selection import StratifiedKFold, cross_validate from sklearn.ensemble import RandomForestClassifier, BaggingClassifier, AdaBoostClassifier from sklearn.neural_network import MLPClassifier from sklearn.svm import SVC from sklearn.linear_model import LogisticRegression from sklearn.tree import DecisionTreeClassifier from scipy.stats import randint, uniform from sklearn.model_selection import RandomizedSearchCV # -------------------------------------------------------------------------------------------------------- # Function to read datasets # -------------------------------------------------------------------------------------------------------- def read_data(): import numpy as np # Load test data X_test_pre = np.load('./gen_train_data/data/output/pre/X_test_pre.npy', allow_pickle=True) y_test_pre = np.load('./gen_train_data/data/output/pre/y_test_pre.npy', allow_pickle=True) X_test_post = np.load('./gen_train_data/data/output/post/X_test_post.npy', allow_pickle=True) y_test_post = np.load('./gen_train_data/data/output/post/y_test_post.npy', allow_pickle=True) # Load ORIGINAL training data X_train_pre = np.load('./gen_train_data/data/output/pre/X_train_pre.npy', allow_pickle=True) y_train_pre = np.load('./gen_train_data/data/output/pre/y_train_pre.npy', allow_pickle=True) X_train_post = np.load('./gen_train_data/data/output/post/X_train_post.npy', allow_pickle=True) y_train_post = np.load('./gen_train_data/data/output/post/y_train_post.npy', allow_pickle=True) # Load oversampled training data X_train_over_pre = np.load('./gen_train_data/data/output/pre/X_train_over_pre.npy', allow_pickle=True) y_train_over_pre = np.load('./gen_train_data/data/output/pre/y_train_over_pre.npy', allow_pickle=True) X_train_over_post = np.load('./gen_train_data/data/output/post/X_train_over_post.npy', allow_pickle=True) y_train_over_post = np.load('./gen_train_data/data/output/post/y_train_over_post.npy', allow_pickle=True) # Load undersampled training data X_train_under_pre = np.load('./gen_train_data/data/output/pre/X_train_under_pre.npy', allow_pickle=True) y_train_under_pre = np.load('./gen_train_data/data/output/pre/y_train_under_pre.npy', allow_pickle=True) X_train_under_post = np.load('./gen_train_data/data/output/post/X_train_under_post.npy', allow_pickle=True) y_train_under_post = np.load('./gen_train_data/data/output/post/y_train_under_post.npy', allow_pickle=True) data_dic = { "X_test_pre": X_test_pre, "y_test_pre": y_test_pre, "X_test_post": X_test_post, "y_test_post": y_test_post, "X_train_pre": X_train_pre, "y_train_pre": y_train_pre, "X_train_post": X_train_post, "y_train_post": y_train_post, "X_train_over_pre": X_train_over_pre, "y_train_over_pre": y_train_over_pre, "X_train_over_post": X_train_over_post, "y_train_over_post": y_train_over_post, "X_train_under_pre": X_train_under_pre, "y_train_under_pre": y_train_under_pre, "X_train_under_post": X_train_under_post, "y_train_under_post": y_train_under_post, } return data_dic # -------------------------------------------------------------------------------------------------------- if __name__ == "__main__": # Reading training data data_dic = read_data() # Defining the models to train # -------------------------------------------------------------------------------------------------------- # 1. No class weight models_1 = {"DT" : DecisionTreeClassifier(), # "RF" : RandomForestClassifier(n_estimators=50), # "Bagging" : BaggingClassifier(), # "AB" : AdaBoostClassifier(), # "XGB": XGBClassifier(), # "LR" : LogisticRegression(max_iter=1000), # "ElNet" : LogisticRegression(max_iter=1000, penalty='elasticnet'), # "SVM" : SVC(probability=True), # "MLP" : MLPClassifier(max_iter=500), } # 2. Class weight models_2 = {"DT" : DecisionTreeClassifier(class_weight='balanced'), # "RF" : RandomForestClassifier(n_estimators=50, class_weight='balanced'), # "Bagging" : BaggingClassifier(), # <- # "AB" : AdaBoostClassifier(), # <- # "XGB": XGBClassifier(), # <- # "LR" : LogisticRegression(max_iter=1000, class_weight='balanced'), # "ElNet" : LogisticRegression(max_iter=1000, penalty='elasticnet', class_weight='balanced'), # "SVM" : SVC(probability=True, class_weight='balanced'), # "MLP" : MLPClassifier(max_iter=500), # <- } # Hyperparameter tuning setup # -------------------------------------------------------------------------------------------------------- hyperparameters = { "DT": {'splitter': ['best', 'random'], 'max_features': ['sqrt', 'log2'], 'criterion': ['gini', 'entropy', 'log_loss']}, "RF": {'n_estimators': randint(100, 250), 'max_features': ['sqrt', 'log2'], 'criterion': ['gini', 'entropy']}, "Bagging": {'n_estimators': randint(10, 100), 'max_samples': [0.8, 1.0], 'max_features': [0.8, 1.0], 'warm_start': [True, False]}, "AB": {'n_estimators': randint(50, 150), 'learning_rate': uniform(0.8, 1.2)}, "XGB": {'n_estimators': randint(100, 1000), 'max_depth': randint(3, 10), 'learning_rate': uniform(0.01, 0.3)}, "LR": {'penalty': ['l1', 'l2', None], 'solver': ['lbfgs', 'sag', 'saga']}, "EL": {'solver': ['lbfgs', 'sag', 'saga']}, "SVM": {'C': uniform(0.8, 1.2), 'kernel': ['linear', 'poly', 'rbf', 'sigmoid']}, "MLP": {'activation': ['identity', 'logistic', 'tanh', 'relu'], 'hidden_layer_sizes': randint(50, 150), 'learning_rate': ['constant', 'invscaling', 'adaptive']} } # -------------------------------------------------------------------------------------------------------- # Cross-validation setup # -------------------------------------------------------------------------------------------------------- # Defining cross-validation protocol cv = StratifiedKFold(n_splits=10, shuffle=True, random_state=1) method_names = { 0: "ORIG", 1: "ORIG_CW", 2: "OVER", 3: "UNDER" } # -------------------------------------------------------------------------------------------------------- # Hyperparameter tuning loop and exporting results # -------------------------------------------------------------------------------------------------------- # Store each df as a sheet in an excel file sheets_dict = {} for i, group in enumerate(['pre', 'post']): for j, method in enumerate(['', '', 'over_', 'under_']): print(f"ITERATION {i+j}") # Get dataset based on group and method X = data_dic['X_train_' + method + group] y = data_dic['y_train_' + method + group] # Use group of models with class weight if needed models = models_2 if j == 2 else models_1 # Save results: params and best score for each of the mdodels of this method and group hyperparam_df = pd.DataFrame(index=list(models.keys()), columns=['Parameters','Score']) for model_name, model in models.items(): # Find optimal hyperparams for curr model params = hyperparameters[model_name] search = RandomizedSearchCV(model, param_distributions=params, cv=cv, n_jobs=1, scoring='precision') search.fit(X,y) hyperparam_df.at[model_name,'Parameters']=search.best_params_ hyperparam_df.at[model_name,'Score']=round(search.best_score_,4) # Store the DataFrame in the dictionary with a unique key for each sheet sheet_name = f"{group}_{method_names[j]}" sheets_dict[sheet_name] = hyperparam_df # Write results to Excel file with pd.ExcelWriter('./training_models/output/hyperparam.xlsx') as writer: for sheet_name, data in sheets_dict.items(): data.to_excel(writer, sheet_name=sheet_name) # --------------------------------------------------------------------------------------------------------