""" Metric generation for each tuned model. Done in a different script for perfomance and clarity purposes. """ # 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, accuracy_score, roc_auc_score, average_precision_score 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 sklearn.model_selection import StratifiedKFold, cross_validate from sklearn.metrics import RocCurveDisplay, roc_curve from sklearn.metrics import PrecisionRecallDisplay, precision_recall_curve import matplotlib.pyplot as plt import ast # String to dictionary # -------------------------------------------------------------------------------------------------------- # Function to read training datasets # -------------------------------------------------------------------------------------------------------- def read_data(): # 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_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 # -------------------------------------------------------------------------------------------------------- # Returning tuned models for each situation # -------------------------------------------------------------------------------------------------------- def get_tuned_models(group_str, method_str): # Read sheet corresponding to group and method with tuned models and their hyperparam tuned_models_df = pd.read_excel("./output_hyperparam/hyperparamers.xlsx",sheet_name=f"{group_str}_{method_str}") # Mapping from model abbreviations to sklearn model classes model_mapping = { 'DT': DecisionTreeClassifier, 'RF': RandomForestClassifier, 'Bagging': BaggingClassifier, 'AB': AdaBoostClassifier, 'XGB': XGBClassifier, 'LR': LogisticRegression, 'SVM': SVC, 'MLP': MLPClassifier } tuned_models = {} # Iterate through each row of the DataFrame for _, row in tuned_models_df.iterrows(): model_name = row.iloc[0] # Read dictionary parameters = ast.literal_eval(row['Best Parameters']) # Add extra parameters if model_name == 'AB': parameters['algorithm'] = 'SAMME' elif model_name == 'LR': parameters['max_iter'] = 1000 elif model_name == 'SVM': parameters['max_iter'] = 1000 parameters['probability'] = True elif model_name == "MLP": parameters['max_iter'] = 500 # Add class_weight argument for cost-sensitive learning method if 'CW' in method_str: if model_name == 'Bagging' or model_name == 'AB': parameters['estimator'] = DecisionTreeClassifier(class_weight='balanced') else: parameters['class_weight'] = 'balanced' # Fetch class model_class = model_mapping[model_name] # Initialize model tuned_models[model_name] = model_class(**parameters) return tuned_models # -------------------------------------------------------------------------------------------------------- # Scorers # -------------------------------------------------------------------------------------------------------- def TN_scorer(clf, X, y): """Gives the number of samples predicted as true negatives""" y_pred = clf.predict(X) cm = confusion_matrix(y, y_pred) TN = cm[0,0] return TN def FN_scorer(clf, X, y): """Gives the number of samples predicted as false negatives""" y_pred = clf.predict(X) cm = confusion_matrix(y, y_pred) FN = cm[0,1] return FN def FP_scorer(clf, X, y): """Gives the number of samples predicted as false positive""" y_pred = clf.predict(X) cm = confusion_matrix(y, y_pred) FP = cm[1,0] return FP def TP_scorer(clf, X, y): """Gives the number of samples predicted as true positive""" y_pred = clf.predict(X) cm = confusion_matrix(y, y_pred) TP = cm[1,1] return TP def negative_recall_scorer(clf, X, y): """Gives the negative recall defined as the (number of true_negative_samples)/(total number of negative samples)""" y_pred = clf.predict(X) cm = confusion_matrix(y, y_pred) TN_prop = cm[0,0]/(cm[0,1]+cm[0,0]) return TN_prop # -------------------------------------------------------------------------------------------------------- if __name__ == "__main__": # Setup # -------------------------------------------------------------------------------------------------------- # Reading training data data_dic = read_data() # Scorings to use for cv metric generation scorings = { 'F1':make_scorer(f1_score), 'PREC':make_scorer(precision_score), 'REC':make_scorer(recall_score), 'ACC': make_scorer(accuracy_score), 'NREC': negative_recall_scorer, 'TN':TN_scorer, 'FN':FN_scorer, 'FP':FP_scorer, 'TP':TP_scorer, 'AUROC': make_scorer(roc_auc_score), 'AUPRC': make_scorer(average_precision_score) } method_names = { 0: "ORIG", 1: "ORIG_CW", 2: "OVER", 3: "UNDER" } # Defining cross-validation protocol cv = StratifiedKFold(n_splits=10, shuffle=True, random_state=1) # -------------------------------------------------------------------------------------------------------- # Metric generation through cv for tuned models3 # -------------------------------------------------------------------------------------------------------- scores_sheets = {} # To store score dfs as sheets in the same excel file for i, group in enumerate(['pre', 'post']): for j, method in enumerate(['', '', 'over_', 'under_']): # print(f"{group}-{method_names[j]}") # Get train dataset based on group and method X_train = data_dic['X_train_' + method + group] y_train = data_dic['y_train_' + method + group] # Get tuned models for this group and method models = get_tuned_models(group, method_names[j]) # Scores df # One column per cv split, one row for each model-metric scores_df = pd.DataFrame(columns=range(1,11), index=[f"{model_name}_{metric_name}" for model_name in models.keys() for metric_name in scorings.keys()]) # Metric generation for each model for model_name, model in models.items(): print(f"{group}-{method_names[j]}-{model_name}") # Retrieve cv scores for our metrics of interest scores = cross_validate(model, X_train, y_train, scoring=scorings, cv=cv, return_train_score=True, n_jobs=10) # Save results of each fold for metric_name in scorings.keys(): scores_df.loc[model_name + f'_{metric_name}']=list(np.around(np.array(scores[f"test_{metric_name}"]),4)) # Store the DataFrame in the dictionary with a unique key for each sheet sheet_name = f"{group}_{method_names[j]}" scores_sheets[sheet_name] = scores_df # Write results to Excel file with pd.ExcelWriter('./output_cv_metrics.xlsx') as writer: for sheet_name, data in scores_sheets.items(): data.to_excel(writer, sheet_name=sheet_name) print("Successful metric generation for tuned models")