diff search_model_validation.py @ 9:4aa701f5a393 draft

"planemo upload for repository https://github.com/bgruening/galaxytools/tree/master/tools/sklearn commit e2a5eade6d0e5ddf3a47630381a0ad90d80e8a04"
author bgruening
date Tue, 13 Apr 2021 18:00:54 +0000
parents 6efb9bc6bf32
children 22f9cbcf1582
line wrap: on
line diff
--- a/search_model_validation.py	Thu Oct 01 20:35:52 2020 +0000
+++ b/search_model_validation.py	Tue Apr 13 18:00:54 2021 +0000
@@ -11,45 +11,57 @@
 import sys
 import warnings
 from scipy.io import mmread
-from sklearn import (cluster, decomposition, feature_selection,
-                     kernel_approximation, model_selection, preprocessing)
+from sklearn import (
+    cluster,
+    decomposition,
+    feature_selection,
+    kernel_approximation,
+    model_selection,
+    preprocessing,
+)
 from sklearn.exceptions import FitFailedWarning
 from sklearn.model_selection._validation import _score, cross_validate
 from sklearn.model_selection import _search, _validation
 from sklearn.pipeline import Pipeline
 
-from galaxy_ml.utils import (SafeEval, get_cv, get_scoring, load_model,
-                             read_columns, try_get_attr, get_module,
-                             clean_params, get_main_estimator)
+from galaxy_ml.utils import (
+    SafeEval,
+    get_cv,
+    get_scoring,
+    load_model,
+    read_columns,
+    try_get_attr,
+    get_module,
+    clean_params,
+    get_main_estimator,
+)
 
 
-_fit_and_score = try_get_attr('galaxy_ml.model_validations', '_fit_and_score')
-setattr(_search, '_fit_and_score', _fit_and_score)
-setattr(_validation, '_fit_and_score', _fit_and_score)
+_fit_and_score = try_get_attr("galaxy_ml.model_validations", "_fit_and_score")
+setattr(_search, "_fit_and_score", _fit_and_score)
+setattr(_validation, "_fit_and_score", _fit_and_score)
 
-N_JOBS = int(os.environ.get('GALAXY_SLOTS', 1))
+N_JOBS = int(os.environ.get("GALAXY_SLOTS", 1))
 # handle  disk cache
-CACHE_DIR = os.path.join(os.getcwd(), 'cached')
+CACHE_DIR = os.path.join(os.getcwd(), "cached")
 del os
-NON_SEARCHABLE = ('n_jobs', 'pre_dispatch', 'memory', '_path',
-                  'nthread', 'callbacks')
+NON_SEARCHABLE = ("n_jobs", "pre_dispatch", "memory", "_path", "nthread", "callbacks")
 
 
 def _eval_search_params(params_builder):
     search_params = {}
 
-    for p in params_builder['param_set']:
-        search_list = p['sp_list'].strip()
-        if search_list == '':
+    for p in params_builder["param_set"]:
+        search_list = p["sp_list"].strip()
+        if search_list == "":
             continue
 
-        param_name = p['sp_name']
+        param_name = p["sp_name"]
         if param_name.lower().endswith(NON_SEARCHABLE):
-            print("Warning: `%s` is not eligible for search and was "
-                  "omitted!" % param_name)
+            print("Warning: `%s` is not eligible for search and was " "omitted!" % param_name)
             continue
 
-        if not search_list.startswith(':'):
+        if not search_list.startswith(":"):
             safe_eval = SafeEval(load_scipy=True, load_numpy=True)
             ev = safe_eval(search_list)
             search_params[param_name] = ev
@@ -60,26 +72,27 @@
             # TODO maybe add regular express check
             ev = safe_eval_es(search_list)
             preprocessings = (
-                preprocessing.StandardScaler(), preprocessing.Binarizer(),
+                preprocessing.StandardScaler(),
+                preprocessing.Binarizer(),
                 preprocessing.MaxAbsScaler(),
-                preprocessing.Normalizer(), preprocessing.MinMaxScaler(),
+                preprocessing.Normalizer(),
+                preprocessing.MinMaxScaler(),
                 preprocessing.PolynomialFeatures(),
-                preprocessing.RobustScaler(), feature_selection.SelectKBest(),
+                preprocessing.RobustScaler(),
+                feature_selection.SelectKBest(),
                 feature_selection.GenericUnivariateSelect(),
                 feature_selection.SelectPercentile(),
-                feature_selection.SelectFpr(), feature_selection.SelectFdr(),
+                feature_selection.SelectFpr(),
+                feature_selection.SelectFdr(),
                 feature_selection.SelectFwe(),
                 feature_selection.VarianceThreshold(),
                 decomposition.FactorAnalysis(random_state=0),
                 decomposition.FastICA(random_state=0),
                 decomposition.IncrementalPCA(),
                 decomposition.KernelPCA(random_state=0, n_jobs=N_JOBS),
-                decomposition.LatentDirichletAllocation(
-                    random_state=0, n_jobs=N_JOBS),
-                decomposition.MiniBatchDictionaryLearning(
-                    random_state=0, n_jobs=N_JOBS),
-                decomposition.MiniBatchSparsePCA(
-                    random_state=0, n_jobs=N_JOBS),
+                decomposition.LatentDirichletAllocation(random_state=0, n_jobs=N_JOBS),
+                decomposition.MiniBatchDictionaryLearning(random_state=0, n_jobs=N_JOBS),
+                decomposition.MiniBatchSparsePCA(random_state=0, n_jobs=N_JOBS),
                 decomposition.NMF(random_state=0),
                 decomposition.PCA(random_state=0),
                 decomposition.SparsePCA(random_state=0, n_jobs=N_JOBS),
@@ -94,59 +107,48 @@
                 skrebate.SURFstar(n_jobs=N_JOBS),
                 skrebate.MultiSURF(n_jobs=N_JOBS),
                 skrebate.MultiSURFstar(n_jobs=N_JOBS),
-                imblearn.under_sampling.ClusterCentroids(
-                    random_state=0, n_jobs=N_JOBS),
-                imblearn.under_sampling.CondensedNearestNeighbour(
-                    random_state=0, n_jobs=N_JOBS),
-                imblearn.under_sampling.EditedNearestNeighbours(
-                    random_state=0, n_jobs=N_JOBS),
-                imblearn.under_sampling.RepeatedEditedNearestNeighbours(
-                    random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.ClusterCentroids(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.CondensedNearestNeighbour(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.EditedNearestNeighbours(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.RepeatedEditedNearestNeighbours(random_state=0, n_jobs=N_JOBS),
                 imblearn.under_sampling.AllKNN(random_state=0, n_jobs=N_JOBS),
-                imblearn.under_sampling.InstanceHardnessThreshold(
-                    random_state=0, n_jobs=N_JOBS),
-                imblearn.under_sampling.NearMiss(
-                    random_state=0, n_jobs=N_JOBS),
-                imblearn.under_sampling.NeighbourhoodCleaningRule(
-                    random_state=0, n_jobs=N_JOBS),
-                imblearn.under_sampling.OneSidedSelection(
-                    random_state=0, n_jobs=N_JOBS),
-                imblearn.under_sampling.RandomUnderSampler(
-                    random_state=0),
-                imblearn.under_sampling.TomekLinks(
-                    random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.InstanceHardnessThreshold(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.NearMiss(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.NeighbourhoodCleaningRule(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.OneSidedSelection(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.RandomUnderSampler(random_state=0),
+                imblearn.under_sampling.TomekLinks(random_state=0, n_jobs=N_JOBS),
                 imblearn.over_sampling.ADASYN(random_state=0, n_jobs=N_JOBS),
                 imblearn.over_sampling.RandomOverSampler(random_state=0),
                 imblearn.over_sampling.SMOTE(random_state=0, n_jobs=N_JOBS),
                 imblearn.over_sampling.SVMSMOTE(random_state=0, n_jobs=N_JOBS),
-                imblearn.over_sampling.BorderlineSMOTE(
-                    random_state=0, n_jobs=N_JOBS),
-                imblearn.over_sampling.SMOTENC(
-                    categorical_features=[], random_state=0, n_jobs=N_JOBS),
+                imblearn.over_sampling.BorderlineSMOTE(random_state=0, n_jobs=N_JOBS),
+                imblearn.over_sampling.SMOTENC(categorical_features=[], random_state=0, n_jobs=N_JOBS),
                 imblearn.combine.SMOTEENN(random_state=0),
-                imblearn.combine.SMOTETomek(random_state=0))
+                imblearn.combine.SMOTETomek(random_state=0),
+            )
             newlist = []
             for obj in ev:
                 if obj is None:
                     newlist.append(None)
-                elif obj == 'all_0':
+                elif obj == "all_0":
                     newlist.extend(preprocessings[0:35])
-                elif obj == 'sk_prep_all':      # no KernalCenter()
+                elif obj == "sk_prep_all":  # no KernalCenter()
                     newlist.extend(preprocessings[0:7])
-                elif obj == 'fs_all':
+                elif obj == "fs_all":
                     newlist.extend(preprocessings[7:14])
-                elif obj == 'decomp_all':
+                elif obj == "decomp_all":
                     newlist.extend(preprocessings[14:25])
-                elif obj == 'k_appr_all':
+                elif obj == "k_appr_all":
                     newlist.extend(preprocessings[25:29])
-                elif obj == 'reb_all':
+                elif obj == "reb_all":
                     newlist.extend(preprocessings[30:35])
-                elif obj == 'imb_all':
+                elif obj == "imb_all":
                     newlist.extend(preprocessings[35:54])
                 elif type(obj) is int and -1 < obj < len(preprocessings):
                     newlist.append(preprocessings[obj])
-                elif hasattr(obj, 'get_params'):       # user uploaded object
-                    if 'n_jobs' in obj.get_params():
+                elif hasattr(obj, "get_params"):  # user uploaded object
+                    if "n_jobs" in obj.get_params():
                         newlist.append(obj.set_params(n_jobs=N_JOBS))
                     else:
                         newlist.append(obj)
@@ -158,9 +160,17 @@
     return search_params
 
 
-def _handle_X_y(estimator, params, infile1, infile2, loaded_df={},
-                ref_seq=None, intervals=None, targets=None,
-                fasta_path=None):
+def _handle_X_y(
+    estimator,
+    params,
+    infile1,
+    infile2,
+    loaded_df={},
+    ref_seq=None,
+    intervals=None,
+    targets=None,
+    fasta_path=None,
+):
     """read inputs
 
     Params
@@ -192,15 +202,18 @@
     """
     estimator_params = estimator.get_params()
 
-    input_type = params['input_options']['selected_input']
+    input_type = params["input_options"]["selected_input"]
     # tabular input
-    if input_type == 'tabular':
-        header = 'infer' if params['input_options']['header1'] else None
-        column_option = (params['input_options']['column_selector_options_1']
-                         ['selected_column_selector_option'])
-        if column_option in ['by_index_number', 'all_but_by_index_number',
-                             'by_header_name', 'all_but_by_header_name']:
-            c = params['input_options']['column_selector_options_1']['col1']
+    if input_type == "tabular":
+        header = "infer" if params["input_options"]["header1"] else None
+        column_option = params["input_options"]["column_selector_options_1"]["selected_column_selector_option"]
+        if column_option in [
+            "by_index_number",
+            "all_but_by_index_number",
+            "by_header_name",
+            "all_but_by_header_name",
+        ]:
+            c = params["input_options"]["column_selector_options_1"]["col1"]
         else:
             c = None
 
@@ -209,25 +222,23 @@
         if df_key in loaded_df:
             infile1 = loaded_df[df_key]
 
-        df = pd.read_csv(infile1, sep='\t', header=header,
-                         parse_dates=True)
+        df = pd.read_csv(infile1, sep="\t", header=header, parse_dates=True)
         loaded_df[df_key] = df
 
         X = read_columns(df, c=c, c_option=column_option).astype(float)
     # sparse input
-    elif input_type == 'sparse':
-        X = mmread(open(infile1, 'r'))
+    elif input_type == "sparse":
+        X = mmread(open(infile1, "r"))
 
     # fasta_file input
-    elif input_type == 'seq_fasta':
-        pyfaidx = get_module('pyfaidx')
+    elif input_type == "seq_fasta":
+        pyfaidx = get_module("pyfaidx")
         sequences = pyfaidx.Fasta(fasta_path)
         n_seqs = len(sequences.keys())
         X = np.arange(n_seqs)[:, np.newaxis]
         for param in estimator_params.keys():
-            if param.endswith('fasta_path'):
-                estimator.set_params(
-                    **{param: fasta_path})
+            if param.endswith("fasta_path"):
+                estimator.set_params(**{param: fasta_path})
                 break
         else:
             raise ValueError(
@@ -236,25 +247,29 @@
                 "KerasGBatchClassifier with "
                 "FastaDNABatchGenerator/FastaProteinBatchGenerator "
                 "or having GenomeOneHotEncoder/ProteinOneHotEncoder "
-                "in pipeline!")
+                "in pipeline!"
+            )
 
-    elif input_type == 'refseq_and_interval':
+    elif input_type == "refseq_and_interval":
         path_params = {
-            'data_batch_generator__ref_genome_path': ref_seq,
-            'data_batch_generator__intervals_path': intervals,
-            'data_batch_generator__target_path': targets
+            "data_batch_generator__ref_genome_path": ref_seq,
+            "data_batch_generator__intervals_path": intervals,
+            "data_batch_generator__target_path": targets,
         }
         estimator.set_params(**path_params)
         n_intervals = sum(1 for line in open(intervals))
         X = np.arange(n_intervals)[:, np.newaxis]
 
     # Get target y
-    header = 'infer' if params['input_options']['header2'] else None
-    column_option = (params['input_options']['column_selector_options_2']
-                     ['selected_column_selector_option2'])
-    if column_option in ['by_index_number', 'all_but_by_index_number',
-                         'by_header_name', 'all_but_by_header_name']:
-        c = params['input_options']['column_selector_options_2']['col2']
+    header = "infer" if params["input_options"]["header2"] else None
+    column_option = params["input_options"]["column_selector_options_2"]["selected_column_selector_option2"]
+    if column_option in [
+        "by_index_number",
+        "all_but_by_index_number",
+        "by_header_name",
+        "all_but_by_header_name",
+    ]:
+        c = params["input_options"]["column_selector_options_2"]["col2"]
     else:
         c = None
 
@@ -262,30 +277,21 @@
     if df_key in loaded_df:
         infile2 = loaded_df[df_key]
     else:
-        infile2 = pd.read_csv(infile2, sep='\t',
-                              header=header, parse_dates=True)
+        infile2 = pd.read_csv(infile2, sep="\t", header=header, parse_dates=True)
         loaded_df[df_key] = infile2
 
-    y = read_columns(
-            infile2,
-            c=c,
-            c_option=column_option,
-            sep='\t',
-            header=header,
-            parse_dates=True)
+    y = read_columns(infile2, c=c, c_option=column_option, sep="\t", header=header, parse_dates=True)
     if len(y.shape) == 2 and y.shape[1] == 1:
         y = y.ravel()
-    if input_type == 'refseq_and_interval':
-        estimator.set_params(
-            data_batch_generator__features=y.ravel().tolist())
+    if input_type == "refseq_and_interval":
+        estimator.set_params(data_batch_generator__features=y.ravel().tolist())
         y = None
     # end y
 
     return estimator, X, y
 
 
-def _do_outer_cv(searcher, X, y, outer_cv, scoring, error_score='raise',
-                 outfile=None):
+def _do_outer_cv(searcher, X, y, outer_cv, scoring, error_score="raise", outfile=None):
     """Do outer cross-validation for nested CV
 
     Parameters
@@ -305,21 +311,31 @@
     outfile : str
         File path to store the restuls
     """
-    if error_score == 'raise':
+    if error_score == "raise":
         rval = cross_validate(
-            searcher, X, y, scoring=scoring,
-            cv=outer_cv, n_jobs=N_JOBS, verbose=0,
-            error_score=error_score)
+            searcher,
+            X,
+            y,
+            scoring=scoring,
+            cv=outer_cv,
+            n_jobs=N_JOBS,
+            verbose=0,
+            error_score=error_score,
+        )
     else:
-        warnings.simplefilter('always', FitFailedWarning)
+        warnings.simplefilter("always", FitFailedWarning)
         with warnings.catch_warnings(record=True) as w:
             try:
                 rval = cross_validate(
-                    searcher, X, y,
+                    searcher,
+                    X,
+                    y,
                     scoring=scoring,
-                    cv=outer_cv, n_jobs=N_JOBS,
+                    cv=outer_cv,
+                    n_jobs=N_JOBS,
                     verbose=0,
-                    error_score=error_score)
+                    error_score=error_score,
+                )
             except ValueError:
                 pass
             for warning in w:
@@ -327,55 +343,57 @@
 
     keys = list(rval.keys())
     for k in keys:
-        if k.startswith('test'):
-            rval['mean_' + k] = np.mean(rval[k])
-            rval['std_' + k] = np.std(rval[k])
-        if k.endswith('time'):
+        if k.startswith("test"):
+            rval["mean_" + k] = np.mean(rval[k])
+            rval["std_" + k] = np.std(rval[k])
+        if k.endswith("time"):
             rval.pop(k)
     rval = pd.DataFrame(rval)
     rval = rval[sorted(rval.columns)]
-    rval.to_csv(path_or_buf=outfile, sep='\t', header=True, index=False)
+    rval.to_csv(path_or_buf=outfile, sep="\t", header=True, index=False)
 
 
-def _do_train_test_split_val(searcher, X, y, params, error_score='raise',
-                             primary_scoring=None, groups=None,
-                             outfile=None):
-    """ do train test split, searchCV validates on the train and then use
+def _do_train_test_split_val(
+    searcher,
+    X,
+    y,
+    params,
+    error_score="raise",
+    primary_scoring=None,
+    groups=None,
+    outfile=None,
+):
+    """do train test split, searchCV validates on the train and then use
     the best_estimator_ to evaluate on the test
 
     Returns
     --------
     Fitted SearchCV object
     """
-    train_test_split = try_get_attr(
-        'galaxy_ml.model_validations', 'train_test_split')
-    split_options = params['outer_split']
+    train_test_split = try_get_attr("galaxy_ml.model_validations", "train_test_split")
+    split_options = params["outer_split"]
 
     # splits
-    if split_options['shuffle'] == 'stratified':
-        split_options['labels'] = y
+    if split_options["shuffle"] == "stratified":
+        split_options["labels"] = y
         X, X_test, y, y_test = train_test_split(X, y, **split_options)
-    elif split_options['shuffle'] == 'group':
+    elif split_options["shuffle"] == "group":
         if groups is None:
-            raise ValueError("No group based CV option was choosen for "
-                             "group shuffle!")
-        split_options['labels'] = groups
+            raise ValueError("No group based CV option was choosen for " "group shuffle!")
+        split_options["labels"] = groups
         if y is None:
-            X, X_test, groups, _ =\
-                train_test_split(X, groups, **split_options)
+            X, X_test, groups, _ = train_test_split(X, groups, **split_options)
         else:
-            X, X_test, y, y_test, groups, _ =\
-                train_test_split(X, y, groups, **split_options)
+            X, X_test, y, y_test, groups, _ = train_test_split(X, y, groups, **split_options)
     else:
-        if split_options['shuffle'] == 'None':
-            split_options['shuffle'] = None
-        X, X_test, y, y_test =\
-            train_test_split(X, y, **split_options)
+        if split_options["shuffle"] == "None":
+            split_options["shuffle"] = None
+        X, X_test, y, y_test = train_test_split(X, y, **split_options)
 
-    if error_score == 'raise':
+    if error_score == "raise":
         searcher.fit(X, y, groups=groups)
     else:
-        warnings.simplefilter('always', FitFailedWarning)
+        warnings.simplefilter("always", FitFailedWarning)
         with warnings.catch_warnings(record=True) as w:
             try:
                 searcher.fit(X, y, groups=groups)
@@ -390,33 +408,38 @@
     else:
         is_multimetric = False
 
-    best_estimator_ = getattr(searcher, 'best_estimator_')
+    best_estimator_ = getattr(searcher, "best_estimator_")
 
     # TODO Solve deep learning models in pipeline
-    if best_estimator_.__class__.__name__ == 'KerasGBatchClassifier':
-        test_score = best_estimator_.evaluate(
-            X_test, scorer=scorer_, is_multimetric=is_multimetric)
+    if best_estimator_.__class__.__name__ == "KerasGBatchClassifier":
+        test_score = best_estimator_.evaluate(X_test, scorer=scorer_, is_multimetric=is_multimetric)
     else:
-        test_score = _score(best_estimator_, X_test,
-                            y_test, scorer_,
-                            is_multimetric=is_multimetric)
+        test_score = _score(best_estimator_, X_test, y_test, scorer_, is_multimetric=is_multimetric)
 
     if not is_multimetric:
         test_score = {primary_scoring: test_score}
     for key, value in test_score.items():
         test_score[key] = [value]
     result_df = pd.DataFrame(test_score)
-    result_df.to_csv(path_or_buf=outfile, sep='\t', header=True,
-                     index=False)
+    result_df.to_csv(path_or_buf=outfile, sep="\t", header=True, index=False)
 
     return searcher
 
 
-def main(inputs, infile_estimator, infile1, infile2,
-         outfile_result, outfile_object=None,
-         outfile_weights=None, groups=None,
-         ref_seq=None, intervals=None, targets=None,
-         fasta_path=None):
+def main(
+    inputs,
+    infile_estimator,
+    infile1,
+    infile2,
+    outfile_result,
+    outfile_object=None,
+    outfile_weights=None,
+    groups=None,
+    ref_seq=None,
+    intervals=None,
+    targets=None,
+    fasta_path=None,
+):
     """
     Parameter
     ---------
@@ -456,154 +479,174 @@
     fasta_path : str
         File path to dataset containing fasta file
     """
-    warnings.simplefilter('ignore')
+    warnings.simplefilter("ignore")
 
     # store read dataframe object
     loaded_df = {}
 
-    with open(inputs, 'r') as param_handler:
+    with open(inputs, "r") as param_handler:
         params = json.load(param_handler)
 
     # Override the refit parameter
-    params['search_schemes']['options']['refit'] = True \
-        if params['save'] != 'nope' else False
+    params["search_schemes"]["options"]["refit"] = True if params["save"] != "nope" else False
 
-    with open(infile_estimator, 'rb') as estimator_handler:
+    with open(infile_estimator, "rb") as estimator_handler:
         estimator = load_model(estimator_handler)
 
-    optimizer = params['search_schemes']['selected_search_scheme']
+    optimizer = params["search_schemes"]["selected_search_scheme"]
     optimizer = getattr(model_selection, optimizer)
 
     # handle gridsearchcv options
-    options = params['search_schemes']['options']
+    options = params["search_schemes"]["options"]
 
     if groups:
-        header = 'infer' if (options['cv_selector']['groups_selector']
-                                    ['header_g']) else None
-        column_option = (options['cv_selector']['groups_selector']
-                                ['column_selector_options_g']
-                                ['selected_column_selector_option_g'])
-        if column_option in ['by_index_number', 'all_but_by_index_number',
-                             'by_header_name', 'all_but_by_header_name']:
-            c = (options['cv_selector']['groups_selector']
-                        ['column_selector_options_g']['col_g'])
+        header = "infer" if (options["cv_selector"]["groups_selector"]["header_g"]) else None
+        column_option = options["cv_selector"]["groups_selector"]["column_selector_options_g"][
+            "selected_column_selector_option_g"
+        ]
+        if column_option in [
+            "by_index_number",
+            "all_but_by_index_number",
+            "by_header_name",
+            "all_but_by_header_name",
+        ]:
+            c = options["cv_selector"]["groups_selector"]["column_selector_options_g"]["col_g"]
         else:
             c = None
 
         df_key = groups + repr(header)
 
-        groups = pd.read_csv(groups, sep='\t', header=header,
-                             parse_dates=True)
+        groups = pd.read_csv(groups, sep="\t", header=header, parse_dates=True)
         loaded_df[df_key] = groups
 
         groups = read_columns(
-                groups,
-                c=c,
-                c_option=column_option,
-                sep='\t',
-                header=header,
-                parse_dates=True)
+            groups,
+            c=c,
+            c_option=column_option,
+            sep="\t",
+            header=header,
+            parse_dates=True,
+        )
         groups = groups.ravel()
-        options['cv_selector']['groups_selector'] = groups
+        options["cv_selector"]["groups_selector"] = groups
 
-    splitter, groups = get_cv(options.pop('cv_selector'))
-    options['cv'] = splitter
-    primary_scoring = options['scoring']['primary_scoring']
-    options['scoring'] = get_scoring(options['scoring'])
-    if options['error_score']:
-        options['error_score'] = 'raise'
+    splitter, groups = get_cv(options.pop("cv_selector"))
+    options["cv"] = splitter
+    primary_scoring = options["scoring"]["primary_scoring"]
+    # get_scoring() expects secondary_scoring to be a comma separated string (not a list)
+    # Check if secondary_scoring is specified
+    secondary_scoring = options["scoring"].get("secondary_scoring", None)
+    if secondary_scoring is not None:
+        # If secondary_scoring is specified, convert the list into comman separated string
+        options["scoring"]["secondary_scoring"] = ",".join(options["scoring"]["secondary_scoring"])
+    options["scoring"] = get_scoring(options["scoring"])
+    if options["error_score"]:
+        options["error_score"] = "raise"
     else:
-        options['error_score'] = np.NaN
-    if options['refit'] and isinstance(options['scoring'], dict):
-        options['refit'] = primary_scoring
-    if 'pre_dispatch' in options and options['pre_dispatch'] == '':
-        options['pre_dispatch'] = None
+        options["error_score"] = np.NaN
+    if options["refit"] and isinstance(options["scoring"], dict):
+        options["refit"] = primary_scoring
+    if "pre_dispatch" in options and options["pre_dispatch"] == "":
+        options["pre_dispatch"] = None
 
-    params_builder = params['search_schemes']['search_params_builder']
+    params_builder = params["search_schemes"]["search_params_builder"]
     param_grid = _eval_search_params(params_builder)
 
     estimator = clean_params(estimator)
 
     # save the SearchCV object without fit
-    if params['save'] == 'save_no_fit':
+    if params["save"] == "save_no_fit":
         searcher = optimizer(estimator, param_grid, **options)
         print(searcher)
-        with open(outfile_object, 'wb') as output_handler:
-            pickle.dump(searcher, output_handler,
-                        pickle.HIGHEST_PROTOCOL)
+        with open(outfile_object, "wb") as output_handler:
+            pickle.dump(searcher, output_handler, pickle.HIGHEST_PROTOCOL)
         return 0
 
     # read inputs and loads new attributes, like paths
-    estimator, X, y = _handle_X_y(estimator, params, infile1, infile2,
-                                  loaded_df=loaded_df, ref_seq=ref_seq,
-                                  intervals=intervals, targets=targets,
-                                  fasta_path=fasta_path)
+    estimator, X, y = _handle_X_y(
+        estimator,
+        params,
+        infile1,
+        infile2,
+        loaded_df=loaded_df,
+        ref_seq=ref_seq,
+        intervals=intervals,
+        targets=targets,
+        fasta_path=fasta_path,
+    )
 
     # cache iraps_core fits could increase search speed significantly
     memory = joblib.Memory(location=CACHE_DIR, verbose=0)
     main_est = get_main_estimator(estimator)
-    if main_est.__class__.__name__ == 'IRAPSClassifier':
+    if main_est.__class__.__name__ == "IRAPSClassifier":
         main_est.set_params(memory=memory)
 
     searcher = optimizer(estimator, param_grid, **options)
 
-    split_mode = params['outer_split'].pop('split_mode')
+    split_mode = params["outer_split"].pop("split_mode")
 
-    if split_mode == 'nested_cv':
+    if split_mode == "nested_cv":
         # make sure refit is choosen
         # this could be True for sklearn models, but not the case for
         # deep learning models
-        if not options['refit'] and \
-                not all(hasattr(estimator, attr)
-                        for attr in ('config', 'model_type')):
+        if not options["refit"] and not all(hasattr(estimator, attr) for attr in ("config", "model_type")):
             warnings.warn("Refit is change to `True` for nested validation!")
-            setattr(searcher, 'refit', True)
+            setattr(searcher, "refit", True)
 
-        outer_cv, _ = get_cv(params['outer_split']['cv_selector'])
+        outer_cv, _ = get_cv(params["outer_split"]["cv_selector"])
         # nested CV, outer cv using cross_validate
-        if options['error_score'] == 'raise':
+        if options["error_score"] == "raise":
             rval = cross_validate(
-                searcher, X, y, scoring=options['scoring'],
-                cv=outer_cv, n_jobs=N_JOBS,
-                verbose=options['verbose'],
-                return_estimator=(params['save'] == 'save_estimator'),
-                error_score=options['error_score'],
-                return_train_score=True)
+                searcher,
+                X,
+                y,
+                scoring=options["scoring"],
+                cv=outer_cv,
+                n_jobs=N_JOBS,
+                verbose=options["verbose"],
+                return_estimator=(params["save"] == "save_estimator"),
+                error_score=options["error_score"],
+                return_train_score=True,
+            )
         else:
-            warnings.simplefilter('always', FitFailedWarning)
+            warnings.simplefilter("always", FitFailedWarning)
             with warnings.catch_warnings(record=True) as w:
                 try:
                     rval = cross_validate(
-                        searcher, X, y,
-                        scoring=options['scoring'],
-                        cv=outer_cv, n_jobs=N_JOBS,
-                        verbose=options['verbose'],
-                        return_estimator=(params['save'] == 'save_estimator'),
-                        error_score=options['error_score'],
-                        return_train_score=True)
+                        searcher,
+                        X,
+                        y,
+                        scoring=options["scoring"],
+                        cv=outer_cv,
+                        n_jobs=N_JOBS,
+                        verbose=options["verbose"],
+                        return_estimator=(params["save"] == "save_estimator"),
+                        error_score=options["error_score"],
+                        return_train_score=True,
+                    )
                 except ValueError:
                     pass
                 for warning in w:
                     print(repr(warning.message))
 
-        fitted_searchers = rval.pop('estimator', [])
+        fitted_searchers = rval.pop("estimator", [])
         if fitted_searchers:
             import os
+
             pwd = os.getcwd()
-            save_dir = os.path.join(pwd, 'cv_results_in_folds')
+            save_dir = os.path.join(pwd, "cv_results_in_folds")
             try:
                 os.mkdir(save_dir)
                 for idx, obj in enumerate(fitted_searchers):
-                    target_name = 'cv_results_' + '_' + 'split%d' % idx
+                    target_name = "cv_results_" + "_" + "split%d" % idx
                     target_path = os.path.join(pwd, save_dir, target_name)
-                    cv_results_ = getattr(obj, 'cv_results_', None)
+                    cv_results_ = getattr(obj, "cv_results_", None)
                     if not cv_results_:
                         print("%s is not available" % target_name)
                         continue
                     cv_results_ = pd.DataFrame(cv_results_)
                     cv_results_ = cv_results_[sorted(cv_results_.columns)]
-                    cv_results_.to_csv(target_path, sep='\t', header=True,
-                                       index=False)
+                    cv_results_.to_csv(target_path, sep="\t", header=True, index=False)
             except Exception as e:
                 print(e)
             finally:
@@ -611,18 +654,14 @@
 
         keys = list(rval.keys())
         for k in keys:
-            if k.startswith('test'):
-                rval['mean_' + k] = np.mean(rval[k])
-                rval['std_' + k] = np.std(rval[k])
-            if k.endswith('time'):
+            if k.startswith("test"):
+                rval["mean_" + k] = np.mean(rval[k])
+                rval["std_" + k] = np.std(rval[k])
+            if k.endswith("time"):
                 rval.pop(k)
         rval = pd.DataFrame(rval)
         rval = rval[sorted(rval.columns)]
-        rval.to_csv(path_or_buf=outfile_result, sep='\t', header=True,
-                    index=False)
-
-        return 0
-
+        rval.to_csv(path_or_buf=outfile_result, sep="\t", header=True, index=False)
         # deprecate train test split mode
         """searcher = _do_train_test_split_val(
             searcher, X, y, params,
@@ -630,14 +669,15 @@
             error_score=options['error_score'],
             groups=groups,
             outfile=outfile_result)"""
+        return 0
 
     # no outer split
     else:
         searcher.set_params(n_jobs=N_JOBS)
-        if options['error_score'] == 'raise':
+        if options["error_score"] == "raise":
             searcher.fit(X, y, groups=groups)
         else:
-            warnings.simplefilter('always', FitFailedWarning)
+            warnings.simplefilter("always", FitFailedWarning)
             with warnings.catch_warnings(record=True) as w:
                 try:
                     searcher.fit(X, y, groups=groups)
@@ -648,18 +688,19 @@
 
         cv_results = pd.DataFrame(searcher.cv_results_)
         cv_results = cv_results[sorted(cv_results.columns)]
-        cv_results.to_csv(path_or_buf=outfile_result, sep='\t',
-                          header=True, index=False)
+        cv_results.to_csv(path_or_buf=outfile_result, sep="\t", header=True, index=False)
 
     memory.clear(warn=False)
 
     # output best estimator, and weights if applicable
     if outfile_object:
-        best_estimator_ = getattr(searcher, 'best_estimator_', None)
+        best_estimator_ = getattr(searcher, "best_estimator_", None)
         if not best_estimator_:
-            warnings.warn("GridSearchCV object has no attribute "
-                          "'best_estimator_', because either it's "
-                          "nested gridsearch or `refit` is False!")
+            warnings.warn(
+                "GridSearchCV object has no attribute "
+                "'best_estimator_', because either it's "
+                "nested gridsearch or `refit` is False!"
+            )
             return
 
         # clean prams
@@ -667,24 +708,22 @@
 
         main_est = get_main_estimator(best_estimator_)
 
-        if hasattr(main_est, 'model_') \
-                and hasattr(main_est, 'save_weights'):
+        if hasattr(main_est, "model_") and hasattr(main_est, "save_weights"):
             if outfile_weights:
                 main_est.save_weights(outfile_weights)
             del main_est.model_
             del main_est.fit_params
             del main_est.model_class_
             del main_est.validation_data
-            if getattr(main_est, 'data_generator_', None):
+            if getattr(main_est, "data_generator_", None):
                 del main_est.data_generator_
 
-        with open(outfile_object, 'wb') as output_handler:
+        with open(outfile_object, "wb") as output_handler:
             print("Best estimator is saved: %s " % repr(best_estimator_))
-            pickle.dump(best_estimator_, output_handler,
-                        pickle.HIGHEST_PROTOCOL)
+            pickle.dump(best_estimator_, output_handler, pickle.HIGHEST_PROTOCOL)
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     aparser = argparse.ArgumentParser()
     aparser.add_argument("-i", "--inputs", dest="inputs", required=True)
     aparser.add_argument("-e", "--estimator", dest="infile_estimator")
@@ -700,8 +739,17 @@
     aparser.add_argument("-f", "--fasta_path", dest="fasta_path")
     args = aparser.parse_args()
 
-    main(args.inputs, args.infile_estimator, args.infile1, args.infile2,
-         args.outfile_result, outfile_object=args.outfile_object,
-         outfile_weights=args.outfile_weights, groups=args.groups,
-         ref_seq=args.ref_seq, intervals=args.intervals,
-         targets=args.targets, fasta_path=args.fasta_path)
+    main(
+        args.inputs,
+        args.infile_estimator,
+        args.infile1,
+        args.infile2,
+        args.outfile_result,
+        outfile_object=args.outfile_object,
+        outfile_weights=args.outfile_weights,
+        groups=args.groups,
+        ref_seq=args.ref_seq,
+        intervals=args.intervals,
+        targets=args.targets,
+        fasta_path=args.fasta_path,
+    )