Mercurial > repos > bgruening > sklearn_estimator_attributes
comparison search_model_validation.py @ 0:2ad4c2798be7 draft
planemo upload for repository https://github.com/bgruening/galaxytools/tree/master/tools/sklearn commit c0a3a186966888e5787335a7628bf0a4382637e7
author | bgruening |
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date | Tue, 14 May 2019 18:12:53 -0400 |
parents | |
children | c411ff569a26 |
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-1:000000000000 | 0:2ad4c2798be7 |
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1 import argparse | |
2 import collections | |
3 import imblearn | |
4 import json | |
5 import numpy as np | |
6 import pandas | |
7 import pickle | |
8 import skrebate | |
9 import sklearn | |
10 import sys | |
11 import xgboost | |
12 import warnings | |
13 import iraps_classifier | |
14 import model_validations | |
15 import preprocessors | |
16 import feature_selectors | |
17 from imblearn import under_sampling, over_sampling, combine | |
18 from scipy.io import mmread | |
19 from mlxtend import classifier, regressor | |
20 from sklearn import (cluster, compose, decomposition, ensemble, | |
21 feature_extraction, feature_selection, | |
22 gaussian_process, kernel_approximation, metrics, | |
23 model_selection, naive_bayes, neighbors, | |
24 pipeline, preprocessing, svm, linear_model, | |
25 tree, discriminant_analysis) | |
26 from sklearn.exceptions import FitFailedWarning | |
27 from sklearn.externals import joblib | |
28 from sklearn.model_selection._validation import _score | |
29 | |
30 from utils import (SafeEval, get_cv, get_scoring, get_X_y, | |
31 load_model, read_columns) | |
32 from model_validations import train_test_split | |
33 | |
34 | |
35 N_JOBS = int(__import__('os').environ.get('GALAXY_SLOTS', 1)) | |
36 CACHE_DIR = './cached' | |
37 NON_SEARCHABLE = ('n_jobs', 'pre_dispatch', 'memory', 'steps', | |
38 'nthread', 'verbose') | |
39 | |
40 | |
41 def _eval_search_params(params_builder): | |
42 search_params = {} | |
43 | |
44 for p in params_builder['param_set']: | |
45 search_list = p['sp_list'].strip() | |
46 if search_list == '': | |
47 continue | |
48 | |
49 param_name = p['sp_name'] | |
50 if param_name.lower().endswith(NON_SEARCHABLE): | |
51 print("Warning: `%s` is not eligible for search and was " | |
52 "omitted!" % param_name) | |
53 continue | |
54 | |
55 if not search_list.startswith(':'): | |
56 safe_eval = SafeEval(load_scipy=True, load_numpy=True) | |
57 ev = safe_eval(search_list) | |
58 search_params[param_name] = ev | |
59 else: | |
60 # Have `:` before search list, asks for estimator evaluatio | |
61 safe_eval_es = SafeEval(load_estimators=True) | |
62 search_list = search_list[1:].strip() | |
63 # TODO maybe add regular express check | |
64 ev = safe_eval_es(search_list) | |
65 preprocessors = ( | |
66 preprocessing.StandardScaler(), preprocessing.Binarizer(), | |
67 preprocessing.Imputer(), preprocessing.MaxAbsScaler(), | |
68 preprocessing.Normalizer(), preprocessing.MinMaxScaler(), | |
69 preprocessing.PolynomialFeatures(), | |
70 preprocessing.RobustScaler(), feature_selection.SelectKBest(), | |
71 feature_selection.GenericUnivariateSelect(), | |
72 feature_selection.SelectPercentile(), | |
73 feature_selection.SelectFpr(), feature_selection.SelectFdr(), | |
74 feature_selection.SelectFwe(), | |
75 feature_selection.VarianceThreshold(), | |
76 decomposition.FactorAnalysis(random_state=0), | |
77 decomposition.FastICA(random_state=0), | |
78 decomposition.IncrementalPCA(), | |
79 decomposition.KernelPCA(random_state=0, n_jobs=N_JOBS), | |
80 decomposition.LatentDirichletAllocation( | |
81 random_state=0, n_jobs=N_JOBS), | |
82 decomposition.MiniBatchDictionaryLearning( | |
83 random_state=0, n_jobs=N_JOBS), | |
84 decomposition.MiniBatchSparsePCA( | |
85 random_state=0, n_jobs=N_JOBS), | |
86 decomposition.NMF(random_state=0), | |
87 decomposition.PCA(random_state=0), | |
88 decomposition.SparsePCA(random_state=0, n_jobs=N_JOBS), | |
89 decomposition.TruncatedSVD(random_state=0), | |
90 kernel_approximation.Nystroem(random_state=0), | |
91 kernel_approximation.RBFSampler(random_state=0), | |
92 kernel_approximation.AdditiveChi2Sampler(), | |
93 kernel_approximation.SkewedChi2Sampler(random_state=0), | |
94 cluster.FeatureAgglomeration(), | |
95 skrebate.ReliefF(n_jobs=N_JOBS), | |
96 skrebate.SURF(n_jobs=N_JOBS), | |
97 skrebate.SURFstar(n_jobs=N_JOBS), | |
98 skrebate.MultiSURF(n_jobs=N_JOBS), | |
99 skrebate.MultiSURFstar(n_jobs=N_JOBS), | |
100 imblearn.under_sampling.ClusterCentroids( | |
101 random_state=0, n_jobs=N_JOBS), | |
102 imblearn.under_sampling.CondensedNearestNeighbour( | |
103 random_state=0, n_jobs=N_JOBS), | |
104 imblearn.under_sampling.EditedNearestNeighbours( | |
105 random_state=0, n_jobs=N_JOBS), | |
106 imblearn.under_sampling.RepeatedEditedNearestNeighbours( | |
107 random_state=0, n_jobs=N_JOBS), | |
108 imblearn.under_sampling.AllKNN(random_state=0, n_jobs=N_JOBS), | |
109 imblearn.under_sampling.InstanceHardnessThreshold( | |
110 random_state=0, n_jobs=N_JOBS), | |
111 imblearn.under_sampling.NearMiss( | |
112 random_state=0, n_jobs=N_JOBS), | |
113 imblearn.under_sampling.NeighbourhoodCleaningRule( | |
114 random_state=0, n_jobs=N_JOBS), | |
115 imblearn.under_sampling.OneSidedSelection( | |
116 random_state=0, n_jobs=N_JOBS), | |
117 imblearn.under_sampling.RandomUnderSampler( | |
118 random_state=0), | |
119 imblearn.under_sampling.TomekLinks( | |
120 random_state=0, n_jobs=N_JOBS), | |
121 imblearn.over_sampling.ADASYN(random_state=0, n_jobs=N_JOBS), | |
122 imblearn.over_sampling.RandomOverSampler(random_state=0), | |
123 imblearn.over_sampling.SMOTE(random_state=0, n_jobs=N_JOBS), | |
124 imblearn.over_sampling.SVMSMOTE(random_state=0, n_jobs=N_JOBS), | |
125 imblearn.over_sampling.BorderlineSMOTE( | |
126 random_state=0, n_jobs=N_JOBS), | |
127 imblearn.over_sampling.SMOTENC( | |
128 categorical_features=[], random_state=0, n_jobs=N_JOBS), | |
129 imblearn.combine.SMOTEENN(random_state=0), | |
130 imblearn.combine.SMOTETomek(random_state=0)) | |
131 newlist = [] | |
132 for obj in ev: | |
133 if obj is None: | |
134 newlist.append(None) | |
135 elif obj == 'all_0': | |
136 newlist.extend(preprocessors[0:36]) | |
137 elif obj == 'sk_prep_all': # no KernalCenter() | |
138 newlist.extend(preprocessors[0:8]) | |
139 elif obj == 'fs_all': | |
140 newlist.extend(preprocessors[8:15]) | |
141 elif obj == 'decomp_all': | |
142 newlist.extend(preprocessors[15:26]) | |
143 elif obj == 'k_appr_all': | |
144 newlist.extend(preprocessors[26:30]) | |
145 elif obj == 'reb_all': | |
146 newlist.extend(preprocessors[31:36]) | |
147 elif obj == 'imb_all': | |
148 newlist.extend(preprocessors[36:55]) | |
149 elif type(obj) is int and -1 < obj < len(preprocessors): | |
150 newlist.append(preprocessors[obj]) | |
151 elif hasattr(obj, 'get_params'): # user uploaded object | |
152 if 'n_jobs' in obj.get_params(): | |
153 newlist.append(obj.set_params(n_jobs=N_JOBS)) | |
154 else: | |
155 newlist.append(obj) | |
156 else: | |
157 sys.exit("Unsupported estimator type: %r" % (obj)) | |
158 | |
159 search_params[param_name] = newlist | |
160 | |
161 return search_params | |
162 | |
163 | |
164 def main(inputs, infile_estimator, infile1, infile2, | |
165 outfile_result, outfile_object=None, groups=None): | |
166 """ | |
167 Parameter | |
168 --------- | |
169 inputs : str | |
170 File path to galaxy tool parameter | |
171 | |
172 infile_estimator : str | |
173 File path to estimator | |
174 | |
175 infile1 : str | |
176 File path to dataset containing features | |
177 | |
178 infile2 : str | |
179 File path to dataset containing target values | |
180 | |
181 outfile_result : str | |
182 File path to save the results, either cv_results or test result | |
183 | |
184 outfile_object : str, optional | |
185 File path to save searchCV object | |
186 | |
187 groups : str | |
188 File path to dataset containing groups labels | |
189 """ | |
190 | |
191 warnings.simplefilter('ignore') | |
192 | |
193 with open(inputs, 'r') as param_handler: | |
194 params = json.load(param_handler) | |
195 if groups: | |
196 (params['search_schemes']['options']['cv_selector'] | |
197 ['groups_selector']['infile_g']) = groups | |
198 | |
199 params_builder = params['search_schemes']['search_params_builder'] | |
200 | |
201 input_type = params['input_options']['selected_input'] | |
202 if input_type == 'tabular': | |
203 header = 'infer' if params['input_options']['header1'] else None | |
204 column_option = (params['input_options']['column_selector_options_1'] | |
205 ['selected_column_selector_option']) | |
206 if column_option in ['by_index_number', 'all_but_by_index_number', | |
207 'by_header_name', 'all_but_by_header_name']: | |
208 c = params['input_options']['column_selector_options_1']['col1'] | |
209 else: | |
210 c = None | |
211 X = read_columns( | |
212 infile1, | |
213 c=c, | |
214 c_option=column_option, | |
215 sep='\t', | |
216 header=header, | |
217 parse_dates=True).astype(float) | |
218 else: | |
219 X = mmread(open(infile1, 'r')) | |
220 | |
221 header = 'infer' if params['input_options']['header2'] else None | |
222 column_option = (params['input_options']['column_selector_options_2'] | |
223 ['selected_column_selector_option2']) | |
224 if column_option in ['by_index_number', 'all_but_by_index_number', | |
225 'by_header_name', 'all_but_by_header_name']: | |
226 c = params['input_options']['column_selector_options_2']['col2'] | |
227 else: | |
228 c = None | |
229 y = read_columns( | |
230 infile2, | |
231 c=c, | |
232 c_option=column_option, | |
233 sep='\t', | |
234 header=header, | |
235 parse_dates=True) | |
236 y = y.ravel() | |
237 | |
238 optimizer = params['search_schemes']['selected_search_scheme'] | |
239 optimizer = getattr(model_selection, optimizer) | |
240 | |
241 options = params['search_schemes']['options'] | |
242 | |
243 splitter, groups = get_cv(options.pop('cv_selector')) | |
244 options['cv'] = splitter | |
245 options['n_jobs'] = N_JOBS | |
246 primary_scoring = options['scoring']['primary_scoring'] | |
247 options['scoring'] = get_scoring(options['scoring']) | |
248 if options['error_score']: | |
249 options['error_score'] = 'raise' | |
250 else: | |
251 options['error_score'] = np.NaN | |
252 if options['refit'] and isinstance(options['scoring'], dict): | |
253 options['refit'] = primary_scoring | |
254 if 'pre_dispatch' in options and options['pre_dispatch'] == '': | |
255 options['pre_dispatch'] = None | |
256 | |
257 with open(infile_estimator, 'rb') as estimator_handler: | |
258 estimator = load_model(estimator_handler) | |
259 | |
260 memory = joblib.Memory(location=CACHE_DIR, verbose=0) | |
261 # cache iraps_core fits could increase search speed significantly | |
262 if estimator.__class__.__name__ == 'IRAPSClassifier': | |
263 estimator.set_params(memory=memory) | |
264 else: | |
265 for p, v in estimator.get_params().items(): | |
266 if p.endswith('memory'): | |
267 if len(p) > 8 and p[:-8].endswith('irapsclassifier'): | |
268 # cache iraps_core fits could increase search | |
269 # speed significantly | |
270 new_params = {p: memory} | |
271 estimator.set_params(**new_params) | |
272 elif v: | |
273 new_params = {p, None} | |
274 estimator.set_params(**new_params) | |
275 elif p.endswith('n_jobs'): | |
276 new_params = {p: 1} | |
277 estimator.set_params(**new_params) | |
278 | |
279 param_grid = _eval_search_params(params_builder) | |
280 searcher = optimizer(estimator, param_grid, **options) | |
281 | |
282 # do train_test_split | |
283 do_train_test_split = params['train_test_split'].pop('do_split') | |
284 if do_train_test_split == 'yes': | |
285 # make sure refit is choosen | |
286 if not options['refit']: | |
287 raise ValueError("Refit must be `True` for shuffle splitting!") | |
288 split_options = params['train_test_split'] | |
289 | |
290 # splits | |
291 if split_options['shuffle'] == 'stratified': | |
292 split_options['labels'] = y | |
293 X, X_test, y, y_test = train_test_split(X, y, **split_options) | |
294 elif split_options['shuffle'] == 'group': | |
295 if not groups: | |
296 raise ValueError("No group based CV option was " | |
297 "choosen for group shuffle!") | |
298 split_options['labels'] = groups | |
299 X, X_test, y, y_test, groups, _ =\ | |
300 train_test_split(X, y, **split_options) | |
301 else: | |
302 if split_options['shuffle'] == 'None': | |
303 split_options['shuffle'] = None | |
304 X, X_test, y, y_test =\ | |
305 train_test_split(X, y, **split_options) | |
306 # end train_test_split | |
307 | |
308 if options['error_score'] == 'raise': | |
309 searcher.fit(X, y, groups=groups) | |
310 else: | |
311 warnings.simplefilter('always', FitFailedWarning) | |
312 with warnings.catch_warnings(record=True) as w: | |
313 try: | |
314 searcher.fit(X, y, groups=groups) | |
315 except ValueError: | |
316 pass | |
317 for warning in w: | |
318 print(repr(warning.message)) | |
319 | |
320 if do_train_test_split == 'no': | |
321 # save results | |
322 cv_results = pandas.DataFrame(searcher.cv_results_) | |
323 cv_results = cv_results[sorted(cv_results.columns)] | |
324 cv_results.to_csv(path_or_buf=outfile_result, sep='\t', | |
325 header=True, index=False) | |
326 | |
327 # output test result using best_estimator_ | |
328 else: | |
329 best_estimator_ = searcher.best_estimator_ | |
330 if isinstance(options['scoring'], collections.Mapping): | |
331 is_multimetric = True | |
332 else: | |
333 is_multimetric = False | |
334 | |
335 test_score = _score(best_estimator_, X_test, | |
336 y_test, options['scoring'], | |
337 is_multimetric=is_multimetric) | |
338 if not is_multimetric: | |
339 test_score = {primary_scoring: test_score} | |
340 for key, value in test_score.items(): | |
341 test_score[key] = [value] | |
342 result_df = pandas.DataFrame(test_score) | |
343 result_df.to_csv(path_or_buf=outfile_result, sep='\t', | |
344 header=True, index=False) | |
345 | |
346 memory.clear(warn=False) | |
347 | |
348 if outfile_object: | |
349 with open(outfile_object, 'wb') as output_handler: | |
350 pickle.dump(searcher, output_handler, pickle.HIGHEST_PROTOCOL) | |
351 | |
352 | |
353 if __name__ == '__main__': | |
354 aparser = argparse.ArgumentParser() | |
355 aparser.add_argument("-i", "--inputs", dest="inputs", required=True) | |
356 aparser.add_argument("-e", "--estimator", dest="infile_estimator") | |
357 aparser.add_argument("-X", "--infile1", dest="infile1") | |
358 aparser.add_argument("-y", "--infile2", dest="infile2") | |
359 aparser.add_argument("-r", "--outfile_result", dest="outfile_result") | |
360 aparser.add_argument("-o", "--outfile_object", dest="outfile_object") | |
361 aparser.add_argument("-g", "--groups", dest="groups") | |
362 args = aparser.parse_args() | |
363 | |
364 main(args.inputs, args.infile_estimator, args.infile1, args.infile2, | |
365 args.outfile_result, outfile_object=args.outfile_object, | |
366 groups=args.groups) |