--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/search_model_validation.py	Tue May 14 18:12:53 2019 -0400
@@ -0,0 +1,366 @@
+import argparse
+import collections
+import imblearn
+import json
+import numpy as np
+import pandas
+import pickle
+import skrebate
+import sklearn
+import sys
+import xgboost
+import warnings
+import iraps_classifier
+import model_validations
+import preprocessors
+import feature_selectors
+from imblearn import under_sampling, over_sampling, combine
+from scipy.io import mmread
+from mlxtend import classifier, regressor
+from sklearn import (cluster, compose, decomposition, ensemble,
+                     feature_extraction, feature_selection,
+                     gaussian_process, kernel_approximation, metrics,
+                     model_selection, naive_bayes, neighbors,
+                     pipeline, preprocessing, svm, linear_model,
+                     tree, discriminant_analysis)
+from sklearn.exceptions import FitFailedWarning
+from sklearn.externals import joblib
+from sklearn.model_selection._validation import _score
+
+from utils import (SafeEval, get_cv, get_scoring, get_X_y,
+                   load_model, read_columns)
+from model_validations import train_test_split
+
+
+N_JOBS = int(__import__('os').environ.get('GALAXY_SLOTS', 1))
+CACHE_DIR = './cached'
+NON_SEARCHABLE = ('n_jobs', 'pre_dispatch', 'memory', 'steps',
+                  'nthread', 'verbose')
+
+
+def _eval_search_params(params_builder):
+    search_params = {}
+
+    for p in params_builder['param_set']:
+        search_list = p['sp_list'].strip()
+        if search_list == '':
+            continue
+
+        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)
+            continue
+
+        if not search_list.startswith(':'):
+            safe_eval = SafeEval(load_scipy=True, load_numpy=True)
+            ev = safe_eval(search_list)
+            search_params[param_name] = ev
+        else:
+            # Have `:` before search list, asks for estimator evaluatio
+            safe_eval_es = SafeEval(load_estimators=True)
+            search_list = search_list[1:].strip()
+            # TODO maybe add regular express check
+            ev = safe_eval_es(search_list)
+            preprocessors = (
+                preprocessing.StandardScaler(), preprocessing.Binarizer(),
+                preprocessing.Imputer(), preprocessing.MaxAbsScaler(),
+                preprocessing.Normalizer(), preprocessing.MinMaxScaler(),
+                preprocessing.PolynomialFeatures(),
+                preprocessing.RobustScaler(), feature_selection.SelectKBest(),
+                feature_selection.GenericUnivariateSelect(),
+                feature_selection.SelectPercentile(),
+                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.NMF(random_state=0),
+                decomposition.PCA(random_state=0),
+                decomposition.SparsePCA(random_state=0, n_jobs=N_JOBS),
+                decomposition.TruncatedSVD(random_state=0),
+                kernel_approximation.Nystroem(random_state=0),
+                kernel_approximation.RBFSampler(random_state=0),
+                kernel_approximation.AdditiveChi2Sampler(),
+                kernel_approximation.SkewedChi2Sampler(random_state=0),
+                cluster.FeatureAgglomeration(),
+                skrebate.ReliefF(n_jobs=N_JOBS),
+                skrebate.SURF(n_jobs=N_JOBS),
+                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.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.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.combine.SMOTEENN(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':
+                    newlist.extend(preprocessors[0:36])
+                elif obj == 'sk_prep_all':      # no KernalCenter()
+                    newlist.extend(preprocessors[0:8])
+                elif obj == 'fs_all':
+                    newlist.extend(preprocessors[8:15])
+                elif obj == 'decomp_all':
+                    newlist.extend(preprocessors[15:26])
+                elif obj == 'k_appr_all':
+                    newlist.extend(preprocessors[26:30])
+                elif obj == 'reb_all':
+                    newlist.extend(preprocessors[31:36])
+                elif obj == 'imb_all':
+                    newlist.extend(preprocessors[36:55])
+                elif type(obj) is int and -1 < obj < len(preprocessors):
+                    newlist.append(preprocessors[obj])
+                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)
+                else:
+                    sys.exit("Unsupported estimator type: %r" % (obj))
+
+            search_params[param_name] = newlist
+
+    return search_params
+
+
+def main(inputs, infile_estimator, infile1, infile2,
+         outfile_result, outfile_object=None, groups=None):
+    """
+    Parameter
+    ---------
+    inputs : str
+        File path to galaxy tool parameter
+
+    infile_estimator : str
+        File path to estimator
+
+    infile1 : str
+        File path to dataset containing features
+
+    infile2 : str
+        File path to dataset containing target values
+
+    outfile_result : str
+        File path to save the results, either cv_results or test result
+
+    outfile_object : str, optional
+        File path to save searchCV object
+
+    groups : str
+        File path to dataset containing groups labels
+    """
+
+    warnings.simplefilter('ignore')
+
+    with open(inputs, 'r') as param_handler:
+        params = json.load(param_handler)
+    if groups:
+        (params['search_schemes']['options']['cv_selector']
+         ['groups_selector']['infile_g']) = groups
+
+    params_builder = params['search_schemes']['search_params_builder']
+
+    input_type = params['input_options']['selected_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']
+        else:
+            c = None
+        X = read_columns(
+                infile1,
+                c=c,
+                c_option=column_option,
+                sep='\t',
+                header=header,
+                parse_dates=True).astype(float)
+    else:
+        X = mmread(open(infile1, 'r'))
+
+    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
+    y = read_columns(
+            infile2,
+            c=c,
+            c_option=column_option,
+            sep='\t',
+            header=header,
+            parse_dates=True)
+    y = y.ravel()
+
+    optimizer = params['search_schemes']['selected_search_scheme']
+    optimizer = getattr(model_selection, optimizer)
+
+    options = params['search_schemes']['options']
+
+    splitter, groups = get_cv(options.pop('cv_selector'))
+    options['cv'] = splitter
+    options['n_jobs'] = N_JOBS
+    primary_scoring = options['scoring']['primary_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
+
+    with open(infile_estimator, 'rb') as estimator_handler:
+        estimator = load_model(estimator_handler)
+
+    memory = joblib.Memory(location=CACHE_DIR, verbose=0)
+    # cache iraps_core fits could increase search speed significantly
+    if estimator.__class__.__name__ == 'IRAPSClassifier':
+        estimator.set_params(memory=memory)
+    else:
+        for p, v in estimator.get_params().items():
+            if p.endswith('memory'):
+                if len(p) > 8 and p[:-8].endswith('irapsclassifier'):
+                    # cache iraps_core fits could increase search
+                    # speed significantly
+                    new_params = {p: memory}
+                    estimator.set_params(**new_params)
+                elif v:
+                    new_params = {p, None}
+                    estimator.set_params(**new_params)
+            elif p.endswith('n_jobs'):
+                new_params = {p: 1}
+                estimator.set_params(**new_params)
+
+    param_grid = _eval_search_params(params_builder)
+    searcher = optimizer(estimator, param_grid, **options)
+
+    # do train_test_split
+    do_train_test_split = params['train_test_split'].pop('do_split')
+    if do_train_test_split == 'yes':
+        # make sure refit is choosen
+        if not options['refit']:
+            raise ValueError("Refit must be `True` for shuffle splitting!")
+        split_options = params['train_test_split']
+
+        # splits
+        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':
+            if not groups:
+                raise ValueError("No group based CV option was "
+                                 "choosen for group shuffle!")
+            split_options['labels'] = groups
+            X, X_test, y, y_test, groups, _ =\
+                train_test_split(X, y, **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)
+    # end train_test_split
+
+    if options['error_score'] == 'raise':
+        searcher.fit(X, y, groups=groups)
+    else:
+        warnings.simplefilter('always', FitFailedWarning)
+        with warnings.catch_warnings(record=True) as w:
+            try:
+                searcher.fit(X, y, groups=groups)
+            except ValueError:
+                pass
+            for warning in w:
+                print(repr(warning.message))
+
+    if do_train_test_split == 'no':
+        # save results
+        cv_results = pandas.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)
+
+    # output test result using best_estimator_
+    else:
+        best_estimator_ = searcher.best_estimator_
+        if isinstance(options['scoring'], collections.Mapping):
+            is_multimetric = True
+        else:
+            is_multimetric = False
+
+        test_score = _score(best_estimator_, X_test,
+                            y_test, options['scoring'],
+                            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 = pandas.DataFrame(test_score)
+        result_df.to_csv(path_or_buf=outfile_result, sep='\t',
+                         header=True, index=False)
+
+    memory.clear(warn=False)
+
+    if outfile_object:
+        with open(outfile_object, 'wb') as output_handler:
+            pickle.dump(searcher, output_handler, pickle.HIGHEST_PROTOCOL)
+
+
+if __name__ == '__main__':
+    aparser = argparse.ArgumentParser()
+    aparser.add_argument("-i", "--inputs", dest="inputs", required=True)
+    aparser.add_argument("-e", "--estimator", dest="infile_estimator")
+    aparser.add_argument("-X", "--infile1", dest="infile1")
+    aparser.add_argument("-y", "--infile2", dest="infile2")
+    aparser.add_argument("-r", "--outfile_result", dest="outfile_result")
+    aparser.add_argument("-o", "--outfile_object", dest="outfile_object")
+    aparser.add_argument("-g", "--groups", dest="groups")
+    args = aparser.parse_args()
+
+    main(args.inputs, args.infile_estimator, args.infile1, args.infile2,
+         args.outfile_result, outfile_object=args.outfile_object,
+         groups=args.groups)