Mercurial > repos > bgruening > sklearn_feature_selection
comparison search_model_validation.py @ 17:2bbbac61e48d draft
planemo upload for repository https://github.com/bgruening/galaxytools/tree/master/tools/sklearn commit 57f4407e278a615f47a377a3328782b1d8e0b54d
author | bgruening |
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date | Sun, 30 Dec 2018 01:57:11 -0500 |
parents | |
children | ec25331946b8 |
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16:328a8d547ca2 | 17:2bbbac61e48d |
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1 import imblearn | |
2 import json | |
3 import numpy as np | |
4 import os | |
5 import pandas | |
6 import pickle | |
7 import skrebate | |
8 import sklearn | |
9 import sys | |
10 import xgboost | |
11 import warnings | |
12 from imblearn import under_sampling, over_sampling, combine | |
13 from imblearn.pipeline import Pipeline as imbPipeline | |
14 from sklearn import (cluster, compose, decomposition, ensemble, feature_extraction, | |
15 feature_selection, gaussian_process, kernel_approximation, metrics, | |
16 model_selection, naive_bayes, neighbors, pipeline, preprocessing, | |
17 svm, linear_model, tree, discriminant_analysis) | |
18 from sklearn.exceptions import FitFailedWarning | |
19 from sklearn.externals import joblib | |
20 from utils import get_cv, get_scoring, get_X_y, load_model, read_columns, SafeEval | |
21 | |
22 | |
23 N_JOBS = int(os.environ.get('GALAXY_SLOTS', 1)) | |
24 | |
25 | |
26 def get_search_params(params_builder): | |
27 search_params = {} | |
28 safe_eval = SafeEval(load_scipy=True, load_numpy=True) | |
29 safe_eval_es = SafeEval(load_estimators=True) | |
30 | |
31 for p in params_builder['param_set']: | |
32 search_p = p['search_param_selector']['search_p'] | |
33 if search_p.strip() == '': | |
34 continue | |
35 param_type = p['search_param_selector']['selected_param_type'] | |
36 | |
37 lst = search_p.split(':') | |
38 assert (len(lst) == 2), "Error, make sure there is one and only one colon in search parameter input." | |
39 literal = lst[1].strip() | |
40 param_name = lst[0].strip() | |
41 if param_name: | |
42 if param_name.lower() == 'n_jobs': | |
43 sys.exit("Parameter `%s` is invalid for search." %param_name) | |
44 elif not param_name.endswith('-'): | |
45 ev = safe_eval(literal) | |
46 if param_type == 'final_estimator_p': | |
47 search_params['estimator__' + param_name] = ev | |
48 else: | |
49 search_params['preprocessing_' + param_type[5:6] + '__' + param_name] = ev | |
50 else: | |
51 # only for estimator eval, add `-` to the end of param | |
52 #TODO maybe add regular express check | |
53 ev = safe_eval_es(literal) | |
54 for obj in ev: | |
55 if 'n_jobs' in obj.get_params(): | |
56 obj.set_params( n_jobs=N_JOBS ) | |
57 if param_type == 'final_estimator_p': | |
58 search_params['estimator__' + param_name[:-1]] = ev | |
59 else: | |
60 search_params['preprocessing_' + param_type[5:6] + '__' + param_name[:-1]] = ev | |
61 elif param_type != 'final_estimator_p': | |
62 #TODO regular express check ? | |
63 ev = safe_eval_es(literal) | |
64 preprocessors = [preprocessing.StandardScaler(), preprocessing.Binarizer(), preprocessing.Imputer(), | |
65 preprocessing.MaxAbsScaler(), preprocessing.Normalizer(), preprocessing.MinMaxScaler(), | |
66 preprocessing.PolynomialFeatures(),preprocessing.RobustScaler(), | |
67 feature_selection.SelectKBest(), feature_selection.GenericUnivariateSelect(), | |
68 feature_selection.SelectPercentile(), feature_selection.SelectFpr(), feature_selection.SelectFdr(), | |
69 feature_selection.SelectFwe(), feature_selection.VarianceThreshold(), | |
70 decomposition.FactorAnalysis(random_state=0), decomposition.FastICA(random_state=0), decomposition.IncrementalPCA(), | |
71 decomposition.KernelPCA(random_state=0, n_jobs=N_JOBS), decomposition.LatentDirichletAllocation(random_state=0, n_jobs=N_JOBS), | |
72 decomposition.MiniBatchDictionaryLearning(random_state=0, n_jobs=N_JOBS), | |
73 decomposition.MiniBatchSparsePCA(random_state=0, n_jobs=N_JOBS), decomposition.NMF(random_state=0), | |
74 decomposition.PCA(random_state=0), decomposition.SparsePCA(random_state=0, n_jobs=N_JOBS), | |
75 decomposition.TruncatedSVD(random_state=0), | |
76 kernel_approximation.Nystroem(random_state=0), kernel_approximation.RBFSampler(random_state=0), | |
77 kernel_approximation.AdditiveChi2Sampler(), kernel_approximation.SkewedChi2Sampler(random_state=0), | |
78 cluster.FeatureAgglomeration(), | |
79 skrebate.ReliefF(n_jobs=N_JOBS), skrebate.SURF(n_jobs=N_JOBS), skrebate.SURFstar(n_jobs=N_JOBS), | |
80 skrebate.MultiSURF(n_jobs=N_JOBS), skrebate.MultiSURFstar(n_jobs=N_JOBS), | |
81 imblearn.under_sampling.ClusterCentroids(random_state=0, n_jobs=N_JOBS), | |
82 imblearn.under_sampling.CondensedNearestNeighbour(random_state=0, n_jobs=N_JOBS), | |
83 imblearn.under_sampling.EditedNearestNeighbours(random_state=0, n_jobs=N_JOBS), | |
84 imblearn.under_sampling.RepeatedEditedNearestNeighbours(random_state=0, n_jobs=N_JOBS), | |
85 imblearn.under_sampling.AllKNN(random_state=0, n_jobs=N_JOBS), | |
86 imblearn.under_sampling.InstanceHardnessThreshold(random_state=0, n_jobs=N_JOBS), | |
87 imblearn.under_sampling.NearMiss(random_state=0, n_jobs=N_JOBS), | |
88 imblearn.under_sampling.NeighbourhoodCleaningRule(random_state=0, n_jobs=N_JOBS), | |
89 imblearn.under_sampling.OneSidedSelection(random_state=0, n_jobs=N_JOBS), | |
90 imblearn.under_sampling.RandomUnderSampler(random_state=0), | |
91 imblearn.under_sampling.TomekLinks(random_state=0, n_jobs=N_JOBS), | |
92 imblearn.over_sampling.ADASYN(random_state=0, n_jobs=N_JOBS), | |
93 imblearn.over_sampling.RandomOverSampler(random_state=0), | |
94 imblearn.over_sampling.SMOTE(random_state=0, n_jobs=N_JOBS), | |
95 imblearn.over_sampling.SVMSMOTE(random_state=0, n_jobs=N_JOBS), | |
96 imblearn.over_sampling.BorderlineSMOTE(random_state=0, n_jobs=N_JOBS), | |
97 imblearn.over_sampling.SMOTENC(categorical_features=[], random_state=0, n_jobs=N_JOBS), | |
98 imblearn.combine.SMOTEENN(random_state=0), imblearn.combine.SMOTETomek(random_state=0)] | |
99 newlist = [] | |
100 for obj in ev: | |
101 if obj is None: | |
102 newlist.append(None) | |
103 elif obj == 'all_0': | |
104 newlist.extend(preprocessors[0:36]) | |
105 elif obj == 'sk_prep_all': # no KernalCenter() | |
106 newlist.extend(preprocessors[0:8]) | |
107 elif obj == 'fs_all': | |
108 newlist.extend(preprocessors[8:15]) | |
109 elif obj == 'decomp_all': | |
110 newlist.extend(preprocessors[15:26]) | |
111 elif obj == 'k_appr_all': | |
112 newlist.extend(preprocessors[26:30]) | |
113 elif obj == 'reb_all': | |
114 newlist.extend(preprocessors[31:36]) | |
115 elif obj == 'imb_all': | |
116 newlist.extend(preprocessors[36:55]) | |
117 elif type(obj) is int and -1 < obj < len(preprocessors): | |
118 newlist.append(preprocessors[obj]) | |
119 elif hasattr(obj, 'get_params'): # user object | |
120 if 'n_jobs' in obj.get_params(): | |
121 newlist.append( obj.set_params(n_jobs=N_JOBS) ) | |
122 else: | |
123 newlist.append(obj) | |
124 else: | |
125 sys.exit("Unsupported preprocessor type: %r" %(obj)) | |
126 search_params['preprocessing_' + param_type[5:6]] = newlist | |
127 else: | |
128 sys.exit("Parameter name of the final estimator can't be skipped!") | |
129 | |
130 return search_params | |
131 | |
132 | |
133 if __name__ == '__main__': | |
134 | |
135 warnings.simplefilter('ignore') | |
136 | |
137 input_json_path = sys.argv[1] | |
138 with open(input_json_path, 'r') as param_handler: | |
139 params = json.load(param_handler) | |
140 | |
141 infile_pipeline = sys.argv[2] | |
142 infile1 = sys.argv[3] | |
143 infile2 = sys.argv[4] | |
144 outfile_result = sys.argv[5] | |
145 if len(sys.argv) > 6: | |
146 outfile_estimator = sys.argv[6] | |
147 else: | |
148 outfile_estimator = None | |
149 | |
150 params_builder = params['search_schemes']['search_params_builder'] | |
151 | |
152 input_type = params['input_options']['selected_input'] | |
153 if input_type == 'tabular': | |
154 header = 'infer' if params['input_options']['header1'] else None | |
155 column_option = params['input_options']['column_selector_options_1']['selected_column_selector_option'] | |
156 if column_option in ['by_index_number', 'all_but_by_index_number', 'by_header_name', 'all_but_by_header_name']: | |
157 c = params['input_options']['column_selector_options_1']['col1'] | |
158 else: | |
159 c = None | |
160 X = read_columns( | |
161 infile1, | |
162 c = c, | |
163 c_option = column_option, | |
164 sep='\t', | |
165 header=header, | |
166 parse_dates=True | |
167 ) | |
168 else: | |
169 X = mmread(open(infile1, 'r')) | |
170 | |
171 header = 'infer' if params['input_options']['header2'] else None | |
172 column_option = params['input_options']['column_selector_options_2']['selected_column_selector_option2'] | |
173 if column_option in ['by_index_number', 'all_but_by_index_number', 'by_header_name', 'all_but_by_header_name']: | |
174 c = params['input_options']['column_selector_options_2']['col2'] | |
175 else: | |
176 c = None | |
177 y = read_columns( | |
178 infile2, | |
179 c = c, | |
180 c_option = column_option, | |
181 sep='\t', | |
182 header=header, | |
183 parse_dates=True | |
184 ) | |
185 y = y.ravel() | |
186 | |
187 optimizer = params['search_schemes']['selected_search_scheme'] | |
188 optimizer = getattr(model_selection, optimizer) | |
189 | |
190 options = params['search_schemes']['options'] | |
191 splitter, groups = get_cv(options.pop('cv_selector')) | |
192 if groups is None: | |
193 options['cv'] = splitter | |
194 elif groups == '': | |
195 options['cv'] = list( splitter.split(X, y, groups=None) ) | |
196 else: | |
197 options['cv'] = list( splitter.split(X, y, groups=groups) ) | |
198 options['n_jobs'] = N_JOBS | |
199 primary_scoring = options['scoring']['primary_scoring'] | |
200 options['scoring'] = get_scoring(options['scoring']) | |
201 if options['error_score']: | |
202 options['error_score'] = 'raise' | |
203 else: | |
204 options['error_score'] = np.NaN | |
205 if options['refit'] and isinstance(options['scoring'], dict): | |
206 options['refit'] = 'primary' | |
207 if 'pre_dispatch' in options and options['pre_dispatch'] == '': | |
208 options['pre_dispatch'] = None | |
209 | |
210 with open(infile_pipeline, 'rb') as pipeline_handler: | |
211 pipeline = load_model(pipeline_handler) | |
212 | |
213 search_params = get_search_params(params_builder) | |
214 searcher = optimizer(pipeline, search_params, **options) | |
215 | |
216 if options['error_score'] == 'raise': | |
217 searcher.fit(X, y) | |
218 else: | |
219 warnings.simplefilter('always', FitFailedWarning) | |
220 with warnings.catch_warnings(record=True) as w: | |
221 try: | |
222 searcher.fit(X, y) | |
223 except ValueError: | |
224 pass | |
225 for warning in w: | |
226 print(repr(warning.message)) | |
227 | |
228 cv_result = pandas.DataFrame(searcher.cv_results_) | |
229 cv_result.rename(inplace=True, columns={'mean_test_primary': 'mean_test_'+primary_scoring, 'rank_test_primary': 'rank_test_'+primary_scoring}) | |
230 cv_result.to_csv(path_or_buf=outfile_result, sep='\t', header=True, index=False) | |
231 | |
232 if outfile_estimator: | |
233 with open(outfile_estimator, 'wb') as output_handler: | |
234 pickle.dump(searcher.best_estimator_, output_handler, pickle.HIGHEST_PROTOCOL) |