Mercurial > repos > bgruening > sklearn_model_validation
view search_model_validation.py @ 17:cf9aa11b91c8 draft
planemo upload for repository https://github.com/bgruening/galaxytools/tree/master/tools/sklearn commit ab963ec9498bd05d2fb2f24f75adb2fccae7958c
author | bgruening |
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date | Wed, 15 May 2019 07:42:07 -0400 |
parents | 86e1e2874460 |
children | efbec977a47d |
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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)