So the basic requirement is that, I get a dictionary of models from user, and a dictionary of their hyper parameters and give a report. Currently goal is for binary classification, but this can be extended later.
This is what I am currently doing:
import numpy as np
import pandas as pd
# import pandas_profiling as pp
import matplotlib.pyplot as plt
%matplotlib inline
import seaborn as sns
from sklearn.model_selection import train_test_split, cross_val_score, RandomizedSearchCV
from sklearn.ensemble import RandomForestClassifier, VotingClassifier
from sklearn.linear_model import LogisticRegression
from sklearn.svm import SVC
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.preprocessing import StandardScaler
from sklearn.metrics import f1_score, roc_auc_score, recall_score, precision_score, make_scorer
from sklearn import datasets
# import joblib
import warnings
warnings.filterwarnings('ignore')
cancer = datasets.load_breast_cancer()
df = pd.DataFrame(cancer.data, columns=cancer.feature_names)
df['target'] = cancer.target
target = df['target']
X_train, X_test, y_train, y_test = train_test_split(df.drop(columns='target', axis=1), target, test_size=0.4, random_state=13, stratify=target)
def build_model(model_name, model_class, params=None):
"""
return model instance
"""
if 'Ridge' in model_name:
model = model_class(penalty='l2')
elif 'Lasso' in model_name:
model = model_class(penalty='l1')
elif 'Ensemble' in model_name:
model = model_class(estimators=[('rf', RandomForestClassifier()), ('gbm', GradientBoostingClassifier())], voting='hard')
else:
model = model_class()
if params is not None:
print('Custom Model Parameters provided. Implementing Randomized Search for {} model'.format(model_name))
rscv = RandomizedSearchCV(estimator=model, param_distributions=params[model_name],
random_state=22, n_iter=10, cv=5, verbose=1, n_jobs=-1,
scoring=make_scorer(f1_score), error_score=0.0)
return rscv
print('No model parameters provided. Using sklearn default values for {} model'.format(model_name))
return model
def fit_model(model_name, model_instance, xTrain, yTrain):
"""
fit model
"""
if model_name == 'SVM':
scaler = StandardScaler()
model = model_instance.fit(scaler.fit_transform(xTrain), yTrain)
else:
model = model_instance.fit(xTrain, yTrain)
return model
def predict_vals(fitted_model, xTest):
"""
predict and return vals
"""
if model_name == 'SVM':
scaler = StandardScaler()
y_prediction = fitted_model.predict(scaler.fit_transform(xTest))
else:
y_prediction = fitted_model.predict(xTest)
return y_prediction
def get_metrics(yTest, y_prediction):
"""
get metrics after getting prediction
"""
return [recall_score(yTest, y_prediction),
precision_score(yTest, y_prediction),
f1_score(yTest, y_prediction),
roc_auc_score(yTest, y_prediction)]
def model_report(list_of_metrics):
"""
add metrics to df, return df
"""
df = pd.DataFrame(list_of_metrics, columns=['Model', 'Recall', 'Precision', 'f1', 'roc_auc'])
df = df.round(3)
return df
models = {
'Logistic Regression Ridge': LogisticRegression,
'Logistic Regression Lasso': LogisticRegression,
'Random Forest': RandomForestClassifier,
'SVM': SVC,
'GBM': GradientBoostingClassifier,
'EnsembleRFGBM': VotingClassifier
}
model_parameters = {
'SVM': {
'C': np.random.uniform(50, 1, [25]),#[1, 10, 100, 1000],
'class_weight': ['balanced'],
'gamma': [0.0001, 0.001],
'kernel': ['linear']
},
'Random Forest': {
'n_estimators': [5, 10, 50, 100, 200],
'max_depth': [3, 5, 10, 20, 40],
'criterion': ['gini', 'entropy'],
'bootstrap': [True, False],
'min_samples_leaf': [np.random.randint(1,10)]
},
'Logistic Regression Ridge': {
'C': np.random.rand(25),
'class_weight': ['balanced']
},
'Logistic Regression Lasso': {
'C': np.random.rand(25),
'class_weight': ['balanced']
},
'GBM': {
'n_estimators': [10, 50, 100, 200, 500],
'max_depth': [3, 5, 10, None],
'min_samples_leaf': [np.random.randint(1,10)]
},
'EnsembleRFGBM': {
'rf__n_estimators': [5, 10, 50, 100, 200],
'rf__max_depth': [3, 5, 10, 20, 40],
'rf__min_samples_leaf': [np.random.randint(1,10)],
'gbm__n_estimators': [10, 50, 100, 200, 500],
'gbm__max_depth': [3, 5, 10, None],
'gbm__min_samples_leaf': [np.random.randint(1,10)]
}
}
Without parameters I get the following report.
# without parameters
lst = []
for model_name, model_class in models.items():
model_instance = build_model(model_name, model_class)
fitted_model = fit_model(model_name, model_instance, X_train, y_train)
y_predicted = predict_vals(fitted_model, X_test)
metrics = get_metrics(y_test, y_predicted)
lst.append([model_name] + metrics)
model_report(lst)
With parameters given as input
# with parameters
lst = []
for model_name, model_class in models.items():
model_instance = build_model(model_name, model_class, model_parameters)
fitted_model = fit_model(model_name, model_instance, X_train, y_train)
y_predicted = predict_vals(fitted_model, X_test)
metrics = get_metrics(y_test, y_predicted)
lst.append([model_name] + metrics)
model_report(lst)
The task given to me right now is as follows.
- Take from user, a dictionary of models, and their parameters. If parameters are not provided, then use defaults of the models.
- Give as output the report (as seen in images)
I was told that I should change the functions to classes. And avoid for loops if possible.
My challenges:
- How do I change all the functions into a class and methods? Basically my senior wants something like
report.getReport # gives the dataFrame of the report
But the above sounds to me like it can be done in a function as follows (I don't understand why/how a class would be beneficial)
customReport(whatever inputs I'd like to give) # gives df of report
- How do I avoid
for loops
to get through the user inputs for various models? What I thought was that I could use sklearn pipeline, since according to my understanding, pipeline is a series of steps, so from user take the params and models, and execute them as a series of steps. This avoids the for loops.
Something like this
customPipeline = Pipeline([ ('rf', RandomForestClassifier(with relevant params from params dict),
'SVC', SVC(with relevant params from params dict)) ] )
Similar solution I found is here but I would like to avoid for loops
as such.
Another related solution here is using a class which can switch between different models. But here I would require that the user be able to give option whether he wants to do Gridsearch/RandomizedSearch/CV/None. My thinking is that I use this class, then inherit this to another class which the user can give input to choose Gridsearch/RandomizedSearch/CV/None etc. I'm not sure if I'm thinking in the right direction.
NOTE A full working solution is desirable (would love it) but not mandatory. It is ok if your answer has a skeleton which can give me a direction how to proceed. I am ok with exploring and learning from it.
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