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model.py
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import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
sns.set()
from sklearn.base import TransformerMixin, BaseEstimator
from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score, make_scorer
from sklearn.model_selection import GridSearchCV
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import LabelEncoder, OrdinalEncoder
from sklearn.compose import ColumnTransformer
# Transformer for categorical variable
# LabelEncoder
class NewLabelEncoder(LabelEncoder):
def fit(self, X, y=None):
return super().fit(X)
def transform(self, X, y=None):
return pd.DataFrame({'label': super().transform(X)})
def fit_transform(self, X, y=None):
return pd.DataFrame({'label': super().fit_transform(X)})
# Model comparison: using metrics MAE, MSE, r2
def model_metrics(models, X_train, X_test, y_train, y_test):
'''
'''
res = {}
for i in models:
models[i].fit(X_train, y_train)
res[i] = [
mean_absolute_error(y_train, models[i].predict(X_train)),
mean_squared_error(y_train, models[i].predict(X_train)),
r2_score(y_train, models[i].predict(X_train)),
mean_absolute_error(y_test, models[i].predict(X_test)),
mean_squared_error(y_test, models[i].predict(X_test)),
r2_score(y_test, models[i].predict(X_test))
]
res = pd.DataFrame(res)
res.index = ['MAE_train', 'MSE_train', 'r2_train', 'MAE_test', 'MSE_test', 'r2_test']
return res
# Model feature importance analysis
# plot the feature importance
def model_fi(models, X_train, y_train, feature_name=None):
res = {}
figi = 1
n = len(models)
plt.figure( layout='tight')
for name in models:
models[name].fit(X_train, y_train)
if 'Lasso' in name or 'Ridge' in name:
res[name] = [
models[name]['regressor'].coef_
]
plt.subplot(n*100+10+figi)
plt.barh(models[name]['poly'].get_feature_names_out(feature_name),
models[name]['regressor'].coef_)
plt.title('Feature importance of ' + name)
if len(models[name]['poly'].get_feature_names_out(feature_name)) > 10:
plt.tick_params(axis='y', labelsize=2)
figi += 1
if 'LR' in name:
res[name] = [
models[name]['regressor'].coef_
]
plt.subplot(n*100+10+figi)
if len(models[name]['scaler'].get_feature_names_out()) == len(models[name]['preprocessor'].transformers_[0][2]):
plt.bar(models[name]['preprocessor'].transformers_[0][2],
models[name]['regressor'].coef_)
plt.title('Feature importance of ' + name)
else:
plt.bar(range(len(models[name]['scaler'].get_feature_names_out())),
models[name]['regressor'].coef_)
plt.title('Feature importance of ' + name)
figi += 1
if 'RF' in name or 'XGB' in name:
res[name] = [
models[name]['regressor'].feature_importances_
]
plt.subplot(n*100+10+figi)
plt.barh(feature_name,
models[name]['regressor'].feature_importances_)
plt.title('Feature importance of ' + name)
#plt.xticks(rotation=90)
figi += 1
plt.tight_layout()
# print(i, models[i]['regressor'].coef_)
res = pd.DataFrame(res)
res.index = ['Feature Importance']
return res
# Model hyperparameter tune
def model_tune(model, param, train, y_train):
scorer = make_scorer(mean_squared_error, greater_is_better=False)
model_tuned = GridSearchCV(
estimator=Pipeline(model),
param_grid=param,
scoring=scorer,
n_jobs = -1,
cv=3
).fit(train, y_train)
print('Tunning results: ', model_tuned.best_params_)
return model_tuned
# plot and compare model performance
def performance_compare(model_performance, model_name):
column_name = []
for i in model_name:
if 'LR_onehot' in i:
column_name.append('LR_2')
if 'Lasso' in i:
column_name.append('Lasso_2_tuned')
if 'Ridge' in i:
column_name.append('Ridge_2_tuned')
if 'Random' in i:
column_name.append('RF_Tuned')
if 'XGB' in i:
column_name.append('XGB_Tuned')
plt.figure(figsize=[7, 8], layout='constrained')
plt.subplot(3,1,1)
plt.bar(np.arange(len(model_name))-0.15,
model_performance.loc['MAE_train'][column_name],
width=0.3, label='MAE_train')
plt.bar(np.arange(len(model_name))+0.15,
model_performance.loc['MAE_test'][column_name],
width=0.3, label='MAE_test')
plt.xticks(np.arange(len(model_name)), model_name)
plt.legend(loc='lower right')
plt.subplot(3,1,2)
plt.bar(np.arange(len(model_name))-0.15,
model_performance.loc['MSE_train'][column_name],
width=0.3, label='MSE_train')
plt.bar(np.arange(len(model_name))+0.15,
model_performance.loc['MSE_test'][column_name],
width=0.3, label='MSE_test')
plt.xticks(np.arange(len(model_name)), model_name)
plt.legend(loc='lower right')
plt.subplot(3,1,3)
plt.bar(np.arange(len(model_name))-0.15,
model_performance.loc['r2_train'][column_name],
width=0.3, label='r2_train')
plt.bar(np.arange(len(model_name))+0.15,
model_performance.loc['r2_test'][column_name],
width=0.3, label='r2_test')
plt.xticks(np.arange(len(model_name)), model_name)
plt.legend(loc='lower right')
class TypeDummyTransformer(BaseEstimator):
def __init__(self):
self.keys = ['C', 'B,A', 'N', 'H', 'Q,H', 'V', 'K', 'U,H', 'K,S', 'I,M', 'S,N', 'K,H']
def fit(self, X, y=None):
pass
def transform(self, X, y=None):
res = {}
for key in self.keys:
res[key] = [0] * len(X)
for i, x in enumerate(X):
if x in self.keys:
res[x][i] = 1
return pd.DataFrame(res)
def fit_transform(self, X, y=None):
self.fit(X)
return self.transform(X)
class MakerDummyTransformer(BaseEstimator):
def __init__(self):
self.keys = ['M144M145M147', 'M145M145', 'M145M144', 'M142', 'M146M149','M149', 'M146M147M145', 'M141M145']
def fit(self, X, y=None):
pass
def transform(self, X, y=None):
res = {}
for key in self.keys:
res[key] = [0] * len(X)
for i, x in enumerate(X):
if x in self.keys:
res[x][i] = 1
return pd.DataFrame(res)
def fit_transform(self, X, y=None):
self.fit(X)
return self.transform(X)