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https://github.com/gsi-upm/sitc
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578 lines
17 KiB
Plaintext
578 lines
17 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"![](files/images/EscUpmPolit_p.gif \"UPM\")"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Course Notes for Learning Intelligent Systems"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Department of Telematic Engineering Systems, Universidad Politécnica de Madrid, © Carlos A. Iglesias"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## [Introduction to Machine Learning](2_0_0_Intro_ML.ipynb)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Table of Contents\n",
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"\n",
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"* [Model Tuning](#Model-Tuning)\n",
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"* [Load data and preprocessing](#Load-data-and-preprocessing)\n",
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"* [Train classifier](#Train-classifier)\n",
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"* [More about Pipelines](#More-about-Pipelines)\n",
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"* [Tuning the algorithm](#Tuning-the-algorithm)\n",
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"\t* [Grid Search for Parameter optimization](#Grid-Search-for-Parameter-optimization)\n",
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"* [Evaluating the algorithm](#Evaluating-the-algorithm)\n",
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"\t* [K-Fold validation](#K-Fold-validation)\n",
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"* [References](#References)\n"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Model Tuning"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"In the previous [notebook](2_5_2_Decision_Tree_Model.ipynb), we got an accuracy of 9.47. Could we get a better accuracy if we tune the parameters of the estimator?\n",
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"\n",
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"The goal of this notebook is to learn how to tune an algorithm by opimizing its parameters using grid search."
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Load data and preprocessing"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# library for displaying plots\n",
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"import matplotlib.pyplot as plt\n",
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"# display plots in the notebook \n",
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"%matplotlib inline\n",
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"\n",
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"## First, we repeat the load and preprocessing steps\n",
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"\n",
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"# Load data\n",
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"from sklearn import datasets\n",
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"iris = datasets.load_iris()\n",
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"\n",
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"# Training and test spliting\n",
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"from sklearn.model_selection import train_test_split\n",
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"\n",
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"x_iris, y_iris = iris.data, iris.target\n",
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"# Test set will be the 25% taken randomly\n",
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"x_train, x_test, y_train, y_test = train_test_split(x_iris, y_iris, test_size=0.25, random_state=33)\n",
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"\n",
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"# Preprocess: normalize\n",
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"from sklearn import preprocessing\n",
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"scaler = preprocessing.StandardScaler().fit(x_train)\n",
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"x_train = scaler.transform(x_train)\n",
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"x_test = scaler.transform(x_test)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Train classifier"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"As previously, we train the model and evaluate the result."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"from sklearn.model_selection import cross_val_score, KFold\n",
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"from sklearn.pipeline import Pipeline\n",
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"from sklearn.preprocessing import StandardScaler\n",
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"from sklearn.tree import DecisionTreeClassifier\n",
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"import numpy as np\n",
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"\n",
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"# create a composite estimator made by a pipeline of preprocessing and the KNN model\n",
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"model = Pipeline([\n",
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" ('scaler', StandardScaler()),\n",
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" ('ds', DecisionTreeClassifier())\n",
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"])\n",
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"\n",
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"# Fit the model\n",
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"model.fit(x_train, y_train) \n",
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"\n",
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"# create a k-fold cross validation iterator of k=10 folds\n",
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"cv = KFold(10, shuffle=True, random_state=33)\n",
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"\n",
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"# by default the score used is the one returned by score method of the estimator (accuracy)\n",
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"scores = cross_val_score(model, x_iris, y_iris, cv=cv)\n",
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"\n",
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"from scipy.stats import sem\n",
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"def mean_score(scores):\n",
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" return (\"Mean score: {0:.3f} (+/- {1:.3f})\").format(np.mean(scores), sem(scores))\n",
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"print(mean_score(scores))"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"We obtain an accuracy of 0.947."
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## More about Pipelines"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"When we use a Pipeline, every chained estimator is stored in the dictionary *named_steps* and as a list in *steps*."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"model.named_steps"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"model.steps"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"We can get the list of parameters of the model. As you will observe, the parameters of the estimators in the pipeline can be accessed using the <estimator>__<parameter> syntax. We will use this for tuning the parameters."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"model.get_params().keys()"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Let's see what happens if we change a parameter"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"model.set_params(ds__class_weight='balanced')"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Another alternative is to create the pipeline with the values we want to set, but it can be useful to access the estimators of the Pipeline."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"model = Pipeline([\n",
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" ('scaler', StandardScaler()),\n",
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" ('ds', DecisionTreeClassifier(class_weight='balanced'))\n",
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"])\n",
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"model"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"The same approach can be used for accessing attributes such as *feature_importances_* we saw in the previous notebook."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# Fit the model\n",
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"model.fit(x_train, y_train) \n",
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"# Using named_steps\n",
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"my_decision_tree = model.named_steps['ds']\n",
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"print(my_decision_tree.feature_importances_)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"#Using steps, we take the last step (-1) or the second step (1)\n",
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"#name, my_desision_tree = model.steps[1]\n",
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"name, my_desision_tree = model.steps[-1]\n",
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"print(my_decision_tree.feature_importances_)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Tuning the algorithm"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"We see that the most important feature for this classifier is `petal width`.\n",
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"\n",
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"Look at the [API](http://scikit-learn.org/stable/modules/generated/sklearn.tree.DecisionTreeClassifier.html) of *scikit-learn* to understand better the algorithm, as well as which parameters can be tuned. As you see, we can change several ones, such as *criterion*, *splitter*, *max_features*, *max_depth*, *min_samples_split*, *class_weight*, etc.\n",
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"\n",
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"We can get the full list parameters of an estimator with the method *get_params()*. "
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"model.get_params()"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"You can try different values for these parameters and observe the results."
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"### Grid Search for Parameter optimization"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Changing manually the parameters to find their optimal values is not practical. Instead, we can consider to find the optimal value of the parameters as an *optimization problem*. \n",
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"\n",
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"The sklearn comes with several optimization techniques for this purpose, such as **grid search** and **randomized search**. In this notebook we are going to introduce the former one."
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"The sklearn provides an object that, given data, computes the score during the fit of an estimator on a parameter grid and chooses the parameters to maximize the cross-validation score. "
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"from sklearn.model_selection import GridSearchCV\n",
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"from sklearn.tree import DecisionTreeClassifier\n",
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"import numpy as np\n",
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"\n",
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"param_grid = {'max_depth': np.arange(3, 10)} \n",
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"\n",
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"gs = GridSearchCV(DecisionTreeClassifier(), param_grid)\n",
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"\n",
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"gs.fit(x_train, y_train)\n",
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"\n",
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"# summarize the results of the grid search\n",
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"print(\"Best score: \", gs.best_score_)\n",
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"print(\"Best params: \", gs.best_params_)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Now we are going to show the results of grid search"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# We print the score for each value of max_depth\n",
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"for i, max_depth in enumerate(gs.cv_results_['params']):\n",
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" print(\"%0.3f (+/-%0.03f) for %r\" % (gs.cv_results_['mean_test_score'][i],\n",
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" gs.cv_results_['std_test_score'][i] * 2,\n",
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" max_depth))"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"We can now evaluate the KFold with this optimized parameter as follows."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# create a composite estimator made by a pipeline of preprocessing and the KNN model\n",
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"model = Pipeline([\n",
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" ('scaler', StandardScaler()),\n",
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" ('ds', DecisionTreeClassifier(max_depth=3))\n",
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"])\n",
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"\n",
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"# Fit the model\n",
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"model.fit(x_train, y_train) \n",
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"\n",
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"# create a k-fold cross validation iterator of k=10 folds\n",
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"cv = KFold(10, shuffle=True, random_state=33)\n",
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"\n",
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"# by default the score used is the one returned by score method of the estimator (accuracy)\n",
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"scores = cross_val_score(model, x_iris, y_iris, cv=cv)\n",
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"def mean_score(scores):\n",
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" return (\"Mean score: {0:.3f} (+/- {1:.3f})\").format(np.mean(scores), sem(scores))\n",
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"print(mean_score(scores))"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"We have got an *improvement* from 0.947 to 0.953 with k-fold.\n",
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"\n",
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"We are now to try to fit the best combination of the parameters of the algorithm. It can take some time to compute it."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# Set the parameters by cross-validation\n",
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"\n",
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"from sklearn.metrics import classification_report\n",
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"\n",
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"# set of parameters to test\n",
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"tuned_parameters = [{'max_depth': np.arange(3, 10),\n",
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"# 'max_weights': [1, 10, 100, 1000]},\n",
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" 'criterion': ['gini', 'entropy'], \n",
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" 'splitter': ['best', 'random'],\n",
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" # 'min_samples_leaf': [2, 5, 10],\n",
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" 'class_weight':['balanced', None],\n",
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" 'max_leaf_nodes': [None, 5, 10, 20]\n",
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" }]\n",
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"\n",
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"scores = ['precision', 'recall']\n",
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"\n",
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"for score in scores:\n",
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" print(\"# Tuning hyper-parameters for %s\" % score)\n",
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" print()\n",
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"\n",
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" # cv = the fold of the cross-validation cv, defaulted to 5\n",
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" gs = GridSearchCV(DecisionTreeClassifier(), tuned_parameters, cv=10, scoring='%s_weighted' % score)\n",
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" gs.fit(x_train, y_train)\n",
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"\n",
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" print(\"Best parameters set found on development set:\")\n",
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" print()\n",
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" print(gs.best_params_)\n",
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" print()\n",
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" print(\"Grid scores on development set:\")\n",
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" print()\n",
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" means = gs.cv_results_['mean_test_score']\n",
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" stds = gs.cv_results_['std_test_score']\n",
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"\n",
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" for mean_score, std_score, params in zip(means, stds, gs.cv_results_['params']):\n",
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" print(\"%0.3f (+/-%0.03f) for %r\" % (mean_score, std_score * 2, params))\n",
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" print()\n",
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"\n",
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" print(\"Detailed classification report:\")\n",
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" print()\n",
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" print(\"The model is trained on the full development set.\")\n",
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" print(\"The scores are computed on the full evaluation set.\")\n",
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" print()\n",
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" y_true, y_pred = y_test, gs.predict(x_test)\n",
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" print(classification_report(y_true, y_pred))\n",
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" print()"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Let's evaluate the resulting tuning."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# create a composite estimator made by a pipeline of preprocessing and the KNN model\n",
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"model = Pipeline([\n",
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" ('scaler', StandardScaler()),\n",
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" ('ds', DecisionTreeClassifier(max_leaf_nodes=20, criterion='gini', \n",
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" splitter='random', class_weight='balanced', max_depth=3))\n",
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"])\n",
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"\n",
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"# Fit the model\n",
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"model.fit(x_train, y_train) \n",
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"\n",
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"# create a k-fold cross validation iterator of k=10 folds\n",
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"cv = KFold(10, shuffle=True, random_state=33)\n",
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"\n",
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"# by default the score used is the one returned by score method of the estimator (accuracy)\n",
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"scores = cross_val_score(model, x_iris, y_iris, cv=cv)\n",
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"def mean_score(scores):\n",
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" return (\"Mean score: {0:.3f} (+/- {1:.3f})\").format(np.mean(scores), sem(scores))\n",
|
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"print(mean_score(scores))"
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]
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},
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{
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|
"cell_type": "markdown",
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|
"metadata": {},
|
|
"source": [
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"So, we get an average accuracy of 0.96!! Better than 0.947 (without tuning) and 0.953 (tuning only *max_depth*)."
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|
]
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|
},
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|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
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|
"source": [
|
|
"## References"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"* [Plot the decision surface of a decision tree on the iris dataset](http://scikit-learn.org/stable/auto_examples/tree/plot_iris.html)\n",
|
|
"* [Learning scikit-learn: Machine Learning in Python](http://proquest.safaribooksonline.com/book/programming/python/9781783281930/1dot-machine-learning-a-gentle-introduction/ch01s02_html), Raúl Garreta; Guillermo Moncecchi, Packt Publishing, 2013.\n",
|
|
"* [Python Machine Learning](http://proquest.safaribooksonline.com/book/programming/python/9781783555130), Sebastian Raschka, Packt Publishing, 2015.\n",
|
|
"* [Parameter estimation using grid search with cross-validation](http://scikit-learn.org/stable/auto_examples/model_selection/grid_search_digits.html)\n",
|
|
"* [Decision trees in python with scikit-learn and pandas](http://chrisstrelioff.ws/sandbox/2015/06/08/decision_trees_in_python_with_scikit_learn_and_pandas.html)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"### Licence"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"The notebook is freely licensed under under the [Creative Commons Attribution Share-Alike license](https://creativecommons.org/licenses/by/2.0/). \n",
|
|
"\n",
|
|
"© Carlos A. Iglesias, Universidad Politécnica de Madrid."
|
|
]
|
|
}
|
|
],
|
|
"metadata": {
|
|
"kernelspec": {
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"display_name": "Python 3",
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"language": "python",
|
|
"name": "python3"
|
|
},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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|
"mimetype": "text/x-python",
|
|
"name": "python",
|
|
"nbconvert_exporter": "python",
|
|
"pygments_lexer": "ipython3",
|
|
"version": "3.6.7"
|
|
},
|
|
"latex_envs": {
|
|
"LaTeX_envs_menu_present": true,
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"autocomplete": true,
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"bibliofile": "biblio.bib",
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|
"cite_by": "apalike",
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"current_citInitial": 1,
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"eqLabelWithNumbers": true,
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|
"eqNumInitial": 1,
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"hotkeys": {
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"equation": "Ctrl-E",
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"itemize": "Ctrl-I"
|
|
},
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"labels_anchors": false,
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"latex_user_defs": false,
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"report_style_numbering": false,
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"user_envs_cfg": false
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}
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},
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"nbformat": 4,
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"nbformat_minor": 1
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}
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