mirror of
https://github.com/gsi-upm/sitc
synced 2024-11-16 19:42:28 +00:00
581 lines
17 KiB
Plaintext
581 lines
17 KiB
Plaintext
{
|
|
"cells": [
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"![](files/images/EscUpmPolit_p.gif \"UPM\")"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"# Course Notes for Learning Intelligent Systems"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"Department of Telematic Engineering Systems, Universidad Politécnica de Madrid, © Carlos A. Iglesias"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## [Introduction to Machine Learning](2_0_0_Intro_ML.ipynb)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"# Table of Contents\n",
|
|
"\n",
|
|
"* [Model Tuning](#Model-Tuning)\n",
|
|
"* [Load data and preprocessing](#Load-data-and-preprocessing)\n",
|
|
"* [Train classifier](#Train-classifier)\n",
|
|
"* [More about Pipelines](#More-about-Pipelines)\n",
|
|
"* [Tuning the algorithm](#Tuning-the-algorithm)\n",
|
|
"\t* [Grid Search for Hyperparameter optimization](#Grid-Search-for-Hyperparameter-optimization)\n",
|
|
"* [Evaluating the algorithm](#Evaluating-the-algorithm)\n",
|
|
"\t* [K-Fold validation](#K-Fold-validation)\n",
|
|
"* [References](#References)\n"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"# Model Tuning"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"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 hyperparameters of the estimator?\n",
|
|
"\n",
|
|
"The goal of this notebook is to learn how to tune an algorithm by opimizing its hyperparameters using grid search."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## Load data and preprocessing"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"# library for displaying plots\n",
|
|
"import matplotlib.pyplot as plt\n",
|
|
"# display plots in the notebook \n",
|
|
"%matplotlib inline\n",
|
|
"\n",
|
|
"## First, we repeat the load and preprocessing steps\n",
|
|
"\n",
|
|
"# Load data\n",
|
|
"from sklearn import datasets\n",
|
|
"iris = datasets.load_iris()\n",
|
|
"\n",
|
|
"# Training and test spliting\n",
|
|
"from sklearn.model_selection import train_test_split\n",
|
|
"\n",
|
|
"x_iris, y_iris = iris.data, iris.target\n",
|
|
"# Test set will be the 25% taken randomly\n",
|
|
"x_train, x_test, y_train, y_test = train_test_split(x_iris, y_iris, test_size=0.25, random_state=33)\n",
|
|
"\n",
|
|
"# Preprocess: normalize\n",
|
|
"from sklearn import preprocessing\n",
|
|
"scaler = preprocessing.StandardScaler().fit(x_train)\n",
|
|
"x_train = scaler.transform(x_train)\n",
|
|
"x_test = scaler.transform(x_test)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## Train classifier"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"As previously, we train the model and evaluate the result."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"from sklearn.model_selection import cross_val_score, KFold\n",
|
|
"from sklearn.pipeline import Pipeline\n",
|
|
"from sklearn.preprocessing import StandardScaler\n",
|
|
"from sklearn.tree import DecisionTreeClassifier\n",
|
|
"import numpy as np\n",
|
|
"\n",
|
|
"# create a composite estimator made by a pipeline of preprocessing and the KNN model\n",
|
|
"model = Pipeline([\n",
|
|
" ('scaler', StandardScaler()),\n",
|
|
" ('ds', DecisionTreeClassifier())\n",
|
|
"])\n",
|
|
"\n",
|
|
"# Fit the model\n",
|
|
"model.fit(x_train, y_train) \n",
|
|
"\n",
|
|
"# create a k-fold cross validation iterator of k=10 folds\n",
|
|
"cv = KFold(10, shuffle=True, random_state=33)\n",
|
|
"\n",
|
|
"# by default the score used is the one returned by score method of the estimator (accuracy)\n",
|
|
"scores = cross_val_score(model, x_iris, y_iris, cv=cv)\n",
|
|
"\n",
|
|
"from scipy.stats import sem\n",
|
|
"def mean_score(scores):\n",
|
|
" return (\"Mean score: {0:.3f} (+/- {1:.3f})\").format(np.mean(scores), sem(scores))\n",
|
|
"print(mean_score(scores))"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"We obtain an accuracy of 0.947."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## More about Pipelines"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"When we use a Pipeline, every chained estimator is stored in the dictionary *named_steps* and as a list in *steps*."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"model.named_steps"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"model.steps"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"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."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"model.get_params().keys()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"Let's see what happens if we change a parameter"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"model.set_params(ds__class_weight='balanced')"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"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."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"model = Pipeline([\n",
|
|
" ('scaler', StandardScaler()),\n",
|
|
" ('ds', DecisionTreeClassifier(class_weight='balanced'))\n",
|
|
"])\n",
|
|
"model"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"The same approach can be used for accessing attributes such as *feature_importances_* we saw in the previous notebook."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"# Fit the model\n",
|
|
"model.fit(x_train, y_train) \n",
|
|
"# Using named_steps\n",
|
|
"my_decision_tree = model.named_steps['ds']\n",
|
|
"print(my_decision_tree.feature_importances_)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"#Using steps, we take the last step (-1) or the second step (1)\n",
|
|
"#name, my_desision_tree = model.steps[1]\n",
|
|
"name, my_desision_tree = model.steps[-1]\n",
|
|
"print(my_decision_tree.feature_importances_)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## Tuning the algorithm"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"We see that the most important feature for this classifier is `petal width`.\n",
|
|
"\n",
|
|
"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",
|
|
"\n",
|
|
"We can get the full list parameters of an estimator with the method *get_params()*. "
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"model.get_params()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"You can try different values for these hyperparameters and observe the results."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"### Grid Search for Hyperparameter optimization"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"Changing manually the hyperparameters to find their optimal values is not practical. Instead, we can consider to find the optimal value of the hyperparameters as an *optimization problem*. \n",
|
|
"\n",
|
|
"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."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"The sklearn provides an object that, given data, computes the score during the fit of an estimator on a hyperparameter grid and chooses the hyperparameters to maximize the cross-validation score. "
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"from sklearn.model_selection import GridSearchCV\n",
|
|
"from sklearn.tree import DecisionTreeClassifier\n",
|
|
"import numpy as np\n",
|
|
"\n",
|
|
"param_grid = {'max_depth': np.arange(3, 10)} \n",
|
|
"\n",
|
|
"gs = GridSearchCV(DecisionTreeClassifier(), param_grid)\n",
|
|
"\n",
|
|
"gs.fit(x_train, y_train)\n",
|
|
"\n",
|
|
"# summarize the results of the grid search\n",
|
|
"print(\"Best score: \", gs.best_score_)\n",
|
|
"print(\"Best params: \", gs.best_params_)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"Now we are going to show the results of grid search"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"# We print the score for each value of max_depth\n",
|
|
"for i, max_depth in enumerate(gs.cv_results_['params']):\n",
|
|
" print(\"%0.3f (+/-%0.03f) for %r\" % (gs.cv_results_['mean_test_score'][i],\n",
|
|
" gs.cv_results_['std_test_score'][i] * 2,\n",
|
|
" max_depth))"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"We can now evaluate the KFold with this optimized hyperparameter as follows."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"# create a composite estimator made by a pipeline of preprocessing and the KNN model\n",
|
|
"model = Pipeline([\n",
|
|
" ('scaler', StandardScaler()),\n",
|
|
" ('ds', DecisionTreeClassifier(max_depth=3))\n",
|
|
"])\n",
|
|
"\n",
|
|
"# Fit the model\n",
|
|
"model.fit(x_train, y_train) \n",
|
|
"\n",
|
|
"# create a k-fold cross validation iterator of k=10 folds\n",
|
|
"cv = KFold(10, shuffle=True, random_state=33)\n",
|
|
"\n",
|
|
"# by default the score used is the one returned by score method of the estimator (accuracy)\n",
|
|
"scores = cross_val_score(model, x_iris, y_iris, cv=cv)\n",
|
|
"def mean_score(scores):\n",
|
|
" return (\"Mean score: {0:.3f} (+/- {1:.3f})\").format(np.mean(scores), sem(scores))\n",
|
|
"print(mean_score(scores))"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"We have got an *improvement* from 0.947 to 0.953 with k-fold.\n",
|
|
"\n",
|
|
"We are now to try to fit the best combination of the hyperparameters of the algorithm. It can take some time to compute it."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"# Set the hyperparameters by cross-validation\n",
|
|
"\n",
|
|
"from sklearn.metrics import classification_report, recall_score, precision_score, make_scorer\n",
|
|
"\n",
|
|
"# set of hyperparameters to test\n",
|
|
"tuned_hyperparameters = [{'max_depth': np.arange(3, 10),\n",
|
|
"# 'max_weights': [1, 10, 100, 1000]},\n",
|
|
" 'criterion': ['gini', 'entropy'], \n",
|
|
" 'splitter': ['best', 'random'],\n",
|
|
" # 'min_samples_leaf': [2, 5, 10],\n",
|
|
" 'class_weight':['balanced', None],\n",
|
|
" 'max_leaf_nodes': [None, 5, 10, 20]\n",
|
|
" }]\n",
|
|
"\n",
|
|
"scores = ['precision', 'recall']\n",
|
|
"\n",
|
|
"for score in scores:\n",
|
|
" print(\"# Tuning hyperparameters for %s\" % score)\n",
|
|
" print()\n",
|
|
"\n",
|
|
" if score == 'precision':\n",
|
|
" scorer = make_scorer(precision_score, average='weighted', zero_division=0)\n",
|
|
" elif score == 'recall':\n",
|
|
" scorer = make_scorer(recall_score, average='weighted', zero_division=0)\n",
|
|
" \n",
|
|
" # cv = the fold of the cross-validation cv, defaulted to 5\n",
|
|
" gs = GridSearchCV(DecisionTreeClassifier(), tuned_hyperparameters, cv=10, scoring=scorer)\n",
|
|
" gs.fit(x_train, y_train)\n",
|
|
"\n",
|
|
" print(\"Best hyperparameters set found on development set:\")\n",
|
|
" print()\n",
|
|
" print(gs.best_params_)\n",
|
|
" print()\n",
|
|
" print(\"Grid scores on development set:\")\n",
|
|
" print()\n",
|
|
" means = gs.cv_results_['mean_test_score']\n",
|
|
" stds = gs.cv_results_['std_test_score']\n",
|
|
"\n",
|
|
" for mean_score, std_score, params in zip(means, stds, gs.cv_results_['params']):\n",
|
|
" print(\"%0.3f (+/-%0.03f) for %r\" % (mean_score, std_score * 2, params))\n",
|
|
" print()\n",
|
|
"\n",
|
|
" print(\"Detailed classification report:\")\n",
|
|
" print()\n",
|
|
" print(\"The model is trained on the full development set.\")\n",
|
|
" print(\"The scores are computed on the full evaluation set.\")\n",
|
|
" print()\n",
|
|
" y_true, y_pred = y_test, gs.predict(x_test)\n",
|
|
" print(classification_report(y_true, y_pred))\n",
|
|
" print()"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"Let's evaluate the resulting tuning."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": null,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"# create a composite estimator made by a pipeline of preprocessing and the KNN model\n",
|
|
"model = Pipeline([\n",
|
|
" ('scaler', StandardScaler()),\n",
|
|
" ('ds', DecisionTreeClassifier(max_leaf_nodes=20, criterion='gini', \n",
|
|
" splitter='random', class_weight='balanced', max_depth=3))\n",
|
|
"])\n",
|
|
"\n",
|
|
"# Fit the model\n",
|
|
"model.fit(x_train, y_train) \n",
|
|
"\n",
|
|
"# create a k-fold cross validation iterator of k=10 folds\n",
|
|
"cv = KFold(10, shuffle=True, random_state=33)\n",
|
|
"\n",
|
|
"# by default the score used is the one returned by score method of the estimator (accuracy)\n",
|
|
"scores = cross_val_score(model, x_iris, y_iris, cv=cv)\n",
|
|
"def mean_score(scores):\n",
|
|
" return (\"Mean score: {0:.3f} (+/- {1:.3f})\").format(np.mean(scores), sem(scores))\n",
|
|
"print(mean_score(scores))"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"So, we get an average accuracy of 0.96!! Better than 0.947 (without tuning) and 0.953 (tuning only *max_depth*)."
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"## References"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "markdown",
|
|
"metadata": {},
|
|
"source": [
|
|
"* [Plot the decision surface of a decision tree on the iris dataset](https://scikit-learn.org/stable/auto_examples/tree/plot_iris_dtc.html)\n",
|
|
"* [Hyperparameter 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": {
|
|
"display_name": "Python 3 (ipykernel)",
|
|
"language": "python",
|
|
"name": "python3"
|
|
},
|
|
"language_info": {
|
|
"codemirror_mode": {
|
|
"name": "ipython",
|
|
"version": 3
|
|
},
|
|
"file_extension": ".py",
|
|
"mimetype": "text/x-python",
|
|
"name": "python",
|
|
"nbconvert_exporter": "python",
|
|
"pygments_lexer": "ipython3",
|
|
"version": "3.8.12"
|
|
},
|
|
"latex_envs": {
|
|
"LaTeX_envs_menu_present": true,
|
|
"autocomplete": true,
|
|
"bibliofile": "biblio.bib",
|
|
"cite_by": "apalike",
|
|
"current_citInitial": 1,
|
|
"eqLabelWithNumbers": true,
|
|
"eqNumInitial": 1,
|
|
"hotkeys": {
|
|
"equation": "Ctrl-E",
|
|
"itemize": "Ctrl-I"
|
|
},
|
|
"labels_anchors": false,
|
|
"latex_user_defs": false,
|
|
"report_style_numbering": false,
|
|
"user_envs_cfg": false
|
|
}
|
|
},
|
|
"nbformat": 4,
|
|
"nbformat_minor": 1
|
|
}
|