sajaniemi_variable_dataset_large / pool /shard005 /Python /0044660_StatisticalModelling.py
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#The code is published under MIT license.
from sklearn.ensemble import RandomForestClassifier
from sklearn.ensemble import ExtraTreesClassifier
from sklearn.ensemble import GradientBoostingClassifier
from sklearn import cross_validation
from sklearn.cross_validation import StratifiedKFold
from sklearn.metrics import roc_curve, auc
from sklearn.linear_model import LogisticRegression
import pandas as pd
import csv
import numpy as np
def prepare_data(learn_file, labels_file):
"""
Open learning set, cluster labels
and change ZIP codes with corresponding
cluster label. Return X and y for learning.
"""
print "---preparing data...",
l_set = pd.read_csv(learn_file, sep='\t')
# t_set = pd.read_csv(test_file, sep='\t', header=None, names=['click', 'creative_id', 'zip', 'domain', 'page'])
# t_set = pd.read_csv(test_file, sep='\t', header=None, names=['creative_id', 'zip', 'domain', 'page'])
l_set = l_set.iloc[::5, :]
# t_set = t_set.iloc[::5, :]
#replace NaN values with zero.
l_set = l_set.fillna(0)
# t_set = t_set.fillna(0)
with open(labels_file, mode='r') as file_in:
reader = csv.reader(file_in)
c_labels = {float(rows[0]): rows[1] for rows in reader}
#change ZIP with label
l_set['zip'] = l_set['zip'].convert_objects(convert_numeric=True).dropna()
l_set['zip'] = l_set['zip'].map(c_labels.get)
# Change ZIP with label
# t_set['zip'] = t_set['zip'].convert_objects(convert_numeric=True).dropna()
# t_set['zip'] = t_set['zip'].map(c_labels.get)
l_set = l_set.reindex(np.random.permutation(l_set.index))
print "done---"
#remove where ZIP None - for testing on part data
# l_set = l_set[l_set.zip.notnull()]
# t_set = t_set[t_set.zip.notnull()]
#X for learning features, y for click
X = l_set[['creative_id', 'zip', 'domain']]
y = l_set['click']
# X_sub = t_set[['creative_id', 'zip', 'domain']]
# y_sub = t_set['click']
#Replace domain with numeric
unique_d = set(X['domain'])
# print len(unique_d)
# unique_d |= set(X_sub['domain'])
dict_d = {}
for c, d in enumerate(unique_d):
dict_d[d] = c
X['domain'] = X['domain'].map(dict_d.get)
X = X.fillna(0)
# X_sub['domain'] = X_sub['domain'].map(dict_d.get)
# X_sub = X_sub.fillna(0)
return X, y, # X_sub, y_sub
def random_forest(X, y, n_estimators):
"""
Scikit Random Forest implementation
with 100 trees, testing on 0.4 part
of the data, and train on 0.6.
"""
#Scale data
#X = StandardScaler().fit_transform(X)
#split data to train and test
X_train, X_test, y_train, y_test = cross_validation.train_test_split(X, y, test_size=0.4)
# print X_train
# print y_train
# create rfc object
forest = RandomForestClassifier(n_estimators=n_estimators)
#fit training data
prob = forest.fit(X_train, y_train, ).predict_proba(X_test)
#compute ROC
fpr, tpr, thresholds = roc_curve(y_test, prob[:, 1])
roc_auc = auc(fpr, tpr)
#print fpr, tpr, thresholds
print "AUC Random Forest: " + str(roc_auc)
def stacking_scikit(X, y, n_estimators):
"""
Stacking with classifiers from scikit-learn
library. Based on example
https://github.com/log0/vertebral/blob/master/stacked_generalization.py
"""
X = X.as_matrix()
y = y.as_matrix()
base_classifiers = [RandomForestClassifier(n_estimators=n_estimators),
ExtraTreesClassifier(n_estimators=n_estimators),
GradientBoostingClassifier(n_estimators=n_estimators)]
clf_names = ["Random Forest", "Extra Trees Classifier", "Gradient Boosting Classifier"]
# Divide data on training and test set
X_train, X_test, y_train, y_test = cross_validation.train_test_split(X, y, test_size=0.2)
# Arrays for classifier results
out_train = np.zeros((X_train.shape[0], len(base_classifiers)))
out_test = np.zeros((X_test.shape[0], len(base_classifiers)))
t_cv = list(StratifiedKFold(y_train, n_folds=5))
for i, clf in enumerate(base_classifiers):
print "Training classifier " + clf_names[i]
cv_probabilities = np.zeros((X_test.shape[0], len(t_cv)))
# cross validation train
for j, (train_i, test_i) in enumerate(t_cv):
X_train_0 = X_train[train_i]
y_train_0 = y_train[train_i]
X_test_0 = X_train[test_i]
# train each classifier
clf.fit(X_train_0, y_train_0)
# Get probabilities for click on internal test data
proba = clf.predict_proba(X_test_0)
out_train[test_i, i] = proba[:, 1]
# Probabilities for test data
proba_test = clf.predict_proba(X_test)
cv_probabilities[:, j] = proba_test[:, 1]
# Average of predictions
out_test[:, i] = cv_probabilities.mean(1)
print "Stacking with Logistic regression"
stack_clf = LogisticRegression(C=10)
stack_clf.fit(out_train, y_train)
stack_prediction = stack_clf.predict_proba(out_test)
#compute ROC
fpr, tpr, thresholds = roc_curve(y_test, stack_prediction[:, 1])
roc_auc = auc(fpr, tpr)
print "AUC Stacking: " + str(roc_auc)
#write to file
np.savetxt(fname="results.txt", X=stack_prediction[:, 1], fmt="%0.6f")
learning_set = "C:\BigData\Zemanta_challenge_1_data/training_set.tsv"
learning_part = "C:\BigData\Zemanta_challenge_1_data/training_part.tsv"
test_set = "C:\BigData\Zemanta_challenge_1_data/test_set.tsv"
labels = "hc_results.csv"
X, y = prepare_data(learning_set, labels)
random_forest(X, y, 10)
stacking_scikit(X, y, 10)