""" Modelling process """ import pandas as pd import numpy as np import pickle import matplotlib.pyplot as plt import mlflow from matplotlib import rcParams from sklearn.cluster import AgglomerativeClustering, KMeans from sklearn.decomposition import PCA from sklearn.metrics import (davies_bouldin_score, silhouette_score, accuracy_score, confusion_matrix, ConfusionMatrixDisplay) from sklearn.multiclass import OneVsRestClassifier from sklearn.tree import DecisionTreeClassifier # , export_text import os # Set-up figures rcParams['figure.figsize'] = 20, 5 rcParams['axes.spines.top'] = False rcParams['axes.spines.right'] = False # Set parameters for current run year = 2019 model_type = 'hierarchical' data_type = 'train' k = 3 stamp = str(pd.Timestamp.now(tz='GMT+0'))[:16].replace(':', '').replace(' ', '_') data_path = '/Model_E_Extracts/' # Set MLFlow parameters mlflow.set_tracking_uri("file:/.") tracking_uri = mlflow.get_tracking_uri() experiment_name = 'Model E: one vs rest adaption DTC ' + model_type run_name = "_".join((str(year), model_type, stamp)) description = "Clustering model with one vs rest adaption (DTC) for COPD data in " + str(year) def extract_year(df, year): """ Extract 1 year of data -------- :param df: dataframe to extract from :param year: year to select data from :return: data from chosen year """ return df[df.year == year] def read_yearly_data(typ, year): """ Read in data for year required -------- :param typ: type of data to read in :param year: year to select data from :return: data from chosen year and ids """ df = pd.read_pickle(data_path + 'min_max_' + typ + '.pkl') df_year = extract_year(df, year) ids = df_year.pop('SafeHavenID').to_list() df_year = df_year.drop('year', axis=1) return df_year, ids def plot_variance(df, typ): """ Plot PCA variance --------- :param df: dataframe to process with PCA :param typ: type of plot - for 'full' data or 'reduced' :return: pca object """ pca = PCA().fit(df) n = list(range(1, len(df.columns) + 1)) evr = pca.explained_variance_ratio_.cumsum() fig, ax = plt.subplots() ax.plot(n, evr) title = 'PCA Variance - ' + typ ax.set_title(title, size=20) ax.set_xlabel('Number of principal components') ax.set_ylabel('Cumulative explained variance') ax.grid() plt.tight_layout() mlflow.log_figure(fig, 'fig/' + title + '.png') return pca def extract_pca_loadings(df, pca_object): """ Extract PCA loadings -------- :param df: dataframe to reduce with pca :param pca_object: pca object with feature loadings :return: loadings table """ cols = df.columns loadings = pd.DataFrame( data=pca_object.components_.T * np.sqrt(pca_object.explained_variance_), columns=[f'PC{i}' for i in range(1, len(cols) + 1)], index=cols) return loadings def plot_loadings(loadings): """ Plot loadings for PC1 returned from PCA -------- :param loadings: table of feature correlations to PC1 :return: updated loadings table """ loadings_abs = loadings.abs().sort_values(by='PC1', ascending=False) pc1_abs = loadings_abs[['PC1']].reset_index() col_map = {'index': 'Attribute', 'PC1': 'AbsCorrWithPC1'} pc1_abs = pc1_abs.rename(col_map, axis=1) fig, ax = plt.subplots() pc1_abs.plot(ax=ax, kind='bar') title = 'PCA loading scores (PC1)' ax.set_title(title, size=20) ax.set_xticks(ticks=pc1_abs.index, labels=pc1_abs.Attribute, rotation='vertical') ax.set_xlabel('Attribute') ax.set_ylabel('AbsCorrWithPC1') plt.tight_layout() mlflow.log_figure(fig, 'fig/' + title + '.png') return pc1_abs def extract_array(df, pca_object, typ): """ Extract data to pass to clustering algos -------- :param df: dataframe to convert :param pca_object: initialised PCA object :param typ: type of return needed, either 'train' or 'test' :return: converted array (and PCA object if training) """ if typ == 'train': pca_func = pca_object.fit_transform else: pca_func = pca_object.transform pca_data = pd.DataFrame(pca_func(df)).to_numpy() if typ == 'train': pca_file = data_path + run_name + '_pca.pkl' pickle.dump(pca_object, open(pca_file, 'wb')) return pca_data def get_kmeans_score(data, k): ''' Calculate K-Means Davies Bouldin and Silhouette scores -------- :param data: dataset to fit K-Means to :param k: number of centers/clusters :return: Scores ''' kmeans = KMeans(n_clusters=k) model = kmeans.fit_predict(data) db_score = davies_bouldin_score(data, model) sil_score = silhouette_score(data, model) return db_score, sil_score def plot_DB(df): """ Extract David Bouldin score and plot for a range of cluster numbers, applied using K-Means clustering. "Davies Bouldin index represents the average 'similarity' of clusters, where similarity is a measure that relates cluster distance to cluster size" - the lowest score indicates best cluster set. -------- :param df: dataframe to plot from """ db_scores = [] sil_scores = [] centers = list(range(2, 10)) for center in centers: db_score, sil_score = get_kmeans_score(df, center) db_scores.append(db_score) sil_scores.append(sil_score) # Plot DB fig, ax = plt.subplots() ax.plot(centers, db_scores, linestyle='--', marker='o', color='b') ax.set_xlabel('K') ax.set_ylabel('Davies Bouldin score') title = 'Davies Bouldin score vs. K' ax.set_title(title, size=20) plt.tight_layout() mlflow.log_figure(fig, 'fig/' + title + '.png') # Plot silhouette fig, ax = plt.subplots() ax.plot(centers, sil_scores, linestyle='--', marker='o', color='b') ax.set_xlabel('K') ax.set_ylabel('Silhouette score') title = 'Silhouette score vs. K' ax.set_title(title, size=20) plt.tight_layout() mlflow.log_figure(fig, 'fig/' + title + '.png') def plot_clust(df, labels): """ Plot clusters -------- :param df: dataframe to plot clusters from :param labels: cluster labels """ fig = plt.figure(figsize=(10, 10)) ax = fig.add_subplot(111, projection='3d') sc = ax.scatter(df[:, 0], df[:, 1], df[:, 2], c=labels) ax.set_xlabel('Principal Component 1') ax.set_ylabel('Principal Component 2') ax.set_zlabel('Principal Component 3') ax.legend(*sc.legend_elements(), title='clusters') title = 'Clusters' ax.set_title(title, size=20) plt.tight_layout() mlflow.log_figure(fig, 'fig/' + title + '.png') def save_clusters(typ, labels): """ Save results from clustering -------- :param typ: type of datasets - train, val :param labels: labels from clustering to add to df :param cols: columns to use for training :return: reduced dataframe in numpy format """ df_full = pd.read_pickle(data_path + 'filled_' + typ + '.pkl') df = df_full[df_full.year == year] df['cluster'] = labels df.to_pickle(data_path + '_'.join((run_name, typ, 'clusters.pkl'))) def main(): # Read in data df_train, train_ids = read_yearly_data('train', year) df_val, val_ids = read_yearly_data('val', year) # Set up ML Flow print('Setting up ML Flow run') mlflow.set_tracking_uri('http://127.0.0.1:5000/') mlflow.set_experiment(experiment_name) mlflow.start_run(run_name=run_name, description=description) mlflow.set_tag("model.name", model_type) mlflow.set_tag("model.training_data", "EXAMPLE_STUDY_DATA") mlflow.set_tag("model.training_year", year) mlflow.log_param("n_cols", len(df_train.columns) - 1) mlflow.log_param("k", k) # Select top features using PCA feature importance print('Feature reduction stage 1') pca = plot_variance(df_train, 'full') loadings = extract_pca_loadings(df_train, pca) pc1_abs_loadings = plot_loadings(loadings) variance_full = pca.explained_variance_ratio_.cumsum() n_cols = np.argmax(variance_full >= 0.9) + 1 mlflow.log_param("pca_stage_1", n_cols) columns = pc1_abs_loadings.Attribute[:n_cols].values np.save(data_path + run_name + '_cols.npy', columns) # Reduce data by selecting n columns df_train_reduced = df_train[columns] df_val_reduced = df_val[columns] # Convert columns to principal components print('Feature reduction stage 2') pca_n_cols = plot_variance(df_train_reduced, 'reduced') variance_reduced = pca_n_cols.explained_variance_ratio_.cumsum() n_components = np.argmax(variance_reduced >= 0.8) + 1 mlflow.log_param("pca_stage_2", n_components) pca_reduced = PCA(n_components=n_components) data_train = extract_array(df_train_reduced, pca_reduced, 'train') data_val = extract_array(df_val_reduced, pca_reduced, 'test') # Find best cluster number print('Detecting best cluster number') plot_DB(data_train) # Fit clustering model print('Cluster model training') data = np.concatenate((data_train, data_val)) cluster_model = AgglomerativeClustering(n_clusters=k, linkage="ward") # cluster_model = KMeans(n_clusters=k, random_state=10) cluster_model.fit(data) cluster_model_file = data_path + "_".join((run_name, model_type, 'cluster_model.pkl')) pickle.dump(cluster_model, open(cluster_model_file, 'wb')) # Split labels labels = cluster_model.labels_ train_labels = labels[:len(train_ids)] val_labels = labels[len(train_ids):] save_clusters('train', train_labels) save_clusters('val', val_labels) # Plot cluster results plot_clust(data, labels) # Train and validate classifier print('BLR classifier training') # Create a One-vs-Rest DecisionTreeClassifier clf_pre = DecisionTreeClassifier(random_state=42) clf = OneVsRestClassifier(clf_pre) clf.fit(df_train_reduced.to_numpy(), train_labels) clf_model_file = data_path + run_name + '_dtc_model.pkl' pickle.dump(clf, open(clf_model_file, 'wb')) # Create a figure with one feature importance subplot for each class n_classes = len(set(train_labels)) n_features = df_train_reduced.shape[1] fig, axs = plt.subplots(n_classes, 1, figsize=(10, 5 * n_classes)) # Set the vertical spacing between subplots fig.subplots_adjust(hspace=0.99) # Loop over each class for i in range(n_classes): # Get the feature importances for the current class importance = clf.estimators_[i].feature_importances_ # Sort the feature importances in descending order indices = np.argsort(importance)[::-1] # Create a bar plot of the feature importances axs[i].bar(range(n_features), importance[indices]) axs[i].set_xticks(range(n_features)) axs[i].set_xticklabels(np.array(df_train_reduced.columns)[indices], rotation=90, fontsize=9) axs[i].set_xlabel('Features') axs[i].set_ylabel('Importance') axs[i].set_title('Class {} Feature Importance'.format(i)) # Adjust the spacing between the subplots plt.subplots_adjust(hspace=0.5) # save the plot to a temporary file tmpfile = "plot.png" fig.savefig(tmpfile) # log the plot to MLflow with open(tmpfile, "rb") as fig: mlflow.log_artifact(tmpfile, "feature_importance.png") # remove the temporary file os.remove(tmpfile) # Make predictions on the test data val_pred = clf.predict(df_val_reduced.to_numpy()) accuracy = accuracy_score(val_labels, val_pred) mlflow.log_metric('dtc accuracy', accuracy) cm = confusion_matrix(val_labels, val_pred, labels=clf.classes_) disp = ConfusionMatrixDisplay( confusion_matrix=cm, display_labels=clf.classes_) disp.plot() plt.tight_layout() mlflow.log_figure(disp.figure_, 'fig/' + 'confusion_matrix' + '.png') # Stop ML Flow mlflow.end_run() main()