ch06.py

# Sebastian Raschka, 2015 (http://sebastianraschka.com)
# Python Machine Learning - Code Examples
#
# Chapter 6 - Learning Best Practices for Model Evaluation
#             and Hyperparameter Tuning
#
# S. Raschka. Python Machine Learning. Packt Publishing Ltd., 2015.
# GitHub Repo: https://github.com/rasbt/python-machine-learning-book
#
# License: MIT
# https://github.com/rasbt/python-machine-learning-book/blob/master/LICENSE.txt


import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from sklearn.preprocessing import LabelEncoder
from sklearn.cross_validation import train_test_split
from sklearn.preprocessing import StandardScaler
from sklearn.decomposition import PCA
from sklearn.linear_model import LogisticRegression
from sklearn.pipeline import Pipeline
from sklearn.cross_validation import StratifiedKFold
from sklearn.cross_validation import cross_val_score
from sklearn.learning_curve import learning_curve
from sklearn.learning_curve import validation_curve
from sklearn.grid_search import GridSearchCV
from sklearn.tree import DecisionTreeClassifier
from sklearn.svm import SVC
from sklearn.metrics import confusion_matrix
from sklearn.metrics import f1_score
from sklearn.metrics import recall_score
from sklearn.metrics import precision_score
from sklearn.metrics import make_scorer
from sklearn.metrics import roc_curve
from sklearn.metrics import auc
from sklearn.metrics import roc_auc_score
from sklearn.metrics import accuracy_score
from scipy import interp

#############################################################################
print(50 * '=')
print('Section: Loading the Breast Cancer Wisconsin dataset')
print(50 * '-')

df = pd.read_csv('https://archive.ics.uci.edu/ml/machine-learning-databases'
                 '/breast-cancer-wisconsin/wdbc.data', header=None)
print('Breast Cancer dataset excerpt:\n\n')
print(df.head())

print('Breast Cancer dataset dimensions:\n\n')
print(df.shape)

X = df.loc[:, 2:].values
y = df.loc[:, 1].values
le = LabelEncoder()
y = le.fit_transform(y)
y_enc = le.transform(['M', 'B'])
print("Label encoding example, le.transform(['M', 'B'])")
print(le.transform(['M', 'B']))

X_train, X_test, y_train, y_test = \
    train_test_split(X, y, test_size=0.20, random_state=1)


#############################################################################
print(50 * '=')
print('Section: Combining transformers and estimators in a pipeline')
print(50 * '-')


pipe_lr = Pipeline([('scl', StandardScaler()),
                    ('pca', PCA(n_components=2)),
                    ('clf', LogisticRegression(random_state=1))])

pipe_lr.fit(X_train, y_train)
print('Test Accuracy: %.3f' % pipe_lr.score(X_test, y_test))
y_pred = pipe_lr.predict(X_test)


#############################################################################
print(50 * '=')
print('Section: K-fold cross-validation')
print(50 * '-')

kfold = StratifiedKFold(y=y_train,
                        n_folds=10,
                        random_state=1)

scores = []
for k, (train, test) in enumerate(kfold):
    pipe_lr.fit(X_train[train], y_train[train])
    score = pipe_lr.score(X_train[test], y_train[test])
    scores.append(score)
    print('Fold: %s, Class dist.: %s, Acc: %.3f' % (k+1,
          np.bincount(y_train[train]), score))

print('\nCV accuracy: %.3f +/- %.3f' % (np.mean(scores), np.std(scores)))

print('Using StratifiedKFold')
kfold = StratifiedKFold(y=y_train,
                        n_folds=10,
                        random_state=1)

scores = []
for k, (train, test) in enumerate(kfold):
    pipe_lr.fit(X_train[train], y_train[train])
    score = pipe_lr.score(X_train[test], y_train[test])
    scores.append(score)
    print('Fold: %s, Class dist.: %s, Acc: %.3f' % (k+1,
          np.bincount(y_train[train]), score))

print('\nCV accuracy: %.3f +/- %.3f' % (np.mean(scores), np.std(scores)))


print('Using cross_val_score')
scores = cross_val_score(estimator=pipe_lr,
                         X=X_train,
                         y=y_train,
                         cv=10,
                         n_jobs=1)

print('CV accuracy scores: %s' % scores)
print('CV accuracy: %.3f +/- %.3f' % (np.mean(scores), np.std(scores)))


#############################################################################
print(50 * '=')
print('Section: Diagnosing bias and variance problems with learning curves')
print(50 * '-')


pipe_lr = Pipeline([('scl', StandardScaler()),
                    ('clf', LogisticRegression(penalty='l2', random_state=0))])

train_sizes, train_scores, test_scores =\
                learning_curve(estimator=pipe_lr,
                               X=X_train,
                               y=y_train,
                               train_sizes=np.linspace(0.1, 1.0, 10),
                               cv=10,
                               n_jobs=1)

train_mean = np.mean(train_scores, axis=1)
train_std = np.std(train_scores, axis=1)
test_mean = np.mean(test_scores, axis=1)
test_std = np.std(test_scores, axis=1)

plt.plot(train_sizes, train_mean,
         color='blue', marker='o',
         markersize=5, label='training accuracy')

plt.fill_between(train_sizes,
                 train_mean + train_std,
                 train_mean - train_std,
                 alpha=0.15, color='blue')

plt.plot(train_sizes, test_mean,
         color='green', linestyle='--',
         marker='s', markersize=5,
         label='validation accuracy')

plt.fill_between(train_sizes,
                 test_mean + test_std,
                 test_mean - test_std,
                 alpha=0.15, color='green')

plt.grid()
plt.xlabel('Number of training samples')
plt.ylabel('Accuracy')
plt.legend(loc='lower right')
plt.ylim([0.8, 1.0])
# plt.tight_layout()
# plt.savefig('./figures/learning_curve.png', dpi=300)
plt.show()


#############################################################################
print(50 * '=')
print('Section: Addressing over- and underfitting with validation curves')
print(50 * '-')

param_range = [0.001, 0.01, 0.1, 1.0, 10.0, 100.0]
train_scores, test_scores = validation_curve(
                estimator=pipe_lr,
                X=X_train,
                y=y_train,
                param_name='clf__C',
                param_range=param_range,
                cv=10)

train_mean = np.mean(train_scores, axis=1)
train_std = np.std(train_scores, axis=1)
test_mean = np.mean(test_scores, axis=1)
test_std = np.std(test_scores, axis=1)

plt.plot(param_range, train_mean,
         color='blue', marker='o',
         markersize=5, label='training accuracy')

plt.fill_between(param_range, train_mean + train_std,
                 train_mean - train_std, alpha=0.15,
                 color='blue')

plt.plot(param_range, test_mean,
         color='green', linestyle='--',
         marker='s', markersize=5,
         label='validation accuracy')

plt.fill_between(param_range,
                 test_mean + test_std,
                 test_mean - test_std,
                 alpha=0.15, color='green')

plt.grid()
plt.xscale('log')
plt.legend(loc='lower right')
plt.xlabel('Parameter C')
plt.ylabel('Accuracy')
plt.ylim([0.8, 1.0])
# plt.tight_layout()
# plt.savefig('./figures/validation_curve.png', dpi=300)
plt.show()


#############################################################################
print(50 * '=')
print('Section: Tuning hyperparameters via grid search')
print(50 * '-')


pipe_svc = Pipeline([('scl', StandardScaler()),
                     ('clf', SVC(random_state=1))])

param_range = [0.0001, 0.001, 0.01, 0.1, 1.0, 10.0, 100.0, 1000.0]

param_grid = [{'clf__C': param_range,
               'clf__kernel': ['linear']},
              {'clf__C': param_range,
               'clf__gamma': param_range,
               'clf__kernel': ['rbf']}]

gs = GridSearchCV(estimator=pipe_svc,
                  param_grid=param_grid,
                  scoring='accuracy',
                  cv=10,
                  n_jobs=-1)
gs = gs.fit(X_train, y_train)
print('Validation accuracy', gs.best_score_)
print('Best parameters', gs.best_params_)

clf = gs.best_estimator_
clf.fit(X_train, y_train)
print('Test accuracy: %.3f' % clf.score(X_test, y_test))


#############################################################################
print(50 * '=')
print('Section: Algorithm selection with nested cross-validation')
print(50 * '-')

gs = GridSearchCV(estimator=pipe_svc,
                  param_grid=param_grid,
                  scoring='accuracy',
                  cv=2)

# Note: Optionally, you could use cv=2
# in the GridSearchCV above to produce
# the 5 x 2 nested CV that is shown in the figure.

scores = cross_val_score(gs, X_train, y_train, scoring='accuracy', cv=5)
print('CV accuracy: %.3f +/- %.3f' % (np.mean(scores), np.std(scores)))

gs = GridSearchCV(estimator=DecisionTreeClassifier(random_state=0),
                  param_grid=[{'max_depth': [1, 2, 3, 4, 5, 6, 7, None]}],
                  scoring='accuracy',
                  cv=2)
scores = cross_val_score(gs, X_train, y_train, scoring='accuracy', cv=5)
print('CV accuracy: %.3f +/- %.3f' % (np.mean(scores), np.std(scores)))


#############################################################################
print(50 * '=')
print('Section: Reading a confusion matrix')
print(50 * '-')

pipe_svc.fit(X_train, y_train)
y_pred = pipe_svc.predict(X_test)
confmat = confusion_matrix(y_true=y_test, y_pred=y_pred)
print('Confusion matrix', confmat)

fig, ax = plt.subplots(figsize=(2.5, 2.5))
ax.matshow(confmat, cmap=plt.cm.Blues, alpha=0.3)
for i in range(confmat.shape[0]):
    for j in range(confmat.shape[1]):
        ax.text(x=j, y=i, s=confmat[i, j], va='center', ha='center')

plt.xlabel('predicted label')
plt.ylabel('true label')

# plt.tight_layout()
# plt.savefig('./figures/confusion_matrix.png', dpi=300)
plt.show()


#############################################################################
print(50 * '=')
print('Section: Optimizing the precision and recall of a classification model')
print(50 * '-')

print('Precision: %.3f' % precision_score(y_true=y_test, y_pred=y_pred))
print('Recall: %.3f' % recall_score(y_true=y_test, y_pred=y_pred))
print('F1: %.3f' % f1_score(y_true=y_test, y_pred=y_pred))

scorer = make_scorer(f1_score, pos_label=0)

c_gamma_range = [0.01, 0.1, 1.0, 10.0]

param_grid = [{'clf__C': c_gamma_range,
               'clf__kernel': ['linear']},
              {'clf__C': c_gamma_range,
               'clf__gamma': c_gamma_range,
               'clf__kernel': ['rbf']}]

gs = GridSearchCV(estimator=pipe_svc,
                  param_grid=param_grid,
                  scoring=scorer,
                  cv=10,
                  n_jobs=-1)
gs = gs.fit(X_train, y_train)
print(gs.best_score_)
print(gs.best_params_)


#############################################################################
print(50 * '=')
print('Section: Plotting a receiver operating characteristic')
print(50 * '-')

pipe_lr = Pipeline([('scl', StandardScaler()),
                    ('pca', PCA(n_components=2)),
                    ('clf', LogisticRegression(penalty='l2',
                                               random_state=0,
                                               C=100.0))])

X_train2 = X_train[:, [4, 14]]

cv = StratifiedKFold(y_train, n_folds=3, random_state=1)

fig = plt.figure(figsize=(7, 5))

mean_tpr = 0.0
mean_fpr = np.linspace(0, 1, 100)
all_tpr = []

for i, (train, test) in enumerate(cv):
    probas = pipe_lr.fit(X_train2[train],
                         y_train[train]).predict_proba(X_train2[test])

    fpr, tpr, thresholds = roc_curve(y_train[test],
                                     probas[:, 1],
                                     pos_label=1)
    mean_tpr += interp(mean_fpr, fpr, tpr)
    mean_tpr[0] = 0.0
    roc_auc = auc(fpr, tpr)
    plt.plot(fpr,
             tpr,
             lw=1,
             label='ROC fold %d (area = %0.2f)'
                   % (i+1, roc_auc))

plt.plot([0, 1],
         [0, 1],
         linestyle='--',
         color=(0.6, 0.6, 0.6),
         label='random guessing')

mean_tpr /= len(cv)
mean_tpr[-1] = 1.0
mean_auc = auc(mean_fpr, mean_tpr)
plt.plot(mean_fpr, mean_tpr, 'k--',
         label='mean ROC (area = %0.2f)' % mean_auc, lw=2)
plt.plot([0, 0, 1],
         [0, 1, 1],
         lw=2,
         linestyle=':',
         color='black',
         label='perfect performance')

plt.xlim([-0.05, 1.05])
plt.ylim([-0.05, 1.05])
plt.xlabel('false positive rate')
plt.ylabel('true positive rate')
plt.title('Receiver Operator Characteristic')
plt.legend(loc="lower right")

# plt.tight_layout()
# plt.savefig('./figures/roc.png', dpi=300)
plt.show()

pipe_lr = pipe_lr.fit(X_train2, y_train)
y_pred2 = pipe_lr.predict(X_test[:, [4, 14]])

print('ROC AUC: %.3f' % roc_auc_score(y_true=y_test, y_score=y_pred2))
print('Accuracy: %.3f' % accuracy_score(y_true=y_test, y_pred=y_pred2))


#############################################################################
print(50 * '=')
print('Section: The scoring metrics for multiclass classification')
print(50 * '-')

pre_scorer = make_scorer(score_func=precision_score,
                         pos_label=1,
                         greater_is_better=True,
                         average='micro')