In [0]:
# Import potrebných balíčkov
import time
import numpy as np
import pandas as pd

from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler, OrdinalEncoder
from sklearn.impute import SimpleImputer
from sklearn.compose import make_column_transformer
from sklearn.pipeline import make_pipeline
from sklearn.tree import DecisionTreeClassifier
from sklearn.metrics import accuracy_score, precision_score, recall_score
from sklearn.model_selection import GridSearchCV
In [23]:
# Uistíme sa, že máme všetky potrebné dáta
!mkdir -p data/titanic
!wget -nc -O data/titanic.zip https://www.dropbox.com/s/u8u7vcwy3sosbar/titanic.zip?dl=1
!unzip -oq -d data/titanic data/titanic.zip
File ‘data/titanic.zip’ already there; not retrieving.

Optimalizácia hyperparametrov jednoduchšími metódami

V ďalšom notebook-u si ešte pre porovnanie ukážeme ďalšiu jednoduchú metódu optimalizácie hyperparametrov: grid search.

Načítanie dát a predspracovanie

Načítanie a predspracovanie dát sa zhoduje s tým z predchádzajúceho notebook-u:

In [0]:
df = pd.read_csv("data/titanic/train.csv")
df_train, df_test = train_test_split(df, test_size=0.25,
                     stratify=df["Survived"], random_state=4)

categorical_inputs = ["Pclass", "Sex", "Embarked"]
numeric_inputs = ["Age", "SibSp", 'Parch', 'Fare']
output = ["Survived"]

X_train = df_train[categorical_inputs + numeric_inputs]
Y_train = df_train[output]

X_test = df_test[categorical_inputs + numeric_inputs]
Y_test = df_test[output]


input_preproc = make_column_transformer(
    (make_pipeline(SimpleImputer(strategy='constant', fill_value='MISSING'),
                   OrdinalEncoder()), categorical_inputs),
    (make_pipeline(SimpleImputer(), StandardScaler()), numeric_inputs)
)

X_train_preproc = input_preproc.fit_transform(X_train)

Pri použití metódy grid search sa definuje "mriežka" všetkých parametrov a vzniknutý priestor sa následne vyčerpávajúcim spôsobom prehľadáva. Ďalej si môžeme znovu zobraziť dokumentáciu ku triede DecisionTreeClassifier, aby sme si pripomenuli, aké hyperparametre bude treba ladiť:

In [4]:
print(DecisionTreeClassifier.__doc__)
A decision tree classifier.

    Read more in the :ref:`User Guide <tree>`.

    Parameters
    ----------
    criterion : string, optional (default="gini")
        The function to measure the quality of a split. Supported criteria are
        "gini" for the Gini impurity and "entropy" for the information gain.

    splitter : string, optional (default="best")
        The strategy used to choose the split at each node. Supported
        strategies are "best" to choose the best split and "random" to choose
        the best random split.

    max_depth : int or None, optional (default=None)
        The maximum depth of the tree. If None, then nodes are expanded until
        all leaves are pure or until all leaves contain less than
        min_samples_split samples.

    min_samples_split : int, float, optional (default=2)
        The minimum number of samples required to split an internal node:

        - If int, then consider `min_samples_split` as the minimum number.
        - If float, then `min_samples_split` is a fraction and
          `ceil(min_samples_split * n_samples)` are the minimum
          number of samples for each split.

        .. versionchanged:: 0.18
           Added float values for fractions.

    min_samples_leaf : int, float, optional (default=1)
        The minimum number of samples required to be at a leaf node.
        A split point at any depth will only be considered if it leaves at
        least ``min_samples_leaf`` training samples in each of the left and
        right branches.  This may have the effect of smoothing the model,
        especially in regression.

        - If int, then consider `min_samples_leaf` as the minimum number.
        - If float, then `min_samples_leaf` is a fraction and
          `ceil(min_samples_leaf * n_samples)` are the minimum
          number of samples for each node.

        .. versionchanged:: 0.18
           Added float values for fractions.

    min_weight_fraction_leaf : float, optional (default=0.)
        The minimum weighted fraction of the sum total of weights (of all
        the input samples) required to be at a leaf node. Samples have
        equal weight when sample_weight is not provided.

    max_features : int, float, string or None, optional (default=None)
        The number of features to consider when looking for the best split:

            - If int, then consider `max_features` features at each split.
            - If float, then `max_features` is a fraction and
              `int(max_features * n_features)` features are considered at each
              split.
            - If "auto", then `max_features=sqrt(n_features)`.
            - If "sqrt", then `max_features=sqrt(n_features)`.
            - If "log2", then `max_features=log2(n_features)`.
            - If None, then `max_features=n_features`.

        Note: the search for a split does not stop until at least one
        valid partition of the node samples is found, even if it requires to
        effectively inspect more than ``max_features`` features.

    random_state : int, RandomState instance or None, optional (default=None)
        If int, random_state is the seed used by the random number generator;
        If RandomState instance, random_state is the random number generator;
        If None, the random number generator is the RandomState instance used
        by `np.random`.

    max_leaf_nodes : int or None, optional (default=None)
        Grow a tree with ``max_leaf_nodes`` in best-first fashion.
        Best nodes are defined as relative reduction in impurity.
        If None then unlimited number of leaf nodes.

    min_impurity_decrease : float, optional (default=0.)
        A node will be split if this split induces a decrease of the impurity
        greater than or equal to this value.

        The weighted impurity decrease equation is the following::

            N_t / N * (impurity - N_t_R / N_t * right_impurity
                                - N_t_L / N_t * left_impurity)

        where ``N`` is the total number of samples, ``N_t`` is the number of
        samples at the current node, ``N_t_L`` is the number of samples in the
        left child, and ``N_t_R`` is the number of samples in the right child.

        ``N``, ``N_t``, ``N_t_R`` and ``N_t_L`` all refer to the weighted sum,
        if ``sample_weight`` is passed.

        .. versionadded:: 0.19

    min_impurity_split : float, (default=1e-7)
        Threshold for early stopping in tree growth. A node will split
        if its impurity is above the threshold, otherwise it is a leaf.

        .. deprecated:: 0.19
           ``min_impurity_split`` has been deprecated in favor of
           ``min_impurity_decrease`` in 0.19. The default value of
           ``min_impurity_split`` will change from 1e-7 to 0 in 0.23 and it
           will be removed in 0.25. Use ``min_impurity_decrease`` instead.

    class_weight : dict, list of dicts, "balanced" or None, default=None
        Weights associated with classes in the form ``{class_label: weight}``.
        If not given, all classes are supposed to have weight one. For
        multi-output problems, a list of dicts can be provided in the same
        order as the columns of y.

        Note that for multioutput (including multilabel) weights should be
        defined for each class of every column in its own dict. For example,
        for four-class multilabel classification weights should be
        [{0: 1, 1: 1}, {0: 1, 1: 5}, {0: 1, 1: 1}, {0: 1, 1: 1}] instead of
        [{1:1}, {2:5}, {3:1}, {4:1}].

        The "balanced" mode uses the values of y to automatically adjust
        weights inversely proportional to class frequencies in the input data
        as ``n_samples / (n_classes * np.bincount(y))``

        For multi-output, the weights of each column of y will be multiplied.

        Note that these weights will be multiplied with sample_weight (passed
        through the fit method) if sample_weight is specified.

    presort : bool, optional (default=False)
        Whether to presort the data to speed up the finding of best splits in
        fitting. For the default settings of a decision tree on large
        datasets, setting this to true may slow down the training process.
        When using either a smaller dataset or a restricted depth, this may
        speed up the training.

    Attributes
    ----------
    classes_ : array of shape = [n_classes] or a list of such arrays
        The classes labels (single output problem),
        or a list of arrays of class labels (multi-output problem).

    feature_importances_ : array of shape = [n_features]
        The feature importances. The higher, the more important the
        feature. The importance of a feature is computed as the (normalized)
        total reduction of the criterion brought by that feature.  It is also
        known as the Gini importance [4]_.

    max_features_ : int,
        The inferred value of max_features.

    n_classes_ : int or list
        The number of classes (for single output problems),
        or a list containing the number of classes for each
        output (for multi-output problems).

    n_features_ : int
        The number of features when ``fit`` is performed.

    n_outputs_ : int
        The number of outputs when ``fit`` is performed.

    tree_ : Tree object
        The underlying Tree object. Please refer to
        ``help(sklearn.tree._tree.Tree)`` for attributes of Tree object and
        :ref:`sphx_glr_auto_examples_tree_plot_unveil_tree_structure.py`
        for basic usage of these attributes.

    Notes
    -----
    The default values for the parameters controlling the size of the trees
    (e.g. ``max_depth``, ``min_samples_leaf``, etc.) lead to fully grown and
    unpruned trees which can potentially be very large on some data sets. To
    reduce memory consumption, the complexity and size of the trees should be
    controlled by setting those parameter values.

    The features are always randomly permuted at each split. Therefore,
    the best found split may vary, even with the same training data and
    ``max_features=n_features``, if the improvement of the criterion is
    identical for several splits enumerated during the search of the best
    split. To obtain a deterministic behaviour during fitting,
    ``random_state`` has to be fixed.

    See also
    --------
    DecisionTreeRegressor

    References
    ----------

    .. [1] https://en.wikipedia.org/wiki/Decision_tree_learning

    .. [2] L. Breiman, J. Friedman, R. Olshen, and C. Stone, "Classification
           and Regression Trees", Wadsworth, Belmont, CA, 1984.

    .. [3] T. Hastie, R. Tibshirani and J. Friedman. "Elements of Statistical
           Learning", Springer, 2009.

    .. [4] L. Breiman, and A. Cutler, "Random Forests",
           https://www.stat.berkeley.edu/~breiman/RandomForests/cc_home.htm

    Examples
    --------
    >>> from sklearn.datasets import load_iris
    >>> from sklearn.model_selection import cross_val_score
    >>> from sklearn.tree import DecisionTreeClassifier
    >>> clf = DecisionTreeClassifier(random_state=0)
    >>> iris = load_iris()
    >>> cross_val_score(clf, iris.data, iris.target, cv=10)
    ...                             # doctest: +SKIP
    ...
    array([ 1.     ,  0.93...,  0.86...,  0.93...,  0.93...,
            0.93...,  0.93...,  1.     ,  0.93...,  1.      ])
    

Úloha 1: Konfigurácia prehľadávaného priestoru

V nasledujúcej bunke definujte prehľadávaný priestor space pre hyperparametre rozhodovacieho stromu.


Znovu budeme potrebovať konfigurovať prehľadávaný priestor. V prípade grid search musí byť priestor diskrétny a podľa možnosti pomerne malý, keďže budeme vyčerpávajúcim spôsobom testovať všetky možné konfigurácie.

Budeme používať metódu GridSearchCV z balíčka sklearn. Pre ňu sa prehľadávaný priestor definuje ako slovník, kde kľúče sú názvy hyperparametrov a hodnoty sú zoznamy možných hodnôt, napr.:

space = {
    # kategorická premenná:
    'cat_var': ["opt1", "opt2", "opt3"],

    # číselná premenná: diskretizujeme
    'num_var': [0.1, 0.5, 1.0]
}
In [0]:

Spustenie optimalizácie

Ďalej môžeme spustiť optimalizáciu – pomocou metódy GridSearchCV.

In [15]:
start = time.time()

model = DecisionTreeClassifier()
grid_search = GridSearchCV(model, grid, n_jobs=-1, cv=10,
                           scoring='f1_macro', verbose=True)
grid_search.fit(X_train_preproc, Y_train)

end = time.time()
print(end - start)
Fitting 10 folds for each of 1458 candidates, totalling 14580 fits
[Parallel(n_jobs=-1)]: Using backend LokyBackend with 2 concurrent workers.
[Parallel(n_jobs=-1)]: Done 2852 tasks      | elapsed:    7.0s
[Parallel(n_jobs=-1)]: Done 13652 tasks      | elapsed:   32.7s
35.210115909576416
[Parallel(n_jobs=-1)]: Done 14580 out of 14580 | elapsed:   35.1s finished
/usr/local/lib/python3.6/dist-packages/sklearn/model_selection/_search.py:814: DeprecationWarning: The default of the `iid` parameter will change from True to False in version 0.22 and will be removed in 0.24. This will change numeric results when test-set sizes are unequal.
  DeprecationWarning)

Extrahujeme najlepšie parametre:

In [17]:
best_params = grid_search.best_params_
best_params
Out[17]:
{'criterion': 'entropy',
 'max_depth': 15,
 'max_features': 1.0,
 'max_leaf_nodes': 100,
 'min_impurity_decrease': 0.005,
 'min_samples_leaf': 1,
 'min_samples_split': 2}

Tréning modelu s najlepšími parametrami

Keď sme identifikovali najlepšie parametre, použijeme ich teraz, aby sme natrénovali nový model: tento raz už s použitím celej tréningovej množiny:

In [0]:
model = make_pipeline(
    input_preproc,
    DecisionTreeClassifier(**best_params)
)

model = model.fit(X_train, Y_train)

Testovanie

Na záver si model otestujeme na testovacích dátach. Zobrazíme si maticu zámen a klasické metriky. Úspešnosť predikcie by mala byť lepšia než pri predvolených hyperparametroch, ktoré sme používali v predchádzajúcom notebook-u.

In [0]:
y_test = model.predict(X_test)
In [20]:
cm = pd.crosstab(Y_test.values.reshape(-1), y_test,
                 rownames=['actual'],
                 colnames=['predicted'])
print(cm)
predicted    0   1
actual            
0          129   8
1           32  54
In [21]:
print("Accuracy = {}".format(accuracy_score(Y_test, y_test)))
print("Precision = {}".format(precision_score(Y_test, y_test)))
print("Recall = {}".format(recall_score(Y_test, y_test)))
Accuracy = 0.820627802690583
Precision = 0.8709677419354839
Recall = 0.627906976744186
In [0]: