I wrote a code for a confusion matrix in order to compare two lists of number following documentation online and when I thought I got good results, I noticed that the values were positioned in a weird way. First, this is the code I am using:
## Classification report and confusion matrix
import numpy as np
def evaluate_pred(y_true, y_pred):
y_test = np.array(y_true)
y_predict = np.array(y_pred)
target_names = ['Empty', 'Human', 'Dog', 'Dog&Human']
labels_names = [0,1,2,3]
print(classification_report(y_test, y_predict,labels=labels_names, target_names=target_names))
cm = confusion_matrix(y_test, y_predict,labels=labels_names, normalize='pred')
cm2 = confusion_matrix(y_test, y_predict,labels=labels_names)
disp = ConfusionMatrixDisplay(confusion_matrix=cm,display_labels=target_names)
disp = disp.plot(cmap=plt.cm.Blues,values_format='g')
disp2 = ConfusionMatrixDisplay(confusion_matrix=cm2,display_labels=target_names)
disp2 = disp2.plot(cmap=plt.cm.Blues,values_format='g')
plt.show()
and after giving it two lists (labels and prediction) I get the following result (below is the normalized matrix), but as you can see, the rows for each class are supposed to add up to the total, but instead, it's the columns that do. I tried different things but I still cannot get it fixed. There is something I am missing but I cannot figure it out. Thanks a lot for any help.
I simply had to use normalize='true' instead of normalize='pred' to solve the issue. it seems like setting the value to pred considers the total of each column and then calculates the percentage based on that.
Related
I'm facing an imbalanced regression problem and I've already tried several ways to solve this problem. Eventually I came a cross this new metric called SERA (Squared Error Relevance Area) as a custom scoring function for imbalanced regression as mentioned in this paper. https://link.springer.com/article/10.1007/s10994-020-05900-9
In order to calculate SERA you have to compute the relevance function phi, which is varied from 0 to 1 in small steps. For each value of relevance (phi) (e.g. 0.45) a subset of the training dataset is selected where the relevance is greater or equal to that value (e.g. 0.45). And for that selected training subset sum of squared errors is calculated i.e. sum(y_true - y_pred)**2 which is known as squared error relevance (SER). Then a plot us created for SER vs phi and area under the curve is calculated i.e. SERA.
Here is my implementation, inspired by this other question here in StackOverflow:
import pandas as pd
from scipy.integrate import simps
from sklearn.metrics import make_scorer
def calc_sera(y_true, y_pred,x_relevance=None):
# creating a list from 0 to 1 with 0.001 interval
start_range = 0
end_range = 1
interval_size = 0.001
list_1 = [round(val * interval_size, 3) for val in range(1, 1000)]
list_1.append(start_range)
list_1.append(end_range)
epsilon = sorted(list_1, key=lambda x: float(x))
df = pd.concat([y_true,y_pred,x_relevance],axis=1,keys= ['true', 'pred', 'phi'])
# Initiating lists to store relevance(phi) and squared-error relevance (ser)
relevance = []
ser = []
# Converting the dataframe to a numpy array
rel_arr = x_relevance
# selecting a phi value
for phi in epsilon:
relevance.append(phi)
error_squared_sum = 0
error_squared_sum = sum((df[df.phi>=phi]['true'] - df[df.phi>=phi]['pred'])**2)
ser.append(error_squared_sum)
# squared-error relevance area (sera)
# numerical integration using simps(y, x)
sera = simps(ser, relevance)
return sera
sera = make_scorer(calc_sera, x_relevance=X['relevance'], greater_is_better=False)
I implemented a simple GridSearch using this score as an evaluation metric to select the best model:
model = CatBoostRegressor(random_state=0)
cv = KFold(n_splits = 5, shuffle = True, random_state = 42)
parameters = {'depth': [6,8,10],'learning_rate' : [0.01, 0.05, 0.1],'iterations': [100, 200, 500,1000]}
clf = GridSearchCV(estimator=model,
param_grid=parameters,
scoring=sera,
verbose=0,cv=cv)
clf.fit(X=X.drop(columns=['relevance']),
y=y,
sample_weight=X['relevance'])
print("Best parameters:", clf.best_params_)
print("Lowest SERA: ", clf.best_score_)
I also added the relevance function as weights to the model so it could apply this weights in the learning task. However, what I am getting as output is this:
Best parameters: {'depth': 6, 'iterations': 100, 'learning_rate': 0.01}
Lowest SERA: nan
Any clue on why SERA value is returning nan? Should I implement this another way?
Whenever you get unexpected NaN scores in a grid search, you should set the parameter error_score="raise" to get an error traceback, and debug from there.
In this case I think I see the problem though: sera is defined with x_relevance=X['relevance'], which includes all the rows of X. But in the search, you're cross-validating: each testing set has fewer rows, and those are what sera will be called on. I can think of a couple of options; I haven't tested either, so let me know if something doesn't work.
Use pandas index
In your pd.concat, just set join="inner". If y_true is a slice of the original pandas series (I think this is how GridSearchCV will pass it...), then the concatenation will join on those row indices, so keeping the whole of X['relevance'] is fine: it will just drop the irrelevant rows. y_pred may well be a numpy array, so you might need to set its index appropriately first?
Keep relevance in X
Then your scorer can reference the relevance column directly from the sliced X. For this, you will want to drop that column from the fitting data, which could be difficult to do for the training but not the testing set; however, CatBoost has an ignored_features parameter that I think ought to work.
I am working on a binary classification using random forest model, neural networks in which am using SHAP to explain the model predictions. I followed the tutorial and wrote the below code to get the waterfall plot shown below
row_to_show = 20
data_for_prediction = ord_test_t.iloc[row_to_show] # use 1 row of data here. Could use multiple rows if desired
data_for_prediction_array = data_for_prediction.values.reshape(1, -1)
rf_boruta.predict_proba(data_for_prediction_array)
explainer = shap.TreeExplainer(rf_boruta)
# Calculate Shap values
shap_values = explainer.shap_values(data_for_prediction)
shap.plots._waterfall.waterfall_legacy(explainer.expected_value[0], shap_values[0],ord_test_t.iloc[row_to_show])
This generated the plot as shown below
However, I want to export this to dataframe and how can I do it?
I expect my output to be like as shown below. I want to export this for the full dataframe. Can you help me please?
Let's do a small experiment:
from sklearn.ensemble import RandomForestClassifier
from sklearn.datasets import load_breast_cancer
from shap import TreeExplainer
X, y = load_breast_cancer(return_X_y=True)
model = RandomForestClassifier(max_depth=5, n_estimators=100).fit(X, y)
explainer = TreeExplainer(model)
What is explainer here? If you do dir(explainer) you'll find out it has some methods and attributes among which is:
explainer.expected_value
which is of interest to you because this is base on which SHAP values add up.
Furthermore:
sv = explainer.shap_values(X)
len(sv)
will give a hint sv is a list consisting of 2 objects which are most probably SHAP values for 1 and 0, which must be symmetric (because what moves towards 1 moves exactly by the same amount, but with opposite sign, towards 0).
Hence:
sv1 = sv[1]
Now you have everything to pack it to the desired format:
df = pd.DataFrame(sv1, columns=X.columns)
df.insert(0, 'bv', explainer.expected_value[1])
Q: How do I know?
A: Read docs and source code.
If I recall correctly, you can do something like this with pandas
import pandas as pd
shap_values = explainer.shap_values(data_for_prediction)
shap_values_df = pd.DataFrame(shap_values)
to get the feature names, you should do something like this (if data_for_prediction is a dataframe):
feature_names = data_for_prediction.columns.tolist()
shap_df = pd.DataFrame(shap_values.values, columns=feature_names)
I'm a currenty using that :
def getShapReport(classifier,X_test):
shap_values = shap.TreeExplainer(classifier).shap_values(X_test)
shap.summary_plot(shap_values, X_test)
shap.summary_plot(shap_values[1], X_test)
return pd.DataFrame(shap_values[1])
It first displays the shap values for the model, and for each prediction after that, and finally it returns the dataframe for the positive class(i'm on an imbalance context)
It is for a Tree explainer and not a waterfall, but it is basically the same.
I calculated the permutation Importance using eli5. But I only get a subset of the values.
import eli5
eli5.show_weights(perm, feature_names = X.columns.tolist())
At the end of the original plot ..10 more is shown. How can I get all the values?
The show_weights method has a top argument, which when set to None there is no limit in the shown features (see the documentation), so that should fix your problem:
eli5.show_weights(perm, feature_names = X.columns.tolist(), top=None)
I use scikit linear regression and if I change the order of the features, the coef are still printed in the same order, hence I would like to know the mapping of the feature with the coeff.
#training the model
model_1_features = ['sqft_living', 'bathrooms', 'bedrooms', 'lat', 'long']
model_2_features = model_1_features + ['bed_bath_rooms']
model_3_features = model_2_features + ['bedrooms_squared', 'log_sqft_living', 'lat_plus_long']
model_1 = linear_model.LinearRegression()
model_1.fit(train_data[model_1_features], train_data['price'])
model_2 = linear_model.LinearRegression()
model_2.fit(train_data[model_2_features], train_data['price'])
model_3 = linear_model.LinearRegression()
model_3.fit(train_data[model_3_features], train_data['price'])
# extracting the coef
print model_1.coef_
print model_2.coef_
print model_3.coef_
The trick is that right after you have trained your model, you know the order of the coefficients:
model_1 = linear_model.LinearRegression()
model_1.fit(train_data[model_1_features], train_data['price'])
print(list(zip(model_1.coef_, model_1_features)))
This will print the coefficients and the correct feature. (Tested with pandas DataFrame)
If you want to reuse the coefficients later you can also put them in a dictionary:
coef_dict = {}
for coef, feat in zip(model_1.coef_,model_1_features):
coef_dict[feat] = coef
(You can test it for yourself by training two models with the same features but, as you said, shuffled order of features.)
import pandas as pd
import numpy as np
from sklearn.linear_model import LinearRegression
regressor = LinearRegression()
regressor.fit(X_train, y_train)
coef_table = pd.DataFrame(list(X_train.columns)).copy()
coef_table.insert(len(coef_table.columns),"Coefs",regressor.coef_.transpose())
#Robin posted a great answer, but for me I had to make one tweak on it to work the way I wanted, and it was to refer to the dimension of the 'coef_' np.array that I wanted, namely modifying to this: model_1.coef_[0,:], as below:
coef_dict = {}
for coef, feat in zip(model_1.coef_[0,:],model_1_features):
coef_dict[feat] = coef
Then the dict was created as I pictured it, with {'feature_name' : coefficient_value} pairs.
Here is what I use for pretty printing of coefficients in Jupyter. I'm not sure I follow why order is an issue - as far as I know the order of the coefficients should match the order of the input data that you gave it.
Note that the first line assumes you have a Pandas data frame called df in which you originally stored the data prior to turning it into a numpy array for regression:
fieldList = np.array(list(df)).reshape(-1,1)
coeffs = np.reshape(np.round(clf.coef_,5),(-1,1))
coeffs=np.concatenate((fieldList,coeffs),axis=1)
print(pd.DataFrame(coeffs,columns=['Field','Coeff']))
Borrowing from Robin, but simplifying the syntax:
coef_dict = dict(zip(model_1_features, model_1.coef_))
Important note about zip: zip assumes its inputs are of equal length, making it especially important to confirm that the lengths of the features and coefficients match (which in more complicated models might not be the case). If one input is longer than the other, the longer input will have the values in its extra index positions cut off. Notice the missing 7 in the following example:
In [1]: [i for i in zip([1, 2, 3], [4, 5, 6, 7])]
Out[1]: [(1, 4), (2, 5), (3, 6)]
pd.DataFrame(data=regression.coef_, index=X_train.columns)
All of these answers were great but what personally worked for me was this, as the feature names I needed were the columns of my train_date dataframe:
pd.DataFrame(data=model_1.coef_,columns=train_data.columns)
Right after training the model, the coefficient values are stored in the variable model.coef_[0]. We can iterate over the column names and store the column name and their coefficient value in a dictionary.
model.fit(X_train,y)
# assuming all the columns except last one is used in training
columns = data.iloc[:,-1].columns
coef_dict = {}
for i in range(0,len(columns)):
coef_dict[columns[i]] = model.coef_[0][i]
Hope this helps!
As of scikit-learn version 1.0, the LinearRegression estimator has a feature_names_in_ attribute. From the docs:
feature_names_in_ : ndarray of shape (n_features_in_,)
Names of features seen during fit. Defined only when X has feature names that are all strings.
New in version 1.0.
Assuming you're fitting on a pandas.DataFrame (train_data), your estimators (model_1, model_2, and model_3) will have the attribute. You can line up your coefficients using any of the methods listed in previous answers, but I'm in favor of this one:
coef_series = pd.Series(
data=model_1.coef_,
index=model_1.feature_names_in_
)
A minimally reproducible example
import numpy as np
import pandas as pd
from sklearn.linear_model import LinearRegression
# for repeatability
np.random.seed(0)
# random data
Xy = pd.DataFrame(
data=np.random.random((10, 3)),
columns=["x0", "x1", "y"]
)
# separate X and y
X = Xy.drop(columns="y")
y = Xy.y
# initialize estimator
lr = LinearRegression()
# fit to pandas.DataFrame
lr.fit(X, y)
# get coeficients and their respective feature names
coef_series = pd.Series(
data=lr.coef_,
index=lr.feature_names_in_
)
print(coef_series)
x0 0.230524
x1 -0.275611
dtype: float64
I'm new to Python and trying to perform linear regression using sklearn on a pandas dataframe. This is what I did:
data = pd.read_csv('xxxx.csv')
After that I got a DataFrame of two columns, let's call them 'c1', 'c2'. Now I want to do linear regression on the set of (c1,c2) so I entered
X=data['c1'].values
Y=data['c2'].values
linear_model.LinearRegression().fit(X,Y)
which resulted in the following error
IndexError: tuple index out of range
What's wrong here? Also, I'd like to know
visualize the result
make predictions based on the result?
I've searched and browsed a large number of sites but none of them seemed to instruct beginners on the proper syntax. Perhaps what's obvious to experts is not so obvious to a novice like myself.
Can you please help? Thank you very much for your time.
PS: I have noticed that a large number of beginner questions were down-voted in stackoverflow. Kindly take into account the fact that things that seem obvious to an expert user may take a beginner days to figure out. Please use discretion when pressing the down arrow lest you'd harm the vibrancy of this discussion community.
Let's assume your csv looks something like:
c1,c2
0.000000,0.968012
1.000000,2.712641
2.000000,11.958873
3.000000,10.889784
...
I generated the data as such:
import numpy as np
from sklearn import datasets, linear_model
import matplotlib.pyplot as plt
length = 10
x = np.arange(length, dtype=float).reshape((length, 1))
y = x + (np.random.rand(length)*10).reshape((length, 1))
This data is saved to test.csv (just so you know where it came from, obviously you'll use your own).
data = pd.read_csv('test.csv', index_col=False, header=0)
x = data.c1.values
y = data.c2.values
print x # prints: [ 0. 1. 2. 3. 4. 5. 6. 7. 8. 9.]
You need to take a look at the shape of the data you are feeding into .fit().
Here x.shape = (10,) but we need it to be (10, 1), see sklearn. Same goes for y. So we reshape:
x = x.reshape(length, 1)
y = y.reshape(length, 1)
Now we create the regression object and then call fit():
regr = linear_model.LinearRegression()
regr.fit(x, y)
# plot it as in the example at http://scikit-learn.org/
plt.scatter(x, y, color='black')
plt.plot(x, regr.predict(x), color='blue', linewidth=3)
plt.xticks(())
plt.yticks(())
plt.show()
See sklearn linear regression example.
Dataset
Importing the libraries
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
from sklearn.linear_model import LinearRegression
Importing the dataset
dataset = pd.read_csv('1.csv')
X = dataset[["mark1"]]
y = dataset[["mark2"]]
Fitting Simple Linear Regression to the set
regressor = LinearRegression()
regressor.fit(X, y)
Predicting the set results
y_pred = regressor.predict(X)
Visualising the set results
plt.scatter(X, y, color = 'red')
plt.plot(X, regressor.predict(X), color = 'blue')
plt.title('mark1 vs mark2')
plt.xlabel('mark1')
plt.ylabel('mark2')
plt.show()
I post an answer that addresses exactly the error that you got:
IndexError: tuple index out of range
Scikit-learn expects 2D inputs. Just reshape the X and Y.
Replace:
X=data['c1'].values # this has shape (XXX, ) - It's 1D
Y=data['c2'].values # this has shape (XXX, ) - It's 1D
linear_model.LinearRegression().fit(X,Y)
with
X=data['c1'].values.reshape(-1,1) # this has shape (XXX, 1) - it's 2D
Y=data['c2'].values.reshape(-1,1) # this has shape (XXX, 1) - it's 2D
linear_model.LinearRegression().fit(X,Y)
make predictions based on the result?
To predict,
lr = linear_model.LinearRegression().fit(X,Y)
lr.predict(X)
Is there any way I can view details of the regression?
The LinearRegression has coef_ and intercept_ attributes.
lr.coef_
lr.intercept_
show the slope and intercept.
You really should have a look at the docs for the fit method which you can view here
For how to visualize a linear regression, play with the example here. I'm guessing you haven't used ipython (Now called jupyter) much either, so you should definitely invest some time into learning that. It's a great tool for exploring data and machine learning. You can literally copy/paste the example from scikit linear regression into an ipython notebook and run it
For your specific problem with the fit method, by referring to the docs, you can see that the format of the data you are passing in for your X values is wrong.
Per the docs,
"X : numpy array or sparse matrix of shape [n_samples,n_features]"
You can fix your code with this
X = [[x] for x in data['c1'].values]