PyDataML¶
PyData Tokyo tutorial Machine Learning¶
アジェンダ¶
- バックグラウンド
- ライブラリのインポートとデータの準備
- ジェンダーモデルによる生存者推定、推定値の評価
- ロジスティック回帰による生存者推定
- 交差検証(クロスバリデーション)
- 決定木(Decision Tree)による生存者推定
- グリッドサーチ
In [1]:
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
%matplotlib inline
In [2]:
from sklearn.metrics import (
accuracy_score,
classification_report,
confusion_matrix
)
from sklearn.cross_validation import (
train_test_split,
cross_val_score,
KFold
)
from sklearn.preprocessing import LabelEncoder
from sklearn.linear_model import LogisticRegression
from sklearn.svm import SVC
from sklearn.tree import (
DecisionTreeClassifier,
export_graphviz
)
from sklearn.grid_search import GridSearchCV
from matplotlib.colors import ListedColormap
from IPython.display import Image
In [439]:
def estimated_params(estimator):
return [a for a in dir(estimator) if a.endswith("_") and not a.startswith("_")]
In [3]:
df_train = pd.read_csv('titanic/train.csv')
df_test = pd.read_csv('titanic/test.csv')
In [4]:
df_train.tail(1)
Out[4]:
PassengerId | Survived | Pclass | Name | Sex | Age | SibSp | Parch | Ticket | Fare | Cabin | Embarked | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
890 | 891 | 0 | 3 | Dooley, Mr. Patrick | male | 32.0 | 0 | 0 | 370376 | 7.75 | NaN | Q |
In [5]:
df_train.describe(include="all", percentiles=[0.05] + list(np.linspace(0.1, 0.9, 9)) + [0.95])
Out[5]:
PassengerId | Survived | Pclass | Name | Sex | Age | SibSp | Parch | Ticket | Fare | Cabin | Embarked | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
count | 891.000000 | 891.000000 | 891.000000 | 891 | 891 | 714.000000 | 891.000000 | 891.000000 | 891 | 891.000000 | 204 | 889 |
unique | NaN | NaN | NaN | 891 | 2 | NaN | NaN | NaN | 681 | NaN | 147 | 3 |
top | NaN | NaN | NaN | Kilgannon, Mr. Thomas J | male | NaN | NaN | NaN | CA. 2343 | NaN | C23 C25 C27 | S |
freq | NaN | NaN | NaN | 1 | 577 | NaN | NaN | NaN | 7 | NaN | 4 | 644 |
mean | 446.000000 | 0.383838 | 2.308642 | NaN | NaN | 29.699118 | 0.523008 | 0.381594 | NaN | 32.204208 | NaN | NaN |
std | 257.353842 | 0.486592 | 0.836071 | NaN | NaN | 14.526497 | 1.102743 | 0.806057 | NaN | 49.693429 | NaN | NaN |
min | 1.000000 | 0.000000 | 1.000000 | NaN | NaN | 0.420000 | 0.000000 | 0.000000 | NaN | 0.000000 | NaN | NaN |
5% | 45.500000 | 0.000000 | 1.000000 | NaN | NaN | 4.000000 | 0.000000 | 0.000000 | NaN | 7.225000 | NaN | NaN |
10% | 90.000000 | 0.000000 | 1.000000 | NaN | NaN | 14.000000 | 0.000000 | 0.000000 | NaN | 7.550000 | NaN | NaN |
20% | 179.000000 | 0.000000 | 1.000000 | NaN | NaN | 19.000000 | 0.000000 | 0.000000 | NaN | 7.854200 | NaN | NaN |
30.0% | 268.000000 | 0.000000 | 2.000000 | NaN | NaN | 22.000000 | 0.000000 | 0.000000 | NaN | 8.050000 | NaN | NaN |
40% | 357.000000 | 0.000000 | 2.000000 | NaN | NaN | 25.000000 | 0.000000 | 0.000000 | NaN | 10.500000 | NaN | NaN |
50% | 446.000000 | 0.000000 | 3.000000 | NaN | NaN | 28.000000 | 0.000000 | 0.000000 | NaN | 14.454200 | NaN | NaN |
60% | 535.000000 | 0.000000 | 3.000000 | NaN | NaN | 31.800000 | 0.000000 | 0.000000 | NaN | 21.679200 | NaN | NaN |
70% | 624.000000 | 1.000000 | 3.000000 | NaN | NaN | 36.000000 | 1.000000 | 0.000000 | NaN | 27.000000 | NaN | NaN |
80% | 713.000000 | 1.000000 | 3.000000 | NaN | NaN | 41.000000 | 1.000000 | 1.000000 | NaN | 39.687500 | NaN | NaN |
90% | 802.000000 | 1.000000 | 3.000000 | NaN | NaN | 50.000000 | 1.000000 | 2.000000 | NaN | 77.958300 | NaN | NaN |
95% | 846.500000 | 1.000000 | 3.000000 | NaN | NaN | 56.000000 | 3.000000 | 2.000000 | NaN | 112.079150 | NaN | NaN |
max | 891.000000 | 1.000000 | 3.000000 | NaN | NaN | 80.000000 | 8.000000 | 6.000000 | NaN | 512.329200 | NaN | NaN |
変数概要¶
- PassengerId: 乗客ID
- Survived: 1 = 生き残り 0 = 死亡
- Pclass: 等級
- Name: 名前
- Sex: 性別
- Age: 年齢
- Parch: 子供の数
- Ticket: チケット番号
- Fare: 運賃
- Cabin: 部屋番号
- Embarked: 乗船地
わかったこと¶
- 891レコード
- 70%が死んだ
- 半分が3階級
- 年齢に欠損値多少有り
- Cabinに欠損値が多い(そもそも部屋番号は関係なさそう)
In [6]:
df_test.tail(1)
Out[6]:
PassengerId | Pclass | Name | Sex | Age | SibSp | Parch | Ticket | Fare | Cabin | Embarked | |
---|---|---|---|---|---|---|---|---|---|---|---|
417 | 1309 | 3 | Peter, Master. Michael J | male | NaN | 1 | 1 | 2668 | 22.3583 | NaN | C |
In [7]:
sex = {val:idx for idx, val in enumerate(df_train["Sex"].unique())}
sex
Out[7]:
{'female': 1, 'male': 0}
In [8]:
s_sex = df_train["Sex"].map(sex)
s_sex.plot.hist(bins=2)
Out[8]:
<matplotlib.axes._subplots.AxesSubplot at 0x1179ba2e8>
In [9]:
df_train["Survived"].value_counts().plot.bar()
Out[9]:
<matplotlib.axes._subplots.AxesSubplot at 0x104517828>
In [10]:
df_train.pivot_table(index="Sex", columns="Survived", values="PassengerId", aggfunc=len).plot.bar()
Out[10]:
<matplotlib.axes._subplots.AxesSubplot at 0x1178ff518>
In [11]:
fig, axes = plt.subplots(1, 2, figsize=(16, 4))
axes[0].hist([df_train[(df_train["Sex"] == "female") & (df_train["Survived"] == 0)]["Age"],
df_train[(df_train["Sex"] == "female") & (df_train["Survived"] == 1)]["Age"]],
bins=10 , stacked=True, range=(1, 80))
axes[1].hist([df_train[(df_train.Survived==0) & (df_train.Sex=='male')]['Age'],
df_train[(df_train.Survived==1) & (df_train.Sex=='male')]['Age']],
alpha=0.6, range=(1,80), bins=10, stacked=True,
label=('Died', 'Survived'))
Out[11]:
([array([ 11., 18., 99., 88., 60., 37., 23., 14., 9., 1.]),
array([ 23., 23., 110., 117., 73., 46., 29., 16., 9., 2.])],
array([ 1. , 8.9, 16.8, 24.7, 32.6, 40.5, 48.4, 56.3, 64.2,
72.1, 80. ]),
<a list of 2 Lists of Patches objects>)
ジェンダーモデルによる生存者推定、推定値の評価¶
In [12]:
x = df_train['Sex']
y = df_train['Survived']
y_pred = x.map({'female': 1, 'male': 0}).astype(int)
In [13]:
pd.concat([y.head(), y_pred.head()], axis=1)
Out[13]:
Survived | Sex | |
---|---|---|
0 | 0 | 0 |
1 | 1 | 1 |
2 | 1 | 1 |
3 | 1 | 1 |
4 | 0 | 0 |
In [14]:
accuracy_score(
[1, 0, 1, 0, 0],
[0, 0, 1, 1, 1])
Out[14]:
0.40000000000000002
In [15]:
accuracy_score(y, y_pred)
Out[15]:
0.78675645342312006
In [16]:
print(classification_report(y, y_pred))
precision recall f1-score support
0 0.81 0.85 0.83 549
1 0.74 0.68 0.71 342
avg / total 0.78 0.79 0.78 891
In [17]:
cm = confusion_matrix(y, y_pred)
# True, Predict
cm_df = pd.DataFrame(cm, index=["T(0)", "T(1)"], columns=["P(0)", "P(1)"])
cm_df
Out[17]:
P(0) | P(1) | |
---|---|---|
T(0) | 468 | 81 |
T(1) | 109 | 233 |
In [19]:
cm_df.ix["T(0)"]["P(0)"] / cm_df.ix["T(0)"]["P(0)"]
Out[19]:
1.0
In [20]:
def plot_confusion_matrix(cm):
fig, ax = plt.subplots()
im = ax.imshow(cm, interpolation='nearest', cmap=plt.cm.Blues)
#ax.set_title('Confusion Matrix')
fig.colorbar(im)
target_names = ['not survived', 'survived']
tick_marks = np.arange(len(target_names))
ax.set_xticks(tick_marks)
ax.set_xticklabels(target_names, rotation=45)
ax.set_yticks(tick_marks)
ax.set_yticklabels(target_names)
ax.set_ylabel('True label')
ax.set_xlabel('Predicted label')
fig.tight_layout()
plot_confusion_matrix(cm)
作成したkaggle_gendermodel.csvをKaggleに投稿し、スコアと順位を確認してみましょう!これで皆さんもKagglerです!¶
In [21]:
x_test = df_test['Sex']
y_test_pred = x_test.map({'female': 1, 'male': 0}).astype(int)
In [22]:
df_kaggle = pd.DataFrame({'PassengerId': df_test['PassengerId'], 'Survived':np.array(y_test_pred)})
df_kaggle.to_csv('titanic/kaggle_gendermodel.csv', index=False)
df_kaggle.tail()
Out[22]:
PassengerId | Survived | |
---|---|---|
413 | 1305 | 0 |
414 | 1306 | 1 |
415 | 1307 | 0 |
416 | 1308 | 0 |
417 | 1309 | 0 |
ロジスティック回帰による生存者推定¶
In [23]:
iris = sns.load_dataset("iris")
iris2 = iris[["sepal_length", "sepal_width"]].copy()
iris2 = iris.loc[: , ("sepal_length", "sepal_width")]
iris2["lenght_2x"] = iris2["sepal_length"] * 2
In [24]:
pd.options.mode.chained_assignment
Out[24]:
'warn'
In [25]:
X = df_train[['Age', 'Pclass', 'Sex']].copy()
y = df_train['Survived']
In [26]:
X['AgeFill'] = X['Age'].fillna(X['Age'].mean())
In [27]:
X['AgeFill'] = X['Age'].fillna(X['Age'].mean())
X['Gender'] = X['Sex'].map({'female': 0, 'male': 1}).astype(int)
X['Pclass_Gender'] = X['Pclass'] + X['Gender']
X.tail()
Out[27]:
Age | Pclass | Sex | AgeFill | Gender | Pclass_Gender | |
---|---|---|---|---|---|---|
886 | 27.0 | 2 | male | 27.000000 | 1 | 3 |
887 | 19.0 | 1 | female | 19.000000 | 0 | 1 |
888 | NaN | 3 | female | 29.699118 | 0 | 3 |
889 | 26.0 | 1 | male | 26.000000 | 1 | 2 |
890 | 32.0 | 3 | male | 32.000000 | 1 | 4 |
In [28]:
X = X.drop(['Age'], axis=1)
X = X.drop(['Pclass', 'Sex', 'Gender'], axis=1)
X.tail()
Out[28]:
AgeFill | Pclass_Gender | |
---|---|---|
886 | 27.000000 | 3 |
887 | 19.000000 | 1 |
888 | 29.699118 | 3 |
889 | 26.000000 | 2 |
890 | 32.000000 | 4 |
In [29]:
np.random.seed(0)
xmin, xmax = -5, 85
ymin, ymax = 0.5, 4.5
index_survived = y[y==0].index
index_notsurvived = y[y==1].index
fig, ax = plt.subplots()
cm = plt.cm.RdBu
cm_bright = ListedColormap(['#FF0000', '#0000FF'])
sc = ax.scatter(X.loc[index_survived, 'AgeFill'],
X.loc[index_survived, 'Pclass_Gender']+(np.random.rand(len(index_survived))-0.5)*0.1,
color='r', label='Not Survived', alpha=0.3)
sc = ax.scatter(X.loc[index_notsurvived, 'AgeFill'],
X.loc[index_notsurvived, 'Pclass_Gender']+(np.random.rand(len(index_notsurvived))-0.5)*0.1,
color='b', label='Survived', alpha=0.3)
ax.set_xlabel('AgeFill')
ax.set_ylabel('Pclass_Gender')
ax.set_xlim(xmin, xmax)
ax.set_ylim(ymin, ymax)
ax.legend(bbox_to_anchor=(1.4, 1.03))
Out[29]:
<matplotlib.legend.Legend at 0x11ac4d518>
In [30]:
_sc_test = X.copy()
_sc_test.Pclass_Gender = _sc_test.Pclass_Gender.astype("category")
_sc_test["y"] = y
sns.swarmplot(x="AgeFill", y="Pclass_Gender", hue="y", data=_sc_test, alpha=0.3, palette=["red", "blue"])
plt.legend(bbox_to_anchor=(1.4, 1.03))
plt.tight_layout()
In [94]:
titanic = sns.load_dataset("titanic")
_titanic = pd.DataFrame(
[
titanic.age.fillna(titanic.age.mean()),
titanic.pclass + titanic.sex.map({'female': 0, 'male': 1}).astype(int),
titanic.survived
]).T
#_titanic["Unnamed 0"] = _titanic["Unnamed 0"].astype("category")
#_titanic["Unnamed 0"] = _titanic["Unnamed 0"].astype("category", categories=[4,3,2,1], ordered=False)
#sns.swarmplot(
sns.stripplot(jitter=0.1,
data=_titanic, x="age", y="Unnamed 0", hue="survived",
alpha=0.3, palette=["red", "blue"])
plt.legend(bbox_to_anchor=(1.4, 1.03))
plt.tight_layout()
トレーニングデータの分割¶
In [32]:
X_train, X_val, y_train, y_val = train_test_split(X, y, train_size=0.8, random_state=1)
In [33]:
X_train.tail().T
Out[33]:
715 | 767 | 72 | 235 | 37 | |
---|---|---|---|---|---|
AgeFill | 19.0 | 30.5 | 21.0 | 29.699118 | 21.0 |
Pclass_Gender | 4.0 | 3.0 | 3.0 | 3.000000 | 4.0 |
In [34]:
print('Num of Training Samples: {}'.format(len(X_train)))
print('Num of Validation Samples: {}'.format(len(X_val)))
Num of Training Samples: 712
Num of Validation Samples: 179
ロジスティック回帰による推定¶
In [441]:
# 学習
clf = LogisticRegression()
clf.fit(X_train, y_train)
Out[441]:
LogisticRegression(C=1.0, class_weight=None, dual=False, fit_intercept=True,
intercept_scaling=1, max_iter=100, multi_class='ovr', n_jobs=1,
penalty='l2', random_state=None, solver='liblinear', tol=0.0001,
verbose=0, warm_start=False)
In [442]:
estimated_params(clf)
Out[442]:
['classes_', 'coef_', 'intercept_', 'n_iter_']
In [443]:
clf.coef_, clf.intercept_
Out[443]:
(array([[-0.03756041, -1.29748813]]), array([ 4.30808898]))
In [444]:
clf.classes_, clf.n_iter_
Out[444]:
(array([0, 1]), array([11], dtype=int32))
In [36]:
y_train_pred = clf.predict(X_train)
y_val_pred = clf.predict(X_val)
print('Accuracy on Training Set: {:.3f}'.format(accuracy_score(y_train, y_train_pred)))
print('Accuracy on Validation Set: {:.3f}'.format(accuracy_score(y_val, y_val_pred)))
Accuracy on Training Set: 0.774
Accuracy on Validation Set: 0.760
In [37]:
cm = confusion_matrix(y_val, y_val_pred)
print(cm)
[[93 13]
[30 43]]
In [38]:
print(classification_report(y_val, y_val_pred))
precision recall f1-score support
0 0.76 0.88 0.81 106
1 0.77 0.59 0.67 73
avg / total 0.76 0.76 0.75 179
In [39]:
X_val
1
Out[39]:
1
In [95]:
h = 0.02
xmin, xmax = -5, 85
ymin, ymax = 0.5, 4.5
xx, yy = np.meshgrid(np.arange(xmin, xmax, h), np.arange(ymin, ymax, h))
Z = clf.predict_proba(np.c_[xx.ravel(), yy.ravel()])[:, 1]
Z = Z.reshape(xx.shape)
levels = np.linspace(0, 1.0, 5)
cm = plt.cm.RdBu
cm_bright = ListedColormap(['#FF0000', '#0000FF'])
ax = sns.stripplot(jitter=0.1,
data=_titanic,
x="age", y="Unnamed 0", hue="survived",
alpha=0.5, palette=["red", "blue"])
contour = ax.contourf(xx, yy, Z, cmap=cm, levels=levels, alpha=0.8)
fig.colorbar(contour)
Out[95]:
<matplotlib.colorbar.Colorbar at 0x11e126ef0>
In [60]:
h = 0.02
xmin, xmax = -5, 85
ymin, ymax = 0.5, 4.5
xx, yy = np.meshgrid(np.arange(xmin, xmax, h), np.arange(ymin, ymax, h))
Z = clf.predict_proba(np.c_[xx.ravel(), yy.ravel()])[:, 1]
Z = Z.reshape(xx.shape)
fig, ax = plt.subplots(figsize=(14, 6))
levels = np.linspace(0, 1.0, 5)
cm = plt.cm.RdBu
cm_bright = ListedColormap(['#FF0000', '#0000FF'])
contour = ax.contourf(xx, yy, Z, cmap=cm, levels=levels, alpha=0.8)
ax.scatter(X_train.iloc[:, 0], X_train.iloc[:, 1]+(np.random.rand(len(X_train))-0.5)*0.1, c=y_train, cmap=cm_bright)
ax.scatter(X_val.iloc[:, 0], X_val.iloc[:, 1]+(np.random.rand(len(X_val))-0.5)*0.1, c=y_val, cmap=cm_bright, alpha=0.5)
ax.set_xlabel('AgeFill')
ax.set_ylabel('Pclass_Gender')
ax.set_xlim(xmin, xmax)
ax.set_ylim(ymin, ymax)
fig.colorbar(contour)
x1 = xmin
x2 = xmax
y1 = -1*(clf.intercept_[0]+clf.coef_[0][0]*xmin)/clf.coef_[0][1]
y2 = -1*(clf.intercept_[0]+clf.coef_[0][0]*xmax)/clf.coef_[0][1]
ax.plot([xmin, xmax] ,[y1, y2], 'k--')
Out[60]:
[<matplotlib.lines.Line2D at 0x123109b70>]
In [96]:
clf_log = LogisticRegression()
clf_svc_lin = SVC(kernel='linear', probability=True)
clf_svc_rbf = SVC(kernel='rbf', probability=True)
titles = ['Logistic Regression', 'SVC with Linear Kernel', 'SVC with RBF Kernel',]
h = 0.02
xmin, xmax = -5, 85
ymin, ymax = 0.5, 4.5
xx, yy = np.meshgrid(np.arange(xmin, xmax, h), np.arange(ymin, ymax, h))
fig, axes = plt.subplots(1, 3, figsize=(12,4))
levels = np.linspace(0, 1.0, 5)
cm = plt.cm.RdBu
cm_bright = ListedColormap(['#FF0000', '#0000FF'])
for i, clf in enumerate((clf_log, clf_svc_lin, clf_svc_rbf)):
clf.fit(X, y)
Z = clf.predict(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
axes[i].contourf(xx, yy, Z, cmap=cm, levels=levels, alpha=0.8)
axes[i].scatter(X.iloc[:, 0], X.iloc[:, 1], c=y, cmap=cm_bright)
axes[i].set_title(titles[i])
axes[i].set_xlabel('AgeFill')
axes[i].set_ylabel('Pclass_Gender')
axes[i].set_xlim(xmin, xmax)
axes[i].set_ylim(ymin, ymax)
fig.tight_layout()
over fitting¶
In [446]:
clf = SVC(kernel='rbf', probability=True)
clf.fit(X_train, y_train)
y_train_pred = clf.predict(X_train)
y_val_pred = clf.predict(X_val)
accuracy_score(y_train, y_train_pred), accuracy_score(y_val, y_val_pred)
Out[446]:
(0.80758426966292129, 0.7988826815642458)
In [447]:
estimated_params(clf)
Out[447]:
['class_weight_',
'classes_',
'coef_',
'dual_coef_',
'fit_status_',
'intercept_',
'n_support_',
'probA_',
'probB_',
'shape_fit_',
'support_',
'support_vectors_']
cross validation¶
In [98]:
X_train, X_val, y_train, y_val = train_test_split(X, y, train_size=0.8, random_state=33)
clf = LogisticRegression()
clf.fit(X_train, y_train)
y_train_pred = clf.predict(X_train)
y_val_pred = clf.predict(X_val)
accuracy_score(y_train, y_train_pred), accuracy_score(y_val, y_val_pred)
Out[98]:
(0.7837078651685393, 0.74301675977653636)
In [100]:
def cross_val(clf, X, y, K, random_state=0):
cv = KFold(len(y), K, shuffle=True, random_state=random_state)
scores = cross_val_score(clf, X, y, cv=cv)
return scores
In [101]:
clf = LogisticRegression()
scores = cross_val(clf, X, y, 5)
print('Scores:', scores)
print('Mean Score: {0:.3f} (+/-{1:.3f})'.format(scores.mean(), scores.std()*2))
Scores: [ 0.80446927 0.74719101 0.80337079 0.74719101 0.76966292]
Mean Score: 0.774 (+/-0.051)
In [137]:
(train_test_split([1,2,3,4], [5,6,7,8], train_size=0.5))
Out[137]:
[[3, 2], [4, 1], [7, 6], [8, 5]]
In [117]:
(train_test_split([1,2,3,4], [5,6,7,8], train_size=0.5, random_state=33))
Out[117]:
[[4, 1], [2, 3], [8, 5], [6, 7]]
In [198]:
shuffled = np.array(range(9))
np.random.shuffle(shuffled)
shuffled
Out[198]:
array([7, 3, 1, 5, 4, 8, 2, 0, 6])
In [219]:
random_state = np.random.RandomState(seed=0)
random_state.shuffle(shuffled)
shuffled
Out[219]:
array([0, 1, 3, 4, 6, 2, 5, 7, 8])
In [221]:
# http://scikit-learn.org/stable/modules/generated/sklearn.cross_validation.KFold.html
KFold(len(y), 5, shuffle=True, random_state=random_state)
Out[221]:
sklearn.cross_validation.KFold(n=891, n_folds=5, shuffle=True, random_state=<mtrand.RandomState object at 0x1201d8438>)
In [223]:
# http://scikit-learn.org/stable/modules/cross_validation.html
# http://scikit-learn.org/stable/modules/generated/sklearn.cross_validation.cross_val_score.html
cross_val_score(LogisticRegression(), X, y, cv=5)
Out[223]:
array([ 0.7150838 , 0.75418994, 0.82022472, 0.79213483, 0.79661017])
In [238]:
kf = KFold(len(y), 5, shuffle=True, random_state=random_state)
print(kf, "\n")
for i, (kf_train, kf_test) in enumerate(kf):
print(i)
print(kf_train)
print(kf_test)
sklearn.cross_validation.KFold(n=891, n_folds=5, shuffle=True, random_state=<mtrand.RandomState object at 0x1201d8438>)
0
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In [228]:
from sklearn.cross_validation import StratifiedKFold
StratifiedKFold(y, 5, shuffle=True, random_state=random_state)
Out[228]:
sklearn.cross_validation.StratifiedKFold(labels=[0 1 1 1 0 0 0 0 1 1 1 1 0 0 0 1 0 1 0 1 0 1 1 1 0 1 0 0 1 0 0 1 1 0 0 0 1
0 0 1 0 0 0 1 1 0 0 1 0 0 0 0 1 1 0 1 1 0 1 0 0 1 0 0 0 1 1 0 1 0 0 0 0 0
1 0 0 0 1 1 0 1 1 0 1 1 0 0 1 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 1 1 0 1 0
0 0 0 0 0 0 0 0 0 0 0 0 1 0 1 0 1 1 0 0 0 0 1 0 0 1 0 0 0 0 1 1 0 0 0 1 0
0 0 0 1 0 0 0 0 1 0 0 0 0 1 0 0 0 1 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 1 1
0 1 1 0 0 1 0 1 1 1 1 0 0 1 0 0 0 0 0 1 0 0 1 1 1 0 1 0 0 0 1 1 0 1 0 1 0
0 0 1 0 1 0 0 0 1 0 0 1 0 0 0 1 0 0 0 1 0 0 0 0 0 1 1 0 0 0 0 0 0 1 1 1 1
1 0 1 0 0 0 0 0 1 1 1 0 1 1 0 1 1 0 0 0 1 0 0 0 1 0 0 1 0 1 1 1 1 0 0 0 0
0 0 1 1 1 1 0 1 0 1 1 1 0 1 1 1 0 0 0 1 1 0 1 1 0 0 1 1 0 1 0 1 1 1 1 0 0
0 1 0 0 1 1 0 1 1 0 0 0 1 1 1 1 0 0 0 0 0 0 0 1 0 1 1 0 0 0 0 0 0 1 1 1 1
1 0 0 0 0 1 1 0 0 0 1 1 0 1 0 0 0 1 0 1 1 1 0 1 1 0 0 0 0 1 1 0 0 0 0 0 0
1 0 0 0 0 1 0 1 0 1 1 0 0 0 0 0 0 0 0 1 1 0 1 1 1 1 0 0 1 0 1 0 0 1 0 0 1
1 1 1 1 1 1 0 0 0 1 0 1 0 1 1 0 1 0 0 0 0 0 0 0 0 1 0 0 1 1 0 0 0 0 0 1 0
0 0 1 1 0 1 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 1 1 0 1 1 0 1 1 0 0 1 0
1 0 1 0 0 1 0 0 1 0 0 0 1 0 0 1 0 1 0 1 0 1 1 0 0 1 0 0 1 1 0 1 1 0 0 1 1
0 1 0 1 1 0 0 0 0 0 0 0 0 0 1 1 1 1 1 0 0 1 1 0 1 1 1 0 0 0 1 0 1 0 0 0 1
0 0 0 0 1 0 0 1 1 0 0 0 1 0 0 1 1 1 0 0 1 0 0 1 0 0 1 0 0 1 1 0 0 0 0 1 0
0 1 0 1 0 0 1 0 0 0 0 0 1 0 1 1 1 0 1 0 1 0 1 0 1 0 0 0 0 0 0 1 0 0 0 1 0
0 0 0 1 1 0 0 1 0 0 0 1 0 1 0 1 0 0 0 0 0 0 0 1 1 1 1 0 0 0 0 1 0 0 1 1 0
0 0 0 1 1 1 1 1 0 1 0 0 0 1 1 0 0 1 0 0 0 1 0 1 1 0 0 1 0 0 0 0 0 0 1 0 0
1 0 1 0 1 0 0 1 0 0 1 1 0 0 1 1 0 0 0 1 0 0 1 1 0 1 0 0 0 0 0 0 0 0 1 0 0
1 0 1 1 1 0 0 0 0 1 0 1 0 0 0 0 0 0 0 1 1 0 0 0 1 1 1 1 0 0 0 0 1 0 0 0 0
0 0 0 0 0 0 1 1 0 1 0 0 0 1 1 1 1 1 0 0 0 1 0 0 1 1 0 0 1 0 0 0 0 0 0 1 0
0 0 1 0 1 1 1 1 0 0 0 1 0 0 1 1 0 0 1 0 1 0 0 1 1 0 0 0 1 1 0 0 0 0 0 0 1
0 1 0], n_folds=5, shuffle=True, random_state=<mtrand.RandomState object at 0x1201d8438>)
In [232]:
skf_x = np.array([[1, 2], [3, 4], [1, 2], [3, 4]])
skf_y = np.array([0, 0, 1, 1])
skf = StratifiedKFold(skf_y, n_folds=2)
len(skf)
print(skf)
for train_index, test_index in skf:
print("TRAIN:", train_index, "TEST:", test_index)
skf_X_train, skf_X_test = skf_x[train_index], skf_x[test_index]
skf_y_train, skf_y_test = skf_y[train_index], skf_y[test_index]
sklearn.cross_validation.StratifiedKFold(labels=[0 0 1 1], n_folds=2, shuffle=False, random_state=None)
TRAIN: [1 3] TEST: [0 2]
TRAIN: [0 2] TEST: [1 3]
In [222]:
cross_val_score?
In [454]:
# http://scikit-learn.org/stable/tutorial/statistical_inference/model_selection.html#cross-validated-estimators
from sklearn.linear_model import LogisticRegressionCV
#help(LogisticRegressionCV)
In [ ]:
In [455]:
# http://scikit-learn.org/stable/modules/generated/sklearn.preprocessing.LabelEncoder.html
le = LabelEncoder()
labels = pd.Series(list("acb") * 5)
#le.fit(labels)
le.fit_transform(labels), le.transform(labels), le.inverse_transform([0,1,2])
Out[455]:
(array([0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1]),
array([0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1]),
array(['a', 'b', 'c'], dtype=object))
In [261]:
le.fit_transform(labels)
Out[261]:
array([0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1, 0, 2, 1])
In [449]:
estimated_params(le), le.classes_
Out[449]:
(['classes_'], array(['female', 'male'], dtype=object))
In [258]:
classes = {k: v for k, v in enumerate(le.classes_)}
le.classes_, le.classes_.__class__, classes
Out[258]:
(array(['a', 'b', 'c'], dtype=object), numpy.ndarray, {0: 'a', 1: 'b', 2: 'c'})
In [ ]:
In [269]:
X = df_train[['Age', 'Pclass', 'Sex', 'SibSp', 'Parch', 'Embarked']].copy()
y = df_train['Survived'].copy()
X_test = df_test[['Age', 'Pclass', 'Sex', 'SibSp', 'Parch', 'Embarked']].copy()
X['AgeFill'] = X['Age'].fillna(X['Age'].mean())
X_test['AgeFill'] = X_test['Age'].fillna(X['Age'].mean())
X = X.drop(['Age'], axis=1)
X_test = X_test.drop(['Age'], axis=1)
le = LabelEncoder()
le.fit(X['Sex'])
X['Gender'] = le.transform(X['Sex'])
X_test['Gender'] = le.transform(X_test['Sex'])
X = X.join(pd.get_dummies(X['Embarked'], prefix='Embarked'))
X_test = X_test.join(pd.get_dummies(X['Embarked'], prefix='Embarked'))
X = X.drop(['Sex', 'Embarked'], axis=1)
X_test = X_test.drop(['Sex', 'Embarked'], axis=1)
X.tail()
Out[269]:
Pclass | SibSp | Parch | AgeFill | Gender | Embarked_C | Embarked_Q | Embarked_S | |
---|---|---|---|---|---|---|---|---|
886 | 2 | 0 | 0 | 27.000000 | 1 | 0.0 | 0.0 | 1.0 |
887 | 1 | 0 | 0 | 19.000000 | 0 | 0.0 | 0.0 | 1.0 |
888 | 3 | 1 | 2 | 29.699118 | 0 | 0.0 | 0.0 | 1.0 |
889 | 1 | 0 | 0 | 26.000000 | 1 | 1.0 | 0.0 | 0.0 |
890 | 3 | 0 | 0 | 32.000000 | 1 | 0.0 | 1.0 | 0.0 |
In [270]:
clf = LogisticRegression()
scores = cross_val(clf, X, y, 5)
scores, scores.mean(), scores.std()*2
Out[270]:
(array([ 0.79329609, 0.78089888, 0.80337079, 0.81460674, 0.80337079]),
0.79910865607934212,
0.022661053339677807)
In [450]:
clf = DecisionTreeClassifier(criterion='entropy', max_depth=2, min_samples_leaf=2)
scores = cross_val(clf, X, y, 5)
print('Scores:', scores)
print('Mean Score: {0:.3f} (+/-{1:.3f})'.format(scores.mean(), scores.std()*2))
Scores: [ 0.78212291 0.76404494 0.79213483 0.78089888 0.7247191 ]
Mean Score: 0.769 (+/-0.048)
In [452]:
estimated_params(clf)
Out[452]:
['classes_',
'feature_importances_',
'max_features_',
'n_classes_',
'n_features_',
'n_outputs_',
'tree_']
In [451]:
tree_clf = DecisionTreeClassifier(criterion='entropy', max_depth=2, min_samples_leaf=2)
#tree_clf = DecisionTreeClassifier(criterion='entropy', max_depth=3, min_samples_leaf=3)
tree_clf.fit(X, y)
Out[451]:
DecisionTreeClassifier(class_weight=None, criterion='entropy', max_depth=2,
max_features=None, max_leaf_nodes=None, min_samples_leaf=2,
min_samples_split=2, min_weight_fraction_leaf=0.0,
presort=False, random_state=None, splitter='best')
In [423]:
In [351]:
from sklearn.externals.six import StringIO as SkStringIO
from IPython.display import Image
import graphviz
def tree_plot(decision_tree, width=500, height=500, max_depth=None,
feature_names=None, class_names=None, label='all',
filled=False, leaves_parallel=False, impurity=True,
node_ids=False, proportion=False, rotate=False,
rounded=False, special_characters=False):
in_memory_dot_file = SkStringIO()
export_graphviz(
decision_tree, out_file=in_memory_dot_file, max_depth=max_depth,
feature_names=feature_names, class_names=class_names, label=label,
filled=filled, leaves_parallel=leaves_parallel, impurity=impurity,
node_ids=node_ids, proportion=proportion, rotate=rotate,
rounded=rounded, special_characters=special_characters)
src = graphviz.Source(in_memory_dot_file.getvalue())
return Image(src.pipe(format='png'), height=height, width=width)
tree_plot(tree_clf,
#tree_plot(clf,
feature_names=X.columns,
# class_names=["0", "1"],
class_names=["d", "s"],
# class_names={1: "s", 0: "d"},
# class_names=list(y.apply(str)),
filled=True,
rounded=True,
special_characters=True
)
Out[351]:
In [334]:
X_y = pd.concat([X, y], axis=1)
t1 = X_y[X_y.Gender <= 0.5]
t1[t1.Pclass <= 2.5].Survived.value_counts()
Out[334]:
1 161
0 9
Name: Survived, dtype: int64
In [335]:
t1[t1.Pclass > 2.5].Survived.value_counts()
Out[335]:
1 72
0 72
Name: Survived, dtype: int64
In [336]:
f1 = X_y[X_y.Gender > 0.5]
f1[f1.Pclass <= 1.5].Survived.value_counts()
Out[336]:
0 77
1 45
Name: Survived, dtype: int64
In [337]:
f1[f1.Pclass > 1.5].Survived.value_counts()
Out[337]:
0 391
1 64
Name: Survived, dtype: int64
In [436]:
estimated_params(tree_clf)
Out[436]:
['classes_',
'feature_importances_',
'max_features_',
'n_classes_',
'n_features_',
'n_outputs_',
'tree_']
In [429]:
tree_clf.classes_, tree_clf.feature_importances_
Out[429]:
(array([0, 1]),
array([ 0.30417882, 0. , 0. , 0. , 0.69582118,
0. , 0. , 0. ]))
In [430]:
tree_clf.max_features_, tree_clf.n_classes_
Out[430]:
(8, 2)
In [432]:
tree_clf.n_features_, tree_clf.n_outputs_
Out[432]:
(8, 1)
In [431]:
tree_clf.tree_
Out[431]:
<sklearn.tree._tree.Tree at 0x11e626030>
In [ ]:
In [ ]:
In [ ]:
In [311]:
from sklearn.externals.six import StringIO as SkStringIO
from io import StringIO as SkStringIO
import pydot
from IPython.display import Image
dot_data = SkStringIO()
export_graphviz(
tree_clf, out_file=dot_data,
feature_names=X.columns,
class_names=y.unique(),
filled=True, rounded=True,
special_characters=True)
graph = pydot.graph_from_dot_data(dot_data.getvalue())
Image(graph.create_png())
#print(dot_data.getvalue())
---------------------------------------------------------------------------
TypeError Traceback (most recent call last)
<ipython-input-311-7387233abd8b> in <module>()
10 filled=True, rounded=True,
11 special_characters=True)
---> 12 graph = pydot.graph_from_dot_data(dot_data.getvalue())
13 Image(graph.create_png())
14 #print(dot_data.getvalue())
/Users/knt/.pyenv/versions/anaconda3-2.5.0/lib/python3.5/site-packages/pydot.py in graph_from_dot_data(data)
218 """
219
--> 220 return dot_parser.parse_dot_data(data)
221
222
/Users/knt/.pyenv/versions/anaconda3-2.5.0/lib/python3.5/site-packages/dot_parser.py in parse_dot_data(data)
508 top_graphs = list()
509
--> 510 if data.startswith(codecs.BOM_UTF8):
511 data = data.decode( 'utf-8' )
512
TypeError: startswith first arg must be str or a tuple of str, not bytes
グリッドサーチ¶
グリッドサーチは、分類器のパラメータを指定した範囲で変化させ、最もスコアの高いパラメータの組合せを探してくれる便利な機能です。
In [352]:
clf = DecisionTreeClassifier(criterion='entropy', max_depth=2, min_samples_leaf=2)
param_grid = {'max_depth': [2, 3, 4, 5], 'min_samples_leaf': [2, 3, 4, 5]}
cv = KFold(len(y), 5, shuffle=True, random_state=0)
grid_search = GridSearchCV(clf, param_grid, cv=cv, n_jobs=-1, verbose=1)
grid_search.fit(X, y)
Fitting 5 folds for each of 16 candidates, totalling 80 fits
[Parallel(n_jobs=-1)]: Done 80 out of 80 | elapsed: 0.3s finished
Out[352]:
GridSearchCV(cv=sklearn.cross_validation.KFold(n=891, n_folds=5, shuffle=True, random_state=0),
error_score='raise',
estimator=DecisionTreeClassifier(class_weight=None, criterion='entropy', max_depth=2,
max_features=None, max_leaf_nodes=None, min_samples_leaf=2,
min_samples_split=2, min_weight_fraction_leaf=0.0,
presort=False, random_state=None, splitter='best'),
fit_params={}, iid=True, n_jobs=-1,
param_grid={'max_depth': [2, 3, 4, 5], 'min_samples_leaf': [2, 3, 4, 5]},
pre_dispatch='2*n_jobs', refit=True, scoring=None, verbose=1)
In [437]:
estimated_params(grid_search)
Out[437]:
['best_estimator_', 'best_params_', 'best_score_', 'grid_scores_', 'scorer_']
In [420]:
grid_search.best_estimator_
Out[420]:
DecisionTreeClassifier(class_weight=None, criterion='entropy', max_depth=4,
max_features=None, max_leaf_nodes=None, min_samples_leaf=3,
min_samples_split=2, min_weight_fraction_leaf=0.0,
presort=False, random_state=None, splitter='best')
In [419]:
grid_search.best_score_, grid_search.best_params_
Out[419]:
[0.81705948372615034, {'max_depth': 4, 'min_samples_leaf': 3}]
In [438]:
grid_search.scorer_
Out[438]:
<function sklearn.metrics.scorer._passthrough_scorer>
In [356]:
grid_search.grid_scores_
Out[356]:
[mean: 0.76880, std: 0.02381, params: {'max_depth': 2, 'min_samples_leaf': 2},
mean: 0.76880, std: 0.02381, params: {'max_depth': 2, 'min_samples_leaf': 3},
mean: 0.76880, std: 0.02381, params: {'max_depth': 2, 'min_samples_leaf': 4},
mean: 0.76880, std: 0.02381, params: {'max_depth': 2, 'min_samples_leaf': 5},
mean: 0.80471, std: 0.01474, params: {'max_depth': 3, 'min_samples_leaf': 2},
mean: 0.80584, std: 0.01686, params: {'max_depth': 3, 'min_samples_leaf': 3},
mean: 0.80584, std: 0.01686, params: {'max_depth': 3, 'min_samples_leaf': 4},
mean: 0.80584, std: 0.01686, params: {'max_depth': 3, 'min_samples_leaf': 5},
mean: 0.81594, std: 0.01180, params: {'max_depth': 4, 'min_samples_leaf': 2},
mean: 0.81706, std: 0.01391, params: {'max_depth': 4, 'min_samples_leaf': 3},
mean: 0.81257, std: 0.01345, params: {'max_depth': 4, 'min_samples_leaf': 4},
mean: 0.80808, std: 0.01750, params: {'max_depth': 4, 'min_samples_leaf': 5},
mean: 0.80247, std: 0.01421, params: {'max_depth': 5, 'min_samples_leaf': 2},
mean: 0.80471, std: 0.01552, params: {'max_depth': 5, 'min_samples_leaf': 3},
mean: 0.79686, std: 0.02005, params: {'max_depth': 5, 'min_samples_leaf': 4},
mean: 0.79686, std: 0.01660, params: {'max_depth': 5, 'min_samples_leaf': 5}]
In [382]:
{"a": 1, "b": 2}.values()
Out[382]:
dict_values([1, 2])
In [410]:
gs_df = pd.DataFrame(grid_search.grid_scores_)
params_df = gs_df.parameters.apply(
lambda p: pd.Series(list(p.values()), p.keys()))
pd.concat([
gs_df.drop(["parameters", "cv_validation_scores"], axis=1),
params_df
], axis=1).head(2)
Out[410]:
mean_validation_score | max_depth | min_samples_leaf | |
---|---|---|---|
0 | 0.768799 | 2 | 2 |
1 | 0.768799 | 2 | 3 |
In [371]:
s = pd.Series(["k:v", "k1:v1"])
s.str.split(":", expand=True)
Out[371]:
0 | 1 | |
---|---|---|
0 | k | v |
1 | k1 | v1 |
In [418]:
pd.concat([
s.apply(lambda x: pd.Series(x.split(":"), index=['col1', 'col2'])),
s.apply(lambda x: (x.split(":")))
], axis=1)
Out[418]:
col1 | col2 | 0 | |
---|---|---|---|
0 | k | v | [k, v] |
1 | k1 | v1 | [k1, v1] |
In [415]:
series = pd.Series([20, 21, 12], index=['London', 'New York','Helsinki'])
pd.DataFrame([series, series])
Out[415]:
London | New York | Helsinki | |
---|---|---|---|
0 | 20 | 21 | 12 |
1 | 20 | 21 | 12 |
In [395]:
pd.Series(list("abc")).str.split
Out[395]:
<bound method StringMethods.split of <pandas.core.strings.StringMethods object at 0x11e82b438>>
In [414]:
y_test_pred = grid_search.predict(X_test)
grid_search.predict
Out[414]:
<function sklearn.grid_search.BaseSearchCV.predict>
In [ ]: