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1081 lines (837 loc) · 40.2 KB
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import sys
from sys import argv
import argparse
import os
import pickle
import pandas as pd
# import seaborn; seaborn.set()
# import matplotlib.pyplot as plt
import numpy as np
from sklearn.preprocessing import LabelEncoder
import numpy as np
from sklearn.preprocessing import Imputer
from pandas.plotting import scatter_matrix
import numpy as np
from sklearn.model_selection import GroupKFold
from sklearn.model_selection import KFold
from sklearn.linear_model import RidgeCV
from sklearn.metrics import mean_absolute_error as mae
from sklearn.metrics import mean_squared_error as mse
from sklearn.metrics import make_scorer, mean_squared_error, r2_score, accuracy_score
from scipy.stats import pearsonr
from numpy import nanmean
from numpy import nanstd
import json
from sklearn.utils import shuffle
from sklearn.svm import SVR
# import matplotlib.pyplot as plt
from sklearn.linear_model import LinearRegression
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LinearRegression
import scipy
from sklearn.linear_model import LassoCV, Lasso
from sklearn.preprocessing import scale
from sklearn.tree import DecisionTreeRegressor
from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import GroupShuffleSplit
import glob
import userid_map
import csv_utility
#from fancyimpute.knn import KNN
#from fancyimpute.soft_impute import SoftImpute
#from fancyimpute.iterative_svd import IterativeSVD
#import fancyimpute
#import fancyimpute.soft_impute
#import fancyimpute.iterative_svd
from pyspark import SparkConf, SparkContext
import socket
import copy
import environment_config as ec
from user_ids import get_ids
ENVIRONMENT = socket.gethostname()
np.random.seed(42)
np.random.seed(42)
sc = ec.get_spark_context(ENVIRONMENT)
def df_shifted(df, target=None, lag=0, f="D"):
"""
This function lags data features with respect to the target scores.
Args:
df (data frame): original data
target (string): target name
lag (int): period of the lag
f (string): Increment to use for time frequency
Returns:
lagged data frame (dataframe)
"""
if not lag and not target:
return df
new = {}
for c in df.columns:
if c == target:
new[c] = df[target]
else:
new[c] = df[c].shift(periods=lag, freq=f)
return pd.DataFrame(data=new)
def corr_score(model,X,y):
return np.corrcoef(y, model.predict(X))[0,1]
def kcorr_score(model,X,y):
return scipy.stats.kendalltau(y,model.predict(X))[0]
def raw_df_to_train(df, tr_ids, te_ids, params):
"""
This function filters the data, imputes missing values, and removes outliers.
Args:
df (data frame): input data
tr_ids (list of ints): indices for the training data
te_ids (list of ints): indices for the testing data
params (dictionary): parameters required for filtering/imputation/outlier removal
Returns:
numpy arrays for training and testing data features, labels, and user ids.
"""
df2 = copy.deepcopy(df)
tr_ids2 = tr_ids.copy()
te_ids2 = te_ids.copy()
params2 = params.copy()
print("Loaded Data Frame with %d instances and %d markers"%(df2.shape[0],df2.shape[1]) )
df_new = df2[df2.index.get_level_values('Participant').isin(list(tr_ids2)+list(te_ids2) )]
df=df_new.copy()
#Fill in the nans on columns that are positive only labels with zeros
features = list(df.columns)
zero_fill_columns = []
for f in features:
if(".app_usage." in f):
zero_fill_columns.append(f)
df_zero_fill = df[zero_fill_columns]
df_zero_fill=df_zero_fill.fillna(0)
df[zero_fill_columns] = df_zero_fill
print(len(zero_fill_columns))
#Filter users with too few values
df["Missing Indicator"] = df["org.md2k.data_analysis.feature.phone.driving_total.day"] + \
df["org.md2k.data_analysis.feature.phone.bicycle_total.day"] + \
df["org.md2k.data_analysis.feature.phone.still_total.day"] +\
df["org.md2k.data_analysis.feature.phone.on_foot_total.day"]+ \
df["org.md2k.data_analysis.feature.phone.tilting_total.day"]+ \
df["org.md2k.data_analysis.feature.phone.walking_total.day"]+\
df["org.md2k.data_analysis.feature.phone.running_total.day"]+\
df["org.md2k.data_analysis.feature.phone.unknown_total.day"]
#Collapse the data if intake experiment
if(params2["experiment-type"]=="intake"):
df_mean = df.groupby("Participant").mean()
df_std = df.groupby("Participant").std()
df_max = df.groupby("Participant").max()
df_min = df.groupby("Participant").min()
for c in df.columns:
if("target" not in c):
df_mean[c+"-std"] = df_std[c]
df_mean[c+"-min"] = 1.0*df_min[c]
df_mean[c+"-max"] = 1.0*df_max[c]
df = df_mean
# commenting out to skip case removal for missing data -- ER
# df.dropna(axis=0, subset=["Missing Indicator"],inplace=True)
df=df.drop(columns=["Missing Indicator"])
print(" ... Contains %d instances with core features available"%(df.shape[0]) )
df.dropna(axis=0, subset=["target"],inplace=True)
print(" ... Contains %d instances with defined targets"%(df.shape[0]) )
df.dropna(axis=1, thresh=params["miss_thresh"]*df.shape[0],inplace=True)
print(" ... Contains %d markers that are >=%.2f pct observed\n"%(df.shape[1], params["miss_thresh"]) )
# Get original feature, no target
features = list(df.columns)
features.remove("target")
# Add day of week indicators
if (params2["add_days"]):
for i in range(7):
df["day%d"%(i)] = 1*np.array(df.index.get_level_values('Date').map(lambda x: x.dayofweek)==i)
###Remove!!!!!
#df=df.fillna(0)
# Run Imputation on data frame
numeric = df[features].as_matrix()
if(np.any(np.isnan(numeric))):
rank=min(25,max(1,int(0.25*numeric.shape[1])))
from fancyimpute.iterative_svd import IterativeSVD
imp=IterativeSVD(verbose=False, rank=rank,init_fill_method="mean",convergence_threshold=1e-5,random_state=42).complete(numeric)
#imp=KNN(verbose=True, k=100).complete(numeric)
df[features] = pd.DataFrame(data=imp, columns=features,index=df.index)
if(params2["add_cum_mean"]):
#Add cum-means for all original columns
for f in features:
df["%s-cmean"%f]=df[f].groupby("Participant").expanding().mean().values
#df["%s-cmax"%f]=df[f].groupby("Participant").expanding().max().values
if(params2["add_cum_max"]):
#Add cum-means for all original columns
for f in features:
df["%s-cmax"%f]=df[f].groupby("Participant").expanding().max().values
#df["%s-cmax"%f]=df[f].groupby("Participant").expanding().max().values
if(params2["add_cum_std"]):
#Add cum-means for all original columns
for f in features:
df["%s-cstd"%f]=df[f].groupby("Participant").expanding().std().values
#df["%s-cmax"%f]=df[f].groupby("Participant").expanding().max().values
#Lag all columns except for target and day of week
#Add specified lags, but not lag 0
for l in params2["lags"]:
if(l>0):
for f in features:
df["%s-%d"%(f,l)]=df.groupby(level=0)[f].shift(l)
#Drop original columns if not using lag 0
if not (0 in params["lags"]):
df = df.drop(columns=features)
#Make sure no missing values are left
df=df.fillna(df.mean())
#df_new = copy.deepcopy(df[["target"]])
if(params2["add_pca"]):
features = list(df.columns)
features.remove("target")
numeric = df[features].as_matrix()
from sklearn.decomposition import IncrementalPCA
K= min(params["max_pca_K"],max(1,numeric.shape[1]))
ipca=IncrementalPCA(n_components=K)
ipca.fit(numeric)
Zs = ipca.transform(numeric)
for k in range (K):
df["PCA%d"%(k)] = Zs[:,k]
#Sort all columns by name
cols = list(df.columns)
cols.sort()
df = df[cols]
df_tr = df[df.index.get_level_values('Participant').isin(list(tr_ids2))]
df_te = df[df.index.get_level_values('Participant').isin(list(te_ids2))]
#Extract data matrices
#Targets
Y_tr = df_tr["target"].as_matrix().astype(float)
Y_te = df_te["target"].as_matrix().astype(float)
#Features
features = list(df.columns)
features.remove("target")
X_all = df[features].as_matrix().astype(float)
X_tr = df_tr[features].as_matrix().astype(float)
X_te = df_te[features].as_matrix().astype(float)
#Filter low std columns based on all data
ind = np.std(X_all,axis=0)>1e-4
X_tr = X_tr[:,ind]
X_te = X_te[:,ind]
X_all = X_all[:,ind]
#Scale data based on overall mean and std
mean = np.mean(X_all,axis=0)
std = np.std(X_all,axis=0)
X_tr = (X_tr-mean)/std
X_te = (X_te-mean)/std
features=np.array(features)[ind]
if(params2["transfer_filter"]):
Z = np.hstack((Y_tr[:,np.newaxis],X_tr))
Corr = np.corrcoef(Z)
X_tr_mean = np.mean(X_tr,axis=0)
X_tr_std = np.std(X_tr,axis=0)
X_te_mean = np.mean(X_te,axis=0)
X_te_std = np.std(X_te,axis=0)
Ntr = X_tr.shape[0]
Nte = X_te.shape[0]
SE = np.sqrt(X_tr_std**2/Ntr + X_te_std**2/Nte)
tstat = np.abs(X_tr_mean-X_te_mean)/(1e-4+ SE)
ind = tstat <1
if(np.sum(ind)==0):
ind[np.argmin(tstat)]=1
X_tr = X_tr[:,ind]
X_te = X_te[:,ind]
features=np.array(features)[ind]
print("Filtered %d features"%(np.sum(1-ind)))
#Row groupings by user id
G_tr = np.array(df_tr.index.get_level_values(0))
G_te = np.array(df_te.index.get_level_values(0))
#Quality matrix, full since data already imputed
Q_tr=1-np.isnan(X_tr)
Q_te=1-np.isnan(X_te)
# Dummy marker groups
MG=np.arange(X_all.shape[1])
return(X_tr,Y_tr,Q_tr,G_tr,X_te,Y_te,Q_te,G_te,MG, features, df_tr, df_te)
class trainTestPerformanceEstimator:
def __init__(self, indicator_name, model, features, hyperparams, cvfolds, cvtype):
"""
This class estimates the performance of a given estimator model different metrics; In addition, ablation
testing is performed and a summary of results is produced.
Args:
indicator_name (string): score name
model (object): learning model wrapped in a groupCVLearner's object
features (list): list of feature names
"""
# self.metrics = [mae, mse, r2_score, lambda x,y: pearsonr(x,y)[0]]
# self.metric_names=["MAE", "MSE", "R^2", "r"]
self.metrics = [lambda x,y: pearsonr(x,y)[0]]
self.metric_names=["R", "R Best", "NS","ND"]
# self.metrics = [mae, mse, lambda x,y: pearsonr(x,y)[0]]
# self.metric_names=["MAE", "MSE", "R", "NS","ND"]
self.cvtype=cvtype
self.cvfolds=cvfolds
self.hyperparams=hyperparams
self.model=model
self.features=features
self.ablation_scores=None
self.num_metrics = len(self.metric_names)
self.indicator_name = indicator_name
self.bounds = {'stress.d': [1, 5],
'anxiety.d': [1, 5],
'pos.affect.d': [5, 25],
'neg.affect.d': [5, 25],
'irb.d': [7, 49],
'itp.d': [1, 5],
'ocb.d': [0, 8],
'cwb.d': [0, 8],
'sleep.d': [0, 24],
'alc.quantity.d': [0, 20],
'tob.quantity.d': [0, 30],
'total.pa.d': [0, 8000],
'neuroticism.d': [1, 5],
'conscientiousness.d': [1, 5],
'extraversion.d': [1, 5],
'agreeableness.d': [1, 5],
'openness.d': [1, 5],
'stress': [1, 5],
'anxiety': [1, 5],
'irb': [7, 49],
'itp': [1, 5],
'ocb': [20, 100],
'inter.deviance': [7, 49],
'org.deviance': [12, 84],
'shipley.abs': [0, 25],
'shipley.vocab': [0, 40],
'neuroticism': [1, 5],
'conscientiousness': [1, 5],
'extraversion': [1, 5],
'agreeableness': [1, 5],
'openness': [1, 5],
'pos.affect': [10, 50],
'neg.affect': [10, 50],
'stai.trait': [20, 80],
'audit': [0, 40],
'gats.status': [1,3],
'gats.quantity': [0, 80],
'ipaq': [0, 35000],
'psqi': [0, 21]
}
def get_indicator_non_outliers(self, y, score_name):
"""
This method gets the indices of data labels that are not considered as outliers, i.e. data cases with labels
within the permissible range for the relevant score name.
Args:
y (numpy array): labels
score_name (string): score name
Returns:
indices of labels within the permissible range (numpy array of ints)
"""
ind = np.ones(y.shape) > 0
if score_name in self.bounds.keys():
score_range = self.bounds[score_name]
else:
print("!! Warning -- score name does not exist in bounds list. No outlier removal.")
return ind
l, h = score_range[0], score_range[1]
if(np.isinf(h)):
h=np.percentile(y, 95)
ind = np.logical_and(y>=l, y<=h)
return(ind)
def estimate_performance(self, Xtrain, ytrain, Gtrain, Xtest, ytest, Gtest):
"""
This method estimates the performance of the trained model via different metrics.
Args:
Xtrain (numpy array): training data
ytrain (numpy array): training labels
Gtrain (numpy array): training user ids
Xtest (numpy array): testing data
ytest (numpy array): testing labels
Gtest (numpy array): testing user ids
"""
np.random.seed(42)
np.random.seed(10)
self.results = np.zeros((self.num_metrics,2))
self.opt_params=[]
# Drop y outliers and adjust y scale to be [0,1]
# Make sure to scale back when predicting!
#ind = self.get_indicator_non_outliers(ytrain,self.indicator_name)
#Xtrain_sub = Xtrain[ind,:]
#ytrain_sub = ytrain[ind]
#Clip targets to range
Xtrain_sub = Xtrain
ytrain_sub = ytrain
ytrain_sub[ytrain_sub<self.bounds[self.indicator_name][0]]=self.bounds[self.indicator_name][0]
ytrain_sub[ytrain_sub>self.bounds[self.indicator_name][1]]=self.bounds[self.indicator_name][1]
#scorer = make_scorer(mean_squared_error, greater_is_better=False)
def safe_pearson(x,y):
c = pearsonr(x,y)[0]
if(np.isnan(c)): c=0
return c
def mae(x,y):
return np.mean(np.abs(x-y))
def accuracy(x,y):
return np.sum(x==y)
if(self.indicator_name=="gats.status"):
scorer = make_scorer(accuracy)
else:
scorer = make_scorer(safe_pearson)
#scorer = make_scorer(mae, greater_is_better=False)
#scorer = make_scorer(r2_score, greater_is_better=True)
#Learn the model using grid search CV
np.random.seed(0)
model = self.model()
y_straight_test=[]
y_straight_train=[]
if(self.indicator_name=="gats.status"):
self.best_test_score = 0
self.best_train_score = 0
pass
else:
for a in self.hyperparams["alpha_lasso"]:
for a1 in self.hyperparams["alpha_ridge"]:
model.set_params(alpha_lasso=a, alpha_ridge=a1,bounds=self.bounds[self.indicator_name])
model.fit(Xtrain_sub, ytrain_sub)
y_hat = model.predict(Xtest)
y_hat_train = model.predict(Xtrain)
print("a0: %e a1: %e R: %.4f MSE: %.4f MAE:%.4f Lo: %f Hi %f"%(a,a1,
safe_pearson(ytest,y_hat),
mean_squared_error(ytest,y_hat),
mae(ytest,y_hat),
min(y_hat),
max(y_hat)))
y_straight_test.append(safe_pearson(ytest,y_hat))
y_straight_train.append(safe_pearson(ytrain,y_hat_train))
self.best_test_score = np.max(np.array(y_straight_test))
self.best_train_score = np.max(np.array(y_straight_train))
np.random.seed(0)
if(self.cvtype=="shuffle"):
from sklearn.model_selection import ShuffleSplit
ss=ShuffleSplit(n_splits=self.cvfolds, random_state=1111, test_size=0.1, train_size=None)
cv_splits = ss.split(Xtrain_sub)
elif(self.cvtype=="group"):
group_kfold = GroupKFold(n_splits=self.cvfolds)
cv_splits = group_kfold.split(Xtrain_sub, ytrain_sub, groups=Gtrain)
elif(self.cvtype=="groupshuffle"):
gss = GroupShuffleSplit(n_splits=self.cvfolds, test_size=0.1, random_state=1234)
cv_splits = gss.split(Xtrain_sub, ytrain_sub, groups=Gtrain)
elif(self.cvtype=="loo"):
from sklearn.model_selection import LeaveOneOut
loo = LeaveOneOut()
cv_splits = loo.get_n_splits(Xtrain_sub, ytrain_sub,)
else:
print("Error: Cross validation cv_type=%s not specified"%(self.cvtype))
exit()
this_hyper=self.hyperparams.copy()
if(self.indicator_name=="gats.status"):
pass
else:
this_hyper["bounds"]=[self.bounds[self.indicator_name]]
gs = GridSearchCV(model, this_hyper, scoring=scorer, refit=True, return_train_score=True, cv=cv_splits, verbose=False)
m = gs.fit(Xtrain_sub,ytrain_sub)
cv = np.vstack((m.cv_results_['mean_test_score'], m.cv_results_['mean_train_score']) )
self.bounds[self.indicator_name]
print(self.hyperparams)
print(cv.T)
self.trained_model = m.best_estimator_
self.opt_params = gs.best_params_
self.yhat_train = m.predict(Xtrain)
self.yhat_test = m.predict(Xtest)
print("Pred Extrema: %f %f %f %f"%(min(self.yhat_train),max(self.yhat_train),min(self.yhat_test),max(self.yhat_test)))
self.ytest=ytest
self.ytrain=ytrain
self.Gtrain=Gtrain
self.Gtest=Gtest
# Ablation test:
if(self.indicator_name=="gats.status"):
pass
else:
self.ablation_test(Xtrain_sub, Xtest, ytrain_sub, ytest)
#self.opt_params.append(self.model.opt_params)
self.results[0,0] = safe_pearson(ytest,self.yhat_test)
self.results[0,1] = safe_pearson(ytrain,self.yhat_train)
self.results[1,0] = self.best_test_score
self.results[1,1] = self.best_train_score
self.results[2,0] = len(np.unique(Gtest))
self.results[2,1] = len(np.unique(Gtrain))
self.results[3,0] = len(ytest)
self.results[3,1] = len(ytrain)
def ablation_test(self, X_tr, X_te, y_tr, y_te):
"""
This method performs ablation testing for the model.
Args:
X_tr (numpy array): training data features
X_te (numpy array): testing data features
y_tr (numpy array): training labels
y_te (numpy array): testing labels
Returns:
ablation scores (numpy array)
"""
params = self.opt_params
feature_support = self.trained_model.feature_support
# handling special cases:
if len(feature_support) == 0:
self.ablation_scores = np.array([])
return self.ablation_scores
elif len(feature_support) == 1:
self.ablation_scores = np.array([0])
return self.ablation_scores
feature_support_temp = list(feature_support)
self.ablation_scores = np.zeros((len(feature_support),))
from MLE.linear_regression_one import LinearRegressionOne
if isinstance(self.trained_model, LinearRegressionOne):
from sklearn.linear_model import Ridge
model = Ridge(alpha=params['alpha_ridge'])
#elif isinstance(self.trained_model, NNRegressionOne):
# from MLE.nn_regression_one import RidgeNet
# ridge_layers = copy.copy(params['ridge_layers'])
# ridge_layers.insert(0, len(feature_support) - 1)
# model = RidgeNet(alpha=params['alpha_ridge'], layers=ridge_layers)
for i, feature in enumerate(feature_support):
feature_support_temp.remove(feature)
model.fit(X_tr[:, feature_support_temp], y_tr.reshape((-1,1)))
y_predict = model.predict(X_te[:, feature_support_temp]).reshape(-1)
#yhat_predict = self.clip_prediction(self.Ymean + self.Yscale * y_predict, self.indicator_name)
self.ablation_scores[i] = pearsonr(y_te, y_predict)[0]
feature_support_temp.append(feature)
return self.ablation_scores
def report(self):
"""
This method generates a report in table format from the ablation test.
Returns:
data frame with features, model weights, and ablation scores as columns
"""
types = ["Test","Train"]
dfperf = pd.DataFrame(data=[self.indicator_name], columns=["Indicator"])
for i,t in enumerate(types):
for m in range(len(self.metric_names)):
dfperf["%s %s"%(t,self.metric_names[m])] = [self.results[m,i]]
dfperf["Optimal Hyper-Parameters"] = [str(self.opt_params)]
print('optimal params = {}'.format(self.opt_params))
try:
coef = self.trained_model.ridge_coef
indf = np.argsort(-np.abs(coef))
L = len(self.trained_model.feature_support)
inds = np.argsort(-np.abs(coef[self.trained_model.feature_support]))
dffeatures = pd.DataFrame(data=list(zip(self.features[indf[:L]], coef[indf[:L]], self.ablation_scores[inds])),
columns = ["Features", "Weight", "Ablation Scores"])
except:
dffeatures = pd.DataFrame(columns = ["Features", "Weight", "Ablation Scores"])
pass
pd.options.display.width = 300
pd.options.display.max_colwidth= 300
print(dffeatures)
return dfperf, dffeatures
def group_train_test_split(X, y, G):
"""
This function splits the data into training and testing.
Args:
X (numpy array): data features
y (numpy array): labels
G (numpy array): user ids
Returns:
training and testing data/labels/userIDs (numpy arrays)
"""
gss = GroupShuffleSplit(test_size=0.2, n_splits=1, random_state=0)
ttsplit = gss.split(X, groups=G)
for train_index, test_index in ttsplit:
Xtrain, Xtest = X[train_index], X[test_index]
ytrain, ytest = y[train_index], y[test_index]
Gtrain, Gtest = G[train_index], G[test_index]
return(Xtrain, Xtest, ytrain, ytest, Gtrain, Gtest)
def data_frame_to_csv(df, score_column, score_name, prefix="", results_folder="results/"):
"""
This function writes the prediction results to csv files.
Args:
df (data frame): data cases with prediction results
score_column (string): name of the column with prediction scores
score_name (string): score name
prefix (string): path to write the csv file to and the prefix for file name
"""
if not os.path.isdir(results_folder):
os.makedirs(results_folder)
ids = np.array(df.index.get_level_values('Participant'))
umn_ids = userid_map.perform_map(ids, 'data/mperf_ids.txt')
vals = np.array(df[score_column].fillna(0))
dates = [x.strftime("%-m/%-d/%Y") for x in df.index.get_level_values('Date')]
csv_utility.write_csv_daily(results_folder + "%s"%(prefix), umn_ids, dates, np.array([""]*len(dates)), score_name, vals)
def short_name_from_pkl(fname):
"""
Extracts an indicator name from the name of a Qualtrics stream.
Args:
fname (str): Name of a file from which to extract the indicator name.
Returns:
short_name (str): Name of indicator extracted from fname.
"""
short_name = fname[len("para_dumpdf_org.md2k.data_qualtrics.feature.v12."):-len(".pkl")]
return(short_name)
def learn_model_get_results(pkl_dir, pkl_file, edd_directory, edd_name, save=False, results_dir="experiment_output"):
"""
Primary function responsible for processing incoming data, learning a model and outputting predictions.
Args:
pkl_dir (str): Path to the data file for model training.
pkl_file (str): Name of the master data file for model training.
exp_parameters (dict): The parameters for model training.
edd_directory (str): Directory where the specified EDD can be found.
edd_name (str): Filename of the EDD to read in from edd_directory.
save (bool): Whether or not to save the results of the model training.
results_dir (str): Directory into which results should be saved.
Returns:
df_perf (pandas DataFrame): DataFrame representing the results of the model training.
"""
np.random.seed(42)
np.random.seed(10)
edd = None
with open(edd_directory + edd_name) as f:
edd = json.load(f)
if edd is not None:
print("loaded EDD with target: {}".format(edd["target"]["name"]))
else:
print("EDD load failed: %s"%(edd_directory + edd_name))
exit()
if "exp-parameters" in edd:
exp_parameters = edd["exp-parameters"]
else:
print("EDD missing required parameters")
exit()
# safety check for existing directory
if not os.path.isdir(results_dir):
os.makedirs(results_dir)
# INTERFACE TODO: the name of the experiment will come from the EDD
# short_name = short_name_from_pkl(pkl_file)
short_name = edd_name[:-len(".json")]
print("Loaded summary file:",os.path.join(pkl_dir,pkl_file))
out = pickle.load( open(os.path.join(pkl_dir,pkl_file), "rb" ) )
try:
df_raw = out["dataframe"]
meta_data = out["metadata"]
except:
df_raw = out
df_raw[df_raw==999] = np.nan
#Correction to collect gats.status streams
#Values are converted to strings during CSV generation
edd_target_stream = edd["target"]["name"]
# if(edd_target_stream == "org.md2k.data_qualtrics.feature.v15.igtb.gats.status&value"):
# level1 = (1- np.isnan(df_raw["org.md2k.data_qualtrics.feature.v15.igtb.gats.status&value(current)"] ))
# level2 = 2*(1- np.isnan(df_raw["org.md2k.data_qualtrics.feature.v15.igtb.gats.status&value(past)"]))
# level3 = 3*(1- np.isnan(df_raw["org.md2k.data_qualtrics.feature.v15.igtb.gats.status&value(never)"] ))
# vals = (level1 + level2 + level3)
# valmap=np.array([np.nan,1,2,3])
# vals = vals.apply(lambda x: valmap[x])
# df_raw["org.md2k.data_qualtrics.feature.v15.igtb.gats.status&value"]=vals
# updating for the new non-versioned names -- ER
if(edd_target_stream == "org.md2k.data_qualtrics.feature.igtb.gats.status&value"):
level1 = (1- np.isnan(df_raw["org.md2k.data_qualtrics.feature.igtb.gats.status&value(current)"] ))
level2 = 2*(1- np.isnan(df_raw["org.md2k.data_qualtrics.feature.igtb.gats.status&value(past)"]))
level3 = 3*(1- np.isnan(df_raw["org.md2k.data_qualtrics.feature.igtb.gats.status&value(never)"] ))
vals = (level1 + level2 + level3)
valmap=np.array([np.nan,1,2,3])
vals = vals.apply(lambda x: valmap[x])
df_raw["org.md2k.data_qualtrics.feature.igtb.gats.status&value"]=vals
#Deterime what streams are in the EDD
edd_marker_streams = ["target"] #add target to avoid dropping later
for e in edd["marker-streams"]:
s = e["name"]
edd_marker_streams.append(s)
#Check the set of streams in the master
#This is qualtrics and markers combined
master_streams = df_raw.columns
#Copy the target stream to the target field
print(edd_target_stream)
if edd_target_stream in master_streams:
df_raw["target"] = df_raw[edd_target_stream]
else:
print("Warning: The target specified in the EDD does not exist as a stream in the master summary")
df_empty = pd.DataFrame()
return(df_empty)
#Drop all of the columns that are not listed as marker streams
#in the EDD
if(exp_parameters["experiment-type"]=="intake"):
filter_streams = ["org.md2k.data_analysis.feature.phone.driving_total.day",
"org.md2k.data_analysis.feature.phone.bicycle_total.day",
"org.md2k.data_analysis.feature.phone.still_total.day",
"org.md2k.data_analysis.feature.phone.on_foot_total.day",
"org.md2k.data_analysis.feature.phone.tilting_total.day",
"org.md2k.data_analysis.feature.phone.walking_total.day",
"org.md2k.data_analysis.feature.phone.running_total.day",
"org.md2k.data_analysis.feature.phone.unknown_total.day"]
master_streams = df_raw.columns
cols_to_drop = list(set(master_streams)-set(filter_streams+edd_marker_streams))
edd_df_raw = df_raw.drop(columns = cols_to_drop)
else:
# edd_df_raw =df_raw
filter_streams = ["org.md2k.data_analysis.feature.phone.driving_total.day",
"org.md2k.data_analysis.feature.phone.bicycle_total.day",
"org.md2k.data_analysis.feature.phone.still_total.day",
"org.md2k.data_analysis.feature.phone.on_foot_total.day",
"org.md2k.data_analysis.feature.phone.tilting_total.day",
"org.md2k.data_analysis.feature.phone.walking_total.day",
"org.md2k.data_analysis.feature.phone.running_total.day",
"org.md2k.data_analysis.feature.phone.unknown_total.day"]
master_streams = df_raw.columns
cols_to_drop = list(set(master_streams)-set(filter_streams+edd_marker_streams))
edd_df_raw = df_raw.drop(columns = cols_to_drop)
#Filter qualtrics and derived streams out
master_streams = edd_df_raw.columns
cols_to_drop=[]
for s in(master_streams):
if ("qualtrics" in s) or ("(" in s):
cols_to_drop.append(s)
edd_df_raw = edd_df_raw.drop(columns = cols_to_drop)
edd_df_streams = edd_df_raw.columns
#Perform a stratified train-test split
#Based on participant location codes
all_ids = get_ids(set=exp_parameters["subject_set"])
umn_id = userid_map.perform_map(all_ids, "data/mperf_ids.txt")
location = np.array([int(x[0]) for x in umn_id ]) #Get location inidcator
tr_ids,te_ids= train_test_split(all_ids, train_size=exp_parameters["train_test_split"], stratify=location, random_state=11)
X_tr, y_tr, Q_tr, G_tr, X_te, y_te, Q_te, G_te, MG, features, df_tr, df_te = raw_df_to_train(edd_df_raw.copy(), tr_ids, te_ids, exp_parameters)
if exp_parameters["model"] == "lasso-ridge":
from MLE.linear_regression_one import LinearRegressionOne
model = LinearRegressionOne
elif exp_parameters["model"] == "nn-regression":
from MLE.nn_regression_one import NNRegressionOne
model = NNRegressionOne
elif exp_parameters["model"] =="lr":
from sklearn.linear_model import LogisticRegression
model = LogisticRegression
else:
raise ValueError('Invalid model!')
# Estimate performance
perf=trainTestPerformanceEstimator(short_name,model,features,exp_parameters["hyper_parameters"], exp_parameters["cv_folds"], exp_parameters["cv_type"])
perf.estimate_performance(X_tr,y_tr,G_tr,X_te,y_te,G_te)
df_perf,df_features = perf.report()
df_te["prediction"] = 0*df_te["target"]
df_te["prediction"] = perf.yhat_test
df_tr["prediction"] = 0*df_tr["target"]
df_tr["prediction"] = perf.yhat_train
df_te = df_te[["target","prediction"]]
df_tr = df_tr[["target","prediction"]]
#df_te_res=df_te["target"]
#df_te_res["prediction"] = 0*df_te["target"]
#df_te_res["prediction"] = perf.yhat_test
#df_tr_res=df_tr["target"]
#df_tr_res["prediction"] = 0*df_tr["target"]
#df_tr_res["prediction"] = perf.yhat_train
exp_fields = ["Indicator","Master Summary"] + list(exp_parameters.keys())
exp_vals = [short_name, os.path.join(pkl_dir,pkl_file)] + list(exp_parameters.values())
df_config = pd.DataFrame(data={"Experiment Parameter": exp_fields, "Value": exp_vals})
#output={"df_config":df_config, "df_raw":df_raw, "df_tr":df_tr, "df_te":df_te, "df_perf":df_perf,"df_features":df_features, "perf":perf}
#output={"df_config":df_config, "df_raw":df_raw, "df_tr":df_tr_res, "df_te":df_te_res, "df_perf":df_perf,"df_features":df_features}
output={"df_config":df_config, "df_tr":df_tr, "df_te":df_te, "df_perf":df_perf,"df_features":df_features}
pickle.dump( output, open( results_dir + "%s-%s.pkl"%(exp_parameters["exp_name"],short_name), "wb" ), protocol=2 )
if(save):
data_frame_to_csv(df_te, "target", short_name, prefix="ground_truth_")
data_frame_to_csv(df_te, "prediction", short_name, prefix="prediction_")
return(df_perf)
def parallel_learn_worker(params):
"""
Parallelizable function responsible for unpacking the experiment parameters pulled from the EDD
and passing them to learn_model_get_results().
Args:
params (dict): The set of all parameters describing the setup for an experiment.
Returns:
output of learn_model_get_results() (pandas DataFrame): DataFrame representing the results of the model training.
"""
np.random.seed(42)
np.random.seed(10)
#print("incoming params: {}".format(params))
full_params = json.loads(params).copy()
pkl_dir = full_params["pkl_dir"]
pkl_file = full_params["pkl_file"]
edd_directory = full_params["edd_directory"]
edd_name = full_params["edd_name"]
save = full_params["save"]
results_dir = full_params["results_dir"]
return learn_model_get_results(pkl_dir, pkl_file, edd_directory, edd_name, save=save, results_dir=results_dir)
def main(args):
"""
Entry point to the model-training and prediction pipeline following summarization.
Responsible for checking and handling run-time arguments,
packaging up the experiment parameters, setting parallelization (according to the "parallelism" parameter),
starting execution of the pipeline, and finally collecting, concatenating and display the results of the model
training.
Args:
args (argparse.Namespace): The set of arguments passed in at the command line.
"""
np.random.seed(42)
np.random.seed(10)
no_spark = args.no_spark
pd.set_option('display.width', 1000)
# get data directory, handle if missing
if args.data_file is None:
print("Need a path to a master data file")
exit()
print("Using master file: %s"%(args.data_file))
pkl_dir = os.path.dirname(args.data_file)
pkl_file = os.path.basename(args.data_file)
if not os.path.isdir(pkl_dir):
print("data directory not found!")
# TODO: throw an exception or something to indicate the directory doesn't exist
os.makedirs(pkl_dir)
# get EDD directory, handle if missing
if args.edd_dir is not None:
edd_directory = args.edd_dir
if not os.path.isdir(edd_directory):
print("edd directory not found: {}".format(edd_directory))
# TODO: again -- handle this better than a silent loop over no content
os.makedirs(edd_directory)
# get EDD name, if any
if args.edd_name is not None:
edd_name = args.edd_name
else:
edd_name = None
# set output directory
mdd=os.path.splitext(pkl_file)[0]
results_dir = "experiment_output/%s/"%(mdd)
if not os.path.isdir(results_dir):
try:
os.makedirs(results_dir)
except:
pass
full_params = {}
full_params["pkl_dir"] = pkl_dir
full_params["pkl_file"] = pkl_file
full_params["edd_directory"] = edd_directory
full_params["save"] = False
full_params["results_dir"] = results_dir