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| 1 | +# pip install gpboost -U |
| 2 | +from sklearn.base import BaseEstimator, ClassifierMixin |
| 3 | +from sklearn.model_selection import GroupKFold, KFold |
| 4 | +from photonai.base import Hyperpipe, PipelineElement |
| 5 | +import numpy as np |
| 6 | +import pandas as pd |
| 7 | +import gpboost as gpb |
| 8 | +# from gpboost import GPBoostRegressor |
| 9 | + |
| 10 | + |
| 11 | +class GPBoostDataWrapper(BaseEstimator, ClassifierMixin): |
| 12 | + |
| 13 | + def __init__(self): |
| 14 | + self.needs_covariates = True |
| 15 | + # self.gpmodel = gpb.GPModel(likelihood="gaussian") |
| 16 | + self.gpboost = None |
| 17 | + |
| 18 | + |
| 19 | + def fit(self, X, y, **kwargs): |
| 20 | + self.gpboost = gpb.GPBoostRegressor() |
| 21 | + if "clusters" in kwargs: |
| 22 | + clst = pd.Series(kwargs["clusters"]) |
| 23 | + gpmodel = gpb.GPModel(likelihood="gaussian", group_data=clst) |
| 24 | + self.gpboost.fit(X, y, gp_model=gpmodel) |
| 25 | + else: |
| 26 | + raise NotImplementedError("GPBoost needs clusters") |
| 27 | + return self |
| 28 | + |
| 29 | + def predict(self, X, **kwargs): |
| 30 | + clst = pd.Series(kwargs["clusters"]) |
| 31 | + preds = self.gpboost.predict(X, group_data_pred=clst) |
| 32 | + preds = preds["response_mean"] |
| 33 | + return preds |
| 34 | + |
| 35 | + def save(self): |
| 36 | + return None |
| 37 | + |
| 38 | + |
| 39 | +def get_gpboost_pipe(pipe_name, project_folder, split="group"): |
| 40 | + |
| 41 | + if split == "group": |
| 42 | + outercv = GroupKFold(n_splits=10) |
| 43 | + else: |
| 44 | + outercv = KFold(n_splits=10) |
| 45 | + |
| 46 | + my_pipe = Hyperpipe(pipe_name, |
| 47 | + optimizer='grid_search', |
| 48 | + metrics=['mean_absolute_error', 'mean_squared_error', |
| 49 | + 'spearman_correlation', 'pearson_correlation'], |
| 50 | + best_config_metric='mean_absolute_error', |
| 51 | + outer_cv=outercv, |
| 52 | + inner_cv=KFold(n_splits=10), |
| 53 | + calculate_metrics_across_folds=True, |
| 54 | + use_test_set=True, |
| 55 | + verbosity=1, |
| 56 | + project_folder=project_folder) |
| 57 | + |
| 58 | + # Add transformer elements |
| 59 | + my_pipe += PipelineElement("StandardScaler", hyperparameters={}, |
| 60 | + test_disabled=True, with_mean=True, with_std=True) |
| 61 | + |
| 62 | + my_pipe += PipelineElement.create("GPBoost", GPBoostDataWrapper(), hyperparameters={}) |
| 63 | + |
| 64 | + return my_pipe |
| 65 | + |
| 66 | + |
| 67 | +def get_mock_data(): |
| 68 | + |
| 69 | + X = np.random.randint(10, size=(200, 9)) |
| 70 | + y = np.sum(X, axis=1) |
| 71 | + clst = np.random.randint(10, size=200) |
| 72 | + |
| 73 | + return X, y, clst |
| 74 | + |
| 75 | + |
| 76 | +if __name__ == '__main__': |
| 77 | + |
| 78 | + |
| 79 | + X, y, clst = get_mock_data() |
| 80 | + |
| 81 | + # define project folder |
| 82 | + project_folder = "./tmp/gpboost_debug" |
| 83 | + |
| 84 | + my_pipe = get_gpboost_pipe("Test_gpboost", project_folder, split="random") |
| 85 | + my_pipe.fit(X, y, clusters=clst) |
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