Python ensemble.ExtraTreesClassifier类代码示例

def calc_prob(df_features_driver, df_features_other):

    df_train = df_features_driver.append(df_features_other)
    df_train.reset_index(inplace = True)
    df_train.Driver = df_train.Driver.astype(int)

    # So far, the best result was achieved by using a RandomForestClassifier with Bagging
    # model = BaggingClassifier(base_estimator = ExtraTreesClassifier())
    # model = BaggingClassifier(base_estimator = svm.SVC(gamma=2, C=1))
    # model = BaggingClassifier(base_estimator = linear_model.LogisticRegression())
    # model = BaggingClassifier(base_estimator = linear_model.LogisticRegression())
    # model = BaggingClassifier(base_estimator = AdaBoostClassifier())
    #model = RandomForestClassifier(200)
    # model = BaggingClassifier(base_estimator = [RandomForestClassifier(), linear_model.LogisticRegression()])
    # model = EnsembleClassifier([BaggingClassifier(base_estimator = RandomForestClassifier()),
    #                             GradientBoostingClassifier])
    #model = GradientBoostingClassifier(n_estimators = 10000)
    model = ExtraTreesClassifier(n_estimators=100,max_features='auto',random_state=0, n_jobs=2, criterion='entropy', bootstrap=True)
    # model = ExtraTreesClassifier(500, criterion='entropy')

    feature_columns = df_train.iloc[:, 4:]

    # Train the classifier
    model.fit(feature_columns, df_train.Driver)
    df_submission = pd.DataFrame()

    df_submission['driver_trip'] = create_first_column(df_features_driver)

    probs_array = model.predict_proba(feature_columns[:200]) # Return array with the probability for every driver
    probs_df = pd.DataFrame(probs_array)

    df_submission['prob'] = np.array(probs_df.iloc[:, 1])

    return df_submission

def ET_classif(features_df=None, labels_df=None):
    '''Scoring function to be used in SelectKBest feature selection class 
        object.
        
    This scoring function assigns varaible importances to the features
        passed in to it using the ExtraTreesClassifier. It then returns
        the features as two identical arrays mimicking the scores and 
        p-values arrays required by SelectKBest to pick the top K 
        features.
        
    Args:
        features_df: Pandas dataframe of features to be used to predict 
            using the ExtraTreesClassifier.
        labels_df: Pandas dataframe of the labels being predicted.
    Returns:
        Two identical arrays containing the feature importance scores
            returned for each feature by the ExtraTreesClassifier.
    '''
    reducer = ExtraTreesClassifier(n_estimators=500, bootstrap=False,
                                   oob_score=False, max_features=.10,
                                   min_samples_split=10, min_samples_leaf=2,
                                   criterion='gini', random_state=42)

    reducer.fit(features_df, labels_df)
    return reducer.feature_importances_, reducer.feature_importances_

def learn(f):
    global raw_data
    print 'testing classifier'
    data = raw_data[raw_data['label'] != 'unknown']
    data = data[data['file type'] == 'EXECUTE']
    X = data.as_matrix(f)
    y = np.array(data['label'].tolist())
    #clf = RandomForestClassifier(n_estimators=100)
    clf = ExtraTreesClassifier(n_estimators=100)
    #clf = AdaBoostClassifier()
    scores = sklearn.cross_validation.cross_val_score(clf, X, y, cv=10)
    print("predicted accuracy: %0.2f (+/- %0.2f)" % (scores.mean(), scores.std() * 2))
    seed = 3301
    X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=seed)
    clf.fit(X_train, y_train)
    scores = clf.score(X_test, y_test)
    print("actual accuracy: %0.2f" % scores)
    importances = zip(f, clf.feature_importances_)
    importances.sort(key=lambda k:k[1], reverse=True)
    for im in importances[0:20]:
        print im[0].ljust(30), im[1]
    #y_pred = clf.predict(X_test)
    #labels = ['good', 'bad']
    #cm = confusion_matrix(y_test, y_pred, labels)
    #plot_cm(cm, labels)
    #joblib.dump(clf, 'model.pkl')
    return clf

    def tree_based_selection(self, data_set, data_target, feature_names):
        """

        :param data_set:
        :return:
        """

        clf = ExtraTreesClassifier()
        clf = clf.fit(data_set, data_target)
        print clf.feature_importances_

        model = SelectFromModel(clf, prefit=True)
        feature_set = model.transform(data_set)

        fea_index = []
        for A_col in np.arange(data_set.shape[1]):
            for B_col in np.arange(feature_set.shape[1]):
                if (data_set[:, A_col] == feature_set[:, B_col]).all():
                    fea_index.append(A_col)

        check = {}
        for i in fea_index:
            check[feature_names[i]] = data_set[0][i]
        print np.array(check)

        return feature_set, fea_index

def train_random_forest(X_train,y_train,**kwargs):
    from sklearn.ensemble import ExtraTreesClassifier

    n_estimators = kwargs.pop('n_estimators',300)
    max_features = kwargs.pop('max_features','auto')
    n_jobs       = kwargs.pop('n_jobs',-1)
    verbose      = kwargs.pop('verbose',0)
    tuned_params = kwargs.pop('tuned_params',None)

    # initialize baseline classifier
    clf = ExtraTreesClassifier(n_estimators=n_estimators,random_state=42,
                               n_jobs=n_jobs,verbose=verbose,criterion='gini',
                               max_features=max_features,oob_score=True,
                               bootstrap=True)
    
    if tuned_params is not None: # optimize if desired
        from sklearn.grid_search import GridSearchCV
        cv = GridSearchCV(clf,tuned_params,cv=5,scoring='roc_auc',
                          n_jobs=n_jobs,verbose=verbose,refit=True)
        cv.fit(X_train, y_train)
        clf = cv.best_estimator_
    else: # otherwise train with the specified parameters (no tuning)
        clf.fit(X_train,y_train)

    return clf

    def tree_based_feature_selection(self, x: np.ndarray, y: np.ndarray) -> np.ndarray:
        n = len(self.features)
        forest = ExtraTreesClassifier(n_estimators=250, random_state=0)
        forest.fit(x, y)
        importances = forest.feature_importances_
        print(importances)
        std = np.std([tree.feature_importances_ for tree in forest.estimators_], axis=0)
        indices = np.argsort(importances)[::-1]
        print("Feature ranking:")

        for f in range(n):
            print("%d. feature %d: %s (%f)" % (f + 1, indices[f], self.features[indices[f]],importances[indices[f]]))

        # Plot the feature importances of the forest
        # plt.figure()
        # plt.title("Feature importances")
        # plt.bar(range(n), importances[indices],
        #         color="r", yerr=std[indices], align="center")
        # plt.xticks(range(n), indices)
        # plt.xlim([-1, n])
        # plt.show()
        n = 12
        print(indices[0:n+1])
        print(self.features[indices[0:n+1]])
        new_x = x[:, indices[0:n+1]]
        return new_x

def crossVal(positions, X, y, missedYFile):
    outF = open(missedYFile, 'w')
    posArray = np.array(positions)
    # Split into training and test
    sss = StratifiedShuffleSplit(y, 4, test_size=0.1, random_state=442)
    cvRound = 0
    for train_index, test_index in sss:
        clf = ExtraTreesClassifier(n_estimators=300,
                                   random_state=13,
                                   bootstrap=True,
                                   max_features=20,
                                   min_samples_split=1,
                                   max_depth=8,
                                   min_samples_leaf=13,
                                   n_jobs=4
                                   )
        X_train, X_test = X[train_index], X[test_index]
        y_train, y_test = y[train_index], y[test_index]
        pos_test = posArray[test_index]

        clf = clf.fit(X_train, y_train)
        preds = clf.predict(X_test)
        metrics.confusion_matrix( y_test, preds )
        print( metrics.classification_report(y_test, clf.predict(X_test)) )
        for loc,t,p in zip(pos_test, y_test, preds):
            if t=='0' and p=='1':
                print >> outF, loc + '\t' + str(cvRound)
        cvRound += 1
    outF.close()

def remove_feature_tree_based(train_X,train_Y):
    '''
    Removes features based on trees - see sklearn:
    http://scikit-learn.org/dev/auto_examples/ensemble/plot_forest_importances.html#example-ensemble-plot-forest-importances-py

    Actually removes based on "importance"
    '''
    forest = ExtraTreesClassifier(n_estimators=1000,
                                  compute_importances = True,
                                  random_state = 0)

    forest.fit(train_X, train_Y)
    importances = forest.feature_importances_
    std = np.std([tree.feature_importances_ for tree in forest.estimators_],
                  axis=0)
    indices = np.argsort(importances)[::-1]

    x_labels = ['rc1', 'rc2', 'dca1', 'dca2','dcm1', 'dcm2','ace1','ace2','acsc1', 'acsc2', 'acsv1', 'acsv2', 'acss1','acss2', 'acsk1', 'acsk2', 'taca1', 'taca2', 'tdc1', 'tdc2', 'gmin', 'gmean', 'trd','ep111','ep112','ep211', 'ep212', 'ep311','ep312', 'ep411','ep412','ep511','ep512','ep611','ep612','ep121','ep122','ep221', 'ep222', 'ep321','ep322', 'ep421','ep422','ep521','ep522','ep621','ep622']

    # Print the feature ranking
    print "Feature ranking:"

    for f in xrange(46):
        print "%d. feature %s (%f)" % (f + 1, x_labels[indices[f]], importances[indices[f]])

    # Transform the data to have only the features that are important
    x_new = forest.transform(train_X)

    return (forest, x_new)

def algo_fit_cross_validated(training_matrix, target):
    # Build a forest and compute the feature importances
    forest = ExtraTreesClassifier(n_estimators=250,
                                  random_state=0)

    forest.fit(training_matrix, target)
    importances = forest.feature_importances_
    std = np.std([tree.feature_importances_ for tree in forest.estimators_],
                 axis=0)
    indices = np.argsort(importances)[::-1]

    l = list(training_matrix.columns.values)
    for f in range(training_matrix.shape[1]):
        print("%d. feature %d(%s) (%f)" % (f + 1, indices[f], l[indices[f]], importances[indices[f]]))

    ##### Works well ######
    # SVM
    # svm = SVC(kernel="linear", C=0.06)
    # svm.fit(training_matrix, target)
    #
    # scores_svm = cross_validation.cross_val_score(svm, training_matrix, target, cv=5)
    # print("(svm) Accuracy: %0.5f (+/- %0.2f)" % (scores_svm.mean(), scores_svm.std() * 2))
    #
    # return svm
    ##### Works well ######

    # Random Forest
    rf = RandomForestClassifier(n_estimators=1500, max_depth=2, max_features=4)
    scores_rf = cross_validation.cross_val_score(rf, training_matrix, target, cv=5)
    print("(Random Forest) Accuracy: %0.5f (+/- %0.2f)" % (scores_rf.mean(), scores_rf.std() * 2))
    rf.fit(training_matrix, target)
    return rf

def extratreeclassifier(input_file,Output,test_size):
    lvltrace.lvltrace("LVLEntree dans extratreeclassifier split_test")
    ncol=tools.file_col_coma(input_file)
    data = np.loadtxt(input_file, delimiter=',', usecols=range(ncol-1))
    X = data[:,1:]
    y = data[:,0]
    n_samples, n_features = X.shape
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=test_size)
    print X_train.shape, X_test.shape
    clf = ExtraTreesClassifier(n_estimators=10)
    clf.fit(X_train,y_train)
    y_pred = clf.predict(X_test)
    print "Extremely Randomized Trees"
    print "classification accuracy:", metrics.accuracy_score(y_test, y_pred)
    print "precision:", metrics.precision_score(y_test, y_pred)
    print "recall:", metrics.recall_score(y_test, y_pred)
    print "f1 score:", metrics.f1_score(y_test, y_pred)
    print "\n"
    results = Output+"_Extremely_Random_Forest_metrics_test.txt"
    file = open(results, "w")
    file.write("Extremely Random Forest Classifier estimator accuracy\n")
    file.write("Classification Accuracy Score: %f\n"%metrics.accuracy_score(y_test, y_pred))
    file.write("Precision Score: %f\n"%metrics.precision_score(y_test, y_pred))
    file.write("Recall Score: %f\n"%metrics.recall_score(y_test, y_pred))
    file.write("F1 Score: %f\n"%metrics.f1_score(y_test, y_pred))
    file.write("\n")
    file.write("True Value, Predicted Value, Iteration\n")
    for n in xrange(len(y_test)):
        file.write("%f,%f,%i\n"%(y_test[n],y_pred[n],(n+1)))
    file.close()
    title = "Extremely Randomized Trees %f"%test_size
    save = Output + "Extremely_Randomized_Trees_confusion_matrix"+"_%s.png"%test_size
    plot_confusion_matrix(y_test, y_pred,title,save)
    lvltrace.lvltrace("LVLSortie dans extratreeclassifier split_test")

def reduceRF(label):
  global x_data_rf_reduced, importantFeatureLocs
  model = ExtraTreesClassifier()
  model.fit(x_data, y_data[:, label])

  # the relative importance of each attribute
  importance = model.feature_importances_
  weight = float(0)
  del importantFeatureLocs[:] # reset
  #print(importance)  

  for ele in np.sort(importance)[::-1]:
    weight += float(ele)
    featureIndex = np.where(importance==ele)
    for loc in featureIndex[0]:
      importantFeatureLocs.append(loc)
  
    if weight > RFThreshold :
      break
  
  # remove duplications
  importantFeatureLocs = list(set(importantFeatureLocs))

  # extracting relevant columns from input data. Note that importantFeatureLocs
  # may be unsorted (since python 'set' is unsorted), so features are extracted
  # in unorderd fashion. This info is stored in the softmax model class
  x_data_rf_reduced = x_data[:, importantFeatureLocs]

    def fit(self, X, Y, sample_weight=None):
        from sklearn.ensemble import ExtraTreesClassifier
        from sklearn.feature_selection import SelectFromModel

        num_features = X.shape[1]
        max_features = int(float(self.max_features) * (np.log(num_features) + 1))
        # Use at most half of the features
        max_features = max(1, min(int(X.shape[1] / 2), max_features))
        estimator = ExtraTreesClassifier(
            n_estimators=self.n_estimators,
            criterion=self.criterion,
            max_depth=self.max_depth,
            min_samples_split=self.min_samples_split,
            min_samples_leaf=self.min_samples_leaf,
            bootstrap=self.bootstrap,
            max_features=max_features,
            max_leaf_nodes=self.max_leaf_nodes,
            oob_score=self.oob_score,
            n_jobs=self.n_jobs,
            verbose=self.verbose,
            random_state=self.random_state,
            class_weight=self.class_weight,
        )
        estimator.fit(X, Y, sample_weight=sample_weight)
        self.preprocessor = SelectFromModel(estimator=estimator, threshold="mean", prefit=True)
        return self

class MyExtraTree(MyClassifier):
    def __init__(self, params=dict()):
        self._params = params
        self._extree = ExtraTreesClassifier(**(self._params))

    def update_params(self, updates):
        self._params.update(updates)
        self._extree = ExtraTreesClassifier(**(self._params))

    def fit(self, Xtrain, ytrain):
        self._extree.fit(Xtrain, ytrain)

    # def predict(self, Xtest, option = None):
    #   return self._extree.predict(Xtest)

    def predict_proba(self, Xtest, option = None):
        return self._extree.predict_proba(Xtest)[:, 1]

    def predict_proba_multi(self, Xtest, option = None):
        return self._extree.predict_proba(Xtest)

    def plt_feature_importance(self, fname_list, f_range = list()):
        importances = self._extree.feature_importances_

        std = np.std([tree.feature_importances_ for tree in self._extree.estimators_], axis=0)
        indices = np.argsort(importances)[::-1]

        fname_array = np.array(fname_list)

        if not f_range:
            f_range = range(indices.shape[0])

        n_f = len(f_range)

        plt.figure()
        plt.title("Extra Tree Feature importances")
        plt.barh(range(n_f), importances[indices[f_range]],
               color="b", xerr=std[indices[f_range]], ecolor='k',align="center")
        plt.yticks(range(n_f), fname_array[indices[f_range]])
        plt.ylim([-1, n_f])
        plt.show()


    def list_feature_importance(self, fname_list, f_range = list(), return_list = False):
        importances = self._extree.feature_importances_
        indices = np.argsort(importances)[::-1]

        print 'Extra tree feature ranking:'

        if not f_range :
            f_range = range(indices.shape[0])

        n_f = len(f_range)

        for i in range(n_f):
            f = f_range[i]
            print '{0:d}. feature[{1:d}]  {2:s}  ({3:f})'.format(f + 1, indices[f], fname_list[indices[f]], importances[indices[f]])

        if return_list:
            return [indices[f_range[i]] for i in range(n_f)]

    def _cascade_layer(self, X, y=None, layer=0):
        n_tree = getattr(self, 'n_cascadeRFtree')
        n_cascadeRF = getattr(self, 'n_cascadeRF')
        min_samples = getattr(self, 'min_samples_cascade')

        prf = RandomForestClassifier(
            n_estimators=100, max_features=8,
            bootstrap=True, criterion="entropy", min_samples_split=20,
            max_depth=None, class_weight='balanced', oob_score=True)
        crf = ExtraTreesClassifier(
            n_estimators=100, max_depth=None,
            bootstrap=True, oob_score=True)

        prf_pred = []
        if y is not None:
            # print('Adding/Training Layer, n_layer={}'.format(self.n_layer))
            for irf in range(n_cascadeRF):
                prf.fit(X, y)
                crf.fit(X, y)
                setattr(self, '_casprf{}_{}'.format(self.n_layer, irf), prf)
                setattr(self, '_cascrf{}_{}'.format(self.n_layer, irf), crf)
                probas = prf.oob_decision_function_
                probas += crf.oob_decision_function_
                prf_pred.append(probas)
        elif y is None:
            for irf in range(n_cascadeRF):
                prf = getattr(self, '_casprf{}_{}'.format(layer, irf))
                crf = getattr(self, '_cascrf{}_{}'.format(layer, irf))
                probas = prf.predict_proba(X)
                probas += crf.predict_proba(X)
                prf_pred.append(probas)

        return prf_pred

def plotImportance(X,y):
	forest = ExtraTreesClassifier(n_estimators=250,
	                              random_state=0)

	forest.fit(X, y)
	importances = forest.feature_importances_
	std = np.std([tree.feature_importances_ for tree in forest.estimators_],
	             axis=0)
	indices = np.argsort(importances)[::-1]
	n=X.shape[1]

	#Print the feature ranking
	#print("Feature ranking:")

	#for f in range(n):
	#    print("%d. feature %d (%f)" % (f + 1, indices[f], importances[indices[f]]))

	# Plot the feature importances of the forest
	plt.figure(figsize=(20,15))
	plt.title("Feature importances")
	plt.bar(range(n), importances[indices],
	       color="r", yerr=std[indices], align="center")
	plt.xticks(range(n), X.columns[indices],rotation=90)
	plt.xlim([-1, n])
	plt.savefig('featuresel.pdf')