diff search_model_validation.py @ 0:af2624d5ab32 draft

"planemo upload for repository https://github.com/bgruening/galaxytools/tree/master/tools/sklearn commit ea12f973df4b97a2691d9e4ce6bf6fae59d57717"

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/search_model_validation.py	Sat May 01 01:24:32 2021 +0000
@@ -0,0 +1,784 @@
+import argparse
+import collections
+import json
+import os
+import pickle
+import sys
+import warnings
+
+import imblearn
+import joblib
+import numpy as np
+import pandas as pd
+import skrebate
+from galaxy_ml.utils import (clean_params, get_cv,
+                             get_main_estimator, get_module, get_scoring,
+                             load_model, read_columns, SafeEval, try_get_attr)
+from scipy.io import mmread
+from sklearn import (cluster, decomposition, feature_selection,
+                     kernel_approximation, model_selection, preprocessing)
+from sklearn.exceptions import FitFailedWarning
+from sklearn.model_selection import _search, _validation
+from sklearn.model_selection._validation import _score, cross_validate
+
+_fit_and_score = try_get_attr("galaxy_ml.model_validations", "_fit_and_score")
+setattr(_search, "_fit_and_score", _fit_and_score)
+setattr(_validation, "_fit_and_score", _fit_and_score)
+
+N_JOBS = int(os.environ.get("GALAXY_SLOTS", 1))
+# handle  disk cache
+CACHE_DIR = os.path.join(os.getcwd(), "cached")
+del os
+NON_SEARCHABLE = ("n_jobs", "pre_dispatch", "memory", "_path", "nthread", "callbacks")
+
+
+def _eval_search_params(params_builder):
+    search_params = {}
+
+    for p in params_builder["param_set"]:
+        search_list = p["sp_list"].strip()
+        if search_list == "":
+            continue
+
+        param_name = p["sp_name"]
+        if param_name.lower().endswith(NON_SEARCHABLE):
+            print(
+                "Warning: `%s` is not eligible for search and was "
+                "omitted!" % param_name
+            )
+            continue
+
+        if not search_list.startswith(":"):
+            safe_eval = SafeEval(load_scipy=True, load_numpy=True)
+            ev = safe_eval(search_list)
+            search_params[param_name] = ev
+        else:
+            # Have `:` before search list, asks for estimator evaluatio
+            safe_eval_es = SafeEval(load_estimators=True)
+            search_list = search_list[1:].strip()
+            # TODO maybe add regular express check
+            ev = safe_eval_es(search_list)
+            preprocessings = (
+                preprocessing.StandardScaler(),
+                preprocessing.Binarizer(),
+                preprocessing.MaxAbsScaler(),
+                preprocessing.Normalizer(),
+                preprocessing.MinMaxScaler(),
+                preprocessing.PolynomialFeatures(),
+                preprocessing.RobustScaler(),
+                feature_selection.SelectKBest(),
+                feature_selection.GenericUnivariateSelect(),
+                feature_selection.SelectPercentile(),
+                feature_selection.SelectFpr(),
+                feature_selection.SelectFdr(),
+                feature_selection.SelectFwe(),
+                feature_selection.VarianceThreshold(),
+                decomposition.FactorAnalysis(random_state=0),
+                decomposition.FastICA(random_state=0),
+                decomposition.IncrementalPCA(),
+                decomposition.KernelPCA(random_state=0, n_jobs=N_JOBS),
+                decomposition.LatentDirichletAllocation(random_state=0, n_jobs=N_JOBS),
+                decomposition.MiniBatchDictionaryLearning(
+                    random_state=0, n_jobs=N_JOBS
+                ),
+                decomposition.MiniBatchSparsePCA(random_state=0, n_jobs=N_JOBS),
+                decomposition.NMF(random_state=0),
+                decomposition.PCA(random_state=0),
+                decomposition.SparsePCA(random_state=0, n_jobs=N_JOBS),
+                decomposition.TruncatedSVD(random_state=0),
+                kernel_approximation.Nystroem(random_state=0),
+                kernel_approximation.RBFSampler(random_state=0),
+                kernel_approximation.AdditiveChi2Sampler(),
+                kernel_approximation.SkewedChi2Sampler(random_state=0),
+                cluster.FeatureAgglomeration(),
+                skrebate.ReliefF(n_jobs=N_JOBS),
+                skrebate.SURF(n_jobs=N_JOBS),
+                skrebate.SURFstar(n_jobs=N_JOBS),
+                skrebate.MultiSURF(n_jobs=N_JOBS),
+                skrebate.MultiSURFstar(n_jobs=N_JOBS),
+                imblearn.under_sampling.ClusterCentroids(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.CondensedNearestNeighbour(
+                    random_state=0, n_jobs=N_JOBS
+                ),
+                imblearn.under_sampling.EditedNearestNeighbours(
+                    random_state=0, n_jobs=N_JOBS
+                ),
+                imblearn.under_sampling.RepeatedEditedNearestNeighbours(
+                    random_state=0, n_jobs=N_JOBS
+                ),
+                imblearn.under_sampling.AllKNN(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.InstanceHardnessThreshold(
+                    random_state=0, n_jobs=N_JOBS
+                ),
+                imblearn.under_sampling.NearMiss(random_state=0, n_jobs=N_JOBS),
+                imblearn.under_sampling.NeighbourhoodCleaningRule(
+                    random_state=0, n_jobs=N_JOBS
+                ),
+                imblearn.under_sampling.OneSidedSelection(
+                    random_state=0, n_jobs=N_JOBS
+                ),
+                imblearn.under_sampling.RandomUnderSampler(random_state=0),
+                imblearn.under_sampling.TomekLinks(random_state=0, n_jobs=N_JOBS),
+                imblearn.over_sampling.ADASYN(random_state=0, n_jobs=N_JOBS),
+                imblearn.over_sampling.RandomOverSampler(random_state=0),
+                imblearn.over_sampling.SMOTE(random_state=0, n_jobs=N_JOBS),
+                imblearn.over_sampling.SVMSMOTE(random_state=0, n_jobs=N_JOBS),
+                imblearn.over_sampling.BorderlineSMOTE(random_state=0, n_jobs=N_JOBS),
+                imblearn.over_sampling.SMOTENC(
+                    categorical_features=[], random_state=0, n_jobs=N_JOBS
+                ),
+                imblearn.combine.SMOTEENN(random_state=0),
+                imblearn.combine.SMOTETomek(random_state=0),
+            )
+            newlist = []
+            for obj in ev:
+                if obj is None:
+                    newlist.append(None)
+                elif obj == "all_0":
+                    newlist.extend(preprocessings[0:35])
+                elif obj == "sk_prep_all":  # no KernalCenter()
+                    newlist.extend(preprocessings[0:7])
+                elif obj == "fs_all":
+                    newlist.extend(preprocessings[7:14])
+                elif obj == "decomp_all":
+                    newlist.extend(preprocessings[14:25])
+                elif obj == "k_appr_all":
+                    newlist.extend(preprocessings[25:29])
+                elif obj == "reb_all":
+                    newlist.extend(preprocessings[30:35])
+                elif obj == "imb_all":
+                    newlist.extend(preprocessings[35:54])
+                elif type(obj) is int and -1 < obj < len(preprocessings):
+                    newlist.append(preprocessings[obj])
+                elif hasattr(obj, "get_params"):  # user uploaded object
+                    if "n_jobs" in obj.get_params():
+                        newlist.append(obj.set_params(n_jobs=N_JOBS))
+                    else:
+                        newlist.append(obj)
+                else:
+                    sys.exit("Unsupported estimator type: %r" % (obj))
+
+            search_params[param_name] = newlist
+
+    return search_params
+
+
+def _handle_X_y(
+    estimator,
+    params,
+    infile1,
+    infile2,
+    loaded_df={},
+    ref_seq=None,
+    intervals=None,
+    targets=None,
+    fasta_path=None,
+):
+    """read inputs
+
+    Params
+    -------
+    estimator : estimator object
+    params : dict
+        Galaxy tool parameter inputs
+    infile1 : str
+        File path to dataset containing features
+    infile2 : str
+        File path to dataset containing target values
+    loaded_df : dict
+        Contains loaded DataFrame objects with file path as keys
+    ref_seq : str
+        File path to dataset containing genome sequence file
+    interval : str
+        File path to dataset containing interval file
+    targets : str
+        File path to dataset compressed target bed file
+    fasta_path : str
+        File path to dataset containing fasta file
+
+
+    Returns
+    -------
+    estimator : estimator object after setting new attributes
+    X : numpy array
+    y : numpy array
+    """
+    estimator_params = estimator.get_params()
+
+    input_type = params["input_options"]["selected_input"]
+    # tabular input
+    if input_type == "tabular":
+        header = "infer" if params["input_options"]["header1"] else None
+        column_option = params["input_options"]["column_selector_options_1"][
+            "selected_column_selector_option"
+        ]
+        if column_option in [
+            "by_index_number",
+            "all_but_by_index_number",
+            "by_header_name",
+            "all_but_by_header_name",
+        ]:
+            c = params["input_options"]["column_selector_options_1"]["col1"]
+        else:
+            c = None
+
+        df_key = infile1 + repr(header)
+
+        if df_key in loaded_df:
+            infile1 = loaded_df[df_key]
+
+        df = pd.read_csv(infile1, sep="\t", header=header, parse_dates=True)
+        loaded_df[df_key] = df
+
+        X = read_columns(df, c=c, c_option=column_option).astype(float)
+    # sparse input
+    elif input_type == "sparse":
+        X = mmread(open(infile1, "r"))
+
+    # fasta_file input
+    elif input_type == "seq_fasta":
+        pyfaidx = get_module("pyfaidx")
+        sequences = pyfaidx.Fasta(fasta_path)
+        n_seqs = len(sequences.keys())
+        X = np.arange(n_seqs)[:, np.newaxis]
+        for param in estimator_params.keys():
+            if param.endswith("fasta_path"):
+                estimator.set_params(**{param: fasta_path})
+                break
+        else:
+            raise ValueError(
+                "The selected estimator doesn't support "
+                "fasta file input! Please consider using "
+                "KerasGBatchClassifier with "
+                "FastaDNABatchGenerator/FastaProteinBatchGenerator "
+                "or having GenomeOneHotEncoder/ProteinOneHotEncoder "
+                "in pipeline!"
+            )
+
+    elif input_type == "refseq_and_interval":
+        path_params = {
+            "data_batch_generator__ref_genome_path": ref_seq,
+            "data_batch_generator__intervals_path": intervals,
+            "data_batch_generator__target_path": targets,
+        }
+        estimator.set_params(**path_params)
+        n_intervals = sum(1 for line in open(intervals))
+        X = np.arange(n_intervals)[:, np.newaxis]
+
+    # Get target y
+    header = "infer" if params["input_options"]["header2"] else None
+    column_option = params["input_options"]["column_selector_options_2"][
+        "selected_column_selector_option2"
+    ]
+    if column_option in [
+        "by_index_number",
+        "all_but_by_index_number",
+        "by_header_name",
+        "all_but_by_header_name",
+    ]:
+        c = params["input_options"]["column_selector_options_2"]["col2"]
+    else:
+        c = None
+
+    df_key = infile2 + repr(header)
+    if df_key in loaded_df:
+        infile2 = loaded_df[df_key]
+    else:
+        infile2 = pd.read_csv(infile2, sep="\t", header=header, parse_dates=True)
+        loaded_df[df_key] = infile2
+
+    y = read_columns(
+        infile2, c=c, c_option=column_option, sep="\t", header=header, parse_dates=True
+    )
+    if len(y.shape) == 2 and y.shape[1] == 1:
+        y = y.ravel()
+    if input_type == "refseq_and_interval":
+        estimator.set_params(data_batch_generator__features=y.ravel().tolist())
+        y = None
+    # end y
+
+    return estimator, X, y
+
+
+def _do_outer_cv(searcher, X, y, outer_cv, scoring, error_score="raise", outfile=None):
+    """Do outer cross-validation for nested CV
+
+    Parameters
+    ----------
+    searcher : object
+        SearchCV object
+    X : numpy array
+        Containing features
+    y : numpy array
+        Target values or labels
+    outer_cv : int or CV splitter
+        Control the cv splitting
+    scoring : object
+        Scorer
+    error_score: str, float or numpy float
+        Whether to raise fit error or return an value
+    outfile : str
+        File path to store the restuls
+    """
+    if error_score == "raise":
+        rval = cross_validate(
+            searcher,
+            X,
+            y,
+            scoring=scoring,
+            cv=outer_cv,
+            n_jobs=N_JOBS,
+            verbose=0,
+            error_score=error_score,
+        )
+    else:
+        warnings.simplefilter("always", FitFailedWarning)
+        with warnings.catch_warnings(record=True) as w:
+            try:
+                rval = cross_validate(
+                    searcher,
+                    X,
+                    y,
+                    scoring=scoring,
+                    cv=outer_cv,
+                    n_jobs=N_JOBS,
+                    verbose=0,
+                    error_score=error_score,
+                )
+            except ValueError:
+                pass
+            for warning in w:
+                print(repr(warning.message))
+
+    keys = list(rval.keys())
+    for k in keys:
+        if k.startswith("test"):
+            rval["mean_" + k] = np.mean(rval[k])
+            rval["std_" + k] = np.std(rval[k])
+        if k.endswith("time"):
+            rval.pop(k)
+    rval = pd.DataFrame(rval)
+    rval = rval[sorted(rval.columns)]
+    rval.to_csv(path_or_buf=outfile, sep="\t", header=True, index=False)
+
+
+def _do_train_test_split_val(
+    searcher,
+    X,
+    y,
+    params,
+    error_score="raise",
+    primary_scoring=None,
+    groups=None,
+    outfile=None,
+):
+    """do train test split, searchCV validates on the train and then use
+    the best_estimator_ to evaluate on the test
+
+    Returns
+    --------
+    Fitted SearchCV object
+    """
+    train_test_split = try_get_attr("galaxy_ml.model_validations", "train_test_split")
+    split_options = params["outer_split"]
+
+    # splits
+    if split_options["shuffle"] == "stratified":
+        split_options["labels"] = y
+        X, X_test, y, y_test = train_test_split(X, y, **split_options)
+    elif split_options["shuffle"] == "group":
+        if groups is None:
+            raise ValueError(
+                "No group based CV option was choosen for " "group shuffle!"
+            )
+        split_options["labels"] = groups
+        if y is None:
+            X, X_test, groups, _ = train_test_split(X, groups, **split_options)
+        else:
+            X, X_test, y, y_test, groups, _ = train_test_split(
+                X, y, groups, **split_options
+            )
+    else:
+        if split_options["shuffle"] == "None":
+            split_options["shuffle"] = None
+        X, X_test, y, y_test = train_test_split(X, y, **split_options)
+
+    if error_score == "raise":
+        searcher.fit(X, y, groups=groups)
+    else:
+        warnings.simplefilter("always", FitFailedWarning)
+        with warnings.catch_warnings(record=True) as w:
+            try:
+                searcher.fit(X, y, groups=groups)
+            except ValueError:
+                pass
+            for warning in w:
+                print(repr(warning.message))
+
+    scorer_ = searcher.scorer_
+    if isinstance(scorer_, collections.Mapping):
+        is_multimetric = True
+    else:
+        is_multimetric = False
+
+    best_estimator_ = getattr(searcher, "best_estimator_")
+
+    # TODO Solve deep learning models in pipeline
+    if best_estimator_.__class__.__name__ == "KerasGBatchClassifier":
+        test_score = best_estimator_.evaluate(
+            X_test, scorer=scorer_, is_multimetric=is_multimetric
+        )
+    else:
+        test_score = _score(
+            best_estimator_, X_test, y_test, scorer_, is_multimetric=is_multimetric
+        )
+
+    if not is_multimetric:
+        test_score = {primary_scoring: test_score}
+    for key, value in test_score.items():
+        test_score[key] = [value]
+    result_df = pd.DataFrame(test_score)
+    result_df.to_csv(path_or_buf=outfile, sep="\t", header=True, index=False)
+
+    return searcher
+
+
+def main(
+    inputs,
+    infile_estimator,
+    infile1,
+    infile2,
+    outfile_result,
+    outfile_object=None,
+    outfile_weights=None,
+    groups=None,
+    ref_seq=None,
+    intervals=None,
+    targets=None,
+    fasta_path=None,
+):
+    """
+    Parameter
+    ---------
+    inputs : str
+        File path to galaxy tool parameter
+
+    infile_estimator : str
+        File path to estimator
+
+    infile1 : str
+        File path to dataset containing features
+
+    infile2 : str
+        File path to dataset containing target values
+
+    outfile_result : str
+        File path to save the results, either cv_results or test result
+
+    outfile_object : str, optional
+        File path to save searchCV object
+
+    outfile_weights : str, optional
+        File path to save model weights
+
+    groups : str
+        File path to dataset containing groups labels
+
+    ref_seq : str
+        File path to dataset containing genome sequence file
+
+    intervals : str
+        File path to dataset containing interval file
+
+    targets : str
+        File path to dataset compressed target bed file
+
+    fasta_path : str
+        File path to dataset containing fasta file
+    """
+    warnings.simplefilter("ignore")
+
+    # store read dataframe object
+    loaded_df = {}
+
+    with open(inputs, "r") as param_handler:
+        params = json.load(param_handler)
+
+    # Override the refit parameter
+    params["search_schemes"]["options"]["refit"] = (
+        True if params["save"] != "nope" else False
+    )
+
+    with open(infile_estimator, "rb") as estimator_handler:
+        estimator = load_model(estimator_handler)
+
+    optimizer = params["search_schemes"]["selected_search_scheme"]
+    optimizer = getattr(model_selection, optimizer)
+
+    # handle gridsearchcv options
+    options = params["search_schemes"]["options"]
+
+    if groups:
+        header = (
+            "infer" if (options["cv_selector"]["groups_selector"]["header_g"]) else None
+        )
+        column_option = options["cv_selector"]["groups_selector"][
+            "column_selector_options_g"
+        ]["selected_column_selector_option_g"]
+        if column_option in [
+            "by_index_number",
+            "all_but_by_index_number",
+            "by_header_name",
+            "all_but_by_header_name",
+        ]:
+            c = options["cv_selector"]["groups_selector"]["column_selector_options_g"][
+                "col_g"
+            ]
+        else:
+            c = None
+
+        df_key = groups + repr(header)
+
+        groups = pd.read_csv(groups, sep="\t", header=header, parse_dates=True)
+        loaded_df[df_key] = groups
+
+        groups = read_columns(
+            groups,
+            c=c,
+            c_option=column_option,
+            sep="\t",
+            header=header,
+            parse_dates=True,
+        )
+        groups = groups.ravel()
+        options["cv_selector"]["groups_selector"] = groups
+
+    splitter, groups = get_cv(options.pop("cv_selector"))
+    options["cv"] = splitter
+    primary_scoring = options["scoring"]["primary_scoring"]
+    # get_scoring() expects secondary_scoring to be a comma separated string (not a list)
+    # Check if secondary_scoring is specified
+    secondary_scoring = options["scoring"].get("secondary_scoring", None)
+    if secondary_scoring is not None:
+        # If secondary_scoring is specified, convert the list into comman separated string
+        options["scoring"]["secondary_scoring"] = ",".join(
+            options["scoring"]["secondary_scoring"]
+        )
+    options["scoring"] = get_scoring(options["scoring"])
+    if options["error_score"]:
+        options["error_score"] = "raise"
+    else:
+        options["error_score"] = np.nan
+    if options["refit"] and isinstance(options["scoring"], dict):
+        options["refit"] = primary_scoring
+    if "pre_dispatch" in options and options["pre_dispatch"] == "":
+        options["pre_dispatch"] = None
+
+    params_builder = params["search_schemes"]["search_params_builder"]
+    param_grid = _eval_search_params(params_builder)
+
+    estimator = clean_params(estimator)
+
+    # save the SearchCV object without fit
+    if params["save"] == "save_no_fit":
+        searcher = optimizer(estimator, param_grid, **options)
+        print(searcher)
+        with open(outfile_object, "wb") as output_handler:
+            pickle.dump(searcher, output_handler, pickle.HIGHEST_PROTOCOL)
+        return 0
+
+    # read inputs and loads new attributes, like paths
+    estimator, X, y = _handle_X_y(
+        estimator,
+        params,
+        infile1,
+        infile2,
+        loaded_df=loaded_df,
+        ref_seq=ref_seq,
+        intervals=intervals,
+        targets=targets,
+        fasta_path=fasta_path,
+    )
+
+    # cache iraps_core fits could increase search speed significantly
+    memory = joblib.Memory(location=CACHE_DIR, verbose=0)
+    main_est = get_main_estimator(estimator)
+    if main_est.__class__.__name__ == "IRAPSClassifier":
+        main_est.set_params(memory=memory)
+
+    searcher = optimizer(estimator, param_grid, **options)
+
+    split_mode = params["outer_split"].pop("split_mode")
+
+    if split_mode == "nested_cv":
+        # make sure refit is choosen
+        # this could be True for sklearn models, but not the case for
+        # deep learning models
+        if not options["refit"] and not all(
+            hasattr(estimator, attr) for attr in ("config", "model_type")
+        ):
+            warnings.warn("Refit is change to `True` for nested validation!")
+            setattr(searcher, "refit", True)
+
+        outer_cv, _ = get_cv(params["outer_split"]["cv_selector"])
+        # nested CV, outer cv using cross_validate
+        if options["error_score"] == "raise":
+            rval = cross_validate(
+                searcher,
+                X,
+                y,
+                scoring=options["scoring"],
+                cv=outer_cv,
+                n_jobs=N_JOBS,
+                verbose=options["verbose"],
+                return_estimator=(params["save"] == "save_estimator"),
+                error_score=options["error_score"],
+                return_train_score=True,
+            )
+        else:
+            warnings.simplefilter("always", FitFailedWarning)
+            with warnings.catch_warnings(record=True) as w:
+                try:
+                    rval = cross_validate(
+                        searcher,
+                        X,
+                        y,
+                        scoring=options["scoring"],
+                        cv=outer_cv,
+                        n_jobs=N_JOBS,
+                        verbose=options["verbose"],
+                        return_estimator=(params["save"] == "save_estimator"),
+                        error_score=options["error_score"],
+                        return_train_score=True,
+                    )
+                except ValueError:
+                    pass
+                for warning in w:
+                    print(repr(warning.message))
+
+        fitted_searchers = rval.pop("estimator", [])
+        if fitted_searchers:
+            import os
+
+            pwd = os.getcwd()
+            save_dir = os.path.join(pwd, "cv_results_in_folds")
+            try:
+                os.mkdir(save_dir)
+                for idx, obj in enumerate(fitted_searchers):
+                    target_name = "cv_results_" + "_" + "split%d" % idx
+                    target_path = os.path.join(pwd, save_dir, target_name)
+                    cv_results_ = getattr(obj, "cv_results_", None)
+                    if not cv_results_:
+                        print("%s is not available" % target_name)
+                        continue
+                    cv_results_ = pd.DataFrame(cv_results_)
+                    cv_results_ = cv_results_[sorted(cv_results_.columns)]
+                    cv_results_.to_csv(target_path, sep="\t", header=True, index=False)
+            except Exception as e:
+                print(e)
+            finally:
+                del os
+
+        keys = list(rval.keys())
+        for k in keys:
+            if k.startswith("test"):
+                rval["mean_" + k] = np.mean(rval[k])
+                rval["std_" + k] = np.std(rval[k])
+            if k.endswith("time"):
+                rval.pop(k)
+        rval = pd.DataFrame(rval)
+        rval = rval[sorted(rval.columns)]
+        rval.to_csv(path_or_buf=outfile_result, sep="\t", header=True, index=False)
+        # deprecate train test split mode
+        """searcher = _do_train_test_split_val(
+            searcher, X, y, params,
+            primary_scoring=primary_scoring,
+            error_score=options['error_score'],
+            groups=groups,
+            outfile=outfile_result)"""
+        return 0
+
+    # no outer split
+    else:
+        searcher.set_params(n_jobs=N_JOBS)
+        if options["error_score"] == "raise":
+            searcher.fit(X, y, groups=groups)
+        else:
+            warnings.simplefilter("always", FitFailedWarning)
+            with warnings.catch_warnings(record=True) as w:
+                try:
+                    searcher.fit(X, y, groups=groups)
+                except ValueError:
+                    pass
+                for warning in w:
+                    print(repr(warning.message))
+
+        cv_results = pd.DataFrame(searcher.cv_results_)
+        cv_results = cv_results[sorted(cv_results.columns)]
+        cv_results.to_csv(
+            path_or_buf=outfile_result, sep="\t", header=True, index=False
+        )
+
+    memory.clear(warn=False)
+
+    # output best estimator, and weights if applicable
+    if outfile_object:
+        best_estimator_ = getattr(searcher, "best_estimator_", None)
+        if not best_estimator_:
+            warnings.warn(
+                "GridSearchCV object has no attribute "
+                "'best_estimator_', because either it's "
+                "nested gridsearch or `refit` is False!"
+            )
+            return
+
+        # clean prams
+        best_estimator_ = clean_params(best_estimator_)
+
+        main_est = get_main_estimator(best_estimator_)
+
+        if hasattr(main_est, "model_") and hasattr(main_est, "save_weights"):
+            if outfile_weights:
+                main_est.save_weights(outfile_weights)
+            del main_est.model_
+            del main_est.fit_params
+            del main_est.model_class_
+            del main_est.validation_data
+            if getattr(main_est, "data_generator_", None):
+                del main_est.data_generator_
+
+        with open(outfile_object, "wb") as output_handler:
+            print("Best estimator is saved: %s " % repr(best_estimator_))
+            pickle.dump(best_estimator_, output_handler, pickle.HIGHEST_PROTOCOL)
+
+
+if __name__ == "__main__":
+    aparser = argparse.ArgumentParser()
+    aparser.add_argument("-i", "--inputs", dest="inputs", required=True)
+    aparser.add_argument("-e", "--estimator", dest="infile_estimator")
+    aparser.add_argument("-X", "--infile1", dest="infile1")
+    aparser.add_argument("-y", "--infile2", dest="infile2")
+    aparser.add_argument("-O", "--outfile_result", dest="outfile_result")
+    aparser.add_argument("-o", "--outfile_object", dest="outfile_object")
+    aparser.add_argument("-w", "--outfile_weights", dest="outfile_weights")
+    aparser.add_argument("-g", "--groups", dest="groups")
+    aparser.add_argument("-r", "--ref_seq", dest="ref_seq")
+    aparser.add_argument("-b", "--intervals", dest="intervals")
+    aparser.add_argument("-t", "--targets", dest="targets")
+    aparser.add_argument("-f", "--fasta_path", dest="fasta_path")
+    args = aparser.parse_args()
+
+    main(
+        args.inputs,
+        args.infile_estimator,
+        args.infile1,
+        args.infile2,
+        args.outfile_result,
+        outfile_object=args.outfile_object,
+        outfile_weights=args.outfile_weights,
+        groups=args.groups,
+        ref_seq=args.ref_seq,
+        intervals=args.intervals,
+        targets=args.targets,
+        fasta_path=args.fasta_path,
+    )