Mercurial > repos > bgruening > sklearn_regression_metrics
comparison utils.py @ 16:268ecaf96b68 draft
planemo upload for repository https://github.com/bgruening/galaxytools/tree/master/tools/sklearn commit 57f4407e278a615f47a377a3328782b1d8e0b54d
author | bgruening |
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date | Sun, 30 Dec 2018 01:59:44 -0500 |
parents | 625beb4e5000 |
children | 40ee30b5e456 |
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15:931b7b90377b | 16:268ecaf96b68 |
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1 import sys | 1 import json |
2 import numpy as np | |
2 import os | 3 import os |
3 import pandas | 4 import pandas |
5 import pickle | |
4 import re | 6 import re |
5 import pickle | |
6 import warnings | |
7 import numpy as np | |
8 import xgboost | |
9 import scipy | 7 import scipy |
10 import sklearn | 8 import sklearn |
9 import sys | |
10 import warnings | |
11 import xgboost | |
12 | |
11 from asteval import Interpreter, make_symbol_table | 13 from asteval import Interpreter, make_symbol_table |
12 from sklearn import (cluster, decomposition, ensemble, feature_extraction, feature_selection, | 14 from sklearn import (cluster, compose, decomposition, ensemble, feature_extraction, |
13 gaussian_process, kernel_approximation, metrics, | 15 feature_selection, gaussian_process, kernel_approximation, metrics, |
14 model_selection, naive_bayes, neighbors, pipeline, preprocessing, | 16 model_selection, naive_bayes, neighbors, pipeline, preprocessing, |
15 svm, linear_model, tree, discriminant_analysis) | 17 svm, linear_model, tree, discriminant_analysis) |
16 | 18 |
19 try: | |
20 import skrebate | |
21 except ModuleNotFoundError: | |
22 pass | |
23 | |
24 | |
17 N_JOBS = int(os.environ.get('GALAXY_SLOTS', 1)) | 25 N_JOBS = int(os.environ.get('GALAXY_SLOTS', 1)) |
26 | |
27 try: | |
28 sk_whitelist | |
29 except NameError: | |
30 sk_whitelist = None | |
18 | 31 |
19 | 32 |
20 class SafePickler(pickle.Unpickler): | 33 class SafePickler(pickle.Unpickler): |
21 """ | 34 """ |
22 Used to safely deserialize scikit-learn model objects serialized by cPickle.dump | 35 Used to safely deserialize scikit-learn model objects serialized by cPickle.dump |
23 Usage: | 36 Usage: |
24 eg.: SafePickler.load(pickled_file_object) | 37 eg.: SafePickler.load(pickled_file_object) |
25 """ | 38 """ |
26 def find_class(self, module, name): | 39 def find_class(self, module, name): |
40 | |
41 # sk_whitelist could be read from tool | |
42 global sk_whitelist | |
43 if not sk_whitelist: | |
44 whitelist_file = os.path.join(os.path.dirname(__file__), 'sk_whitelist.json') | |
45 with open(whitelist_file, 'r') as f: | |
46 sk_whitelist = json.load(f) | |
27 | 47 |
28 bad_names = ('and', 'as', 'assert', 'break', 'class', 'continue', | 48 bad_names = ('and', 'as', 'assert', 'break', 'class', 'continue', |
29 'def', 'del', 'elif', 'else', 'except', 'exec', | 49 'def', 'del', 'elif', 'else', 'except', 'exec', |
30 'finally', 'for', 'from', 'global', 'if', 'import', | 50 'finally', 'for', 'from', 'global', 'if', 'import', |
31 'in', 'is', 'lambda', 'not', 'or', 'pass', 'print', | 51 'in', 'is', 'lambda', 'not', 'or', 'pass', 'print', |
44 fullname = module + '.' + name | 64 fullname = module + '.' + name |
45 if (fullname in good_names)\ | 65 if (fullname in good_names)\ |
46 or ( ( module.startswith('sklearn.') | 66 or ( ( module.startswith('sklearn.') |
47 or module.startswith('xgboost.') | 67 or module.startswith('xgboost.') |
48 or module.startswith('skrebate.') | 68 or module.startswith('skrebate.') |
69 or module.startswith('imblearn') | |
49 or module.startswith('numpy.') | 70 or module.startswith('numpy.') |
50 or module == 'numpy' | 71 or module == 'numpy' |
51 ) | 72 ) |
52 and (name not in bad_names) | 73 and (name not in bad_names) |
53 ): | 74 ): |
54 # TODO: replace with a whitelist checker | 75 # TODO: replace with a whitelist checker |
55 if fullname not in sk_whitelist['SK_NAMES'] + sk_whitelist['SKR_NAMES'] + sk_whitelist['XGB_NAMES'] + sk_whitelist['NUMPY_NAMES'] + good_names: | 76 if fullname not in sk_whitelist['SK_NAMES'] + sk_whitelist['SKR_NAMES'] + sk_whitelist['XGB_NAMES'] + sk_whitelist['NUMPY_NAMES'] + sk_whitelist['IMBLEARN_NAMES'] + good_names: |
56 print("Warning: global %s is not in pickler whitelist yet and will loss support soon. Contact tool author or leave a message at github.com" % fullname) | 77 print("Warning: global %s is not in pickler whitelist yet and will loss support soon. Contact tool author or leave a message at github.com" % fullname) |
57 mod = sys.modules[module] | 78 mod = sys.modules[module] |
58 return getattr(mod, name) | 79 return getattr(mod, name) |
59 | 80 |
60 raise pickle.UnpicklingError("global '%s' is forbidden" % fullname) | 81 raise pickle.UnpicklingError("global '%s' is forbidden" % fullname) |
81 y = data.values | 102 y = data.values |
82 if return_df: | 103 if return_df: |
83 return y, data | 104 return y, data |
84 else: | 105 else: |
85 return y | 106 return y |
86 return y | |
87 | 107 |
88 | 108 |
89 ## generate an instance for one of sklearn.feature_selection classes | 109 ## generate an instance for one of sklearn.feature_selection classes |
90 def feature_selector(inputs): | 110 def feature_selector(inputs): |
91 selector = inputs["selected_algorithm"] | 111 selector = inputs['selected_algorithm'] |
92 selector = getattr(sklearn.feature_selection, selector) | 112 selector = getattr(sklearn.feature_selection, selector) |
93 options = inputs["options"] | 113 options = inputs['options'] |
94 | 114 |
95 if inputs['selected_algorithm'] == 'SelectFromModel': | 115 if inputs['selected_algorithm'] == 'SelectFromModel': |
96 if not options['threshold'] or options['threshold'] == 'None': | 116 if not options['threshold'] or options['threshold'] == 'None': |
97 options['threshold'] = None | 117 options['threshold'] = None |
118 else: | |
119 try: | |
120 options['threshold'] = float(options['threshold']) | |
121 except ValueError: | |
122 pass | |
98 if inputs['model_inputter']['input_mode'] == 'prefitted': | 123 if inputs['model_inputter']['input_mode'] == 'prefitted': |
99 model_file = inputs['model_inputter']['fitted_estimator'] | 124 model_file = inputs['model_inputter']['fitted_estimator'] |
100 with open(model_file, 'rb') as model_handler: | 125 with open(model_file, 'rb') as model_handler: |
101 fitted_estimator = load_model(model_handler) | 126 fitted_estimator = load_model(model_handler) |
102 new_selector = selector(fitted_estimator, prefit=True, **options) | 127 new_selector = selector(fitted_estimator, prefit=True, **options) |
103 else: | 128 else: |
104 estimator_json = inputs['model_inputter']["estimator_selector"] | 129 estimator_json = inputs['model_inputter']['estimator_selector'] |
105 estimator = get_estimator(estimator_json) | 130 estimator = get_estimator(estimator_json) |
106 new_selector = selector(estimator, **options) | 131 new_selector = selector(estimator, **options) |
107 | 132 |
108 elif inputs['selected_algorithm'] == 'RFE': | 133 elif inputs['selected_algorithm'] == 'RFE': |
109 estimator = get_estimator(inputs["estimator_selector"]) | 134 estimator = get_estimator(inputs['estimator_selector']) |
135 step = options.get('step', None) | |
136 if step and step >= 1.0: | |
137 options['step'] = int(step) | |
110 new_selector = selector(estimator, **options) | 138 new_selector = selector(estimator, **options) |
111 | 139 |
112 elif inputs['selected_algorithm'] == 'RFECV': | 140 elif inputs['selected_algorithm'] == 'RFECV': |
113 options['scoring'] = get_scoring(options['scoring']) | 141 options['scoring'] = get_scoring(options['scoring']) |
114 options['n_jobs'] = N_JOBS | 142 options['n_jobs'] = N_JOBS |
115 options['cv'] = get_cv(options['cv'].strip()) | 143 splitter, groups = get_cv(options.pop('cv_selector')) |
116 estimator = get_estimator(inputs["estimator_selector"]) | 144 # TODO support group cv splitters |
145 options['cv'] = splitter | |
146 step = options.get('step', None) | |
147 if step and step >= 1.0: | |
148 options['step'] = int(step) | |
149 estimator = get_estimator(inputs['estimator_selector']) | |
117 new_selector = selector(estimator, **options) | 150 new_selector = selector(estimator, **options) |
118 | 151 |
119 elif inputs['selected_algorithm'] == "VarianceThreshold": | 152 elif inputs['selected_algorithm'] == 'VarianceThreshold': |
120 new_selector = selector(**options) | 153 new_selector = selector(**options) |
121 | 154 |
122 else: | 155 else: |
123 score_func = inputs["score_func"] | 156 score_func = inputs['score_func'] |
124 score_func = getattr(sklearn.feature_selection, score_func) | 157 score_func = getattr(sklearn.feature_selection, score_func) |
125 new_selector = selector(score_func, **options) | 158 new_selector = selector(score_func, **options) |
126 | 159 |
127 return new_selector | 160 return new_selector |
128 | 161 |
129 | 162 |
130 def get_X_y(params, file1, file2): | 163 def get_X_y(params, file1, file2): |
131 input_type = params["selected_tasks"]["selected_algorithms"]["input_options"]["selected_input"] | 164 input_type = params['selected_tasks']['selected_algorithms']['input_options']['selected_input'] |
132 if input_type == "tabular": | 165 if input_type == 'tabular': |
133 header = 'infer' if params["selected_tasks"]["selected_algorithms"]["input_options"]["header1"] else None | 166 header = 'infer' if params['selected_tasks']['selected_algorithms']['input_options']['header1'] else None |
134 column_option = params["selected_tasks"]["selected_algorithms"]["input_options"]["column_selector_options_1"]["selected_column_selector_option"] | 167 column_option = params['selected_tasks']['selected_algorithms']['input_options']['column_selector_options_1']['selected_column_selector_option'] |
135 if column_option in ["by_index_number", "all_but_by_index_number", "by_header_name", "all_but_by_header_name"]: | 168 if column_option in ['by_index_number', 'all_but_by_index_number', 'by_header_name', 'all_but_by_header_name']: |
136 c = params["selected_tasks"]["selected_algorithms"]["input_options"]["column_selector_options_1"]["col1"] | 169 c = params['selected_tasks']['selected_algorithms']['input_options']['column_selector_options_1']['col1'] |
137 else: | 170 else: |
138 c = None | 171 c = None |
139 X = read_columns( | 172 X = read_columns( |
140 file1, | 173 file1, |
141 c=c, | 174 c=c, |
145 parse_dates=True | 178 parse_dates=True |
146 ) | 179 ) |
147 else: | 180 else: |
148 X = mmread(file1) | 181 X = mmread(file1) |
149 | 182 |
150 header = 'infer' if params["selected_tasks"]["selected_algorithms"]["input_options"]["header2"] else None | 183 header = 'infer' if params['selected_tasks']['selected_algorithms']['input_options']['header2'] else None |
151 column_option = params["selected_tasks"]["selected_algorithms"]["input_options"]["column_selector_options_2"]["selected_column_selector_option2"] | 184 column_option = params['selected_tasks']['selected_algorithms']['input_options']['column_selector_options_2']['selected_column_selector_option2'] |
152 if column_option in ["by_index_number", "all_but_by_index_number", "by_header_name", "all_but_by_header_name"]: | 185 if column_option in ['by_index_number', 'all_but_by_index_number', 'by_header_name', 'all_but_by_header_name']: |
153 c = params["selected_tasks"]["selected_algorithms"]["input_options"]["column_selector_options_2"]["col2"] | 186 c = params['selected_tasks']['selected_algorithms']['input_options']['column_selector_options_2']['col2'] |
154 else: | 187 else: |
155 c = None | 188 c = None |
156 y = read_columns( | 189 y = read_columns( |
157 file2, | 190 file2, |
158 c=c, | 191 c=c, |
165 return X, y | 198 return X, y |
166 | 199 |
167 | 200 |
168 class SafeEval(Interpreter): | 201 class SafeEval(Interpreter): |
169 | 202 |
170 def __init__(self, load_scipy=False, load_numpy=False): | 203 def __init__(self, load_scipy=False, load_numpy=False, load_estimators=False): |
171 | 204 |
172 # File opening and other unneeded functions could be dropped | 205 # File opening and other unneeded functions could be dropped |
173 unwanted = ['open', 'type', 'dir', 'id', 'str', 'repr'] | 206 unwanted = ['open', 'type', 'dir', 'id', 'str', 'repr'] |
174 | 207 |
175 # Allowed symbol table. Add more if needed. | 208 # Allowed symbol table. Add more if needed. |
197 'standard_gamma', 'standard_normal', 'standard_t', 'triangular', 'uniform', | 230 'standard_gamma', 'standard_normal', 'standard_t', 'triangular', 'uniform', |
198 'vonmises', 'wald', 'weibull', 'zipf'] | 231 'vonmises', 'wald', 'weibull', 'zipf'] |
199 for f in from_numpy_random: | 232 for f in from_numpy_random: |
200 syms['np_random_' + f] = getattr(np.random, f) | 233 syms['np_random_' + f] = getattr(np.random, f) |
201 | 234 |
235 if load_estimators: | |
236 estimator_table = { | |
237 'sklearn_svm' : getattr(sklearn, 'svm'), | |
238 'sklearn_tree' : getattr(sklearn, 'tree'), | |
239 'sklearn_ensemble' : getattr(sklearn, 'ensemble'), | |
240 'sklearn_neighbors' : getattr(sklearn, 'neighbors'), | |
241 'sklearn_naive_bayes' : getattr(sklearn, 'naive_bayes'), | |
242 'sklearn_linear_model' : getattr(sklearn, 'linear_model'), | |
243 'sklearn_cluster' : getattr(sklearn, 'cluster'), | |
244 'sklearn_decomposition' : getattr(sklearn, 'decomposition'), | |
245 'sklearn_preprocessing' : getattr(sklearn, 'preprocessing'), | |
246 'sklearn_feature_selection' : getattr(sklearn, 'feature_selection'), | |
247 'sklearn_kernel_approximation' : getattr(sklearn, 'kernel_approximation'), | |
248 'skrebate_ReliefF': getattr(skrebate, 'ReliefF'), | |
249 'skrebate_SURF': getattr(skrebate, 'SURF'), | |
250 'skrebate_SURFstar': getattr(skrebate, 'SURFstar'), | |
251 'skrebate_MultiSURF': getattr(skrebate, 'MultiSURF'), | |
252 'skrebate_MultiSURFstar': getattr(skrebate, 'MultiSURFstar'), | |
253 'skrebate_TuRF': getattr(skrebate, 'TuRF'), | |
254 'xgboost_XGBClassifier' : getattr(xgboost, 'XGBClassifier'), | |
255 'xgboost_XGBRegressor' : getattr(xgboost, 'XGBRegressor') | |
256 } | |
257 syms.update(estimator_table) | |
258 | |
202 for key in unwanted: | 259 for key in unwanted: |
203 syms.pop(key, None) | 260 syms.pop(key, None) |
204 | 261 |
205 super(SafeEval, self).__init__(symtable=syms, use_numpy=False, minimal=False, | 262 super(SafeEval, self).__init__(symtable=syms, use_numpy=False, minimal=False, |
206 no_if=True, no_for=True, no_while=True, no_try=True, | 263 no_if=True, no_for=True, no_while=True, no_try=True, |
207 no_functiondef=True, no_ifexp=True, no_listcomp=False, | 264 no_functiondef=True, no_ifexp=True, no_listcomp=False, |
208 no_augassign=False, no_assert=True, no_delete=True, | 265 no_augassign=False, no_assert=True, no_delete=True, |
209 no_raise=True, no_print=True) | 266 no_raise=True, no_print=True) |
210 | 267 |
211 | 268 |
212 def get_search_params(params_builder): | |
213 search_params = {} | |
214 safe_eval = SafeEval(load_scipy=True, load_numpy=True) | |
215 | |
216 for p in params_builder['param_set']: | |
217 search_p = p['search_param_selector']['search_p'] | |
218 if search_p.strip() == '': | |
219 continue | |
220 param_type = p['search_param_selector']['selected_param_type'] | |
221 | |
222 lst = search_p.split(":") | |
223 assert (len(lst) == 2), "Error, make sure there is one and only one colon in search parameter input." | |
224 literal = lst[1].strip() | |
225 ev = safe_eval(literal) | |
226 if param_type == "final_estimator_p": | |
227 search_params["estimator__" + lst[0].strip()] = ev | |
228 else: | |
229 search_params["preprocessing_" + param_type[5:6] + "__" + lst[0].strip()] = ev | |
230 | |
231 return search_params | |
232 | |
233 | 269 |
234 def get_estimator(estimator_json): | 270 def get_estimator(estimator_json): |
271 | |
235 estimator_module = estimator_json['selected_module'] | 272 estimator_module = estimator_json['selected_module'] |
273 | |
274 if estimator_module == 'customer_estimator': | |
275 c_estimator = estimator_json['c_estimator'] | |
276 with open(c_estimator, 'rb') as model_handler: | |
277 new_model = load_model(model_handler) | |
278 return new_model | |
279 | |
236 estimator_cls = estimator_json['selected_estimator'] | 280 estimator_cls = estimator_json['selected_estimator'] |
237 | 281 |
238 if estimator_module == "xgboost": | 282 if estimator_module == 'xgboost': |
239 cls = getattr(xgboost, estimator_cls) | 283 cls = getattr(xgboost, estimator_cls) |
240 else: | 284 else: |
241 module = getattr(sklearn, estimator_module) | 285 module = getattr(sklearn, estimator_module) |
242 cls = getattr(module, estimator_cls) | 286 cls = getattr(module, estimator_cls) |
243 | 287 |
244 estimator = cls() | 288 estimator = cls() |
245 | 289 |
246 estimator_params = estimator_json['text_params'].strip() | 290 estimator_params = estimator_json['text_params'].strip() |
247 if estimator_params != "": | 291 if estimator_params != '': |
248 try: | 292 try: |
249 params = safe_eval('dict(' + estimator_params + ')') | 293 params = safe_eval('dict(' + estimator_params + ')') |
250 except ValueError: | 294 except ValueError: |
251 sys.exit("Unsupported parameter input: `%s`" % estimator_params) | 295 sys.exit("Unsupported parameter input: `%s`" % estimator_params) |
252 estimator.set_params(**params) | 296 estimator.set_params(**params) |
254 estimator.set_params(n_jobs=N_JOBS) | 298 estimator.set_params(n_jobs=N_JOBS) |
255 | 299 |
256 return estimator | 300 return estimator |
257 | 301 |
258 | 302 |
259 def get_cv(literal): | 303 def get_cv(cv_json): |
260 safe_eval = SafeEval() | 304 """ |
261 if literal == "": | 305 cv_json: |
262 return None | 306 e.g.: |
263 if literal.isdigit(): | 307 { |
264 return int(literal) | 308 'selected_cv': 'StratifiedKFold', |
265 m = re.match(r'^(?P<method>\w+)\((?P<args>.*)\)$', literal) | 309 'n_splits': 3, |
266 if m: | 310 'shuffle': True, |
267 my_class = getattr(model_selection, m.group('method')) | 311 'random_state': 0 |
268 args = safe_eval('dict('+ m.group('args') + ')') | 312 } |
269 return my_class(**args) | 313 """ |
270 sys.exit("Unsupported CV input: %s" % literal) | 314 cv = cv_json.pop('selected_cv') |
315 if cv == 'default': | |
316 return cv_json['n_splits'], None | |
317 | |
318 groups = cv_json.pop('groups', None) | |
319 if groups: | |
320 groups = groups.strip() | |
321 if groups != '': | |
322 if groups.startswith('__ob__'): | |
323 groups = groups[6:] | |
324 if groups.endswith('__cb__'): | |
325 groups = groups[:-6] | |
326 groups = [int(x.strip()) for x in groups.split(',')] | |
327 | |
328 for k, v in cv_json.items(): | |
329 if v == '': | |
330 cv_json[k] = None | |
331 | |
332 test_fold = cv_json.get('test_fold', None) | |
333 if test_fold: | |
334 if test_fold.startswith('__ob__'): | |
335 test_fold = test_fold[6:] | |
336 if test_fold.endswith('__cb__'): | |
337 test_fold = test_fold[:-6] | |
338 cv_json['test_fold'] = [int(x.strip()) for x in test_fold.split(',')] | |
339 | |
340 test_size = cv_json.get('test_size', None) | |
341 if test_size and test_size > 1.0: | |
342 cv_json['test_size'] = int(test_size) | |
343 | |
344 cv_class = getattr(model_selection, cv) | |
345 splitter = cv_class(**cv_json) | |
346 | |
347 return splitter, groups | |
348 | |
349 | |
350 # needed when sklearn < v0.20 | |
351 def balanced_accuracy_score(y_true, y_pred): | |
352 C = metrics.confusion_matrix(y_true, y_pred) | |
353 with np.errstate(divide='ignore', invalid='ignore'): | |
354 per_class = np.diag(C) / C.sum(axis=1) | |
355 if np.any(np.isnan(per_class)): | |
356 warnings.warn('y_pred contains classes not in y_true') | |
357 per_class = per_class[~np.isnan(per_class)] | |
358 score = np.mean(per_class) | |
359 return score | |
271 | 360 |
272 | 361 |
273 def get_scoring(scoring_json): | 362 def get_scoring(scoring_json): |
274 def balanced_accuracy_score(y_true, y_pred): | 363 |
275 C = metrics.confusion_matrix(y_true, y_pred) | 364 if scoring_json['primary_scoring'] == 'default': |
276 with np.errstate(divide='ignore', invalid='ignore'): | |
277 per_class = np.diag(C) / C.sum(axis=1) | |
278 if np.any(np.isnan(per_class)): | |
279 warnings.warn('y_pred contains classes not in y_true') | |
280 per_class = per_class[~np.isnan(per_class)] | |
281 score = np.mean(per_class) | |
282 return score | |
283 | |
284 if scoring_json['primary_scoring'] == "default": | |
285 return None | 365 return None |
286 | 366 |
287 my_scorers = metrics.SCORERS | 367 my_scorers = metrics.SCORERS |
288 if 'balanced_accuracy' not in my_scorers: | 368 if 'balanced_accuracy' not in my_scorers: |
289 my_scorers['balanced_accuracy'] = metrics.make_scorer(balanced_accuracy_score) | 369 my_scorers['balanced_accuracy'] = metrics.make_scorer(balanced_accuracy_score) |