comparison search_model_validation.py @ 5:2b8406e74f9e draft

"planemo upload for repository https://github.com/bgruening/galaxytools/tree/master/tools/sklearn commit 5b2ac730ec6d3b762faa9034eddd19ad1b347476"
author bgruening
date Mon, 16 Dec 2019 05:14:47 -0500
parents cc49634df38f
children ead7adad8d0e
comparison
equal deleted inserted replaced
4:bf2bcf7bd617 5:2b8406e74f9e
2 import collections 2 import collections
3 import imblearn 3 import imblearn
4 import joblib 4 import joblib
5 import json 5 import json
6 import numpy as np 6 import numpy as np
7 import os
7 import pandas as pd 8 import pandas as pd
8 import pickle 9 import pickle
9 import skrebate 10 import skrebate
10 import sklearn
11 import sys 11 import sys
12 import xgboost
13 import warnings 12 import warnings
14 from imblearn import under_sampling, over_sampling, combine
15 from scipy.io import mmread 13 from scipy.io import mmread
16 from mlxtend import classifier, regressor 14 from sklearn import (cluster, decomposition, feature_selection,
17 from sklearn.base import clone 15 kernel_approximation, model_selection, preprocessing)
18 from sklearn import (cluster, compose, decomposition, ensemble,
19 feature_extraction, feature_selection,
20 gaussian_process, kernel_approximation, metrics,
21 model_selection, naive_bayes, neighbors,
22 pipeline, preprocessing, svm, linear_model,
23 tree, discriminant_analysis)
24 from sklearn.exceptions import FitFailedWarning 16 from sklearn.exceptions import FitFailedWarning
25 from sklearn.model_selection._validation import _score, cross_validate 17 from sklearn.model_selection._validation import _score, cross_validate
26 from sklearn.model_selection import _search, _validation 18 from sklearn.model_selection import _search, _validation
19 from sklearn.pipeline import Pipeline
27 20
28 from galaxy_ml.utils import (SafeEval, get_cv, get_scoring, load_model, 21 from galaxy_ml.utils import (SafeEval, get_cv, get_scoring, load_model,
29 read_columns, try_get_attr, get_module) 22 read_columns, try_get_attr, get_module,
23 clean_params, get_main_estimator)
30 24
31 25
32 _fit_and_score = try_get_attr('galaxy_ml.model_validations', '_fit_and_score') 26 _fit_and_score = try_get_attr('galaxy_ml.model_validations', '_fit_and_score')
33 setattr(_search, '_fit_and_score', _fit_and_score) 27 setattr(_search, '_fit_and_score', _fit_and_score)
34 setattr(_validation, '_fit_and_score', _fit_and_score) 28 setattr(_validation, '_fit_and_score', _fit_and_score)
35 29
36 N_JOBS = int(__import__('os').environ.get('GALAXY_SLOTS', 1)) 30 N_JOBS = int(os.environ.get('GALAXY_SLOTS', 1))
37 CACHE_DIR = './cached' 31 # handle disk cache
32 CACHE_DIR = os.path.join(os.getcwd(), 'cached')
33 del os
38 NON_SEARCHABLE = ('n_jobs', 'pre_dispatch', 'memory', '_path', 34 NON_SEARCHABLE = ('n_jobs', 'pre_dispatch', 'memory', '_path',
39 'nthread', 'callbacks') 35 'nthread', 'callbacks')
40 ALLOWED_CALLBACKS = ('EarlyStopping', 'TerminateOnNaN', 'ReduceLROnPlateau',
41 'CSVLogger', 'None')
42 36
43 37
44 def _eval_search_params(params_builder): 38 def _eval_search_params(params_builder):
45 search_params = {} 39 search_params = {}
46 40
162 search_params[param_name] = newlist 156 search_params[param_name] = newlist
163 157
164 return search_params 158 return search_params
165 159
166 160
167 def main(inputs, infile_estimator, infile1, infile2, 161 def _handle_X_y(estimator, params, infile1, infile2, loaded_df={},
168 outfile_result, outfile_object=None, 162 ref_seq=None, intervals=None, targets=None,
169 outfile_weights=None, groups=None, 163 fasta_path=None):
170 ref_seq=None, intervals=None, targets=None, 164 """read inputs
171 fasta_path=None): 165
172 """ 166 Params
173 Parameter 167 -------
174 --------- 168 estimator : estimator object
175 inputs : str 169 params : dict
176 File path to galaxy tool parameter 170 Galaxy tool parameter inputs
177
178 infile_estimator : str
179 File path to estimator
180
181 infile1 : str 171 infile1 : str
182 File path to dataset containing features 172 File path to dataset containing features
183
184 infile2 : str 173 infile2 : str
185 File path to dataset containing target values 174 File path to dataset containing target values
186 175 loaded_df : dict
187 outfile_result : str 176 Contains loaded DataFrame objects with file path as keys
188 File path to save the results, either cv_results or test result
189
190 outfile_object : str, optional
191 File path to save searchCV object
192
193 outfile_weights : str, optional
194 File path to save model weights
195
196 groups : str
197 File path to dataset containing groups labels
198
199 ref_seq : str 177 ref_seq : str
200 File path to dataset containing genome sequence file 178 File path to dataset containing genome sequence file
201 179 interval : str
202 intervals : str
203 File path to dataset containing interval file 180 File path to dataset containing interval file
204
205 targets : str 181 targets : str
206 File path to dataset compressed target bed file 182 File path to dataset compressed target bed file
207
208 fasta_path : str 183 fasta_path : str
209 File path to dataset containing fasta file 184 File path to dataset containing fasta file
185
186
187 Returns
188 -------
189 estimator : estimator object after setting new attributes
190 X : numpy array
191 y : numpy array
210 """ 192 """
211 warnings.simplefilter('ignore')
212
213 with open(inputs, 'r') as param_handler:
214 params = json.load(param_handler)
215
216 # conflict param checker
217 if params['outer_split']['split_mode'] == 'nested_cv' \
218 and params['save'] != 'nope':
219 raise ValueError("Save best estimator is not possible for nested CV!")
220
221 if not (params['search_schemes']['options']['refit']) \
222 and params['save'] != 'nope':
223 raise ValueError("Save best estimator is not possible when refit "
224 "is False!")
225
226 params_builder = params['search_schemes']['search_params_builder']
227
228 with open(infile_estimator, 'rb') as estimator_handler:
229 estimator = load_model(estimator_handler)
230 estimator_params = estimator.get_params() 193 estimator_params = estimator.get_params()
231
232 # store read dataframe object
233 loaded_df = {}
234 194
235 input_type = params['input_options']['selected_input'] 195 input_type = params['input_options']['selected_input']
236 # tabular input 196 # tabular input
237 if input_type == 'tabular': 197 if input_type == 'tabular':
238 header = 'infer' if params['input_options']['header1'] else None 198 header = 'infer' if params['input_options']['header1'] else None
243 c = params['input_options']['column_selector_options_1']['col1'] 203 c = params['input_options']['column_selector_options_1']['col1']
244 else: 204 else:
245 c = None 205 c = None
246 206
247 df_key = infile1 + repr(header) 207 df_key = infile1 + repr(header)
208
209 if df_key in loaded_df:
210 infile1 = loaded_df[df_key]
211
248 df = pd.read_csv(infile1, sep='\t', header=header, 212 df = pd.read_csv(infile1, sep='\t', header=header,
249 parse_dates=True) 213 parse_dates=True)
250 loaded_df[df_key] = df 214 loaded_df[df_key] = df
251 215
252 X = read_columns(df, c=c, c_option=column_option).astype(float) 216 X = read_columns(df, c=c, c_option=column_option).astype(float)
315 estimator.set_params( 279 estimator.set_params(
316 data_batch_generator__features=y.ravel().tolist()) 280 data_batch_generator__features=y.ravel().tolist())
317 y = None 281 y = None
318 # end y 282 # end y
319 283
284 return estimator, X, y
285
286
287 def _do_outer_cv(searcher, X, y, outer_cv, scoring, error_score='raise',
288 outfile=None):
289 """Do outer cross-validation for nested CV
290
291 Parameters
292 ----------
293 searcher : object
294 SearchCV object
295 X : numpy array
296 Containing features
297 y : numpy array
298 Target values or labels
299 outer_cv : int or CV splitter
300 Control the cv splitting
301 scoring : object
302 Scorer
303 error_score: str, float or numpy float
304 Whether to raise fit error or return an value
305 outfile : str
306 File path to store the restuls
307 """
308 if error_score == 'raise':
309 rval = cross_validate(
310 searcher, X, y, scoring=scoring,
311 cv=outer_cv, n_jobs=N_JOBS, verbose=0,
312 error_score=error_score)
313 else:
314 warnings.simplefilter('always', FitFailedWarning)
315 with warnings.catch_warnings(record=True) as w:
316 try:
317 rval = cross_validate(
318 searcher, X, y,
319 scoring=scoring,
320 cv=outer_cv, n_jobs=N_JOBS,
321 verbose=0,
322 error_score=error_score)
323 except ValueError:
324 pass
325 for warning in w:
326 print(repr(warning.message))
327
328 keys = list(rval.keys())
329 for k in keys:
330 if k.startswith('test'):
331 rval['mean_' + k] = np.mean(rval[k])
332 rval['std_' + k] = np.std(rval[k])
333 if k.endswith('time'):
334 rval.pop(k)
335 rval = pd.DataFrame(rval)
336 rval = rval[sorted(rval.columns)]
337 rval.to_csv(path_or_buf=outfile, sep='\t', header=True, index=False)
338
339
340 def _do_train_test_split_val(searcher, X, y, params, error_score='raise',
341 primary_scoring=None, groups=None,
342 outfile=None):
343 """ do train test split, searchCV validates on the train and then use
344 the best_estimator_ to evaluate on the test
345
346 Returns
347 --------
348 Fitted SearchCV object
349 """
350 train_test_split = try_get_attr(
351 'galaxy_ml.model_validations', 'train_test_split')
352 split_options = params['outer_split']
353
354 # splits
355 if split_options['shuffle'] == 'stratified':
356 split_options['labels'] = y
357 X, X_test, y, y_test = train_test_split(X, y, **split_options)
358 elif split_options['shuffle'] == 'group':
359 if groups is None:
360 raise ValueError("No group based CV option was choosen for "
361 "group shuffle!")
362 split_options['labels'] = groups
363 if y is None:
364 X, X_test, groups, _ =\
365 train_test_split(X, groups, **split_options)
366 else:
367 X, X_test, y, y_test, groups, _ =\
368 train_test_split(X, y, groups, **split_options)
369 else:
370 if split_options['shuffle'] == 'None':
371 split_options['shuffle'] = None
372 X, X_test, y, y_test =\
373 train_test_split(X, y, **split_options)
374
375 if error_score == 'raise':
376 searcher.fit(X, y, groups=groups)
377 else:
378 warnings.simplefilter('always', FitFailedWarning)
379 with warnings.catch_warnings(record=True) as w:
380 try:
381 searcher.fit(X, y, groups=groups)
382 except ValueError:
383 pass
384 for warning in w:
385 print(repr(warning.message))
386
387 scorer_ = searcher.scorer_
388 if isinstance(scorer_, collections.Mapping):
389 is_multimetric = True
390 else:
391 is_multimetric = False
392
393 best_estimator_ = getattr(searcher, 'best_estimator_')
394
395 # TODO Solve deep learning models in pipeline
396 if best_estimator_.__class__.__name__ == 'KerasGBatchClassifier':
397 test_score = best_estimator_.evaluate(
398 X_test, scorer=scorer_, is_multimetric=is_multimetric)
399 else:
400 test_score = _score(best_estimator_, X_test,
401 y_test, scorer_,
402 is_multimetric=is_multimetric)
403
404 if not is_multimetric:
405 test_score = {primary_scoring: test_score}
406 for key, value in test_score.items():
407 test_score[key] = [value]
408 result_df = pd.DataFrame(test_score)
409 result_df.to_csv(path_or_buf=outfile, sep='\t', header=True,
410 index=False)
411
412 return searcher
413
414
415 def main(inputs, infile_estimator, infile1, infile2,
416 outfile_result, outfile_object=None,
417 outfile_weights=None, groups=None,
418 ref_seq=None, intervals=None, targets=None,
419 fasta_path=None):
420 """
421 Parameter
422 ---------
423 inputs : str
424 File path to galaxy tool parameter
425
426 infile_estimator : str
427 File path to estimator
428
429 infile1 : str
430 File path to dataset containing features
431
432 infile2 : str
433 File path to dataset containing target values
434
435 outfile_result : str
436 File path to save the results, either cv_results or test result
437
438 outfile_object : str, optional
439 File path to save searchCV object
440
441 outfile_weights : str, optional
442 File path to save model weights
443
444 groups : str
445 File path to dataset containing groups labels
446
447 ref_seq : str
448 File path to dataset containing genome sequence file
449
450 intervals : str
451 File path to dataset containing interval file
452
453 targets : str
454 File path to dataset compressed target bed file
455
456 fasta_path : str
457 File path to dataset containing fasta file
458 """
459 warnings.simplefilter('ignore')
460
461 # store read dataframe object
462 loaded_df = {}
463
464 with open(inputs, 'r') as param_handler:
465 params = json.load(param_handler)
466
467 # Override the refit parameter
468 params['search_schemes']['options']['refit'] = True \
469 if params['save'] != 'nope' else False
470
471 with open(infile_estimator, 'rb') as estimator_handler:
472 estimator = load_model(estimator_handler)
473
320 optimizer = params['search_schemes']['selected_search_scheme'] 474 optimizer = params['search_schemes']['selected_search_scheme']
321 optimizer = getattr(model_selection, optimizer) 475 optimizer = getattr(model_selection, optimizer)
322 476
323 # handle gridsearchcv options 477 # handle gridsearchcv options
324 options = params['search_schemes']['options'] 478 options = params['search_schemes']['options']
335 ['column_selector_options_g']['col_g']) 489 ['column_selector_options_g']['col_g'])
336 else: 490 else:
337 c = None 491 c = None
338 492
339 df_key = groups + repr(header) 493 df_key = groups + repr(header)
340 if df_key in loaded_df: 494
341 groups = loaded_df[df_key] 495 groups = pd.read_csv(groups, sep='\t', header=header,
496 parse_dates=True)
497 loaded_df[df_key] = groups
342 498
343 groups = read_columns( 499 groups = read_columns(
344 groups, 500 groups,
345 c=c, 501 c=c,
346 c_option=column_option, 502 c_option=column_option,
350 groups = groups.ravel() 506 groups = groups.ravel()
351 options['cv_selector']['groups_selector'] = groups 507 options['cv_selector']['groups_selector'] = groups
352 508
353 splitter, groups = get_cv(options.pop('cv_selector')) 509 splitter, groups = get_cv(options.pop('cv_selector'))
354 options['cv'] = splitter 510 options['cv'] = splitter
355 options['n_jobs'] = N_JOBS
356 primary_scoring = options['scoring']['primary_scoring'] 511 primary_scoring = options['scoring']['primary_scoring']
357 options['scoring'] = get_scoring(options['scoring']) 512 options['scoring'] = get_scoring(options['scoring'])
358 if options['error_score']: 513 if options['error_score']:
359 options['error_score'] = 'raise' 514 options['error_score'] = 'raise'
360 else: 515 else:
362 if options['refit'] and isinstance(options['scoring'], dict): 517 if options['refit'] and isinstance(options['scoring'], dict):
363 options['refit'] = primary_scoring 518 options['refit'] = primary_scoring
364 if 'pre_dispatch' in options and options['pre_dispatch'] == '': 519 if 'pre_dispatch' in options and options['pre_dispatch'] == '':
365 options['pre_dispatch'] = None 520 options['pre_dispatch'] = None
366 521
367 # del loaded_df 522 params_builder = params['search_schemes']['search_params_builder']
368 del loaded_df 523 param_grid = _eval_search_params(params_builder)
369 524
370 # handle memory 525 estimator = clean_params(estimator)
526
527 # save the SearchCV object without fit
528 if params['save'] == 'save_no_fit':
529 searcher = optimizer(estimator, param_grid, **options)
530 print(searcher)
531 with open(outfile_object, 'wb') as output_handler:
532 pickle.dump(searcher, output_handler,
533 pickle.HIGHEST_PROTOCOL)
534 return 0
535
536 # read inputs and loads new attributes, like paths
537 estimator, X, y = _handle_X_y(estimator, params, infile1, infile2,
538 loaded_df=loaded_df, ref_seq=ref_seq,
539 intervals=intervals, targets=targets,
540 fasta_path=fasta_path)
541
542 # cache iraps_core fits could increase search speed significantly
371 memory = joblib.Memory(location=CACHE_DIR, verbose=0) 543 memory = joblib.Memory(location=CACHE_DIR, verbose=0)
372 # cache iraps_core fits could increase search speed significantly 544 main_est = get_main_estimator(estimator)
373 if estimator.__class__.__name__ == 'IRAPSClassifier': 545 if main_est.__class__.__name__ == 'IRAPSClassifier':
374 estimator.set_params(memory=memory) 546 main_est.set_params(memory=memory)
375 else: 547
376 # For iraps buried in pipeline
377 for p, v in estimator_params.items():
378 if p.endswith('memory'):
379 # for case of `__irapsclassifier__memory`
380 if len(p) > 8 and p[:-8].endswith('irapsclassifier'):
381 # cache iraps_core fits could increase search
382 # speed significantly
383 new_params = {p: memory}
384 estimator.set_params(**new_params)
385 # security reason, we don't want memory being
386 # modified unexpectedly
387 elif v:
388 new_params = {p, None}
389 estimator.set_params(**new_params)
390 # For now, 1 CPU is suggested for iprasclassifier
391 elif p.endswith('n_jobs'):
392 new_params = {p: 1}
393 estimator.set_params(**new_params)
394 # for security reason, types of callbacks are limited
395 elif p.endswith('callbacks'):
396 for cb in v:
397 cb_type = cb['callback_selection']['callback_type']
398 if cb_type not in ALLOWED_CALLBACKS:
399 raise ValueError(
400 "Prohibited callback type: %s!" % cb_type)
401
402 param_grid = _eval_search_params(params_builder)
403 searcher = optimizer(estimator, param_grid, **options) 548 searcher = optimizer(estimator, param_grid, **options)
404 549
405 # do nested split
406 split_mode = params['outer_split'].pop('split_mode') 550 split_mode = params['outer_split'].pop('split_mode')
407 # nested CV, outer cv using cross_validate 551
408 if split_mode == 'nested_cv': 552 if split_mode == 'nested_cv':
553 # make sure refit is choosen
554 # this could be True for sklearn models, but not the case for
555 # deep learning models
556 if not options['refit'] and \
557 not all(hasattr(estimator, attr)
558 for attr in ('config', 'model_type')):
559 warnings.warn("Refit is change to `True` for nested validation!")
560 setattr(searcher, 'refit', True)
561
409 outer_cv, _ = get_cv(params['outer_split']['cv_selector']) 562 outer_cv, _ = get_cv(params['outer_split']['cv_selector'])
410 563 # nested CV, outer cv using cross_validate
411 if options['error_score'] == 'raise': 564 if options['error_score'] == 'raise':
412 rval = cross_validate( 565 rval = cross_validate(
413 searcher, X, y, scoring=options['scoring'], 566 searcher, X, y, scoring=options['scoring'],
414 cv=outer_cv, n_jobs=N_JOBS, verbose=0, 567 cv=outer_cv, n_jobs=N_JOBS,
415 error_score=options['error_score']) 568 verbose=options['verbose'],
569 return_estimator=(params['save'] == 'save_estimator'),
570 error_score=options['error_score'],
571 return_train_score=True)
416 else: 572 else:
417 warnings.simplefilter('always', FitFailedWarning) 573 warnings.simplefilter('always', FitFailedWarning)
418 with warnings.catch_warnings(record=True) as w: 574 with warnings.catch_warnings(record=True) as w:
419 try: 575 try:
420 rval = cross_validate( 576 rval = cross_validate(
421 searcher, X, y, 577 searcher, X, y,
422 scoring=options['scoring'], 578 scoring=options['scoring'],
423 cv=outer_cv, n_jobs=N_JOBS, 579 cv=outer_cv, n_jobs=N_JOBS,
424 verbose=0, 580 verbose=options['verbose'],
425 error_score=options['error_score']) 581 return_estimator=(params['save'] == 'save_estimator'),
582 error_score=options['error_score'],
583 return_train_score=True)
426 except ValueError: 584 except ValueError:
427 pass 585 pass
428 for warning in w: 586 for warning in w:
429 print(repr(warning.message)) 587 print(repr(warning.message))
588
589 fitted_searchers = rval.pop('estimator', [])
590 if fitted_searchers:
591 import os
592 pwd = os.getcwd()
593 save_dir = os.path.join(pwd, 'cv_results_in_folds')
594 try:
595 os.mkdir(save_dir)
596 for idx, obj in enumerate(fitted_searchers):
597 target_name = 'cv_results_' + '_' + 'split%d' % idx
598 target_path = os.path.join(pwd, save_dir, target_name)
599 cv_results_ = getattr(obj, 'cv_results_', None)
600 if not cv_results_:
601 print("%s is not available" % target_name)
602 continue
603 cv_results_ = pd.DataFrame(cv_results_)
604 cv_results_ = cv_results_[sorted(cv_results_.columns)]
605 cv_results_.to_csv(target_path, sep='\t', header=True,
606 index=False)
607 except Exception as e:
608 print(e)
609 finally:
610 del os
430 611
431 keys = list(rval.keys()) 612 keys = list(rval.keys())
432 for k in keys: 613 for k in keys:
433 if k.startswith('test'): 614 if k.startswith('test'):
434 rval['mean_' + k] = np.mean(rval[k]) 615 rval['mean_' + k] = np.mean(rval[k])
435 rval['std_' + k] = np.std(rval[k]) 616 rval['std_' + k] = np.std(rval[k])
436 if k.endswith('time'): 617 if k.endswith('time'):
437 rval.pop(k) 618 rval.pop(k)
438 rval = pd.DataFrame(rval) 619 rval = pd.DataFrame(rval)
439 rval = rval[sorted(rval.columns)] 620 rval = rval[sorted(rval.columns)]
440 rval.to_csv(path_or_buf=outfile_result, sep='\t', 621 rval.to_csv(path_or_buf=outfile_result, sep='\t', header=True,
441 header=True, index=False) 622 index=False)
442 else: 623
443 if split_mode == 'train_test_split': 624 return 0
444 train_test_split = try_get_attr( 625
445 'galaxy_ml.model_validations', 'train_test_split') 626 # deprecate train test split mode
446 # make sure refit is choosen 627 """searcher = _do_train_test_split_val(
447 # this could be True for sklearn models, but not the case for 628 searcher, X, y, params,
448 # deep learning models 629 primary_scoring=primary_scoring,
449 if not options['refit'] and \ 630 error_score=options['error_score'],
450 not all(hasattr(estimator, attr) 631 groups=groups,
451 for attr in ('config', 'model_type')): 632 outfile=outfile_result)"""
452 warnings.warn("Refit is change to `True` for nested " 633
453 "validation!") 634 # no outer split
454 setattr(searcher, 'refit', True) 635 else:
455 split_options = params['outer_split'] 636 searcher.set_params(n_jobs=N_JOBS)
456
457 # splits
458 if split_options['shuffle'] == 'stratified':
459 split_options['labels'] = y
460 X, X_test, y, y_test = train_test_split(X, y, **split_options)
461 elif split_options['shuffle'] == 'group':
462 if groups is None:
463 raise ValueError("No group based CV option was "
464 "choosen for group shuffle!")
465 split_options['labels'] = groups
466 if y is None:
467 X, X_test, groups, _ =\
468 train_test_split(X, groups, **split_options)
469 else:
470 X, X_test, y, y_test, groups, _ =\
471 train_test_split(X, y, groups, **split_options)
472 else:
473 if split_options['shuffle'] == 'None':
474 split_options['shuffle'] = None
475 X, X_test, y, y_test =\
476 train_test_split(X, y, **split_options)
477 # end train_test_split
478
479 # shared by both train_test_split and non-split
480 if options['error_score'] == 'raise': 637 if options['error_score'] == 'raise':
481 searcher.fit(X, y, groups=groups) 638 searcher.fit(X, y, groups=groups)
482 else: 639 else:
483 warnings.simplefilter('always', FitFailedWarning) 640 warnings.simplefilter('always', FitFailedWarning)
484 with warnings.catch_warnings(record=True) as w: 641 with warnings.catch_warnings(record=True) as w:
487 except ValueError: 644 except ValueError:
488 pass 645 pass
489 for warning in w: 646 for warning in w:
490 print(repr(warning.message)) 647 print(repr(warning.message))
491 648
492 # no outer split 649 cv_results = pd.DataFrame(searcher.cv_results_)
493 if split_mode == 'no': 650 cv_results = cv_results[sorted(cv_results.columns)]
494 # save results 651 cv_results.to_csv(path_or_buf=outfile_result, sep='\t',
495 cv_results = pd.DataFrame(searcher.cv_results_) 652 header=True, index=False)
496 cv_results = cv_results[sorted(cv_results.columns)]
497 cv_results.to_csv(path_or_buf=outfile_result, sep='\t',
498 header=True, index=False)
499
500 # train_test_split, output test result using best_estimator_
501 # or rebuild the trained estimator using weights if applicable.
502 else:
503 scorer_ = searcher.scorer_
504 if isinstance(scorer_, collections.Mapping):
505 is_multimetric = True
506 else:
507 is_multimetric = False
508
509 best_estimator_ = getattr(searcher, 'best_estimator_', None)
510 if not best_estimator_:
511 raise ValueError("GridSearchCV object has no "
512 "`best_estimator_` when `refit`=False!")
513
514 if best_estimator_.__class__.__name__ == 'KerasGBatchClassifier' \
515 and hasattr(estimator.data_batch_generator, 'target_path'):
516 test_score = best_estimator_.evaluate(
517 X_test, scorer=scorer_, is_multimetric=is_multimetric)
518 else:
519 test_score = _score(best_estimator_, X_test,
520 y_test, scorer_,
521 is_multimetric=is_multimetric)
522
523 if not is_multimetric:
524 test_score = {primary_scoring: test_score}
525 for key, value in test_score.items():
526 test_score[key] = [value]
527 result_df = pd.DataFrame(test_score)
528 result_df.to_csv(path_or_buf=outfile_result, sep='\t',
529 header=True, index=False)
530 653
531 memory.clear(warn=False) 654 memory.clear(warn=False)
532 655
656 # output best estimator, and weights if applicable
533 if outfile_object: 657 if outfile_object:
534 best_estimator_ = getattr(searcher, 'best_estimator_', None) 658 best_estimator_ = getattr(searcher, 'best_estimator_', None)
535 if not best_estimator_: 659 if not best_estimator_:
536 warnings.warn("GridSearchCV object has no attribute " 660 warnings.warn("GridSearchCV object has no attribute "
537 "'best_estimator_', because either it's " 661 "'best_estimator_', because either it's "
538 "nested gridsearch or `refit` is False!") 662 "nested gridsearch or `refit` is False!")
539 return 663 return
540 664
541 main_est = best_estimator_ 665 # clean prams
542 if isinstance(best_estimator_, pipeline.Pipeline): 666 best_estimator_ = clean_params(best_estimator_)
543 main_est = best_estimator_.steps[-1][-1] 667
668 main_est = get_main_estimator(best_estimator_)
544 669
545 if hasattr(main_est, 'model_') \ 670 if hasattr(main_est, 'model_') \
546 and hasattr(main_est, 'save_weights'): 671 and hasattr(main_est, 'save_weights'):
547 if outfile_weights: 672 if outfile_weights:
548 main_est.save_weights(outfile_weights) 673 main_est.save_weights(outfile_weights)
552 del main_est.validation_data 677 del main_est.validation_data
553 if getattr(main_est, 'data_generator_', None): 678 if getattr(main_est, 'data_generator_', None):
554 del main_est.data_generator_ 679 del main_est.data_generator_
555 680
556 with open(outfile_object, 'wb') as output_handler: 681 with open(outfile_object, 'wb') as output_handler:
682 print("Best estimator is saved: %s " % repr(best_estimator_))
557 pickle.dump(best_estimator_, output_handler, 683 pickle.dump(best_estimator_, output_handler,
558 pickle.HIGHEST_PROTOCOL) 684 pickle.HIGHEST_PROTOCOL)
559 685
560 686
561 if __name__ == '__main__': 687 if __name__ == '__main__':