%global _empty_manifest_terminate_build 0 Name: python-tabular-ml-toolkit Version: 0.0.35 Release: 1 Summary: A helper library to jumpstart your machine learning project based on tabular or structured data. License: Apache Software License 2.0 URL: https://github.com/psmathur/tabular_ml_toolkit/tree/master/ Source0: https://mirrors.nju.edu.cn/pypi/web/packages/92/e2/e2453bd62dec2dd4248d1dacfbc24850e71a79737fe3b08468c07e81f2c0/tabular_ml_toolkit-0.0.35.tar.gz BuildArch: noarch Requires: python3-pip Requires: python3-packaging Requires: python3-pandas Requires: python3-scikit-learn Requires: python3-xgboost Requires: python3-optuna Requires: python3-pytorch-tabnet %description # Getting Started Tutorial with TMLT (Tabular ML Toolkit) > A tutorial on getting started with TMLT (Tabular ML Toolkit) ## Install `pip install -U tabular_ml_toolkit` ## How to Best Use tabular_ml_toolkit Start with your favorite model and then just simply create tmlt with one API *For example, Here we are using XGBRegressor on [Melbourne Home Sale price data](https://www.kaggle.com/estrotococo/home-data-for-ml-course)* ``` from tabular_ml_toolkit.tmlt import * from sklearn.metrics import mean_absolute_error import numpy as np from xgboost import XGBRegressor ``` /Users/pankajmathur/anaconda3/envs/nbdev_env/lib/python3.9/site-packages/redis/connection.py:77: UserWarning: redis-py works best with hiredis. Please consider installing warnings.warn(msg) ``` # Dataset file names and Paths DIRECTORY_PATH = "input/home_data/" TRAIN_FILE = "train.csv" TEST_FILE = "test.csv" SAMPLE_SUB_FILE = "sample_submission.csv" OUTPUT_PATH = "output/" ``` #### Just point tmlt in the direction of your data, let it know what are idx and target columns in your tabular data and what kind of problem type you are trying to resolve ``` %%time # tmlt tmlt = TMLT().prepare_data( train_file_path= DIRECTORY_PATH+TRAIN_FILE, test_file_path= DIRECTORY_PATH+TEST_FILE, idx_col="Id", target="SalePrice", random_state=42, problem_type="regression") # TMLT currently only supports below problem_type: # "binary_classification" # "multi_label_classification" # "multi_class_classification" # "regression" ``` 2021-12-09 21:33:30,292 INFO 8 cores found, model and data parallel processing should worked! 2021-12-09 21:33:30,330 INFO DataFrame Memory usage decreased to 0.58 Mb (35.5% reduction) 2021-12-09 21:33:30,365 INFO DataFrame Memory usage decreased to 0.58 Mb (34.8% reduction) 2021-12-09 21:33:30,388 INFO Both Numerical & Categorical columns found, Preprocessing will done accordingly! CPU times: user 186 ms, sys: 50.4 ms, total: 237 ms Wall time: 258 ms ``` print(type(tmlt.dfl.X)) print(tmlt.dfl.X.shape) print(type(tmlt.dfl.y)) print(tmlt.dfl.y.shape) print(type(tmlt.dfl.X_test)) print(tmlt.dfl.X_test.shape) ``` (1460, 79) (1460,) (1459, 79) ``` tmlt.dfl.X ```
MSSubClass LotFrontage LotArea OverallQual OverallCond YearBuilt YearRemodAdd MasVnrArea BsmtFinSF1 BsmtFinSF2 ... GarageCond PavedDrive PoolQC Fence MiscFeature SaleType SaleCondition Neighborhood Exterior1st Exterior2nd
Id
1 60 65.0 8450 7 5 2003 2003 196.0 706 0 ... TA Y NaN NaN NaN WD Normal CollgCr VinylSd VinylSd
2 20 80.0 9600 6 8 1976 1976 0.0 978 0 ... TA Y NaN NaN NaN WD Normal Veenker MetalSd MetalSd
3 60 68.0 11250 7 5 2001 2002 162.0 486 0 ... TA Y NaN NaN NaN WD Normal CollgCr VinylSd VinylSd
4 70 60.0 9550 7 5 1915 1970 0.0 216 0 ... TA Y NaN NaN NaN WD Abnorml Crawfor Wd Sdng Wd Shng
5 60 84.0 14260 8 5 2000 2000 350.0 655 0 ... TA Y NaN NaN NaN WD Normal NoRidge VinylSd VinylSd
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
1456 60 62.0 7917 6 5 1999 2000 0.0 0 0 ... TA Y NaN NaN NaN WD Normal Gilbert VinylSd VinylSd
1457 20 85.0 13175 6 6 1978 1988 119.0 790 163 ... TA Y NaN MnPrv NaN WD Normal NWAmes Plywood Plywood
1458 70 66.0 9042 7 9 1941 2006 0.0 275 0 ... TA Y NaN GdPrv Shed WD Normal Crawfor CemntBd CmentBd
1459 20 68.0 9717 5 6 1950 1996 0.0 49 1029 ... TA Y NaN NaN NaN WD Normal NAmes MetalSd MetalSd
1460 20 75.0 9937 5 6 1965 1965 0.0 830 290 ... TA Y NaN NaN NaN WD Normal Edwards HdBoard HdBoard

1460 rows × 79 columns

### Training ##### create train valid dataframes for quick preprocessing and training ``` %%time # create train, valid split to evaulate model on valid dataset X_train, X_valid, y_train, y_valid = tmlt.dfl.create_train_valid(valid_size=0.2) ``` CPU times: user 4.67 ms, sys: 1.66 ms, total: 6.34 ms Wall time: 4.95 ms ``` print(X_train.shape) print(y_train.shape) print(X_valid.shape) print(y_valid.shape) ``` (1168, 79) (1168,) (292, 79) (292,) ``` # X_train.columns.to_list() ``` ##### Now PreProcess X_train, X_valid NOTE: Preprocessing gives back numpy arrays for pandas dataframe ``` %%time X_train_np, X_valid_np = tmlt.pp_fit_transform(X_train, X_valid) ``` CPU times: user 29.8 ms, sys: 2.95 ms, total: 32.8 ms Wall time: 31.9 ms ``` print(type(X_train_np)) print(X_train_np.shape) # print(X_train_np) print(type(X_valid_np)) print(X_valid_np.shape) # print(X_valid_np) print(type(y_valid)) print(type(y_train)) ``` (1168, 302) (292, 302) #### Training ##### Create a base xgb classifier model with your best guess params ``` xgb_params = { 'learning_rate':0.1, 'use_label_encoder':False, 'eval_metric':'rmse', 'random_state':42, # for GPU # 'tree_method': 'gpu_hist', # 'predictor': 'gpu_predictor', } # create xgb ml model xgb_model = XGBRegressor(**xgb_params) ``` ``` %%time # Now do model training xgb_model.fit(X_train_np, y_train, verbose=False, #detect & avoid overfitting eval_set=[(X_train_np, y_train), (X_valid_np, y_valid)], eval_metric="mae", early_stopping_rounds=300 ) #predict preds = xgb_model.predict(X_valid_np) print('X_valid MAE:', mean_absolute_error(y_valid, preds)) ``` X_valid MAE: 15915.75480254709 CPU times: user 4.48 s, sys: 158 ms, total: 4.64 s Wall time: 778 ms In background `prepare_data` method loads your input data into Pandas DataFrame, seprates X(features) and y(target), preprocess all numerical and categorical type data found in these DataFrames using scikit-learn pipelines. Then it bundle preprocessor and data return a TMLT object, this class instance has dataframeloader, preprocessor instances. The `create_train_valid` method use valid_size to split X(features) into X_train, y_train, X_valid and y_valid DataFrames, so you can call fit methods on X_train and y_train and predict methods on X_valid or X_test. Please check detail documentation and source code for more details. *NOTE: If you want to customize data and preprocessing steps you can do so by using `DataFrameLoader` and `PreProessor` classes. Check detail documentations for these classes for more options.* #### To see more clear picture of model performance, Let's do a quick Cross Validation on our Pipeline ##### Make sure to PreProcess the data ``` %%time X_np, X_test_np = tmlt.pp_fit_transform(tmlt.dfl.X, tmlt.dfl.X_test) y_np = tmlt.dfl.y ``` CPU times: user 323 ms, sys: 37.8 ms, total: 361 ms Wall time: 65.9 ms ``` %%time # Now do cross_validation scores = tmlt.do_cross_validation(X_np, y_np, xgb_model, scoring='neg_mean_absolute_error', cv=5) print("scores:", scores) print("Average MAE score:", scores.mean()) ``` scores: [15733.51983893 16386.18366064 16648.82777718 14571.39875856 17295.16245719] Average MAE score: 16127.018498501711 CPU times: user 190 ms, sys: 101 ms, total: 291 ms Wall time: 5.01 s *MAE did came out slightly bad with cross validation* *Let's see if we can improve our cross validation score with hyperparams tunning* **We are using optuna based hyperparameter search here!** **TMLT has inbuilt xgb optuna optimization helper method!** ``` # **Just make sure to supply an output directory path so hyperparameter search is saved** study = tmlt.do_xgb_optuna_optimization(optuna_db_path=OUTPUT_PATH, opt_timeout=60) print(study.best_trial) ``` 2021-12-09 21:33:36,363 INFO Optimization Direction is: minimize [I 2021-12-09 21:33:36,451] Using an existing study with name 'tmlt_autoxgb' instead of creating a new one. 2021-12-09 21:33:36,726 INFO Training Started! [21:33:36] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds, eval_set } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:34:11,305 INFO Training Ended! 2021-12-09 21:34:11,344 INFO mean_absolute_error: 14927.047182684075 2021-12-09 21:34:11,345 INFO mean_squared_error: 808477254.3879791 [I 2021-12-09 21:34:11,408] Trial 26 finished with value: 808477254.3879791 and parameters: {'learning_rate': 0.021675111991183195, 'n_estimators': 7000, 'reg_lambda': 8.715919175070972e-05, 'reg_alpha': 1.879676344414822e-07, 'subsample': 0.4092274050958187, 'colsample_bytree': 0.7122518032823463, 'max_depth': 8, 'early_stopping_rounds': 284, 'tree_method': 'exact', 'booster': 'gbtree', 'gamma': 0.03865572813384841, 'grow_policy': 'depthwise'}. Best is trial 0 with value: 607032267.1056623. 2021-12-09 21:34:11,680 INFO Training Started! [21:34:11] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds, eval_set } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:34:40,866 INFO Training Ended! 2021-12-09 21:34:40,905 INFO mean_absolute_error: 15264.263217037671 2021-12-09 21:34:40,905 INFO mean_squared_error: 654883443.0486244 [I 2021-12-09 21:34:40,956] Trial 27 finished with value: 654883443.0486244 and parameters: {'learning_rate': 0.04965238838358245, 'n_estimators': 20000, 'reg_lambda': 0.6817845210980734, 'reg_alpha': 0.00017829240858671677, 'subsample': 0.7881206302407813, 'colsample_bytree': 0.5948264911895165, 'max_depth': 3, 'early_stopping_rounds': 359, 'tree_method': 'hist', 'booster': 'gbtree', 'gamma': 0.0008403183968780732, 'grow_policy': 'lossguide'}. Best is trial 0 with value: 607032267.1056623. FrozenTrial(number=0, values=[607032267.1056623], datetime_start=datetime.datetime(2021, 12, 6, 20, 42, 39, 63725), datetime_complete=datetime.datetime(2021, 12, 6, 20, 42, 55, 16274), params={'booster': 'gbtree', 'colsample_bytree': 0.8467533640596729, 'early_stopping_rounds': 156, 'gamma': 0.048829460890126776, 'grow_policy': 'lossguide', 'learning_rate': 0.14978041444389834, 'max_depth': 4, 'n_estimators': 7000, 'reg_alpha': 4.069576449804004e-05, 'reg_lambda': 0.00014406316350951595, 'subsample': 0.4839769602908782, 'tree_method': 'hist'}, distributions={'booster': CategoricalDistribution(choices=('gbtree', 'gblinear')), 'colsample_bytree': UniformDistribution(high=1.0, low=0.1), 'early_stopping_rounds': IntUniformDistribution(high=500, low=100, step=1), 'gamma': LogUniformDistribution(high=1.0, low=1e-08), 'grow_policy': CategoricalDistribution(choices=('depthwise', 'lossguide')), 'learning_rate': LogUniformDistribution(high=0.25, low=0.01), 'max_depth': IntUniformDistribution(high=9, low=1, step=1), 'n_estimators': CategoricalDistribution(choices=(7000, 15000, 20000)), 'reg_alpha': LogUniformDistribution(high=100.0, low=1e-08), 'reg_lambda': LogUniformDistribution(high=100.0, low=1e-08), 'subsample': UniformDistribution(high=1.0, low=0.1), 'tree_method': CategoricalDistribution(choices=('exact', 'approx', 'hist'))}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=1, state=TrialState.COMPLETE, value=None) #### Let's use our newly found best params to update the model on sklearn pipeline ``` xgb_params.update(study.best_trial.params) print("xgb_params", xgb_params) updated_xgb_model = XGBRegressor(**xgb_params) ``` xgb_params {'learning_rate': 0.14978041444389834, 'use_label_encoder': False, 'eval_metric': 'rmse', 'random_state': 42, 'booster': 'gbtree', 'colsample_bytree': 0.8467533640596729, 'early_stopping_rounds': 156, 'gamma': 0.048829460890126776, 'grow_policy': 'lossguide', 'max_depth': 4, 'n_estimators': 7000, 'reg_alpha': 4.069576449804004e-05, 'reg_lambda': 0.00014406316350951595, 'subsample': 0.4839769602908782, 'tree_method': 'hist'} #### Now, Let's use 5 K-Fold Training on this Updated XGB model with best params found from Optuna search ``` # # k-fold training # xgb_model_metrics_score, xgb_model_test_preds = tmlt.do_kfold_training(X_np, y_np, n_splits=5, model=xgb_model, test_preds_metric=mean_absolute_error) ``` ``` %%time # k-fold training xgb_model_metrics_score, xgb_model_test_preds = tmlt.do_kfold_training(X_np, y_np, X_test=X_test_np, n_splits=5, model=updated_xgb_model) ``` 2021-12-09 21:34:40,989 INFO model class: /Users/pankajmathur/anaconda3/envs/nbdev_env/lib/python3.9/site-packages/sklearn/model_selection/_split.py:676: UserWarning: The least populated class in y has only 1 members, which is less than n_splits=5. warnings.warn( 2021-12-09 21:34:41,000 INFO Training Started! [21:34:41] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:34:58,839 INFO Training Finished! 2021-12-09 21:34:58,840 INFO Predicting Val Score! 2021-12-09 21:34:58,848 INFO fold: 1 mean_absolute_error : 20715.247458261987 2021-12-09 21:34:58,848 INFO fold: 1 mean_squared_error : 2957095332.886548 2021-12-09 21:34:58,849 INFO Predicting Test Scores! 2021-12-09 21:34:58,875 INFO Training Started! [21:34:58] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:35:17,029 INFO Training Finished! 2021-12-09 21:35:17,030 INFO Predicting Val Score! 2021-12-09 21:35:17,040 INFO fold: 2 mean_absolute_error : 16294.310145547945 2021-12-09 21:35:17,040 INFO fold: 2 mean_squared_error : 830363243.5137496 2021-12-09 21:35:17,041 INFO Predicting Test Scores! 2021-12-09 21:35:17,071 INFO Training Started! [21:35:17] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:35:34,190 INFO Training Finished! 2021-12-09 21:35:34,191 INFO Predicting Val Score! 2021-12-09 21:35:34,199 INFO fold: 3 mean_absolute_error : 16816.43455693493 2021-12-09 21:35:34,200 INFO fold: 3 mean_squared_error : 710149427.4676694 2021-12-09 21:35:34,200 INFO Predicting Test Scores! 2021-12-09 21:35:34,230 INFO Training Started! [21:35:34] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:35:51,177 INFO Training Finished! 2021-12-09 21:35:51,177 INFO Predicting Val Score! 2021-12-09 21:35:51,185 INFO fold: 4 mean_absolute_error : 15824.842572773972 2021-12-09 21:35:51,186 INFO fold: 4 mean_squared_error : 523051432.0483315 2021-12-09 21:35:51,186 INFO Predicting Test Scores! 2021-12-09 21:35:51,218 INFO Training Started! [21:35:51] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:36:08,860 INFO Training Finished! 2021-12-09 21:36:08,861 INFO Predicting Val Score! 2021-12-09 21:36:08,869 INFO fold: 5 mean_absolute_error : 16750.133160316782 2021-12-09 21:36:08,870 INFO fold: 5 mean_squared_error : 843596693.0681775 2021-12-09 21:36:08,870 INFO Predicting Test Scores! 2021-12-09 21:36:08,901 INFO Mean Metrics Results from all Folds are: {'mean_absolute_error': 17280.193578767125, 'mean_squared_error': 1172851225.7968953} CPU times: user 10min 53s, sys: 4.01 s, total: 10min 57s Wall time: 1min 27s ``` # predict on test dataset if xgb_model_test_preds is not None: print(xgb_model_test_preds.shape) ``` (1459,) ##### You can even improve metrics score further by running Optuna search for longer time or rerunning the study, check documentation for more details ``` #fin ``` %package -n python3-tabular-ml-toolkit Summary: A helper library to jumpstart your machine learning project based on tabular or structured data. Provides: python-tabular-ml-toolkit BuildRequires: python3-devel BuildRequires: python3-setuptools BuildRequires: python3-pip %description -n python3-tabular-ml-toolkit # Getting Started Tutorial with TMLT (Tabular ML Toolkit) > A tutorial on getting started with TMLT (Tabular ML Toolkit) ## Install `pip install -U tabular_ml_toolkit` ## How to Best Use tabular_ml_toolkit Start with your favorite model and then just simply create tmlt with one API *For example, Here we are using XGBRegressor on [Melbourne Home Sale price data](https://www.kaggle.com/estrotococo/home-data-for-ml-course)* ``` from tabular_ml_toolkit.tmlt import * from sklearn.metrics import mean_absolute_error import numpy as np from xgboost import XGBRegressor ``` /Users/pankajmathur/anaconda3/envs/nbdev_env/lib/python3.9/site-packages/redis/connection.py:77: UserWarning: redis-py works best with hiredis. Please consider installing warnings.warn(msg) ``` # Dataset file names and Paths DIRECTORY_PATH = "input/home_data/" TRAIN_FILE = "train.csv" TEST_FILE = "test.csv" SAMPLE_SUB_FILE = "sample_submission.csv" OUTPUT_PATH = "output/" ``` #### Just point tmlt in the direction of your data, let it know what are idx and target columns in your tabular data and what kind of problem type you are trying to resolve ``` %%time # tmlt tmlt = TMLT().prepare_data( train_file_path= DIRECTORY_PATH+TRAIN_FILE, test_file_path= DIRECTORY_PATH+TEST_FILE, idx_col="Id", target="SalePrice", random_state=42, problem_type="regression") # TMLT currently only supports below problem_type: # "binary_classification" # "multi_label_classification" # "multi_class_classification" # "regression" ``` 2021-12-09 21:33:30,292 INFO 8 cores found, model and data parallel processing should worked! 2021-12-09 21:33:30,330 INFO DataFrame Memory usage decreased to 0.58 Mb (35.5% reduction) 2021-12-09 21:33:30,365 INFO DataFrame Memory usage decreased to 0.58 Mb (34.8% reduction) 2021-12-09 21:33:30,388 INFO Both Numerical & Categorical columns found, Preprocessing will done accordingly! CPU times: user 186 ms, sys: 50.4 ms, total: 237 ms Wall time: 258 ms ``` print(type(tmlt.dfl.X)) print(tmlt.dfl.X.shape) print(type(tmlt.dfl.y)) print(tmlt.dfl.y.shape) print(type(tmlt.dfl.X_test)) print(tmlt.dfl.X_test.shape) ``` (1460, 79) (1460,) (1459, 79) ``` tmlt.dfl.X ```
MSSubClass LotFrontage LotArea OverallQual OverallCond YearBuilt YearRemodAdd MasVnrArea BsmtFinSF1 BsmtFinSF2 ... GarageCond PavedDrive PoolQC Fence MiscFeature SaleType SaleCondition Neighborhood Exterior1st Exterior2nd
Id
1 60 65.0 8450 7 5 2003 2003 196.0 706 0 ... TA Y NaN NaN NaN WD Normal CollgCr VinylSd VinylSd
2 20 80.0 9600 6 8 1976 1976 0.0 978 0 ... TA Y NaN NaN NaN WD Normal Veenker MetalSd MetalSd
3 60 68.0 11250 7 5 2001 2002 162.0 486 0 ... TA Y NaN NaN NaN WD Normal CollgCr VinylSd VinylSd
4 70 60.0 9550 7 5 1915 1970 0.0 216 0 ... TA Y NaN NaN NaN WD Abnorml Crawfor Wd Sdng Wd Shng
5 60 84.0 14260 8 5 2000 2000 350.0 655 0 ... TA Y NaN NaN NaN WD Normal NoRidge VinylSd VinylSd
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
1456 60 62.0 7917 6 5 1999 2000 0.0 0 0 ... TA Y NaN NaN NaN WD Normal Gilbert VinylSd VinylSd
1457 20 85.0 13175 6 6 1978 1988 119.0 790 163 ... TA Y NaN MnPrv NaN WD Normal NWAmes Plywood Plywood
1458 70 66.0 9042 7 9 1941 2006 0.0 275 0 ... TA Y NaN GdPrv Shed WD Normal Crawfor CemntBd CmentBd
1459 20 68.0 9717 5 6 1950 1996 0.0 49 1029 ... TA Y NaN NaN NaN WD Normal NAmes MetalSd MetalSd
1460 20 75.0 9937 5 6 1965 1965 0.0 830 290 ... TA Y NaN NaN NaN WD Normal Edwards HdBoard HdBoard

1460 rows × 79 columns

### Training ##### create train valid dataframes for quick preprocessing and training ``` %%time # create train, valid split to evaulate model on valid dataset X_train, X_valid, y_train, y_valid = tmlt.dfl.create_train_valid(valid_size=0.2) ``` CPU times: user 4.67 ms, sys: 1.66 ms, total: 6.34 ms Wall time: 4.95 ms ``` print(X_train.shape) print(y_train.shape) print(X_valid.shape) print(y_valid.shape) ``` (1168, 79) (1168,) (292, 79) (292,) ``` # X_train.columns.to_list() ``` ##### Now PreProcess X_train, X_valid NOTE: Preprocessing gives back numpy arrays for pandas dataframe ``` %%time X_train_np, X_valid_np = tmlt.pp_fit_transform(X_train, X_valid) ``` CPU times: user 29.8 ms, sys: 2.95 ms, total: 32.8 ms Wall time: 31.9 ms ``` print(type(X_train_np)) print(X_train_np.shape) # print(X_train_np) print(type(X_valid_np)) print(X_valid_np.shape) # print(X_valid_np) print(type(y_valid)) print(type(y_train)) ``` (1168, 302) (292, 302) #### Training ##### Create a base xgb classifier model with your best guess params ``` xgb_params = { 'learning_rate':0.1, 'use_label_encoder':False, 'eval_metric':'rmse', 'random_state':42, # for GPU # 'tree_method': 'gpu_hist', # 'predictor': 'gpu_predictor', } # create xgb ml model xgb_model = XGBRegressor(**xgb_params) ``` ``` %%time # Now do model training xgb_model.fit(X_train_np, y_train, verbose=False, #detect & avoid overfitting eval_set=[(X_train_np, y_train), (X_valid_np, y_valid)], eval_metric="mae", early_stopping_rounds=300 ) #predict preds = xgb_model.predict(X_valid_np) print('X_valid MAE:', mean_absolute_error(y_valid, preds)) ``` X_valid MAE: 15915.75480254709 CPU times: user 4.48 s, sys: 158 ms, total: 4.64 s Wall time: 778 ms In background `prepare_data` method loads your input data into Pandas DataFrame, seprates X(features) and y(target), preprocess all numerical and categorical type data found in these DataFrames using scikit-learn pipelines. Then it bundle preprocessor and data return a TMLT object, this class instance has dataframeloader, preprocessor instances. The `create_train_valid` method use valid_size to split X(features) into X_train, y_train, X_valid and y_valid DataFrames, so you can call fit methods on X_train and y_train and predict methods on X_valid or X_test. Please check detail documentation and source code for more details. *NOTE: If you want to customize data and preprocessing steps you can do so by using `DataFrameLoader` and `PreProessor` classes. Check detail documentations for these classes for more options.* #### To see more clear picture of model performance, Let's do a quick Cross Validation on our Pipeline ##### Make sure to PreProcess the data ``` %%time X_np, X_test_np = tmlt.pp_fit_transform(tmlt.dfl.X, tmlt.dfl.X_test) y_np = tmlt.dfl.y ``` CPU times: user 323 ms, sys: 37.8 ms, total: 361 ms Wall time: 65.9 ms ``` %%time # Now do cross_validation scores = tmlt.do_cross_validation(X_np, y_np, xgb_model, scoring='neg_mean_absolute_error', cv=5) print("scores:", scores) print("Average MAE score:", scores.mean()) ``` scores: [15733.51983893 16386.18366064 16648.82777718 14571.39875856 17295.16245719] Average MAE score: 16127.018498501711 CPU times: user 190 ms, sys: 101 ms, total: 291 ms Wall time: 5.01 s *MAE did came out slightly bad with cross validation* *Let's see if we can improve our cross validation score with hyperparams tunning* **We are using optuna based hyperparameter search here!** **TMLT has inbuilt xgb optuna optimization helper method!** ``` # **Just make sure to supply an output directory path so hyperparameter search is saved** study = tmlt.do_xgb_optuna_optimization(optuna_db_path=OUTPUT_PATH, opt_timeout=60) print(study.best_trial) ``` 2021-12-09 21:33:36,363 INFO Optimization Direction is: minimize [I 2021-12-09 21:33:36,451] Using an existing study with name 'tmlt_autoxgb' instead of creating a new one. 2021-12-09 21:33:36,726 INFO Training Started! [21:33:36] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds, eval_set } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:34:11,305 INFO Training Ended! 2021-12-09 21:34:11,344 INFO mean_absolute_error: 14927.047182684075 2021-12-09 21:34:11,345 INFO mean_squared_error: 808477254.3879791 [I 2021-12-09 21:34:11,408] Trial 26 finished with value: 808477254.3879791 and parameters: {'learning_rate': 0.021675111991183195, 'n_estimators': 7000, 'reg_lambda': 8.715919175070972e-05, 'reg_alpha': 1.879676344414822e-07, 'subsample': 0.4092274050958187, 'colsample_bytree': 0.7122518032823463, 'max_depth': 8, 'early_stopping_rounds': 284, 'tree_method': 'exact', 'booster': 'gbtree', 'gamma': 0.03865572813384841, 'grow_policy': 'depthwise'}. Best is trial 0 with value: 607032267.1056623. 2021-12-09 21:34:11,680 INFO Training Started! [21:34:11] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds, eval_set } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:34:40,866 INFO Training Ended! 2021-12-09 21:34:40,905 INFO mean_absolute_error: 15264.263217037671 2021-12-09 21:34:40,905 INFO mean_squared_error: 654883443.0486244 [I 2021-12-09 21:34:40,956] Trial 27 finished with value: 654883443.0486244 and parameters: {'learning_rate': 0.04965238838358245, 'n_estimators': 20000, 'reg_lambda': 0.6817845210980734, 'reg_alpha': 0.00017829240858671677, 'subsample': 0.7881206302407813, 'colsample_bytree': 0.5948264911895165, 'max_depth': 3, 'early_stopping_rounds': 359, 'tree_method': 'hist', 'booster': 'gbtree', 'gamma': 0.0008403183968780732, 'grow_policy': 'lossguide'}. Best is trial 0 with value: 607032267.1056623. FrozenTrial(number=0, values=[607032267.1056623], datetime_start=datetime.datetime(2021, 12, 6, 20, 42, 39, 63725), datetime_complete=datetime.datetime(2021, 12, 6, 20, 42, 55, 16274), params={'booster': 'gbtree', 'colsample_bytree': 0.8467533640596729, 'early_stopping_rounds': 156, 'gamma': 0.048829460890126776, 'grow_policy': 'lossguide', 'learning_rate': 0.14978041444389834, 'max_depth': 4, 'n_estimators': 7000, 'reg_alpha': 4.069576449804004e-05, 'reg_lambda': 0.00014406316350951595, 'subsample': 0.4839769602908782, 'tree_method': 'hist'}, distributions={'booster': CategoricalDistribution(choices=('gbtree', 'gblinear')), 'colsample_bytree': UniformDistribution(high=1.0, low=0.1), 'early_stopping_rounds': IntUniformDistribution(high=500, low=100, step=1), 'gamma': LogUniformDistribution(high=1.0, low=1e-08), 'grow_policy': CategoricalDistribution(choices=('depthwise', 'lossguide')), 'learning_rate': LogUniformDistribution(high=0.25, low=0.01), 'max_depth': IntUniformDistribution(high=9, low=1, step=1), 'n_estimators': CategoricalDistribution(choices=(7000, 15000, 20000)), 'reg_alpha': LogUniformDistribution(high=100.0, low=1e-08), 'reg_lambda': LogUniformDistribution(high=100.0, low=1e-08), 'subsample': UniformDistribution(high=1.0, low=0.1), 'tree_method': CategoricalDistribution(choices=('exact', 'approx', 'hist'))}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=1, state=TrialState.COMPLETE, value=None) #### Let's use our newly found best params to update the model on sklearn pipeline ``` xgb_params.update(study.best_trial.params) print("xgb_params", xgb_params) updated_xgb_model = XGBRegressor(**xgb_params) ``` xgb_params {'learning_rate': 0.14978041444389834, 'use_label_encoder': False, 'eval_metric': 'rmse', 'random_state': 42, 'booster': 'gbtree', 'colsample_bytree': 0.8467533640596729, 'early_stopping_rounds': 156, 'gamma': 0.048829460890126776, 'grow_policy': 'lossguide', 'max_depth': 4, 'n_estimators': 7000, 'reg_alpha': 4.069576449804004e-05, 'reg_lambda': 0.00014406316350951595, 'subsample': 0.4839769602908782, 'tree_method': 'hist'} #### Now, Let's use 5 K-Fold Training on this Updated XGB model with best params found from Optuna search ``` # # k-fold training # xgb_model_metrics_score, xgb_model_test_preds = tmlt.do_kfold_training(X_np, y_np, n_splits=5, model=xgb_model, test_preds_metric=mean_absolute_error) ``` ``` %%time # k-fold training xgb_model_metrics_score, xgb_model_test_preds = tmlt.do_kfold_training(X_np, y_np, X_test=X_test_np, n_splits=5, model=updated_xgb_model) ``` 2021-12-09 21:34:40,989 INFO model class: /Users/pankajmathur/anaconda3/envs/nbdev_env/lib/python3.9/site-packages/sklearn/model_selection/_split.py:676: UserWarning: The least populated class in y has only 1 members, which is less than n_splits=5. warnings.warn( 2021-12-09 21:34:41,000 INFO Training Started! [21:34:41] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:34:58,839 INFO Training Finished! 2021-12-09 21:34:58,840 INFO Predicting Val Score! 2021-12-09 21:34:58,848 INFO fold: 1 mean_absolute_error : 20715.247458261987 2021-12-09 21:34:58,848 INFO fold: 1 mean_squared_error : 2957095332.886548 2021-12-09 21:34:58,849 INFO Predicting Test Scores! 2021-12-09 21:34:58,875 INFO Training Started! [21:34:58] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:35:17,029 INFO Training Finished! 2021-12-09 21:35:17,030 INFO Predicting Val Score! 2021-12-09 21:35:17,040 INFO fold: 2 mean_absolute_error : 16294.310145547945 2021-12-09 21:35:17,040 INFO fold: 2 mean_squared_error : 830363243.5137496 2021-12-09 21:35:17,041 INFO Predicting Test Scores! 2021-12-09 21:35:17,071 INFO Training Started! [21:35:17] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:35:34,190 INFO Training Finished! 2021-12-09 21:35:34,191 INFO Predicting Val Score! 2021-12-09 21:35:34,199 INFO fold: 3 mean_absolute_error : 16816.43455693493 2021-12-09 21:35:34,200 INFO fold: 3 mean_squared_error : 710149427.4676694 2021-12-09 21:35:34,200 INFO Predicting Test Scores! 2021-12-09 21:35:34,230 INFO Training Started! [21:35:34] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:35:51,177 INFO Training Finished! 2021-12-09 21:35:51,177 INFO Predicting Val Score! 2021-12-09 21:35:51,185 INFO fold: 4 mean_absolute_error : 15824.842572773972 2021-12-09 21:35:51,186 INFO fold: 4 mean_squared_error : 523051432.0483315 2021-12-09 21:35:51,186 INFO Predicting Test Scores! 2021-12-09 21:35:51,218 INFO Training Started! [21:35:51] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:36:08,860 INFO Training Finished! 2021-12-09 21:36:08,861 INFO Predicting Val Score! 2021-12-09 21:36:08,869 INFO fold: 5 mean_absolute_error : 16750.133160316782 2021-12-09 21:36:08,870 INFO fold: 5 mean_squared_error : 843596693.0681775 2021-12-09 21:36:08,870 INFO Predicting Test Scores! 2021-12-09 21:36:08,901 INFO Mean Metrics Results from all Folds are: {'mean_absolute_error': 17280.193578767125, 'mean_squared_error': 1172851225.7968953} CPU times: user 10min 53s, sys: 4.01 s, total: 10min 57s Wall time: 1min 27s ``` # predict on test dataset if xgb_model_test_preds is not None: print(xgb_model_test_preds.shape) ``` (1459,) ##### You can even improve metrics score further by running Optuna search for longer time or rerunning the study, check documentation for more details ``` #fin ``` %package help Summary: Development documents and examples for tabular-ml-toolkit Provides: python3-tabular-ml-toolkit-doc %description help # Getting Started Tutorial with TMLT (Tabular ML Toolkit) > A tutorial on getting started with TMLT (Tabular ML Toolkit) ## Install `pip install -U tabular_ml_toolkit` ## How to Best Use tabular_ml_toolkit Start with your favorite model and then just simply create tmlt with one API *For example, Here we are using XGBRegressor on [Melbourne Home Sale price data](https://www.kaggle.com/estrotococo/home-data-for-ml-course)* ``` from tabular_ml_toolkit.tmlt import * from sklearn.metrics import mean_absolute_error import numpy as np from xgboost import XGBRegressor ``` /Users/pankajmathur/anaconda3/envs/nbdev_env/lib/python3.9/site-packages/redis/connection.py:77: UserWarning: redis-py works best with hiredis. Please consider installing warnings.warn(msg) ``` # Dataset file names and Paths DIRECTORY_PATH = "input/home_data/" TRAIN_FILE = "train.csv" TEST_FILE = "test.csv" SAMPLE_SUB_FILE = "sample_submission.csv" OUTPUT_PATH = "output/" ``` #### Just point tmlt in the direction of your data, let it know what are idx and target columns in your tabular data and what kind of problem type you are trying to resolve ``` %%time # tmlt tmlt = TMLT().prepare_data( train_file_path= DIRECTORY_PATH+TRAIN_FILE, test_file_path= DIRECTORY_PATH+TEST_FILE, idx_col="Id", target="SalePrice", random_state=42, problem_type="regression") # TMLT currently only supports below problem_type: # "binary_classification" # "multi_label_classification" # "multi_class_classification" # "regression" ``` 2021-12-09 21:33:30,292 INFO 8 cores found, model and data parallel processing should worked! 2021-12-09 21:33:30,330 INFO DataFrame Memory usage decreased to 0.58 Mb (35.5% reduction) 2021-12-09 21:33:30,365 INFO DataFrame Memory usage decreased to 0.58 Mb (34.8% reduction) 2021-12-09 21:33:30,388 INFO Both Numerical & Categorical columns found, Preprocessing will done accordingly! CPU times: user 186 ms, sys: 50.4 ms, total: 237 ms Wall time: 258 ms ``` print(type(tmlt.dfl.X)) print(tmlt.dfl.X.shape) print(type(tmlt.dfl.y)) print(tmlt.dfl.y.shape) print(type(tmlt.dfl.X_test)) print(tmlt.dfl.X_test.shape) ``` (1460, 79) (1460,) (1459, 79) ``` tmlt.dfl.X ```
MSSubClass LotFrontage LotArea OverallQual OverallCond YearBuilt YearRemodAdd MasVnrArea BsmtFinSF1 BsmtFinSF2 ... GarageCond PavedDrive PoolQC Fence MiscFeature SaleType SaleCondition Neighborhood Exterior1st Exterior2nd
Id
1 60 65.0 8450 7 5 2003 2003 196.0 706 0 ... TA Y NaN NaN NaN WD Normal CollgCr VinylSd VinylSd
2 20 80.0 9600 6 8 1976 1976 0.0 978 0 ... TA Y NaN NaN NaN WD Normal Veenker MetalSd MetalSd
3 60 68.0 11250 7 5 2001 2002 162.0 486 0 ... TA Y NaN NaN NaN WD Normal CollgCr VinylSd VinylSd
4 70 60.0 9550 7 5 1915 1970 0.0 216 0 ... TA Y NaN NaN NaN WD Abnorml Crawfor Wd Sdng Wd Shng
5 60 84.0 14260 8 5 2000 2000 350.0 655 0 ... TA Y NaN NaN NaN WD Normal NoRidge VinylSd VinylSd
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
1456 60 62.0 7917 6 5 1999 2000 0.0 0 0 ... TA Y NaN NaN NaN WD Normal Gilbert VinylSd VinylSd
1457 20 85.0 13175 6 6 1978 1988 119.0 790 163 ... TA Y NaN MnPrv NaN WD Normal NWAmes Plywood Plywood
1458 70 66.0 9042 7 9 1941 2006 0.0 275 0 ... TA Y NaN GdPrv Shed WD Normal Crawfor CemntBd CmentBd
1459 20 68.0 9717 5 6 1950 1996 0.0 49 1029 ... TA Y NaN NaN NaN WD Normal NAmes MetalSd MetalSd
1460 20 75.0 9937 5 6 1965 1965 0.0 830 290 ... TA Y NaN NaN NaN WD Normal Edwards HdBoard HdBoard

1460 rows × 79 columns

### Training ##### create train valid dataframes for quick preprocessing and training ``` %%time # create train, valid split to evaulate model on valid dataset X_train, X_valid, y_train, y_valid = tmlt.dfl.create_train_valid(valid_size=0.2) ``` CPU times: user 4.67 ms, sys: 1.66 ms, total: 6.34 ms Wall time: 4.95 ms ``` print(X_train.shape) print(y_train.shape) print(X_valid.shape) print(y_valid.shape) ``` (1168, 79) (1168,) (292, 79) (292,) ``` # X_train.columns.to_list() ``` ##### Now PreProcess X_train, X_valid NOTE: Preprocessing gives back numpy arrays for pandas dataframe ``` %%time X_train_np, X_valid_np = tmlt.pp_fit_transform(X_train, X_valid) ``` CPU times: user 29.8 ms, sys: 2.95 ms, total: 32.8 ms Wall time: 31.9 ms ``` print(type(X_train_np)) print(X_train_np.shape) # print(X_train_np) print(type(X_valid_np)) print(X_valid_np.shape) # print(X_valid_np) print(type(y_valid)) print(type(y_train)) ``` (1168, 302) (292, 302) #### Training ##### Create a base xgb classifier model with your best guess params ``` xgb_params = { 'learning_rate':0.1, 'use_label_encoder':False, 'eval_metric':'rmse', 'random_state':42, # for GPU # 'tree_method': 'gpu_hist', # 'predictor': 'gpu_predictor', } # create xgb ml model xgb_model = XGBRegressor(**xgb_params) ``` ``` %%time # Now do model training xgb_model.fit(X_train_np, y_train, verbose=False, #detect & avoid overfitting eval_set=[(X_train_np, y_train), (X_valid_np, y_valid)], eval_metric="mae", early_stopping_rounds=300 ) #predict preds = xgb_model.predict(X_valid_np) print('X_valid MAE:', mean_absolute_error(y_valid, preds)) ``` X_valid MAE: 15915.75480254709 CPU times: user 4.48 s, sys: 158 ms, total: 4.64 s Wall time: 778 ms In background `prepare_data` method loads your input data into Pandas DataFrame, seprates X(features) and y(target), preprocess all numerical and categorical type data found in these DataFrames using scikit-learn pipelines. Then it bundle preprocessor and data return a TMLT object, this class instance has dataframeloader, preprocessor instances. The `create_train_valid` method use valid_size to split X(features) into X_train, y_train, X_valid and y_valid DataFrames, so you can call fit methods on X_train and y_train and predict methods on X_valid or X_test. Please check detail documentation and source code for more details. *NOTE: If you want to customize data and preprocessing steps you can do so by using `DataFrameLoader` and `PreProessor` classes. Check detail documentations for these classes for more options.* #### To see more clear picture of model performance, Let's do a quick Cross Validation on our Pipeline ##### Make sure to PreProcess the data ``` %%time X_np, X_test_np = tmlt.pp_fit_transform(tmlt.dfl.X, tmlt.dfl.X_test) y_np = tmlt.dfl.y ``` CPU times: user 323 ms, sys: 37.8 ms, total: 361 ms Wall time: 65.9 ms ``` %%time # Now do cross_validation scores = tmlt.do_cross_validation(X_np, y_np, xgb_model, scoring='neg_mean_absolute_error', cv=5) print("scores:", scores) print("Average MAE score:", scores.mean()) ``` scores: [15733.51983893 16386.18366064 16648.82777718 14571.39875856 17295.16245719] Average MAE score: 16127.018498501711 CPU times: user 190 ms, sys: 101 ms, total: 291 ms Wall time: 5.01 s *MAE did came out slightly bad with cross validation* *Let's see if we can improve our cross validation score with hyperparams tunning* **We are using optuna based hyperparameter search here!** **TMLT has inbuilt xgb optuna optimization helper method!** ``` # **Just make sure to supply an output directory path so hyperparameter search is saved** study = tmlt.do_xgb_optuna_optimization(optuna_db_path=OUTPUT_PATH, opt_timeout=60) print(study.best_trial) ``` 2021-12-09 21:33:36,363 INFO Optimization Direction is: minimize [I 2021-12-09 21:33:36,451] Using an existing study with name 'tmlt_autoxgb' instead of creating a new one. 2021-12-09 21:33:36,726 INFO Training Started! [21:33:36] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds, eval_set } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:34:11,305 INFO Training Ended! 2021-12-09 21:34:11,344 INFO mean_absolute_error: 14927.047182684075 2021-12-09 21:34:11,345 INFO mean_squared_error: 808477254.3879791 [I 2021-12-09 21:34:11,408] Trial 26 finished with value: 808477254.3879791 and parameters: {'learning_rate': 0.021675111991183195, 'n_estimators': 7000, 'reg_lambda': 8.715919175070972e-05, 'reg_alpha': 1.879676344414822e-07, 'subsample': 0.4092274050958187, 'colsample_bytree': 0.7122518032823463, 'max_depth': 8, 'early_stopping_rounds': 284, 'tree_method': 'exact', 'booster': 'gbtree', 'gamma': 0.03865572813384841, 'grow_policy': 'depthwise'}. Best is trial 0 with value: 607032267.1056623. 2021-12-09 21:34:11,680 INFO Training Started! [21:34:11] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds, eval_set } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:34:40,866 INFO Training Ended! 2021-12-09 21:34:40,905 INFO mean_absolute_error: 15264.263217037671 2021-12-09 21:34:40,905 INFO mean_squared_error: 654883443.0486244 [I 2021-12-09 21:34:40,956] Trial 27 finished with value: 654883443.0486244 and parameters: {'learning_rate': 0.04965238838358245, 'n_estimators': 20000, 'reg_lambda': 0.6817845210980734, 'reg_alpha': 0.00017829240858671677, 'subsample': 0.7881206302407813, 'colsample_bytree': 0.5948264911895165, 'max_depth': 3, 'early_stopping_rounds': 359, 'tree_method': 'hist', 'booster': 'gbtree', 'gamma': 0.0008403183968780732, 'grow_policy': 'lossguide'}. Best is trial 0 with value: 607032267.1056623. FrozenTrial(number=0, values=[607032267.1056623], datetime_start=datetime.datetime(2021, 12, 6, 20, 42, 39, 63725), datetime_complete=datetime.datetime(2021, 12, 6, 20, 42, 55, 16274), params={'booster': 'gbtree', 'colsample_bytree': 0.8467533640596729, 'early_stopping_rounds': 156, 'gamma': 0.048829460890126776, 'grow_policy': 'lossguide', 'learning_rate': 0.14978041444389834, 'max_depth': 4, 'n_estimators': 7000, 'reg_alpha': 4.069576449804004e-05, 'reg_lambda': 0.00014406316350951595, 'subsample': 0.4839769602908782, 'tree_method': 'hist'}, distributions={'booster': CategoricalDistribution(choices=('gbtree', 'gblinear')), 'colsample_bytree': UniformDistribution(high=1.0, low=0.1), 'early_stopping_rounds': IntUniformDistribution(high=500, low=100, step=1), 'gamma': LogUniformDistribution(high=1.0, low=1e-08), 'grow_policy': CategoricalDistribution(choices=('depthwise', 'lossguide')), 'learning_rate': LogUniformDistribution(high=0.25, low=0.01), 'max_depth': IntUniformDistribution(high=9, low=1, step=1), 'n_estimators': CategoricalDistribution(choices=(7000, 15000, 20000)), 'reg_alpha': LogUniformDistribution(high=100.0, low=1e-08), 'reg_lambda': LogUniformDistribution(high=100.0, low=1e-08), 'subsample': UniformDistribution(high=1.0, low=0.1), 'tree_method': CategoricalDistribution(choices=('exact', 'approx', 'hist'))}, user_attrs={}, system_attrs={}, intermediate_values={}, trial_id=1, state=TrialState.COMPLETE, value=None) #### Let's use our newly found best params to update the model on sklearn pipeline ``` xgb_params.update(study.best_trial.params) print("xgb_params", xgb_params) updated_xgb_model = XGBRegressor(**xgb_params) ``` xgb_params {'learning_rate': 0.14978041444389834, 'use_label_encoder': False, 'eval_metric': 'rmse', 'random_state': 42, 'booster': 'gbtree', 'colsample_bytree': 0.8467533640596729, 'early_stopping_rounds': 156, 'gamma': 0.048829460890126776, 'grow_policy': 'lossguide', 'max_depth': 4, 'n_estimators': 7000, 'reg_alpha': 4.069576449804004e-05, 'reg_lambda': 0.00014406316350951595, 'subsample': 0.4839769602908782, 'tree_method': 'hist'} #### Now, Let's use 5 K-Fold Training on this Updated XGB model with best params found from Optuna search ``` # # k-fold training # xgb_model_metrics_score, xgb_model_test_preds = tmlt.do_kfold_training(X_np, y_np, n_splits=5, model=xgb_model, test_preds_metric=mean_absolute_error) ``` ``` %%time # k-fold training xgb_model_metrics_score, xgb_model_test_preds = tmlt.do_kfold_training(X_np, y_np, X_test=X_test_np, n_splits=5, model=updated_xgb_model) ``` 2021-12-09 21:34:40,989 INFO model class: /Users/pankajmathur/anaconda3/envs/nbdev_env/lib/python3.9/site-packages/sklearn/model_selection/_split.py:676: UserWarning: The least populated class in y has only 1 members, which is less than n_splits=5. warnings.warn( 2021-12-09 21:34:41,000 INFO Training Started! [21:34:41] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:34:58,839 INFO Training Finished! 2021-12-09 21:34:58,840 INFO Predicting Val Score! 2021-12-09 21:34:58,848 INFO fold: 1 mean_absolute_error : 20715.247458261987 2021-12-09 21:34:58,848 INFO fold: 1 mean_squared_error : 2957095332.886548 2021-12-09 21:34:58,849 INFO Predicting Test Scores! 2021-12-09 21:34:58,875 INFO Training Started! [21:34:58] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:35:17,029 INFO Training Finished! 2021-12-09 21:35:17,030 INFO Predicting Val Score! 2021-12-09 21:35:17,040 INFO fold: 2 mean_absolute_error : 16294.310145547945 2021-12-09 21:35:17,040 INFO fold: 2 mean_squared_error : 830363243.5137496 2021-12-09 21:35:17,041 INFO Predicting Test Scores! 2021-12-09 21:35:17,071 INFO Training Started! [21:35:17] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:35:34,190 INFO Training Finished! 2021-12-09 21:35:34,191 INFO Predicting Val Score! 2021-12-09 21:35:34,199 INFO fold: 3 mean_absolute_error : 16816.43455693493 2021-12-09 21:35:34,200 INFO fold: 3 mean_squared_error : 710149427.4676694 2021-12-09 21:35:34,200 INFO Predicting Test Scores! 2021-12-09 21:35:34,230 INFO Training Started! [21:35:34] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:35:51,177 INFO Training Finished! 2021-12-09 21:35:51,177 INFO Predicting Val Score! 2021-12-09 21:35:51,185 INFO fold: 4 mean_absolute_error : 15824.842572773972 2021-12-09 21:35:51,186 INFO fold: 4 mean_squared_error : 523051432.0483315 2021-12-09 21:35:51,186 INFO Predicting Test Scores! 2021-12-09 21:35:51,218 INFO Training Started! [21:35:51] WARNING: /Users/travis/build/dmlc/xgboost/src/learner.cc:541: Parameters: { early_stopping_rounds } might not be used. This may not be accurate due to some parameters are only used in language bindings but passed down to XGBoost core. Or some parameters are not used but slip through this verification. Please open an issue if you find above cases. 2021-12-09 21:36:08,860 INFO Training Finished! 2021-12-09 21:36:08,861 INFO Predicting Val Score! 2021-12-09 21:36:08,869 INFO fold: 5 mean_absolute_error : 16750.133160316782 2021-12-09 21:36:08,870 INFO fold: 5 mean_squared_error : 843596693.0681775 2021-12-09 21:36:08,870 INFO Predicting Test Scores! 2021-12-09 21:36:08,901 INFO Mean Metrics Results from all Folds are: {'mean_absolute_error': 17280.193578767125, 'mean_squared_error': 1172851225.7968953} CPU times: user 10min 53s, sys: 4.01 s, total: 10min 57s Wall time: 1min 27s ``` # predict on test dataset if xgb_model_test_preds is not None: print(xgb_model_test_preds.shape) ``` (1459,) ##### You can even improve metrics score further by running Optuna search for longer time or rerunning the study, check documentation for more details ``` #fin ``` %prep %autosetup -n tabular-ml-toolkit-0.0.35 %build %py3_build %install %py3_install install -d -m755 %{buildroot}/%{_pkgdocdir} if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi pushd %{buildroot} if [ -d usr/lib ]; then find usr/lib -type f -printf "/%h/%f\n" >> filelist.lst fi if [ -d usr/lib64 ]; then find usr/lib64 -type f -printf "/%h/%f\n" >> filelist.lst fi if [ -d usr/bin ]; then find usr/bin -type f -printf "/%h/%f\n" >> filelist.lst fi if [ -d usr/sbin ]; then find usr/sbin -type f -printf "/%h/%f\n" >> filelist.lst fi touch doclist.lst if [ -d usr/share/man ]; then find usr/share/man -type f -printf "/%h/%f.gz\n" >> doclist.lst fi popd mv %{buildroot}/filelist.lst . mv %{buildroot}/doclist.lst . %files -n python3-tabular-ml-toolkit -f filelist.lst %dir %{python3_sitelib}/* %files help -f doclist.lst %{_docdir}/* %changelog * Fri May 05 2023 Python_Bot - 0.0.35-1 - Package Spec generated