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n_trials = 10000 | |
n_candidates = 100 | |
max_burn = int(0.66 * n_candidates) | |
for T in range(1, max_burn, 5): | |
global_maxes = [] | |
diff_from_max = [] | |
time_taken = [] | |
final_choices = [] | |
for i in range(n_trials): | |
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exper = setup( | |
data = bike_yes, | |
categorical_features = ["Seasons", "Holiday"], | |
silent = True, | |
ordinal_features = {"Hour": sorted_hours}, | |
ignore_features = ["Functioning Day","Date"], | |
target = 'Rented Bike Count', | |
use_gpu = True, | |
data_split_shuffle = False, | |
fold_strategy = "timeseries", |
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acts = ["jogging","standing","downstairs","upstairs","walkfast","walkmod","walkslow","lying","sitting"] | |
def create_windows(subjects): | |
length = 100 | |
stride = 50 | |
sample = 10 | |
framelist = [] | |
targetlist = [] | |
global acts | |
for act in acts: | |
for f in glob.glob(subjects + act): |
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from pycaret.datasets import get_data | |
from pycaret.classification import * | |
report["Scores"] = np.round(report["Scores"], 3) | |
report.sort_values(by = "Scores", ascending = False, inplace = True) | |
#report.index | |
ga_feats = report.iloc[0]["Chosen Feats"] | |
ename = setup(data = D[used_feats], target = "DEATH_EVENT", | |
test_data = None, | |
fold_strategy = "stratifiedkfold", | |
fold_shuffle = True, |
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scores = [] | |
for i in range(len(report)): | |
myfeats = report.iloc[i,1] ; print(myfeats) | |
X = D[myfeats] ; y = y | |
clf = LogisticRegression(solver = "liblinear", C = 6, tol = 1) | |
#clf = RandomForestClassifier() | |
rskf = RepeatedStratifiedKFold(n_splits = 10, n_repeats = 100) | |
score = np.mean(cross_val_score(clf, X, y, cv = rskf, scoring = "roc_auc")) | |
scores.append(score) |
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from sklearn.feature_selection import * | |
feat_list = [] | |
all_scores = [] | |
for i in range(10): | |
np.random.seed(i) | |
sfm = SelectFromModel(estimator = clf, threshold=None, prefit=False, | |
norm_order=1, max_features = 12) | |
sfm.fit(D[allfeats], y) | |
modfeats = sfm.get_support() | |
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from sklearn.metrics import * | |
mcc = make_scorer(matthews_corrcoef) | |
estimator = LogisticRegression(solver = "liblinear", C = 6, tol = 1, fit_intercept = True) | |
from sklearn.model_selection import * | |
report = pd.DataFrame() | |
nofeats = [] | |
chosen_feats = [] | |
cvscore = [] | |
rkf = RepeatedStratifiedKFold(n_repeats = 2, n_splits = 10) |
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covariates = trainx; target = trainy | |
def lgb_trainer(num_leaves, learning_rate, | |
max_depth, n_estimators, | |
reg_lambda, | |
#alpha, | |
reg_alpha, | |
subsample): | |
lgb = LGBMRegressor(objective = "quantile", | |
alpha = .95, |
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def getWeights(d,lags): | |
# return the weights from the series expansion of the differencing operator | |
# for real orders d and up to lags coefficients | |
w=[1] | |
for k in range(1,lags): | |
w.append(-w[-1]*((d-k+1))/k) | |
w=np.array(w).reshape(-1,1) | |
return w | |
def plotWeights(dRange, lags, numberPlots): |
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