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justheuristic/gist:d70822a798418d9bc476

Created July 2, 2015 12:32
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gistfile1.txt
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Populating the interactive namespace from numpy and matplotlib\n"
]
}
],
"source": [
"%pylab inline\n",
"from time import time\n",
"import numpy as np\n",
"import matplotlib.pyplot as plt\n",
"import pandas\n",
"import h5py\n"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"from sklearn.externals import joblib\n",
"from sklearn.metrics import mean_squared_error\n",
"from sklearn.cross_validation import train_test_split"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Load the data. One fold for now"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"def save_as_h5(path_to_txt,output_name=\"mslr\"):\n",
" \n",
" print \"opening \"+path_to_txt\n",
" f = open(path_to_txt)\n",
" labels = []\n",
" features = []\n",
" print \"extracting...\"\n",
" for line in f:\n",
" line = line[:line.find('#') - 1]#удалить комменты из конца линии\n",
" ls = line.split()\n",
" labels.append(int(ls[0]))\n",
" features.append([float(x[x.find(':') + 1:]) for x in ls[1:]])\n",
" f.close()\n",
" print \"converting...\"\n",
" labels = np.asarray(labels, dtype=np.int32)\n",
" features = np.asarray(features)\n",
" query = features[:, 0].astype(int)\n",
" features = features[:, 1:]\n",
" print \"saving...\"\n",
" h5f = h5py.File(output_name, 'w')\n",
" h5f.create_dataset('qids', data=query)\n",
" h5f.create_dataset('labels', data=labels)\n",
" h5f.create_dataset('features', data=features)\n",
" h5f.close()\n",
" print \"done\"\n",
" return features,query,labels"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"def load_h5(name):\n",
" print \"reading from\",name\n",
" h5f = h5py.File(name,'r')\n",
" labels = h5f['labels'][:]\n",
" qids = h5f['qids'][:]\n",
" features = h5f['features'][:]\n",
" h5f.close()\n",
" print \"done\"\n",
" return features,qids,labels"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"opening MQ2007/Fold1/train.txt\n",
"extracting...\n",
"converting...\n",
"saving...\n",
"done\n",
"opening MQ2007/Fold1/test.txt\n",
"extracting...\n",
"converting...\n",
"saving...\n",
"done\n",
"opening MQ2007/Fold1/vali.txt\n",
"extracting...\n",
"converting...\n",
"saving...\n",
"done\n",
"Wall time: 3.93 s\n"
]
}
],
"source": [
"%%time\n",
"##warning! this can take a long time. no need to rerun that code if u have CSV files created once.\n",
"save_as_h5(\"MQ2007/Fold1/train.txt\",\"mq2007_train\")\n",
"save_as_h5(\"MQ2007/Fold1/test.txt\",\"mq2007_test\")\n",
"save_as_h5(\"MQ2007/Fold1/vali.txt\",\"mq2007_vali\")\n",
"#print \"converted that\""
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"reading from mq2007_train\n",
"done\n",
"reading from mq2007_vali\n",
"done\n"
]
}
],
"source": [
"Xtr,Qtr,Ytr = load_h5(\"mq2007_train\")#smallest one 4 speed purpose\n",
"Xts,Qts,Yts = load_h5(\"mq2007_vali\")"
]
},
{
"cell_type": "code",
"execution_count": 7,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"train: (42158L, 46L) qids: 1017\n",
"test: (13813L, 46L) qids: 339\n",
"qid intersection: 0 (must be 0)\n"
]
}
],
"source": [
"print \"train: \",Xtr.shape,\"qids:\",len(set(Qtr))\n",
"print \"test: \",Xts.shape,\"qids:\",len(set(Qts))\n",
"print \"qid intersection:\",len(set.intersection(set(Qtr),set(Qts))),\"(must be 0)\""
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Metrics & scoring"
]
},
{
"cell_type": "code",
"execution_count": 8,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"from metrics import roc_auc_score, mean_ndcg #def mean_ndcg(y_true, y_pred, query_ids, rank=None)"
]
},
{
"cell_type": "code",
"execution_count": 9,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"def score(model, X, Y, qid):\n",
" Ypred = model.predict(X)\n",
"\n",
" print \"NDCG5 :\", mean_ndcg(Y, Ypred, qid, rank=5)\n",
" print \"NDCG10 :\", mean_ndcg(Y, Ypred, qid, rank=10)\n",
" print \"NDCGfull:\", mean_ndcg(Y, Ypred, qid, rank=None)\n",
" print \"rank AUC:\", roc_auc_score(Y, Ypred)\n",
" \n",
" print \"MSE :\", mean_squared_error(Y,Ypred)"
]
},
{
"cell_type": "code",
"execution_count": 10,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"def learning_curve_ndcg(model, X, y, qid, rank=10):\n",
" \"\"\"stolen from some GIT repo\"\"\"\n",
" max_n_trees = len(model.estimators_)\n",
" scores = []\n",
" \n",
" if hasattr(model, 'staged_predict'):\n",
" #for boosting ensembles\n",
" n_trees = np.arange(max_n_trees) + 1\n",
" for y_predicted in model.staged_predict(X):\n",
" scores.append(mean_ndcg(y, y_predicted, qid, rank=10))\n",
" else:\n",
" y_predicted= np.zeros(len(y)).astype(float)\n",
" n_trees = np.arange(max_n_trees) + 1\n",
" \n",
" for i in xrange(max_n_trees):\n",
" y_predicted += model.estimators_[i].predict(X)\n",
" scores.append(mean_ndcg(y, y_predicted, qid, rank=rank))\n",
" \n",
" plt.plot(n_trees, scores)\n",
" plt.xlabel(\"Number of trees\")\n",
" plt.ylabel(\"NDCG-\"+ str(rank))\n",
" _ = plt.title(\"NDCG learning curve\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Model training & evaluation"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Random Forest (mse)"
]
},
{
"cell_type": "code",
"execution_count": 11,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Wall time: 1min 49s\n"
]
}
],
"source": [
"%%time\n",
"from sklearn.ensemble import RandomForestRegressor\n",
"rfr = RandomForestRegressor(n_estimators=300, min_samples_split=5, random_state=1, n_jobs=-1)\n",
"rfr.fit(Xtr, Ytr)#only 2 cores and the unlimited tree growth. Don't take it for a benchmark time"
]
},
{
"cell_type": "code",
"execution_count": 12,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"train:\n",
"NDCG5 : 0.854486132106\n",
"NDCG10 : 0.854737617893\n",
"NDCGfull: 0.854734843908\n",
"rank AUC: 0.999791041674\n",
"MSE : 0.0425252525027\n",
"test\n",
"NDCG5 : 0.416685583502\n",
"NDCG10 : 0.444312479701\n",
"NDCGfull: 0.610025074284\n",
"rank AUC: 0.667734621756\n",
"MSE : 0.306501984652\n",
"Wall time: 1.74 s\n"
]
}
],
"source": [
"%%time\n",
"print \"train:\"\n",
"score(rfr,Xtr,Ytr,Qtr)\n",
"print \"test\"\n",
"score(rfr,Xts,Yts,Qts)"
]
},
{
"cell_type": "code",
"execution_count": 13,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Wall time: 9.08 s\n"
]
},
{
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"hT8XXtGsQiUAAAAASUVORK5CYII=\n"
],
"text/plain": [
"<matplotlib.figure.Figure at 0x2278ba8>"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"%%time\n",
"learning_curve_ndcg(rfr,Xts,Yts,Qts,rank = 10)"
]
},
{
"cell_type": "raw",
"metadata": {},
"source": [
"Gradient Boost (mse)"
]
},
{
"cell_type": "code",
"execution_count": 14,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Wall time: 1min 39s\n"
]
}
],
"source": [
"%%time\n",
"from sklearn.ensemble import GradientBoostingRegressor\n",
"gb = GradientBoostingRegressor(learning_rate=0.07 ,loss='ls',n_estimators=150, max_depth=6,\n",
" verbose=0, subsample=0.5, random_state=42)#verbose >= 2 to show OOB scores\n",
"gb.fit(Xtr, Ytr)\n"
]
},
{
"cell_type": "code",
"execution_count": 15,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"train:\n",
"NDCG5 : 0.622219101762\n",
"NDCG10 : 0.631239990375\n",
"NDCGfull: 0.716050528964\n",
"rank AUC: 0.859756636547\n",
"MSE : 0.200612338366\n",
"test\n",
"NDCG5 : 0.423640126452\n",
"NDCG10 : 0.451001178021\n",
"NDCGfull: 0.61496848539\n",
"rank AUC: 0.686001882485\n",
"MSE : 0.300900600008\n",
"Wall time: 1.42 s\n"
]
}
],
"source": [
"%%time\n",
"print \"train:\"\n",
"score(gb,Xtr,Ytr,Qtr)\n",
"print \"test\"\n",
"score(gb,Xts,Yts,Qts)"
]
},
{
"cell_type": "code",
"execution_count": 16,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Wall time: 3.83 s\n"
]
},
{
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],
"text/plain": [
"<matplotlib.figure.Figure at 0x1fb93fd0>"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"%%time\n",
"learning_curve_ndcg(gb,Xts,Yts,Qts,rank = 10)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# LambdaMart (ndcg)"
]
},
{
"cell_type": "code",
"execution_count": 17,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Wall time: 2min 44s\n"
]
}
],
"source": [
"%%time\n",
"from lambdamart import LambdaMART\n",
"\n",
"lmart= LambdaMART(n_estimators=150, max_depth=6,\n",
" learning_rate=0.1, max_rank=70,gain = \"exponential\")\n",
"lmart.fit(Xtr,Ytr,Q=Qtr)"
]
},
{
"cell_type": "code",
"execution_count": 18,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"train:\n",
"NDCG5 : 0.656670577472\n",
"NDCG10 : 0.642952406323\n",
"NDCGfull: 0.744143185806\n",
"rank AUC: 0.744558304194\n",
"MSE : 3.02827923988\n",
"test\n",
"NDCG5 : 0.440132596805\n",
"NDCG10 : 0.465539559628\n",
"NDCGfull: 0.62078060222\n",
"rank AUC: 0.669451820022\n",
"MSE : 3.07903462698\n",
"Wall time: 1.39 s\n"
]
}
],
"source": [
"%%time\n",
"print \"train:\"\n",
"score(lmart,Xtr,Ytr,Qtr)\n",
"print \"test\"\n",
"score(lmart,Xts,Yts,Qts)"
]
},
{
"cell_type": "code",
"execution_count": 19,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Wall time: 3.61 s\n"
]
},
{
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],
"text/plain": [
"<matplotlib.figure.Figure at 0x18f38160>"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"%%time\n",
"learning_curve_ndcg(lmart,Xts,Yts,Qts,rank = 10)"
]
},
{
"cell_type": "raw",
"metadata": {},
"source": [
"Rankboost (https://github.com/pcoving/KDDCup/blob/master/rankboost.py) (i still had to rewrite it's every row to generalize for non-binary labels >.<)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Bagged GBDT (mse)"
]
},
{
"cell_type": "code",
"execution_count": 20,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Wall time: 4min 58s\n"
]
}
],
"source": [
"%%time\n",
"from sklearn.ensemble import BaggingRegressor\n",
"from sklearn.ensemble import GradientBoostingRegressor\n",
"gb = GradientBoostingRegressor(learning_rate=0.07,loss='ls',n_estimators=150, max_depth=6,\n",
" verbose=0, subsample=0.5, random_state=42)#verbose >= 2 to show OOB scores\n",
"bgb = BaggingRegressor(base_estimator=gb,n_estimators=20,n_jobs =-1)\n",
"bgb.fit(Xtr, Ytr)"
]
},
{
"cell_type": "code",
"execution_count": 21,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"train:\n",
"NDCG5 : 0.623411063564\n",
"NDCG10 : 0.635237965074\n",
"NDCGfull: 0.717247745893\n",
"rank AUC: 0.862129523249\n",
"MSE : 0.205863214194\n",
"test\n",
"NDCG5 : 0.429412974477\n",
"NDCG10 : 0.450869595443\n",
"NDCGfull: 0.615697764277\n",
"rank AUC: 0.688853586809\n",
"MSE : 0.298666700252\n",
"Wall time: 8.51 s\n"
]
}
],
"source": [
"%%time\n",
"print \"train:\"\n",
"score(bgb,Xtr,Ytr,Qtr)\n",
"print \"test\"\n",
"score(bgb,Xts,Yts,Qts)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## bagged lmart (nDCG)"
]
},
{
"cell_type": "code",
"execution_count": 22,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Wall time: 11min 13s\n"
]
}
],
"source": [
"%%time\n",
"from lambdamart import LambdaMART\n",
"from bagged_ranking import BaggingRanker\n",
"lmart= LambdaMART(n_estimators=300, max_depth=6,\n",
" learning_rate=0.1, max_rank=70,gain = \"exponential\")\n",
"blmart = BaggingRanker(base_estimator=lmart,n_estimators=20,sample_whole_queries=True,bootstrap=True,n_jobs =-1,max_samples=0.5)\n",
"\n",
"blmart.fit(Xtr,Ytr,Q = Qtr)"
]
},
{
"cell_type": "code",
"execution_count": 23,
"metadata": {
"collapsed": false
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"train:\n",
"NDCG5 : 0.678088860615\n",
"NDCG10 : 0.679372633344\n",
"NDCGfull: 0.754030990159\n",
"rank AUC: 0.770624897976\n",
"MSE : 6.57344072249\n",
"test\n",
"NDCG5 : 0.450452072955\n",
"NDCG10 : 0.474425010971\n",
"NDCGfull: 0.628480854425\n",
"rank AUC: 0.676613232001\n",
"MSE : 6.58436274244\n",
"Wall time: 11.5 s\n"
]
}
],
"source": [
"%%time\n",
"print \"train:\"\n",
"score(blmart,Xtr,Ytr,Qtr)\n",
"print \"test\"\n",
"score(blmart,Xts,Yts,Qts)"
]
},
{
"cell_type": "code",
"execution_count": 24,
"metadata": {
"collapsed": false
},
"outputs": [
{
"ename": "IOError",
"evalue": "[Errno 2] No such file or directory: 'dumps/20x300 ndcg-50 bag-whole-querries.pkl'",
"output_type": "error",
"traceback": [
"\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[1;31mIOError\u001b[0m Traceback (most recent call last)",
"\u001b[1;32m<ipython-input-24-70607b82d02d>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m()\u001b[0m\n\u001b[0;32m 1\u001b[0m \u001b[1;32mfrom\u001b[0m \u001b[0msklearn\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mexternals\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mjoblib\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 2\u001b[1;33m \u001b[0mjoblib\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mdump\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mblmart\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;34m'dumps/20x300 ndcg-50 bag-whole-querries.pkl'\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m",
"\u001b[1;32mC:\\Anaconda\\lib\\site-packages\\sklearn\\externals\\joblib\\numpy_pickle.pyc\u001b[0m in \u001b[0;36mdump\u001b[1;34m(value, filename, compress, cache_size)\u001b[0m\n\u001b[0;32m 366\u001b[0m \u001b[1;32mtry\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 367\u001b[0m pickler = NumpyPickler(filename, compress=compress,\n\u001b[1;32m--> 368\u001b[1;33m cache_size=cache_size)\n\u001b[0m\u001b[0;32m 369\u001b[0m \u001b[0mpickler\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mdump\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mvalue\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 370\u001b[0m \u001b[0mpickler\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mclose\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
"\u001b[1;32mC:\\Anaconda\\lib\\site-packages\\sklearn\\externals\\joblib\\numpy_pickle.pyc\u001b[0m in \u001b[0;36m__init__\u001b[1;34m(self, filename, compress, cache_size)\u001b[0m\n\u001b[0;32m 186\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mcompress\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mcompress\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 187\u001b[0m \u001b[1;32mif\u001b[0m \u001b[1;32mnot\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mcompress\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m--> 188\u001b[1;33m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mfile\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mopen\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mfilename\u001b[0m\u001b[1;33m,\u001b[0m \u001b[1;34m'wb'\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m 189\u001b[0m \u001b[1;32melse\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m 190\u001b[0m \u001b[0mself\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mfile\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mBytesIO\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
"\u001b[1;31mIOError\u001b[0m: [Errno 2] No such file or directory: 'dumps/20x300 ndcg-50 bag-whole-querries.pkl'"
]
}
],
"source": [
"from sklearn.externals import joblib\n",
"joblib.dump(blmart, 'dumps/20x300 ndcg-50 bag-whole-querries.pkl') "
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 2",
"language": "python",
"name": "python2"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 2
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython2",
"version": "2.7.9"
}
},
"nbformat": 4,
"nbformat_minor": 0
}
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