updating week 45
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@@ -6,15 +6,17 @@ DATE: today
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===== Overview of week 45 =====
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* Thursday: Boosting methods, froma AdaBoost to Gradient boosting
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* Friday: Gradient boosting and discussion of Decision trees and ensemble methods
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* Friday: Gradient boosting and discussion of Decision trees and ensemble methods. Wrapping up trees and start discussing Support Vector Machines
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!bblock Videos
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o "Video on Decision trees":"https://www.youtube.com/watch?v=RmajweUFKvM&ab_channel=Simplilearn"
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o "Video on boosting methods by Hastie":"https://www.youtube.com/watch?v=wPqtzj5VZus&ab_channel=H2O.ai".
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o "Video on AdaBoost":"https://www.youtube.com/watch?v=LsK-xG1cLYA"
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o "Video on Gradient boost, part 1, parts 2-4 follows":"https://www.youtube.com/watch?v=3CC4N4z3GJc"
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!eblock
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!bblock Reading
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o Add material about AdaBoost and Gradient boosting
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o "Hastie et al, chapter 10.1-10.10":"https://github.com/CompPhysics/MachineLearning/blob/master/doc/Textbooks/elementsstat.pdf"
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!eblock
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@@ -22,25 +24,27 @@ o Add material about AdaBoost and Gradient boosting
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===== Brief code reminder from last wekk =====
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!bc pycod
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%matplotlib inline
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# Common imports
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from IPython.display import Image
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from pydot import graph_from_dot_data
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import pandas as pd
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import numpy as np
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import matplotlib.pyplot as plt
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from sklearn.tree import DecisionTreeClassifier
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from sklearn.tree import DecisionTreeRegressor
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from sklearn.model_selection import train_test_split
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from sklearn.tree import export_graphviz
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from sklearn.preprocessing import StandardScaler, OneHotEncoder
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from sklearn.compose import ColumnTransformer
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from IPython.display import Image
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from pydot import graph_from_dot_data
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from sklearn.datasets import load_breast_cancer
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from sklearn.svm import SVC
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from sklearn.linear_model import LogisticRegression
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from sklearn.ensemble import BaggingClassifier
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from sklearn.ensemble import RandomForestClassifier
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from sklearn.preprocessing import LabelEncoder
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from sklearn.model_selection import cross_validate
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import scikitplot as skplt
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from sklearn.preprocessing import StandardScaler
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import os
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# Where to save the figures and data files
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@@ -73,37 +77,31 @@ X_train, X_test, y_train, y_test = train_test_split(cancer.data,cancer.target,ra
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print(X_train.shape)
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print(X_test.shape)
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#Scale the data
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from sklearn.preprocessing import StandardScaler
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scaler = StandardScaler()
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scaler.fit(X_train)
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X_train_scaled = scaler.transform(X_train)
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X_test_scaled = scaler.transform(X_test)
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#define methods
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# Logistic Regression
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logreg = LogisticRegression(solver='lbfgs')
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logreg.fit(X_train_scaled, y_train)
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print("Test set accuracy Logistic Regression with scaled data: {:.2f}".format(logreg.score(X_test_scaled,y_test)))
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# Support Vector Machine
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svm.fit(X_train_scaled, y_train)
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print("Test set accuracy SVM with scaled data: {:.2f}".format(logreg.score(X_test_scaled,y_test)))
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# Decision Trees
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deep_tree_clf = DecisionTreeClassifier(max_depth=None)
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deep_tree_clf.fit(X_train_scaled, y_train)
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print("Test set accuracy with Decision Trees and scaled data: {:.2f}".format(deep_tree_clf.score(X_test_scaled,y_test)))
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from sklearn.ensemble import RandomForestClassifier
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from sklearn.preprocessing import LabelEncoder
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from sklearn.model_selection import cross_validate
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# Data set not specificied
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# Support Vector Machine
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svm = SVC(gamma='auto', C=100)
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svm.fit(X_train_scaled, y_train)
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print("Test set accuracy SVM with scaled data: {:.2f}".format(logreg.score(X_test_scaled,y_test)))
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# Random forests
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#Instantiate the model with 500 trees and entropy as splitting criteria
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Random_Forest_model = RandomForestClassifier(n_estimators=500,criterion="entropy")
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Random_Forest_model.fit(X_train_scaled, y_train)
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#Cross validation
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accuracy = cross_validate(Random_Forest_model,X_test_scaled,y_test,cv=10)['test_score']
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print(accuracy)
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print("Test set accuracy with Random Forests and scaled data: {:.2f}".format(Random_Forest_model.score(X_test_scaled,y_test)))
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import scikitplot as skplt
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y_pred = Random_Forest_model.predict(X_test_scaled)
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skplt.metrics.plot_confusion_matrix(y_test, y_pred, normalize=True)
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plt.show()
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@@ -112,7 +110,6 @@ skplt.metrics.plot_roc(y_test, y_probas)
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plt.show()
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skplt.metrics.plot_cumulative_gain(y_test, y_probas)
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plt.show()
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!ec
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