From 2f27b516a0dec4df2c5db35449826fee787336c8 Mon Sep 17 00:00:00 2001
From: Toren Lev Fronsdal <toren@stanford.edu>
Date: Tue, 16 Mar 2021 00:52:40 -0700
Subject: [PATCH] Add files
---
.DS_Store | Bin 0 -> 6148 bytes
GB_GridSearchCVModel.py | 197 +++++++
GB_Model.py | 77 +++
NN_GridSearchCVModel.py | 193 +++++++
NN_Model.py | 131 +++++
Sequential_NN_GridSearchCVModel.py | 327 +++++++++++
Sequential_NN_Model.py | 218 +++++++
baseline_model.py | 598 -------------------
input/.DS_Store | Bin 0 -> 6148 bytes
input/utilities/models.py | 900 +++++++++++++++++++++++++++++
input/utilities/preprocess.py | 45 ++
input/utilities/splitting.py | 79 +++
12 files changed, 2167 insertions(+), 598 deletions(-)
create mode 100644 .DS_Store
create mode 100644 GB_GridSearchCVModel.py
create mode 100644 GB_Model.py
create mode 100644 NN_GridSearchCVModel.py
create mode 100644 NN_Model.py
create mode 100644 Sequential_NN_GridSearchCVModel.py
create mode 100644 Sequential_NN_Model.py
delete mode 100644 baseline_model.py
create mode 100644 input/.DS_Store
create mode 100644 input/utilities/models.py
create mode 100644 input/utilities/preprocess.py
create mode 100644 input/utilities/splitting.py
diff --git a/.DS_Store b/.DS_Store
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diff --git a/GB_GridSearchCVModel.py b/GB_GridSearchCVModel.py
new file mode 100644
index 0000000..9c50411
--- /dev/null
+++ b/GB_GridSearchCVModel.py
@@ -0,0 +1,197 @@
+# %% [code]
+# standard library
+import os
+import sys
+
+# data packages
+import numpy as np
+import pandas as pd
+
+# lightgbm
+import lightgbm as lgb
+
+# parallelization
+from joblib import Parallel, delayed
+
+# custom tooling
+sys.path.append("../input/utilities")
+import models
+import splitting
+import preprocess
+
+########################
+### Global variables ###
+########################
+
+n_seeds = 1
+n_folds = 5
+
+# %% [code]
+import sklearn.base
+import sklearn.model_selection
+
+# Create modified grid search
+# This grid search is similar to that in `models.py` but it works with `OVRModels` and LightGBM.
+
+class GridSearch(sklearn.base.BaseEstimator):
+ """Custom analogue to sklearn's GridSearchCV with support for early stopping.
+ Parameters
+ ----------
+ model : obj
+ param_grid : dict of str to list
+ Dictionary mapping each parameter to a list of candidate values to be searched.
+ loss_fn : callable
+ A function or callable loss object with signature `loss_fn(y_pred, y_true)`.
+ Attributes
+ ----------
+ results_ : list of dict
+ List of dictionaries recording fold, parameters, and loss from the grid search.
+ results_df_ : pd.DataFrame
+ A dataframe wrapper around `self.results_`.
+ """
+
+ def __init__(self, model, param_grid, loss_fn):
+ self.model = model
+ self.param_grid = param_grid
+ self.loss_fn = loss_fn
+
+ def fit(self, X, y=None, splits=None, **fit_params):
+
+ """Split data into folds and train/evaluate parameter combinations on each fold.
+ Parameters
+ ----------
+ X : array-like, shape (n_samples, n_features)
+ The training features.
+ y : array-like, shape (n_samples, n_labels), optional
+ The training labels, if required.
+ splits : list of tuple
+ The fold splits to be used in training, in the form of a list of
+ `(idx_train, idx_test)` tuples.
+ **fit_params
+ Additional fit parameters to pass to the model.
+ Returns
+ -------
+ self : obj
+ Returns the estimator itself.
+ Notes
+ -----
+ This estimator does not save the trained models or implement a `best_model_`
+ attribute or `predict` method. It is intended only for obtaining optimal
+ parameter combos, most easily accessed in the `results_df_` attribtue.
+ """
+
+ loss_fn = (
+ self.loss_fn if isinstance(self.loss_fn, dict) else {"loss": self.loss_fn}
+ )
+
+ # create parameter grid (result is list of parameter dicts)
+ pg = sklearn.model_selection.ParameterGrid(self.param_grid)
+
+ # we'll record results for every param combo and fold
+ self.results_ = []
+ for params in pg:
+ self.model.model = sklearn.base.clone(self.model.model).set_params(**params)
+ # use our custom CV implementation to pass oos fold as val set
+ cv = models.CVModel(model)
+ cv.fit(X=X, y=y, splits=splits, **fit_params)
+ # get oof error for every fold
+ for i, m in enumerate(cv.models_):
+ oof_indices = splits[i][1]
+ y_pred = m.predict(models._subset_rows(X, oof_indices))
+ y_true = models._subset_rows(y, oof_indices)
+ loss = {name: f(y_pred, y_true).item() for name, f in loss_fn.items()}
+ # extract the name for network class so output is more readable
+ params_copy = params.copy()
+ self.results_.append({"fold": i, **params_copy, **loss})
+
+ # add dataframe version to easily read results
+ self.results_df_ = pd.DataFrame(self.results_)
+
+ return self
+
+# %% [code]
+###################
+### Import Data ###
+###################
+
+X = pd.read_csv("../input/lish-moa/train_features.csv")
+y = pd.read_csv("../input/lish-moa/train_targets_scored.csv")
+drugs = pd.read_csv("../input/lish-moa/train_drug.csv")
+
+# %% [code]
+# Add drugs for k-fold splitting
+X = X.merge(drugs, on = 'sig_id', how = 'inner')
+
+# create k-fold splits
+groups = splitting.create_splitting_groups(
+ X,
+ strat_vars=["cp_dose", "cp_time"],
+ split_var="drug_id",
+ random_state=2021
+)
+
+splits = splitting.split_on_group(n_splits=n_folds, groups=groups, random_state=2021)
+
+X.drop('drug_id', axis=1, inplace=True)
+
+# %% [code]
+##########################
+### Data Preprocessing ###
+##########################
+
+transformer = preprocess.Preprocessor()
+transformer.fit(X)
+X = transformer.transform(X)
+y = y.drop(["sig_id"], axis = 1).values.astype("float32")
+
+# %% [code]
+# NOTE: need to specify params, but these are overwritten
+# by param_grid in grid search.
+lgb_params = {
+ "num_leaves": 10,
+ "learning_rate": 0.05,
+ "n_estimators": 100,
+ "objective": "binary",
+ "random_state": 2021
+}
+
+param_grid = {
+ "num_leaves": [10, 50, 1000],
+ "max_depth": [3, 4, 10],
+ "learning_rate": [0.01, 0.001],
+}
+
+# %% [code]
+def multi_log_loss(y_pred, y_true):
+ losses = -y_true * np.log(y_pred + 1e-15) - (1 - y_true) * np.log(1 - y_pred + 1e-15)
+ return np.mean(losses)
+
+# %% [code]
+model = models.OVRModel(lgb.LGBMClassifier(**lgb_params), n_jobs=-2)
+
+gs = GridSearch(
+ model=model,
+ param_grid=param_grid,
+ loss_fn=multi_log_loss
+)
+
+gs.fit(
+ X=X,
+ y=y,
+ splits=splits
+)
+
+# %% [code]
+# Get loss for each param combo
+df_results = gs.results_df_
+
+# Average over folds and seeds
+param_cols = [col for col in list(df_results.columns) if col not in ["fold", "seed", "loss"]]
+df_results_params = (
+ df_results
+ .groupby(param_cols, as_index=False)["loss"]
+ .mean()
+ .sort_values(by=["loss"]) # order by lowest to highest loss
+)
+
+df_results_params.head(10)
diff --git a/GB_Model.py b/GB_Model.py
new file mode 100644
index 0000000..39bdfb2
--- /dev/null
+++ b/GB_Model.py
@@ -0,0 +1,77 @@
+# %% [code]
+# standard library
+import os
+import sys
+
+# data packages
+import numpy as np
+import pandas as pd
+
+# lightgbm
+import lightgbm as lgb
+
+# parallelization
+from joblib import Parallel, delayed
+
+# custom tooling
+sys.path.append("../input/utilities")
+import models
+import splitting
+import preprocess
+
+# %% [code]
+###################
+### Import Data ###
+###################
+
+X = pd.read_csv("../input/lish-moa/train_features.csv")
+y = pd.read_csv("../input/lish-moa/train_targets_scored.csv")
+X_test = pd.read_csv("../input/lish-moa/test_features.csv")
+y_test = pd.read_csv("../input/test-targets/solution.csv")
+y_test = y_test[y_test['Usage'] == 'Public']
+# Remove 'Usage' column
+y_test.drop('Usage', axis=1, inplace=True)
+drugs = pd.read_csv("../input/lish-moa/train_drug.csv")
+
+# %% [code]
+##########################
+### Data Preprocessing ###
+##########################
+
+transformer = preprocess.Preprocessor()
+transformer.fit(X)
+X = transformer.transform(X)
+X_test = transformer.transform(X_test)
+y = y.drop(["sig_id"], axis = 1).values.astype("float32")
+y_test = y_test.drop(["sig_id"], axis = 1).values.astype("float32")
+
+# %% [code]
+lgb_params = {
+ "num_leaves": 50,
+ "max_depth": 4,
+ "learning_rate": 0.01,
+ "n_estimators": 100,
+ "min_child_weight": 0.02,
+ "objective": "binary",
+ "random_state": 2021
+}
+
+# %% [code]
+# fit 206 models (one for each label)
+model = models.OVRModel(lgb.LGBMClassifier(**lgb_params), n_jobs=-2)
+
+model.fit(X=pd.DataFrame(X), y=pd.DataFrame(y))
+
+# %% [code]
+preds = model.predict_proba(X)
+test_probs = model.predict_proba(X_test)
+
+# %% [code]
+def multi_log_loss(y_pred, y_true):
+ losses = -y_true * np.log(y_pred + 1e-15) - (1 - y_true) * np.log(1 - y_pred + 1e-15)
+ return np.mean(losses)
+
+print("Train loss: ", multi_log_loss(preds, y))
+print("Test loss: ", multi_log_loss(test_probs, y_test))
+
+pd.DataFrame(test_probs).to_csv("GB_test_probs.csv", index=False)
diff --git a/NN_GridSearchCVModel.py b/NN_GridSearchCVModel.py
new file mode 100644
index 0000000..6809a2b
--- /dev/null
+++ b/NN_GridSearchCVModel.py
@@ -0,0 +1,193 @@
+# %% [code]
+#######################
+### Library imports ###
+#######################
+
+# standard library
+import os
+import sys
+import pickle
+import copy
+
+# data packages
+import numpy as np
+import pandas as pd
+
+# pytorch
+import torch
+import torch.nn as nn
+
+import joblib
+import itertools
+
+# custom tooling
+sys.path.append("../input/utilities")
+import models
+import splitting
+import preprocess
+
+########################
+### Global variables ###
+########################
+label_smoothing = True
+smoothing = 0.001
+n_seeds = 1
+n_folds = 5
+device = ("cuda" if torch.cuda.is_available() else "cpu")
+os.environ["CUDA_LAUNCH_BLOCKING"] = "1"
+
+# %% [code]
+# creates nets for grid search
+def create_nets(n_input, n_output, nodes_list, dropout_list, batch_norm_list):
+ nets = []
+ for nodes, dropout, batch_norm in itertools.product(nodes_list, dropout_list, batch_norm_list):
+ if batch_norm:
+ net_obj = models.Sequential(
+ nn.Linear(n_input, nodes),
+ nn.BatchNorm1d(nodes),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(nodes, nodes),
+ nn.BatchNorm1d(nodes),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(nodes, n_output)
+ )
+ else:
+ net_obj = models.Sequential(
+ nn.Linear(n_input, nodes),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(nodes, nodes),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(nodes, n_output)
+ )
+ net_obj.name = f"Nodes: {nodes}, Dropout: {dropout}, Batch Norm: {batch_norm}"
+ nets.append(net_obj)
+
+ return nets
+
+# %% [code]
+###################
+### Import Data ###
+###################
+
+X = pd.read_csv("../input/lish-moa/train_features.csv")
+y = pd.read_csv("../input/lish-moa/train_targets_scored.csv")
+drugs = pd.read_csv("../input/lish-moa/train_drug.csv")
+
+# %% [code]
+# Add drugs for k-fold splitting
+X = X.merge(drugs, on = 'sig_id', how = 'inner')
+
+# create k-fold splits
+groups = splitting.create_splitting_groups(
+ X,
+ strat_vars=["cp_dose", "cp_time"],
+ split_var="drug_id",
+ random_state=2021
+)
+
+splits = splitting.split_on_group(n_splits=n_folds, groups=groups, random_state=2021)
+
+X.drop('drug_id', axis=1, inplace=True)
+
+# %% [code]
+##########################
+### Data Preprocessing ###
+##########################
+
+transformer = preprocess.Preprocessor()
+transformer.fit(X)
+X = transformer.transform(X)
+y = y.drop(["sig_id"], axis = 1).values.astype("float32")
+
+# %% [code]
+# Define network architecture
+
+n_input = X.shape[1]
+n_output = y.shape[1]
+# NOTE: need to specify params, but these are overwritten
+# by param_grid in grid search.
+hidden_units = 640
+dropout = 0.2
+
+net_obj = models.Sequential(
+ nn.Linear(n_input, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, n_output)
+)
+
+# %% [code]
+log_loss = nn.BCEWithLogitsLoss()
+smoothed_log_loss = models.SmoothCrossEntropyLoss(smoothing=smoothing, device=device)
+
+if label_smoothing:
+ loss = smoothed_log_loss
+else:
+ loss = log_loss
+
+# Initialize network
+# NOTE: need to specify params, but these are overwritten
+# by param_grid in grid search.
+net = models.Network(
+ net_obj=net_obj,
+ max_epochs=20,
+ batch_size=128,
+ device=device,
+ loss_fn=loss,
+ lr=0.01,
+ weight_decay=1e-6,
+ lr_scheduler="ReduceLROnPlateau"
+)
+
+seeds = range(2021, 2021 + n_seeds)
+
+param_grid = {
+ "net_obj": create_nets(
+ n_input=X.shape[1],
+ n_output=y.shape[1],
+ nodes_list=[128, 256, 512],
+ dropout_list=[0.0, 0.2, 0.3, 0.4],
+ batch_norm_list=[True, False]
+ ),
+ "seed": seeds,
+ "lr": [0.01, 0.001],
+ "weight_decay": [1e-4, 1e-5, 1e-6]
+}
+
+gs = models.GridSearch(
+ model=net,
+ param_grid=param_grid,
+ loss_fn=loss
+)
+
+gs.fit(
+ X=X,
+ y=y,
+ splits=splits,
+ eval_metric=[log_loss],
+ verbose=10
+)
+
+# %% [code]
+# Get loss for each param combo
+df_results = gs.results_df_
+
+# Average over folds and seeds
+param_cols = [col for col in list(df_results.columns) if col not in ["fold", "seed", "loss"]]
+df_results_params = (
+ df_results
+ .groupby(param_cols, as_index=False)["loss"]
+ .mean()
+ .sort_values(by=["loss"])
+)
+
+df_results_params.head(10)
diff --git a/NN_Model.py b/NN_Model.py
new file mode 100644
index 0000000..d5fac8c
--- /dev/null
+++ b/NN_Model.py
@@ -0,0 +1,131 @@
+# %% [code]
+#######################
+### Library imports ###
+#######################
+
+# standard library
+import os
+import sys
+import pickle
+import copy
+
+# data packages
+import numpy as np
+import pandas as pd
+
+# pytorch
+import torch
+import torch.nn as nn
+
+# sklearn
+import sklearn.metrics
+
+# custom tooling
+sys.path.append("../input/utilities")
+import models
+import splitting
+import preprocess
+
+########################
+### Global variables ###
+########################
+label_smoothing = True
+smoothing = 0.001
+device = ("cuda" if torch.cuda.is_available() else "cpu")
+os.environ["CUDA_LAUNCH_BLOCKING"] = "1"
+
+# %% [code]
+###################
+### Import Data ###
+###################
+
+train_drug = pd.read_csv("../input/lish-moa/train_drug.csv")
+X = pd.read_csv("../input/lish-moa/train_features.csv")
+y = pd.read_csv("../input/lish-moa/train_targets_scored.csv")
+X_test = pd.read_csv("../input/lish-moa/test_features.csv")
+y_test = pd.read_csv("../input/test-targets/solution.csv")
+y_test = y_test[y_test['Usage'] == 'Public']
+# Remove 'Usage' column
+y_test.drop('Usage', axis=1, inplace=True)
+drugs = pd.read_csv("../input/lish-moa/train_drug.csv")
+
+# %% [code]
+##########################
+### Data Preprocessing ###
+##########################
+
+transformer = preprocess.Preprocessor()
+transformer.fit(X)
+X = transformer.transform(X)
+X_test = transformer.transform(X_test)
+y = y.drop(["sig_id"], axis = 1).values.astype("float32")
+y_test = y_test.drop(["sig_id"], axis = 1).values.astype("float32")
+
+# %% [code]
+# Define network architecture
+
+n_input = X.shape[1]
+n_output = y.shape[1]
+hidden_units = 256
+dropout = 0.4
+
+net_obj = models.Sequential(
+ nn.Linear(n_input, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, n_output)
+)
+
+# %% [code]
+log_loss = nn.BCEWithLogitsLoss()
+smoothed_log_loss = models.SmoothCrossEntropyLoss(smoothing=smoothing, device=device)
+
+if label_smoothing:
+ loss = smoothed_log_loss
+else:
+ loss = log_loss
+
+# Initialize network
+net = models.Network(
+ net_obj=net_obj,
+ max_epochs=20,
+ batch_size=128,
+ device=device,
+ loss_fn=loss,
+ lr=0.01,
+ weight_decay=0.00001,
+ lr_scheduler="ReduceLROnPlateau",
+ seed=2021
+)
+
+net.fit(
+ X,
+ y,
+ eval_set=[(X_test, y_test)],
+ eval_names=['test'],
+ eval_metric=[log_loss],
+ verbose=1
+)
+
+# %% [code]
+net.metric_history_df_.tail(4)
+
+# %% [code]
+# Evaluation
+
+def multi_log_loss(y_pred, y_true):
+ losses = -y_true * np.log(y_pred + 1e-15) - (1 - y_true) * np.log(1 - y_pred + 1e-15)
+ return np.mean(losses)
+
+preds = net.predict_proba(X)
+test_probs = net.predict_proba(X_test)
+
+print("Train loss: ", multi_log_loss(preds, y))
+print("Test loss: ", multi_log_loss(test_probs, y_test))
+
+pd.DataFrame(test_probs).to_csv("NN_test_probs.csv", index=False)
diff --git a/Sequential_NN_GridSearchCVModel.py b/Sequential_NN_GridSearchCVModel.py
new file mode 100644
index 0000000..745bd06
--- /dev/null
+++ b/Sequential_NN_GridSearchCVModel.py
@@ -0,0 +1,327 @@
+# %% [code]
+#######################
+### Library imports ###
+#######################
+
+# standard library
+import os
+import sys
+import pickle
+import copy
+
+# data packages
+import numpy as np
+import pandas as pd
+
+# pytorch
+import torch
+import torch.nn as nn
+
+import joblib
+import itertools
+
+# custom tooling
+sys.path.append("../input/utilities")
+import models
+import splitting
+import preprocess
+
+########################
+### Global variables ###
+########################
+
+label_smoothing = True
+smoothing = 0.001
+n_seeds = 1
+n_folds = 5
+device = ("cuda" if torch.cuda.is_available() else "cpu")
+os.environ["CUDA_LAUNCH_BLOCKING"] = "1"
+
+# %% [code]
+# creates nets for grid search
+def create_nets(n_input, n_output, nodes_list, dropout_list, batch_norm_list):
+ nets = []
+ for nodes, dropout, batch_norm in itertools.product(nodes_list, dropout_list, batch_norm_list):
+ if batch_norm:
+ net_obj = models.Sequential(
+ nn.Linear(n_input, nodes),
+ nn.BatchNorm1d(nodes),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(nodes, nodes),
+ nn.BatchNorm1d(nodes),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(nodes, n_output)
+ )
+ else:
+ net_obj = models.Sequential(
+ nn.Linear(n_input, nodes),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(nodes, nodes),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(nodes, n_output)
+ )
+ net_obj.name = f"Nodes: {nodes}, Dropout: {dropout}, Batch Norm: {batch_norm}"
+ nets.append(net_obj)
+
+ return nets
+
+# %% [code]
+###################
+### Import Data ###
+###################
+
+X = pd.read_csv("../input/lish-moa/train_features.csv")
+y = pd.read_csv("../input/lish-moa/train_targets_scored.csv")
+drugs = pd.read_csv("../input/lish-moa/train_drug.csv")
+
+# %% [code]
+def create_y_type(y):
+ y = y.rename(columns={col: "val_" + col for col in y.columns if col not in ["sig_id"]})
+ y_long = pd.wide_to_long(
+ y, stubnames="val", i="sig_id", j="moa", sep="_", suffix=".*"
+ ).reset_index()
+ # get suffix. This is the interaction (e.g. agonist, inhibitor, etc.)
+ y_long["interactions"] = [x.rsplit("_", 1)[-1] for x in y_long["moa"]]
+ y_long.drop("moa", axis=1, inplace=True)
+ # keep all interactions that appear more than once, all others set to "other"
+ interactions = y_long["interactions"].value_counts()[:6].index.tolist()
+ y_long.loc[~y_long["interactions"].isin(interactions), "interactions"] = "other"
+ # if any enzyme or protein has a given interaction, set interaction to 1, else 0
+ y_long = y_long.groupby(["sig_id", "interactions"]).max().reset_index()
+ # pivot wider
+ y_type = pd.pivot(
+ y_long, index = "sig_id", columns = "interactions", values = "val"
+ ).reset_index()
+ return y_type
+
+y_type = create_y_type(y)
+
+# %% [code]
+# Add drugs for k-fold splitting
+X = X.merge(drugs, on = 'sig_id', how = 'inner')
+
+# create k-fold splits
+groups = splitting.create_splitting_groups(
+ X,
+ strat_vars=["cp_dose", "cp_time"],
+ split_var="drug_id",
+ random_state=2021
+)
+
+splits = splitting.split_on_group(n_splits=n_folds, groups=groups, random_state=2021)
+
+X.drop('drug_id', axis=1, inplace=True)
+
+# %% [code]
+##########################
+### Data Preprocessing ###
+##########################
+
+transformer = preprocess.Preprocessor()
+transformer.fit(X)
+X = transformer.transform(X)
+y = y.drop(["sig_id"], axis = 1).values.astype("float32")
+y_type = y_type.drop(["sig_id"], axis = 1).values.astype("float32")
+
+# %% [code]
+#########################
+### First-Stage Model ###
+#########################
+
+log_loss = nn.BCEWithLogitsLoss()
+smoothed_log_loss = models.SmoothCrossEntropyLoss(smoothing=smoothing, device=device)
+
+if label_smoothing:
+ loss = smoothed_log_loss
+else:
+ loss = log_loss
+
+# Define network architecture
+
+n_input = X.shape[1]
+n_output = y_type.shape[1]
+# NOTE: need to specify params, but these are overwritten
+# by param_grid in grid search.
+hidden_units = 256
+dropout = 0.4
+
+net_obj = models.Sequential(
+ nn.Linear(n_input, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, n_output)
+)
+
+# Initialize network
+# NOTE: need to specify params, but these are overwritten
+# by param_grid in grid search.
+net = models.Network(
+ net_obj=net_obj,
+ max_epochs=20,
+ batch_size=128,
+ device=device,
+ loss_fn=loss,
+ lr=0.01,
+ weight_decay=1e-6,
+ lr_scheduler="ReduceLROnPlateau"
+)
+
+seeds = range(2021, 2021 + n_seeds)
+
+param_grid = {
+ "net_obj": create_nets(
+ n_input=X.shape[1],
+ n_output=y_type.shape[1],
+ nodes_list=[128, 256, 512],
+ dropout_list=[0, 0.2, 0.3, 0.4],
+ batch_norm_list=[True]
+ ),
+ "seed": seeds,
+ "lr": [0.01, 0.001],
+ "weight_decay": [1e-4, 1e-5, 1e-6]
+}
+
+gs = models.GridSearch(
+ model=net,
+ param_grid=param_grid,
+ loss_fn=loss
+)
+
+gs.fit(
+ X=X,
+ y=y_type,
+ splits=splits,
+ eval_metric=[log_loss],
+ verbose=10
+)
+
+# Get loss for each param combo
+df_results = gs.results_df_
+
+# Average over folds and seeds
+param_cols = [col for col in list(df_results.columns) if col not in ["fold", "seed", "loss"]]
+df_results_params = (
+ df_results
+ .groupby(param_cols, as_index=False)["loss"]
+ .mean()
+ .sort_values(by=["loss"])
+)
+
+# Get parameters for best model
+best_model = df_results_params.iloc[0]
+best_net_obj = dict((x.strip(), y.strip())
+ for x, y in (element.split(':')
+ for element in best_model["net_obj"].split(', ')))
+
+df_results_params.head(10)
+
+# %% [code]
+# Re-fit best model to use as inputs in grid search for second-stage model
+
+hidden_units = int(best_net_obj["Nodes"])
+dropout = float(best_net_obj["Dropout"])
+
+net_obj = models.Sequential(
+ nn.Linear(n_input, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, n_output)
+)
+
+# Initialize network
+net = models.Network(
+ net_obj=net_obj,
+ max_epochs=20,
+ batch_size=128,
+ device=device,
+ loss_fn=loss,
+ lr=best_model["lr"],
+ weight_decay=best_model["weight_decay"],
+ lr_scheduler="ReduceLROnPlateau"
+)
+
+net.fit(
+ X,
+ y_type,
+ eval_metric=[log_loss],
+ verbose=10
+)
+
+y_type_preds = net.predict_proba(X)
+
+# %% [code]
+##########################
+### Second-Stage Model ###
+##########################
+
+X = np.column_stack((X, y_type_preds))
+
+# Initialize network
+# NOTE: need to specify params, but these are overwritten
+# by param_grid in grid search.
+net = models.Network(
+ net_obj=net_obj,
+ max_epochs=20,
+ batch_size=128,
+ device=device,
+ loss_fn=loss,
+ lr=0.01,
+ weight_decay=1e-6,
+ lr_scheduler="ReduceLROnPlateau"
+)
+
+param_grid = {
+ "net_obj": create_nets(
+ n_input=X.shape[1],
+ n_output=y.shape[1],
+ nodes_list=[128, 256, 512],
+ dropout_list=[0, 0.2, 0.3, 0.4],
+ batch_norm_list=[True, False]
+ ),
+ "seed": seeds,
+ "lr": [0.01, 0.001],
+ "weight_decay": [1e-4, 1e-5, 1e-6]
+}
+
+gs = models.GridSearch(
+ model=net,
+ param_grid=param_grid,
+ loss_fn=loss
+)
+
+gs.fit(
+ X=X,
+ y=y,
+ splits=splits,
+ eval_metric=[loss],
+ verbose=10
+)
+
+# %% [code]
+# Get loss for each param combo
+df_results = gs.results_df_
+
+# Average over folds and seeds
+param_cols = [col for col in list(df_results.columns) if col not in ["fold", "seed", "loss"]]
+df_results_params = (
+ df_results
+ .groupby(param_cols, as_index=False)["loss"]
+ .mean()
+ .sort_values(by=["loss"])
+)
+
+df_results_params.head(10)
diff --git a/Sequential_NN_Model.py b/Sequential_NN_Model.py
new file mode 100644
index 0000000..139799a
--- /dev/null
+++ b/Sequential_NN_Model.py
@@ -0,0 +1,218 @@
+# %% [code]
+#######################
+### Library imports ###
+#######################
+
+# standard library
+import os
+import sys
+import pickle
+import copy
+
+# data packages
+import numpy as np
+import pandas as pd
+
+# pytorch
+import torch
+import torch.nn as nn
+
+# sklearn
+import sklearn.metrics
+
+# custom tooling
+sys.path.append("../input/utilities")
+import models
+import splitting
+import preprocess
+
+########################
+### Global variables ###
+########################
+label_smoothing = False
+smoothing = 0.0001
+device = ("cuda" if torch.cuda.is_available() else "cpu")
+os.environ["CUDA_LAUNCH_BLOCKING"] = "1"
+
+# %% [code]
+###################
+### Import Data ###
+###################
+
+train_drug = pd.read_csv("../input/lish-moa/train_drug.csv")
+X = pd.read_csv("../input/lish-moa/train_features.csv")
+y = pd.read_csv("../input/lish-moa/train_targets_scored.csv")
+X_test = pd.read_csv("../input/lish-moa/test_features.csv")
+y_test = pd.read_csv("../input/test-targets/solution.csv")
+y_test = y_test[y_test['Usage'] == 'Public']
+# Remove 'Usage' column
+y_test.drop('Usage', axis=1, inplace=True)
+drugs = pd.read_csv("../input/lish-moa/train_drug.csv")
+
+# %% [code]
+def create_y_type(y):
+ y = y.rename(columns={col: "val_" + col for col in y.columns if col not in ["sig_id"]})
+ y_long = pd.wide_to_long(
+ y, stubnames="val", i="sig_id", j="moa", sep="_", suffix=".*"
+ ).reset_index()
+ # get suffix. This is the interaction (e.g. agonist, inhibitor, etc.)
+ y_long["interactions"] = [x.rsplit("_", 1)[-1] for x in y_long["moa"]]
+ y_long.drop("moa", axis=1, inplace=True)
+ # keep all interactions that appear more than once, all others set to "other"
+ interactions = y_long["interactions"].value_counts()[:6].index.tolist()
+ y_long.loc[~y_long["interactions"].isin(interactions), "interactions"] = "other"
+ # if any enzyme or protein has a given interaction, set interaction to 1, else 0
+ y_long = y_long.groupby(["sig_id", "interactions"]).max().reset_index()
+ # pivot wider
+ y_type = pd.pivot(
+ y_long, index = "sig_id", columns = "interactions", values = "val"
+ ).reset_index()
+ return y_type
+
+y_type = create_y_type(y)
+y_type_test = create_y_type(y_test)
+
+# %% [code]
+##########################
+### Data Preprocessing ###
+##########################
+
+transformer = preprocess.Preprocessor()
+transformer.fit(X)
+X = transformer.transform(X)
+X_test = transformer.transform(X_test)
+y = y.drop(["sig_id"], axis = 1).values.astype("float32")
+y_test = y_test.drop(["sig_id"], axis = 1).values.astype("float32")
+y_type = y_type.drop(["sig_id"], axis = 1).values.astype("float32")
+y_type_test = y_type_test.drop(["sig_id"], axis = 1).values.astype("float32")
+
+# %% [code]
+#########################
+### First-Stage Model ###
+#########################
+
+# Define network architecture
+
+n_input = X.shape[1]
+n_output = y_type.shape[1]
+hidden_units = 128
+dropout = 0.2
+
+net_obj = models.Sequential(
+ nn.Linear(n_input, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, n_output)
+)
+
+log_loss = nn.BCEWithLogitsLoss()
+smoothed_log_loss = models.SmoothCrossEntropyLoss(smoothing=smoothing, device=device)
+
+if label_smoothing:
+ loss = smoothed_log_loss
+else:
+ loss = log_loss
+
+
+# Initialize network
+net = models.Network(
+ net_obj=net_obj,
+ max_epochs=20,
+ batch_size=128,
+ device=device,
+ loss_fn=loss,
+ lr=0.01,
+ weight_decay=0.0001,
+ lr_scheduler="ReduceLROnPlateau",
+ seed=2021
+)
+
+net.fit(
+ X,
+ y_type,
+ eval_set=[(X_test, y_type_test)],
+ eval_names=['test'],
+ eval_metric=[log_loss],
+ verbose=1
+)
+
+y_type_preds = net.predict_proba(X)
+y_type_test_preds = net.predict_proba(X_test)
+
+# %% [code]
+def multi_log_loss(y_pred, y_true):
+ losses = -y_true * np.log(y_pred + 1e-15) - (1 - y_true) * np.log(1 - y_pred + 1e-15)
+ return np.mean(losses)
+
+print("Train loss: ", multi_log_loss(y_type_preds, y_type))
+print("Test loss: ", multi_log_loss(y_type_test_preds, y_type_test))
+
+# %% [code]
+##########################
+### Second-Stage Model ###
+#########################
+
+X = np.column_stack((X, y_type_preds))
+X_test = np.column_stack((X_test, y_type_test_preds))
+
+# Define network architecture
+
+n_input = X.shape[1]
+n_output = y.shape[1]
+hidden_units = 256
+dropout = 0.2
+
+net_obj = models.Sequential(
+ nn.Linear(n_input, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, hidden_units),
+ nn.BatchNorm1d(hidden_units),
+ nn.LeakyReLU(),
+ nn.Dropout(dropout),
+ nn.Linear(hidden_units, n_output)
+)
+
+# %% [code]
+# Initialize network
+net = models.Network(
+ net_obj=net_obj,
+ max_epochs=20,
+ batch_size=128,
+ device=device,
+ loss_fn=loss,
+ lr=0.01,
+ weight_decay=0.00001,
+ lr_scheduler="ReduceLROnPlateau",
+ seed=2021
+)
+
+net.fit(
+ X,
+ y,
+ eval_set=[(X_test, y_test)],
+ eval_names=['test'],
+ eval_metric=[log_loss],
+ verbose=1
+)
+
+# %% [code]
+net.metric_history_df_.tail(4)
+
+# %% [code]
+# Evaluation
+
+preds = net.predict_proba(X)
+test_probs = net.predict_proba(X_test)
+
+print("Train loss: ", multi_log_loss(preds, y))
+print("Test loss: ", multi_log_loss(test_probs, y_test))
+
+
+pd.DataFrame(test_probs).to_csv("Sequential_NN_test_probs.csv", index=False)
diff --git a/baseline_model.py b/baseline_model.py
deleted file mode 100644
index ddb0186..0000000
--- a/baseline_model.py
+++ /dev/null
@@ -1,598 +0,0 @@
-# %% [code]
-#######################
-### Library imports ###
-#######################
-
-# standard library
-import os
-import sys
-import pickle
-import copy
-
-# data packages
-import numpy as np
-import pandas as pd
-
-# pytorch
-import torch
-import torch.nn as nn
-import torch.nn.functional as F
-import torch.optim as optim
-
-# sklearn
-import sklearn.base
-
-import joblib
-
-from sklearn.base import TransformerMixin, BaseEstimator
-from sklearn.preprocessing import OneHotEncoder, StandardScaler
-from sklearn.decomposition import PCA
-from sklearn.pipeline import make_union, make_pipeline
-from sklearn.compose import make_column_transformer
-from sklearn.model_selection import train_test_split
-from sklearn.metrics import log_loss
-
-########################
-### Global variables ###
-########################
-device = ("cuda" if torch.cuda.is_available() else "cpu")
-os.environ["CUDA_LAUNCH_BLOCKING"] = "1"
-
-# %% [code]
-class Preprocessor(TransformerMixin):
- def __init__(
- self,
- variance_threshold = 0.7,
- num_pc_genes = 80,
- num_pc_cells = 10,
- seed = 2021
- ):
-
- self.variance_threshold = variance_threshold,
- self.num_pc_genes = num_pc_genes
- self.num_pc_cells = num_pc_cells
- self.seed = seed
-
- def fit(self, X, y = None, X_test = None):
- if X_test is not None:
- X = pd.concat([X, X_test], axis = 0, ignore_index = True)
-
- gene_feats = [col for col in X.columns if col.startswith('g-')]
- cell_feats = [col for col in X.columns if col.startswith('c-')]
- numeric_feats = gene_feats + cell_feats
- categorical_feats = ['cp_time', 'cp_dose']
-
- self._transformer = make_column_transformer(
- (OneHotEncoder(), categorical_feats),
- (StandardScaler(), numeric_feats)
- )
- self._transformer.fit(X)
- return self
-
-
- def transform(self, X):
- X_new = self._transformer.transform(X).astype("float32")
- return X_new
-
-# %% [code]
-# Sub-class nn.Sequential to add reset_parameters method
-class Sequential(nn.Sequential):
- def reset_parameters(self):
- for layer in self.children():
- if hasattr(layer, "reset_parameters"):
- layer.reset_parameters()
-
-# %% [code]
-class Network(sklearn.base.BaseEstimator):
- """An sklearn-compatible wrapper for pytorch estimators.
- Wraps pytorch training and prediction in sklearn-compatible estimator with `fit` and
- `predict` methods and limited support for commonly-tuned net parameters. Supports
- early stopping and `eval_set` similarly to the LightGBM sklearn implementation.
- Parameters
- ----------
- net_obj : obj
- The instantiated pytorch network object to be used in training. Should have type
- that is a subclass of nn.Module.
- seed : int, optional
- Seed to be used for randomness in network initalization for reproducibility.
- optimizer : type, optional, default=torch.optim.Adam
- The optimizer class to be used in training. Should be a subclass of
- torch.optim.Optimizer.
- loss_fn : callable, optional, default=nn.BCEWithLogitsLoss()
- A function or callable loss object with signature `f(y_pred, y_true)`.
- device : {"cpu", "cuda"}, optional, default="cpu"
- The device used in training.
- lr : float, optional, default=0.001
- The learning rate. Ignored if `lr_scheduler` is provided.
- weight_decay : float, optional, default=0
- Weight decay parameter used for network weight regularization.
- batch_size : int, optional, default=128
- Batch sized used in training.
- max_epochs : int, optional, default=10
- Maximum number of epochs used in training. Actual number of epochs used may be
- lower if early stopping is enabled.
- lr_scheduler : type, optional
- Learning rate scheduler for training, e.g. a class from
- torch.optim.lr_scheduler.
- lr_scheduler_params : dict, optional
- The parameters used to initialize the `lr_scheduler`.
- Attributes
- ----------
- self.metric_history_ : list of dict
- A list of dictionaries recording the values for each metric, eval_set, and
- epoch.
- self.early_stopping_history_ : list of float
- The list of values for only the first metric and eval_set, used for early
- stopping if specified.
- self.early_stopping_epoch_ : int or None
- The optimal epoch chosen by early stopping.
- self.net_ : obj
- The trained `net_obj`, which is used for prediction.
- self.metric_history_df_ : pd.DataFrame
- A dataframe wrapper around `self.metric_history_`.
- """
-
- def __init__(
- self,
- net_obj,
- seed=None,
- optimizer=torch.optim.Adam,
- loss_fn=None,
- device="cpu",
- lr=0.001,
- weight_decay=0,
- batch_size=128,
- max_epochs=10,
- lr_scheduler=None,
- lr_scheduler_params=None,
- ):
-
- self.net_obj = net_obj
- self.seed = seed
- self.optimizer = optimizer
- self.loss_fn = loss_fn
- self.device = device
- self.lr = lr
- self.weight_decay = weight_decay
- self.batch_size = batch_size
- self.max_epochs = max_epochs
- self.lr_scheduler = lr_scheduler
- self.lr_scheduler_params = lr_scheduler_params
-
- def fit(
- self,
- X,
- y,
- eval_set=None,
- eval_names=None,
- eval_metric=None,
- patience=None,
- min_delta=None,
- verbose=False,
- ):
- """Trains the network, with support for early stopping.
- Parameters
- ----------
- X : array-like, shape (n_samples, n_features)
- The training features.
- y : array-like, shape (n_samples, n_labels)
- The training labels.
- eval_set : list of tuple, optional
- A list of (X, y) tuples to be used for computing eval loss. At least one
- dataset is required for early stopping, in which case the first tuple in the
- list is used for early stopping evaluation.
- eval_names : list, optional
- An optionl list of the same length as `eval_set`, specifying the name of
- each dataset.
- eval_metric : list of callable, optional
- A list of metric functions to be used in evaluation. Loss will be recorded
- for all metrics, but only the first metric provided will be used for early
- stopping, if enabled. Should have signature `f(y_pred, y_true)`.
- patience : int, optional
- The number of epochs of increasing loss tested before stopping early. The
- number to be tested is reset after every epoch with a decrease in loss. This
- parameter may be overridden if `min_delta` is also set.
- min_delta : float, optional
- The minimum decrease in loss required to continue training. If loss doss not
- decrease by more than this value, training will be stopped early and the
- stopping epoch will be recorded in the `early_stopping_epoch_` attribute.
- verbose : int or bool, optional, default=False
- If False, no loss is printed during training. Otherwise, results are printed
- after every `verbose` epochs.
- Returns
- -------
- self : obj
- Returns the estimator itself, in keeping with sklearn requirements.
- """
-
- # initialize device for training
- device = torch.device(self.device)
-
- # set seed for network weight initialization
- if self.seed is not None:
- torch.manual_seed(self.seed)
- # this should be redundant with torch.manual_seed
- torch.cuda.manual_seed_all(self.seed)
- # send pytorch network to specified device
- net = self.net_obj.to(device)
- # reset initial parameters for net
- net.reset_parameters()
- # initialize loss and optimizer
- if self.loss_fn is None:
- loss_fn = nn.BCEWithLogitsLoss()
- else:
- loss_fn = self.loss_fn
- optimizer = self.optimizer(
- net.parameters(), lr=self.lr, weight_decay=self.weight_decay
- )
-
- # helper for converting to tensor
- def to_tensor(a):
- return torch.tensor(a, dtype=torch.float32).to(device)
-
-
- X_nn = to_tensor(X)
- y_nn = to_tensor(y)
-
- # Add extra dimension if y is single dimensional
- if len(y_nn.shape) == 1:
- y_nn = y_nn.unsqueeze(1)
-
- # set up for evaluation on train/val data
- if eval_set is None:
- eval_set = []
- if eval_metric is None:
- eval_metric = []
- if eval_names is None:
- eval_names = [f"eval_{i}" for i in range(len(eval_set))]
-
- # add train data as an eval set
- eval_set.append((X, y))
- eval_names.append("train")
-
- # convert eval sets to tensors
- eval_set = [(to_tensor(tup[0]), to_tensor(tup[1])) for tup in eval_set]
-
- eval_metric = [
- m if isinstance(m, tuple) else (f"metric_{i}", m)
- for i, m in enumerate(eval_metric)
- ]
- eval_metric.append(("objective", loss_fn))
-
- # set up dataloader for batches
- dataset = torch.utils.data.TensorDataset(X_nn, y_nn)
- dataloader = torch.utils.data.DataLoader(
- dataset, batch_size=self.batch_size, shuffle=True, drop_last=True
- )
-
- lr_scheduler = self.lr_scheduler
- if self.lr_scheduler_params is None:
- lr_scheduler_params = {}
- else:
- lr_scheduler_params = self.lr_scheduler_params
-
- if lr_scheduler == "OneCycleLR":
- one_cycle_lr = optim.lr_scheduler.OneCycleLR(
- optimizer=optimizer,
- epochs=self.max_epochs,
- steps_per_epoch=len(dataloader),
- **lr_scheduler_params,
- )
- if lr_scheduler == "ReduceLROnPlateau":
- reduce_lr_on_plateau = optim.lr_scheduler.ReduceLROnPlateau(
- optimizer=optimizer, **lr_scheduler_params
- )
-
- # track number of epochs with increasing loss for early stopping
- self.metric_history_ = []
- self.early_stopping_history_ = []
- self.early_stopping_epoch_ = None
- min_valmetric = np.inf
- increases = 0
- best_params = copy.deepcopy(net.state_dict())
- for epoch in range(self.max_epochs):
-
- # construct batches
- for batch_x, batch_y in dataloader:
-
- net.train()
-
- # zero gradients to start
- optimizer.zero_grad()
-
- output = net.forward(batch_x)
-
- loss = loss_fn(output, batch_y)
-
- loss.backward()
- optimizer.step()
- if lr_scheduler == "OneCycleLR":
- one_cycle_lr.step()
-
- net.eval()
-
- # record metrics for each eval set
- for i in range(len(eval_set)):
- X_val, y_val = eval_set[i]
- # Add extra dimension if y is single dimensional
- if len(y_val.shape) == 1:
- y_val = y_val.unsqueeze(1)
-
- set_name = eval_names[i]
- with torch.no_grad():
- preds = net(X_val)
- for j in range(len(eval_metric)):
- metric_name, metric_fn = eval_metric[j]
- metric_val = metric_fn(preds, y_val)
- if isinstance(metric_val, torch.Tensor):
- metric_val = metric_val.item()
- row = {
- "epoch": epoch,
- "data": set_name,
- "metric": metric_name,
- "value": metric_val,
- }
- self.metric_history_.append(row)
- # use first val set and first metric for early stopping
- if i == 0 and j == 0:
- self.early_stopping_history_.append(metric_val)
-
- if verbose:
- verbose = int(verbose)
- if epoch % verbose == 0:
- for d in self.metric_history_[-len(eval_set) * len(eval_metric) :]:
- print(d)
-
- # if val set is present, record history and follow early stopping parameters
- if len(eval_set) > 1:
- val_metric = self.early_stopping_history_[-1]
- if lr_scheduler == "ReduceLROnPlateau":
- reduce_lr_on_plateau.step(val_metric)
-
- # early stopping based on minimum decrease in loss
- if min_delta is not None and epoch > 0:
- if self.early_stopping_history_[-2] - val_metric < min_delta:
- print("Early stopping at epoch ", epoch)
- self.early_stopping_epoch_ = epoch
- break
-
- # early stopping based on number of epochs with increasing loss
- if val_metric < min_valmetric:
- min_valmetric = val_metric
- increases = 0
- # save model paramaters for current best epoch
- best_params = copy.deepcopy(net.state_dict())
- elif patience is not None:
- increases += 1
- if increases > patience:
- print("Early stopping at epoch ", epoch)
- self.early_stopping_epoch_ = epoch
- break
-
- # if using early stopping, reload net with best params
- if patience is not None or min_delta is not None:
- # load model paramaters from best epoch
- net.load_state_dict(best_params)
- net.eval()
-
- # store network for prediction
- self.net_ = net
-
- self.metric_history_df_ = pd.DataFrame(self.metric_history_)
-
- return self
-
- def predict(self, X):
- """Predicts using the trained network.
- Parameters
- ----------
- X : array-like, shape (n_samples, n_features)
- An array of the same shape as the one used in training, containing the data
- to be used for predictions.
- Returns
- -------
- np.array
- Model predictions in an array of shape (n_samples, n_labels).
- """
-
- # cast to tensor and move to device
- device = torch.device(self.device)
- X_nn = torch.tensor(X, dtype=torch.float32).to(device)
-
- # forward pass through network for predictions
- # return predictions as numpy array
- with torch.no_grad():
- return self.net_(X_nn).cpu().detach().numpy().astype("float32")
-
- def predict_proba(self, X):
- """Return predictions on probability scale for classification network.
- Parameters
- ----------
- X : array-like, shape (n_samples, n_features)
- An array of the same shape as the one used in training, containing the data
- to be used for predictions.
- Returns
- -------
- np.array
- Model predictions in an array of shape (n_samples, n_labels), with sigmoid
- transformation applied (i.e. predicted probabilities).
- """
-
- preds = self.predict(X)
- preds_proba = 1 / (1 + np.exp(-preds))
- return preds_proba.astype("float32")
-
-# %% [code]
-# FOR FUTURE USE: if use label smoothing
-class SmoothCrossEntropyLoss(nn.modules.loss._WeightedLoss):
- """
- Computes smoothed cross entropy (log) loss.
- Label smoothing works by clipping the true label values based on a
- specified smoothing parameter, e.g., with smoothing == 0.001 and n_classes == 2,
- [0, 1] --> [0.005, 0.995].
- The formula is given by label smoothed y = y * (1 - smoothing) + smoothing / n_classes
- This method can help prevent models from becoming over-confident.
- See paper: https://papers.nips.cc/paper/2019/file/f1748d6b0fd9d439f71450117eba2725-Paper.pdf
- """
- def __init__(self, weight=None, reduction="mean", smoothing=0.001, device="cpu"):
- super().__init__(weight=weight, reduction=reduction)
- self.smoothing = smoothing
- self.weight = weight
- self.device = device
-
- @staticmethod
- def _smooth(targets, n_classes, smoothing, device):
- """Helper for computing smoothed label values."""
- assert 0 <= smoothing <= 1
- with torch.no_grad():
- targets = (
- targets * (1 - smoothing)
- + torch.ones_like(targets).to(device) * smoothing / n_classes
- )
- return targets
-
- def forward(self, inputs, targets, sample_weight=None):
- # smooth targets
- targets = SmoothCrossEntropyLoss()._smooth(
- targets, 2, self.smoothing, self.device
- )
- # weight class predictions
- if self.weight is not None:
- inputs = inputs * self.weight.unsqueeze(0)
-
- if sample_weight is None:
- # binary_cross_entropy_with_logits returns mean log loss
- loss = F.binary_cross_entropy_with_logits(inputs, targets, reduction="mean")
- else:
- # binary_cross_entropy_with_logits returns
- # [# obs., # classes] tensor of log losses
- loss = F.binary_cross_entropy_with_logits(inputs, targets, reduction="none")
- assert loss.size(0) == sample_weight.size(0)
- # compute weighted mean for each target
- loss = torch.sum(loss * sample_weight, dim=0) / torch.sum(sample_weight)
- # compute column-wise mean
- loss = torch.mean(loss)
-
- return loss
-
-# FOR FUTURE USE: if use clipping
-class ClippedCrossEntropyLoss(nn.modules.loss._WeightedLoss):
- """
- Computes clipped cross entropy (log) loss.
- Clipped log loss clips the predicted probabilities based on a specified smoothing
- parameter, e.g., with smoothing == 0.001, the predicted probabilities [.000013, .99992]
- --> [0.005, 0.995].
- This method can help prevent models from becoming over-confident.
- """
- def __init__(self, weight=None, reduction="mean", smoothing=0.001):
- super().__init__(weight=weight, reduction=reduction)
- self.smoothing = smoothing
- self.weight = weight
-
- def forward(self, y_pred, y_true, sample_weight=None):
- # clip predictions
- y_pred_clipped = torch.clamp(
- torch.sigmoid(y_pred), self.smoothing, 1 - self.smoothing
- )
-
- # weight class predictions
- if self.weight is not None:
- y_pred = y_pred * self.weight.unsqueeze(0)
-
- if sample_weight is None:
- # binary_cross_entropy returns mean log loss
- loss = F.binary_cross_entropy(y_pred_clipped, y_true, reduction="mean")
- else:
- # binary_cross_entropy returns [# obs., # classes] tensor of log losses
- loss = F.binary_cross_entropy(y_pred_clipped, y_true, reduction="none")
- assert loss.size(0) == sample_weight.size(0)
- # compute weighted mean for each target
- loss = torch.sum(loss * sample_weight, dim=0) / torch.sum(sample_weight)
- # compute mean across targets
- loss = torch.mean(loss)
-
- return loss
-
-# %% [code]
-###################
-### Import Data ###
-###################
-
-train_drug = pd.read_csv("../input/lish-moa/train_drug.csv")
-X = pd.read_csv("../input/lish-moa/train_features.csv")
-y = pd.read_csv("../input/lish-moa/train_targets_scored.csv")
-
-# Remove control observations
-y = y.loc[X["cp_type"]=="trt_cp"].reset_index(drop=True)
-X = X.loc[X["cp_type"]=="trt_cp"].reset_index(drop=True)
-
-# %% [code]
-##########################
-### Data Preprocessing ###
-##########################
-
-X, X_test, y, y_test = train_test_split(
- X, y, test_size=0.2, random_state=1998
-)
-
-transformer = Preprocessor()
-transformer.fit(X)
-X = transformer.transform(X)
-X_test = transformer.transform(X_test)
-y = y.drop(["sig_id"], axis = 1).values.astype("float32")
-y_test = y_test.drop(["sig_id"], axis = 1).values.astype("float32")
-
-# %% [code]
-# Define network architecture
-
-n_input = X.shape[1]
-n_output = y.shape[1]
-hidden_units = 640
-dropout = 0.2
-
-net_obj = Sequential(
- nn.Linear(n_input, hidden_units),
- nn.BatchNorm1d(hidden_units),
- nn.ReLU(),
- nn.Dropout(dropout),
- nn.Linear(hidden_units, hidden_units),
- nn.BatchNorm1d(hidden_units),
- nn.ReLU(),
- nn.Dropout(dropout),
- nn.Linear(hidden_units, n_output)
-)
-
-# %% [code]
-loss = nn.BCEWithLogitsLoss()
-
-# Initialize network
-net = Network(
- net_obj=net_obj,
- max_epochs=20,
- batch_size=128,
- device=device,
- loss_fn=loss,
- lr=0.01,
- weight_decay=1e-6,
- lr_scheduler="ReduceLROnPlateau"
-)
-
-
-net.fit(
- X=X,
- y=y,
- eval_set=[(X_test, y_test)],
- eval_metric=[loss],
- verbose=2
-)
-
-# %% [code]
-def multi_log_loss(y_pred, y_true):
- losses = -y_true * np.log(y_pred + 1e-15) - (1 - y_true) * np.log(1 - y_pred + 1e-15)
- return np.mean(losses)
-
-preds = net.predict_proba(X)
-print("Train loss: ", multi_log_loss(preds, y))
-
-test_preds = net.predict_proba(X_test)
-print("Test loss: ", multi_log_loss(test_preds, y_test))
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diff --git a/input/utilities/models.py b/input/utilities/models.py
new file mode 100644
index 0000000..a5de42f
--- /dev/null
+++ b/input/utilities/models.py
@@ -0,0 +1,900 @@
+#######################
+### Library imports ###
+#######################
+
+# standard library
+import copy
+import os
+import sys
+
+# data packages
+import numpy as np
+import pandas as pd
+
+# pytorch
+import torch
+import torch.nn as nn
+import torch.nn.functional as F
+import torch.optim as optim
+
+# sklearn
+import sklearn.base
+import sklearn.linear_model
+import sklearn.model_selection
+import sklearn.pipeline
+
+# parallelization
+from joblib import Parallel, delayed
+
+
+########################
+### Helper functions ###
+########################
+
+# index rows for both dataframes and arrays
+def _subset_rows(x, idx):
+ if isinstance(x, pd.DataFrame):
+ return x.iloc[idx]
+ else:
+ return x[idx]
+
+
+# index columns for both dataframes and arrays
+def _subset_cols(x, idx):
+ if isinstance(x, pd.DataFrame):
+ return x.iloc[:, idx]
+ else:
+ return x[:, idx]
+
+
+# alternative to sklearn's _fit_binary
+# omits _ConstantPredictor and supports fit_params
+def _fit_binary(estimator, X, y=None, **fit_params):
+ estimator = sklearn.base.clone(estimator)
+ estimator.fit(X=X, y=y, **fit_params)
+ return estimator
+
+
+class SmoothCrossEntropyLoss(nn.modules.loss._WeightedLoss):
+ """
+ Computes smoothed cross entropy (log) loss.
+ Label smoothing works by clipping the true label values based on a
+ specified smoothing parameter, e.g., with smoothing == 0.001 and n_classes == 2,
+ [0, 1] --> [0.005, 0.995].
+ The formula is given by label smoothed y = y * (1 - smoothing) + smoothing / n_classes
+ This method can help prevent models from becoming over-confident.
+ See paper: https://papers.nips.cc/paper/2019/file/f1748d6b0fd9d439f71450117eba2725-Paper.pdf
+ """
+ def __init__(self, weight=None, reduction="mean", smoothing=0.001, device="cpu"):
+ super().__init__(weight=weight, reduction=reduction)
+ self.smoothing = smoothing
+ self.weight = weight
+ self.device = device
+
+ @staticmethod
+ def _smooth(targets, n_classes, smoothing, device):
+ """Helper for computing smoothed label values."""
+ assert 0 <= smoothing <= 1
+ with torch.no_grad():
+ targets = (
+ targets * (1 - smoothing)
+ + torch.ones_like(targets).to(device) * smoothing / n_classes
+ )
+ return targets
+
+ def forward(self, inputs, targets, sample_weight=None):
+ # smooth targets
+ targets = SmoothCrossEntropyLoss()._smooth(
+ targets, 2, self.smoothing, self.device
+ )
+ # weight class predictions
+ if self.weight is not None:
+ inputs = inputs * self.weight.unsqueeze(0)
+
+ if sample_weight is None:
+ # binary_cross_entropy_with_logits returns mean log loss
+ loss = F.binary_cross_entropy_with_logits(inputs, targets, reduction="mean")
+ else:
+ # binary_cross_entropy_with_logits returns
+ # [# obs., # classes] tensor of log losses
+ loss = F.binary_cross_entropy_with_logits(inputs, targets, reduction="none")
+ assert loss.size(0) == sample_weight.size(0)
+ # compute weighted mean for each target
+ loss = torch.sum(loss * sample_weight, dim=0) / torch.sum(sample_weight)
+ # compute column-wise mean
+ loss = torch.mean(loss)
+
+ return loss
+
+
+##############
+### Models ###
+##############
+
+# Sub-class nn.Sequential to add reset_parameters method
+class Sequential(nn.Sequential):
+ def reset_parameters(self):
+ for layer in self.children():
+ if hasattr(layer, "reset_parameters"):
+ layer.reset_parameters()
+
+
+
+class Network(sklearn.base.BaseEstimator):
+ """An sklearn-compatible wrapper for pytorch estimators.
+ Wraps pytorch training and prediction in sklearn-compatible estimator with `fit` and
+ `predict` methods and limited support for commonly-tuned net parameters. Supports
+ early stopping and `eval_set` similarly to the LightGBM sklearn implementation.
+ Parameters
+ ----------
+ net_obj : obj
+ The instantiated pytorch network object to be used in training. Should have type
+ that is a subclass of nn.Module.
+ seed : int, optional
+ Seed to be used for randomness in network initalization for reproducibility.
+ optimizer : type, optional, default=torch.optim.Adam
+ The optimizer class to be used in training. Should be a subclass of
+ torch.optim.Optimizer.
+ loss_fn : callable, optional, default=nn.BCEWithLogitsLoss()
+ A function or callable loss object with signature `f(y_pred, y_true)`. If
+ training with sample weights, should also accept a `sample_weight` argument.
+ device : {"cpu", "cuda"}, optional, default="cpu"
+ The device used in training.
+ lr : float, optional, default=0.001
+ The learning rate. Ignored if `lr_scheduler` is provided.
+ weight_decay : float, optional, default=0
+ Weight decay parameter used for network weight regularization.
+ batch_size : int, optional, default=128
+ Batch sized used in training.
+ max_epochs : int, optional, default=10
+ Maximum number of epochs used in training. Actual number of epochs used may be
+ lower if early stopping is enabled.
+ lr_scheduler : type, optional
+ Learning rate scheduler for training, e.g. a class from
+ torch.optim.lr_scheduler.
+ lr_scheduler_params : dict, optional
+ The parameters used to initialize the `lr_scheduler`.
+ Attributes
+ ----------
+ self.metric_history_ : list of dict
+ A list of dictionaries recording the values for each metric, eval_set, and
+ epoch.
+ self.early_stopping_history_ : list of float
+ The list of values for only the first metric and eval_set, used for early
+ stopping if specified.
+ self.early_stopping_epoch_ : int or None
+ The optimal epoch chosen by early stopping.
+ self.net_ : obj
+ The trained `net_obj`, which is used for prediction.
+ self.metric_history_df_ : pd.DataFrame
+ A dataframe wrapper around `self.metric_history_`.
+ """
+
+ def __init__(
+ self,
+ net_obj,
+ seed=None,
+ optimizer=torch.optim.Adam,
+ loss_fn=None,
+ device="cpu",
+ lr=0.001,
+ weight_decay=0,
+ batch_size=128,
+ max_epochs=10,
+ lr_scheduler=None,
+ lr_scheduler_params=None,
+ ):
+
+ self.net_obj = net_obj
+ self.seed = seed
+ self.optimizer = optimizer
+ self.loss_fn = loss_fn
+ self.device = device
+ self.lr = lr
+ self.weight_decay = weight_decay
+ self.batch_size = batch_size
+ self.max_epochs = max_epochs
+ self.lr_scheduler = lr_scheduler
+ self.lr_scheduler_params = lr_scheduler_params
+
+ def fit(
+ self,
+ X,
+ y,
+ sample_weight=None,
+ eval_set=None,
+ eval_names=None,
+ eval_sample_weight=None,
+ eval_metric=None,
+ patience=None,
+ min_delta=None,
+ verbose=False,
+ ):
+ """Trains the network, with support for early stopping.
+ Parameters
+ ----------
+ X : array-like, shape (n_samples, n_features)
+ The training features.
+ y : array-like, shape (n_samples, n_labels)
+ The training labels.
+ sample_weight : array-like, shape (n_samples, ), optional
+ An optional array of sample weights to be used in computing loss, if
+ desired, in which case `self.loss_fn` should accept a `sample_weight`
+ argument.
+ eval_set : list of tuple, optional
+ A list of (X, y) tuples to be used for computing eval loss. At least one
+ dataset is required for early stopping, in which case the first tuple in the
+ list is used for early stopping evaluation.
+ eval_names : list, optional
+ An optionl list of the same length as `eval_set`, specifying the name of
+ each dataset.
+ eval_sample_weight : list of array-like, optional
+ An optional list of the same length as `eval_set`, containing the sample
+ weight array for each eval set (if `sample_weight` is in use).
+ eval_metric : list of callable, optional
+ A list of metric functions to be used in evaluation. Loss will be recorded
+ for all metrics, but only the first metric provided will be used for early
+ stopping, if enabled. Should have signature `f(y_pred, y_true), with a
+ `sample_weight` parameter if weights are being used.
+ patience : int, optional
+ The number of epochs of increasing loss tested before stopping early. The
+ number to be tested is reset after every epoch with a decrease in loss. This
+ parameter may be overridden if `min_delta` is also set.
+ min_delta : float, optional
+ The minimum decrease in loss required to continue training. If loss doss not
+ decrease by more than this value, training will be stopped early and the
+ stopping epoch will be recorded in the `early_stopping_epoch_` attribute.
+ verbose : int or bool, optional, default=False
+ If False, no loss is printed during training. Otherwise, results are printed
+ after every `verbose` epochs.
+ Returns
+ -------
+ self : obj
+ Returns the estimator itself, in keeping with sklearn requirements.
+ """
+
+ # initialize device for training
+ device = torch.device(self.device)
+
+ # set seed for network weight initialization
+ if self.seed is not None:
+ torch.manual_seed(self.seed)
+ # this should be redundant with torch.manual_seed
+ torch.cuda.manual_seed_all(self.seed)
+ # send pytorch network to specified device
+ net = self.net_obj.to(device)
+ # reset initial parameters for net
+ net.reset_parameters()
+ # initialize loss and optimizer
+ if self.loss_fn is None:
+ loss_fn = nn.BCEWithLogitsLoss()
+ else:
+ loss_fn = self.loss_fn
+ optimizer = self.optimizer(
+ net.parameters(), lr=self.lr, weight_decay=self.weight_decay
+ )
+
+ # helper for converting to tensor
+ def to_tensor(a):
+ return torch.tensor(a, dtype=torch.float32).to(device)
+
+ if sample_weight is not None:
+ # add sample_weight as column in X to pass through the DataLoader for
+ # creating batches
+ X_w_weights = np.append(X, sample_weight, 1)
+ X_nn = to_tensor(X_w_weights)
+ else:
+ X_nn = to_tensor(X)
+
+ y_nn = to_tensor(y)
+
+ # Add extra dimension if y is single dimensional
+ if len(y_nn.shape) == 1:
+ y_nn = y_nn.unsqueeze(1)
+
+ # set up for evaluation on train/val data
+ if eval_set is None:
+ eval_set = []
+ if eval_metric is None:
+ eval_metric = []
+ if eval_names is None:
+ eval_names = [f"eval_{i}" for i in range(len(eval_set))]
+ if eval_sample_weight is None:
+ eval_sample_weight = [None] * len(eval_set)
+
+ # add train data as an eval set
+ eval_set.append((X, y))
+ eval_sample_weight.append(sample_weight)
+ eval_names.append("train")
+
+ # convert eval sets to tensors
+ eval_set = [(to_tensor(tup[0]), to_tensor(tup[1])) for tup in eval_set]
+ # convert eval weights to tensors
+ eval_sample_weight = [
+ to_tensor(weight) if weight is not None else weight
+ for weight in eval_sample_weight
+ ]
+
+ eval_metric = [
+ m if isinstance(m, tuple) else (f"metric_{i}", m)
+ for i, m in enumerate(eval_metric)
+ ]
+ eval_metric.append(("objective", loss_fn))
+
+ # set up dataloader for batches
+ dataset = torch.utils.data.TensorDataset(X_nn, y_nn)
+ dataloader = torch.utils.data.DataLoader(
+ dataset, batch_size=self.batch_size, shuffle=True, drop_last=True
+ )
+
+ lr_scheduler = self.lr_scheduler
+ if self.lr_scheduler_params is None:
+ lr_scheduler_params = {}
+ else:
+ lr_scheduler_params = self.lr_scheduler_params
+
+ if lr_scheduler == "OneCycleLR":
+ one_cycle_lr = optim.lr_scheduler.OneCycleLR(
+ optimizer=optimizer,
+ epochs=self.max_epochs,
+ steps_per_epoch=len(dataloader),
+ **lr_scheduler_params,
+ )
+ if lr_scheduler == "ReduceLROnPlateau":
+ reduce_lr_on_plateau = optim.lr_scheduler.ReduceLROnPlateau(
+ optimizer=optimizer, **lr_scheduler_params
+ )
+
+ # track number of epochs with increasing loss for early stopping
+ self.metric_history_ = []
+ self.early_stopping_history_ = []
+ self.early_stopping_epoch_ = None
+ min_valmetric = np.inf
+ increases = 0
+ best_params = copy.deepcopy(net.state_dict())
+ for epoch in range(self.max_epochs):
+
+ # construct batches
+ for batch_x, batch_y in dataloader:
+ if sample_weight is not None:
+ # extract last column of batch_x (the sample weights)
+ batch_sample_weight = batch_x[:, -1].reshape(-1, 1)
+ batch_x = batch_x[:, :-1]
+ else:
+ batch_sample_weight = None
+
+ net.train()
+
+ # zero gradients to start
+ optimizer.zero_grad()
+
+ output = net.forward(batch_x)
+ if sample_weight is not None:
+ loss = loss_fn(output, batch_y, sample_weight=batch_sample_weight)
+ else:
+ loss = loss_fn(output, batch_y)
+
+ loss.backward()
+ optimizer.step()
+ if lr_scheduler == "OneCycleLR":
+ one_cycle_lr.step()
+
+ net.eval()
+
+ # record metrics for each eval set
+ for i in range(len(eval_set)):
+ X_val, y_val = eval_set[i]
+ # Add extra dimension if y is single dimensional
+ if len(y_val.shape) == 1:
+ y_val = y_val.unsqueeze(1)
+
+ eval_sample_weight_ = eval_sample_weight[i]
+ set_name = eval_names[i]
+ with torch.no_grad():
+ preds = net(X_val)
+ for j in range(len(eval_metric)):
+ metric_name, metric_fn = eval_metric[j]
+ if sample_weight is not None:
+ metric_val = metric_fn(
+ preds, y_val, sample_weight=eval_sample_weight_
+ )
+ else:
+ metric_val = metric_fn(preds, y_val)
+ if isinstance(metric_val, torch.Tensor):
+ metric_val = metric_val.item()
+ row = {
+ "epoch": epoch,
+ "data": set_name,
+ "metric": metric_name,
+ "value": metric_val,
+ }
+ self.metric_history_.append(row)
+ # use first val set and first metric for early stopping
+ if i == 0 and j == 0:
+ self.early_stopping_history_.append(metric_val)
+
+ if verbose:
+ verbose = int(verbose)
+ if epoch % verbose == 0:
+ for d in self.metric_history_[-len(eval_set) * len(eval_metric) :]:
+ print(d)
+
+ # if val set is present, record history and follow early stopping parameters
+ if len(eval_set) > 1:
+ val_metric = self.early_stopping_history_[-1]
+ if lr_scheduler == "ReduceLROnPlateau":
+ reduce_lr_on_plateau.step(val_metric)
+
+ # early stopping based on minimum decrease in loss
+ if min_delta is not None and epoch > 0:
+ if self.early_stopping_history_[-2] - val_metric < min_delta:
+ print("Early stopping at epoch ", epoch)
+ self.early_stopping_epoch_ = epoch
+ break
+
+ # early stopping based on number of epochs with increasing loss
+ if val_metric < min_valmetric:
+ min_valmetric = val_metric
+ increases = 0
+ # save model paramaters for current best epoch
+ best_params = copy.deepcopy(net.state_dict())
+ elif patience is not None:
+ increases += 1
+ if increases > patience:
+ print("Early stopping at epoch ", epoch)
+ self.early_stopping_epoch_ = epoch
+ break
+
+ # if using early stopping, reload net with best params
+ if patience is not None or min_delta is not None:
+ # load model paramaters from best epoch
+ net.load_state_dict(best_params)
+ net.eval()
+
+ # store network for prediction
+ self.net_ = net
+
+ self.metric_history_df_ = pd.DataFrame(self.metric_history_)
+
+ return self
+
+ def predict(self, X):
+ """Predicts using the trained network.
+ Parameters
+ ----------
+ X : array-like, shape (n_samples, n_features)
+ An array of the same shape as the one used in training, containing the data
+ to be used for predictions.
+ Returns
+ -------
+ np.array
+ Model predictions in an array of shape (n_samples, n_labels).
+ """
+
+ # cast to tensor and move to device
+ device = torch.device(self.device)
+ X_nn = torch.tensor(X, dtype=torch.float32).to(device)
+
+ # forward pass through network for predictions
+ # return predictions as numpy array
+ with torch.no_grad():
+ return self.net_(X_nn).cpu().detach().numpy().astype("float32")
+
+ def predict_proba(self, X):
+ """Return predictions on probability scale for classification network.
+ Parameters
+ ----------
+ X : array-like, shape (n_samples, n_features)
+ An array of the same shape as the one used in training, containing the data
+ to be used for predictions.
+ Returns
+ -------
+ np.array
+ Model predictions in an array of shape (n_samples, n_labels), with sigmoid
+ transformation applied (i.e. predicted probabilities).
+ """
+
+ preds = self.predict(X)
+ preds_proba = 1 / (1 + np.exp(-preds))
+ return preds_proba.astype("float32")
+
+
+class CVModel(sklearn.base.BaseEstimator):
+ """Wraps an sklearn estimator to train in folds using cross validation.
+ In addition to training separate models for each fold, this estimator allows for
+ predictions on new data or out-of-fold predictions on the training data. This makes
+ it a convenient way to get out-of-sample predictions for every observation in a
+ train set
+ Parameters
+ ----------
+ model : obj
+ Sklearn-compatible estimator to be used in training. To work with the CV
+ procedure, the estimator must accept an `eval_set` parameter, although the
+ implementation may be to just accept this parameter and do nothing with it.
+ Attributes
+ ----------
+ splits_ : list of tuple
+ The CV splits used in training, in the form of a list of `(idx_train, idx_test)`
+ tuples.
+ models_ : list of obj
+ A list of trained models of same length as `self.splits_`, with each model cloned
+ from `self.model` and trained on the corresponding split in `self.splits_`.
+ """
+
+ def __init__(self, model):
+ self.model = model
+
+ def fit(
+ self,
+ X,
+ y=None,
+ splits=None,
+ sample_weight=None,
+ eval_weights=False,
+ **fit_params,
+ ):
+ """Split data into folds and train separate model for each split.
+ Parameters
+ ----------
+ X : array-like, shape (n_samples, n_features)
+ The features for the training data, which will be split into folds for
+ separate model fitting.
+ y : array-like, shape (n_samples, n_labels), optional
+ The training labels, if required.
+ splits : list of tuple
+ The CV splits to be used in training, in the form of a list of `(idx_train,
+ idx_test)` tuples.
+ sample_weight : array-like, shape (n_samples, )
+ Sample weights for each observation in the training data. If provided, these
+ will be split along with training features/labels and passed to each fold's
+ model as a fit parameter.
+ eval_weights : bool
+ If True, pass the `sample_weight` to each model for eval sets also, as an
+ `eval_sample_weight` fit parameter.
+ Returns
+ -------
+ self : obj
+ Returns the estimator itself, in keeping with sklearn requirements.
+ """
+
+ if splits is None:
+ splits = [None]
+
+ self.splits_ = splits
+
+ # ensure indexing is same as rows if inputs are dataframes
+ if isinstance(X, pd.DataFrame):
+ X = X.reset_index(drop=True)
+ if isinstance(y, pd.DataFrame):
+ y = y.reset_index(drop=True)
+
+ # for each fold, split data, train model, and store it
+ self.models_ = []
+ for i, (idx_train, idx_val) in enumerate(splits):
+ if 'verbose' in fit_params and fit_params['verbose']:
+ print(f"Fitting split {i+1}/{len(splits)}")
+
+ m = sklearn.base.clone(self.model)
+
+ # split sample weights if they are included
+ if sample_weight is not None:
+ fit_params["sample_weight"] = _subset_rows(sample_weight, idx_train)
+ if eval_weights:
+ fit_params["eval_sample_weight"] = _subset_rows(sample_weight, idx_val)
+
+ m.fit(
+ _subset_rows(X, idx_train),
+ _subset_rows(y, idx_train),
+ eval_set=[(_subset_rows(X, idx_val), _subset_rows(y, idx_val))],
+ **fit_params,
+ )
+ self.models_.append(m)
+
+ return self
+
+ def _predict(self, X, use_splits=False, predict_proba=True, **pred_params):
+ """Private method for implementing `use_splits` and `predict_proba`."""
+
+ # use training splits to prediction out-of-fold
+ if use_splits:
+ order = []
+ preds_shuffled = []
+ for m, split_indices in zip(self.models_, self.splits_):
+ oof_indices = split_indices[1]
+ # get raw or transformed preds, as specified
+ if predict_proba:
+ preds_oof = m.predict_proba(_subset_rows(X, oof_indices), **pred_params)
+ else:
+ preds_oof = m.predict(_subset_rows(X, oof_indices), **pred_params)
+ # record the prediction and original index for each observation
+ order.append(oof_indices)
+ preds_shuffled.append(preds_oof)
+ # fix the order to match the input data
+ order = np.concatenate(order)
+ preds_shuffled = np.concatenate(preds_shuffled)
+ preds = np.empty_like(preds_shuffled)
+ preds[order] = preds_shuffled
+ # predict using average of all k models
+ else:
+ preds = []
+ for m in self.models_:
+ if predict_proba:
+ pred = m.predict_proba(X, **pred_params)
+ else:
+ pred = m.predict(X, **pred_params)
+ preds.append(pred)
+ preds = np.mean(preds, axis=0)
+
+ return preds
+
+ def predict(self, X, use_splits=False, **pred_params):
+ """Predict on input data using trained models.
+ By setting `use_splits` to `True`, one can immediately obtain an out-of-sample
+ prediction for each training observation by using only the model for which the
+ observation was out-of-fold. Otherwise, predictions are averaged across the
+ models from each fold.
+ Parameters
+ ----------
+ X : array-like, shape (n_samples, n_features)
+ An array of the same shape as the one used in training, containing the data
+ to be used for predictions.
+ use_splits : bool
+ Whether or not to use training splits to get out-of-fold predictions. Only
+ applicable if `X` is the original data used in training.
+ **pred_params
+ Additional prediction parameters to be passed to the models.
+ Returns
+ -------
+ array-like
+ Model predictions in an array of shape (n_samples, n_labels).
+ """
+
+ return self._predict(
+ X, use_splits=use_splits, predict_proba=False, **pred_params
+ )
+
+ def predict_proba(self, X, use_splits=False, **pred_params):
+ """Get predictions on probability-scale using trained models.
+ By setting `use_splits` to `True`, one can immediately obtain an out-of-sample
+ prediction for each training observation by using only the model for which the
+ observation was out-of-fold. Otherwise, predictions are averaged across the
+ models from each fold.
+ Parameters
+ ----------
+ X : array-like, shape (n_samples, n_features)
+ An array of the same shape as the one used in training, containing the data
+ to be used for predictions.
+ use_splits : bool
+ Whether or not to use training splits to get out-of-fold predictions. Only
+ applicable if `X` is the original data used in training.
+ **pred_params
+ Additional prediction parameters to be passed to the models.
+ Returns
+ -------
+ array-like
+ Model predictions in an array of shape (n_samples, n_labels), with sigmoid
+ transformation applied (i.e. predicted probabilities).
+ """
+
+ return self._predict(
+ X, use_splits=use_splits, predict_proba=True, **pred_params
+ )
+
+
+class SeedCVModel(sklearn.base.BaseEstimator):
+ """
+ Runs `CVModels` multiple times with different seeds and averages
+ the prediction. Each seed is used to simultaneously create CV splits
+ and set any non-deterministic values for the model (meaning that
+ model configurations may differ across the CV runs).
+ """
+ def __init__(self, model, seeds):
+ self.model = model
+ self.seeds = seeds
+
+ def fit(self, X, y, split_method, n_folds, groups, **fit_params):
+ """
+ Loops over seeds and creates CV splits and fits CVModel` for each
+ seed.
+ Split method is one of one of {"grouped", "target stratified"}.
+ """
+ models = []
+ for seed in self.seeds:
+ # copy model with new seed
+ model = sklearn.base.clone(self.model).set_params(seed=seed)
+ cv = CVModel(model)
+ # make splits based on seed
+ splits = kfold_splits(
+ split_method, # one of {"grouped", "target stratified"}
+ n_folds=n_folds,
+ groups=groups,
+ random_state=seed,
+ X=X,
+ y=y,
+ )
+ cv.fit(
+ X=X,
+ y=y,
+ splits=splits,
+ **fit_params,
+ )
+ models.append(cv)
+
+ self.models = models
+
+ return self
+
+ def predict_proba(self, X, use_splits=False, **pred_params):
+ """
+ Predicts the probability by averaging probability
+ predictions with models trained with different seeds.
+ When `use_splits==True`, for a given `CVModel`, preds for each obs.
+ are made with the model trained with that obs. in the out-of-fold sample.
+ When `use_splits==False`, for a given `CVModel`, preds are averaged over
+ the model for each fold.
+ """
+ preds = []
+ # get preds for each model
+ for m in self.models:
+ pred = m.predict(X, use_splits=use_splits, **pred_params)
+ pred = 1 / (1 + np.exp(-pred))
+ preds.append(pred)
+
+ self.preds = preds
+
+ return np.mean(preds, axis=0)
+
+
+class GridSearch(sklearn.base.BaseEstimator):
+ """Custom analogue to sklearn's GridSearchCV with support for early stopping.
+ Parameters
+ ----------
+ model : obj
+ param_grid : dict of str to list
+ Dictionary mapping each parameter to a list of candidate values to be searched.
+ loss_fn : callable
+ A function or callable loss object with signature `loss_fn(y_pred, y_true)`.
+ Attributes
+ ----------
+ results_ : list of dict
+ List of dictionaries recording fold, parameters, and loss from the grid search.
+ results_df_ : pd.DataFrame
+ A dataframe wrapper around `self.results_`.
+ """
+
+ def __init__(self, model, param_grid, loss_fn):
+ self.model = model
+ self.param_grid = param_grid
+ self.loss_fn = loss_fn
+
+ def fit(self, X, y=None, splits=None, **fit_params):
+
+ """Split data into folds and train/evaluate parameter combinations on each fold.
+ Parameters
+ ----------
+ X : array-like, shape (n_samples, n_features)
+ The training features.
+ y : array-like, shape (n_samples, n_labels), optional
+ The training labels, if required.
+ splits : list of tuple
+ The fold splits to be used in training, in the form of a list of
+ `(idx_train, idx_test)` tuples.
+ **fit_params
+ Additional fit parameters to pass to the model.
+ Returns
+ -------
+ self : obj
+ Returns the estimator itself.
+ Notes
+ -----
+ This estimator does not save the trained models or implement a `best_model_`
+ attribute or `predict` method. It is intended only for obtaining optimal
+ parameter combos, most easily accessed in the `results_df_` attribtue.
+ """
+
+ loss_fn = (
+ self.loss_fn if isinstance(self.loss_fn, dict) else {"loss": self.loss_fn}
+ )
+
+ # create parameter grid (result is list of parameter dicts)
+ pg = sklearn.model_selection.ParameterGrid(self.param_grid)
+
+ def to_tensor(a):
+ return torch.tensor(a, dtype=torch.float32).to(self.model.device)
+
+ # we'll record results for every param combo and fold
+ self.results_ = []
+ for params in pg:
+ model = sklearn.base.clone(self.model).set_params(**params)
+ # use our custom CV implementation to pass oos fold as val set
+ cv = CVModel(model)
+ cv.fit(X=X, y=y, splits=splits, **fit_params)
+ # get oof error for every fold
+ for i, m in enumerate(cv.models_):
+ oof_indices = splits[i][1]
+ y_pred = to_tensor(m.predict(_subset_rows(X, oof_indices)))
+ y_true = to_tensor(_subset_rows(y, oof_indices))
+ loss = {name: f(y_pred, y_true).item() for name, f in loss_fn.items()}
+ # extract the name for network class so output is more readable
+ params_copy = params.copy()
+ if "net_obj" in params:
+ params_copy["net_obj"] = params_copy["net_obj"].name
+ self.results_.append({"fold": i, **params_copy, **loss})
+
+ # add dataframe version to easily read results
+ self.results_df_ = pd.DataFrame(self.results_)
+
+ return self
+
+
+class OVRModel(sklearn.base.BaseEstimator):
+ """Custom analogue to sklearn's OneVsRestClassifier with support for fit params.
+ This is a very simple implementation that optionally paralellizes across outcomes
+ and supports use of fit parameters. Prediction is not parallelized.
+ Parameters
+ ----------
+ model : obj
+ The estimator to be used for predicting each outcome. Currently there is no
+ support for using different models for different outcomes.
+ n_jobs : int, optional
+ Number of joblib jobs to use in parallelization. The usual joblib rules apply,
+ i.e. None -> 1 job, -1 -> all available.
+ Attributes
+ ----------
+ models_ : list of obj
+ The trained single-outcome models, which are used in prediction.
+ """
+
+ def __init__(self, model=None, n_jobs=None):
+ self.model = model
+ self.n_jobs = n_jobs
+
+ def fit(self, X, y=None, **fit_params):
+ """Fit a separate model for each outcome in y."""
+ def parse_eval(fit_params, i):
+ params = dict(fit_params)
+ if "eval_set" in params:
+ params["eval_set"] = [
+ (X_val, _subset_cols(y_val, i))
+ for (X_val, y_val) in params["eval_set"]
+ ]
+ return params
+
+ self.models_ = Parallel(n_jobs=self.n_jobs)(
+ delayed(_fit_binary)(
+ self.model, X, _subset_cols(y, i), **parse_eval(fit_params, i)
+ )
+ for i in range(y.shape[1])
+ )
+
+ def predict(self, X):
+ """Predict from each separate model and recombine."""
+
+ y_pred = []
+
+ for m in self.models_:
+ # coerce to 1 dimension for models that return (n,1)
+ p = m.predict(X).squeeze()
+ y_pred.append(p)
+
+ y_pred = np.array(y_pred).T
+
+ return y_pred
+
+ def predict_proba(self, X):
+ """Get predicted probability from each separate model and recombine."""
+
+ y_pred = []
+
+ for m in self.models_:
+ p = m.predict_proba(X)
+ # take only p(1) when predict_proba returns 2 outcomes (sklearn, LGBM)
+ if p.shape[1] == 2:
+ p = p[:, 1]
+ else:
+ p = p.squeeze()
+ y_pred.append(p)
+
+ y_pred = np.array(y_pred).T
+
+ return y_pred
diff --git a/input/utilities/preprocess.py b/input/utilities/preprocess.py
new file mode 100644
index 0000000..f1c5259
--- /dev/null
+++ b/input/utilities/preprocess.py
@@ -0,0 +1,45 @@
+#######################
+### Library imports ###
+#######################
+
+# standard library
+import os
+import sys
+
+# data packages
+import numpy as np
+import pandas as pd
+
+# sklearn
+from sklearn.base import TransformerMixin
+from sklearn.preprocessing import OneHotEncoder, StandardScaler
+from sklearn.compose import make_column_transformer
+
+
+class Preprocessor(TransformerMixin):
+ def __init__(
+ self,
+ seed = 2021
+ ):
+ self.seed = seed
+
+ def fit(self, X, y = None, X_test = None):
+ if X_test is not None:
+ X = pd.concat([X, X_test], axis = 0, ignore_index = True)
+
+ gene_feats = [col for col in X.columns if col.startswith('g-')]
+ cell_feats = [col for col in X.columns if col.startswith('c-')]
+ numeric_feats = gene_feats + cell_feats
+ categorical_feats = ['cp_time', 'cp_dose']
+
+ self._transformer = make_column_transformer(
+ (OneHotEncoder(), categorical_feats),
+ (StandardScaler(), numeric_feats)
+ )
+ self._transformer.fit(X)
+ return self
+
+
+ def transform(self, X):
+ X_new = self._transformer.transform(X).astype("float32")
+ return X_new
diff --git a/input/utilities/splitting.py b/input/utilities/splitting.py
new file mode 100644
index 0000000..365791b
--- /dev/null
+++ b/input/utilities/splitting.py
@@ -0,0 +1,79 @@
+#######################
+### Library imports ###
+#######################
+
+# standard library
+import copy
+import os
+
+# data packages
+import numpy as np
+import pandas as pd
+
+
+
+def split_on_group(n_splits, groups, random_state=None):
+ """Custom splitting on groups.
+ Parameters
+ ----------
+ n_splits : int
+ Number of splits (folds) to make.
+ groups : array-like
+ The group labels for every observation.
+ random_state : int, optional
+ Random state for reproducibility.
+ Returns
+ -------
+ list of tuple
+ The split indices as a list of tuples of `(idx_train, idx_test)`.
+ Notes
+ -----
+ Adapted from https://stackoverflow.com/a/54254277.
+ """
+
+ groups = pd.Series(groups)
+ ix = np.arange(len(groups))
+ unique = np.unique(groups)
+ np.random.RandomState(random_state).shuffle(unique)
+ result = []
+ for split in np.array_split(unique, n_splits):
+ mask = groups.isin(split)
+ train, test = ix[~mask], ix[mask]
+ result.append((train, test))
+
+ return result
+
+
+def create_splitting_groups(df, strat_vars, split_var, random_state=None):
+ """Create custom MoA-based groups for CV splitting.
+ Parameters
+ ----------
+ df : pd.DataFrame
+ Input data, containing all columns in `strat_vars` and `split_var`.
+ strat_vars : list of str
+ Variables to use for stratification, e.g. ["cp_time", "cp_dose"].
+ split_var : str
+ Variable used for demarcating splits, e.g. "drug_id".
+ random_state : int
+ Random state for reproducibiity.
+ Returns
+ -------
+ pd.Series
+ The constructed groups.
+ """
+
+ df_groups = df.assign(
+ # add random noise to do random ranking
+ random=lambda x: np.random.RandomState(random_state).rand(x.shape[0]),
+ # randomly rank (i.e. assign ids) within group
+ rank=lambda x: x.groupby(strat_vars + [split_var])["random"]
+ # ties shouldn't occur, but make sure distinct ranks are assigned if they do
+ .rank(method="first").astype(int),
+ # then group is based on this rank and the splitting variable (str concat)
+ group=lambda x: x[[split_var, "rank"]]
+ .astype(str)
+ .apply(lambda y: "_".join(y), axis=1),
+ )
+
+ # return the pd.Series of the new groups (with original df index)
+ return df_groups["group"]
--
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