cross validation for split test and train datasets - python

Unlike standart data, I have dataset contain separetly as train, test1 and test2. I implemented ML algorithms and got performance metrics. But when i apply cross validation, it's getting complicated.. May be someone help me.. Thank you..
It's my code..
train = pd.read_csv('train-alldata.csv',sep=";")
test = pd.read_csv('test1-alldata.csv',sep=";")
test2 = pd.read_csv('test2-alldata.csv',sep=";")
X_train = train_pca_son.drop('churn_yn',axis=1)
y_train = train_pca_son['churn_yn']
X_test = test_pca_son.drop('churn_yn',axis=1)
y_test = test_pca_son['churn_yn']
X_test_2 = test2_pca_son.drop('churn_yn',axis=1)
y_test_2 = test2_pca_son['churn_yn']
For example, KNN Classifier.
knn_classifier = KNeighborsClassifier(n_neighbors =7,metric='euclidean')
knn_classifier.fit(X_train, y_train)
For K-Fold.
from sklearn import datasets
from sklearn.tree import DecisionTreeClassifier
from sklearn.model_selection import KFold, cross_val_score
dtc = DecisionTreeClassifier(random_state=42)
k_folds = KFold(n_splits = 5)
scores = cross_val_score(dtc, X, y, cv = k_folds)
print("Cross Validation Scores: ", scores)
print("Average CV Score: ", scores.mean())
print("Number of CV Scores used in Average: ", len(scores))

This is a variation on the "holdout test data" pattern (see also: Wikipedia: Training, Validation, Test / Confusion in terminology). For churn prediction: this may arise if you have two types of customers, or are evaluating on two time frames.
X_train, y_train ← perform training and hyperparameter tuning with this
X_test1, y_test1 ← test on this
X_test2, y_test2 ← test on this as well
Cross validation estimates holdout error using the training data—it may come up if you estimate hyperparameters with GridSearchCV. Final evaluation involves estimating performance on two test sets, separately or averaged over the two:
from sklearn.datasets import make_classification
from sklearn.model_selection import train_test_split
from sklearn.neighbors import KNeighborsClassifier
from sklearn.metrics import f1_score
X, y = make_classification(n_samples=1000, random_state=42)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=.4)
X_test1, X_test2, y_test1, y_test2 = train_test_split(X_test, y_test, test_size=.5)
print(y_train.shape, y_test1.shape, y_test2.shape)
# (600,) (200,) (200,)
clf = KNeighborsClassifier(n_neighbors=7).fit(X_train, y_train)
print(f1_score(y_test1, clf.predict(X_test1)))
print(f1_score(y_test2, clf.predict(X_test2)))
# 0.819
# 0.805

Related

Applying Cross validation in Naive bayes

My dataset is Spam and Ham Filipino Message
I divided my dataset into 60% training, 20% testing and 20%validation
Split data into testing, training and Validation
from sklearn.model_selection import train_test_split
data['label'] = (data['label'].replace({'ham' : 0,
'spam' : 1}))
X_train, X_test, y_train, y_test = train_test_split(data['message'],
data['label'], test_size=0.2, random_state=1)
X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.25, random_state=1) # 0.25 x 0.8 = 0.2
print('Total: {} rows'.format(data.shape[0]))
print('Train: {} rows'.format(X_train.shape[0]))
print(' Test: {} rows'.format(X_test.shape[0]))
print(' Validation: {} rows'.format(X_val.shape[0]))
Train a MultinomialNB from sklearn
from sklearn.naive_bayes import MultinomialNB
from sklearn.metrics import accuracy_score
import numpy as np
naive_bayes = MultinomialNB().fit(train_data,
y_train)
predictions = naive_bayes.predict(test_data)
Evaluate the Model
from sklearn.metrics import (accuracy_score,
precision_score,
recall_score,
f1_score)
accuracy_score = accuracy_score(y_test,
predictions)
precision_score = precision_score(y_test,
predictions)
recall_score = recall_score(y_test,
predictions)
f1_score = f1_score(y_test,
predictions)
My problem is in Validation. The error says
warnings.warn("Estimator fit failed. The score on this train-test"
this is how I code my validation, don't know if I'm doing the right thing"
from sklearn.model_selection import cross_val_score
mnb = MultinomialNB()
scores = cross_val_score(mnb,X_val,y_val, cv = 10, scoring='accuracy')
print('Cross-validation scores:{}'.format(scores))
I did not get any error or warning. Maybe it can be worked.
import pandas as pd
from sklearn.model_selection import train_test_split
from sklearn.naive_bayes import MultinomialNB
from sklearn.metrics import accuracy_score
import numpy as np
from sklearn.metrics import (accuracy_score,
precision_score,
recall_score,
f1_score)
from sklearn.model_selection import cross_val_score
from sklearn.feature_extraction.text import CountVectorizer
df = pd.read_csv("https://raw.githubusercontent.com/jeffprosise/Machine-Learning/master/Data/ham-spam.csv")
vectorizer = CountVectorizer(ngram_range=(1, 2), stop_words='english')
x = vectorizer.fit_transform(df['Text'])
y = df['IsSpam']
X_train, X_test, y_train, y_test = train_test_split(x, y, test_size=0.2, random_state=1)
X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.25, random_state=1) # 0.25 x 0.8 = 0.2
print('Total: {} rows'.format(data.shape[0]))
print('Train: {} rows'.format(X_train.shape[0]))
print(' Test: {} rows'.format(X_test.shape[0]))
print(' Validation: {} rows'.format(X_val.shape[0]))
naive_bayes = MultinomialNB().fit(X_train, y_train)
predictions = naive_bayes.predict(X_test)
accuracy_score = accuracy_score(y_test,predictions)
precision_score = precision_score(y_test, predictions)
recall_score = recall_score(y_test, predictions)
f1_score = f1_score(y_test, predictions)
mnb = MultinomialNB()
scores = cross_val_score(mnb,X_val,y_val, cv = 10, scoring='accuracy')
print('Cross-validation scores:{}'.format(scores))
Result:
Total: 1000 rows
Train: 600 rows
Test: 200 rows
Validation: 200 rows
Cross-validation scores:[1. 0.95 0.85 1. 1. 0.9 0.9 0.8 0.9 0.9 ]
First, it is worth noting that because it's called cross validation doesn't mean you have to use a validation set as you have done in your code, to do the crossval. There are a number of reasons why you would perform cross validation which include:
Ensuring that all your dataset is used in training as well as evaluating the performance of your model
To perform hyperparameter tuning.
Hence, your case here lean toward the first use case. As such you don't need to first perform a split of train, val, and test. Instead you can perform the 10-fold cross validation on your entire dataset.
If you are doing hyparameterization, then you can have a hold-out set of say 30% and use the remaining 70% for cross validation. Once the best parameters have been determined, you can then use the hold-out set to perform an evaluation of the model with the best parameters.
Some refs:
https://towardsdatascience.com/5-reasons-why-you-should-use-cross-validation-in-your-data-science-project-8163311a1e79
https://www.analyticsvidhya.com/blog/2021/11/top-7-cross-validation-techniques-with-python-code/
https://towardsdatascience.com/train-test-split-and-cross-validation-in-python-80b61beca4b6

Python: I want to perform 5 fold cross validation for logistic regression and report scores. Do I use LogisticRegressionCV() or cross_val_score()?

cross_val_scores gives different results than LogisticRegressionCV, and I can't figure out why.
Here is my code:
seed = 42
test_size = .33
X_train, X_test, Y_train, Y_test = train_test_split(scale(X),Y, test_size=test_size, random_state=seed)
#Below is my model that I use throughout the program.
model = LogisticRegressionCV(random_state=42)
print('Logistic Regression results:')
#For cross_val_score below, I just call LogisticRegression (and not LogRegCV) with the same parameters.
scores = cross_val_score(LogisticRegression(random_state=42), X_train, Y_train, scoring='accuracy', cv=5)
print(np.amax(scores)*100)
print("%.2f%% average accuracy with a standard deviation of %0.2f" % (scores.mean() * 100, scores.std() * 100))
model.fit(X_train, Y_train)
y_pred = model.predict(X_test)
predictions = [round(value) for value in y_pred]
accuracy = accuracy_score(Y_test, predictions)
coef=np.round(model.coef_,2)
print("Accuracy: %.2f%%" % (accuracy * 100.0))
The output is this.
Logistic Regression results:
79.90483019359885
79.69% average accuracy with a standard deviation of 0.14
Accuracy: 79.81%
Why is the maximum accuracy from cross_val_score higher than the accuracy used by LogisticRegressionCV?
And, I recognize that cross_val_scores does not return a model, which is why I want to use LogisticRegressionCV, but I am struggling to understand why it is not performing as well. Likewise, I am not sure how to get the standard deviations of the predictors from LogisticRegressionCV.
For me, there might be some points to take into consideration:
Cross validation is generally used whenever you should simulate a validation set (for instance when the training set is not that big to be divided into training, validation and test sets) and only uses training data. In your case you're computing accuracy of model on test data, making it impossible to exactly compare results.
According to the docs:
Cross-validation estimators are named EstimatorCV and tend to be roughly equivalent to GridSearchCV(Estimator(), ...). The advantage of using a cross-validation estimator over the canonical estimator class along with grid search is that they can take advantage of warm-starting by reusing precomputed results in the previous steps of the cross-validation process. This generally leads to speed improvements.
If you look at this snippet, you'll see that's what happens indeed:
import numpy as np
from sklearn.datasets import load_breast_cancer
from sklearn.linear_model import LogisticRegression, LogisticRegressionCV
from sklearn.model_selection import cross_val_score, GridSearchCV, train_test_split
data = load_breast_cancer()
X, y = data['data'], data['target']
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
estimator = LogisticRegression(random_state=42, solver='liblinear')
grid = {
'C': np.power(10.0, np.arange(-10, 10)),
}
gs = GridSearchCV(estimator, param_grid=grid, scoring='accuracy', cv=5)
gs.fit(X_train, y_train)
print(gs.best_score_) # 0.953846153846154
lrcv = LogisticRegressionCV(Cs=list(np.power(10.0, np.arange(-10, 10))),
cv=5, scoring='accuracy', solver='liblinear', random_state=42)
lrcv.fit(X_train, y_train)
print(lrcv.scores_[1].mean(axis=0).max()) # 0.953846153846154
I would suggest to have a look here, too, so as to get the details of lrcv.scores_[1].mean(axis=0).max().
Eventually, to get the same results with cross_val_score you should better write:
score = cross_val_score(gs.best_estimator_, X_train, y_train, cv=5, scoring='accuracy')
score.mean() # 0.953846153846154

How to perform SMOTE with cross validation in sklearn in python

I have a highly imbalanced dataset and would like to perform SMOTE to balance the dataset and perfrom cross validation to measure the accuracy. However, most of the existing tutorials make use of only single training and testing iteration to perfrom SMOTE.
Therefore, I would like to know the correct procedure to perfrom SMOTE using cross-validation.
My current code is as follows. However, as mentioned above it only uses single iteration.
from imblearn.over_sampling import SMOTE
from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3, random_state=0)
sm = SMOTE(random_state=2)
X_train_res, y_train_res = sm.fit_sample(X_train, y_train.ravel())
clf_rf = RandomForestClassifier(n_estimators=25, random_state=12)
clf_rf.fit(x_train_res, y_train_res)
I am happy to provide more details if needed.
You need to perform SMOTE within each fold. Accordingly, you need to avoid train_test_split in favour of KFold:
from sklearn.model_selection import KFold
from imblearn.over_sampling import SMOTE
from sklearn.metrics import f1_score
kf = KFold(n_splits=5)
for fold, (train_index, test_index) in enumerate(kf.split(X), 1):
X_train = X[train_index]
y_train = y[train_index] # Based on your code, you might need a ravel call here, but I would look into how you're generating your y
X_test = X[test_index]
y_test = y[test_index] # See comment on ravel and y_train
sm = SMOTE()
X_train_oversampled, y_train_oversampled = sm.fit_sample(X_train, y_train)
model = ... # Choose a model here
model.fit(X_train_oversampled, y_train_oversampled )
y_pred = model.predict(X_test)
print(f'For fold {fold}:')
print(f'Accuracy: {model.score(X_test, y_test)}')
print(f'f-score: {f1_score(y_test, y_pred)}')
You can also, for example, append the scores to a list defined outside.
from sklearn.model_selection import StratifiedKFold
from imblearn.over_sampling import SMOTE
cv = StratifiedKFold(n_splits=5)
for train_idx, test_idx, in cv.split(X, y):
X_train, y_train = X[train_idx], y[train_idx]
X_test, y_test = X[test_idx], y[test_idx]
X_train, y_train = SMOTE().fit_sample(X_train, y_train)
....
I think you can also solve this with a pipeline from the imbalanced-learn library.
I saw this solution in a blog called Machine Learning Mastery https://machinelearningmastery.com/smote-oversampling-for-imbalanced-classification/
The idea is to use a pipeline from imblearn to do the cross-validation. Please, let me know if that works. The example below is with a decision tree, but the logic is the same.
#decision tree evaluated on imbalanced dataset with SMOTE oversampling
from numpy import mean
from sklearn.datasets import make_classification
from sklearn.model_selection import cross_val_score
from sklearn.model_selection import RepeatedStratifiedKFold
from sklearn.tree import DecisionTreeClassifier
from imblearn.pipeline import Pipeline
from imblearn.over_sampling import SMOTE
# define dataset
X, y = make_classification(n_samples=10000, n_features=2, n_redundant=0,
n_clusters_per_class=1, weights=[0.99], flip_y=0, random_state=1)
# define pipeline
steps = [('over', SMOTE()), ('model', DecisionTreeClassifier())]
pipeline = Pipeline(steps=steps)
# evaluate pipeline
cv = RepeatedStratifiedKFold(n_splits=10, n_repeats=3, random_state=1)
scores = cross_val_score(pipeline, X, y, scoring='roc_auc', cv=cv, n_jobs=-1)
score = mean(scores))

Cross Validation Python Sklearn

I want to do Cross Validation on my SVM classifier before using it on the actual test set. What I want to ask is do I do the cross validation on the original dataset or on the training set, which is the result of train_test_split() function?
import pandas as pd
from sklearn.model_selection import KFold,train_test_split,cross_val_score
from sklearn.svm import SVC
df = pd.read_csv('dataset.csv', header=None)
X = df[:,0:10]
y = df[:,10]
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.33, random_state=40)
kfold = KFold(n_splits=10, random_state=seed)
svm = SVC(kernel='poly')
results = cross_val_score(svm, X, y, cv=kfold) #Cross validation on original set
or
import pandas as pd
from sklearn.model_selection import KFold,train_test_split,cross_val_score
from sklearn.svm import SVC
df = pd.read_csv('dataset.csv', header=None)
X = df[:,0:10]
y = df[:,10]
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.33, random_state=40)
kfold = KFold(n_splits=10, random_state=seed)
svm = SVC(kernel='poly')
results = cross_val_score(svm, X_train, y_train, cv=kfold) #Cross validation on training set
It is best to always reserve a test set that is only used once you are satisfied with your model, right before deploying it. So do your train/test split, then set the testing set aside. We will not touch that.
Perform the cross-validation only on the training set. For each of the k folds you will use a part of the training set to train, and the rest as a validations set. Once you are satisfied with your model and your selection of hyper-parameters. Then use the testing set to get your final benchmark.
Your second block of code is correct.

Support vector machine overfitting my data

I am trying to make predictions for the iris dataset. I have decided to use svms for this purpose. But, it gives me an accuracy 1.0. Is it a case of overfitting or is it because the model is very good? Here is my code.
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=0)
svm_model = svm.SVC(kernel='linear', C=1,gamma='auto')
svm_model.fit(X_train,y_train)
predictions = svm_model.predict(X_test)
accuracy_score(predictions, y_test)
Here, accuracy_score returns a value of 1. Please help me. I am a beginner in machine learning.
You can try cross validation:
Example:
from sklearn.model_selection import LeaveOneOut
from sklearn import datasets
from sklearn.svm import SVC
from sklearn.model_selection import cross_val_score
#load iris data
iris = datasets.load_iris()
X = iris.data
Y = iris.target
#build the model
svm_model = SVC( kernel ='linear', C = 1, gamma = 'auto',random_state = 0 )
#create the Cross validation object
loo = LeaveOneOut()
#calculate cross validated (leave one out) accuracy score
scores = cross_val_score(svm_model, X,Y, cv = loo, scoring='accuracy')
print( scores.mean() )
Result (the mean accuracy of the 150 folds since we used leave-one-out):
0.97999999999999998
Bottom line:
Cross validation (especially LeaveOneOut) is a good way to avoid overfitting and to get robust results.
The iris dataset is not a particularly difficult one from where to get good results. However, you are right not trusting a 100% classification accuracy model. In your example, the problem is that the 30 test points are all correctly well classified. But that doesn't mean that your model is able to generalise well for all new data instances. Just try and change the test_size to 0.3 and the results are no longer 100% (it goes down to 97.78%).
The best way to guarantee robustness and avoid overfitting is using cross validation. An example on how to do this easily from your example:
from sklearn import datasets
from sklearn import svm
from sklearn.model_selection import train_test_split
from sklearn.model_selection import cross_val_score
iris = datasets.load_iris()
X = iris.data[:, :4]
y = iris.target
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=0)
svm_model = svm.SVC(kernel='linear', C=1, gamma='auto')
scores = cross_val_score(svm_model, iris.data, iris.target, cv=10) #10 fold cross validation
Here cross_val_score uses different parts of the dataset as testing data iteratively (cross validation) while keeping all your previous parameters. If you check score you will see that the 10 accuracies calculated now range from 87.87% to 100%. To report the final model performance you can for example use the mean of the scored values.
Hope this helps and good luck! :)

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