Variable Importance P-Values - mlr3

Can the importance_pvalues (https://rdrr.io/cran/ranger/man/importance_pvalues.html) command be used via mlr3? In other words, can I indicate that I would like the p-values outputted in my call to the learner? If not, how would I go about extracting the ranger object to use as input for the importance_pvalues command?

You can always access the stored model via the $model field in mlr3.
library(mlr3verse)
library(ranger)
learner = lrn("classif.ranger", importance = "impurity_corrected")
learner$train(tsk("sonar"))
importance_pvalues(learner$model)

Related

How does Machine Learning algorithm retain learning from previous execution?

I am reading Hands on Machine Learning book and author talks about random seed during train and test split, and at one point of time, the author says over the period Machine will see your whole dataset.
Author is using following function for dividing Tran and Test split,
def split_train_test(data, test_ratio):
shuffled_indices = np.random.permutation(len(data))
test_set_size = int(len(data) * test_ratio)
test_indices = shuffled_indices[:test_set_size]
train_indices = shuffled_indices[test_set_size:]
return data.iloc[train_indices], data.iloc[test_indices]
Usage of the function like this:
>>>train_set, test_set = split_train_test(housing, 0.2)
>>> len(train_set)
16512
>>> len(test_set)
4128
Well, this works, but it is not perfect: if you run the program again, it will generate a different test set! Over time, you (or your Machine Learning algorithms) will get to see the whole dataset, which is what you want to avoid.
Sachin Rastogi: Why and how will this impact my model performance? I understand that my model accuracy will vary on each run as Train set will always be different. How my model will see the whole dataset over a time ?
The author is also providing a few solutions,
One solution is to save the test set on the first run and then load it in subsequent runs. Another option is to set the random number generator’s seed (e.g., np.random.seed(42)) before calling np.random.permutation(), so that it always generates the same shuffled indices.
But both these solutions will break next time you fetch an updated dataset. A common solution is to use each instance’s identifier to decide whether or not it should go in the test set (assuming instances have a unique and immutable identifier).
Sachin Rastogi: Will it be a good train/test division? I think No, Train and Test should contain elements from across dataset to avoid any bias from the Train set.
The author is giving an example,
You could compute a hash of each instance’s identifier and put that instance in the test set if the hash is lower or equal to 20% of the maximum hash value. This ensures that the test set will remain consistent across multiple runs, even if you refresh the dataset.
The new test set will contain 20% of the new instances, but it will not contain any instance that was previously in the training set.
Sachin Rastogi: I am not able to understand this solution. Could you please help?
For me, these are the answers:
The point here is that you should better put aside part of your data (which will constitute your test set) before training the model. Indeed, what you want to achieve is to be able to generalize well on unseen examples. By running the code that you have shown, you'll get different test sets through time; in other words, you'll always train your model on different subsets of your data (and possibly on data that you've previously marked as test data). This in turn will affect training and - going to the limit - there will be nothing to generalize to.
This will be indeed a solution satisfying the previous requirement (of having a stable test set) provided that new data are not added.
As said in the comments to your question, by hashing each instance's identifier you can be sure that old instances always get assigned to the same subsets.
Instances that were put in the training set before the update of the dataset will remain there (as their hash value won't change - and so their left-most bit - and it will remain higher than 0.2*max_hash_value);
Instances that were put in the test set before the update of the dataset will remain there (as their hash value won't change and it will remain lower than 0.2*max_hash_value).
The updated test set will contain 20% of the new instances and all of the instances associated to the old test set, letting it remain stable.
I would also suggest to see here for an explanation from the author: https://github.com/ageron/handson-ml/issues/71.

Azure Machine Learning Studio Conditional Training Data

I have built an Microsoft Azure ML Studio workspace predictive web service, and have a scernario where I need to be able to run the service with different training datasets.
I know I can setup multiple web services via Azure ML, each with a different training set attached, but I am trying to find a way to do it all within the same workspace and passing a Web Input Parameter as the input value to choose which training set to use.
I have found this article, which describes almost my scenario. However, this article relies on the training dataset that is being pulled from the Load Trained Data module, as having a static endpoint (or blob storage location). I don't see any way to dynamically (or conditionally) change this location based on a Web Input Parameter.
Basically, does Azure ML support a "conditional training data" loading?
Or, might there be a way to combine training datasets, then filter based on the passed Web Input Parameter?
This probably isn't exactly what you need, but hopefully, it helps you out.
To combine data sets, you can use the Join Data module.
To filter, that may be accomplished by executing a Python script. Here's an example.
Using the Adult Census Income Binary Classification dataset, on the age column, there's a minimum age of 17.
If I wanted to filter the data set by age, connect it to an Execute Python Script module and here's the filtering code with the pandas query method.
# The script MUST contain a function named azureml_main
# which is the entry point for this module.
import pandas as pd
def azureml_main(dataframe1 = None, dataframe2 = None):
# Return value must be of a sequence of pandas.DataFrame
return dataframe1.query("age >= 25")
And looking at that output it filters out the data set where the minimum age is now 25.
Sure, you can do that. What you would want is to use an Execute R Script or SQL Transformation module to determine, based on your input data, what model to use. Something like this:
Notice, your input data is cleaned/updated/feature engineered, then it's passed to two different SQL transforms which will tell it to go to one of two paths.
Each path has it's own training data.
Note: I am not exactly sure what your use case is, but if it were me, I would instead train two different models using the two different training data, then try to just use the models in my web service, not actually train on the web service as that would likely be quite slow.

When are placeholders necessary?

Every TensorFlow example I've seen uses placeholders to feed data into the graph. But my applications work fine without placeholders. According to the documentation, using placeholders is the "best practice", but they seem to make the code unnecessarily complex.
Are there any occasions when placeholders are absolutely necessary?
According to the documentation, using placeholders is the "best practice"
Hold on, this quote is out-of-context and could be misinterpreted. Placeholders are the best practice when feeding data through feed_dict.
Using a placeholder makes the intent clear: this is an input node that needs feeding. Tensorflow even provides a placeholder_with_default that does not need feeding — but again, the intent of such a node is clear. For all purposes, a placeholder_with_default does the same thing as a constant — you can indeed feed the constant to change its value, but is the intent clear, would that not be confusing? I doubt so.
There are other ways to input data than feeding and AFAICS all have their uses.
A placeholder is a promise to provide a value later.
Simple example is to define two placeholders a,b and then an operation on them like below .
a = tf.placeholder(tf.float32)
b = tf.placeholder(tf.float32)
adder_node = a + b # + provides a shortcut for tf.add(a, b)
a,b are not initialized and contains no data Because they were defined as placeholders.
Other approach to do same is to define variables tf.Variable and in this case you have to provide an initial value when you declare it.
like :
tf.global_variables_initializer()
or
tf.initialize_all_variables()
And this solution has two drawbacks
Performance wise that you need to do one extra step with calling
initializer however these variables are updatable .
in some cases you do not know the initial values for these variables
so you have to define it as a placeholder
Conclusion :
use tf.Variable for trainable variables such as weights (W) and biases (B) for your model or when Initial values are required in
general.
tf.placeholder allows you to create operations and build computation graph, without needing the data. In TensorFlow
terminology, we then feed data into the graph through these
placeholders.
I really like Ahmed's answer and I upvoted it, but I would like to provide an alternative explanation that might or might not make things a bit clearer.
One of the significant features of Tensorflow is that its operation graphs are compiled and then executed outside of the original environment used to build them. This allows Tensorflow do all sorts of tricks and optimizations, like distributed, platform independent calculations, graph interoperability, GPU computations etc. But all of this comes at the price of complexity. Since your graph is being executed inside its own VM of some sort, you have to have a special way of feeding data into it from the outside, for example from your python program.
This is where placeholders come in. One way of feeding data into your model is to supply it via a feed dictionary when you execute a graph op. And to indicate where inside the graph this data is supposed to go you use placeholders. This way, as Ahmed said, placeholder is a sort of a promise for data supplied in the future. It is literally a placeholder for things you will supply later. To use an example similar to Ahmed's
# define graph to do matrix muliplication
x = tf.placeholder(tf.float32)
y = tf.placeholder(tf.float32)
# this is the actual operation we want to do,
# but since we want to supply x and y at runtime
# we will use placeholders
model = tf.matmul(x, y)
# now lets supply the data and run the graph
init = tf.global_variables_initializer()
with tf.Session() as session:
session.run(init)
# generate some data for our graph
data_x = np.random.randint(0, 10, size=[5, 5])
data_y = np.random.randint(0, 10, size=[5, 5])
# do the work
result = session.run(model, feed_dict={x: data_x, y: data_y}
There are other ways of supplying data into the graph, but arguably, placeholders and feed_dict is the most comprehensible way and it provides most flexibility.
If you want to avoid placeholders, other ways of supplying data are either loading the whole dataset into constants on graph build or moving the whole process of loading and pre-processing the data into the graph by using input pipelines. You can read up on all of this in the TF documentation.
https://www.tensorflow.org/programmers_guide/reading_data

save binarizer together with sklearn model

I'm trying to build a service that has 2 components. In component 1, I train a machine learning model using sklearn by creating a Pipeline. This model gets serialized using joblib.dump (really numpy_pickle.dump). Component 2 runs in the cloud, loads the model trained by (1), and uses it to label text that it gets as input.
I'm running into an issue where, during training (component 1) I need to first binarize my data since it is text data, which means that the model is trained on binarized input and then makes predictions using the mapping created by the binarizer. I need to get this mapping back when (2) makes predictions based on the model so that I can output the actual text labels.
I tried adding the binarizer to the pipeline like this, thinking that the model would then have the mapping itself:
p = Pipeline([
('binarizer', MultiLabelBinarizer()),
('vect', CountVectorizer(min_df=min_df, ngram_range=ngram_range)),
('tfidf', TfidfTransformer()),
('clf', OneVsRestClassifier(clf))
])
But I get the following error:
model = p.fit(training_features, training_tags)
*** TypeError: fit_transform() takes 2 positional arguments but 3 were given
My goal is to make sure the binarizer and model are tied together so that the consumer knows how to decode the model's output.
What are some existing paradigms for doing this? Should I be serializing the binarizer together with the model in some other object that I create? Is there some other way of passing the binarizer to Pipeline so that I don't have to do that, and would I be able to get the mappings back from the model if I did that?
Your intuition that you should add the MultiLabelBinarizer to the pipeline was the right way to solve this problem. It would have worked, except that MultiLabelBinarizer.fit_transform does not take the fit_transform(self, X, y=None) method signature which is now standard for sklearn estimators. Instead, it has a unique fit_transform(self, y) signature which I had never noticed before. As a result of this difference, when you call fit on the pipeline, it tries to pass training_tags as a third positional argument to a function with two positional arguments, which doesn't work.
The solution to this problem is tricky. The cleanest way I can think of to work around it is to create your own MultiLabelBinarizer that overrides fit_transform and ignores its third argument. Try something like the following.
class MyMLB(MultiLabelBinarizer):
def fit_transform(self, X, y=None):
return super(MultiLabelBinarizer, self).fit_transform(X)
Try adding this to your pipeline in place of the MultiLabelBinarizer and see what happens. If you're able to fit() the pipeline, the last problem that you'll have is that your new MyMLB class has to be importable on any system that will de-pickle your now trained, pickled pipeline object. The easiest way to do this is to put MyMLB into its own module and place a copy on the remote machine that will be de-pickling and executing the model. That should fix it.
I misunderstood how the MultiLabelBinarizer worked. It is a transformer of outputs, not of inputs. Not only does this explain the alternative fit_transform() method signature for that class, but it also makes it fundamentally incompatible with the idea of inclusion in a single classification pipeline which is limited to transforming inputs and making predictions of outputs. However, all is not lost!
Based on your question, you're already comfortable with serializing your model to disk as [some form of] a .pkl file. You should be able to also serialize a trained MultiLabelBinarizer, and then unpack it and use it to unpack the outputs from your pipeline. I know you're using joblib, but I'll write this up this sample code as if you're using pickle. I believe the idea will still apply.
X = <training_data>
y = <training_labels>
# Perform multi-label classification on class labels.
mlb = MultiLabelBinarizer()
multilabel_y = mlb.fit_transform(y)
p = Pipeline([
('vect', CountVectorizer(min_df=min_df, ngram_range=ngram_range)),
('tfidf', TfidfTransformer()),
('clf', OneVsRestClassifier(clf))
])
# Use multilabel classes to fit the pipeline.
p.fit(X, multilabel_y)
# Serialize both the pipeline and binarizer to disk.
with open('my_sklearn_objects.pkl', 'wb') as f:
pickle.dump((mlb, p), f)
Then, after shipping the .pkl files to the remote box...
# Hydrate the serialized objects.
with open('my_sklearn_objects.pkl', 'rb') as f:
mlb, p = pickle.load(f)
X = <input data> # Get your input data from somewhere.
# Predict the classes using the pipeline
mlb_predictions = p.predict(X)
# Turn those classes into labels using the binarizer.
classes = mlb.inverse_transform(mlb_predictions)
# Do something with predicted classes.
<...>
Is this the paradigm for doing this? As far as I know, yes. Not only that, but if you desire to keep them together (which is a good idea, I think) you can serialize them as a tuple as I did in the example above so they stay in a single file. No need to serialize a custom object or anything like that.
Model serialization via pickle et al. is the sklearn approved way to save estimators between runs and move them between computers. I've used this process successfully many times before, including in productions systems with success.

Using test data set in RapidMiner

I'm trying to create a model with a training dataset and want to label the records in a test data set.
All tutorials or help I find online has information on only using cross validation with one data set, i.e., training dataset. I couldn't find how to use test data. I tried to apply the result model on to the test set. But the test set seems to give different no. of attributes than training set after pre-processing. This is a text classification problem.
At the end I get some output like this
18.03.2013 01:47:00 Results of ResultWriter 'Write as Text (2)' [1]:
18.03.2013 01:47:00 SimpleExampleSet:
5275 examples,
366 regular attributes,
special attributes = {
confidence_1 = #367: confidence(1) (real/single_value)
confidence_5 = #368: confidence(5) (real/single_value)
confidence_2 = #369: confidence(2) (real/single_value)
confidence_4 = #370: confidence(4) (real/single_value)
prediction = #366: prediction(label) (nominal/single_value)/values=[1, 5, 2, 4]
}
But what I wanted is all my examples to be labelled.
It seems that my test data and training data have different no. of attributes, I see many of following in the logs.
Mar 18, 2013 1:46:41 AM WARNING: Kernel Model: The given example set does not contain a regular attribute with name 'wireless'. This might cause problems for some models depending on this particular attribute.
But how do we solve such problem in text classification as we cannot know no. of and name of attributes before hand.
Can some one please throw some pointers.
You probably use a Process Documents operator to preprocess both training and test set. Here it is important that both these operators are setup identically. To "synchronize" the wordlist, i.e. consider the same set of words in both of them, you have to connect the wordlist (wor) output of the Process Documents operator used for training to the corresponding input port of the Process Documents operator used for preprocessing the test set.

Resources