I am classifying the MNSIT digit using KNN on kaggle but at last step it is taking to much time to execute and mnsit data is juts 15 mb like i am still waiting can you point any problem that is in my code thanks.
import numpy as np # linear algebra
import pandas as pd # data processing, CSV file I/O (e.g. pd.read_csv)
import os
print(os.listdir("../input"))
#Loading datset
train=pd.read_csv('../input/mnist_test.csv')
test=pd.read_csv('../input/mnist_train.csv')
X_train=train.drop('label',axis=1)
y_train=train['label']
X_test=test.drop('label',axis=1)
y_test=test['label']
from sklearn.neighbors import KNeighborsClassifier
clf=KNeighborsClassifier(n_neighbors=3)
clf.fit(X_train,y_train)
accuracy=clf.score(X_test,y_test)
accuracy
There isn't anything wrong with your code per se. KNN is just a slow algorithm, it's slower for you because computing distances between images is hard at scale, and it's slower for you because the problem is large enough that your cache can't really be used effectively.
Without using a different library or coding your own GPU kernel, you can probably get a speed boost by replacing
clf=KNeighborsClassifier(n_neighbors=3)
with
clf=KNeighborsClassifier(n_neighbors=3, n_jobs=-1)
to at least use all of your cores.
because you are not using gpu on kaggle actually. KNeighborsClassifier do not support gpu
In order to use the GPU for KNN, you need to specify it otherwise it defaults to CPU the documentation is here: https://simbsig.readthedocs.io/en/latest/KNeighborsClassifier.html
knn = KNeighborsClassifier(n_neighbors=3, device = 'gpu')
Related
So I have a huge tfidf matrix with more than a million records, I would like to find the cosine similarity of this matrix with itself. I am using colab to run the code, but I am not sure how to best make use of the gpu provided by colab.
sequentially run code -
tfidf_matrix = tf.fit_transform(df['categories'])
cosine_similarities = linear_kernel(matrix, matrix)
Is there way we can parallelise the code using jit or any other way?
try simple torch code like in this example from sentence transformers library: https://github.com/UKPLab/sentence-transformers/blob/master/sentence_transformers/util.py#L31
or just import the function.
consider cuml library which uses CUDA acceleration
https://docs.rapids.ai/api/cuml/nightly/api.html
I want to perform dimensionality reduction over data with around 3000 rows and 6000 columns. Here the number of observations (n_samples) < number of features (n_columns). I am not able to achieve the result using dask-ml whereas the same is possible through scikit learn. What modifications do I need to perform to my existing code?
#### dask_ml
from dask_ml.decomposition import PCA
from dask_ml import preprocessing
import dask.array as da
import numpy as np
train = np.random.rand(3000,6000)
train = da.from_array(train,chunks=(100,100))
complete_pca = PCA().fit(train)
#### scikit learn
from sklearn.decomposition import PCA
from sklearn import preprocessing
import numpy as np
train = np.random.rand(3000,6000)
complete_pca = PCA().fit(train)
The PCA algorithm in Dask-ML is only designed for tall-and-skinny matrices. You could try using the raw SVD algorithms in dask.array. Also, with a 3000x6000 matrix you can probably also just use a single machine.
Adding in something like Dask-ML for a problem of this size might be adding more complexity than you need. If Scikit-Learn works for you then I would stick with that.
I am performing PCA on a dataset of (28 features + 1 class label) and 11M rows (samples) using the following simple code:
from sklearn.decomposition import PCA
import pandas as pd
df = pd.read_csv('HIGGS.csv', sep=',', header=None)
df_labels = df[df.columns[0]]
df_features = df.drop(df.columns[0], axis=1)
pca = PCA()
pca.fit(df_features.values)
print(pca.explained_variance_ratio_)
print(pca.explained_variance_ratio_.shape)
transformed_data = pca.transform(df_features.values)
The pca.explained_variance_ratio_ (or eigenvalues) are the following:
[0.11581302 0.09659324 0.08451179 0.07000956 0.0641502 0.05651781
0.055588 0.05446682 0.05291956 0.04468113 0.04248516 0.04108151
0.03885671 0.03775394 0.0255504 0.02181292 0.01979832 0.0185323
0.0164828 0.01047363 0.00779365 0.00702242 0.00586635 0.00531234
0.00300572 0.00135565 0.00109707 0.00046801]
Based on the explained_variance_ratio_, I don't know if there is something wrong here. The highest component is 11%, as opposed to the fact that we should be getting values starting at 99% and so. Does it imply that the dataset needs some preprocessing such as ensuring the data are in a normal distribution?
Dude, 99% for the first component means that the axis associated with the largest eigenvalue encodes 99% of the variance in your dataset. It is quite uncommon for any dataset to have a situation like this. Otherwise, the problem shrinks to a 1-D classification/regression problem.
There is nothing wrong with this output. Retain the first axes that encode aound 80% of the variance and build your model.
note: The PCA transformation is usually used to decrease the dimensions of your problem space. Since you have only 28 variables, I recommend abondoning PCA altogether.
from sklearn.model_selection import GridSearchCV
from sklearn import svm
params_svm = {
'kernel' : ['linear','rbf','poly'],
'C' : [0.1,0.5,1,10,100],
'gamma' : [0.001,0.01,0.1,1,10]
}
svm_clf = svm.SVC()
estimator_svm = GridSearchCV(svm_clf,param_grid=params_svm,cv=4,verbose=1,scoring='accuracy')
estimator_svm.fit(data,labels)
print(estimator_svm.best_params_)
estimator_svm.best_score_
/*
data.shape is (891,9)
labels.shape is (891) both are numeric 2-D and 1-D arrays.
*/
when I am using GridSearchCV with rbf it's giving the best parameter combination in just 2.7seconds..!
but when I make a list of kernel including any 'poly' or 'linear' separately or with 'rbf' it's taking too long to produce output, i.e. not giving output even after 15-20 minutes, which means I am doing something wrong. I am new to Machine Learning(supervised). I am not able to find any bug in the coding...I am not getting what's going wrong behind the scenes!
Can anyone explain this to me ,what i am doing wrong
No you are not doing anything wrong as per your code. There are many factors that come into play here
SVC is a complex classfier which requires computation of a distance between each pair of points in the dataset.
The complexity also varies with different kernel. I am not sure but i think it is O((no_of_samples)^2 * n_features) for rbf kernel, while it is O(n_samples*n_features) for linear kernel. So, it is not the case that just because rbf kernel works in 15 mins, then linear kernel will also work in similar time.
Also the time taken depends drastically on the dataset and the data patterns present in it. For e.g. an rbf kernel may converge quickly with say C = 0.5 but may take drastically more time for polynomial kernel to converge for the same value of C.
Also, without using the cache the running time increase a lot. In this answer, the author mentions it might increase to O(n_samples^3 *n_features).
Here is the offical documentation from sklearn about SVM complexity. See this section about practical tips on using SVM as well.
You can set verbose to True to see the progress of your classfier and how it is trained.
References
GridSearchCV goes to endless execution using SVC
Computational complexity of SVM
Official Documentation of SVM for scikit-learn
I have a dataset X whose shape is (1741, 61). Using logistic regression with cross_validation I was getting around 62-65% for each split (cv =5).
I thought that if I made the data quadratic, the accuracy is supposed to increase. However, I'm getting the opposite effect (I'm getting each split of cross_validation to be in the 40's, percentage-wise) So,I'm presuming I'm doing something wrong when trying to make the data quadratic?
Here is the code I'm using,
from sklearn import preprocessing
X_scaled = preprocessing.scale(X)
from sklearn.preprocessing import PolynomialFeatures
poly = PolynomialFeatures(3)
poly_x =poly.fit_transform(X_scaled)
classifier = LogisticRegression(penalty ='l2', max_iter = 200)
from sklearn.cross_validation import cross_val_score
cross_val_score(classifier, poly_x, y, cv=5)
array([ 0.46418338, 0.4269341 , 0.49425287, 0.58908046, 0.60518732])
Which makes me suspect, I'm doing something wrong.
I tried transforming the raw data into quadratic, then using preprocessing.scale, to scale the data, but it was resulting in an error.
UserWarning: Numerical issues were encountered when centering the data and might not be solved. Dataset may contain too large values. You may need to prescale your features.
warnings.warn("Numerical issues were encountered "
So I didn't bother going this route.
The other thing that's bothering is the speed of the quadratic computations. cross_val_score is taking around a couple of hours to output the score when using polynomial features. Is there any way to speed this up? I have an intel i5-6500 CPU with 16 gigs of ram, Windows 7 OS.
Thank you.
Have you tried using the MinMaxScaler instead of the Scaler? Scaler will output values that are both above and below 0, so you will run into a situation where values with a scaled value of -0.1 and those with a value of 0.1 will have the same squared value, despite not really being similar at all. Intuitively this would seem to be something that would lower the score of a polynomial fit. That being said I haven't tested this, it's just my intuition. Furthermore, be careful with Polynomial fits. I suggest reading this answer to "Why use regularization in polynomial regression instead of lowering the degree?". It's a great explanation and will likely introduce you to some new techniques. As an aside #MatthewDrury is an excellent teacher and I recommend reading all of his answers and blog posts.
There is a statement that "the accuracy is supposed to increase" with polynomial features. That is true if the polynomial features brings the model closer to the original data generating process. Polynomial features, especially making every feature interact and polynomial, may move the model further from the data generating process; hence worse results may be appropriate.
By using a 3 degree polynomial in scikit, the X matrix went from (1741, 61) to (1741, 41664), which is significantly more columns than rows.
41k+ columns will take longer to solve. You should be looking at feature selection methods. As Grr says, investigate lowering the polynomial. Try L1, grouped lasso, RFE, Bayesian methods. Try SMEs (subject matter experts who may be able to identify specific features that may be polynomial). Plot the data to see which features may interact or be best in a polynomial.
I have not looked at it for a while but I recall discussions on hierarchically well-formulated models (can you remove x1 but keep the x1 * x2 interaction). That is probably worth investigating if your model behaves best with an ill-formulated hierarchical model.