I am developing a model that uses DecisionTreeRegressor. I have built and fit the tree using training data, and predicted the results from more recent data to confirm the model's accuracy.
To build and fit the tree:
X = np.matrix ( pre_x )
y = np.matrix( pre_y )
regr_b = DecisionTreeRegressor(max_depth = 4 )
regr_b.fit(X, y)
To predict new data:
X = np.matrix ( pre_test_x )
trial_pred = regr_b.predict(X, check_input=True)
trial_pred is an array of the predicted values. I need to join it back to pre_test_x so I can see how well the prediction matches what actually happened.
I have tried merges:
all_pred = pre_pre_test_x.merge(predictions, left_index = True, right_index = True)
and
all_pred = pd.merge (pre_pre_test_x, predictions, how='left', left_index=True, right_index=True )
and either get no results or a second copy of the columns appended to the bottom of the DataFrame with NaN in all the existing columns.
Turns out it was simple. Leave the predict output as an array, then run:
w_pred = pre_pre_test_x.copy(deep=True)
w_pred['pred_val']=trial_pred
Related
I wrote a script using xgboost to predict soil class for a certain area using data from field and satellite images. The script as below:
`
rm(list=ls())
library(xgboost)
library(caret)
library(raster)
library(sp)
library(rgeos)
library(ggplot2)
setwd("G:/DATA")
data <- read.csv('96PointsClay02finalone.csv')
head(data)
summary(data)
dim(data)
ras <- stack("Allindices04TIFF.tif")
names(ras) <- c("b1", "b2", "b3", "b4", "b5", "b6", "b7", "b10", "b11","DEM",
"R1011", "SCI", "SAVI", "NDVI", "NDSI", "NDSandI", "MBSI",
"GSI", "GSAVI", "EVI", "DryBSI", "BIL", "BI","SRCI")
set.seed(27) # set seed for generating random data.
# createDataPartition() function from the caret package to split the original dataset into a training and testing set and split data into training (80%) and testing set (20%)
parts = createDataPartition(data$Clay, p = .8, list = F)
train = data[parts, ]
test = data[-parts, ]
#define predictor and response variables in training set
train_x = data.matrix(train[, -1])
train_y = train[,1]
#define predictor and response variables in testing set
test_x = data.matrix(test[, -1])
test_y = test[, 1]
#define final training and testing sets
xgb_train = xgb.DMatrix(data = train_x, label = train_y)
xgb_test = xgb.DMatrix(data = test_x, label = test_y)
#defining a watchlist
watchlist = list(train=xgb_train, test=xgb_test)
#fit XGBoost model and display training and testing data at each iteartion
model = xgb.train(data = xgb_train, max.depth = 3, watchlist=watchlist, nrounds = 100)
#define final model
model_xgboost = xgboost(data = xgb_train, max.depth = 3, nrounds = 86, verbose = 0)
summary(model_xgboost)
#use model to make predictions on test data
pred_y = predict(model_xgboost, xgb_test)
# performance metrics on the test data
mean((test_y - pred_y)^2) #mse - Mean Squared Error
caret::RMSE(test_y, pred_y) #rmse - Root Mean Squared Error
y_test_mean = mean(test_y)
rmseE<- function(error)
{
sqrt(mean(error^2))
}
y = test_y
yhat = pred_y
rmseresult=rmseE(y-yhat)
(r2 = R2(yhat , y, form = "traditional"))
cat('The R-square of the test data is ', round(r2,4), ' and the RMSE is ', round(rmseresult,4), '\n')
#use model to make predictions on satellite image
result <- predict(model_xgboost, ras[1:(nrow(ras)*ncol(ras))])
#create a result raster
res <- raster(ras)
#fill in results and add a "1" to them (to get back to initial class numbering! - see above "Prepare data" for more information)
res <- setValues(res,result+1)
#Save the output .tif file into saved directory
writeRaster(res, "xgbmodel_output", format = "GTiff", overwrite=T)
`
The script works well till it reachs
result <- predict(model_xgboost, ras[1:(nrow(ras)*ncol(ras))])
it takes some time then gives this error:
Error in predict.xgb.Booster(model_xgboost, ras[1:(nrow(ras) * ncol(ras))]) :
Feature names stored in `object` and `newdata` are different!
I realize that I am doing something wrong in that line. However, I do not know how to apply the xgboost model to a raster image that represents my study area.
It would be highly appreciated if someone give a hand, enlightened me, and helped me solve this problem....
My data as csv and raster image can be found here.
Finally, I got the reason for this error.
It was my mistake as the number of columns in the traning data was not the same as in the number of layers in the satellite image.
library(MLmetrics)
library(caret)
library(doSNOW)
library(ranger)
data is called as the "bank additional" full from this enter link description here and then following code to generate data1
library(VIM)
data1<-hotdeck(data,variable=c('job','marital','education','default','housing','loan'),domain_var = "y",imp_var=FALSE)
#converting the categorical variables to factors as they should be
library(magrittr)
data1%<>%
mutate_at(colnames(data1)[grepl('factor|logical|character',sapply(data1,class))],factor)
Now, splitting
library(caret)
#spliting data into train test 70/30
set.seed(1234)
trainIndex<-createDataPartition(data1$y,p=0.7,times = 1,list = F)
train<-data1[trainIndex,-11]
test<-data1[-trainIndex,-11]
levels(train$y)
train$y = as.factor(train$y)
# train$y = factor(train$y,levels = c("yes","no"))
# train$y = relevel(train$y,ref="yes")
Here, i got an idea of how to create F1 metric in Training Model in Caret Using F1 Metric
and using fbeta score formula i created f1_val; now i can't understand what lev,obs and pred are indicating . in my train dataset only column y showing data$obs , but no data$pred . So, is following error is due to this? and how to rectify this?
f1 <- function (data, lev = NULL, model = NULL) {
precision <- precision(data$obs,data$pred)
recall <- sensitivity(data$obs,data$pred)
f1_val <- (17*precision*recall)/(16*precision+recall)
names(f1_val) <- c("F1")
f1_val
}
tgrid <- expand.grid(
.mtry = 1:5,
.splitrule = "gini",
.min.node.size = seq(1,500,75)
)
model_caret <- train(train$y~., data = train,
method = "ranger",
trControl = trainControl(method="cv",
number = 2,
verboseIter = T,
classProbs = T,
summaryFunction = f1),
tuneGrid = tgrid,
num.trees = 500,
importance = "impurity",
metric = "F1")
After running for 3/4 minutes we get following :
Aggregating results
Selecting tuning parameters
Fitting mtry = 5, splitrule = gini, min.node.size = 1 on full training set
but error:
Error in `[.data.frame`(data, , all.vars(Terms), drop = FALSE) :
undefined columns selected
Also when running model_caret we get,
Error: object 'model_caret' not found
Kindly help. Thanks in advance
I want to extract the p value of the coefficients of my garch model.
Here is an replicable exemple:
library(rugarch)
y<-rnorm(1:100)
spec <- ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1, 1),
submodel = NULL, external.regressors = NULL, variance.targeting = FALSE),
mean.model = list(armaOrder = c(1, 0), external.regressors = NULL, include.mean=T), distribution.model ="norm")
garch <- ugarchfit(spec=spec, data = y , solver = 'hybrid')
Results gave me:
Optimal Parameters
Estimate Std. Error t value Pr(>|t|)
mu 0.091862 0.083258 1.10334 0.269880
ar1 -0.165456 0.098624 -1.67764 0.093418
omega 0.033234 0.050870 0.65332 0.513550
alpha1 0.041305 0.051530 0.80158 0.422793
beta1 0.920773 0.079976 11.51312 0.000000
I can extract the coef by using:
coef(garch)
But does anyone know how can I extract the pvalue?
Thanks!
you can extract the a matrix of coefficients with:
garch#fit$robust.matcoef (or garch#fit$matcoef but generally speaking robust errors preferred)
Then normal matrix indexing will allow you to retrieve values of interest, such that for retrieving p-values, you will want the retrieve the fourth column as follows:
garch#fit$robust.matcoef[,4]
Hope this helps.
I have a classification model in TF and can get a list of probabilities for the next class (preds). Now I want to select the highest element (argmax) and display its class label.
This may seems silly, but how can I get the class label that matches a position in the predictions tensor?
feed_dict={g['x']: current_char}
preds, state = sess.run([g['preds'],g['final_state']], feed_dict)
prediction = tf.argmax(preds, 1)
preds gives me a vector of predictions for each class. Surely there must be an easy way to just output the most likely class (label)?
Some info about my model:
x = tf.placeholder(tf.int32, [None, num_steps], name='input_placeholder')
y = tf.placeholder(tf.int32, [None, 1], name='labels_placeholder')
batch_size = batch_size = tf.shape(x)[0]
x_one_hot = tf.one_hot(x, num_classes)
rnn_inputs = [tf.squeeze(i, squeeze_dims=[1]) for i in
tf.split(x_one_hot, num_steps, 1)]
tmp = tf.stack(rnn_inputs)
print(tmp.get_shape())
tmp2 = tf.transpose(tmp, perm=[1, 0, 2])
print(tmp2.get_shape())
rnn_inputs = tmp2
with tf.variable_scope('softmax'):
W = tf.get_variable('W', [state_size, num_classes])
b = tf.get_variable('b', [num_classes], initializer=tf.constant_initializer(0.0))
rnn_outputs = rnn_outputs[:, num_steps - 1, :]
rnn_outputs = tf.reshape(rnn_outputs, [-1, state_size])
y_reshaped = tf.reshape(y, [-1])
logits = tf.matmul(rnn_outputs, W) + b
predictions = tf.nn.softmax(logits)
A prediction is an array of n types of classes(labels). It represents the model's "confidence" that the image corresponds to each of its classes(labels). You can check which label has the highest confidence value by using:
prediction = np.argmax(preds, 1)
After getting this highest element index using (argmax function) out of other probabilities, you need to place this index into class labels to find the exact class name associated with this index.
class_names[prediction]
Please refer to this link for more understanding.
You can use tf.reduce_max() for this. I would refer you to this answer.
Let me know if it works - will edit if it doesn't.
Mind that there are sometimes several ways to load a dataset. For instance with fashion MNIST the tutorial could lead you to use load_data() and then to create your own structure to interpret a prediction. However you can also load these data by using tensorflow_datasets.load(...) like here after installing tensorflow-datasets which gives you access to some DatasetInfo. So for instance if your prediction is 9 you can tell it's a boot with:
import tensorflow_datasets as tfds
_, ds_info = tfds.load('fashion_mnist', with_info=True)
print(ds_info.features['label'].names[9])
When you use softmax, the labels you train the model on are either numbers 0..n or one-hot encoded values. So if original labels of your data are let's say string names, you must map them to integers first and keep the mapping as a variable (such as 0 -> "apple", 1 -> "orange", 2 -> "pear" ...).
When using integers (with loss='sparse_categorical_crossentropy'), you get predictions as an array of probabilities, you just find the array index with the max value. You can use this predicted index to reverse-map to your label:
predictedIndex = np.argmax(predictions) // 2
predictedLabel = indexToLabelMap[predictedIndex] // "pear"
If you use one-hot encoded labels (with loss='categorical_crossentropy'), the predicted index corresponds with the "hot" index of your label.
Just for reference, I needed this info when I was working with MNIST dataset used in Google's Machine learning crash course. There is also a good classification tutorial in the Tensorflow docs.
I am using a kNN to do some classification of labeled images. After my classification is done, I am outputting a confusion matrix. I noticed that one label, bottle was being applied incorrectly more often.
I removed the label and tested again, but then noticed that another label, shoe was being applied incorrectly, but was fine last time.
There should be no normalization, so I'm unsure what is causing this behavior. Testing showed it continued no matter how many labels I removed.
Not totally sure how much code to post, so I'll put some things that should be relevant and pastebin the rest.
def confusionMatrix(classifier, train_DS_X, train_DS_y, test_DS_X, test_DS_y):
# Will output a confusion matrix graph for the predicion
y_pred = classifier.fit(train_DS_X, train_DS_y).predict(test_DS_X)
labels = set(set(train_DS_y) | set(test_DS_y))
def plot_confusion_matrix(cm, title='Confusion matrix', cmap=plt.cm.Blues):
plt.imshow(cm, interpolation='nearest', cmap=cmap)
plt.title(title)
plt.colorbar()
tick_marks = np.arange(len(labels))
plt.xticks(tick_marks, labels, rotation=45)
plt.yticks(tick_marks, labels)
plt.tight_layout()
plt.ylabel('True label')
plt.xlabel('Predicted label')
# Compute confusion matrix
cm = confusion_matrix(test_DS_y , y_pred)
np.set_printoptions(precision=2)
print('Confusion matrix, without normalization')
#print(cm)
plt.figure()
plot_confusion_matrix(cm)
# Normalize the confusion matrix by row (i.e by the number of samples
# in each class)
cm_normalized = cm.astype('float') / cm.sum(axis=1)[:, np.newaxis]
print('Normalized confusion matrix')
#print(cm_normalized)
plt.figure()
plot_confusion_matrix(cm_normalized, title='Normalized confusion matrix')
plt.show()
Relevant Code from Main Function:
# Select training and test data
PCA = decomposition.PCA(n_components=.95)
zscorer = ZScoreMapper(param_est=('targets', ['rest']), auto_train=False)
DS = getVoxels (1, .5)
train_DS = DS[0]
test_DS = DS[1]
# Apply PCA and ZScoring
train_DS = processVoxels(train_DS, True, zscorer, PCA)
test_DS = processVoxels(test_DS, False, zscorer, PCA)
print 3*"\n"
# Select the desired features
# If selecting samples or PCA, that must be the only feature
featuresOfInterest = ['pca']
trainDSFeat = selectFeatures(train_DS, featuresOfInterest)
testDSFeat = selectFeatures(test_DS, featuresOfInterest)
train_DS_X = trainDSFeat[0]
train_DS_y = trainDSFeat[1]
test_DS_X = testDSFeat[0]
test_DS_y = testDSFeat[1]
# Optimization of neighbors
# Naively searches for local max starting at numNeighbors
lastScore = 0
lastNeightbors = 1
score = .0000001
numNeighbors = 5
while score > lastScore:
lastScore = score
lastNeighbors = numNeighbors
numNeighbors += 1
#Classification
neigh = neighbors.KNeighborsClassifier(n_neighbors=numNeighbors, weights='distance')
neigh.fit(train_DS_X, train_DS_y)
#Testing
score = neigh.score(test_DS_X,test_DS_y )
# Confusion Matrix Output
neigh = neighbors.KNeighborsClassifier(n_neighbors=lastNeighbors, weights='distance')
confusionMatrix(neigh, train_DS_X, train_DS_y, test_DS_X, test_DS_y)
Pastebin: http://pastebin.com/U7yTs3vs
The issue was in part the result of my axis being mislabeled, when I thought I was removing the faulty label I was in actuality just removing a random label, meaning the faulty data was still being analyzed. Fixing the axis and removing the faulty label which was actually rest yielded:
The code I changed is:
cm = confusion_matrix(test_DS_y , y_pred, labels)
Basically I manually set the ordering based on my list of ordered labels.