Starter Project

import numpy as np import matplotlib.pyplot as plt import pandas as pd import matplotlib.mlab as mlab import seaborn as sns sns.set_style('whitegrid') %matplotlib inline import csv from scipy.stats import multivariate_normal from sklearn.model_selection import train_test_split from sklearn import tree from sklearn.metrics import accuracy_score import random from scipy.stats import mode import time

data = pd.read_csv("/work/spambase.data", delimiter =",") data = data.to_numpy() data_X = data[:,0:len(data[0])-1] data_y = data[:,-1]

train_ratio = 0.75 validation_ratio = 0.15 test_ratio = 0.10 X_train, X_test, y_train, y_test = train_test_split(data_X, data_y, test_size=1 - train_ratio) X_val, X_test, y_val, y_test = train_test_split(X_test, y_test, test_size=test_ratio/(test_ratio + validation_ratio))

clf = tree.DecisionTreeClassifier() t1 = time.time() clf.fit(X_train, y_train) prediction = clf.predict(X_test) print(accuracy_score(prediction,y_test)) t2 = time.time() print(t2-t1)

def get_error_rate(pred, Y): return sum(pred != Y) / float(len(Y))

def adaboost(X,y, X_val, y_val, clf, M): N = len(y) N_val = len(y_val) alpha_arr = np.zeros(M) y_predict_arr = np.zeros((M,N_val)) error_arr = np.zeros(M) #Initialize weights weight = np.ones(N) / N #For m = 1 to M for m in range(M): # Fit classifier classifier = clf classifier.fit(X, y, sample_weight=weight) y_predict = classifier.predict(X_val) predict = classifier.predict(X) # Indication #indicator = (y_predict != y_val) indicator = (predict != y) #Estimator error err_m = np.average(indicator, weights=weight, axis=0) # Alpha alpha = np.log((1. - err_m) / err_m) # Weights weight *= np.exp(alpha * indicator ) # Save values error_arr[m] = err_m y_predict_arr[m] = y_predict.copy() alpha_arr[m] = alpha # Predictions preds = np.zeros(N_val) for i in range(N_val): preds[i] = np.sum(y_predict_arr[:,i] * alpha_arr) preds = np.sign(preds) print('Accuracy = ', (preds == y_val).sum() / N_val) return ((preds == y_val).sum() / N_val)

clf = tree.DecisionTreeClassifier(max_depth = 2, max_leaf_nodes=None) y_train[y_train == 0] = -1 y_val[y_val == 0] = -1 y_test[y_test == 0] = -1 t1 = time.time() adaboost(X_train, y_train, X_test, y_test, clf, M=100) t2 = time.time() print((t2-t1))

def bagging(X,y, X_val, y_val, clf, M, N): prediction_arr = np.zeros((M,len(y_val))) for m in range(M): idx = np.random.choice(X.shape[0], N, replace=False) X_sample = X[idx,:] y_sample = y[idx] classifier = clf classifier.fit(X_sample, y_sample) prediction_arr[m] = classifier.predict(X_val) often = np.zeros(len(y_val)) for i in range(len(y_val)): often[i] = mode(prediction_arr[:,i])[0][0] print('Accuracy = ', (often == y_val).sum() / len(y_val)) return (often == y_val).sum() / len(y_val)

clf = tree.DecisionTreeClassifier(max_depth = 2, max_leaf_nodes=None) y_train[y_train == 0] = -1 y_val[y_val == 0] = -1 y_test[y_test == 0] = -1 tmp_bag = 0. t1 = time.time() #bagging(X_train, y_train, X_test, y_test, clf,200, 100) for i in range(100): tmp_bag += bagging(X_train, y_train, X_test, y_test, clf,200, 100) t2 = time.time() print((t2-t1)/100) print(tmp_bag/100)

''' depth = np.array([1,2,3,4,5,10]) for k in range(len(depth)): clf = tree.DecisionTreeClassifier(max_depth = depth[k], max_leaf_nodes=None) y_train[y_train == 0] = -1 y_val[y_val == 0] = -1 y_test[y_test == 0] = -1 n_samples = np.array([1,5,10,20,50,100,200,500]) x_axis = np.linspace(1,len(n_samples), len(n_samples)) save = np.zeros((len(n_samples),len(n_samples))) for i in range(len(n_samples)): for j in range(len(n_samples)): save[i,j] = bagging(X_train, y_train, X_val, y_val, clf,n_samples[i], n_samples[j]) title_name = "Accuracy with depth = " +str(depth[k]) plt.title(title_name) plt.xlabel("Size of sampling") plt.ylabel("Accuracy") plt.plot(n_samples,save[i],label = "Iterations: " + str(n_samples[i])) plt.legend(loc = "best") plt.show() name = ("bagging_hyper_"+str(depth[k])) plt.savefig(name+".png") '''