|
- import numpy as np
- import matplotlib
- matplotlib.use('Agg')
- from matplotlib import pyplot as plt
- from sklearn.kernel_ridge import KernelRidge
- from sklearn.svm import SVC
- from sklearn.metrics import accuracy_score, mean_squared_error
- from sklearn.model_selection import KFold, train_test_split, ParameterGrid
-
- #from joblib import Parallel, delayed
- from multiprocessing import Pool, Array
- from functools import partial
- import sys
- sys.path.insert(0, "../")
- import os
- import time
- import datetime
- #from os.path import basename, splitext
- from pygraph.utils.graphfiles import loadDataset
- from tqdm import tqdm
-
- #from memory_profiler import profile
-
- #@profile
- def model_selection_for_precomputed_kernel(datafile,
- estimator,
- param_grid_precomputed,
- param_grid,
- model_type,
- NUM_TRIALS=30,
- datafile_y=None,
- extra_params=None,
- ds_name='ds-unknown',
- n_jobs=1,
- read_gm_from_file=False,
- verbose=True):
- """Perform model selection, fitting and testing for precomputed kernels using nested cv. Print out neccessary data during the process then finally the results.
-
- Parameters
- ----------
- datafile : string
- Path of dataset file.
- estimator : function
- kernel function used to estimate. This function needs to return a gram matrix.
- param_grid_precomputed : dictionary
- Dictionary with names (string) of parameters used to calculate gram matrices as keys and lists of parameter settings to try as values. This enables searching over any sequence of parameter settings. Params with length 1 will be omitted.
- param_grid : dictionary
- Dictionary with names (string) of parameters used as penelties as keys and lists of parameter settings to try as values. This enables searching over any sequence of parameter settings. Params with length 1 will be omitted.
- model_type : string
- Typr of the problem, can be regression or classification.
- NUM_TRIALS : integer
- Number of random trials of outer cv loop. The default is 30.
- datafile_y : string
- Path of file storing y data. This parameter is optional depending on the given dataset file.
- read_gm_from_file : boolean
- Whether gram matrices are loaded from file.
-
- Examples
- --------
- >>> import numpy as np
- >>> import sys
- >>> sys.path.insert(0, "../")
- >>> from pygraph.utils.model_selection_precomputed import model_selection_for_precomputed_kernel
- >>> from pygraph.kernels.weisfeilerLehmanKernel import weisfeilerlehmankernel
- >>>
- >>> datafile = '../../../../datasets/acyclic/Acyclic/dataset_bps.ds'
- >>> estimator = weisfeilerlehmankernel
- >>> param_grid_precomputed = {'height': [0,1,2,3,4,5,6,7,8,9,10], 'base_kernel': ['subtree']}
- >>> param_grid = {"alpha": np.logspace(-2, 2, num = 10, base = 10)}
- >>>
- >>> model_selection_for_precomputed_kernel(datafile, estimator, param_grid_precomputed, param_grid, 'regression')
- """
- tqdm.monitor_interval = 0
-
- results_dir = '../notebooks/results/' + estimator.__name__
- if not os.path.exists(results_dir):
- os.makedirs(results_dir)
- # a string to save all the results.
- str_fw = '###################### log time: ' + datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S") + '. ######################\n\n'
- str_fw += '# This file contains results of ' + estimator.__name__ + ' on dataset ' + ds_name + ',\n# including gram matrices, serial numbers for gram matrix figures and performance.\n\n'
-
- # setup the model type
- model_type = model_type.lower()
- if model_type != 'regression' and model_type != 'classification':
- raise Exception(
- 'The model type is incorrect! Please choose from regression or classification.'
- )
- if verbose:
- print()
- print('--- This is a %s problem ---' % model_type)
- str_fw += 'This is a %s problem.\n' % model_type
-
- # calculate gram matrices rather than read them from file.
- if read_gm_from_file == False:
- # Load the dataset
- if verbose:
- print()
- print('\n1. Loading dataset from file...')
- if isinstance(datafile, str):
- dataset, y_all = loadDataset(
- datafile, filename_y=datafile_y, extra_params=extra_params)
- else: # load data directly from variable.
- dataset = datafile
- y_all = datafile_y
-
- # import matplotlib.pyplot as plt
- # import networkx as nx
- # nx.draw_networkx(dataset[30])
- # plt.show()
-
- # Grid of parameters with a discrete number of values for each.
- param_list_precomputed = list(ParameterGrid(param_grid_precomputed))
- param_list = list(ParameterGrid(param_grid))
-
- gram_matrices = [
- ] # a list to store gram matrices for all param_grid_precomputed
- gram_matrix_time = [
- ] # a list to store time to calculate gram matrices
- param_list_pre_revised = [
- ] # list to store param grids precomputed ignoring the useless ones
-
- # calculate all gram matrices
- if verbose:
- print()
- print('2. Calculating gram matrices. This could take a while...')
- str_fw += '\nII. Gram matrices.\n\n'
- tts = time.time() # start training time
- nb_gm_ignore = 0 # the number of gram matrices those should not be considered, as they may contain elements that are not numbers (NaN)
- for idx, params_out in enumerate(param_list_precomputed):
- y = y_all[:]
- params_out['n_jobs'] = n_jobs
- params_out['verbose'] = verbose
- # print(dataset)
- # import networkx as nx
- # nx.draw_networkx(dataset[1])
- # plt.show()
- rtn_data = estimator(dataset[:], **params_out)
- Kmatrix = rtn_data[0]
- current_run_time = rtn_data[1]
- # for some kernels, some graphs in datasets may not meet the
- # kernels' requirements for graph structure. These graphs are trimmed.
- if len(rtn_data) == 3:
- idx_trim = rtn_data[2] # the index of trimmed graph list
- y = [y[idxt] for idxt in idx_trim] # trim y accordingly
- # Kmatrix = np.random.rand(2250, 2250)
- # current_run_time = 0.1
-
- # remove graphs whose kernels with themselves are zeros
- Kmatrix_diag = Kmatrix.diagonal().copy()
- nb_g_ignore = 0
- for idxk, diag in enumerate(Kmatrix_diag):
- if diag == 0:
- Kmatrix = np.delete(Kmatrix, (idxk - nb_g_ignore), axis=0)
- Kmatrix = np.delete(Kmatrix, (idxk - nb_g_ignore), axis=1)
- nb_g_ignore += 1
- # normalization
- Kmatrix_diag = Kmatrix.diagonal().copy()
- for i in range(len(Kmatrix)):
- for j in range(i, len(Kmatrix)):
- Kmatrix[i][j] /= np.sqrt(Kmatrix_diag[i] * Kmatrix_diag[j])
- Kmatrix[j][i] = Kmatrix[i][j]
- if verbose:
- print()
- if params_out == {}:
- if verbose:
- print('the gram matrix is: ')
- str_fw += 'the gram matrix is:\n\n'
- else:
- if verbose:
- print('the gram matrix with parameters', params_out, 'is: \n\n')
- str_fw += 'the gram matrix with parameters %s is:\n\n' % params_out
- if len(Kmatrix) < 2:
- nb_gm_ignore += 1
- if verbose:
- print('ignored, as at most only one of all its diagonal value is non-zero.')
- str_fw += 'ignored, as at most only one of all its diagonal value is non-zero.\n\n'
- else:
- if np.isnan(Kmatrix).any(
- ): # if the matrix contains elements that are not numbers
- nb_gm_ignore += 1
- if verbose:
- print('ignored, as it contains elements that are not numbers.')
- str_fw += 'ignored, as it contains elements that are not numbers.\n\n'
- else:
- # print(Kmatrix)
- str_fw += np.array2string(
- Kmatrix,
- separator=',') + '\n\n'
- # separator=',',
- # threshold=np.inf,
- # floatmode='unique') + '\n\n'
-
- fig_file_name = results_dir + '/GM[ds]' + ds_name
- if params_out != {}:
- fig_file_name += '[params]' + str(idx)
- plt.imshow(Kmatrix)
- plt.colorbar()
- plt.savefig(fig_file_name + '.eps', format='eps', dpi=300)
- # plt.show()
- plt.clf()
- gram_matrices.append(Kmatrix)
- gram_matrix_time.append(current_run_time)
- param_list_pre_revised.append(params_out)
- if nb_g_ignore > 0:
- if verbose:
- print(', where %d graphs are ignored as their graph kernels with themselves are zeros.' % nb_g_ignore)
- str_fw += ', where %d graphs are ignored as their graph kernels with themselves are zeros.' % nb_g_ignore
- if verbose:
- print()
- print(
- '{} gram matrices are calculated, {} of which are ignored.'.format(
- len(param_list_precomputed), nb_gm_ignore))
- str_fw += '{} gram matrices are calculated, {} of which are ignored.\n\n'.format(len(param_list_precomputed), nb_gm_ignore)
- str_fw += 'serial numbers of gram matrix figures and their corresponding parameters settings:\n\n'
- str_fw += ''.join([
- '{}: {}\n'.format(idx, params_out)
- for idx, params_out in enumerate(param_list_precomputed)
- ])
-
- if verbose:
- print()
- if len(gram_matrices) == 0:
- if verbose:
- print('all gram matrices are ignored, no results obtained.')
- str_fw += '\nall gram matrices are ignored, no results obtained.\n\n'
- else:
- # save gram matrices to file.
- np.savez(results_dir + '/' + ds_name + '.gm',
- gms=gram_matrices, params=param_list_pre_revised, y=y,
- gmtime=gram_matrix_time)
- if verbose:
- print(
- '3. Fitting and predicting using nested cross validation. This could really take a while...'
- )
-
- # ---- use pool.imap_unordered to parallel and track progress. ----
- # train_pref = []
- # val_pref = []
- # test_pref = []
- # def func_assign(result, var_to_assign):
- # for idx, itm in enumerate(var_to_assign):
- # itm.append(result[idx])
- # trial_do_partial = partial(trial_do, param_list_pre_revised, param_list, y, model_type)
- #
- # parallel_me(trial_do_partial, range(NUM_TRIALS), func_assign,
- # [train_pref, val_pref, test_pref], glbv=gram_matrices,
- # method='imap_unordered', n_jobs=n_jobs, chunksize=1,
- # itr_desc='cross validation')
-
- def init_worker(gms_toshare):
- global G_gms
- G_gms = gms_toshare
-
- # gram_matrices = np.array(gram_matrices)
- # gms_shape = gram_matrices.shape
- # gms_array = Array('d', np.reshape(gram_matrices.copy(), -1, order='C'))
- # pool = Pool(processes=n_jobs, initializer=init_worker, initargs=(gms_array, gms_shape))
- pool = Pool(processes=n_jobs, initializer=init_worker, initargs=(gram_matrices,))
- trial_do_partial = partial(parallel_trial_do, param_list_pre_revised, param_list, y, model_type)
- train_pref = []
- val_pref = []
- test_pref = []
- # if NUM_TRIALS < 1000 * n_jobs:
- # chunksize = int(NUM_TRIALS / n_jobs) + 1
- # else:
- # chunksize = 1000
- chunksize = 1
- if verbose:
- iterator = tqdm(pool.imap_unordered(trial_do_partial,
- range(NUM_TRIALS), chunksize), desc='cross validation', file=sys.stdout)
- else:
- iterator = pool.imap_unordered(trial_do_partial, range(NUM_TRIALS), chunksize)
- for o1, o2, o3 in iterator:
- train_pref.append(o1)
- val_pref.append(o2)
- test_pref.append(o3)
- pool.close()
- pool.join()
-
- # # ---- use pool.map to parallel. ----
- # pool = Pool(n_jobs)
- # trial_do_partial = partial(trial_do, param_list_pre_revised, param_list, gram_matrices, y[0:250], model_type)
- # result_perf = pool.map(trial_do_partial, range(NUM_TRIALS))
- # train_pref = [item[0] for item in result_perf]
- # val_pref = [item[1] for item in result_perf]
- # test_pref = [item[2] for item in result_perf]
-
- # # ---- direct running, normally use a single CPU core. ----
- # train_pref = []
- # val_pref = []
- # test_pref = []
- # for i in tqdm(range(NUM_TRIALS), desc='cross validation', file=sys.stdout):
- # o1, o2, o3 = trial_do(param_list_pre_revised, param_list, gram_matrices, y, model_type, i)
- # train_pref.append(o1)
- # val_pref.append(o2)
- # test_pref.append(o3)
- # print()
-
- if verbose:
- print()
- print('4. Getting final performance...')
- str_fw += '\nIII. Performance.\n\n'
- # averages and confidences of performances on outer trials for each combination of parameters
- average_train_scores = np.mean(train_pref, axis=0)
- # print('val_pref: ', val_pref[0][0])
- average_val_scores = np.mean(val_pref, axis=0)
- # print('test_pref: ', test_pref[0][0])
- average_perf_scores = np.mean(test_pref, axis=0)
- # sample std is used here
- std_train_scores = np.std(train_pref, axis=0, ddof=1)
- std_val_scores = np.std(val_pref, axis=0, ddof=1)
- std_perf_scores = np.std(test_pref, axis=0, ddof=1)
-
- if model_type == 'regression':
- best_val_perf = np.amin(average_val_scores)
- else:
- best_val_perf = np.amax(average_val_scores)
- # print('average_val_scores: ', average_val_scores)
- # print('best_val_perf: ', best_val_perf)
- # print()
- best_params_index = np.where(average_val_scores == best_val_perf)
- # find smallest val std with best val perf.
- best_val_stds = [
- std_val_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- min_val_std = np.amin(best_val_stds)
- best_params_index = np.where(std_val_scores == min_val_std)
- best_params_out = [
- param_list_pre_revised[i] for i in best_params_index[0]
- ]
- best_params_in = [param_list[i] for i in best_params_index[1]]
- if verbose:
- print('best_params_out: ', best_params_out)
- print('best_params_in: ', best_params_in)
- print()
- print('best_val_perf: ', best_val_perf)
- print('best_val_std: ', min_val_std)
- str_fw += 'best settings of hyper-params to build gram matrix: %s\n' % best_params_out
- str_fw += 'best settings of other hyper-params: %s\n\n' % best_params_in
- str_fw += 'best_val_perf: %s\n' % best_val_perf
- str_fw += 'best_val_std: %s\n' % min_val_std
-
- # print(best_params_index)
- # print(best_params_index[0])
- # print(average_perf_scores)
- final_performance = [
- average_perf_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- final_confidence = [
- std_perf_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- if verbose:
- print('final_performance: ', final_performance)
- print('final_confidence: ', final_confidence)
- str_fw += 'final_performance: %s\n' % final_performance
- str_fw += 'final_confidence: %s\n' % final_confidence
- train_performance = [
- average_train_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- train_std = [
- std_train_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- if verbose:
- print('train_performance: %s' % train_performance)
- print('train_std: ', train_std)
- str_fw += 'train_performance: %s\n' % train_performance
- str_fw += 'train_std: %s\n\n' % train_std
-
- if verbose:
- print()
- tt_total = time.time() - tts # training time for all hyper-parameters
- average_gram_matrix_time = np.mean(gram_matrix_time)
- std_gram_matrix_time = np.std(gram_matrix_time, ddof=1) if len(gram_matrix_time) > 1 else 0
- best_gram_matrix_time = [
- gram_matrix_time[i] for i in best_params_index[0]
- ]
- ave_bgmt = np.mean(best_gram_matrix_time)
- std_bgmt = np.std(best_gram_matrix_time, ddof=1) if len(best_gram_matrix_time) > 1 else 0
- if verbose:
- print('time to calculate gram matrix with different hyper-params: {:.2f}±{:.2f}s'
- .format(average_gram_matrix_time, std_gram_matrix_time))
- print('time to calculate best gram matrix: {:.2f}±{:.2f}s'.format(
- ave_bgmt, std_bgmt))
- print('total training time with all hyper-param choices: {:.2f}s'.format(
- tt_total))
- str_fw += 'time to calculate gram matrix with different hyper-params: {:.2f}±{:.2f}s\n'.format(average_gram_matrix_time, std_gram_matrix_time)
- str_fw += 'time to calculate best gram matrix: {:.2f}±{:.2f}s\n'.format(ave_bgmt, std_bgmt)
- str_fw += 'total training time with all hyper-param choices: {:.2f}s\n\n'.format(tt_total)
-
- # # save results to file
- # np.savetxt(results_name_pre + 'average_train_scores.dt',
- # average_train_scores)
- # np.savetxt(results_name_pre + 'average_val_scores', average_val_scores)
- # np.savetxt(results_name_pre + 'average_perf_scores.dt',
- # average_perf_scores)
- # np.savetxt(results_name_pre + 'std_train_scores.dt', std_train_scores)
- # np.savetxt(results_name_pre + 'std_val_scores.dt', std_val_scores)
- # np.savetxt(results_name_pre + 'std_perf_scores.dt', std_perf_scores)
-
- # np.save(results_name_pre + 'best_params_index', best_params_index)
- # np.save(results_name_pre + 'best_params_pre.dt', best_params_out)
- # np.save(results_name_pre + 'best_params_in.dt', best_params_in)
- # np.save(results_name_pre + 'best_val_perf.dt', best_val_perf)
- # np.save(results_name_pre + 'best_val_std.dt', best_val_std)
- # np.save(results_name_pre + 'final_performance.dt', final_performance)
- # np.save(results_name_pre + 'final_confidence.dt', final_confidence)
- # np.save(results_name_pre + 'train_performance.dt', train_performance)
- # np.save(results_name_pre + 'train_std.dt', train_std)
-
- # np.save(results_name_pre + 'gram_matrix_time.dt', gram_matrix_time)
- # np.save(results_name_pre + 'average_gram_matrix_time.dt',
- # average_gram_matrix_time)
- # np.save(results_name_pre + 'std_gram_matrix_time.dt',
- # std_gram_matrix_time)
- # np.save(results_name_pre + 'best_gram_matrix_time.dt',
- # best_gram_matrix_time)
-
- # print out as table.
- from collections import OrderedDict
- from tabulate import tabulate
- table_dict = {}
- if model_type == 'regression':
- for param_in in param_list:
- param_in['alpha'] = '{:.2e}'.format(param_in['alpha'])
- else:
- for param_in in param_list:
- param_in['C'] = '{:.2e}'.format(param_in['C'])
- table_dict['params'] = [{**param_out, **param_in}
- for param_in in param_list for param_out in param_list_pre_revised]
- table_dict['gram_matrix_time'] = [
- '{:.2f}'.format(gram_matrix_time[index_out])
- for param_in in param_list
- for index_out, _ in enumerate(param_list_pre_revised)
- ]
- table_dict['valid_perf'] = [
- '{:.2f}±{:.2f}'.format(average_val_scores[index_out][index_in],
- std_val_scores[index_out][index_in])
- for index_in, _ in enumerate(param_list)
- for index_out, _ in enumerate(param_list_pre_revised)
- ]
- table_dict['test_perf'] = [
- '{:.2f}±{:.2f}'.format(average_perf_scores[index_out][index_in],
- std_perf_scores[index_out][index_in])
- for index_in, _ in enumerate(param_list)
- for index_out, _ in enumerate(param_list_pre_revised)
- ]
- table_dict['train_perf'] = [
- '{:.2f}±{:.2f}'.format(average_train_scores[index_out][index_in],
- std_train_scores[index_out][index_in])
- for index_in, _ in enumerate(param_list)
- for index_out, _ in enumerate(param_list_pre_revised)
- ]
- keyorder = [
- 'params', 'train_perf', 'valid_perf', 'test_perf',
- 'gram_matrix_time'
- ]
- if verbose:
- print()
- tb_print = tabulate(
- OrderedDict(
- sorted(table_dict.items(),
- key=lambda i: keyorder.index(i[0]))),
- headers='keys')
- # print(tb_print)
- str_fw += 'table of performance v.s. hyper-params:\n\n%s\n\n' % tb_print
-
- # read gram matrices from file.
- else:
- # Grid of parameters with a discrete number of values for each.
- # param_list_precomputed = list(ParameterGrid(param_grid_precomputed))
- param_list = list(ParameterGrid(param_grid))
-
- # read gram matrices from file.
- if verbose:
- print()
- print('2. Reading gram matrices from file...')
- str_fw += '\nII. Gram matrices.\n\nGram matrices are read from file, see last log for detail.\n'
- gmfile = np.load(results_dir + '/' + ds_name + '.gm.npz')
- gram_matrices = gmfile['gms'] # a list to store gram matrices for all param_grid_precomputed
- gram_matrix_time = gmfile['gmtime'] # time used to compute the gram matrices
- param_list_pre_revised = gmfile['params'] # list to store param grids precomputed ignoring the useless ones
- y = gmfile['y'].tolist()
-
- tts = time.time() # start training time
- # nb_gm_ignore = 0 # the number of gram matrices those should not be considered, as they may contain elements that are not numbers (NaN)
- if verbose:
- print(
- '3. Fitting and predicting using nested cross validation. This could really take a while...'
- )
-
- # ---- use pool.imap_unordered to parallel and track progress. ----
- def init_worker(gms_toshare):
- global G_gms
- G_gms = gms_toshare
-
- pool = Pool(processes=n_jobs, initializer=init_worker, initargs=(gram_matrices,))
- trial_do_partial = partial(parallel_trial_do, param_list_pre_revised, param_list, y, model_type)
- train_pref = []
- val_pref = []
- test_pref = []
- chunksize = 1
- if verbose:
- iterator = tqdm(pool.imap_unordered(trial_do_partial,
- range(NUM_TRIALS), chunksize), desc='cross validation', file=sys.stdout)
- else:
- iterator = pool.imap_unordered(trial_do_partial, range(NUM_TRIALS), chunksize)
- for o1, o2, o3 in iterator:
- train_pref.append(o1)
- val_pref.append(o2)
- test_pref.append(o3)
- pool.close()
- pool.join()
-
- # # ---- use pool.map to parallel. ----
- # result_perf = pool.map(trial_do_partial, range(NUM_TRIALS))
- # train_pref = [item[0] for item in result_perf]
- # val_pref = [item[1] for item in result_perf]
- # test_pref = [item[2] for item in result_perf]
-
- # # ---- use joblib.Parallel to parallel and track progress. ----
- # trial_do_partial = partial(trial_do, param_list_pre_revised, param_list, gram_matrices, y, model_type)
- # result_perf = Parallel(n_jobs=n_jobs, verbose=10)(delayed(trial_do_partial)(trial) for trial in range(NUM_TRIALS))
- # train_pref = [item[0] for item in result_perf]
- # val_pref = [item[1] for item in result_perf]
- # test_pref = [item[2] for item in result_perf]
-
- # # ---- direct running, normally use a single CPU core. ----
- # train_pref = []
- # val_pref = []
- # test_pref = []
- # for i in tqdm(range(NUM_TRIALS), desc='cross validation', file=sys.stdout):
- # o1, o2, o3 = trial_do(param_list_pre_revised, param_list, gram_matrices, y, model_type, i)
- # train_pref.append(o1)
- # val_pref.append(o2)
- # test_pref.append(o3)
-
- if verbose:
- print()
- print('4. Getting final performance...')
- str_fw += '\nIII. Performance.\n\n'
- # averages and confidences of performances on outer trials for each combination of parameters
- average_train_scores = np.mean(train_pref, axis=0)
- average_val_scores = np.mean(val_pref, axis=0)
- average_perf_scores = np.mean(test_pref, axis=0)
- # sample std is used here
- std_train_scores = np.std(train_pref, axis=0, ddof=1)
- std_val_scores = np.std(val_pref, axis=0, ddof=1)
- std_perf_scores = np.std(test_pref, axis=0, ddof=1)
-
- if model_type == 'regression':
- best_val_perf = np.amin(average_val_scores)
- else:
- best_val_perf = np.amax(average_val_scores)
- best_params_index = np.where(average_val_scores == best_val_perf)
- # find smallest val std with best val perf.
- best_val_stds = [
- std_val_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- min_val_std = np.amin(best_val_stds)
- best_params_index = np.where(std_val_scores == min_val_std)
- best_params_out = [
- param_list_pre_revised[i] for i in best_params_index[0]
- ]
- best_params_in = [param_list[i] for i in best_params_index[1]]
- if verbose:
- print('best_params_out: ', best_params_out)
- print('best_params_in: ', best_params_in)
- print()
- print('best_val_perf: ', best_val_perf)
- print('best_val_std: ', min_val_std)
- str_fw += 'best settings of hyper-params to build gram matrix: %s\n' % best_params_out
- str_fw += 'best settings of other hyper-params: %s\n\n' % best_params_in
- str_fw += 'best_val_perf: %s\n' % best_val_perf
- str_fw += 'best_val_std: %s\n' % min_val_std
-
- final_performance = [
- average_perf_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- final_confidence = [
- std_perf_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- if verbose:
- print('final_performance: ', final_performance)
- print('final_confidence: ', final_confidence)
- str_fw += 'final_performance: %s\n' % final_performance
- str_fw += 'final_confidence: %s\n' % final_confidence
- train_performance = [
- average_train_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- train_std = [
- std_train_scores[value][best_params_index[1][idx]]
- for idx, value in enumerate(best_params_index[0])
- ]
- if verbose:
- print('train_performance: %s' % train_performance)
- print('train_std: ', train_std)
- str_fw += 'train_performance: %s\n' % train_performance
- str_fw += 'train_std: %s\n\n' % train_std
-
- if verbose:
- print()
- average_gram_matrix_time = np.mean(gram_matrix_time)
- std_gram_matrix_time = np.std(gram_matrix_time, ddof=1) if len(gram_matrix_time) > 1 else 0
- best_gram_matrix_time = [
- gram_matrix_time[i] for i in best_params_index[0]
- ]
- ave_bgmt = np.mean(best_gram_matrix_time)
- std_bgmt = np.std(best_gram_matrix_time, ddof=1) if len(best_gram_matrix_time) > 1 else 0
- if verbose:
- print(
- 'time to calculate gram matrix with different hyper-params: {:.2f}±{:.2f}s'
- .format(average_gram_matrix_time, std_gram_matrix_time))
- print('time to calculate best gram matrix: {:.2f}±{:.2f}s'.format(
- ave_bgmt, std_bgmt))
- tt_poster = time.time() - tts # training time with hyper-param choices who did not participate in calculation of gram matrices
- if verbose:
- print(
- 'training time with hyper-param choices who did not participate in calculation of gram matrices: {:.2f}s'.format(
- tt_poster))
- print('total training time with all hyper-param choices: {:.2f}s'.format(
- tt_poster + np.sum(gram_matrix_time)))
- # str_fw += 'time to calculate gram matrix with different hyper-params: {:.2f}±{:.2f}s\n'.format(average_gram_matrix_time, std_gram_matrix_time)
- # str_fw += 'time to calculate best gram matrix: {:.2f}±{:.2f}s\n'.format(ave_bgmt, std_bgmt)
- str_fw += 'training time with hyper-param choices who did not participate in calculation of gram matrices: {:.2f}s\n\n'.format(tt_poster)
-
- # print out as table.
- from collections import OrderedDict
- from tabulate import tabulate
- table_dict = {}
- if model_type == 'regression':
- for param_in in param_list:
- param_in['alpha'] = '{:.2e}'.format(param_in['alpha'])
- else:
- for param_in in param_list:
- param_in['C'] = '{:.2e}'.format(param_in['C'])
- table_dict['params'] = [{**param_out, **param_in}
- for param_in in param_list for param_out in param_list_pre_revised]
- # table_dict['gram_matrix_time'] = [
- # '{:.2f}'.format(gram_matrix_time[index_out])
- # for param_in in param_list
- # for index_out, _ in enumerate(param_list_pre_revised)
- # ]
- table_dict['valid_perf'] = [
- '{:.2f}±{:.2f}'.format(average_val_scores[index_out][index_in],
- std_val_scores[index_out][index_in])
- for index_in, _ in enumerate(param_list)
- for index_out, _ in enumerate(param_list_pre_revised)
- ]
- table_dict['test_perf'] = [
- '{:.2f}±{:.2f}'.format(average_perf_scores[index_out][index_in],
- std_perf_scores[index_out][index_in])
- for index_in, _ in enumerate(param_list)
- for index_out, _ in enumerate(param_list_pre_revised)
- ]
- table_dict['train_perf'] = [
- '{:.2f}±{:.2f}'.format(average_train_scores[index_out][index_in],
- std_train_scores[index_out][index_in])
- for index_in, _ in enumerate(param_list)
- for index_out, _ in enumerate(param_list_pre_revised)
- ]
- keyorder = [
- 'params', 'train_perf', 'valid_perf', 'test_perf'
- ]
- if verbose:
- print()
- tb_print = tabulate(
- OrderedDict(
- sorted(table_dict.items(),
- key=lambda i: keyorder.index(i[0]))),
- headers='keys')
- # print(tb_print)
- str_fw += 'table of performance v.s. hyper-params:\n\n%s\n\n' % tb_print
-
- # open file to save all results for this dataset.
- if not os.path.exists(results_dir):
- os.makedirs(results_dir)
-
- # open file to save all results for this dataset.
- if not os.path.exists(results_dir + '/' + ds_name + '.output.txt'):
- with open(results_dir + '/' + ds_name + '.output.txt', 'w') as f:
- f.write(str_fw)
- else:
- with open(results_dir + '/' + ds_name + '.output.txt', 'r+') as f:
- content = f.read()
- f.seek(0, 0)
- f.write(str_fw + '\n\n\n' + content)
-
-
- def trial_do(param_list_pre_revised, param_list, gram_matrices, y, model_type, trial): # Test set level
-
- # # get gram matrices from global variables.
- # gram_matrices = np.reshape(G_gms.copy(), G_gms_shape, order='C')
-
- # Arrays to store scores
- train_pref = np.zeros((len(param_list_pre_revised), len(param_list)))
- val_pref = np.zeros((len(param_list_pre_revised), len(param_list)))
- test_pref = np.zeros((len(param_list_pre_revised), len(param_list)))
-
- # randomness added to seeds of split function below. "high" is "size" times
- # 10 so that at least 10 different random output will be yielded. Remove
- # these lines if identical outputs is required.
- rdm_out = np.random.RandomState(seed=None)
- rdm_seed_out_l = rdm_out.uniform(high=len(param_list_pre_revised) * 10,
- size=len(param_list_pre_revised))
- # print(trial, rdm_seed_out_l)
- # print()
- # loop for each outer param tuple
- for index_out, params_out in enumerate(param_list_pre_revised):
- # get gram matrices from global variables.
- # gm_now = G_gms[index_out * G_gms_shape[1] * G_gms_shape[2]:(index_out + 1) * G_gms_shape[1] * G_gms_shape[2]]
- # gm_now = np.reshape(gm_now.copy(), (G_gms_shape[1], G_gms_shape[2]), order='C')
- gm_now = gram_matrices[index_out].copy()
-
- # split gram matrix and y to app and test sets.
- indices = range(len(y))
- # The argument "random_state" in function "train_test_split" can not be
- # set to None, because it will use RandomState instance used by
- # np.random, which is possible for multiple subprocesses to inherit the
- # same seed if they forked at the same time, leading to identical
- # random variates for different subprocesses. Instead, we use "trial"
- # and "index_out" parameters to generate different seeds for different
- # trials/subprocesses and outer loops. "rdm_seed_out_l" is used to add
- # randomness into seeds, so that it yields a different output every
- # time the program is run. To yield identical outputs every time,
- # remove the second line below. Same method is used to the "KFold"
- # function in the inner loop.
- rdm_seed_out = (trial + 1) * (index_out + 1)
- rdm_seed_out = (rdm_seed_out + int(rdm_seed_out_l[index_out])) % (2 ** 32 - 1)
- # print(trial, rdm_seed_out)
- X_app, X_test, y_app, y_test, idx_app, idx_test = train_test_split(
- gm_now, y, indices, test_size=0.1,
- random_state=rdm_seed_out, shuffle=True)
- # print(trial, idx_app, idx_test)
- # print()
- X_app = X_app[:, idx_app]
- X_test = X_test[:, idx_app]
- y_app = np.array(y_app)
- y_test = np.array(y_test)
-
- rdm_seed_in_l = rdm_out.uniform(high=len(param_list) * 10,
- size=len(param_list))
- # loop for each inner param tuple
- for index_in, params_in in enumerate(param_list):
- # if trial == 0:
- # print(index_out, index_in)
- # print('params_in: ', params_in)
- # st = time.time()
- rdm_seed_in = (trial + 1) * (index_out + 1) * (index_in + 1)
- # print("rdm_seed_in1: ", trial, index_in, rdm_seed_in)
- rdm_seed_in = (rdm_seed_in + int(rdm_seed_in_l[index_in])) % (2 ** 32 - 1)
- # print("rdm_seed_in2: ", trial, index_in, rdm_seed_in)
- inner_cv = KFold(n_splits=10, shuffle=True, random_state=rdm_seed_in)
- current_train_perf = []
- current_valid_perf = []
- current_test_perf = []
-
- # For regression use the Kernel Ridge method
- # try:
- if model_type == 'regression':
- kr = KernelRidge(kernel='precomputed', **params_in)
- # loop for each split on validation set level
- # validation set level
- for train_index, valid_index in inner_cv.split(X_app):
- # print("train_index, valid_index: ", trial, index_in, train_index, valid_index)
- # if trial == 0:
- # print('train_index: ', train_index)
- # print('valid_index: ', valid_index)
- # print('idx_test: ', idx_test)
- # print('y_app[train_index]: ', y_app[train_index])
- # print('X_app[train_index, :][:, train_index]: ', X_app[train_index, :][:, train_index])
- # print('X_app[valid_index, :][:, train_index]: ', X_app[valid_index, :][:, train_index])
- kr.fit(X_app[train_index, :][:, train_index],
- y_app[train_index])
-
- # predict on the train, validation and test set
- y_pred_train = kr.predict(
- X_app[train_index, :][:, train_index])
- y_pred_valid = kr.predict(
- X_app[valid_index, :][:, train_index])
- # if trial == 0:
- # print('y_pred_valid: ', y_pred_valid)
- # print()
- y_pred_test = kr.predict(
- X_test[:, train_index])
-
- # root mean squared errors
- current_train_perf.append(
- np.sqrt(
- mean_squared_error(
- y_app[train_index], y_pred_train)))
- current_valid_perf.append(
- np.sqrt(
- mean_squared_error(
- y_app[valid_index], y_pred_valid)))
- # if trial == 0:
- # print(mean_squared_error(
- # y_app[valid_index], y_pred_valid))
- current_test_perf.append(
- np.sqrt(
- mean_squared_error(
- y_test, y_pred_test)))
- # For clcassification use SVM
- else:
- svc = SVC(kernel='precomputed', cache_size=200,
- verbose=False, **params_in)
- # loop for each split on validation set level
- # validation set level
- for train_index, valid_index in inner_cv.split(X_app):
- # np.savez("bug.npy",X_app[train_index, :][:, train_index],y_app[train_index])
- # if trial == 0:
- # print('train_index: ', train_index)
- # print('valid_index: ', valid_index)
- # print('idx_test: ', idx_test)
- # print('y_app[train_index]: ', y_app[train_index])
- # print('X_app[train_index, :][:, train_index]: ', X_app[train_index, :][:, train_index])
- # print('X_app[valid_index, :][:, train_index]: ', X_app[valid_index, :][:, train_index])
- svc.fit(X_app[train_index, :][:, train_index],
- y_app[train_index])
-
- # predict on the train, validation and test set
- y_pred_train = svc.predict(
- X_app[train_index, :][:, train_index])
- y_pred_valid = svc.predict(
- X_app[valid_index, :][:, train_index])
- y_pred_test = svc.predict(
- X_test[:, train_index])
-
- # root mean squared errors
- current_train_perf.append(
- accuracy_score(y_app[train_index],
- y_pred_train))
- current_valid_perf.append(
- accuracy_score(y_app[valid_index],
- y_pred_valid))
- current_test_perf.append(
- accuracy_score(y_test, y_pred_test))
- # except ValueError:
- # print(sys.exc_info()[0])
- # print(params_out, params_in)
-
- # average performance on inner splits
- train_pref[index_out][index_in] = np.mean(
- current_train_perf)
- val_pref[index_out][index_in] = np.mean(
- current_valid_perf)
- test_pref[index_out][index_in] = np.mean(
- current_test_perf)
- # print(time.time() - st)
- # if trial == 0:
- # print('val_pref: ', val_pref)
- # print('test_pref: ', test_pref)
-
- return train_pref, val_pref, test_pref
-
- def parallel_trial_do(param_list_pre_revised, param_list, y, model_type, trial):
- train_pref, val_pref, test_pref = trial_do(param_list_pre_revised,
- param_list, G_gms, y,
- model_type, trial)
- return train_pref, val_pref, test_pref
-
-
- def compute_gram_matrices(dataset, y, estimator, param_list_precomputed,
- results_dir, ds_name,
- n_jobs=1, str_fw='', verbose=True):
- gram_matrices = [
- ] # a list to store gram matrices for all param_grid_precomputed
- gram_matrix_time = [
- ] # a list to store time to calculate gram matrices
- param_list_pre_revised = [
- ] # list to store param grids precomputed ignoring the useless ones
-
- nb_gm_ignore = 0 # the number of gram matrices those should not be considered, as they may contain elements that are not numbers (NaN)
- for idx, params_out in enumerate(param_list_precomputed):
- params_out['n_jobs'] = n_jobs
- # print(dataset)
- # import networkx as nx
- # nx.draw_networkx(dataset[1])
- # plt.show()
- rtn_data = estimator(dataset[:], **params_out)
- Kmatrix = rtn_data[0]
- current_run_time = rtn_data[1]
- # for some kernels, some graphs in datasets may not meet the
- # kernels' requirements for graph structure. These graphs are trimmed.
- if len(rtn_data) == 3:
- idx_trim = rtn_data[2] # the index of trimmed graph list
- y = [y[idxt] for idxt in idx_trim] # trim y accordingly
-
- Kmatrix_diag = Kmatrix.diagonal().copy()
- # remove graphs whose kernels with themselves are zeros
- nb_g_ignore = 0
- for idxk, diag in enumerate(Kmatrix_diag):
- if diag == 0:
- Kmatrix = np.delete(Kmatrix, (idxk - nb_g_ignore), axis=0)
- Kmatrix = np.delete(Kmatrix, (idxk - nb_g_ignore), axis=1)
- nb_g_ignore += 1
- # normalization
- for i in range(len(Kmatrix)):
- for j in range(i, len(Kmatrix)):
- Kmatrix[i][j] /= np.sqrt(Kmatrix_diag[i] * Kmatrix_diag[j])
- Kmatrix[j][i] = Kmatrix[i][j]
-
- if verbose:
- print()
- if params_out == {}:
- if verbose:
- print('the gram matrix is: ')
- str_fw += 'the gram matrix is:\n\n'
- else:
- if verbose:
- print('the gram matrix with parameters', params_out, 'is: ')
- str_fw += 'the gram matrix with parameters %s is:\n\n' % params_out
- if len(Kmatrix) < 2:
- nb_gm_ignore += 1
- if verbose:
- print('ignored, as at most only one of all its diagonal value is non-zero.')
- str_fw += 'ignored, as at most only one of all its diagonal value is non-zero.\n\n'
- else:
- if np.isnan(Kmatrix).any(
- ): # if the matrix contains elements that are not numbers
- nb_gm_ignore += 1
- if verbose:
- print('ignored, as it contains elements that are not numbers.')
- str_fw += 'ignored, as it contains elements that are not numbers.\n\n'
- else:
- # print(Kmatrix)
- str_fw += np.array2string(
- Kmatrix,
- separator=',') + '\n\n'
- # separator=',',
- # threshold=np.inf,
- # floatmode='unique') + '\n\n'
-
- fig_file_name = results_dir + '/GM[ds]' + ds_name
- if params_out != {}:
- fig_file_name += '[params]' + str(idx)
- plt.imshow(Kmatrix)
- plt.colorbar()
- plt.savefig(fig_file_name + '.eps', format='eps', dpi=300)
- # plt.show()
- plt.clf()
- gram_matrices.append(Kmatrix)
- gram_matrix_time.append(current_run_time)
- param_list_pre_revised.append(params_out)
- if nb_g_ignore > 0:
- if verbose:
- print(', where %d graphs are ignored as their graph kernels with themselves are zeros.' % nb_g_ignore)
- str_fw += ', where %d graphs are ignored as their graph kernels with themselves are zeros.' % nb_g_ignore
- if verbose:
- print()
- print(
- '{} gram matrices are calculated, {} of which are ignored.'.format(
- len(param_list_precomputed), nb_gm_ignore))
- str_fw += '{} gram matrices are calculated, {} of which are ignored.\n\n'.format(len(param_list_precomputed), nb_gm_ignore)
- str_fw += 'serial numbers of gram matrix figures and their corresponding parameters settings:\n\n'
- str_fw += ''.join([
- '{}: {}\n'.format(idx, params_out)
- for idx, params_out in enumerate(param_list_precomputed)
- ])
-
- return gram_matrices, gram_matrix_time, param_list_pre_revised, y, str_fw
-
-
- def read_gram_matrices_from_file(results_dir, ds_name):
- gmfile = np.load(results_dir + '/' + ds_name + '.gm.npz')
- gram_matrices = gmfile['gms'] # a list to store gram matrices for all param_grid_precomputed
- param_list_pre_revised = gmfile['params'] # list to store param grids precomputed ignoring the useless ones
- y = gmfile['y'].tolist()
- return gram_matrices, param_list_pre_revised, y
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