package for easy crossvalidation
Project description
CrossPredict
- The library makes cross validation and reports generation easy
- Easy to extend to other models
- Supports Lightgbm, XGBoost
- Supports different crossvalidation strategies:
- Supports crossvalidation by users (RepeatedKFold)
- Supports stratified crossvalidation by target column (RepeatedStratifiedKFold)
- Supports simple crossvalidation (RepeatedKFold)
- Easy use of target encoding with double crossvalidation
- Supports target encoding library category_encoders
Table of contents
Installation
python -m pip install crosspredict
ReportsPreview
#precalculates all metrics
a = ReportBinary(cols_score = ['result_egr_to_one','probability'],
cols_target=['target'],
col_generation_deals='first_dt_no_comm_mon'
)
a.fit(df)
a.plot_report(report_shape = (4,2),
report={'roc-auc': {'loc':(0, 0)},
'precision-recall': [{'loc':(0, 1)}],
'mean-prob': [{'loc':(1, 0)},{'loc':(1, 1)}],
'gen-gini': {'loc':(2,0), 'colspan':2},
'distribution': [{'loc':(3,0)},{'loc':(3,1)}]
}
)
a.fig.savefig('report1.png')
a.plot_report(report_shape = (3,2),
report={'roc-auc': {'loc':(0, 0)},
'precision-recall': {'loc':(0, 1)},
'mean-prob': {'loc':(1, 0)},
'gen-gini': [{'loc':(2,0), 'colspan':2}],
'distribution': {'loc':(1,1)}
},
cols_score=['probability'])
a.fig.savefig('report2.png')
Target Encoding with DoubleCrossValidation
# creates iterator
iter_df = Iterator(n_repeats=3,
n_splits=10,
random_state = 0,
col_client = 'userid',
cv_byclient=True)
# fits target encoder (creates mappings for each fold)
cross_encoder = CrossTargetEncoder(iterator = iter_df,
encoder_class=WOEEncoder,
n_splits= 5,
n_repeats= 3,
random_state= 0,
col_client= 'userid',
cv_byclient= True,
col_encoded= 'goal1',
cols= ['field3','field2','field11','field23','field18','field20']
)
cross_encoder.fit(train)
# train cross validation models
model_class = CrossLightgbmModel(iterator=iter_df,
feature_name=feature_name,
params=params,
cols_cat = ['field3', 'field2', 'field11', 'field23', 'field18', 'field20'],
num_boost_round = 9999,
early_stopping_rounds = 50,
valid = True,
random_state = 0,
col_target = 'goal1',
cross_target_encoder = cross_encoder)
result = model_class.fit(train)
How to use
Plot_Reports_for_Binary_Classification_problem_example - Plot_Reports_for_Binary_Classification_problem_example.ipynb
Simple_example_in_one_Notebook - Simple_example_in_one_Notebook.ipynb
Iterator_class - Iterator_class.ipynb
CrossModelFabric_class - CrossModelFabric_class.ipynb
CrossTargetEncoder_class - CrossTargetEncoder_class.ipynb
Authors
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