lazygrid 0.1.0

LazyGrid: memoization of ML models

LazyGrid

LazyGrid is a machine learning model comparator that follows the memoization paradigm, i.e. that is able to save fitted models and return them if required later.

Table Of Contents

• Installation
• How to use
  • Pipeline generation
  • Model comparison
  • Memoization: optimized cross-validation
  • Plots
  • Automatic comparison
  • Data sets APIs
• Contributing to LazyGrid

Installation

You can install LazyGrid from PyPI:

$ pip install lazygrid

Lazygrid is supported on Python 3.5 and above. The package is compatible with scikit-learn 0.21 and Keras 2.2.5.

How to use

LazyGrid has three main features:

• it can generate all possible pipelines given a set of steps
• it can compare the performance of a list of models using cross-validation and statistical tests
• it follows the memoization paradigm, avoiding fitting a model or a pipeline step twice

Pipeline generation

In order to generate all possible pipelines given a set of steps, you should define a list of elements, which in turn are lists of pipeline steps, i.e. preprocessors, feature selectors, classifiers, etc. Each step could be either a sklearn object or a keras model.

Once you have defined the pipeline elements, the generate_grid method will return a list of models of type sklearn.Pipeline.

from sklearn.ensemble import RandomForestClassifier
from sklearn.svm import SVC
from sklearn.feature_selection import SelectKBest, f_classif
from sklearn.preprocessing import RobustScaler, StandardScaler
import lazygrid as lg

preprocessors = [StandardScaler(), RobustScaler()]
feature_selectors = [SelectKBest(score_func=f_classif, k=1), SelectKBest(score_func=f_classif, k=2)]
classifiers = [RandomForestClassifier(random_state=42), SVC(random_state=42)]

elements = [preprocessors, feature_selectors, classifiers]

list_of_models = lg.generate_grid(elements)

Model comparison

Once you have generated a list of models (or pipelines), LazyGrid provides friendly APIs to compare models' performances by using a cross-validation procedure and by analyzing the outcomes applying statistical hypothesis tests.

First, you should define a classification task (e.g. x, y = make_classification(random_state=42)), define the set of models you would like to compare (e.g. model1 = LogisticRegression(random_state=42)), and call for each model the cross_val_score method provided by sklearn.

Finally, you can collect the cross-validation scores into a single list and call the find_best_solution method provided by LazyGrid. Such method applies the following algorithm:

• it looks for the model having the highest mean value over its cross-validation scores ("the best model");
• it compares the distribution of the scores of each model against the distribution of the scores of the best model applying a statistical hypothesis test.

You can customize the comparison by modifying the statistical hypothesis test (it should be compatible with scipy.stats) or the significance level for the test.

from sklearn.linear_model import LogisticRegression, RidgeClassifier
from sklearn.ensemble import RandomForestClassifier
from sklearn.datasets import make_classification
from sklearn.model_selection import cross_val_score
import lazygrid as lg
from scipy.stats import mannwhitneyu

x, y = make_classification(random_state=42)

model1 = LogisticRegression(random_state=42)
model2 = RandomForestClassifier(random_state=42)
model3 = RidgeClassifier(random_state=42)

score1 = cross_val_score(estimator=model1, X=x, y=y, cv=10)
score2 = cross_val_score(estimator=model2, X=x, y=y, cv=10)
score3 = cross_val_score(estimator=model3, X=x, y=y, cv=10)

scores = [score1, score2, score3]
best_idx, best_solutions_idx, pvalues = lg.find_best_solution(scores, test=mannwhitneyu, alpha=0.05)

Memoization: optimized cross-validation

LazyGrid includes an optimized implementation of cross-validation (cross_validation), specifically devised when a huge number of machine learning pipelines need to be compared.

In fact, once a pipeline step has been fitted, LazyGrid saves the fitted model into a SQLite database. Therefore, should the step be required by another pipeline, LazyGrid fetches the model that has already been fitted from the database.

from sklearn.ensemble import RandomForestClassifier
from sklearn.svm import SVC
from sklearn.feature_selection import SelectKBest, f_classif
from sklearn.preprocessing import RobustScaler, StandardScaler
from sklearn.datasets import make_classification
import lazygrid as lg

x, y = make_classification(random_state=42)

preprocessors = [StandardScaler(), RobustScaler()]
feature_selectors = [SelectKBest(score_func=f_classif, k=1), SelectKBest(score_func=f_classif, k=2)]
classifiers = [RandomForestClassifier(random_state=42), SVC(random_state=42)]

elements = [preprocessors, feature_selectors, classifiers]

models = lg.generate_grid(elements)

for model in models:
    score, fitted_models = lg.cross_validation(model=model, x=x, y=y, 
                                               db_name="database", dataset_id=1, 
                                               dataset_name="make-classification")

Plots

LazyGrid includes some standard features for presenting results as plots, among which confusion matrixes and box plots.

from sklearn.linear_model import LogisticRegression
from sklearn.datasets import make_classification
import lazygrid as lg

x, y = make_classification(random_state=42)

model = LogisticRegression(random_state=42)
score, fitted_models = lg.cross_validation(model=model, x=x, y=y, 
                                           db_name="database", dataset_id=1, 
                                           dataset_name="make-classification")

conf_mat = lg.confusion_matrix_aggregate(fitted_models, x, y)
classes = ["P", "N"]
title = "Confusion matrix"
lg.plot_confusion_matrix(conf_mat, classes, "conf_mat.png", title)

Automatic comparison

The compare_models method provides a friendly approach to compare a list of models:

• it calls the cross_validation method for each model, automatically performing the optimized cross-validation using the memoization paradigm;
• it calls the find_best_solution method, applying a statistical test on the cross-validation results;
• it returns a Pandas.DataFrame containing a summary of the results.

from sklearn.ensemble import RandomForestClassifier
from sklearn.svm import SVC
from sklearn.feature_selection import SelectKBest, f_classif
from sklearn.preprocessing import RobustScaler, StandardScaler
from sklearn.datasets import make_classification
import lazygrid as lg

x, y = make_classification(random_state=42)

preprocessors = [StandardScaler(), RobustScaler()]
feature_selectors = [SelectKBest(score_func=f_classif, k=1), SelectKBest(score_func=f_classif, k=2)]
classifiers = [RandomForestClassifier(random_state=42), SVC(random_state=42)]

elements = [preprocessors, feature_selectors, classifiers]

models = lg.generate_grid(elements)

fit_params = []
for model in models:
    fit_params.append({})

results = lg.compare_models(models=models, x_train=x, y_train=y, params=fit_params,
                            dataset_id=1, dataset_name="make-classification", n_splits=10)

Data sets APIs

LazyGrid includes a set of easy-to-use APIs to fetch OpenML data sets (NB: OpenML has a database of more than 20000 data sets).

The fetch_datasets method allows you to smartly handle such data sets:

• it looks for OpenML data sets compliant with the requirements specified;
• for such data sets, it fetches the characteristics of their latest version;
• it saves in a local cache file the properties of such data sets, so that experiments can be easily reproduced using the same data sets and versions.

The load_openml_dataset method can then be used to download the required data set version.

import lazygrid as lg

datasets = lg.fetch_datasets(task="classification", min_classes=2, 
                             max_samples=1000, max_features=10)

# get the latest (or cached) version of the iris data set
data_id = datasets.loc["iris"].did

x, y, n_classes = lg.load_openml_dataset(data_id)

Contributing to LazyGrid

First of all, thank you for your contribution!

Here you can find useful information about contributing to LazyGrid.

Licence

Copyright 2019 - Pietro Barbiero and Giovanni Squillero.

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at: http://www.apache.org/licenses/LICENSE-2.0.

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.

See the License for the specific language governing permissions and limitations under the License.