ml-optfit 0.1.5

Automate ML Hyperopt and NN Creation and optimization

Repository Description and Overview

The repository contains the code I developed to ease: Hyperparameter Tuning for Traditional ML, Neural Network Building and its Hyperparameter Optimization.

To automate hyperparameter search and NN Building, make sure to pass dictionaries with the structure provided in the tutorial folder.

Note: The repository exploits Optuna as the library of choice to perform hyperparameter search. To familiarize with the library: https://optuna.org/

Installation Guide

To install the package:

pip install ml-optfit

Alternatively:

1. Clone the repository:

git clone https://github.com/Fabiocerutids/ML_Optfit.git

2. Locate yourself in the ML_Optfit folder:

cd ML_Optfit/

3. Run the following command in terminal:

pip install .

4. ML_Optfit is now installed, verify by running the command below:

from ml_optfit.ml_optfit import HyperOptimNN

How to use the package

Traditional ML

hyperopt=HyperOptim(direction='maximize', 
                    train=train, 
                    valid=valid, 
                    features=features, 
                    target='diabetes', 
                    evaluation_func=f1_score)

forest_hyper_dict = {'class_weight':{
                                    'type': 'class',
                                    'values': ['balanced', 'balanced_subsample', None]},
                    'n_estimators':{
                                    'type': 'int',
                                    'low': 100,
                                    'high':600,
                                    'log':False,
                                    'step':100},
                    'min_impurity_decrease':{
                                    'type': 'float',
                                    'low': 0,
                                    'high':0.1,
                                    'log':False,
                                    'step':0.01}
                                    }

study, best_hyper=hyperopt.optimize_model(model_type=RandomForestClassifier, 
                                         study_name='randomforest', 
                                         hyperparam_dict=forest_hyper_dict, 
                                         multivariate=False, 
                                         n_trials=30)

Neural Networks

opt_nn = HyperOptimNN(direction='maximize',
                      train=train_df.shuffle(buffer_size=1000).batch(500),
                      valid=valid_df.shuffle(buffer_size=1000).batch(500),
                      y_valid=valid[target].to_numpy(dtype=np.float32),
                      unshuffled_valid=valid_df.batch(500),
                      evaluation_func=f1_score,
                      loss_func='binary_crossentropy',
                      epochs=100)

input_hyper = {'input_1':{
                        'input_shape':(8,),
                        'n_hidden_layers':{'type':'int', 'low':1, 'high':3},
                        'units':{'type':'int', 'low':2, 'high':5},
                        'activation':{'type':'class', 'vals':['relu', 'tanh', 'selu']},
                        'dropouts':{'type':'float', 'low':0.01, 'high':0.9},
                        }}
common_hyper = {'common':{
                        'n_hidden_layers':{'type':'int', 'low':1, 'high':3},
                        'units':{'type':'int', 'low':2, 'high':5},
                        'activation':{'type':'class', 'vals':['relu', 'tanh', 'selu']},
                        'dropouts':{'type':'float', 'low':0.01, 'high':0.9},
                        }}
output_hyper = {'output_1':{
                            'n_outputs':1,
                            'n_hidden_layers':{'type':'int', 'low':1, 'high':3},
                            'units':{'type':'int', 'low':2, 'high':5},
                            'activation':{'type':'class', 'vals':['relu', 'tanh', 'selu']},
                            'dropouts':{'type':'float', 'low':0.01, 'high':0.9}
                            }}

study, best_hyper = opt_nn.optimize_nn(input_hyper=input_hyper,
                           common_hyper=common_hyper,
                           output_hyper=output_hyper,
                           study_name='TF Test',
                           n_trials=30, 
                           multivariate=False)