oolearning

Release 0.3.7

A simple machine learning library based on Object Oriented design principles.

Homepage PyPI Python

Keywords
machine-learning, data-science, object-oriented-programming, data-analysis, python
License
MIT
Install
pip install oolearning==0.3.7

Documentation

oo-learning

oo-learning is a Python machine learning library based on Object Oriented design principles.

The goal of the project is to allow users to quickly explore data and search for top machine learning algorithm candidates for a given dataset.

More specifically, this library implements common workflows when exploring data and trying various featuring engineering techniques and machine learning algorithms.

The power of object-oriented design means the user can easily interchange various objects (e.g. transformations, evaluators, resampling techniques), and even extend or build their own.

After model selection, if implementing the model in a production system, the user may or may not want to use a more mature library such as scikit-learn.

Conventions / Definitions

Conventions

  • train for models
  • fit for data (e.g. transformations)
  • holdout
    • (e.g. holdout set) over test (e.g. test set)
    • test is too overloaded and causes confusion in variable/method names
  • features
    • over predictors, independent variables, etc.
  • target
    • over response
  • hyperparameter
    • over tuning parameter

Class Terminology

  • Converter: A Converter converts a DataFrame containing predictions (i.e. a standard DataFrame returned by .predict(), with continuous values (e.g. probabilities) for each class, as columns) into an array of class predictions.
  • Score: A Score object contains the logic of a single metric for accessing the performance of a model.
    • utility function measures how good the model is
    • cost function measure how bad the model is
  • Evaluator: An Evaluator object takes the predictions of a model, as well as the actual values, and evaluates the model across many metrics.
  • Transformer: A transformer is an object that transforms data-sets by first fitting an initial data-set, and saving the values necessary to consistently transform future data-sets based on the fitted data-set.
  • Splitter: A Splitter splits a dataset into training and holdout sets.
  • ModelWrapper: A ModelWrapper is a class encapsulating a machine learning model/algorithm.
  • Aggregator: Aggregators combine the predictions of various models into a single prediction.
  • Stacker: This class implements a simple 'Model Stacker', taking the predictions of base models and feeding the values into a 'stacking' model.
  • Resampler: A Resampler accesses the accuracy of the model by training the model many times via a particular resampling strategy.
  • Tuner: A GridSearchModelTuner uses a Resampler for tuning a single model across various hyper-parameters, finding the "best" hyper-parameters supplied as well as related information.
  • Searcher: A "Searcher" searches across different models and hyper-parameters (or the same models and hyper-parameters with different tranformations, for example) with the goal of finding the "best" or ideal model candidates for further tuning and optimization.
  • Decorator: Intent is to add responsibility objects dynamically. (For example, to piggy-back off of the Resampler and do a calculation or capture data at the end of each fold.)

Examples

https://github.com/shane-kercheval/oo-learning/tree/master/examples/classification-titanic

ModelTrainer Snippet

# define how we want to split the training/holding datasets
splitter = ClassificationStratifiedDataSplitter(holdout_ratio=0.2)

# define the transformations
transformations = [RemoveColumnsTransformer(['PassengerId', 'Name', 'Ticket', 'Cabin']),
                   CategoricConverterTransformer(['Pclass', 'SibSp', 'Parch']),
                   ImputationTransformer(),
                   DummyEncodeTransformer(CategoricalEncoding.DUMMY)]

# Define how we want to evaluate (and convert the probabilities DataFrame to predicted classes)
evaluator = TwoClassProbabilityEvaluator(...)

# give the objects, which encapsulate the behavior of everything involved with training the model, to our ModelTrainer
trainer = ModelTrainer(model=LogisticClassifier(),
                       model_transformations=transformations,
                       splitter=splitter,
                       evaluator=evaluator)
trainer.train(data=data, target_variable='Survived', hyper_params=LogisticClassifierHP())

# access holdout metricsscore_names
trainer.holdout_evaluator.all_quality_metrics

Code Snippet from Training a model notebook.

GridSearchModelTuner Snippet

# define the transformations
transformations = [RemoveColumnsTransformer(['PassengerId', 'Name', 'Ticket', 'Cabin']),
                   CategoricConverterTransformer(['Pclass', 'SibSp', 'Parch']),
                   ImputationTransformer(),
                   DummyEncodeTransformer(CategoricalEncoding.ONE_HOT)]

# define the scores, which will be used to compare the performance across hyper-param combinations
# the scores need a Converter, which contains the logic necessary to convert the predicted values to a predicted class.
score_list = [AucRocScore(positive_class='lived'),
              SensitivityScore(...),
              SpecificityScore(...),
              ErrorRateScore(...)]

# define/configure the resampler
resampler = RepeatedCrossValidationResampler(model=RandomForestClassifier(),  # using a Random Forest model
                                             transformations=transformations,
                                             scores=score_list,
                                             folds=5,
                                             repeats=5)
GridSearchModelTuner
tuModelTunerGridSearchlTuner(reModelTunerGridSearchsampler,
                   hyper_param_object=RandomForestHP())  # Hyper-Parameter object specific to RFTBD

# define the parameter values (and, therefore, combinations) we want to try 
params_dict = dict(criterion='gini',
                   max_features=[1, 5, 10],
                   n_estimators=[10, 100, 500],
                   min_samples_leaf=[1, 50, 100])
grid = HyperParamsGrid(params_dict=params_dict)

tuner.tune(data_x=training_x, data_y=training_y, params_grid=grid)
tuner.results.get_heatmap()

Code Snippet from Tuning notebook.

ModelSearcher Snippet

# Logistic Regression Hyper-Param Grid
log_grid = HyperParamsGrid(params_dict=dict(penalty=['l1', 'l2'],
                                            regularization_inverse=[0.001, 0.01, 0.1, 1, 100, 1000]))

# get the expected columns at the time we do the training, based on the transformations 
columns = TransformerPipeline.get_expected_columns(transformations=global_transformations, data=explore.dataset.drop(columns=[target_variable]))
# Random Forest Hyper-Param Grid
rm_grid = HyperParamsGrid(params_dict=dict(criterion='gini',
                                           max_features=[int(round(len(columns) ** (1 / 2.0))),
                                                         int(round(len(columns) / 2)),
                                                         len(columns) - 1],
                                           n_estimators=[10, 100, 500],
                                           min_samples_leaf=[1, 50, 100]))

# define the models and hyper-parameters that we want to search through
infos = [ModelInfo(description='dummy_stratified',
                   model=DummyClassifier(DummyClassifierStrategy.STRATIFIED),
                   transformations=None,
                   hyper_params=None,
                   hyper_params_grid=None),
         ModelInfo(description='dummy_frequent',
                   model=DummyClassifier(DummyClassifierStrategy.MOST_FREQUENT),
                   transformations=None,
                   hyper_params=None,
                   hyper_params_grid=None),
         ModelInfo(description='Logistic Regression',
                   model=LogisticClassifier(),
                   # transformations specific to this model
                   transformations=[CenterScaleTransformer(),
                                    RemoveCorrelationsTransformer()],
                   hyper_params=LogisticClassifierHP(),
                   hyper_params_grid=log_grid),
         ModelInfo(description='Random Forest',
                   model=RandomForestClassifier(),
                   transformations=None,
                   hyper_params=RandomForestHP(),
                   hyper_params_grid=rm_grid)]

# define the transformations that will be applied to ALL models
global_transformations = [RemoveColumnsTransformer(['PassengerId', 'Name', 'Ticket', 'Cabin']),
                          CategoricConverterTransformer(['Pclass', 'SibSp', 'Parch']),
                          ImputationTransformer(),
                          DummyEncodeTransformer(CategoricalEncoding.ONE_HOT)]

# define the Score objects, which will be used to choose the "best" hyper-parameters for a particular model,
# and compare the performance across model/hyper-params, 
score_list = [AucRocScore(positive_class='lived'),
# the SensitivityScore needs a Converter, 
# which contains the logic necessary to convert the predicted values to a predicted class.
              SensitivityScore(converter=TwoClassThresholdConverter(threshold=0.5, positive_class='lived'))]

# create the ModelSearcher object
searcher = ModelSearcher(global_transformations=global_transformations,
                         model_infos=infos,
                         splitter=ClassificationStratifiedDataSplitter(holdout_ratio=0.25),
                         resampler_function=lambda m, mt: RepeatedCrossValidationResampler(
                             model=m,
                             transformations=mt,
                             scores=score_list,
                             folds=5,
                             repeats=3))
searcher.search(data=explore.dataset, target_variable='Survived')

Code Snippet from Searcher notebook.

Known Issues

  • Parallelization
    • issue with parallelization when used with RandomForestClassifier or RandomForestRegressor
    • issue with parallelization when used with LinearRegressor
      • need to use LinearRegressorSK
    • cannot use parallelization with callbacks (e.g. RepeatedCrossValidationResampler init's train_callback parameter because it cannot be pickled i.e. serialized)
    • parallelization used with RepeatedCrossValidationResampler & Decorators that are meant (i.e. the information retained in the Decorator is meant) to persist across repeats will not work.

Available Models

R = Regression; 2C = Two-class Classification; MC = Multi-class Classification

  • AdaBoost (R, 2C, MC)
  • Cart Decision Tree (R, 2C, MC)
  • Elastic Net (R)
  • Gradient Boosting (R, 2C, MC)
  • Lasso (R, 2C, MC)
  • Linear Regression (R, 2C, MC)
  • Logistic (2C)
  • Random Forest (R, 2C, MC)
  • Ridge (R)
  • Softmax Logistic (MC)
  • Support Vector Machines (R, 2C)

Future (TBD)

  • One-vs-All & One-vs-One (MC)
  • Naive Bayes
  • Nearest Shrunken Centroids
  • KNN
  • C5.0
  • Cubist
  • Partial Least Squares
  • MARS / FDA
  • Neural Networks

Unit Tests

The unit tests in this project are all found in the tests directory.

In the terminal, run the following in the root project directory:

python -m unittest discover ./tests

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Total releases
116
Latest release
First release
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Repository size
177 MB
SourceRank
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Releases

0.3.7
0.3.6
0.3.5
0.3.4
0.3.3
0.3.2
0.3.1
0.3.0
0.2.90
0.2.89
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Contributors

Shane Kercheval


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