/
main_random_forest.py
1829 lines (1479 loc) · 86.5 KB
/
main_random_forest.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
"""
RESEARCH PROJECT:
Prediction of Global Navigation Satellite System Positioning Errors with Guarantees
Main feature selector and random forest program
"""
import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
import data_norm_imp_bin as df_pre
import scipy as sci
import statsmodels.api as sm
import itertools as it
import collections as col
import time as time
import xlsxwriter
from sklearn.svm import SVR
from sklearn.ensemble import RandomForestRegressor
from sklearn import linear_model
"------------------------- LINEAR REGRESSION FEATURE ANALYSIS -------------------------"
#DESCRIPTION: Calls the imputation, normalization and binning method from data_norm_imp_bin.py
#INPUT:
# file: File name to be read from database
# nofolds: Number of folds to use for cross-validation
#OUTPUT:
# pre_train_df: Dataframe containing nofolds Dataframes, each with the corresponding training instances
# pre_test_df: Dataframe containing nofolds Dataframes, each with the corresponding testing instances
# eliminated_f: list of filtered features in preprocessing
# target: Dataframe containing nofolds Dataframes, each with the corresponding training instances target
# target_test: Dataframe containing nofolds Dataframes, each with the corresponding testing instances target
# features: list of strings with the feature names to be considered for linear regression
def read_data_df(file,nofolds):
pre_train_df,pre_test_df,eliminated_f = df_pre.imp_norm_bin(file,nofolds)
features = list(range(nofolds))
target = list(range(nofolds))
target_test = list(range(nofolds))
for i in range(nofolds):
target[i] = pre_train_df[i]['expected_total_error']
target_test[i] = pre_test_df[i]['expected_total_error']
pre_train_df[i].drop(['expected_total_error'], axis=1, inplace=True)
pre_test_df[i].drop(['expected_total_error'], axis=1, inplace=True)
features[i] = pre_train_df[i].columns.tolist()
return pre_train_df,pre_test_df,eliminated_f,target,target_test,features
#DESCRIPTION: Estimates baseline linear regression
#INPUT:
# features: list of strings with the feature names to be considered for linear regression
# pre_train_df: Dataframe containing nofolds Dataframes, each with the corresponding training instances
# target: Dataframe containing nofolds Dataframes, each with the corresponding training instances target
#OUTPUT:
# p_value_dict: Dictionary containing the p-values for all features
# r_square_dict: Dictionary containing the coefficient of determination R² for all features
# params_dict: Dictionary containing the linear coefficients for all features
def baseline_lin(features,pre_train_df,target):
x = pre_train_df[features]
x = sm.add_constant(x)
y = target
model = sm.OLS(y,x).fit()
r_square_dict[str(features)] = model.rsquared
params_dict = model.params
p_value_dict = model.pvalues
return p_value_dict,r_square_dict,params_dict
#DESCRIPTION: Estimates expert linear regression
#INPUT:
# pre_train_df: Dataframe containing nofolds Dataframes, each with the corresponding training instances
# target: Dataframe containing nofolds Dataframes, each with the corresponding training instances target
#OUTPUT:
# r_square_dict: Dictionary containing the coefficient of determination R² for all features
# params_dict: Dictionary containing the linear coefficients for all features
"Method that gathers only the important features according to experts"
def expertSelection(pre_train_df,target):
exp_train_df = pd.DataFrame(index=pre_train_df.index)
temp_train_df = pd.DataFrame()
relevant_features = ['cycle_slip','multipath','amb_type','cno','pdop','correction_covariance','innovation','used','lsq_residuals','elevation','tracking_type','prediction_covariance','nr_used_measurements','difference']
for i in relevant_features:
columns_selected = [x for x in pre_train_df.columns if x.startswith(i)]
temp_train_df = pre_train_df[columns_selected]
exp_train_df = pd.concat([exp_train_df,temp_train_df.reindex(exp_train_df.index)],axis=1)
x = exp_train_df
x = sm.add_constant(x)
y = target
model = sm.OLS(y,x).fit()
r_square_dict[str(relevant_features)] = model.rsquared
params_dict = model.params
return r_square_dict,params_dict
#DESCRIPTION: Estimates backward linear regression recursively
#INPUT:
# features: list of strings with the feature names to be considered for linear regression
# pre_train_df: Dataframe containing nofolds Dataframes, each with the corresponding training instances
# r_square_dict: Dictionary containing the coefficient of determination R² for all features
# target: Dataframe containing nofolds Dataframes, each with the corresponding training instances target
# deleted_features: list of features considered irrelevant
#OUTPUT:
# p_value_dict: Dictionary containing the p-values for all features
# r_square_dict: Dictionary containing the coefficient of determination R² for all features
# params_dict: Dictionary containing the linear coefficients for all features
# deleted_features: list of features considered irrelevant
"Applies backward selection method"
def backward_selection(features,pre_train_df,r_square_dict,target,deleted_features):
x = pre_train_df[features]
x = sm.add_constant(x)
y = target
model = sm.OLS(y,x).fit()
r_square_dict[str(features)] = model.rsquared
params_dict = model.params
p_value_dict = model.pvalues
ordered_p_value = np.sort(p_value_dict)
ordered_p_value = ordered_p_value[::-1]
p_value_feature_max = p_value_dict[p_value_dict == ordered_p_value[0]].index[0]
if p_value_feature_max == 'const':
p_value_feature_max = p_value_dict[p_value_dict == ordered_p_value[1]].index[0]
if sum(p_value_dict >= 0.05) == 0:
return p_value_dict,r_square_dict,params_dict,features,deleted_features
features.remove(p_value_feature_max)
deleted_features.append(p_value_feature_max)
return backward_selection(features,pre_train_df,r_square_dict,target,deleted_features)
#DESCRIPTION: Estimates stepwise linear regression recursively
#INPUT:
# features: list of strings with the feature names to be considered for linear regression
# pre_train_df: Dataframe containing nofolds Dataframes, each with the corresponding training instances
# p_value_dict_added: Dictionary containing the p-values for all features added as relevant
# r_square_dict_added: Dictionary containing the coefficient of determination R² for all features added as relevant
# params_dict_added: Dictionary containing the linear coefficients for all features added as relevant
# added_features: list of features added as relevant
# target: Dataframe containing nofolds Dataframes, each with the corresponding training instances target
#OUTPUT:
# p_value_dict_added: Dictionary containing the p-values for all features added as relevant
# r_square_dict_added: Dictionary containing the coefficient of determination R² for all features added as relevant
# params_dict_added: Dictionary containing the linear coefficients for all features added as relevant
# added_features: list of features added as relevant
"Applies stepwise selection method"
def stepwise_selection(features,pre_train_df,p_value_dict_added,r_square_dict_added,params_dict_added,added_features,target):
p_value_min = 1
p_value_feature_min_sel = 'const'
p_value_dict_sel = []
ordered_p_value_sel = []
for i in features:
x = pre_train_df[i]
x = sm.add_constant(x)
y = target
model = sm.OLS(y,x).fit()
p_value_dict = model.pvalues
ordered_p_value = np.sort(p_value_dict)
p_value_feature_min = p_value_dict[p_value_dict == ordered_p_value[0]].index[0]
if p_value_feature_min == 'const':
p_value_feature_min = [x for x in p_value_dict.keys() if x != 'const'][0]
if p_value_dict[p_value_feature_min] < p_value_min:
p_value_min = p_value_dict[p_value_feature_min]
p_value_feature_min_sel = p_value_feature_min
p_value_dict_sel = p_value_dict
ordered_p_value_sel = np.sort(p_value_dict_sel)
if p_value_feature_min_sel == 'const' and features != []:
p_value_feature_min_sel = p_value_dict_sel[p_value_dict_sel == ordered_p_value_sel[1]].index[0]
if len(p_value_dict_sel) != 0:
if p_value_dict_sel[p_value_feature_min_sel] < 0.05:
features.remove(p_value_feature_min_sel)
added_features.append(p_value_feature_min_sel)
x_added = pre_train_df[added_features]
x_added = sm.add_constant(x_added)
y = target
model_added = sm.OLS(y,x_added).fit()
r_square_dict_added[str(added_features)] = model_added.rsquared
params_dict_added = model_added.params
p_value_dict_added = model_added.pvalues
if sum(p_value_dict_added >= 0.05) >= 1:
added_features.remove(p_value_feature_min_sel)
x_added = pre_train_df[added_features]
x_added = sm.add_constant(x_added)
y = target
model_added = sm.OLS(y, x_added).fit()
r_square_dict_added[str(added_features)] = model_added.rsquared
params_dict_added = model_added.params
p_value_dict_added = model_added.pvalues
return stepwise_selection(features,pre_train_df,p_value_dict_added,r_square_dict_added,params_dict_added,added_features,target)
return p_value_dict_added,r_square_dict_added,params_dict_added,added_features
#DESCRIPTION: Estimates stepwise linear regression recursively
#INPUT:
# features: list of strings with the feature names to be considered for linear regression
# pre_train_df: Dataframe with the corresponding training instances
# p_value_dict_added: Dictionary containing the p-values for all features added as relevant
# r_square_dict_added: Dictionary containing the coefficient of determination R² for all features added as relevant
# params_dict_added: Dictionary containing the linear coefficients for all features added as relevant
# target: Dataframe with the corresponding training instances target
# added_features: list of features added as relevant
#OUTPUT:
# p_value_dict_added: Dictionary containing the p-values for all features added as relevant
# r_square_dict_added: Dictionary containing the coefficient of determination R² for all features added as relevant
# params_dict_added: Dictionary containing the linear coefficients for all features added as relevant
# features: list of strings with the feature names to be considered for linear regression
# added_features: list of features added as relevant
"Applies forward selection method"
def forward_selection(features,pre_train_df,p_value_dict_added,r_square_dict,params_dict_added,target,added_features):
p_value_min = 1
p_value_feature_min_sel = 'const'
p_value_dict_sel = []
ordered_p_value_sel = []
for i in features:
x = pre_train_df[i]
x = sm.add_constant(x)
y = target
model = sm.OLS(y,x).fit()
p_value_dict = model.pvalues
ordered_p_value = np.sort(p_value_dict)
p_value_feature_min = p_value_dict[p_value_dict == ordered_p_value[0]].index[0]
if p_value_feature_min == 'const':
p_value_feature_min = [x for x in p_value_dict.keys() if x != 'const'][0]
if p_value_dict[p_value_feature_min] < p_value_min:
p_value_min = p_value_dict[p_value_feature_min]
p_value_feature_min_sel = p_value_feature_min
p_value_dict_sel = p_value_dict
ordered_p_value_sel = np.sort(p_value_dict_sel)
if p_value_feature_min_sel == 'const' and features != []:
p_value_feature_min_sel = p_value_dict_sel[p_value_dict_sel == ordered_p_value_sel[1]].index[0]
if len(p_value_dict_sel) != 0:
if p_value_dict_sel[p_value_feature_min_sel] < 0.05:
features.remove(p_value_feature_min_sel)
added_features.append(p_value_feature_min_sel)
x_added = pre_train_df[added_features]
x_added = sm.add_constant(x_added)
y = target
model_added = sm.OLS(y,x_added).fit()
r_square_dict_added[str(added_features)] = model_added.rsquared
params_dict_added = model_added.params
p_value_dict_added = model_added.pvalues
return forward_selection(features,pre_train_df,p_value_dict_added,r_square_dict_added,params_dict_added,target,added_features)
return p_value_dict_added,r_square_dict_added,params_dict_added,features,added_features
#DESCRIPTION: Estimates Lasso linear regression
#INPUT:
# features: list of strings with the feature names to be considered for linear regression
# pre_train_df: Dataframe with the corresponding training instances
# target: Dataframe with the corresponding training instances target
# alpha: weight of the L1 regularization term in Lasso (LassoCV is used instead to find best L1 weight)
#OUTPUT:
# r_square_dict: Dictionary containing the coefficient of determination R² for all features
# params_dict: Dictionary containing the linear coefficients for all features
def lasso(features,pre_train_df,target,alpha = 0.001):
lasso_model = linear_model.LassoCV(fit_intercept=True,tol=1e-05)
x = pre_train_df[features]
y = target
lasso_model.fit(x,y)
r_square_dict[str(features)] = lasso_model.score(x,y)
params = lasso_model.coef_
intercept = lasso_model.intercept_
params_dict = pd.Series(params,index=features)
params_dict = params_dict[abs(params_dict) > 0.0000000001]
pd_inter = pd.Series(intercept, index=['const'])
params_dict = params_dict.append(pd_inter)
return r_square_dict,params_dict
#DESCRIPTION: Predicts values for the test data and coeficients given
#INPUT:
# test_df: Dataframe containing nofolds Dataframes, each with the corresponding testing instances
# coefficients: Dataframe containing nofolds Dataframes, each with the corresponding coefficients for every feature
# nofolds: Number of folds to use for cross-validation
# target: Dataframe containing nofolds Dataframes, each with the corresponding training instances target
#OUTPUT:
# prediction_ind: Dataframe containing the prediction and fold number for every instance
def predict(test_df,coefficients,nofolds,target):
col = ['fold_no','prediction','expected_total_error']
prediction_ind = pd.DataFrame(columns=col)
for i in range(nofolds):
for k in test_df[i].index.tolist():
prediction_value = 0
coefficients_list_i = coefficients[i].index.tolist()
for j in coefficients_list_i:
if j == 'const':
prediction_value += coefficients[i][j]
else:
instance_feature_value = test_df[i].loc[k,j]
coefficient_value = coefficients[i][j]
prediction_value += instance_feature_value*coefficient_value
prediction_ind = pd.concat([prediction_ind,pd.DataFrame({'fold_no':i,'prediction':prediction_value,'expected_total_error':target[i].loc[k]},index=[k])])
return prediction_ind
#DESCRIPTION: Calculates the RMSE of a linear prediction vs. the target value of positioning error
#INPUT:
# target: Dataframe containing nofolds Dataframes, each with the corresponding training instances target
# prediction: Dataframe containing the prediction and fold number for every instance
# nofolds: Number of folds to use for cross-validation
#OUTPUT:
# errors: Dataframe containing RMSE for every fold.
def rmse_lin(target,prediction,nofolds):
col = ['fold_no','error']
errors = pd.DataFrame(columns=col)
for i in range(nofolds):
fold_predictions = prediction.loc[prediction['fold_no'] == i]
del fold_predictions['fold_no']
error = np.sqrt(sum((target[i] - fold_predictions['prediction'])**2)/len(target[i]))
errors = errors.append({'fold_no':i,'error':error},ignore_index=True)
return errors
#DESCRIPTION: Calculates the RMSE of a random forest prediction vs. the target value of positioning error
#INPUT:
# target: Dataframe containing nofolds Dataframes, each with the corresponding training instances target
# prediction: Dataframe containing the prediction and fold number for every instance
# nofolds: Number of folds to use for cross-validation
#OUTPUT:
# errors: Dataframe containing RMSE for every fold.
def rmse_rf(target,prediction,nofolds):
col = ['fold_no','error']
errors = pd.DataFrame(columns=col)
for i in range(nofolds):
fold_predictions = prediction[i]
error = np.sqrt(sum((target[i] - fold_predictions)**2)/len(target[i]))
errors = errors.append({'fold_no':i,'error':error},ignore_index=True)
errors = errors.append({'fold_no':-1,'error':np.mean(errors['error'])},ignore_index=True)
return errors
#DESCRIPTION: Auxiliary method that eliminates features not in the selected features
#INPUT:
# selected: Dataframe containing all the selected features
# train_data: Dataframe with the corresponding training instances
# test_data: Dataframe with the corresponding testing instances
#OUTPUT:
# train_data: Dataframe with the corresponding training instances with selected features
# test_data: Dataframe with the corresponding testing instances with selected features
def eliminateFeatures(selected,train_data,test_data):
columns_selected = [i for i in train_data.columns if i in selected.index.tolist()]
train_data = train_data[columns_selected]
test_data = test_data[columns_selected]
return train_data,test_data
#DESCRIPTION: Applies the Random Forest algorithm
#INPUT:
# train: Dataframe with the corresponding training instances
# target: Dataframe with the corresponding training instances target
# test: Dataframe with the corresponding testing instances
# target_test: Dataframe with the corresponding testing instances target
# ntrees: Number of trees in the random forest. Default value = 100
# crit: Criteria for split. Default value = 'mse'
# min_sample_split: Minimum number of node samples required for split. Default value = 10
# min_leaf_size: Minimum number of samples at a leaf. Default value = 1
# oob: Whether the forest uses OOB samples for R² estimation (not relevant for the code)
#OUTPUT:
# random_forest_feature_imp: Feature relevance of all features
# rf_prediction: Predicted values for every instance from the random forest
# rf_r_square: random forest r_square
# oob_prediction: prediction values for OOB instances
# all_trees_test_pred: Predicted values for every instance, from every single tree in the forest
def randomForest(train,target,test,target_test,ntrees = 100, crit = 'mse',min_sample_split = 10,min_leaf_size = 1,oob = True):
regressor = RandomForestRegressor(n_estimators = ntrees, criterion = crit, min_samples_split = min_sample_split, min_samples_leaf = min_leaf_size, oob_score = oob)
regressor.fit(train,target)
random_forest_feature_imp = regressor.feature_importances_
rf_prediction = regressor.predict(test)
rf_r_square = regressor.score(test,target_test)
oob_prediction = regressor.oob_prediction_
all_trees_test_pred = np.array([tree.predict(test) for tree in regressor.estimators_])
return random_forest_feature_imp,rf_prediction,rf_r_square,oob_prediction,all_trees_test_pred
#DESCRIPTION: Calculates the variance for the nonconformity measure
#INPUT:
# tree_predictions: Predicted values for every instance, from every single tree in the forest
# prediction: Predicted values for every instance from the random forest
# ntrees: Number of trees used
#OUTPUT:
# variance: Variance of all tree predictions with respect to the single forest prediction value
def varianceNonconformity(tree_predictions,prediction,ntrees):
failed = 0
try:
len_instances = len(tree_predictions[0,:])
except:
failed = 1
len_instances = len(prediction)
finally:
variance = [0]*len_instances
for i in range(len_instances):
if failed:
variance[i] = np.var(prediction)
else:
variance[i] = np.var(tree_predictions[:,i])
return variance
#DESCRIPTION: Nonconformity calculation 99.999%
#INPUT:
# target: Array with the corresponding training instances target
# prediction: Predicted values for every instance from the random forest
# variance: Variance of all tree predictions with respect to the single forest prediction value
# beta: Constant to avoid division by zero and control the sensitivity to variance
#OUTPUT:
# norm_nonconformity: list with the values of the nonconformity range
def normalizedNonconformityIntegrity(target,prediction,variance,beta = 0.01):
length = len(target)
length_c = min(round(0.99999*(length+1)),length-1)
nonconformity = abs(target.array.astype('float') - prediction)
nonconformity_sort = np.sort(nonconformity)
alfa_c = nonconformity_sort[length_c]
var_length = len(variance)
norm_nonconformity = [0]*var_length
for i in range(var_length):
norm_nonconformity[i] = alfa_c/(variance[i]+beta)
return norm_nonconformity
#DESCRIPTION: Nonconformity calculation 95%
#INPUT:
# target: Array with the corresponding training instances target
# prediction: Predicted values for every instance from the random forest
# variance: Variance of all tree predictions with respect to the single forest prediction value
# beta: Constant to avoid division by zero and control the sensitivity to variance
#OUTPUT:
# norm_nonconformity: list with the values of the nonconformity range
def normalizedNonconformity_95(target, prediction, variance, beta=0.01):
length = len(target)
length_c = min(round(0.95 * (length + 1)), length - 1)
nonconformity = abs(target.array.astype('float') - prediction)
nonconformity_sort = np.sort(nonconformity)
alfa_c = nonconformity_sort[length_c]
var_length = len(variance)
norm_nonconformity = [0] * var_length
for i in range(var_length):
norm_nonconformity[i] = alfa_c / (variance[i] + beta)
return norm_nonconformity
#DESCRIPTION: Nonconformity calculation 98%
#INPUT:
# target: Array with the corresponding training instances target
# prediction: Predicted values for every instance from the random forest
# variance: Variance of all tree predictions with respect to the single forest prediction value
# beta: Constant to avoid division by zero and control the sensitivity to variance
#OUTPUT:
# norm_nonconformity: list with the values of the nonconformity range
def normalizedNonconformity_98(target, prediction, variance, beta=0.01):
length = len(target)
length_c = min(round(0.98 * (length + 1)), length - 1)
nonconformity = abs(target.array.astype('float') - prediction)
nonconformity_sort = np.sort(nonconformity)
alfa_c = nonconformity_sort[length_c]
var_length = len(variance)
norm_nonconformity = [0] * var_length
for i in range(var_length):
norm_nonconformity[i] = alfa_c / (variance[i] + beta)
return norm_nonconformity
#DESCRIPTION: Confidence Interval calculation for random forest prediction
#INPUT:
# norm_nonconformity: list with the values of the nonconformity range
# prediction: Predicted values for every instance from the random forest
# variance: Variance of all tree predictions with respect to the single forest prediction value
# beta: Constant to avoid division by zero and control the sensitivity to variance
# target_test: Dataframe with the corresponding testing instances target
#OUTPUT:
# erri_ci_df: Dataframe with the error bars, confidence interval and the fraction of test instances in or out of the interval
def ci_rf(norm_nonconformity,prediction,variance,beta,target_test):
length = len(prediction)
ci = [0]*len(norm_nonconformity)
erri = [0]*len(norm_nonconformity)
inside = [0]*len(norm_nonconformity)
col = ['erri','ci','inside']
erri_ci_df = pd.DataFrame(columns=col)
for i in range(length):
erri[i] = norm_nonconformity[i]*(variance[i]+beta)
ci[i] = [prediction[i]-erri[i], prediction[i]+erri[i]]
if target_test.values[i] <= prediction[i]+erri[i] and target_test.values[i] >= prediction[i]-erri[i]:
inside[i] = 1
erri_ci_df = pd.concat([erri_ci_df, pd.DataFrame([{'erri': erri[i], 'ci': ci[i], 'inside': inside[i]}])])
sum_inside = sum(erri_ci_df['inside'])
fraction_inside = sum_inside/length
erri_ci_df = pd.concat([erri_ci_df, pd.DataFrame([{'erri': 0, 'ci': 0, 'inside': fraction_inside}])])
return erri_ci_df
#DESCRIPTION: Integrity Interval average calculation
#INPUT:
# fold_1: Dataframe containing the fraction of instances in fold 1 inside the confidence interval
# fold_2: Dataframe containing the fraction of instances in fold 2 inside the confidence interval
# fold_3: Dataframe containing the fraction of instances in fold 3 inside the confidence interval
# fold_4: Dataframe containing the fraction of instances in fold 4 inside the confidence interval
# fold_5: Dataframe containing the fraction of instances in fold 5 inside the confidence interval
#OUTPUT:
# ci_df_average: Dataframe with the average fraction of instances inside the confidence intervals
def ci_rf_average(fold_1,fold_2,fold_3,fold_4,fold_5):
col = ['inside_avg']
ci_df_average = pd.DataFrame(columns=col)
ci_df_average = pd.concat([ci_df_average, pd.DataFrame([{'inside_avg':(fold_1.loc[-1,'inside']+fold_2.loc[-1,'inside']+fold_3.loc[-1,'inside']+fold_4.loc[-1,'inside']+fold_5.loc[-1,'inside'])/5}])])
return ci_df_average
#DESCRIPTION: Calculates average instance feature value
#INPUT:
# data: Dataframe with the corresponding training instances
#OUTPUT:
# data_avg_std: Dataframe with the average and standard deviation of features in the training
def averageInstance(data):
data_avg_std = pd.DataFrame(columns = data.columns)
data_avg_std.loc[0] = range(len(data.columns))
data_avg_std.loc[1] = range(len(data.columns))
for i in data.columns:
data_avg_std.loc[0,i] = np.mean(data[i])
data_avg_std.loc[1,i] = np.std(data[i])
return data_avg_std
#DESCRIPTION: Calculates each instance distance to the average value of the dataset
#INPUT:
# data: Dataframe with the corresponding training instances
# data_avg_std: Dataframe with the average and standard deviation of features in the training
#OUTPUT:
# eu_df: Dataframe with the normalized value for every feature and instance
def normalizedDistance(data,data_avg_std):
eu_df = pd.DataFrame(index = data.index, columns = data.columns)
for i in data.index:
for j in data.columns:
eu_df.loc[i,j] = abs((data.loc[i,j]-data_avg_std.loc[0,j])/data_avg_std.loc[1,j])
return eu_df
#DESCRIPTION: Defines Support Vector Regression model
#INPUT:
# train_data: Dataframe with the corresponding training instances
# target: List of testing instances target
# test_data: Dataframe with the corresponding testing instances
#OUTPUT:
# prediction: List of predicted values from the SVR algorithm
def mainSVR(train_data, target, test_data):
gamma_i = 5
epsilon_i = 0.001
C_i = 1
reg = SVR(gamma=gamma_i, C=C_i, epsilon=epsilon_i)
reg.fit(train_data, target)
prediction = reg.predict(test_data)
return prediction
#DESCRIPTION: Select only the features mentioned as relevant in the list inside the method
#INPUT:
# train_data: Dataframe with the corresponding training instances
# test_data: Dataframe with the corresponding testing instances
#OUTPUT:
# train_data: Dataframe with the corresponding training instances with selected features
# test_data: Dataframe with the corresponding testing instances with selected features
def selectFeatures(train_data,test_data):
relevant_features = ['cno','nr_used_measurements','elevation','difference_ENU','lsq_residuals','azimuth','innovation_ENU','pdop']
columns_selected = []
for i in relevant_features:
columns_selected.extend([j for j in train_data.columns if j.startswith(i)])
train_data = train_data[columns_selected]
test_data = test_data[columns_selected]
return train_data,test_data
#DESCRIPTION: Sorts and summarizes the data for feature importance
#INPUT:
# feature_importance: Dataframe with the corresponding feature importance for all features
#OUTPUT:
# sort_summarize: Dataframe containing ordered features by importance
def sortSummarize(feature_importance):
sort_summarize = pd.DataFrame(columns=['feature','importance'])
for i in feature_importance['feature']:
str = i[0:4]
if str in ['cons', 'amb_', 'cycl', 'mult', 'used', 'lsq_', 'trac', 'elev', 'azim', 'cno_']:
if str not in sort_summarize['feature'].tolist():
df_sub = feature_importance.loc[(feature_importance['feature'].str[0:4] == str)]
str_sum = sum(df_sub['importance'])
sort_summarize = sort_summarize.append(pd.DataFrame({'feature': str, 'importance': str_sum},index=[0]))
else:
continue
else:
if i not in sort_summarize['feature'].tolist():
df_sub = feature_importance.loc[(feature_importance['feature'] == i)]
str_sum = sum(df_sub['importance'])
sort_summarize = sort_summarize.append(pd.DataFrame({'feature': i, 'importance': str_sum},index=[0]))
else:
continue
sort_summarize = sort_summarize.sort_values(by=['importance'],ascending=False)
return sort_summarize
# The program below:
# 1) Selects relevant features with linear based regression
# 2) Applies Random Forest to data to obtain high accuracy predictions
# 3) Is able to store the data into a given address
print("Starting...")
start_time = time.time()
file_key_vector = ['synthetic']
r_square_dict = dict()
r_square_dict_added = dict()
p_value_dict = dict()
p_value_dict_added = dict()
params_dict = dict()
params_dict_added = dict()
feature_list = list()
added_features = list()
added_and_removed_list = list()
nofolds = 5
for i in file_key_vector:
print("Read data for "+str(i)+" started...")
pre_train_df,pre_test_df,eliminated_f,target,target_test,features = read_data_df(i,nofolds)
print("Read data for "+str(i)+" finished...")
"Euclidean distance"
pre_train_df_avg_std = [0]*nofolds
pre_test_norm_dist = [0]*nofolds
"Linear Regression variables"
base_r_square_dict = list(range(nofolds))
base_params_dict = list(range(nofolds))
base_p_value_dict = list(range(nofolds))
back_p_value_dict = list(range(nofolds))
back_r_square_dict = list(range(nofolds))
back_params_dict = list(range(nofolds))
step_p_value_dict = list(range(nofolds))
step_r_square_dict = list(range(nofolds))
step_params_dict = list(range(nofolds))
for_p_value_dict = list(range(nofolds))
for_r_square_dict = list(range(nofolds))
for_params_dict = list(range(nofolds))
lasso_r_square_dict = list(range(nofolds))
lasso_params_dict = list(range(nofolds))
exp_r_square_dict = list(range(nofolds))
exp_params_dict = list(range(nofolds))
base_best_r_squared = list(range(nofolds))
base_best_r_squared_feat = list(range(nofolds))
back_best_r_squared = list(range(nofolds))
back_best_r_squared_feat = list(range(nofolds))
step_best_r_squared = list(range(nofolds))
step_best_r_squared_feat = list(range(nofolds))
for_best_r_squared = list(range(nofolds))
for_best_r_squared_feat = list(range(nofolds))
lasso_best_r_squared = list(range(nofolds))
lasso_best_r_squared_feat = list(range(nofolds))
exp_best_r_squared = list(range(nofolds))
exp_best_r_squared_feat = list(range(nofolds))
base_dimensionality_shrink = list(range(nofolds))
back_dimensionality_shrink = list(range(nofolds))
step_dimensionality_shrink = list(range(nofolds))
for_dimensionality_shrink = list(range(nofolds))
lasso_dimensionality_shrink = list(range(nofolds))
exp_dimensionality_shrink = list(range(nofolds))
base_dimensionality_shrink_percent = list(range(nofolds))
back_dimensionality_shrink_percent = list(range(nofolds))
step_dimensionality_shrink_percent = list(range(nofolds))
for_dimensionality_shrink_percent = list(range(nofolds))
lasso_dimensionality_shrink_percent = list(range(nofolds))
exp_dimensionality_shrink_percent = list(range(nofolds))
"Random Forest variables"
base_random_forest_feature_imp = [0]*nofolds
base_rf_prediction = [0]*nofolds
base_rf_r_square = [0]*nofolds
base_rf_feature_importance = [0]*nofolds
sorted_summarized_base_rf = [0]*nofolds
base_rf_oob_prediction = [0]*nofolds
base_all_tree_pred = [0]*nofolds
base_variance_rf = [0]*nofolds
base_norm_nonconformity_95 = [0]*nofolds
base_norm_nonconformity_98 = [0]*nofolds
base_norm_nonconformityInt = [0]*nofolds
base_ci_95_rf = [0]*nofolds
base_ci_98_rf = [0]*nofolds
base_int_rf = [0]*nofolds
back_train_df = [0]*nofolds
back_test_df = [0]*nofolds
back_random_forest_feature_imp = [0]*nofolds
back_rf_prediction = [0]*nofolds
back_rf_r_square = [0]*nofolds
back_rf_feature_importance = [0]*nofolds
sorted_summarized_back_rf = [0]*nofolds
back_rf_oob_prediction = [0]*nofolds
back_all_tree_pred = [0]*nofolds
back_variance_rf = [0]*nofolds
back_norm_nonconformity_95 = [0]*nofolds
back_norm_nonconformity_98 = [0]*nofolds
back_norm_nonconformityInt = [0]*nofolds
back_ci_95_rf = [0]*nofolds
back_ci_98_rf = [0]*nofolds
back_int_rf = [0]*nofolds
step_train_df = [0]*nofolds
step_test_df = [0]*nofolds
step_random_forest_feature_imp = [0]*nofolds
step_rf_prediction = [0]*nofolds
step_rf_r_square = [0]*nofolds
step_rf_feature_importance = [0]*nofolds
sorted_summarized_step_rf = [0]*nofolds
step_rf_oob_prediction = [0]*nofolds
step_all_tree_pred = [0]*nofolds
step_variance_rf = [0]*nofolds
step_norm_nonconformity_95 = [0]*nofolds
step_norm_nonconformity_98 = [0]*nofolds
step_norm_nonconformityInt = [0]*nofolds
step_ci_95_rf = [0]*nofolds
step_ci_98_rf = [0]*nofolds
step_int_rf = [0]*nofolds
for_train_df = [0]*nofolds
for_test_df = [0]*nofolds
for_random_forest_feature_imp = [0]*nofolds
for_rf_prediction = [0]*nofolds
for_rf_r_square = [0]*nofolds
for_rf_feature_importance = [0]*nofolds
sorted_summarized_for_rf = [0]*nofolds
for_rf_oob_prediction = [0]*nofolds
for_all_tree_pred = [0]*nofolds
for_variance_rf = [0]*nofolds
for_norm_nonconformity_95 = [0]*nofolds
for_norm_nonconformity_98 = [0]*nofolds
for_norm_nonconformityInt = [0]*nofolds
for_ci_95_rf = [0]*nofolds
for_ci_98_rf = [0]*nofolds
for_int_rf = [0]*nofolds
lasso_train_df = [0]*nofolds
lasso_test_df = [0]*nofolds
lasso_random_forest_feature_imp = [0]*nofolds
lasso_rf_prediction = [0]*nofolds
lasso_rf_r_square = [0]*nofolds
lasso_rf_feature_importance = [0]*nofolds
sorted_summarized_lasso_rf = [0]*nofolds
lasso_rf_oob_prediction = [0]*nofolds
lasso_all_tree_pred = [0]*nofolds
lasso_variance_rf = [0]*nofolds
lasso_norm_nonconformity_95 = [0]*nofolds
lasso_norm_nonconformity_98 = [0]*nofolds
lasso_norm_nonconformityInt = [0]*nofolds
lasso_ci_95_rf = [0]*nofolds
lasso_ci_98_rf = [0]*nofolds
lasso_int_rf = [0]*nofolds
exp_train_df = [0]*nofolds
exp_test_df = [0]*nofolds
exp_random_forest_feature_imp = [0]*nofolds
exp_rf_prediction = [0]*nofolds
exp_rf_r_square = [0]*nofolds
exp_rf_feature_importance = [0]*nofolds
sorted_summarized_exp_rf = [0]*nofolds
exp_rf_oob_prediction = [0]*nofolds
exp_all_tree_pred = [0]*nofolds
exp_variance_rf = [0]*nofolds
exp_norm_nonconformity_95 = [0]*nofolds
exp_norm_nonconformity_98 = [0]*nofolds
exp_norm_nonconformityInt = [0]*nofolds
exp_ci_95_rf = [0]*nofolds
exp_ci_98_rf = [0]*nofolds
exp_int_rf = [0]*nofolds
"SVR predictions"
svr_prediction = [0]*nofolds
col = ['fold_no','prediction','expected_total_error']
svr_prediction_df = pd.DataFrame(columns=col)
for j in range(nofolds):
if i == 'all': # Change to 'synthetic' if wishing to apply SVR
pre_train_df[j], pre_test_df[j] = selectFeatures(pre_train_df[j], pre_test_df[j])
svr_prediction[j] = mainSVR(pre_train_df[j],target[j],pre_test_df[j])
svr_prediction_df = pd.concat([svr_prediction_df,pd.DataFrame({'fold_no':j,'prediction':svr_prediction[j],'expected_total_error':target_test[j]},index=target_test[j].index.tolist())])
number_features_used = len(features[j])
print("Started baseline regression for "+str(i)+"...")
features_j = pre_train_df[j].columns.tolist()
base_p_value_dict[j],base_r_square_dict[j],base_params_dict[j] = baseline_lin(features_j,pre_train_df[j],target[j])
print("Finished baseline regression for "+str(i)+"...")
print("Started exp regression for "+str(i)+"...")
exp_r_square_dict[j],exp_params_dict[j] = expertSelection(pre_train_df[j],target[j])
print("Finished exp regression for "+str(i)+"...")
print("Started lasso regression for "+str(i)+"...")
features_j = pre_train_df[j].columns.tolist()
lasso_r_square_dict[j],lasso_params_dict[j] = lasso(features_j,pre_train_df[j],target[j])
print("Finished lasso regression for "+str(i)+"...")
print("Started backward regression for "+str(i)+"...")
features_j = pre_train_df[j].columns.tolist()
back_p_value_dict[j],back_r_square_dict[j],back_params_dict[j],back_relevant_features,back_deleted_features = backward_selection(features_j,pre_train_df[j],r_square_dict,target[j],feature_list)
print("Finished backward regression for "+str(i)+"...")
print("Started stepwise regression for "+str(i)+"...")
features_j = pre_train_df[j].columns.tolist()
step_p_value_dict[j],step_r_square_dict[j],step_params_dict[j],step_relevant_features = stepwise_selection(features_j,pre_train_df[j],p_value_dict_added,r_square_dict_added,params_dict_added,added_features,target[j])
print("Finished stepwise regression for "+str(i)+"...")
features_j = pre_train_df[j].columns.tolist()
r_square_dict = {}
r_square_dict_added = {}
p_value_dict = {}
p_value_dict_added = {}
params_dict = {}
params_dict_added = {}
feature_list = []
added_features = []
print("Started forward regression for "+str(i)+"...")
for_p_value_dict[j],for_r_square_dict[j],for_params_dict[j],for_relevant_features,for_deleted_features = forward_selection(features_j,pre_train_df[j],p_value_dict_added,r_square_dict_added,params_dict_added,target[j],added_features)
print("Finished forward regression for "+str(i)+"...")
max_r_squared = max(list(base_r_square_dict[j].values()))
key_max_r_squared = max(base_r_square_dict[j], key=base_r_square_dict[j].get)
base_best_r_squared[j] = max_r_squared
base_best_r_squared_feat[j] = key_max_r_squared
max_r_squared = max(list(lasso_r_square_dict[j].values()))
key_max_r_squared = max(lasso_r_square_dict[j], key=lasso_r_square_dict[j].get)
lasso_best_r_squared[j] = max_r_squared
lasso_best_r_squared_feat[j] = key_max_r_squared
max_r_squared = max(list(exp_r_square_dict[j].values()))
key_max_r_squared = max(exp_r_square_dict[j], key=exp_r_square_dict[j].get)
exp_best_r_squared[j] = max_r_squared
exp_best_r_squared_feat[j] = key_max_r_squared
min_r_squared = min(list(back_r_square_dict[j].values()))
key_min_r_squared = min(back_r_square_dict[j], key=back_r_square_dict[j].get)
back_best_r_squared[j] = min_r_squared
back_best_r_squared_feat[j] = key_min_r_squared
max_r_squared = max(list(step_r_square_dict[j].values()))
key_max_r_squared = max(step_r_square_dict[j], key=step_r_square_dict[j].get)
step_best_r_squared[j] = max_r_squared
step_best_r_squared_feat[j] = key_max_r_squared
max_r_squared = max(list(for_r_square_dict[j].values()))
key_max_r_squared = max(for_r_square_dict[j], key=for_r_square_dict[j].get)
for_best_r_squared[j] = max_r_squared
for_best_r_squared_feat[j] = key_max_r_squared
base_dimensionality_shrink[j] = number_features_used - len(base_params_dict[j]) + 1
back_dimensionality_shrink[j] = number_features_used - len(back_params_dict[j]) + 1
step_dimensionality_shrink[j] = number_features_used - len(step_params_dict[j]) + 1
for_dimensionality_shrink[j] = number_features_used - len(for_params_dict[j]) + 1
lasso_dimensionality_shrink[j] = number_features_used - len(lasso_params_dict[j]) + 1