from Packages import * from Class_Mod import metrics class TpeIpls: ''' This framework is added to the clan of wavelengths selection algorithms.It was introduced as an improvement to the forward and backward intervall selection algorithms. This framework combines the partial least squares algorithm and the tree-parzen structed estimatior, which is a bayesian optimization algorithm that was first introduced in 2011. This combination provides a wrapper method for intervall-PLS. This work keeps the integrity of the spectral data. by treating the data as a sequential data rather than using descrete optimization (point to point selection) ''' '''Optimization algorithms can be used to find the subset of variables that optimize a certain criterion (e.g., maximize predictive performance, minimize overfitting)''' SCORE = 100000000 index_export = pd.DataFrame() def __init__(self, x_train, x_test, y_train, y_test, scale, Kfold, n_intervall): TpeIpls.SCORE = 10000 self.x_train = x_train self.x_test = x_test self.y_train= y_train self.y_test = y_test self.scale = scale self.Kfold = Kfold self.p = self.x_train.shape[1] self.n_intervall = n_intervall self.n_arrets = self.n_intervall*2 self.PLS_params = {f'v{i}': hp.randint(f'v{i}', 0, self.p) for i in range(1,self.n_arrets+1)} self.PLS_params['n_components'] = hp.randint("n_components", 1, 10) def objective(self, params): self.idx = [params[f'v{i}'] for i in range(1,self.n_arrets+1)] self.idx.sort() arrays = [np.arange(self.idx[2*i],self.idx[2*i+1]+1) for i in range(self.n_intervall)] id = np.unique(np.concatenate(arrays, axis=0), axis=0) # Train the model try: Model = PLSRegression(scale = self.scale,n_components = params['n_components']) Model.fit(self.x_train.iloc[:,id], self.y_train) except ValueError as ve: params["n_components"] = 1 Model = PLSRegression(scale = self.scale,n_components = params['n_components']) Model.fit(self.x_train.iloc[:,id], self.y_train) ## make prediction yc = Model.predict(self.x_train.iloc[:,id]).ravel() ycv = cross_val_predict(Model, self.x_train.iloc[:,id], self.y_train, cv=self.Kfold, n_jobs=-1).ravel() yt = Model.predict(self.x_test.iloc[:, id]).ravel() ### compute r-squared #r2c = r2_score(self.y_train, yc) #r2cv = r2_score(self.y_train, ycv) #r2t = r2_score(self.y_test, yt) rmsecv = np.sqrt(mean_squared_error(self.y_train, ycv)) rmsec = np.sqrt(mean_squared_error(self.y_train, yc)) score = np.round(rmsecv/rmsec + rmsecv*100/self.y_train.mean()) if score < TpeIpls.SCORE-0.5: TpeIpls.SCORE = score self.nlv = params['n_components'] TpeIpls.index_export = pd.DataFrame() TpeIpls.index_export["Vars"] = self.x_test.columns[id] TpeIpls.index_export.index = id self.segments = arrays return score ############################################## def BandSelect(self, n_iter): trials = Trials() best_params = fmin(fn=self.objective, space=self.PLS_params, algo=tpe.suggest, # Tree of Parzen Estimators’ (tpe) which is a Bayesian approach max_evals=n_iter, trials=trials, verbose=0) ban = {} for i in range(len(self.segments)): ban[f'band{i+1}'] = [self.segments[i][0], self.segments[i][self.segments[i].shape[0]-1]] self.bands = pd.DataFrame(ban).T self.bands.columns = ['from', 'to'] f = [] for i in range(self.bands.shape[0]): f.extend(np.arange(self.bands["from"][i], self.bands["to"][i]+1)) variables_idx = list(set(f)) ############################################ for i in range(self.bands.shape[0]): f.extend(np.arange(self.bands["from"][i], self.bands["to"][i]+1)) variables_idx = list(set(f)) self.pls = PLSRegression(n_components=self.nlv, scale= self.scale) self.pls.fit(self.x_train.iloc[:,variables_idx], self.y_train) self.yc = self.pls.predict(self.x_train.iloc[:,variables_idx]).ravel() self.ycv = cross_val_predict(self.pls, self.x_train.iloc[:,variables_idx], self.y_train, cv=self.Kfold, n_jobs=-1).ravel() self.yt = self.pls.predict(self.x_test.iloc[:,variables_idx]).ravel() return self.bands, variables_idx @property def model_(self): return self.pls @property def metrics_(self): metc = metrics(self.y_train, self.yc) metc = metc.evaluate_ metcv = metrics(self.y_train, self.ycv) metcv = metcv.evaluate_ mett = metrics( self.y_test, self.yt) mett = mett.evaluate_ met = pd.concat([metc, metcv, mett], axis = 0) met.index = ['calib','cv','test'] return met @property def pred_data_(self): return self.yc, self.ycv, self.yt