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| ''' analysis ''' import pandas as pd import numpy as np import seaborn as sns from scipy import stats from scipy.stats import skew from scipy.stats import norm import matplotlib.pyplot as plt from sklearn.preprocessing import StandardScaler from sklearn.manifold import TSNE from sklearn.cluster import KMeans from sklearn.decomposition import PCA from sklearn.preprocessing import StandardScaler
train_df = pd.read_csv("F:/cs/python/code/houseprice/all/train.csv") test_df = pd.read_csv("F:/cs/python/code/houseprice/all/test.csv")
#scaning data #train data:1460*81 #test data: 14559*80
#transtype all_df = pd.concat((train_df.loc[:,'MSSubClass':'SaleCondition'], test_df.loc[:,'MSSubClass':'SaleCondition']), axis=0,ignore_index=True) all_df['MSSubClass'] = all_df['MSSubClass'].astype(str)
quantitative = [f for f in all_df.columns if all_df.dtypes[f] != 'object'] qualitative = [f for f in all_df.columns if all_df.dtypes[f] == 'object']
print("quantitative: {}, qualitative: {}" .format (len(quantitative),len(qualitative)))
#missing data processing #large in amount depose #little in amount avarage #middle of the missing data treat as one-hot missing = all_df.isnull().sum()
missing.sort_values(inplace=True,ascending=False) missing = missing[missing > 0]
types = all_df[missing.index].dtypes
percent = (all_df[missing.index].isnull().sum()/all_df[missing.index].isnull().count()).sort_values(ascending=False)
missing_data = pd.concat([missing, percent,types], axis=1, keys=['Total', 'Percent','Types']) missing_data.sort_values('Total',ascending=False,inplace=True) missing_data
missing.plot.bar()
#analysis #single var train_df.describe()['SalePrice']
#skewness and kurtosis print("Skewness: %f" % train_df['SalePrice'].skew()) print("Kurtosis: %f" % train_df['SalePrice'].kurt())
#conrver corrmat = train_df.corr()
#saleprice correlation matrix k = 10 #number of variables for heatmap cols = corrmat.nlargest(k, 'SalePrice')['SalePrice'].index cm = np.corrcoef(train_df[cols].values.T) sns.set(font_scale=1.25) hm = sns.heatmap(cm, cbar=True, annot=True, square=True, fmt='.2f', annot_kws={'size': 10}, yticklabels=cols.values, xticklabels=cols.values) plt.show()
## both corr and missing missing_data.index.intersection(cols)
missing_data.loc[missing_data.index.intersection(cols)]
#dealing with missing data all_df = all_df.drop((missing_data[missing_data['Total'] > 1]).index,1) # df_train = df_train.drop(df_train.loc[df_train['Electrical'].isnull()].index) all_df.isnull().sum().max() #just checking that there's no missing data missing... # missing 1 replace with average
#normal probability plot sns.distplot(train_df['SalePrice'], fit=norm); fig = plt.figure() res = stats.probplot(train_df['SalePrice'], plot=plt)
#log train_df['SalePrice'] = np.log(train_df['SalePrice'])
#histogram and normal probability plot sns.distplot(train_df['SalePrice'], fit=norm); fig = plt.figure() res = stats.probplot(train_df['SalePrice'], plot=plt)
#observe every var quantitative = [f for f in all_df.columns if all_df.dtypes[f] != 'object'] qualitative = [f for f in all_df.columns if all_df.dtypes[f] == 'object'] print("quantitative: {}, qualitative: {}" .format (len(quantitative),len(qualitative)))
f = pd.melt(all_df, value_vars=quantitative) g = sns.FacetGrid(f, col="variable", col_wrap=2, sharex=False, sharey=False) g = g.map(sns.distplot, "value")
#LotArea,BsmtUnfSF,1stFlrSF,TotalBsmtSF,KitchenAbvGr can be improved by log #skewness all_df[quantitative].apply(lambda x: skew(x.dropna())).sort_values(ascending=False)
#quantity charctive analysis #Analysis of variance train = all_df.loc[train_df.index] train['SalePrice'] = train_df.SalePrice
def anova(frame): anv = pd.DataFrame() anv['feature'] = qualitative pvals = [] for c in qualitative: samples = [] for cls in frame[c].unique(): s = frame[frame[c] == cls]['SalePrice'].values samples.append(s) pval = stats.f_oneway(*samples)[1] pvals.append(pval) anv['pval'] = pvals return anv.sort_values('pval')
a = anova(train) a['disparity'] = np.log(1./a['pval'].values) sns.barplot(data=a, x='feature', y='disparity') x=plt.xticks(rotation=90)
#quality charctive analysis def encode(frame, feature): ordering = pd.DataFrame() ordering['val'] = frame[feature].unique() ordering.index = ordering.val ordering['spmean'] = frame[[feature, 'SalePrice']].groupby(feature).mean()['SalePrice'] ordering = ordering.sort_values('spmean') ordering['ordering'] = range(1, ordering.shape[0]+1) ordering = ordering['ordering'].to_dict() for cat, o in ordering.items(): frame.loc[frame[feature] == cat, feature+'_E'] = o qual_encoded = [] for q in qualitative: encode(train, q) qual_encoded.append(q+'_E') print(qual_encoded)
# choose raws of having missing data missing_data = all_df.isnull().sum() missing_data = missing_data[missing_data>0] ids = all_df[missing_data.index].isnull() # index (0), columns (1) all_df.loc[ids[ids.any(axis=1)].index][missing_data.index]
# nan still nan train.loc[1379,'Electrical_E']
#corr computing def spearman(frame, features): spr = pd.DataFrame() spr['feature'] = features #Signature: a.corr(other, method='pearson', min_periods=None) #Docstring: #Compute correlation with `other` Series, excluding missing values # 计算特征和 SalePrice的 斯皮尔曼 相关系数 spr['spearman'] = [frame[f].corr(frame['SalePrice'], 'spearman') for f in features] spr = spr.sort_values('spearman') plt.figure(figsize=(6, 0.25*len(features))) # width, height sns.barplot(data=spr, y='feature', x='spearman', orient='h') features = quantitative + qual_encoded spearman(train, features) # OverallQual Neighborhood GrLiveArea have bing influence on price
#corr between vars plt.figure(1) corr = train[quantitative+['SalePrice']].corr() sns.heatmap(corr) plt.figure(2) corr = train[qual_encoded+['SalePrice']].corr() sns.heatmap(corr) plt.figure(3) # [31,27] corr = pd.DataFrame(np.zeros([len(quantitative)+1, len(qual_encoded)+1]), index=quantitative+['SalePrice'], columns=qual_encoded+['SalePrice']) for q1 in quantitative+['SalePrice']: for q2 in qual_encoded+['SalePrice']: corr.loc[q1, q2] = train[q1].corr(train[q2]) sns.heatmap(corr)
#Pairplots def pairplot(x, y, **kwargs): ax = plt.gca() ts = pd.DataFrame({'time': x, 'val': y}) ts = ts.groupby('time').mean() ts.plot(ax=ax) plt.xticks(rotation=90) f = pd.melt(train, id_vars=['SalePrice'], value_vars=quantitative+qual_encoded) g = sns.FacetGrid(f, col="variable", col_wrap=2, sharex=False, sharey=False, size=5) g = g.map(pairplot, "value", "SalePrice")
#price departing a = train['SalePrice'] a.plot.hist()
features = quantitative
standard = train[train['SalePrice'] < np.log(200000)] pricey = train[train['SalePrice'] >= np.log(200000)]
diff = pd.DataFrame() diff['feature'] = features diff['difference'] = [(pricey[f].fillna(0.).mean() - standard[f].fillna(0.).mean())/(standard[f].fillna(0.).mean()) for f in features]
sns.barplot(data=diff, x='feature', y='difference') x=plt.xticks(rotation=90)
#classfing features = quantitative + qual_encoded model = TSNE(n_components=2, random_state=0, perplexity=50) X = train[features].fillna(0.).values tsne = model.fit_transform(X)
std = StandardScaler() s = std.fit_transform(X) pca = PCA(n_components=30) pca.fit(s) pc = pca.transform(s) kmeans = KMeans(n_clusters=5) kmeans.fit(pc)
fr = pd.DataFrame({'tsne1': tsne[:,0], 'tsne2': tsne[:, 1], 'cluster': kmeans.labels_}) sns.lmplot(data=fr, x='tsne1', y='tsne2', hue='cluster', fit_reg=False) print(np.sum(pca.explained_variance_ratio_))
''' model ''' import pandas as pd import numpy as np import seaborn as sns from scipy import stats from scipy.stats import skew from scipy.stats import norm import matplotlib import matplotlib.pyplot as plt from sklearn.preprocessing import StandardScaler from sklearn.manifold import TSNE from sklearn.cluster import KMeans from sklearn.decomposition import PCA from sklearn.preprocessing import StandardScaler
train_df = pd.read_csv("F:/cs/python/code/houseprice/all/train.csv") test_df = pd.read_csv("F:/cs/python/code/houseprice/all/test.csv")
#feature engineering all_df = pd.concat((train_df.loc[:,'MSSubClass':'SaleCondition'], test_df.loc[:,'MSSubClass':'SaleCondition']), axis=0,ignore_index=True) all_df['MSSubClass'] = all_df['MSSubClass'].astype(str) quantitative = [f for f in all_df.columns if all_df.dtypes[f] != 'object'] qualitative = [f for f in all_df.columns if all_df.dtypes[f] == 'object']
#dealing missing data missing = all_df.isnull().sum() missing.sort_values(inplace=True,ascending=False) missing = missing[missing > 0]
#missing 1 replaced with average all_df = all_df.drop(missing[missing>1].index,1)
all_df.isnull().sum()[all_df.isnull().sum()>0]
#dealing log(GrLivArea、1stFlrSF、2ndFlrSF、TotalBsmtSF、LotArea、KitchenAbvGr、GarageArea ) logfeatures = ['GrLivArea','1stFlrSF','2ndFlrSF','TotalBsmtSF','LotArea','KitchenAbvGr','GarageArea']
for logfeature in logfeatures: all_df[logfeature] = np.log1p(all_df[logfeature].values)
#dealing boolean var all_df['HasBasement'] = all_df['TotalBsmtSF'].apply(lambda x: 1 if x > 0 else 0) all_df['HasGarage'] = all_df['GarageArea'].apply(lambda x: 1 if x > 0 else 0) all_df['Has2ndFloor'] = all_df['2ndFlrSF'].apply(lambda x: 1 if x > 0 else 0) all_df['HasWoodDeck'] = all_df['WoodDeckSF'].apply(lambda x: 1 if x > 0 else 0) all_df['HasPorch'] = all_df['OpenPorchSF'].apply(lambda x: 1 if x > 0 else 0) all_df['HasPool'] = all_df['PoolArea'].apply(lambda x: 1 if x > 0 else 0) all_df['IsNew'] = all_df['YearBuilt'].apply(lambda x: 1 if x > 2000 else 0)
quantitative = [f for f in all_df.columns if all_df.dtypes[f] != 'object'] qualitative = [f for f in all_df.columns if all_df.dtypes[f] == 'object']
#encode quanlity all_dummy_df = pd.get_dummies(all_df)
#standize var all_dummy_df.isnull().sum().sum()
mean_cols = all_dummy_df.mean() all_dummy_df = all_dummy_df.fillna(mean_cols)
all_dummy_df.isnull().sum().sum()
X = all_dummy_df[quantitative] std = StandardScaler() s = std.fit_transform(X)
all_dummy_df[quantitative] = s
dummy_train_df = all_dummy_df.loc[train_df.index] dummy_test_df = all_dummy_df.loc[test_df.index]
y_train = np.log(train_df.SalePrice)
#model predicting #ridge regression from sklearn.linear_model import Ridge from sklearn.model_selection import cross_val_score y_train.values
def rmse_cv(model): rmse= np.sqrt(-cross_val_score(model, dummy_train_df, y_train.values, scoring="neg_mean_squared_error", cv = 5)) return(rmse) alphas = np.logspace(-3, 2, 50) cv_ridge = [] coefs = [] for alpha in alphas: model = Ridge(alpha = alpha) model.fit(dummy_train_df,y_train) cv_ridge.append(rmse_cv(model).mean()) coefs.append(model.coef_) import matplotlib.pyplot as plt
cv_ridge = pd.Series(cv_ridge, index = alphas) cv_ridge.plot(title = "Validation - Just Do It") plt.xlabel("alpha") plt.ylabel("rmse") # plt.plot(alphas, cv_ridge) # plt.title("Alpha vs CV Error")
#ridge trace picture # matplotlib.rcParams['figure.figsize'] = (12.0, 12.0) ax = plt.gca()
# ax.set_color_cycle(['b', 'r', 'g', 'c', 'k', 'y', 'm'])
ax.plot(alphas, coefs) ax.set_xscale('log') ax.set_xlim(ax.get_xlim()[::-1]) # reverse axis plt.xlabel('alpha') plt.ylabel('weights') plt.title('Ridge coefficients as a function of the regularization') plt.axis('tight') plt.show()
#lesso :can choose some of feature from sklearn.linear_model import Lasso,LassoCV
# alphas = np.logspace(-3, 2, 50) # alphas = [1, 0.1, 0.001, 0.0005] alphas = np.logspace(-4, -2, 100) cv_lasso = [] coefs = [] for alpha in alphas: model = Lasso(alpha = alpha,max_iter=5000) model.fit(dummy_train_df,y_train) cv_lasso.append(rmse_cv(model).mean()) coefs.append(model.coef_)
cv_lasso = pd.Series(cv_lasso, index = alphas) cv_lasso.plot(title = "Validation - Just Do It") plt.xlabel("alpha") plt.ylabel("rmse") # plt.plot(alphas, cv_ridge) # plt.title("Alpha vs CV Error"
print(cv_lasso.min(), cv_lasso.argmin())
model = Lasso(alpha = 0.00058,max_iter=5000) model.fit(dummy_train_df,y_train) Lasso(alpha=0.00058, copy_X=True, fit_intercept=True, max_iter=5000, normalize=False, positive=False, precompute=False, random_state=None, selection='cyclic', tol=0.0001, warm_start=False) coef = pd.Series(model.coef_, index = dummy_train_df.columns) print("Lasso picked " + str(sum(coef != 0)) + " variables and eliminated the other " + str(sum(coef == 0)) + " variables")
imp_coef = pd.concat([coef.sort_values().head(10), coef.sort_values().tail(10)]) matplotlib.rcParams['figure.figsize'] = (8.0, 10.0) imp_coef.plot(kind = "barh") plt.title("Coefficients in the Lasso Model")
#Elastic Net :connect with lasso and ridge
from sklearn.linear_model import ElasticNet,ElasticNetCV elastic = ElasticNetCV(l1_ratio=[.1, .5, .7, .9, .95, .99, 1], alphas=[0.001, 0.05, 0.1, 0.3, 1, 3, 5, 10, 15, 30, 50, 75], cv=5,max_iter=5000) elastic.fit(dummy_train_df, y_train) ElasticNetCV(alphas=[0.001, 0.05, 0.1, 0.3, 1, 3, 5, 10, 15, 30, 50, 75], copy_X=True, cv=5, eps=0.001, fit_intercept=True, l1_ratio=[0.1, 0.5, 0.7, 0.9, 0.95, 0.99, 1], max_iter=5000, n_alphas=100, n_jobs=1, normalize=False, positive=False, precompute='auto', random_state=None, selection='cyclic', tol=0.0001, verbose=0) rmse_cv(elastic).mean()
#feature engineering 2 (another methon) import utils train_df_munged,label_df,test_df_munged = utils.feature_engineering()
test_df = pd.read_csv('../input/test.csv') from sklearn.metrics import mean_squared_error,make_scorer from sklearn.model_selection import cross_val_score # 定义自己的score函数 def my_custom_loss_func(ground_truth, predictions): return np.sqrt(mean_squared_error(np.exp(ground_truth), np.exp(predictions)))
my_loss_func = make_scorer(my_custom_loss_func, greater_is_better=False) def rmse_cv2(model): rmse= np.sqrt(-cross_val_score(model, train_df_munged, label_df.SalePrice, scoring='neg_mean_squared_error', cv = 5)) return(rmse)
#ridge2 from sklearn.linear_model import RidgeCV,Ridge alphas = np.logspace(-3, 2, 100) model_ridge = RidgeCV(alphas=alphas).fit(train_df_munged, label_df.SalePrice) # Run prediction on training set to get a rough idea of how well it does. pred_Y_ridge = model_ridge.predict(train_df_munged) print("Ridge score on training set: ", model_ridge.score(train_df_munged,label_df.SalePrice)) print("cross_validation: ",rmse_cv2(model_ridge).mean())
#lasso2 from sklearn.linear_model import Lasso,LassoCV model_lasso = LassoCV(eps=0.0001,max_iter=20000).fit(train_df_munged, label_df.SalePrice) # Run prediction on training set to get a rough idea of how well it does. pred_Y_lasso = model_lasso.predict(train_df_munged) print("Lasso score on training set: ", model_lasso.score(train_df_munged,label_df.SalePrice))
print("cross_validation: ",rmse_cv2(model_lasso).mean())
#Elastic Net from sklearn.linear_model import ElasticNet,ElasticNetCV model_elastic = ElasticNetCV(l1_ratio=[.1, .5, .7, .9, .95, .99, 1], alphas=[0.001, 0.05, 0.1, 0.3, 1, 3, 5, 10, 15, 30, 50, 75], cv=5,max_iter=10000) model_elastic.fit(train_df_munged, label_df.SalePrice) ElasticNetCV(alphas=[0.001, 0.05, 0.1, 0.3, 1, 3, 5, 10, 15, 30, 50, 75], copy_X=True, cv=5, eps=0.001, fit_intercept=True, l1_ratio=[0.1, 0.5, 0.7, 0.9, 0.95, 0.99, 1], max_iter=10000, n_alphas=100, n_jobs=1, normalize=False, positive=False, precompute='auto', random_state=None, selection='cyclic', tol=0.0001, verbose=0) # Run prediction on training set to get a rough idea of how well it does. pred_Y_elastic = model_elastic.predict(train_df_munged) print("Elastic score on training set: ", model_elastic.score(train_df_munged,label_df.SalePrice))
print("cross_validation: ",rmse_cv2(model_elastic).mean())
#XGBoost # XGBoost -- I did some "manual" cross-validation here but should really find # these hyperparameters using CV. ;-)
import xgboost as xgb
model_xgb = xgb.XGBRegressor( colsample_bytree=0.2, gamma=0.0, learning_rate=0.05, max_depth=6, min_child_weight=1.5, n_estimators=7200, reg_alpha=0.9, reg_lambda=0.6, subsample=0.2, seed=42, silent=1)
model_xgb.fit(train_df_munged, label_df.SalePrice)
# Run prediction on training set to get a rough idea of how well it does. pred_Y_xgb = model_xgb.predict(train_df_munged) print("XGBoost score on training set: ", model_xgb.score(train_df_munged,label_df.SalePrice)) # 过拟合
print("cross_validation: ",rmse_cv2(model_xgb).mean())
print("score: ",mean_squared_error(model_xgb.predict(train_df_munged),label_df.SalePrice))
#Ensemble from sklearn.linear_model import LinearRegression # Create linear regression object regr = LinearRegression() train_x = np.concatenate( (pred_Y_lasso[np.newaxis, :].T,pred_Y_ridge[np.newaxis, :].T, pred_Y_elastic[np.newaxis, :].T,pred_Y_xgb[np.newaxis, :].T), axis=1) regr.fit(train_x,label_df.SalePrice) LinearRegression(copy_X=True, fit_intercept=True, n_jobs=1, normalize=False) regr.coef_
print("Ensemble score on training set: ", regr.score(train_x,label_df.SalePrice)) # overfitting
print("score: ",mean_squared_error(regr.predict(train_x),label_df.SalePrice))
#submit model_lasso.predict(test_df_munged)[np.newaxis, :].T
test_x = np.concatenate( (model_lasso.predict(test_df_munged)[np.newaxis, :].T,model_ridge.predict(test_df_munged)[np.newaxis, :].T, model_elastic.predict(test_df_munged)[np.newaxis, :].T, model_xgb.predict(test_df_munged)[np.newaxis, :].T) ,axis=1) y_final = regr.predict(test_x) y_final
submission_df = pd.DataFrame(data= {'Id' : test_df.Id, 'SalePrice': np.exp(y_final)}) submission_df.to_csv("bag-4.csv",index=False) # conceal index
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